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Type 'q()' to quit R. > x <- c(52347,52407,50570,50442,50590,50040,50476,50268,50595,48708,48547,48196,48375,47915,46462,46132,46308,46532,46817,46824,46263,45992,46404,46995,48102,48719,47912,48430,50141,50608,51005,51857,52513,52406,53634,55165,57294,58026,56701,58706,60103,61153,62395,63850,64534,65765,66954,65741,65474,60687,59227,59373,59995,59532,59696,59507,60210,58782,59372,58827,60481,59508,56565,56201,56193,56431,56316,55316,54795,53310,51848,50618,52026,50120,46825,46374,45441,45392,45032,44302,42880,42101,41886,41415,43228,41633,39375,38603,37847,36881,36700,36477,35684,35896,37109,37612,39570,39518,37970,38343,37966,38942,39304,39438,38999,38110,40024,41050,42239,42313,41159,42067,42515,43554,45018,45797,46749,47291,48800,50566,54884,54002,51813,52751,54461,55364,56900,57795) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '48' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Dr. Ian E. Holliday > #To cite this work: Ian E. Holliday, 2009, 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: > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par8 != '') par8 <- as.numeric(par8) > ox <- x > if (par8 == '') { + if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } + } else { + x <- log(x,base=par8) + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/wessaorg/rcomp/tmp/1yhjh1295086267.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow=c(2,1)) > plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value') > if (par8=='') { + mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='') + mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') + } else { + mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='') + mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') + } > plot(x,type='l', main=mytitle,xlab='time',ylab='value') > par(op) > dev.off() null device 1 > postscript(file="/var/www/wessaorg/rcomp/tmp/21whr1295086267.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub) > dev.off() null device 1 > postscript(file="/var/www/wessaorg/rcomp/tmp/3ns981295086267.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub) > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.30557927 0.09305917 0.09923933 0.13998093 0.24643754 [7] 0.25921135 0.22090324 0.08384706 0.05971060 -0.01730213 0.13637670 [13] 0.46414559 0.12247796 -0.04974093 -0.03566224 -0.02905156 0.11345205 [19] 0.11907345 0.07038874 -0.04692079 -0.07457089 -0.14994053 -0.03520149 [25] 0.27627101 -0.05575087 -0.18983592 -0.14510057 -0.16373811 -0.03649613 [31] -0.05191285 -0.08874116 -0.17413863 -0.18547882 -0.28586645 -0.14909145 [37] 0.16384083 -0.14802483 -0.19112745 -0.18306431 -0.14353025 -0.09219930 [43] -0.06489781 -0.10008895 -0.20870047 -0.23439436 -0.30928524 -0.12495945 [49] 0.13244903 > (mypacf <- c(rpacf$acf)) [1] 0.3055792695 -0.0003524288 0.0782025112 0.0976635939 0.1933279600 [6] 0.1475441153 0.1131945927 -0.0364971453 -0.0060259177 -0.1337186368 [11] 0.0905592645 0.3924794472 -0.1609114969 -0.1208275482 -0.0357728477 [16] -0.0996613149 0.0433018519 -0.0209557424 -0.0182096110 -0.0405879550 [21] -0.0454224235 -0.0763324707 -0.0360986281 0.1656896751 -0.1692026679 [26] -0.0820670197 0.0194446931 -0.0930906061 -0.0233920812 -0.0793941637 [31] -0.0489530317 -0.0314220898 -0.0384974196 -0.0964800486 -0.0021415820 [36] 0.1280356584 -0.1102938565 0.0726296042 -0.0125066948 0.0487329009 [41] -0.0913229932 0.0005118375 -0.0218370055 -0.1237366964 -0.1070286143 [46] -0.0729092591 0.0416416843 0.0391711764 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Autocorrelation Function',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Time lag k',header=TRUE) > a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE) > a<-table.element(a,'T-STAT',header=TRUE) > a<-table.element(a,'P-value',header=TRUE) > a<-table.row.end(a) > for (i in 2:(par1+1)) { + a<-table.row.start(a) + a<-table.element(a,i-1,header=TRUE) + a<-table.element(a,round(myacf[i],6)) + mytstat <- myacf[i]*sqrtn + a<-table.element(a,round(mytstat,4)) + a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/wessaorg/rcomp/tmp/49ubh1295086267.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Partial Autocorrelation Function',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Time lag k',header=TRUE) > a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE) > a<-table.element(a,'T-STAT',header=TRUE) > a<-table.element(a,'P-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:par1) { + a<-table.row.start(a) + a<-table.element(a,i,header=TRUE) + a<-table.element(a,round(mypacf[i],6)) + mytstat <- mypacf[i]*sqrtn + a<-table.element(a,round(mytstat,4)) + a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/wessaorg/rcomp/tmp/5t0ye1295086267.tab") > > try(system("convert tmp/1yhjh1295086267.ps tmp/1yhjh1295086267.png",intern=TRUE)) character(0) > try(system("convert tmp/21whr1295086267.ps tmp/21whr1295086267.png",intern=TRUE)) character(0) > try(system("convert tmp/3ns981295086267.ps tmp/3ns981295086267.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.89 0.16 1.08