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Type 'q()' to quit R. > x <- c(1.83,1.83,1.87,1.87,1.86,1.87,1.87,1.89,1.89,1.88,1.88,1.87,1.78,1.79,1.8,1.82,1.82,1.83,1.84,1.84,1.83,1.83,1.83,1.84,1.86,1.85,1.85,1.85,1.84,1.85,1.85,1.83,1.82,1.84,1.85,1.88,1.91,1.93,1.91,1.9,1.9,1.89,1.88,1.88,1.92,1.98,2,2,2.02,2.01,2.05,2.07,2.07,2.04,2.05,2.05,2.04,2.03,2.04,2.04,2.1,2.09,2.1,2.09,2.08,2.1,2.11,2.08,2.09,2.1,2.09,2.09) > 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/1vm7b1321351587.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/2gwme1321351587.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/3n4pj1321351587.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] 1.00000000 0.95738570 0.90925889 0.86489967 0.82435078 0.78591003 [7] 0.74620155 0.70735484 0.68171250 0.65046507 0.61293595 0.57485843 [13] 0.53049921 0.48663142 0.44420942 0.40114642 0.35049839 0.29475805 [19] 0.24225828 0.19334804 0.13851933 0.08160385 0.02628372 -0.02097419 [25] -0.06534053 -0.10047663 -0.13564833 -0.16896829 -0.19391266 -0.21326618 [31] -0.23309688 -0.25789168 -0.28990118 -0.32002331 -0.34529530 -0.37033225 [37] -0.38776993 -0.39456718 -0.39447736 -0.39103304 -0.38269583 -0.37432300 [43] -0.37437563 -0.37754061 -0.38292057 -0.38760968 -0.38811100 -0.38495155 [49] -0.38457685 > (mypacf <- c(rpacf$acf)) [1] 0.9573856982 -0.0878582245 0.0244154047 0.0161351758 -0.0003640915 [6] -0.0364068113 -0.0067103783 0.1359586399 -0.1064665473 -0.0729904796 [11] -0.0125714021 -0.1062044816 -0.0247560035 -0.0162396267 -0.0195284742 [16] -0.1541845732 -0.0998625607 0.0106733402 -0.0421378764 -0.1212655723 [21] -0.0486844307 -0.0353136493 0.0034859325 -0.0366768939 0.1157502162 [26] -0.0429631756 -0.0257253485 0.1018484856 0.0506013672 -0.0217814096 [31] -0.0616339011 -0.0537945420 -0.0411763836 -0.0333611002 0.0031286916 [36] 0.0575944360 0.0583532876 0.0104531101 0.0015988001 0.0553055484 [41] -0.0142844578 -0.1260810889 -0.0356963804 -0.0921142477 -0.0619619429 [46] 0.0132778792 0.0414513467 -0.1137895984 > 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/46ynw1321351588.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/5xcxj1321351588.tab") > > try(system("convert tmp/1vm7b1321351587.ps tmp/1vm7b1321351587.png",intern=TRUE)) character(0) > try(system("convert tmp/2gwme1321351587.ps tmp/2gwme1321351587.png",intern=TRUE)) character(0) > try(system("convert tmp/3n4pj1321351587.ps tmp/3n4pj1321351587.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.120 0.188 1.336