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Type 'q()' to quit R. > x <- c(301.5,285.2,270.9,264.4,253.6,249,235.1,219.8,222.2,225.6,243.3,255.7,246.1,235.5,236.7,226.6,221.5,205.8,203.3,202,187.3,180.9,185.4,183.5,172.5,171,175.7,203.2,212.8,215.5,209.3,198.7,199.4,211.6,211.4,187.5,178.7,171,171.3,168.1,162.6,166.8,162.4,156.6,156.4,157.3,159.5,159.1,163,156,147.9,149.4,153.3,154.2,148.5,155.4,158.8,157.2,163.1,162.5) > 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/wessaorg/rcomp/tmp/1ixu21321444212.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/291l11321444212.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/3eccn1321444212.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 0.367001728 -0.051197586 -0.095583562 -0.022916353 [6] 0.126132804 -0.001780923 -0.153118306 -0.217053143 -0.279260105 [11] -0.194342241 0.109532220 -0.010203363 -0.031558067 0.101872149 [16] 0.061244737 0.053793959 0.161629347 0.240020871 0.230533763 [21] -0.103096585 -0.252239482 0.010346307 0.036855010 -0.063832390 [26] -0.134486543 -0.198341362 -0.135394604 0.056903560 0.112560684 [31] 0.115769407 0.024928917 -0.044599716 0.082279041 0.075849210 [36] -0.009629304 0.033534178 0.039139689 -0.032512624 -0.086124692 [41] -0.087052176 -0.019134020 0.008574693 -0.022338132 -0.010669433 [46] 0.002953396 -0.014992597 0.033845451 0.044207950 > (mypacf <- c(rpacf$acf)) [1] 0.3670017285 -0.2148223323 0.0073695230 0.0072442317 0.1372139539 [6] -0.1394923806 -0.0878256150 -0.1389051010 -0.2120541943 -0.1068627576 [11] 0.2100638655 -0.2234273959 0.1178173913 0.1512646867 -0.0750933313 [16] -0.0893568362 0.2588680459 0.0718723573 0.0364815068 -0.1987735481 [21] 0.0053802777 0.0468372727 -0.0069491050 -0.0955182026 0.0004774834 [26] -0.0200681541 0.0178951360 0.0745822253 -0.0010437701 -0.0207592798 [31] 0.0948996318 -0.0739304600 -0.1013127769 0.0239589693 -0.0189295745 [36] -0.0564737983 0.0768150184 0.0640604847 -0.0428065346 0.0203749305 [41] -0.0473603035 -0.0120280032 0.0865164978 0.0077738287 -0.0589697147 [46] -0.0064473406 -0.0410951250 -0.0338325331 > 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/421941321444212.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/5ocuj1321444213.tab") > > try(system("convert tmp/1ixu21321444212.ps tmp/1ixu21321444212.png",intern=TRUE)) character(0) > try(system("convert tmp/291l11321444212.ps tmp/291l11321444212.png",intern=TRUE)) character(0) > try(system("convert tmp/3eccn1321444212.ps tmp/3eccn1321444212.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.069 0.191 1.337