R version 2.15.2 (2012-10-26) -- "Trick or Treat"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-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(235.1
+ ,280.7
+ ,264.6
+ ,240.7
+ ,201.4
+ ,240.8
+ ,241.1
+ ,223.8
+ ,206.1
+ ,174.7
+ ,203.3
+ ,220.5
+ ,299.5
+ ,347.4
+ ,338.3
+ ,327.7
+ ,351.6
+ ,396.6
+ ,438.8
+ ,395.6
+ ,363.5
+ ,378.8
+ ,357
+ ,369
+ ,464.8
+ ,479.1
+ ,431.3
+ ,366.5
+ ,326.3
+ ,355.1
+ ,331.6
+ ,261.3
+ ,249
+ ,205.5
+ ,235.6
+ ,240.9
+ ,264.9
+ ,253.8
+ ,232.3
+ ,193.8
+ ,177
+ ,213.2
+ ,207.2
+ ,180.6
+ ,188.6
+ ,175.4
+ ,199
+ ,179.6
+ ,225.8
+ ,234
+ ,200.2
+ ,183.6
+ ,178.2
+ ,203.2
+ ,208.5
+ ,191.8
+ ,172.8
+ ,148
+ ,159.4
+ ,154.5
+ ,213.2
+ ,196.4
+ ,182.8
+ ,176.4
+ ,153.6
+ ,173.2
+ ,171
+ ,151.2
+ ,161.9
+ ,157.2
+ ,201.7
+ ,236.4
+ ,356.1
+ ,398.3
+ ,403.7
+ ,384.6
+ ,365.8
+ ,368.1
+ ,367.9
+ ,347
+ ,343.3
+ ,292.9
+ ,311.5
+ ,300.9
+ ,366.9
+ ,356.9
+ ,329.7
+ ,316.2
+ ,269
+ ,289.3
+ ,266.2
+ ,253.6
+ ,233.8
+ ,228.4
+ ,253.6
+ ,260.1
+ ,306.6
+ ,309.2
+ ,309.5
+ ,271
+ ,279.9
+ ,317.9
+ ,298.4
+ ,246.7
+ ,227.3
+ ,209.1
+ ,259.9
+ ,266
+ ,320.6
+ ,308.5
+ ,282.2
+ ,262.7
+ ,263.5
+ ,313.1
+ ,284.3
+ ,252.6
+ ,250.3
+ ,246.5
+ ,312.7
+ ,333.2
+ ,446.4
+ ,511.6
+ ,515.5
+ ,506.4
+ ,483.2
+ ,522.3
+ ,509.8
+ ,460.7
+ ,405.8
+ ,375
+ ,378.5
+ ,406.8
+ ,467.8
+ ,469.8
+ ,429.8
+ ,355.8
+ ,332.7
+ ,378
+ ,360.5
+ ,334.7
+ ,319.5
+ ,323.1
+ ,363.6
+ ,352.1
+ ,411.9
+ ,388.6
+ ,416.4
+ ,360.7
+ ,338
+ ,417.2
+ ,388.4
+ ,371.1
+ ,331.5
+ ,353.7
+ ,396.7
+ ,447
+ ,533.5
+ ,565.4
+ ,542.3
+ ,488.7
+ ,467.1
+ ,531.3
+ ,496.1
+ ,444
+ ,403.4
+ ,386.3
+ ,394.1
+ ,404.1
+ ,462.1
+ ,448.1
+ ,432.3
+ ,386.3
+ ,395.2
+ ,421.9
+ ,382.9
+ ,384.2
+ ,345.5
+ ,323.4
+ ,372.6
+ ,376
+ ,462.7
+ ,487
+ ,444.2
+ ,399.3
+ ,394.9
+ ,455.4
+ ,414
+ ,375.5
+ ,347
+ ,339.4
+ ,385.8
+ ,378.8
+ ,451.8
+ ,446.1
+ ,422.5
+ ,383.1
+ ,352.8
+ ,445.3
+ ,367.5
+ ,355.1
+ ,326.2
+ ,319.8
+ ,331.8
+ ,340.9
+ ,394.1
+ ,417.2
+ ,369.9
+ ,349.2
+ ,321.4
+ ,405.7
+ ,342.9
+ ,316.5
+ ,284.2
+ ,270.9
+ ,288.8
+ ,278.8
+ ,324.4
+ ,310.9
+ ,299
+ ,273
+ ,279.3
+ ,359.2
+ ,305
+ ,282.1
+ ,250.3
+ ,246.5
+ ,257.9
+ ,266.5
+ ,315.9
+ ,318.4
+ ,295.4
+ ,266.4
+ ,245.8
+ ,362.8
+ ,324.9
+ ,294.2
+ ,289.5
+ ,295.2
+ ,290.3
+ ,272
+ ,307.4
+ ,328.7
+ ,292.9
+ ,249.1
+ ,230.4
+ ,361.5
+ ,321.7
+ ,277.2
+ ,260.7
+ ,251
+ ,257.6
+ ,241.8
+ ,287.5
+ ,292.3
+ ,274.7
+ ,254.2
+ ,230
+ ,339
+ ,318.2
+ ,287
+ ,295.8
+ ,284
+ ,271
+ ,262.7
+ ,340.6
+ ,379.4
+ ,373.3
+ ,355.2
+ ,338.4
+ ,466.9
+ ,451
+ ,422
+ ,429.2
+ ,425.9
+ ,460.7
+ ,463.6
+ ,541.4
+ ,544.2
+ ,517.5
+ ,469.4
+ ,439.4
+ ,549
+ ,533
+ ,506.1
+ ,484
+ ,457
+ ,481.5
+ ,469.5
+ ,544.7
+ ,541.2
+ ,521.5
+ ,469.7
+ ,434.4
+ ,542.6
+ ,517.3
+ ,485.7
+ ,465.8
+ ,447
+ ,426.6
+ ,411.6
+ ,467.5
+ ,484.5
+ ,451.2
+ ,417.4
+ ,379.9
+ ,484.7
+ ,455
+ ,420.8
+ ,416.5
+ ,376.3
+ ,405.6
+ ,405.8
+ ,500.8
+ ,514
+ ,475.5
+ ,430.1
