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Type 'q()' to quit R. > x <- c(20,32,11,14,199,162,88,89,24,36,142,193,39,25,95,144,33,131,31,24,160,52,57,210,13,52,96,133,74,131,129,74,127,55,175,185,34,115,95,58,63,56,70,32,32,14,6,23,18,4,6,17,20,20,44,32,20,14,9,59,10,47,43,34,5,49,130,10,117,108,17,55) > 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/12k761322163316.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/22a8d1322163316.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/3fa301322163316.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 -0.4136981774 -0.2616815948 0.3273127142 -0.2041515241 [6] -0.0334218589 0.1921549764 0.0103982179 -0.1613891254 0.0717730404 [11] 0.0155053231 -0.1397393950 0.2421026270 -0.1101241856 -0.0913107666 [16] 0.0993359794 -0.0374933704 -0.0086931949 -0.0083114458 0.0841887306 [21] -0.0561242380 -0.0252224300 0.0029283383 -0.0469639935 0.1042926878 [26] 0.0135099512 -0.1073564824 0.0542607306 0.0333671165 -0.0807714485 [31] 0.0002294049 0.1431833969 -0.1150062929 -0.0213879102 0.1318938853 [36] -0.1572117623 0.0701858751 0.0040994919 -0.0552831843 0.0875138206 [41] -0.0325263404 -0.0529961931 0.0051337665 0.0853062680 -0.1062450780 [46] 0.0177441114 0.1176381979 -0.1737121795 0.0846591785 > (mypacf <- c(rpacf$acf)) [1] -0.4136981774 -0.5222003777 -0.0887641481 -0.2856798085 -0.2281261354 [6] -0.1182440347 0.1477903271 0.0340391647 0.0682528806 0.0191043333 [11] -0.1162068835 0.1125331192 -0.0456799837 -0.0157756295 -0.0971037525 [16] -0.0234191052 -0.0296207235 -0.1210593436 -0.0095992454 0.0317422328 [21] 0.0771001699 -0.0641392541 -0.1015048731 -0.0463744722 0.0762494401 [26] -0.0490967336 -0.0251100237 0.0594913533 0.0342508178 -0.0639484199 [31] 0.0100888849 -0.0084424285 0.0325487783 0.1222680505 -0.0240760671 [36] 0.0500211834 -0.1211461322 -0.0706144923 -0.0494011039 -0.0444319550 [41] -0.0528482432 -0.0549024769 0.0261033069 -0.1153763675 -0.0647745796 [46] -0.0004458772 -0.0241036139 -0.0086997012 > 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/4ommz1322163316.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/5yasd1322163316.tab") > > try(system("convert tmp/12k761322163316.ps tmp/12k761322163316.png",intern=TRUE)) character(0) > try(system("convert tmp/22a8d1322163316.ps tmp/22a8d1322163316.png",intern=TRUE)) character(0) > try(system("convert tmp/3fa301322163316.ps tmp/3fa301322163316.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.988 0.191 1.186