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Type 'q()' to quit R. > x <- c(178421,139871,118159,109763,97415,119190,97903,96953,87888,84637,90549,95680,99371,79984,86752,85733,84906,78356,108895,101768,73285,65724,67457,67203,69273,80807,75129,74991,68157,73858,71349,85634,91624,116014,120033,108651,105378,138939,132974,135277,152741,158417,157460,193997,154089,147570,162924,153629,155907,197675,250708,266652,209842,165826,137152,150581,145973,126532,115437,119526,110856,97243,103876,116370,109616,98365,90440,88899,92358,88394,98219,113546,107168,77540,74944,75641,75910,87384,84615,80420,80784,79933,82118,91420,112426,114528,131025,116460,111258,155318,155078,134794,139985,198778,172436,169585,203702,282392,220658,194472,269246,215340,218319,195724,174614,172085,152347,189615,173804,145683,133550,121156,112040,120767,127019,136295,113425,107815,100298,97048,98750,98235,101254,139589,134921,80355,80396,82183,79709,90781) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '4' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = 'Default' > 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/1hw9y1354564657.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/2tw4c1354564657.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/33loy1354564657.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$acf)) [1] 1.000000000 -0.044924086 -0.255508007 0.082913775 0.052501502 [6] -0.068975255 -0.092465571 0.222991855 0.086506794 -0.084349562 [11] -0.002024575 -0.006141110 -0.049895329 0.036293434 0.026542340 [16] -0.055268162 -0.008131226 -0.055853112 0.038861007 -0.025323984 [21] -0.076075816 0.019733997 > (mypacf <- c(rpacf$acf)) [1] -0.044924086 -0.258046964 0.061061832 -0.006925354 -0.032740217 [6] -0.096902356 0.203999648 0.069455234 0.041964225 0.005053205 [11] -0.038768341 -0.050045457 0.064977617 -0.024042635 -0.070368703 [16] -0.020257638 -0.100489354 0.050701305 -0.028392418 -0.073703527 [21] -0.029980105 > 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/43q3b1354564657.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/5knmw1354564657.tab") > > try(system("convert tmp/1hw9y1354564657.ps tmp/1hw9y1354564657.png",intern=TRUE)) character(0) > try(system("convert tmp/2tw4c1354564657.ps tmp/2tw4c1354564657.png",intern=TRUE)) character(0) > try(system("convert tmp/33loy1354564657.ps tmp/33loy1354564657.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.712 0.360 2.056