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Type 'q()' to quit R. > x <- c(2.02,2.02,2.02,2.02,2.03,2.03,2.03,2.04,2.04,2.05,2.06,2.06,2.07,2.08,2.08,2.08,2.09,2.09,2.09,2.1,2.1,2.1,2.11,2.11,2.11,2.13,2.18,2.2,2.21,2.21,2.22,2.22,2.23,2.23,2.23,2.23,2.24,2.25,2.26,2.27,2.28,2.29,2.3,2.3,2.3,2.32,2.32,2.32,2.33,2.34,2.34,2.34,2.35,2.35,2.36,2.37,2.37,2.37,2.38,2.38,2.38,2.39,2.4,2.41,2.42,2.43,2.43,2.43,2.43,2.44,2.44,2.45) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > 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/1mfxl1322050180.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/24lat1322050180.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/3dbe91322050180.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] 1.00000000 0.96463063 0.92825078 0.89023361 0.85184665 0.81311760 [7] 0.77324953 0.73153057 0.69123537 0.65142465 0.61303770 0.57571856 [13] 0.53852796 0.50120883 0.46319165 0.42494707 0.38492279 0.34448521 [19] 0.30396261 0.26363973 0.22297475 0.18250950 0.14104760 0.09945718 [25] 0.05778172 0.01659074 -0.02243691 -0.05541554 -0.08326863 -0.11075193 [31] -0.13958781 -0.16621685 -0.19193429 -0.21580084 -0.23918291 -0.26151101 [37] -0.28342581 -0.30356091 -0.32311267 -0.34215226 -0.36075089 -0.37664436 [43] -0.39152736 -0.40398995 -0.41716443 -0.42928493 -0.43613751 -0.43565573 [49] -0.43228291 > (mypacf <- c(rpacf$acf)) [1] 0.9646306301 -0.0325448577 -0.0422543665 -0.0248317200 -0.0250258289 [6] -0.0374900421 -0.0486700563 -0.0021711942 -0.0160360677 -0.0042133431 [11] -0.0088184191 -0.0224284518 -0.0269151265 -0.0366185281 -0.0296997247 [16] -0.0535079360 -0.0342150427 -0.0292402735 -0.0266287654 -0.0355384841 [21] -0.0294616357 -0.0474332090 -0.0393129368 -0.0396438085 -0.0334700074 [26] -0.0093901042 0.0484794337 0.0388317635 -0.0308576387 -0.0566940747 [31] -0.0049124059 -0.0255146883 -0.0145015537 -0.0280758924 -0.0140437595 [36] -0.0236508289 -0.0063833003 -0.0247627434 -0.0314751504 -0.0326251293 [41] -0.0003097186 -0.0258022249 -0.0060254267 -0.0464856162 -0.0206071763 [46] 0.0396645278 0.0725400831 0.0090587624 > 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/409ya1322050180.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/5u12f1322050180.tab") > > try(system("convert tmp/1mfxl1322050180.ps tmp/1mfxl1322050180.png",intern=TRUE)) character(0) > try(system("convert tmp/24lat1322050180.ps tmp/24lat1322050180.png",intern=TRUE)) character(0) > try(system("convert tmp/3dbe91322050180.ps tmp/3dbe91322050180.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.920 0.170 1.103