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Type 'q()' to quit R. > x <- c(6.91,6.98,7.05,6.99,6.94,6.91,6.92,6.85,6.85,6.85,6.82,6.68,6.8,6.79,6.84,6.8,6.84,6.8,6.75,6.81,6.84,6.8,6.83,6.78,6.71,6.74,6.74,6.73,6.65,6.65,6.7,6.66,6.58,6.67,6.59,6.64,6.61,6.61,6.57,6.55,6.58,6.59,6.6,6.59,6.54,6.52,6.51,6.49,6.52,6.5,6.47,6.48,6.42,6.42,6.34,6.33,6.37,6.36,6.33,6.35,6.31,6.33,6.31,6.22,6.27,6.34,6.3,6.28,6.24,6.23,6.23,6.25) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '60' > #'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/1zy7d1321472199.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/2u1801321472199.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/3hbpe1321472199.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 -0.280336868 -0.120876628 -0.045460026 0.059607252 [6] -0.126741709 0.081401735 0.025238910 0.105727818 -0.291581694 [11] 0.076170900 0.063427738 -0.199269892 0.144833193 0.037036667 [16] -0.064612990 -0.022781060 0.054666285 0.065153735 -0.075435200 [21] -0.039276602 0.218005369 -0.222860402 0.112473149 0.009575905 [26] -0.017446206 -0.015464202 -0.045901241 0.042819918 0.094587010 [31] -0.142985861 0.079381894 0.006180858 -0.149879974 0.099880051 [36] 0.009030671 0.017250610 -0.053555424 -0.092160969 0.126782752 [41] 0.001210391 -0.025993850 -0.026925916 0.019668699 -0.028680772 [46] 0.076013140 -0.011230077 0.027696888 -0.058389806 0.031897666 [51] -0.019092682 -0.008149908 0.051931393 -0.013656631 -0.109204951 [56] 0.048415782 0.007488086 0.015753557 -0.010576463 0.052273206 [61] -0.017749670 > (mypacf <- c(rpacf$acf)) [1] -0.2803368677 -0.2164781350 -0.1678015933 -0.0441384069 -0.1778143910 [6] -0.0285078405 -0.0062096264 0.1267475413 -0.2299835071 -0.0830602086 [11] -0.0148069400 -0.2925084969 0.0148904561 -0.0872059990 -0.0956098336 [16] -0.0643128872 -0.0161638636 0.0379432608 -0.0807410285 -0.0380956459 [21] 0.0787525623 -0.1507313285 0.1184554591 -0.0546479047 0.0036260883 [26] 0.0689710286 -0.1093162717 0.0695697299 0.0856853566 0.0324265191 [31] 0.0029692391 0.0787031691 -0.0541262808 -0.0411130386 0.0861926103 [36] -0.0208055385 -0.0421027701 -0.1038216178 0.0062711524 0.0504616658 [41] 0.0216762254 -0.1693498511 0.0062198315 -0.0809955491 0.0383725959 [46] -0.0178006495 -0.0579757701 0.0252441446 -0.0669743224 0.0006822117 [51] 0.0029261729 0.0003634222 -0.0289689830 -0.1255241365 0.0049688826 [56] -0.0038076856 -0.0374543007 0.0113210687 0.0755408128 -0.0112841536 > 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/47xvl1321472199.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/5f5j51321472199.tab") > > try(system("convert tmp/1zy7d1321472199.ps tmp/1zy7d1321472199.png",intern=TRUE)) character(0) > try(system("convert tmp/2u1801321472199.ps tmp/2u1801321472199.png",intern=TRUE)) character(0) > try(system("convert tmp/3hbpe1321472199.ps tmp/3hbpe1321472199.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.011 0.172 1.262