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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 = '0' > 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/www/rcomp/tmp/1a8s21321472715.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/204rx1321472715.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/3xya91321472715.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 0.946951702 0.896075511 0.842249492 0.794494277 [6] 0.750585366 0.714993492 0.677326532 0.635975097 0.583286553 [11] 0.550468319 0.517388904 0.490357396 0.464151732 0.429059323 [16] 0.389462030 0.355591699 0.313618166 0.272090541 0.238639341 [21] 0.201837420 0.168671462 0.127158197 0.094281362 0.061571015 [26] 0.030328403 -0.001955439 -0.033782505 -0.061939458 -0.080988457 [31] -0.103967587 -0.127047620 -0.152076224 -0.174333517 -0.196903218 [36] -0.213755660 -0.236203890 -0.254656404 -0.276678130 -0.284047341 [41] -0.304935472 -0.321302032 -0.334155264 -0.352523951 -0.371768545 [46] -0.378158619 -0.385648136 -0.392309093 -0.401980421 -0.405267760 [51] -0.403608187 -0.401867116 -0.396975964 -0.392395668 -0.393573768 [56] -0.378351033 -0.360416753 -0.350418022 -0.336422410 -0.324544186 [61] -0.315906079 > (mypacf <- c(rpacf$acf)) [1] 0.946951702 -0.006216093 -0.054987286 0.028613646 0.013618547 [6] 0.053822451 -0.037706966 -0.059855942 -0.127132123 0.166261815 [11] -0.011555391 0.010815687 -0.007903996 -0.113285988 -0.033944990 [16] 0.046534735 -0.109752625 -0.081340383 0.080579181 -0.078069883 [21] 0.026765735 -0.092583329 0.015462721 -0.021921986 0.007854641 [26] -0.079376203 -0.048378451 0.061578446 0.030464402 -0.025045871 [31] -0.074723136 -0.037127418 0.013009623 0.013554343 -0.010697400 [36] -0.118762560 0.006891198 -0.005166273 0.136386422 -0.202610200 [41] -0.018525087 0.015244370 -0.057190575 -0.014719572 0.038286741 [46] -0.047967700 -0.031627855 0.043739474 -0.052704517 0.063468268 [51] -0.015449817 -0.025671838 -0.018634373 -0.049020268 0.145131268 [56] 0.047316850 -0.069070475 -0.087300170 0.052993375 -0.044785876 > 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/4wexn1321472715.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/5rhye1321472715.tab") > > try(system("convert tmp/1a8s21321472715.ps tmp/1a8s21321472715.png",intern=TRUE)) character(0) > try(system("convert tmp/204rx1321472715.ps tmp/204rx1321472715.png",intern=TRUE)) character(0) > try(system("convert tmp/3xya91321472715.ps tmp/3xya91321472715.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.300 0.220 1.503