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Type 'q()' to quit R. > x <- c(193.230,199.068,195.076,191.563,191.067,186.665,185.508,184.371,183.046,175.714,175.768,171.029,170.465,170.102,156.389,124.291,99.360,86.675,85.056,128.236,164.257,162.401,152.779,156.005,153.387,153.190,148.840,144.211,145.953,145.542,150.271,147.489,143.824,134.754,131.736,126.304,125.511,125.495,130.133,126.257,110.323,98.417,105.749,120.665,124.075,127.245,146.731,144.979,148.210,144.670,142.970,142.524,146.142,146.522,148.128,148.798,150.181,152.388,155.694,160.662,155.520,158.262,154.338,158.196,160.371,154.856,150.636,145.899,141.242,140.834,141.119,139.104,134.437,129.425,123.155,119.273,120.472,121.523,121.983,123.658,124.794,124.827,120.382,117.395,115.790,114.283,117.271,117.448,118.764,120.550,123.554,125.412,124.182,119.828,115.361,114.226,115.214,115.864,114.276,113.469) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '1' > par4 = '0' > par3 = '0' > 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/rcomp/tmp/1d7r51305838963.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/rcomp/tmp/2r8nw1305838963.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/rcomp/tmp/3dp511305838963.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] 1.000000000 0.908664452 0.751400843 0.599972033 0.479399492 [6] 0.392968127 0.336993015 0.285790508 0.232245041 0.178928352 [11] 0.125877401 0.068546840 0.012423901 -0.043062076 -0.092762652 [16] -0.115832478 -0.101117097 -0.058503483 -0.003087941 0.041250222 [21] 0.038664256 0.013071548 0.011197023 0.025684803 0.022207010 [26] 0.001649848 -0.034167838 -0.080742738 -0.128295038 -0.163401522 [31] -0.186225591 -0.197456781 -0.194658511 -0.185998241 -0.175589055 [36] -0.166608658 -0.152939112 -0.138467164 -0.120515584 -0.107825110 [41] -0.093317633 -0.059650729 -0.012502071 0.027526935 0.055351306 [46] 0.075375115 0.089811207 0.092122064 0.102176680 > (mypacf <- c(rpacf$acf)) [1] 0.9086644520 -0.4260351432 0.0941867916 0.0292229334 0.0359744871 [6] 0.0450540810 -0.0931607648 -0.0047132861 -0.0140627084 -0.0411189458 [11] -0.0703397675 -0.0274837200 -0.0645685775 -0.0157939782 0.0977849054 [16] 0.0942586746 0.0617369844 0.0538575448 -0.0326361842 -0.1877119728 [21] 0.0772025864 0.1656325686 -0.0737160076 -0.1886444533 -0.0371492727 [26] -0.0537015336 -0.0525151794 -0.0726343773 0.0006767743 0.0250388771 [31] 0.0282446683 0.0694538251 0.0111547790 -0.0101896324 -0.0628103168 [36] 0.0645792445 0.0032199284 0.0158931669 -0.0457035883 0.0031309682 [41] 0.0082331576 -0.0261928035 0.0476366803 0.0275583410 0.0047968796 [46] 0.0342038134 -0.0034539336 0.1370061485 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/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/rcomp/tmp/44yct1305838963.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/rcomp/tmp/5lu691305838963.tab") > > try(system("convert tmp/1d7r51305838963.ps tmp/1d7r51305838963.png",intern=TRUE)) character(0) > try(system("convert tmp/2r8nw1305838963.ps tmp/2r8nw1305838963.png",intern=TRUE)) character(0) > try(system("convert tmp/3dp511305838963.ps tmp/3dp511305838963.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.90 0.50 1.37