+ ,414.4
+ ,538
+ ,526
+ ,488.5
+ ,520.2
+ ,504.4
+ ,568.5
+ ,610.6
+ ,818
+ ,830.9
+ ,835.9
+ ,782
+ ,762.3
+ ,856.9
+ ,820.9
+ ,769.6
+ ,752.2
+ ,724.4
+ ,723.1
+ ,719.5
+ ,817.4
+ ,803.3
+ ,752.5
+ ,689
+ ,630.4
+ ,765.5
+ ,757.7
+ ,732.2
+ ,702.6
+ ,683.3
+ ,709.5
+ ,702.2
+ ,784.8
+ ,810.9
+ ,755.6
+ ,656.8
+ ,615.1
+ ,745.3
+ ,694.1
+ ,675.7
+ ,643.7
+ ,622.1
+ ,634.6
+ ,588
+ ,689.7
+ ,673.9
+ ,647.9
+ ,568.8
+ ,545.7
+ ,632.6
+ ,643.8
+ ,593.1
+ ,579.7
+ ,546
+ ,562.9
+ ,572.5)
> par10 = 'FALSE'
> par9 = '1'
> par8 = '0'
> par7 = '1'
> par6 = '2'
> par5 = '12'
> par4 = '1'
> par3 = '1'
> par2 = '0.5'
> par1 = '12'
> par1 <- as.numeric(par1) #cut off periods
> par2 <- as.numeric(par2) #lambda
> par3 <- as.numeric(par3) #degree of non-seasonal differencing
> par4 <- as.numeric(par4) #degree of seasonal differencing
> par5 <- as.numeric(par5) #seasonal period
> par6 <- as.numeric(par6) #p
> par7 <- as.numeric(par7) #q
> par8 <- as.numeric(par8) #P
> par9 <- as.numeric(par9) #Q
> if (par10 == 'TRUE') par10 <- TRUE
> if (par10 == 'FALSE') par10 <- FALSE
> if (par2 == 0) x <- log(x)
> if (par2 != 0) x <- x^par2
> lx <- length(x)
> first <- lx - 2*par1
> nx <- lx - par1
> nx1 <- nx + 1
> fx <- lx - nx
> if (fx < 1) {
+ fx <- par5
+ nx1 <- lx + fx - 1
+ first <- lx - 2*fx
+ }
> first <- 1
> if (fx < 3) fx <- round(lx/10,0)
> (arima.out <- arima(x[1:nx], order=c(par6,par3,par7), seasonal=list(order=c(par8,par4,par9), period=par5), include.mean=par10, method='ML'))

Call:
arima(x = x[1:nx], order = c(par6, par3, par7), seasonal = list(order = c(par8, 
    par4, par9), period = par5), include.mean = par10, method = "ML")

Coefficients:
         ar1     ar2      ma1     sma1
      0.4963  0.1698  -0.3959  -0.7181
s.e.  0.1716  0.0684   0.1711   0.0417

sigma^2 estimated as 0.2869:  log likelihood = -280.17,  aic = 570.35
> (forecast <- predict(arima.out,par1))
$pred
Time Series:
Start = 361 
End = 372 
Frequency = 1 
 [1] 26.10305 26.08018 25.24227 23.87661 23.04841 25.46023 24.82645 24.17909
 [9] 23.82369 23.35966 23.74394 23.47967

$se
Time Series:
Start = 361 
End = 372 
Frequency = 1 
 [1] 0.5356629 0.7964707 1.0650525 1.3169503 1.5556712 1.7805267 1.9923952
 [8] 2.1922057 2.3810177 2.5598716 2.7297493 2.8915491

> (lb <- forecast$pred - 1.96 * forecast$se)
Time Series:
Start = 361 
End = 372 
Frequency = 1 
 [1] 25.05315 24.51910 23.15477 21.29538 19.99930 21.97039 20.92136 19.88236
 [9] 19.15690 18.34231 18.39363 17.81224
> (ub <- forecast$pred + 1.96 * forecast$se)
Time Series:
Start = 361 
End = 372 
Frequency = 1 
 [1] 27.15295 27.64127 27.32977 26.45783 26.09753 28.95006 28.73155 28.47581
 [9] 28.49049 28.37700 29.09425 29.14711
> if (par2 == 0) {
+ x <- exp(x)
+ forecast$pred <- exp(forecast$pred)
+ lb <- exp(lb)
+ ub <- exp(ub)
+ }
> if (par2 != 0) {
+ x <- x^(1/par2)
+ forecast$pred <- forecast$pred^(1/par2)
+ lb <- lb^(1/par2)
+ ub <- ub^(1/par2)
+ }
