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Type 'q()' to quit R. > x <- c(31.956,29.506,34.506,27.165,26.736,23.691,18.157,17.328,18.205,20.995,17.382,9.367,31.124,26.551,30.651,25.859,25.100,25.778,20.418,18.688,20.424,24.776,19.814,12.738,31.566,30.111,30.019,31.934,25.826,26.835,20.205,17.789,20.520,22.518,15.572,11.509,25.447,24.090,27.786,26.195,20.516,22.759,19.028,16.971,20.036,22.485,18.730,14.538,27.561,25.985,34.670,32.066,27.186,29.586,21.359,21.553,19.573,24.256,22.380,16.167) > 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/www/rcomp/tmp/1houy1321289011.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/26dai1321289011.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/30d1u1321289011.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 0.424314481 0.221287526 0.055458902 -0.144133848 [6] -0.242379622 -0.471237653 -0.325525654 -0.257649998 -0.167649901 [11] -0.047814922 0.125610016 0.616846142 0.242132145 0.078490880 [16] -0.021742689 -0.181774748 -0.212075264 -0.377760324 -0.258799384 [21] -0.170055793 -0.082874724 0.011990816 0.179353718 0.546529576 [26] 0.327152663 0.208305078 0.086230546 -0.037970057 -0.070601003 [31] -0.231548192 -0.174934302 -0.141163142 -0.093477445 -0.043664256 [36] 0.020692667 0.294378418 0.149528405 0.082020638 -0.007111227 [41] -0.096678414 -0.104905066 -0.218052508 -0.158394181 -0.134782639 [46] -0.095030799 -0.030383559 0.001644940 0.189279916 > (mypacf <- c(rpacf$acf)) [1] 0.4243144813 0.0503010967 -0.0673165551 -0.1906716788 -0.1429014421 [6] -0.3641549161 0.0002430853 -0.0899809294 -0.0662317481 -0.0838336516 [11] 0.0838759604 0.5669232139 -0.4556219525 -0.3167454476 -0.1618538445 [16] -0.0593972752 -0.0100379652 0.0503846962 -0.0964651260 -0.1119284900 [21] 0.0541051083 -0.0025141799 0.0346431274 -0.1412535084 0.0214830491 [26] 0.1160424156 -0.0203957602 0.0836478136 0.0403520362 -0.0089578138 [31] 0.0350403304 0.0376972339 -0.0033157108 0.0591476712 -0.1468444587 [36] 0.0145851575 -0.0063998665 0.0206776269 0.1013967250 -0.0342270902 [41] -0.1349190194 -0.0096988413 0.0404217075 -0.0422752742 -0.0787282746 [46] -0.0936659452 0.0105329222 -0.1111836048 > 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/4v3281321289011.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/58ae51321289011.tab") > > try(system("convert tmp/1houy1321289011.ps tmp/1houy1321289011.png",intern=TRUE)) character(0) > try(system("convert tmp/26dai1321289011.ps tmp/26dai1321289011.png",intern=TRUE)) character(0) > try(system("convert tmp/30d1u1321289011.ps tmp/30d1u1321289011.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.180 0.220 1.404