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Type 'q()' to quit R. > x <- c(105.32,106.93,107.99,109.41,111.79,112.7,113.41,115.14,115.6,116.21,116.9,117.31,117.62,118.66,120,120.41,120.8,120.93,121.54,122.04,122.5,123.01,123.79,123.99,124.58,125.77,127.6,130.97,131.79,132.29,132.29,132.65,133.88,134.79,135.9,136.33,136.33,137.91,138.92,140.12,141.92,142.57,143.69,144.61,145.02,146.07,146.77,147.55,148.14,148.62,151.16,152.56,154.55,156.17,158.8,159.39,162.44,166.48,168.3,170.32,170.64,172.85,174.38,177.2,178.96,179.62,180.27,183.38,190.81,193.72,196.86,197.73) > 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/1qwmt1333294853.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/26nr11333294853.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/3xmoy1333294853.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 0.94476131 0.88831238 0.83372218 0.78148840 0.73855915 [7] 0.69770651 0.65557873 0.61309571 0.57122928 0.53139289 0.49186489 [13] 0.45286399 0.41200565 0.37232433 0.33391927 0.29930309 0.26708462 [19] 0.23380287 0.20253282 0.17213857 0.14314887 0.11501984 0.08949040 [25] 0.06310564 0.03639324 0.01010324 -0.01518375 -0.03760388 -0.06022485 [31] -0.08272458 -0.10544218 -0.12851715 -0.14937228 -0.16896764 -0.18744320 [37] -0.20468435 -0.22335660 -0.24126651 -0.25784276 -0.27313899 -0.28631860 [43] -0.29988826 -0.31379183 -0.32758094 -0.34095967 -0.34982236 -0.35653306 [49] -0.36186877 > (mypacf <- c(rpacf$acf)) [1] 0.9447613102 -0.0396695942 -0.0124479312 -0.0081760822 0.0572041339 [6] -0.0070143174 -0.0339348771 -0.0251479838 -0.0133927377 -0.0053142261 [11] -0.0250200827 -0.0216849740 -0.0424961198 -0.0138136768 -0.0168062303 [16] 0.0064579447 -0.0076951593 -0.0344431809 -0.0043275764 -0.0133127231 [21] -0.0099688285 -0.0204638354 0.0006734389 -0.0310271217 -0.0251377310 [26] -0.0218275190 -0.0153742865 -0.0018954317 -0.0298956340 -0.0230955545 [31] -0.0270392125 -0.0262895100 -0.0093988776 -0.0171452805 -0.0176609993 [36] -0.0150840829 -0.0369482358 -0.0186135873 -0.0158170110 -0.0182183758 [41] -0.0094182760 -0.0305452704 -0.0277710168 -0.0265343494 -0.0253493424 [46] 0.0106669360 -0.0101521830 -0.0126830916 > 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/4vaum1333294853.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/5fylv1333294854.tab") > > try(system("convert tmp/1qwmt1333294853.ps tmp/1qwmt1333294853.png",intern=TRUE)) character(0) > try(system("convert tmp/26nr11333294853.ps tmp/26nr11333294853.png",intern=TRUE)) character(0) > try(system("convert tmp/3xmoy1333294853.ps tmp/3xmoy1333294853.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.966 0.238 1.204