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) > par9 = '1' > par8 = '1' > par7 = '1' > par6 = '2' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = 'FALSE' > par9 <- '1' > par8 <- '1' > par7 <- '1' > par6 <- '2' > par5 <- '12' > par4 <- '0' > par3 <- '1' > par2 <- '1' > par1 <- 'FALSE' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > if (par1 == 'TRUE') par1 <- TRUE > if (par1 == 'FALSE') par1 <- FALSE > par2 <- as.numeric(par2) #Box-Cox lambda transformation parameter > par3 <- as.numeric(par3) #degree of non-seasonal differencing > par4 <- as.numeric(par4) #degree of seasonal differencing > par5 <- as.numeric(par5) #seasonal period > par6 <- as.numeric(par6) #degree (p) of the non-seasonal AR(p) polynomial > par7 <- as.numeric(par7) #degree (q) of the non-seasonal MA(q) polynomial > par8 <- as.numeric(par8) #degree (P) of the seasonal AR(P) polynomial > par9 <- as.numeric(par9) #degree (Q) of the seasonal MA(Q) polynomial > armaGR <- function(arima.out, names, n){ + try1 <- arima.out$coef + try2 <- sqrt(diag(arima.out$var.coef)) + try.data.frame <- data.frame(matrix(NA,ncol=4,nrow=length(names))) + dimnames(try.data.frame) <- list(names,c('coef','std','tstat','pv')) + try.data.frame[,1] <- try1 + for(i in 1:length(try2)) try.data.frame[which(rownames(try.data.frame)==names(try2)[i]),2] <- try2[i] + try.data.frame[,3] <- try.data.frame[,1] / try.data.frame[,2] + try.data.frame[,4] <- round((1-pt(abs(try.data.frame[,3]),df=n-(length(try2)+1)))*2,5) + vector <- rep(NA,length(names)) + vector[is.na(try.data.frame[,4])] <- 0 + maxi <- which.max(try.data.frame[,4]) + continue <- max(try.data.frame[,4],na.rm=TRUE) > .05 + vector[maxi] <- 0 + list(summary=try.data.frame,next.vector=vector,continue=continue) + } > arimaSelect <- function(series, order=c(13,0,0), seasonal=list(order=c(2,0,0),period=12), include.mean=F){ + nrc <- order[1]+order[3]+seasonal$order[1]+seasonal$order[3] + coeff <- matrix(NA, nrow=nrc*2, ncol=nrc) + pval <- matrix(NA, nrow=nrc*2, ncol=nrc) + mylist <- rep(list(NULL), nrc) + names <- NULL + if(order[1] > 0) names <- paste('ar',1:order[1],sep='') + if(order[3] > 0) names <- c( names , paste('ma',1:order[3],sep='') ) + if(seasonal$order[1] > 0) names <- c(names, paste('sar',1:seasonal$order[1],sep='')) + if(seasonal$order[3] > 0) names <- c(names, paste('sma',1:seasonal$order[3],sep='')) + arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML') + mylist[[1]] <- arima.out + last.arma <- armaGR(arima.out, names, length(series)) + mystop <- FALSE + i <- 1 + coeff[i,] <- last.arma[[1]][,1] + pval [i,] <- last.arma[[1]][,4] + i <- 2 + aic <- arima.out$aic + while(!mystop){ + mylist[[i]] <- arima.out + arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML', fixed=last.arma$next.vector) + aic <- c(aic, arima.out$aic) + last.arma <- armaGR(arima.out, names, length(series)) + mystop <- !last.arma$continue + coeff[i,] <- last.arma[[1]][,1] + pval [i,] <- last.arma[[1]][,4] + i <- i+1 + } + list(coeff, pval, mylist, aic=aic) + } > arimaSelectplot <- function(arimaSelect.out,noms,choix){ + noms <- names(arimaSelect.out[[3]][[1]]$coef) + coeff <- arimaSelect.out[[1]] + k <- min(which(is.na(coeff[,1])))-1 + coeff <- coeff[1:k,] + pval <- arimaSelect.out[[2]][1:k,] + aic <- arimaSelect.out$aic[1:k] + coeff[coeff==0] <- NA + n <- ncol(coeff) + if(missing(choix)) choix <- k + layout(matrix(c(1,1,1,2, + 3,3,3,2, + 3,3,3,4, + 5,6,7,7),nr=4), + widths=c(10,35,45,15), + heights=c(30,30,15,15)) + couleurs <- rainbow(75)[1:50]#(50) + ticks <- pretty(coeff) + par(mar=c(1,1,3,1)) + plot(aic,k:1-.5,type='o',pch=21,bg='blue',cex=2,axes=F,lty=2,xpd=NA) + points(aic[choix],k-choix+.5,pch=21,cex=4,bg=2,xpd=NA) + title('aic',line=2) + par(mar=c(3,0,0,0)) + plot(0,axes=F,xlab='',ylab='',xlim=range(ticks),ylim=c(.1,1)) + rect(xleft = min(ticks) + (0:49)/50*(max(ticks)-min(ticks)), + xright = min(ticks) + (1:50)/50*(max(ticks)-min(ticks)), + ytop = rep(1,50), + ybottom= rep(0,50),col=couleurs,border=NA) + axis(1,ticks) + rect(xleft=min(ticks),xright=max(ticks),ytop=1,ybottom=0) + text(mean(coeff,na.rm=T),.5,'coefficients',cex=2,font=2) + par(mar=c(1,1,3,1)) + image(1:n,1:k,t(coeff[k:1,]),axes=F,col=couleurs,zlim=range(ticks)) + for(i in 1:n) for(j in 1:k) if(!is.na(coeff[j,i])) { + if(pval[j,i]<.01) symb = 'green' + else if( (pval[j,i]<.05) & (pval[j,i]>=.01)) symb = 'orange' + else if( (pval[j,i]<.1) & (pval[j,i]>=.05)) symb = 'red' + else symb = 'black' + polygon(c(i+.5 ,i+.2 ,i+.5 ,i+.5), + c(k-j+0.5,k-j+0.5,k-j+0.8,k-j+0.5), + col=symb) + if(j==choix) { + rect(xleft=i-.5, + xright=i+.5, + ybottom=k-j+1.5, + ytop=k-j+.5, + lwd=4) + text(i, + k-j+1, + round(coeff[j,i],2), + cex=1.2, + font=2) + } + else{ + rect(xleft=i-.5,xright=i+.5,ybottom=k-j+1.5,ytop=k-j+.5) + text(i,k-j+1,round(coeff[j,i],2),cex=1.2,font=1) + } + } + axis(3,1:n,noms) + par(mar=c(0.5,0,0,0.5)) + plot(0,axes=F,xlab='',ylab='',type='n',xlim=c(0,8),ylim=c(-.2,.8)) + cols <- c('green','orange','red','black') + niv <- c('0','0.01','0.05','0.1') + for(i in 0:3){ + polygon(c(1+2*i ,1+2*i ,1+2*i-.5 ,1+2*i), + c(.4 ,.7 , .4 , .4), + col=cols[i+1]) + text(2*i,0.5,niv[i+1],cex=1.5) + } + text(8,.5,1,cex=1.5) + text(4,0,'p-value',cex=2) + box() + residus <- arimaSelect.out[[3]][[choix]]$res + par(mar=c(1,2,4,1)) + acf(residus,main='') + title('acf',line=.5) + par(mar=c(1,2,4,1)) + pacf(residus,main='') + title('pacf',line=.5) + par(mar=c(2,2,4,1)) + qqnorm(residus,main='') + title('qq-norm',line=.5) + qqline(residus) + residus + } > if (par2 == 0) x <- log(x) > if (par2 != 0) x <- x^par2 > (selection <- arimaSelect(x, order=c(par6,par3,par7), seasonal=list(order=c(par8,par4,par9), period=par5))) [[1]] [,1] [,2] [,3] [,4] [,5] [1,] 0.1047677 0.2363271 0.03162938 0.9896167 -0.6923466 [2,] 0.1347581 0.2312974 0.00000000 0.9896168 -0.6918402 [3,] NA NA NA NA NA [4,] NA NA NA NA NA [5,] NA NA NA NA NA [6,] NA NA NA NA NA [7,] NA NA NA NA NA [8,] NA NA NA NA NA [9,] NA NA NA NA NA [10,] NA NA NA NA NA [[2]] [,1] [,2] [,3] [,4] [,5] [1,] 