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Type 'q()' to quit R. > x <- c(6827,6178,7084,8162,8462,9644,10466,10748,9963,8194,6848,7027,7269,6775,7819,8371,9069,10248,11030,10882,10333,9109,7685,7602,8350,7829,8829,9948,10638,11253,11424,11391,10665,9396,7775,7933,8186,7444,8484,9948,10252,12282,11637,11577,12417,9637,8094,9280,8334,7899,9994,10078,10801,12950,12222,12246,13281,10366,8730,9614,8639,8772,10894,10455,11179,10588,10794,12770,13812,10857,9290,10925,9491,8919,11607,8852,12537,14759,13667,13731,15110,12185,10645,12161,10840,10436,13589,13402,13103,14933,14147,14057,16234,12389,11595,12772) > 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/1pufp1304355257.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/2t0hv1304355257.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/315n71304355257.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] 1.0000000000 -0.0856518853 -0.1967511327 0.4165291385 -0.3290985739 [6] -0.3802154177 0.1746898462 -0.4117500420 -0.2815420886 0.3951823996 [11] -0.0804482237 -0.0409795486 0.6481330126 0.0001742786 -0.1208786169 [16] 0.3172104892 -0.2346099130 -0.3505704588 0.1138406524 -0.3415645749 [21] -0.1368096736 0.2548748468 -0.1706308179 0.0977726006 0.4963044617 [26] 0.0045558072 -0.0405973020 0.1965994118 -0.1950176646 -0.1909201310 [31] 0.0496062793 -0.3432611668 -0.1081573835 0.2227379505 -0.1641210423 [36] 0.1099628205 0.4003128713 -0.0093535694 0.0281329587 0.1508521124 [41] -0.1970929237 -0.1251406280 -0.0130003494 -0.2391002596 -0.0399671678 [46] 0.1156929024 -0.1175714713 0.1073226120 0.2553775136 > (mypacf <- c(rpacf$acf)) [1] -0.0856518853 -0.2055956785 0.3982338850 -0.3980856243 -0.2922316777 [6] -0.1387102398 -0.4362682236 -0.3520170321 -0.1128047440 -0.1991575616 [11] -0.2853688081 0.1606705881 -0.0099638439 0.0156080208 -0.0594645452 [16] 0.0707038043 -0.0183205179 -0.0010929099 -0.1130890580 0.2619041043 [21] -0.0798116183 -0.2574052099 -0.0266111678 0.0439697917 0.0945123967 [26] -0.1568545490 -0.0339822736 0.0007177703 0.0232405266 -0.0105209203 [31] 0.0062547702 -0.0248090629 0.0032377276 -0.0949704585 0.0138484255 [36] -0.0281124322 0.0916868610 -0.0370081776 -0.1101372992 -0.0615598108 [41] -0.0372720928 -0.0103970312 0.0210984345 0.0924215791 0.0026692477 [46] 0.0195601856 0.0140286458 -0.0965829037 > 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/4ywt91304355257.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/5j3n91304355257.tab") > > try(system("convert tmp/1pufp1304355257.ps tmp/1pufp1304355257.png",intern=TRUE)) character(0) > try(system("convert tmp/2t0hv1304355257.ps tmp/2t0hv1304355257.png",intern=TRUE)) character(0) > try(system("convert tmp/315n71304355257.ps tmp/315n71304355257.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.230 0.150 2.437