R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(1418
+ ,869
+ ,1530
+ ,2172
+ ,901
+ ,463
+ ,3201
+ ,371
+ ,1192
+ ,1583
+ ,1439
+ ,1764
+ ,1495
+ ,1373
+ ,2187
+ ,1491
+ ,4041
+ ,1706
+ ,2152
+ ,1036
+ ,1882
+ ,1929
+ ,2242
+ ,1220
+ ,1289
+ ,2515
+ ,2147
+ ,2352
+ ,1638
+ ,1222
+ ,1812
+ ,1677
+ ,1579
+ ,1731
+ ,807
+ ,2452
+ ,829
+ ,1940
+ ,2662
+ ,186
+ ,1499
+ ,865
+ ,1793
+ ,2527
+ ,2747
+ ,1324
+ ,2702
+ ,1383
+ ,1179
+ ,2099
+ ,4308
+ ,918
+ ,1831
+ ,3373
+ ,1713
+ ,1438
+ ,496
+ ,2253
+ ,744
+ ,1161
+ ,2352
+ ,2144
+ ,4691
+ ,1112
+ ,2694
+ ,1973
+ ,1769
+ ,3148
+ ,2474
+ ,2084
+ ,1954
+ ,1226
+ ,1389
+ ,1496
+ ,2269
+ ,1833
+ ,1268
+ ,1943
+ ,893
+ ,1762
+ ,1403
+ ,1425
+ ,1857
+ ,1840
+ ,1502
+ ,1441
+ ,1420
+ ,1416
+ ,2970
+ ,1317
+ ,1644
+ ,870
+ ,1654
+ ,1054
+ ,937
+ ,3004
+ ,2008
+ ,2547
+ ,1885
+ ,1626
+ ,1468
+ ,2445
+ ,1964
+ ,1381
+ ,1369
+ ,1659
+ ,2888
+ ,1290
+ ,2845
+ ,1982
+ ,1904
+ ,1391
+ ,602
+ ,1743
+ ,1559
+ ,2014
+ ,2143
+ ,2146
+ ,874
+ ,1590
+ ,1590
+ ,1210
+ ,2072
+ ,1281
+ ,1401
+ ,834
+ ,1105
+ ,1272
+ ,1944
+ ,391
+ ,761
+ ,1605
+ ,530
+ ,1988
+ ,1386
+ ,2395
+ ,387
+ ,1742
+ ,620
+ ,449
+ ,800
+ ,1684
+ ,1050
+ ,2699
+ ,1606
+ ,1502
+ ,1204
+ ,1138
+ ,568
+ ,1459
+ ,2158
+ ,1111
+ ,1421
+ ,2833
+ ,1955
+ ,2922
+ ,1002
+ ,1060
+ ,956
+ ,2186
+ ,3604
+ ,1035
+ ,1417
+ ,3261
+ ,1587
+ ,1424
+ ,1701
+ ,1249
+ ,946
+ ,1926
+ ,3352
+ ,1641
+ ,2035
+ ,2312
+ ,1369
+ ,1577
+ ,2201
+ ,961
+ ,1900
+ ,1254
+ ,1335
+ ,1597
+ ,207
+ ,1645
+ ,2429
+ ,151
+ ,474
+ ,141
+ ,1639
+ ,872
+ ,1318
+ ,1018
+ ,1383
+ ,1314
+ ,1335
+ ,1403
+ ,910
+ ,616
+ ,1407
+ ,771
+ ,766
+ ,473
+ ,1376
+ ,1232
+ ,1521
+ ,572
+ ,1059
+ ,1544
+ ,1230
+ ,1206
+ ,1205
+ ,1255
+ ,613
+ ,721
+ ,1109
+ ,740
+ ,1126
+ ,728
+ ,689
+ ,592
+ ,995
+ ,1613
+ ,2048
+ ,705
+ ,301
+ ,1803
+ ,799
+ ,861
+ ,1186
+ ,1451
+ ,628
+ ,1161
+ ,1463
+ ,742
+ ,979
+ ,675
+ ,1241
+ ,676
+ ,1049
+ ,620
+ ,1081
+ ,1688
+ ,736
+ ,617
+ ,812
+ ,1051
+ ,1656
+ ,705
+ ,945
+ ,554
+ ,1597
+ ,982
+ ,222
+ ,1212
+ ,1143
+ ,435
+ ,532
+ ,882
+ ,608
+ ,459
+ ,578
+ ,826
+ ,509
+ ,717
+ ,637
+ ,857
+ ,830
+ ,652
+ ,707
+ ,954
+ ,1461
+ ,672
+ ,778
+ ,1141
+ ,680
+ ,1090
+ ,616
+ ,285
+ ,1145
+ ,733
+ ,888
+ ,849
+ ,1182
+ ,528
+ ,642
+ ,947
+ ,819
+ ,757
+ ,894)
> par9 = '0'
> par8 = '0'
> par7 = '0'
> par6 = '0'
> par5 = '1'
> par4 = '0'
> par3 = '0'
> par2 = '0.0'
> par1 = 'FALSE'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> if (par1 == 'TRUE') par1 <- TRUE
> if (par1 == 'FALSE') par1 <- FALSE
> par2 <- as.numeric(par2) #Box-Cox lambda transformation parameter
> par3 <- as.numeric(par3) #degree of non-seasonal differencing
> par4 <- as.numeric(par4) #degree of seasonal differencing