0.76964 0.00234 0.93268 0 0 [2,] 0.00818 0.00001 NA 0 0 [3,] NA NA NA NA NA [4,] NA NA NA NA NA [5,] NA NA NA NA NA [6,] NA NA NA NA NA [7,] NA NA NA NA NA [8,] NA NA NA NA NA [9,] NA NA NA NA NA [10,] NA NA NA NA NA [[3]] [[3]][[1]] Call: arima(x = series, order = order, seasonal = seasonal, include.mean = include.mean, method = "ML") Coefficients: ar1 ar2 ma1 sar1 sma1 0.1048 0.2363 0.0316 0.9896 -0.6923 s.e. 0.3575 0.0771 0.3742 0.0047 0.0404 sigma^2 estimated as 447.6: log likelihood = -1672.1, aic = 3356.2 [[3]][[2]] Call: arima(x = series, order = order, seasonal = seasonal, include.mean = include.mean, method = "ML") Coefficients: ar1 ar2 ma1 sar1 sma1 0.1048 0.2363 0.0316 0.9896 -0.6923 s.e. 0.3575 0.0771 0.3742 0.0047 0.0404 sigma^2 estimated as 447.6: log likelihood = -1672.1, aic = 3356.2 [[3]][[3]] NULL [[3]][[4]] NULL [[3]][[5]] NULL $aic [1] 3356.202 3354.206 > postscript(file="/var/wessaorg/rcomp/tmp/1a76q1355668634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > resid <- arimaSelectplot(selection) > dev.off() null device 1 > resid Time Series: Start = 1 End = 372 Frequency = 1 [1] 0.23509932 19.00614089 -10.21173395 -14.06411728 -13.94131925 [6] 21.77578102 1.61100816 -11.89674085 -6.79068661 -11.85044264 [11] 15.56564453 5.20170665 31.10086738 4.31268277 -1.31525546 [16] 6.27961456 46.88535123 0.88630376 23.01400842 -30.77246703 [21] -19.25655766 43.59526876 -41.00550652 -5.77674850 34.01463527 [26] -29.52522060 -35.31494759 -35.28642373 -18.92136831 5.44856358 [31] -33.05426921 -31.54879502 25.20764296 -28.16894422 28.66170443 [36] -3.79162094 -59.77664433 -32.19904004 21.36370476 4.40937577 [41] 0.99828508 2.28360620 -10.15977892 17.95194572 25.99154694 [46] -1.13488307 3.82562060 -32.58808381 -11.17841847 -0.11167243 [51] -6.15010926 21.62278026 11.85428242 -15.70211034 3.38267469 [56] 22.47996420 -13.24962804 -10.85246934 -1.46672609 -3.48375260 [61] 6.07900461 -29.97279420 16.06936368 27.80687521 -15.41905160 [66] -15.57638683 -0.31188280 14.08362026 22.44761418 9.03627016 [71] 22.50167858 28.03086734 52.50861477 20.89252466 7.93410748 [76] -9.38200393 -9.03883559 -25.17029154 3.11612082 12.08331804 [81] 0.75511576 -37.14379757 -0.39316204 -11.60590348 -4.58438644 [86] -19.92394264 -8.15117936 14.97775276 -28.35132596 3.06215562 [91] -16.50589541 15.13436661 -11.25307574 18.95773771 4.25507877 [96] -2.39582669 -25.51825159 -2.61472021 24.34246569 -21.52381789 [101] 33.19642694 18.46052266 -23.57277423 -32.94517727 -2.89433488 [106] 9.34169967 30.20465364 -2.52244119 -15.09639628 -17.37835119 [111] -9.75115149 10.79992386 18.47932103 21.34570010 -25.44020608 [116] -4.88021722 14.53124041 13.77650831 31.10173468 7.36368398 [121] 43.13934749 53.82889080 -0.97018685 -3.88344976 -18.98035093 [126] 5.89681324 5.38902804 -21.14758388 -43.92138206 -6.09183299 [131] -24.71800142 27.45847052 -8.05518539 -20.60743895 -24.09035561 [136] -47.56768154 5.31382396 25.47724586 -2.73467003 7.33109508 [141] 6.85480629 