R version 2.12.1 (2010-12-16) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(101.16,101.16,101.16,101.16,101.16,101.16,101.16,101.16,101.16,101.21,101.21,101.21,103.16,103.16,103.16,103.16,101.13,101.13,100.53,100.53,100.53,100.53,100.53,100.53,100.53,100.53,100.53,99.42,99.42,99.42,99.42,100.31,100.31,102.25,102.25,102.25,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.94,101.94,101.94,101.94,101.94) > 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/10tad1322074258.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/29wyj1322074258.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/370p01322074258.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] 1.000000e+00 -7.346731e-04 2.055459e-01 -5.373001e-02 -3.473063e-01 [6] -2.809796e-02 -2.335062e-01 -7.798622e-03 -6.999802e-04 7.810730e-02 [11] -6.781598e-04 1.571713e-01 1.103422e-03 -3.631979e-02 1.078933e-03 [16] -3.586951e-01 -8.257223e-04 -2.767404e-01 1.320117e-02 1.161602e-01 [21] 6.114539e-02 2.635867e-01 1.933130e-02 -1.467148e-03 -4.709534e-02 [26] -1.899161e-03 -1.911406e-03 -2.696188e-03 -1.127653e-02 -3.550920e-04 [31] -3.673366e-04 4.447284e-04 4.324838e-04 1.188977e-03 1.176733e-03 [36] 1.164488e-03 7.447199e-04 -4.732048e-03 7.202308e-04 -1.778032e-02 [41] 6.957417e-04 6.834972e-04 1.155383e-04 1.786300e-02 -1.789117e-03 [46] -1.801362e-03 -1.358230e-03 -1.825851e-03 -3.202421e-05 > (mypacf <- c(rpacf$acf)) [1] -0.0007346731 0.2055454290 -0.0558172836 -0.4074341407 -0.0080518891 [6] -0.0659285213 -0.0521171988 -0.0806583771 0.0756790307 -0.1269359157 [11] 0.1218535781 -0.0030526943 -0.0887579170 -0.0467240088 -0.2817325606 [16] -0.0447805082 -0.1996523632 -0.0588326004 -0.0425641865 -0.0026203091 [21] 0.0022098419 -0.0421694591 -0.1540421006 -0.0268252928 0.0904545642 [26] 0.0860960202 -0.0961253584 -0.0534681561 0.0328990787 -0.1324341664 [31] -0.0217684494 -0.1832280773 -0.0514160622 -0.0569330591 0.0193107641 [36] 0.0118571566 -0.0307905108 -0.0245127545 -0.0260347087 -0.0177855728 [41] 0.0125106320 -0.0125987344 0.0198828278 0.0190599617 -0.0953915278 [46] -0.0565462913 -0.1345498094 0.0164325731 > 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/4wyjw1322074258.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/5nmji1322074258.tab") > > try(system("convert tmp/10tad1322074258.ps tmp/10tad1322074258.png",intern=TRUE)) character(0) > try(system("convert tmp/29wyj1322074258.ps tmp/29wyj1322074258.png",intern=TRUE)) character(0) > try(system("convert tmp/370p01322074258.ps tmp/370p01322074258.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.188 0.240 1.412