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Type 'q()' to quit R. > x <- c(1069108,1059362,1049495,1029082,1231089,1220388,1069108,968521,978233,978233,989056,1008514,1069108,1049495,1079775,1129547,1412683,1412683,1352244,1291650,1341422,1401983,1412683,1442964,1533833,1473244,1473244,1564114,1816014,1836427,1785734,1664578,1755420,1755420,1765165,1816014,1856040,1876453,1876453,1937014,2169452,2229890,2239603,2088322,2169452,2139171,2078582,2209478,2239603,2188909,2199610,2269916,2532640,2663352,2663352,2602913,2693660,2602913,2552092,2744509,2774634,2703378,2884967,2956228,3168103,3308711,3289258,3278430,3359559,3349692,3228692,3410253,3470847,3410253,3662154,3783309,4065362,4176650,4146492,4085897,4136624,4197185,3995056,4156204,4257779,4216798,4479366,4570080,4953837,5024138,4933418,4984117,5014398,5044678,4852261,5033856,5134437,5033856,5326854,5417607,5811037,5871631,5891089,5992631,5992631,6032657,5851063,5941938,6002377,5891089,6214246,6274812,6678021,6749283,6849864,6940739,6950451,6961152,6779563,6961152) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > 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/wessaorg/rcomp/tmp/1od2x1310300592.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/wessaorg/rcomp/tmp/2ggi71310300592.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/wessaorg/rcomp/tmp/30dl21310300592.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] 1.000000e+00 -1.100643e-01 -1.106151e-01 1.959115e-01 -6.613994e-02 [6] -2.414929e-02 -1.332644e-01 1.693792e-01 -7.290029e-02 -1.270714e-01 [11] 6.314054e-02 -1.963478e-02 4.177126e-02 -1.043324e-01 1.268778e-01 [16] 1.407843e-02 -1.059602e-01 -4.322672e-02 3.349522e-02 2.942945e-02 [21] -1.272586e-01 6.758498e-02 2.230091e-02 -8.962724e-02 -8.308938e-02 [26] 1.393591e-03 9.893370e-02 -1.105532e-01 -2.926614e-02 4.107647e-02 [31] -8.979865e-02 -9.137989e-02 -1.887898e-02 8.802236e-02 -4.473529e-02 [36] -1.654695e-02 6.967401e-04 6.621866e-05 3.035943e-02 1.414997e-02 [41] 6.396689e-02 5.261458e-02 -1.592243e-01 4.352593e-02 1.545620e-01 [46] -1.449052e-01 3.856188e-04 1.565904e-01 -4.238326e-02 > (mypacf <- c(rpacf$acf)) [1] -0.1100643291 -0.1242342828 0.1732919612 -0.0407163003 0.0050349147 [6] -0.1909299716 0.1728716269 -0.0914430212 -0.0414143934 -0.0669211939 [11] 0.0236128635 0.0455528962 -0.0746877729 0.0885409592 -0.0208179968 [16] -0.0082941969 -0.1541058593 0.0549331482 -0.0109382113 -0.0267508294 [21] -0.0154238039 -0.0093694565 -0.0296548685 -0.1271308431 -0.0307688580 [26] 0.0426483088 -0.0104558409 -0.0890367472 -0.0380272709 -0.0818323199 [31] -0.0762385993 -0.0786923418 0.0103416593 0.0009305179 -0.0047494236 [36] -0.1078679765 -0.0168941275 0.0409098996 0.0381824703 -0.0309931905 [41] 0.0507512116 -0.1683455030 0.0363292127 0.0993520435 -0.0801192442 [46] -0.0103276346 0.0469903156 -0.0294419153 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/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/wessaorg/rcomp/tmp/4u85t1310300592.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/wessaorg/rcomp/tmp/55u6i1310300592.tab") > > try(system("convert tmp/1od2x1310300592.ps tmp/1od2x1310300592.png",intern=TRUE)) character(0) > try(system("convert tmp/2ggi71310300592.ps tmp/2ggi71310300592.png",intern=TRUE)) character(0) > try(system("convert tmp/30dl21310300592.ps tmp/30dl21310300592.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.922 0.173 1.091