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Type 'q()' to quit R. > x <- c(617,614,647,580,614,636,388,356,639,753,611,639,630,586,695,552,619,681,421,307,754,690,644,643,608,651,691,627,634,731,475,337,803,722,590,724,627,696,825,677,656,785,412,352,839,729,696,641,695,638,762,635,721,854,418,367,824,687,601,676,740,691,683,594,729,731,386,331,706,715,657,653,642,643,718,654,632,731,392,344,792,852,649,629,685,617,715,715,629,916,531,357,917,828,708,858,775,785,1006,789,734,906,532,387,991,841,892,782,811,792,978,773,796,946,594,438,1023,868,791,760,779,852,1001,734,996,869,599,426,1138,1091,830,909) > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '48' > 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/1unpa1356031223.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/2wno01356031223.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/3pmce1356031223.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$acf)) [1] 1.000000000 -0.265080595 -0.482754215 0.294846635 0.010361333 [6] -0.185136310 0.250194874 -0.179587016 0.024677876 0.263188939 [11] -0.455428482 -0.159312793 0.800018923 -0.219679672 -0.428792963 [16] 0.288420030 -0.012112692 -0.150449179 0.234493552 -0.178184385 [21] 0.015689849 0.234576184 -0.409969881 -0.118195053 0.679686391 [26] -0.161688760 -0.390244639 0.241435982 -0.010771043 -0.102450294 [31] 0.164232683 -0.131997888 0.004875001 0.205355055 -0.347059835 [36] -0.111215821 0.585190520 -0.105041706 -0.382488927 0.210679119 [41] 0.018311407 -0.101837614 0.137667839 -0.104546420 0.008868772 [46] 0.167113498 -0.291156726 -0.114065560 0.510286407 > (mypacf <- c(rpacf$acf)) [1] -0.2650805952 -0.5948184766 -0.1113796285 -0.3115689337 -0.2639179193 [6] 0.0073002828 -0.3697793821 0.0649392288 0.1209097817 -0.4369840729 [11] -0.6569126639 0.0732242605 0.0118736657 0.0477391925 0.0388789533 [16] 0.0055362500 0.0767167236 0.1458660589 0.1233078396 0.0836488631 [21] 0.0299151034 0.0079873480 -0.1383515229 -0.1283885626 0.0059208589 [26] 0.0077884262 -0.0303643222 -0.0317311296 0.0596750520 -0.0951016035 [31] 0.0203261455 -0.0691505466 -0.0665573993 0.0189335676 -0.0878067138 [36] -0.0223568032 0.0301628855 -0.0254737223 0.0215135390 0.0047531414 [41] -0.0188522725 0.0009211116 -0.0461026333 0.0570926226 0.0227998500 [46] 0.0998301070 0.0438428834 0.0512178530 > 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/4wa7m1356031224.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/5gmt61356031224.tab") > > try(system("convert tmp/1unpa1356031223.ps tmp/1unpa1356031223.png",intern=TRUE)) character(0) > try(system("convert tmp/2wno01356031223.ps tmp/2wno01356031223.png",intern=TRUE)) character(0) > try(system("convert tmp/3pmce1356031223.ps tmp/3pmce1356031223.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.966 0.422 2.366