> par5 <- as.numeric(par5) #seasonal period
> par6 <- as.numeric(par6) #degree (p) of the non-seasonal AR(p) polynomial
> par7 <- as.numeric(par7) #degree (q) of the non-seasonal MA(q) polynomial
> par8 <- as.numeric(par8) #degree (P) of the seasonal AR(P) polynomial
> par9 <- as.numeric(par9) #degree (Q) of the seasonal MA(Q) polynomial
> armaGR <- function(arima.out, names, n){
+ try1 <- arima.out$coef
+ try2 <- sqrt(diag(arima.out$var.coef))
+ try.data.frame  <- data.frame(matrix(NA,ncol=4,nrow=length(names)))
+ dimnames(try.data.frame) <- list(names,c('coef','std','tstat','pv'))
+ try.data.frame[,1] <- try1
+ for(i in 1:length(try2)) try.data.frame[which(rownames(try.data.frame)==names(try2)[i]),2] <- try2[i]
+ try.data.frame[,3] <- try.data.frame[,1] / try.data.frame[,2]
+ try.data.frame[,4] <- round((1-pt(abs(try.data.frame[,3]),df=n-(length(try2)+1)))*2,5)
+ vector <- rep(NA,length(names))
+ vector[is.na(try.data.frame[,4])] <- 0
+ maxi <- which.max(try.data.frame[,4])
+ continue <- max(try.data.frame[,4],na.rm=TRUE) > .05
+ vector[maxi] <- 0
+ list(summary=try.data.frame,next.vector=vector,continue=continue)
+ }
> arimaSelect <- function(series, order=c(13,0,0), seasonal=list(order=c(2,0,0),period=12), include.mean=F){
+ nrc <- order[1]+order[3]+seasonal$order[1]+seasonal$order[3]
+ coeff <- matrix(NA, nrow=nrc*2, ncol=nrc)
+ pval <- matrix(NA, nrow=nrc*2, ncol=nrc)
+ mylist <- rep(list(NULL), nrc)
+ names  <- NULL
+ if(order[1] > 0) names <- paste('ar',1:order[1],sep='')
+ if(order[3] > 0) names <- c( names , paste('ma',1:order[3],sep='') )
+ if(seasonal$order[1] > 0) names <- c(names, paste('sar',1:seasonal$order[1],sep=''))
+ if(seasonal$order[3] > 0) names <- c(names, paste('sma',1:seasonal$order[3],sep=''))
+ arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML')
+ mylist[[1]] <- arima.out
+ last.arma <- armaGR(arima.out, names, length(series))
+ mystop <- FALSE
+ i <- 1
+ coeff[i,] <- last.arma[[1]][,1]
+ pval [i,] <- last.arma[[1]][,4]
+ i <- 2
+ aic <- arima.out$aic
+ while(!mystop){
+ mylist[[i]] <- arima.out
+ arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML', fixed=last.arma$next.vector)
+ aic <- c(aic, arima.out$aic)
+ last.arma <- armaGR(arima.out, names, length(series))
+ mystop <- !last.arma$continue
+ coeff[i,] <- last.arma[[1]][,1]
+ pval [i,] <- last.arma[[1]][,4]
+ i <- i+1
+ }
+ list(coeff, pval, mylist, aic=aic)
+ }
> arimaSelectplot <- function(arimaSelect.out,noms,choix){
+ noms <- names(arimaSelect.out[[3]][[1]]$coef)
+ coeff <- arimaSelect.out[[1]]
+ k <- min(which(is.na(coeff[,1])))-1
+ coeff <- coeff[1:k,]
+ pval  <- arimaSelect.out[[2]][1:k,]
+ aic   <- arimaSelect.out$aic[1:k]
+ coeff[coeff==0] <- NA
+ n <- ncol(coeff)
