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Type 'q()' to quit R. > x <- c(5.82,5.85,5.87,5.88,5.9,5.91,5.94,5.97,5.98,6,6.01,6.02,6.11,6.13,6.15,6.15,6.16,6.18,6.21,6.22,6.23,6.26,6.28,6.28,6.29,6.32,6.36,6.37,6.38,6.38,6.4,6.41,6.42,6.43,6.44,6.47,6.47,6.48,6.51,6.54,6.56,6.57,6.6,6.62,6.65,6.71,6.76,6.78,6.8,6.83,6.86,6.86,6.87,6.88,6.9,6.92,6.93,6.94,6.96,6.98,6.99,7.01,7.06,7.07,7.08,7.08,7.1,7.11,7.22,7.24,7.25,7.26) > 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/wessaorg/rcomp/tmp/14jmy1322079992.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/2kn3l1322079992.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/3p2351322079992.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 0.042867602 -0.112467372 -0.172951725 0.009216338 [6] 0.043461156 0.134118410 -0.034150739 -0.060265406 -0.043144707 [11] -0.051528017 -0.150814897 -0.046616229 0.043919578 0.061161724 [16] -0.133218671 -0.077416894 -0.103288666 0.008925547 0.025924798 [21] 0.025678482 -0.056362831 0.017048856 0.176445484 0.059913037 [26] -0.082244866 -0.004035996 -0.012297858 0.039435422 0.013320755 [31] -0.012429569 -0.051478411 -0.025734929 0.168274280 0.034617714 [36] -0.086104678 0.025502297 0.034121660 0.051363806 -0.164209205 [41] -0.052237887 -0.026615853 0.081286969 0.050860910 -0.035370347 [46] -0.099680302 -0.008537257 0.026071904 -0.021478275 > (mypacf <- c(rpacf$acf)) [1] 0.0428676015 -0.1145154400 -0.1651344284 0.0097011838 0.0061563523 [6] 0.1107109548 -0.0348511180 -0.0263105838 -0.0102045376 -0.0770842090 [11] -0.1798248317 -0.0787796441 0.0024649578 0.0106908235 -0.1506608324 [16] -0.0456820504 -0.0983180059 -0.0631358376 -0.0595261749 -0.0456082527 [21] -0.0662009705 -0.0231767263 0.1588264619 0.0317376901 -0.0775237943 [26] -0.0008435019 -0.0688817987 -0.0463088342 -0.0682878664 -0.0520739536 [31] -0.0396688225 -0.0872665121 0.1794305255 0.0563505481 -0.0591439408 [36] 0.0617588646 0.0166743666 0.0829953611 -0.2170848208 -0.0299924100 [41] -0.0058801583 -0.0323022299 0.0465447138 0.0090396783 -0.0056052238 [46] -0.0788599848 -0.0488554506 0.0112249126 > 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/4e3781322079992.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/536351322079992.tab") > > try(system("convert tmp/14jmy1322079992.ps tmp/14jmy1322079992.png",intern=TRUE)) character(0) > try(system("convert tmp/2kn3l1322079992.ps tmp/2kn3l1322079992.png",intern=TRUE)) character(0) > try(system("convert tmp/3p2351322079992.ps tmp/3p2351322079992.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.926 0.166 1.094