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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 = '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/rcomp/tmp/1tulw1321351683.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/29qav1321351683.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/3nf6e1321351683.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 0.1102383532 -0.0419557764 -0.0742486208 -0.0647739107 [6] -0.1205348125 -0.0007509201 -0.1947126042 0.0648086695 0.0454139439 [11] 0.0362632116 0.0433166142 -0.0434090855 -0.0393357538 0.0684347283 [16] 0.1783005727 0.0444059402 -0.0837613687 -0.0388051910 -0.0395744742 [21] -0.0180863538 0.0268698239 -0.0315452034 -0.1245569899 -0.0937095848 [26] -0.0623034163 0.0289369857 0.0754297624 0.0124980653 0.0297954612 [31] 0.0578956136 0.0439022663 -0.1065224463 -0.1322032587 -0.1007970902 [36] -0.0092307430 -0.0288582866 0.0395659485 -0.1108587641 -0.0638072240 [41] -0.0621551998 0.0660101417 0.0312959898 0.0948776099 0.0550880249 [46] 0.0916627536 -0.0286818696 0.0159483629 -0.1317290969 > (mypacf <- c(rpacf$acf)) [1] 0.1102383532 -0.0547739105 -0.0643039957 -0.0523012592 -0.1163747176 [6] 0.0149643590 -0.2228225692 0.0984526389 -0.0118445187 0.0008204683 [11] 0.0373211948 -0.1006133728 0.0194141558 0.0264265995 0.2166508999 [16] 0.0068828593 -0.0854626052 0.0357407598 -0.0629306525 0.0484056745 [21] 0.0342538035 0.0073613764 -0.1579170518 -0.1547775856 -0.0528703890 [26] -0.0108932253 0.0979339414 -0.0275681622 -0.0368397914 -0.0613839137 [31] 0.0221432636 -0.0571384420 -0.0699459710 -0.0222206848 -0.0559441801 [36] -0.0964343665 0.0057776221 -0.1033892473 -0.0529418470 -0.1166261237 [41] 0.0164751540 -0.0535362187 0.0534243028 0.0861238911 0.0097759259 [46] -0.0445483724 0.0390819471 -0.0744468868 > 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/45hjn1321351683.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/53iyd1321351683.tab") > > try(system("convert tmp/1tulw1321351683.ps tmp/1tulw1321351683.png",intern=TRUE)) character(0) > try(system("convert tmp/29qav1321351683.ps tmp/29qav1321351683.png",intern=TRUE)) character(0) > try(system("convert tmp/3nf6e1321351683.ps tmp/3nf6e1321351683.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.128 0.288 1.415