> if (par2 < 0) {
+ olb <- lb
+ lb <- ub
+ ub <- olb
+ }
> (actandfor <- c(x[1:nx], forecast$pred))
  [1] 235.1000 280.7000 264.6000 240.7000 201.4000 240.8000 241.1000 223.8000
  [9] 206.1000 174.7000 203.3000 220.5000 299.5000 347.4000 338.3000 327.7000
 [17] 351.6000 396.6000 438.8000 395.6000 363.5000 378.8000 357.0000 369.0000
 [25] 464.8000 479.1000 431.3000 366.5000 326.3000 355.1000 331.6000 261.3000
 [33] 249.0000 205.5000 235.6000 240.9000 264.9000 253.8000 232.3000 193.8000
 [41] 177.0000 213.2000 207.2000 180.6000 188.6000 175.4000 199.0000 179.6000
 [49] 225.8000 234.0000 200.2000 183.6000 178.2000 203.2000 208.5000 191.8000
 [57] 172.8000 148.0000 159.4000 154.5000 213.2000 196.4000 182.8000 176.4000
 [65] 153.6000 173.2000 171.0000 151.2000 161.9000 157.2000 201.7000 236.4000
 [73] 356.1000 398.3000 403.7000 384.6000 365.8000 368.1000 367.9000 347.0000
 [81] 343.3000 292.9000 311.5000 300.9000 366.9000 356.9000 329.7000 316.2000
 [89] 269.0000 289.3000 266.2000 253.6000 233.8000 228.4000 253.6000 260.1000
 [97] 306.6000 309.2000 309.5000 271.0000 279.9000 317.9000 298.4000 246.7000
[105] 227.3000 209.1000 259.9000 266.0000 320.6000 308.5000 282.2000 262.7000
[113] 263.5000 313.1000 284.3000 252.6000 250.3000 246.5000 312.7000 333.2000
[121] 446.4000 511.6000 515.5000 506.4000 483.2000 522.3000 509.8000 460.7000
[129] 405.8000 375.0000 378.5000 406.8000 467.8000 469.8000 429.8000 355.8000
[137] 332.7000 378.0000 360.5000 334.7000 319.5000 323.1000 363.6000 352.1000
[145] 411.9000 388.6000 416.4000 360.7000 338.0000 417.2000 388.4000 371.1000
[153] 331.5000 353.7000 396.7000 447.0000 533.5000 565.4000 542.3000 488.7000
[161] 467.1000 531.3000 496.1000 444.0000 403.4000 386.3000 394.1000 404.1000
[169] 462.1000 448.1000 432.3000 386.3000 395.2000 421.9000 382.9000 384.2000
[177] 345.5000 323.4000 372.6000 376.0000 462.7000 487.0000 444.2000 399.3000
[185] 394.9000 455.4000 414.0000 375.5000 347.0000 339.4000 385.8000 378.8000
[193] 451.8000 446.1000 422.5000 383.1000 352.8000 445.3000 367.5000 355.1000
[201] 326.2000 319.8000 331.8000 340.9000 394.1000 417.2000 369.9000 349.2000
[209] 321.4000 405.7000 342.9000 316.5000 284.2000 270.9000 288.8000 278.8000
[217] 324.4000 310.9000 299.0000 273.0000 279.3000 359.2000 305.0000 282.1000
[225] 250.3000 246.5000 257.9000 266.5000 315.9000 318.4000 295.4000 266.4000
[233] 245.8000 362.8000 324.9000 294.2000 289.5000 295.2000 290.3000 272.0000
[241] 307.4000 328.7000 292.9000 249.1000 230.4000 361.5000 321.7000 277.2000
[249] 260.7000 251.0000 257.6000 241.8000 287.5000 292.3000 274.7000 254.2000
[257] 230.0000 339.0000 318.2000 287.0000 295.8000 284.0000 271.0000 262.7000
[265] 340.6000 379.4000 373.3000 355.2000 338.4000 466.9000 451.0000 422.0000
[273] 429.2000 425.9000 460.7000 463.6000 541.4000 544.2000 517.5000 469.4000
[281] 439.4000 549.0000 533.0000 506.1000 484.0000 457.0000 481.5000 469.5000