19.19767489 6.36618056 -33.17323221 -9.10620951 [146] -30.03754426 53.98624749 -18.71938302 -14.37167443 48.41749261 [151] -17.98664661 6.89646017 -18.01827915 33.27407100 10.54646866 [156] 33.80869249 12.06866171 16.14220545 -26.61775746 -17.09948096 [161] 2.84676744 18.48769058 -17.39474757 -25.99588731 -7.66434978 [166] -7.77058184 -22.05045886 -2.56841479 -6.04423566 -21.64503494 [171] 0.96701643 4.62083941 29.31937478 -29.73498001 -18.15901806 [176] 44.19539667 -10.34843416 -23.04467025 26.96623114 -12.73240451 [181] 16.34142228 20.98486410 -38.55438381 -1.10885544 13.58202949 [186] 14.93952694 -16.94968042 -16.80919262 8.96418369 6.18168772 [191] 11.86981555 -22.09736317 0.56102082 -11.08836742 -0.98550669 [196] 8.51815893 -21.79575138 45.48686159 -46.96307883 11.32438009 [201] 10.79541502 -0.74496456 -25.49423208 5.08321201 -12.96161111 [206] 19.69336973 -24.00401698 20.64247468 -9.62860057 19.52871667 [211] -17.70205955 -6.53286052 2.35493388 -3.59364827 -9.92456582 [216] -14.71535488 -14.87737099 -17.30891526 24.74340793 12.40408865 [221] 19.53259375 6.92827276 -11.72076745 -1.31375341 -0.52273705 [226] 6.16234428 -14.47870230 6.99771103 -7.01598187 -1.04668617 [231] 2.88997400 3.19615425 -10.14570729 47.05919769 8.65359645 [236] -20.09027238 24.13753214 12.04704682 -33.76958549 -21.75528036 [241] -10.87015223 26.04056627 -10.66951501 -15.57054857 -0.11222757 [246] 51.06963767 1.11000982 -31.25282684 7.43250750 -2.12857554 [251] -7.19257727 -10.83825855 0.06030777 -0.15321714 10.20083220 [256] 13.48800461 -13.14620236 10.23010828 23.66846881 -6.57031737 [261] 24.06041704 -9.93931308 -29.95148534 3.18831061 36.22532874 [266] 27.64237839 6.21290037 2.31980593 -4.63472646 26.30743467 [271] 16.61176385 -8.04659492 13.95663740 1.29617106 26.14839578 [276] 4.86470385 13.27638839 -18.78642737 -11.60042017 -17.50144397 [281] -7.93288781 9.33297266 16.51796591 0.24820612 -19.87228482 [286] -19.26595044 18.19614640 -4.85444904 11.56641517 -15.65083116 [291] -0.14458252 -15.78829956 -12.13649406 7.99015801 3.27527600 [296] -3.49568191 -8.91320313 -4.60201997 -33.61931865 -2.21794290 [301] 0.33096336 12.54931749 -12.41165749 3.53073133 -9.99368579 [306] -0.55213295 -1.35758815 -4.20716737 10.68755984 -26.23536202 [311] 25.56560111 11.88259596 26.21360963 -3.46947181 -22.75231966 [316] -7.62127618 17.37259463 19.31876337 8.68501347 -13.39455127 [321] 39.95920568 1.88562465 41.16050606 40.04139143 117.84297704 [326] -27.50011304 1.36237744 -19.26630710 -0.93851558 -11.37489020 [331] -13.44108574 -13.77005517 -13.77512672 -1.08486024 -23.36121511 [336] -6.24331238 -4.64341430 -21.23492190 -26.55182768 -10.43919287 [341] -25.60686033 40.89416943 21.87322290 2.02883990 -31.50683266 [346] 3.48087068 13.24419304 -13.81065864 -23.30247119 28.36672001 [351] -25.59352648 -51.89784959 4.93111669 30.89034153 -31.90239650 [356] 15.10982160 -15.39485527 -1.62515770 -3.22897685 -46.54767364 [361] 12.29281927 -15.67384859 11.76799508 -11.36132192 12.05879322 [366] -27.15121925 41.41753658 -20.60678381 -2.62533763 -7.93889156 [371] -0.51623958 25.87261855 > postscript(file="/var/wessaorg/rcomp/tmp/2pweq1355668634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(resid,length(resid)/2, main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/316by1355668634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(resid,length(resid)/2, main='Residual Partial Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4vo4w1355668634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > cpgram(resid, main='Residual Cumulative Periodogram') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5ke6p1355668634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(resid, main='Residual Histogram', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/6236s1355668634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/7kra01355668634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(resid, main='Residual Normal Q-Q Plot') > qqline(resid) > dev.off() null device 1 > ncols <- length(selection[[1]][1,]) > nrows <- length(selection[[2]][,1])-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,'ARIMA Parameter Estimation and Backward Selection', ncols+1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Iteration', header=TRUE) > for (i in 1:ncols) { + a<-table.element(a,names(selection[[3]][[1]]$coef)[i],header=TRUE) + } > a<-table.row.end(a) > for (j in 1:nrows) { + a<-table.row.start(a) + mydum <- 'Estimates (' + mydum <- paste(mydum,j) + mydum <- paste(mydum,')') + a<-table.element(a,mydum, header=TRUE) + for (i in 1:ncols) { + a<-table.element(a,round(selection[[1]][j,i],4)) + } + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'(p-val)', header=TRUE) + for (i in 1:ncols) { + mydum <- '(' + mydum <- paste(mydum,round(selection[[2]][j,i],4),sep='') + mydum <- paste(mydum,')') + a<-table.element(a,mydum) + } + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/8s8q31355668634.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Estimated ARIMA Residuals', 1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Value', 1,TRUE) > a<-table.row.end(a) > for (i in (par4*par5+par3):length(resid)) { + a<-table.row.start(a) + a<-table.element(a,resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/9yts01355668634.tab") > > try(system("convert tmp/1a76q1355668634.ps tmp/1a76q1355668634.png",intern=TRUE)) character(0) > try(system("convert tmp/2pweq1355668634.ps tmp/2pweq1355668634.png",intern=TRUE)) character(0) > try(system("convert tmp/316by1355668634.ps tmp/316by1355668634.png",intern=TRUE)) character(0) > try(system("convert tmp/4vo4w1355668634.ps tmp/4vo4w1355668634.png",intern=TRUE)) character(0) > try(system("convert tmp/5ke6p1355668634.ps tmp/5ke6p1355668634.png",intern=TRUE)) character(0) > try(system("convert tmp/6236s1355668634.ps tmp/6236s1355668634.png",intern=TRUE)) character(0) > try(system("convert tmp/7kra01355668634.ps tmp/7kra01355668634.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.413 0.658 6.053