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Type 'q()' to quit R. > x <- c(99.96,100.21,100.37,101.11,101.04,101.02,101.02,101.11,100.96,101.27,101.01,101.07,101.07,101.07,101.24,101.29,101.67,101.66,101.66,101.66,101.8,102.32,102.38,102.4,102.39,102.78,102.81,102.82,102.96,102.98,102.98,103.03,103.26,103.47,103.58,103.52,103.52,103.52,103.54,103.74,103.94,103.9,103.9,103.9,103.87,104.51,104.82,104.87,104.87,105.13,105.22,105.02,104.7,104.76,104.76,104.57,104.64,104.72,104.49,104.42) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > 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/wessaorg/rcomp/tmp/13lsr1321285182.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/22zdd1321285182.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/3nrc01321285182.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 0.9501488491 0.9016337709 0.8520316754 0.8183556712 [6] 0.7801419644 0.7371642853 0.6918737718 0.6470712917 0.5934838137 [11] 0.5434570284 0.4890431054 0.4361268905 0.3800303420 0.3216934369 [16] 0.2683732330 0.2228524289 0.1835102039 0.1413151852 0.0947409716 [21] 0.0461722797 0.0003685642 -0.0326168163 -0.0660813443 -0.1003469003 [26] -0.1393059862 -0.1737071649 -0.2059943763 -0.2348560213 -0.2593296848 [31] -0.2860092531 -0.3136776960 -0.3414679610 -0.3630999507 -0.3804505409 [36] -0.3947235075 -0.4045063287 -0.4157641714 -0.4270326376 -0.4370006246 [41] -0.4361142747 -0.4296150197 -0.4236284703 -0.4206949219 -0.4195119097 [46] -0.4163544746 -0.3992627954 -0.3745007367 -0.3497285013 > (mypacf <- c(rpacf$acf)) [1] 0.950148849 -0.011819565 -0.036520542 0.136992052 -0.063164652 [6] -0.076271975 -0.022518764 -0.034047184 -0.134675390 0.004156271 [11] -0.073233118 -0.054315891 -0.050856700 -0.072481336 0.009429790 [16] 0.041190234 0.031441474 -0.049886748 -0.050721015 -0.056180938 [21] -0.030212186 0.084639726 -0.052522701 -0.050266700 -0.061220856 [26] -0.009072286 -0.038167957 -0.017756628 0.015468316 -0.079000771 [31] -0.031043651 -0.035335253 0.009540454 -0.022254143 -0.013030612 [36] 0.032484086 -0.036904623 -0.020174532 -0.034915750 0.064908429 [41] 0.012280010 -0.023609286 -0.015758862 -0.055957400 -0.032560848 [46] 0.091271105 0.079190073 -0.025424577 > 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/4ucy61321285183.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/51m4u1321285183.tab") > > try(system("convert tmp/13lsr1321285182.ps tmp/13lsr1321285182.png",intern=TRUE)) character(0) > try(system("convert tmp/22zdd1321285182.ps tmp/22zdd1321285182.png",intern=TRUE)) character(0) > try(system("convert tmp/3nrc01321285182.ps tmp/3nrc01321285182.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.950 0.165 1.116