[289] 544.7000 541.2000 521.5000 469.7000 434.4000 542.6000 517.3000 485.7000
[297] 465.8000 447.0000 426.6000 411.6000 467.5000 484.5000 451.2000 417.4000
[305] 379.9000 484.7000 455.0000 420.8000 416.5000 376.3000 405.6000 405.8000
[313] 500.8000 514.0000 475.5000 430.1000 414.4000 538.0000 526.0000 488.5000
[321] 520.2000 504.4000 568.5000 610.6000 818.0000 830.9000 835.9000 782.0000
[329] 762.3000 856.9000 820.9000 769.6000 752.2000 724.4000 723.1000 719.5000
[337] 817.4000 803.3000 752.5000 689.0000 630.4000 765.5000 757.7000 732.2000
[345] 702.6000 683.3000 709.5000 702.2000 784.8000 810.9000 755.6000 656.8000
[353] 615.1000 745.3000 694.1000 675.7000 643.7000 622.1000 634.6000 588.0000
[361] 681.3690 680.1760 637.1723 570.0924 531.2293 648.2231 616.3528 584.6282
[369] 567.5684 545.6735 563.7748 551.2950
> (perc.se <- (ub-forecast$pred)/1.96/forecast$pred)
Time Series:
Start = 361 
End = 372 
Frequency = 1 
 [1] 0.04186756 0.06290660 0.08787575 0.11627581 0.14392076 0.14945311
 [7] 0.17312927 0.19744233 0.21946429 0.24270777 0.25583801 0.27602813
> postscript(file="/var/wessaorg/rcomp/tmp/1vfbu1355225528.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> opar <- par(mar=c(4,4,2,2),las=1)
> ylim <- c( min(x[first:nx],lb), max(x[first:nx],ub))
> plot(x,ylim=ylim,type='n',xlim=c(first,lx))
> usr <- par('usr')
> rect(usr[1],usr[3],nx+1,usr[4],border=NA,col='lemonchiffon')
> rect(nx1,usr[3],usr[2],usr[4],border=NA,col='lavender')
> abline(h= (-3:3)*2 , col ='gray', lty =3)
> polygon( c(nx1:lx,lx:nx1), c(lb,rev(ub)), col = 'orange', lty=2,border=NA)
> lines(nx1:lx, lb , lty=2)
> lines(nx1:lx, ub , lty=2)
> lines(x, lwd=2)
> lines(nx1:lx, forecast$pred , lwd=2 , col ='white')
> box()
> par(opar)
> dev.off()
null device 
          1 
> prob.dec <- array(NA, dim=fx)
> prob.sdec <- array(NA, dim=fx)
> prob.ldec <- array(NA, dim=fx)
> prob.pval <- array(NA, dim=fx)
> perf.pe <- array(0, dim=fx)
> perf.mape <- array(0, dim=fx)
> perf.mape1 <- array(0, dim=fx)
> perf.se <- array(0, dim=fx)
> perf.mse <- array(0, dim=fx)
> perf.mse1 <- array(0, dim=fx)
> perf.rmse <- array(0, dim=fx)
> for (i in 1:fx) {
+ locSD <- (ub[i] - forecast$pred[i]) / 1.96
+ perf.pe[i] = (x[nx+i] - forecast$pred[i]) / forecast$pred[i]
+ perf.se[i] = (x[nx+i] - forecast$pred[i])^2
+ prob.dec[i] = pnorm((x[nx+i-1] - forecast$pred[i]) / locSD)
+ prob.sdec[i] = pnorm((x[nx+i-par5] - forecast$pred[i]) / locSD)
+ prob.ldec[i] = pnorm((x[nx] - forecast$pred[i]) / locSD)
+ prob.pval[i] = pnorm(abs(x[nx+i] - forecast$pred[i]) / locSD)
+ }
> perf.mape[1] = abs(perf.pe[1])
> perf.mse[1] = abs(perf.se[1])
> for (i in 2:fx) {
+ perf.mape[i] = perf.mape[i-1] + abs(perf.pe[i])
+ perf.mape1[i] = perf.mape[i] / i
+ perf.mse[i] = perf.mse[i-1] + perf.se[i]
+ perf.mse1[i] = perf.mse[i] / i
+ }
> perf.rmse = sqrt(perf.mse1)