+ if(missing(choix)) choix <- k
+ layout(matrix(c(1,1,1,2,
+ 3,3,3,2,
+ 3,3,3,4,
+ 5,6,7,7),nr=4),
+ widths=c(10,35,45,15),
+ heights=c(30,30,15,15))
+ couleurs <- rainbow(75)[1:50]#(50)
+ ticks <- pretty(coeff)
+ par(mar=c(1,1,3,1))
+ plot(aic,k:1-.5,type='o',pch=21,bg='blue',cex=2,axes=F,lty=2,xpd=NA)
+ points(aic[choix],k-choix+.5,pch=21,cex=4,bg=2,xpd=NA)
+ title('aic',line=2)
+ par(mar=c(3,0,0,0))
+ plot(0,axes=F,xlab='',ylab='',xlim=range(ticks),ylim=c(.1,1))
+ rect(xleft  = min(ticks) + (0:49)/50*(max(ticks)-min(ticks)),
+ xright = min(ticks) + (1:50)/50*(max(ticks)-min(ticks)),
+ ytop   = rep(1,50),
+ ybottom= rep(0,50),col=couleurs,border=NA)
+ axis(1,ticks)
+ rect(xleft=min(ticks),xright=max(ticks),ytop=1,ybottom=0)
+ text(mean(coeff,na.rm=T),.5,'coefficients',cex=2,font=2)
+ par(mar=c(1,1,3,1))
+ image(1:n,1:k,t(coeff[k:1,]),axes=F,col=couleurs,zlim=range(ticks))
+ for(i in 1:n) for(j in 1:k) if(!is.na(coeff[j,i])) {
+ if(pval[j,i]<.01)                            symb = 'green'
+ else if( (pval[j,i]<.05) & (pval[j,i]>=.01)) symb = 'orange'
+ else if( (pval[j,i]<.1)  & (pval[j,i]>=.05)) symb = 'red'
+ else                                         symb = 'black'
+ polygon(c(i+.5   ,i+.2   ,i+.5   ,i+.5),
+ c(k-j+0.5,k-j+0.5,k-j+0.8,k-j+0.5),
+ col=symb)
+ if(j==choix)  {
+ rect(xleft=i-.5,
+ xright=i+.5,
+ ybottom=k-j+1.5,
+ ytop=k-j+.5,
+ lwd=4)
+ text(i,
+ k-j+1,
+ round(coeff[j,i],2),
+ cex=1.2,
+ font=2)
+ }
+ else{
+ rect(xleft=i-.5,xright=i+.5,ybottom=k-j+1.5,ytop=k-j+.5)
+ text(i,k-j+1,round(coeff[j,i],2),cex=1.2,font=1)
+ }
+ }
+ axis(3,1:n,noms)
+ par(mar=c(0.5,0,0,0.5))
+ plot(0,axes=F,xlab='',ylab='',type='n',xlim=c(0,8),ylim=c(-.2,.8))
+ cols <- c('green','orange','red','black')
+ niv  <- c('0','0.01','0.05','0.1')
+ for(i in 0:3){
+ polygon(c(1+2*i   ,1+2*i   ,1+2*i-.5   ,1+2*i),
+ c(.4      ,.7      , .4        , .4),
+ col=cols[i+1])
+ text(2*i,0.5,niv[i+1],cex=1.5)
+ }
+ text(8,.5,1,cex=1.5)
+ text(4,0,'p-value',cex=2)
+ box()
+ residus <- arimaSelect.out[[3]][[choix]]$res
+ par(mar=c(1,2,4,1))
+ acf(residus,main='')
+ title('acf',line=.5)
+ par(mar=c(1,2,4,1))
+ pacf(residus,main='')
+ title('pacf',line=.5)
+ par(mar=c(2,2,4,1))
+ qqnorm(residus,main='')
+ title('qq-norm',line=.5)
+ qqline(residus)
+ residus
+ }
> if (par2 == 0) x <- log(x)
> if (par2 != 0) x <- x^par2
> (selection <- arimaSelect(x, order=c(par6,par3,par7), seasonal=list(order=c(par8,par4,par9), period=par5)))
Error in `[<-.data.frame`(`*tmp*`, which(rownames(try.data.frame) == names(try2)[i]),  : 
  replacement has 1 rows, data has 0
Calls: arimaSelect -> armaGR -> [<- -> [<-.data.frame
In addition: Warning message:
In max(i) : no non-missing arguments to max; returning -Inf
Execution halted