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Type 'q()' to quit R. > x <- c(478.34,485.7,485.75,485.85,485.84,485.85,485.84,486,488.79,489.71,489.71,489.71,498.1,498.76,498.88,498.88,498.88,498.88,499.48,501.21,502.05,502.05,502.05,504.1,506.81,516.88,520.43,520.68,520.68,520.68,521.03,521.25,521.25,521.25,521.65,521.65,522.77,518.72,519.27,519.38,521.29,521.29,521.29,523.47,523.86,524.14,524.14,524.14,534.6,534.99,535.39,535.39,535.39,535.39,535.39,535.64,536.08,537.8,537.8,537.8,537.85,544.39,545.15,544.65,544.65,544.65,545.73,548.94,550.94,551.22,551.22,551.22) > 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/1nnvg1321694715.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/24dbk1321694715.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/3xu761321694715.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 0.0714035832 -0.0708027706 -0.1413338658 -0.0491159008 [6] -0.0155202416 -0.0437501933 -0.0013827200 -0.0542281092 -0.0952057878 [11] -0.1120424064 -0.0224031400 -0.0869796167 0.2641546623 -0.0130219259 [16] -0.0690505818 -0.0690562793 0.0048168459 0.0522006018 -0.0022268776 [21] -0.0794523325 -0.0778179326 0.0168205071 0.2121128060 0.1488735013 [26] -0.0090722360 -0.0377447743 -0.0477500505 -0.0077073558 -0.0556438056 [31] -0.0650387791 -0.0042154777 -0.0053463353 -0.0515633741 -0.0613828219 [36] 0.0205060339 0.2416123932 -0.0148798695 -0.0601568352 -0.0457961204 [41] -0.0224288267 -0.0290969040 0.0726594503 0.0001698910 -0.0565134032 [46] -0.0608169706 -0.0999588969 0.1336459899 -0.0021137463 > (mypacf <- c(rpacf$acf)) [1] 0.0714035832 -0.0762902057 -0.1318812638 -0.0359534263 -0.0296286918 [6] -0.0672767698 -0.0097034329 -0.0718216990 -0.1107285661 -0.1240312522 [11] -0.0529370813 -0.1548631198 0.2335236497 -0.1102968545 -0.0885413115 [16] -0.0398478074 -0.0272979681 -0.0178149255 -0.0284078998 -0.1475206628 [21] -0.0975092312 0.0074843620 0.2203482516 0.0719077661 0.0429648443 [26] -0.0984472081 0.0002074832 0.0421070284 -0.0402719485 -0.1120749405 [31] -0.0310862876 -0.0044877613 0.0483829707 0.0015172638 0.0345384073 [36] 0.1277147300 -0.1131247902 -0.0313140416 0.0232045145 -0.0542753532 [41] -0.1147861464 0.1024010819 0.0331185094 -0.0068805609 -0.0223025322 [46] -0.1913720840 0.1026682252 -0.0298109971 > 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/4m5cw1321694715.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/5781b1321694715.tab") > > try(system("convert tmp/1nnvg1321694715.ps tmp/1nnvg1321694715.png",intern=TRUE)) character(0) > try(system("convert tmp/24dbk1321694715.ps tmp/24dbk1321694715.png",intern=TRUE)) character(0) > try(system("convert tmp/3xu761321694715.ps tmp/3xu761321694715.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.370 0.130 1.479