> postscript(file="/var/wessaorg/rcomp/tmp/2294l1355225528.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> plot(forecast$pred, pch=19, type='b',main='ARIMA Extrapolation Forecast', ylab='Forecast and 95% CI', xlab='time',ylim=c(min(lb),max(ub)))
> dum <- forecast$pred
> dum[1:par1] <- x[(nx+1):lx]
> lines(dum, lty=1)
> lines(ub,lty=3)
> lines(lb,lty=3)
> dev.off()
null device 
          1 
> 
> #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,'Univariate ARIMA Extrapolation Forecast',9,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'time',1,header=TRUE)
> a<-table.element(a,'Y[t]',1,header=TRUE)
> a<-table.element(a,'F[t]',1,header=TRUE)
> a<-table.element(a,'95% LB',1,header=TRUE)
> a<-table.element(a,'95% UB',1,header=TRUE)
> a<-table.element(a,'p-value<br />(H0: Y[t] = F[t])',1,header=TRUE)
> a<-table.element(a,'P(F[t]>Y[t-1])',1,header=TRUE)
> a<-table.element(a,'P(F[t]>Y[t-s])',1,header=TRUE)
> mylab <- paste('P(F[t]>Y[',nx,sep='')
> mylab <- paste(mylab,'])',sep='')
> a<-table.element(a,mylab,1,header=TRUE)
> a<-table.row.end(a)
> for (i in (nx-par5):nx) {
+ a<-table.row.start(a)
+ a<-table.element(a,i,header=TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,'-')
+ a<-table.element(a,'-')
+ a<-table.element(a,'-')
+ a<-table.element(a,'-')
+ a<-table.element(a,'-')
+ a<-table.element(a,'-')
+ a<-table.element(a,'-')
+ a<-table.row.end(a)
+ }
> for (i in 1:fx) {
+ a<-table.row.start(a)
+ a<-table.element(a,nx+i,header=TRUE)
+ a<-table.element(a,round(x[nx+i],4))
+ a<-table.element(a,round(forecast$pred[i],4))
+ a<-table.element(a,round(lb[i],4))
+ a<-table.element(a,round(ub[i],4))
+ a<-table.element(a,round((1-prob.pval[i]),4))
+ a<-table.element(a,round((1-prob.dec[i]),4))
+ a<-table.element(a,round((1-prob.sdec[i]),4))
+ a<-table.element(a,round((1-prob.ldec[i]),4))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/38gkj1355225528.tab") 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Univariate ARIMA Extrapolation Forecast Performance',7,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'time',1,header=TRUE)
> a<-table.element(a,'% S.E.',1,header=TRUE)
> a<-table.element(a,'PE',1,header=TRUE)
> a<-table.element(a,'MAPE',1,header=TRUE)
> a<-table.element(a,'Sq.E',1,header=TRUE)
> a<-table.element(a,'MSE',1,header=TRUE)
> a<-table.element(a,'RMSE',1,header=TRUE)
> a<-table.row.end(a)
> for (i in 1:fx) {
+ a<-table.row.start(a)
+ a<-table.element(a,nx+i,header=TRUE)
+ a<-table.element(a,round(perc.se[i],4))
+ a<-table.element(a,round(perf.pe[i],4))
+ a<-table.element(a,round(perf.mape1[i],4))
+ a<-table.element(a,round(perf.se[i],4))
+ a<-table.element(a,round(perf.mse1[i],4))
+ a<-table.element(a,round(perf.rmse[i],4))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/4xwvy1355225528.tab") 
> 
> try(system("convert tmp/1vfbu1355225528.ps tmp/1vfbu1355225528.png",intern=TRUE))
character(0)
> try(system("convert tmp/2294l1355225528.ps tmp/2294l1355225528.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  3.404   0.393   3.766