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 = '0' > par7 = '1' > par6 = '2' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '0.5' > par1 = 'FALSE' > par9 <- '1' > par8 <- '0' > par7 <- '1' > par6 <- '2' > par5 <- '12' > par4 <- '1' > par3 <- '1' > par2 <- '0.5' > 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] [1,] 0.4618559 0.1881573 -0.3767971 -0.7209662 [2,] 0.1094252 0.2417225 0.0000000 -0.7239618 [3,] NA NA NA NA [4,] NA NA NA NA [5,] NA NA NA NA [6,] NA NA NA NA [7,] NA NA NA NA [8,] NA NA NA NA [[2]] [,1] [,2] [,3] [,4] [1,] 0.00772 0.00444 0.03062 0 [2,] 0.03483 0.00000 NA 0 [3,] NA NA NA NA [4,] NA NA NA NA [5,] NA NA NA NA [6,] NA NA NA NA [7,] NA NA NA NA [8,] 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 sma1 0.4619 0.1882 -0.3768 -0.7210 s.e. 0.1724 0.0657 0.1736 0.0403 sigma^2 estimated as 0.2826: log likelihood = -287.01, aic = 584.02 [[3]][[2]] Call: arima(x = series, order = order, seasonal = seasonal, include.mean = include.mean, method = "ML") Coefficients: ar1 ar2 ma1 sma1 0.4619 0.1882 -0.3768 -0.7210 s.e. 0.1724 0.0657 0.1736 0.0403 sigma^2 estimated as 0.2826: log likelihood = -287.01, aic = 584.02 [[3]][[3]] NULL [[3]][[4]] NULL $aic [1] 584.0182 584.7512 > postscript(file="/var/wessaorg/rcomp/tmp/1l2mf1356095157.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] 8.852493e-03 5.059755e-03 2.900304e-03 1.498531e-03 -1.256034e-06 [6] 1.218862e-03 1.052758e-03 3.875784e-04 -2.267322e-04 -1.287178e-03 [11] -1.752666e-04 -8.140184e-03 -4.471360e-02 -6.885108e-02 1.997589e-01 [16] 3.692377e-01 1.528910e+00 -3.624614e-01 4.563328e-01 -5.801910e-01 [21] -3.643333e-01 1.274504e+00 -1.354406e+00 -3.635987e-01 1.657852e-01 [26] -8.506014e-01 -5.594346e-01 -7.318979e-01 -4.028139e-01 -4.777244e-02 [31] -7.768497e-01 -8.393535e-01 7.089711e-01 -6.996897e-01 8.950863e-01 [36] -9.563425e-02 -1.579748e+00 -1.097236e+00 4.170399e-01 4.399976e-02 [41] 1.674963e-01 3.652383e-01 -2.517252e-01 3.188371e-01 8.657342e-01 [46] 1.241892e-01 9.033296e-02 -1.205157e+00 -1.832147e-01 -6.327399e-02 [51] -3.487333e-01 5.934741e-01 4.927996e-01 -3.148441e-01 1.008702e-01 [56] 5.730393e-01 -4.943568e-01 -4.212258e-01 -1.190858e-01 -1.170128e-01 [61] 5.203324e-01 -9.931171e-01 3.379836e-01 8.531171e-01 -4.576100e-01 [66] -4.136073e-01 -7.664371e-02 3.064280e-01 8.750792e-01 4.686372e-01 [71] 8.231426e-01 9.157088e-01 1.203669e+00 4.162212e-01 2.734559e-01 [76] -2.245001e-01 -2.438462e-01 -1.106470e+00 -3.260916e-02 5.490573e-01 [81] 1.031717e-01 -8.842838e-01 -3.336791e-01 -4.147714e-01 -3.351512e-01 [86] -4.450114e-01 -1.285758e-02 5.195569e-01 -6.969808e-01 -4.985990e-02 [91] -5.142523e-01 5.836686e-01 -3.333191e-01 6.628372e-01 5.619179e-02 [96] -4.115250e-02 -8.531897e-01 -1.130915e-01 7.345073e-01 -5.064136e-01 [101] 1.023427e+00 4.110214e-01 -6.002464e-01 -9.989668e-01 -2.527664e-01 [106] 2.522996e-01 1.005711e+00 1.022469e-02 -5.372931e-01 -5.636392e-01 [111] -2.751127e-01 3.074550e-01 6.426454e-01 6.334669e-01 -7.039232e-01 [116] -1.618179e-01 3.607365e-01 5.110949e-01 8.358577e-01 1.898919e-01 [121] 7.229498e-01 1.181068e+00 1.649139e-01 1.001649e-02 -5.027618e-01 [126] -3.183456e-01 1.343474e-01 -1.686548e-01 -1.043407e+00 -1.783223e-01 [131] -9.572278e-01 6.909304e-01 -3.953689e-01 -3.118096e-01 -4.153787e-01 [136] -1.114443e+00 7.773776e-02 6.268228e-01 1.057953e-01 3.257092e-01 [141] 1.543544e-01 5.980115e-01 1.143042e-02 -8.847083e-01 -4.528632e-01 [146] -7.580322e-01 1.412506e+00 -3.404431e-01 -2.723563e-01 1.073834e+00 [151] -3.416846e-01 2.887131e-01 -5.701784e-01 9.208646e-01 9.906183e-02 [156] 8.235731e-01 -6.090907e-02 3.328373e-01 -4.972308e-01 -2.743574e-01 [161] 2.113201e-02 1.566608e-01 -2.806950e-01 -4.221163e-01 -2.169526e-01 [166] -1.829301e-01 -6.980858e-01 -5.551922e-02 -2.275266e-01 -3.953953e-01 [171] 8.779047e-02 1.508352e-01 8.241890e-01 -6.994428e-01 -4.807034e-01 [176] 1.062533e+00 -2.019202e-01 -5.430026e-01 5.493115e-01 -2.913247e-01 [181] 3.306251e-01 4.825714e-01 -8.085212e-01 -5.840598e-02 2.912891e-01 [186] 3.357773e-01 -3.605631e-01 -3.839467e-01 1.514645e-01 1.865257e-01 [191] 2.793241e-01 -5.495425e-01 -7.433185e-02 -2.608155e-01 -5.350426e-03 [196] 2.208017e-01 -5.021890e-01 1.117714e+00 -1.133976e+00 3.102387e-01 [201] 1.768605e-01 8.139486e-02 -7.114253e-01 9.133186e-02 -3.046663e-01 [206] 5.317625e-01 -6.099822e-01 5.228668e-01 -2.778089e-01 6.365589e-01 [211] -5.313007e-01 -1.916499e-01 -5.078028e-02 -8.532339e-02 -2.343266e-01 [216] -4.260803e-01 -2.661415e-01 -4.493919e-01 5.522497e-01 3.134449e-01 [221] 6.672941e-01 4.155198e-01 -4.538000e-01 -1.738808e-01 -1.455313e-01 [226] 1.847805e-01 -3.729144e-01 2.072469e-01 -8.968992e-02 -4.690309e-03 [231] -3.009311e-02 2.947832e-02 -3.222507e-01 1.528908e+00 2.373914e-01 [236] -5.445941e-01 5.811913e-01 3.306690e-01 -9.868250e-01 -7.545722e-01 [241] -3.444285e-01 7.595260e-01 -2.600335e-01 -4.678034e-01 -9.401963e-02 [246] 1.688628e+00 1.150402e-01 -8.898803e-01 6.760167e-02 -1.172027e-01 [251] -2.095071e-01 -3.824105e-01 9.105597e-02 4.174729e-02 2.569540e-01 [256] 3.893184e-01 -3.844693e-01 4.585321e-01 6.046555e-01 -1.772483e-01 [261] 7.099304e-01 -3.033944e-01 -9.538530e-01 -4.829912e-02 9.915259e-01 [266] 8.259561e-01 2.849965e-01 1.397351e-01 -1.444100e-01 1.663067e-01 [271] 5.309249e-01 2.375065e-02 3.538001e-01 -1.128040e-02 4.997442e-01 [276] 1.219306e-01 -1.142156e-01 -5.042808e-01 -9.042123e-02 -2.433439e-01 [281] -1.258285e-01 -4.003773e-01 6.047487e-01 3.320809e-01 -3.505574e-01 [286] -4.885617e-01 2.951547e-01 -5.658705e-02 4.788402e-03 -3.710905e-01 [291] 1.589281e-01 -2.166490e-01 -2.240680e-01 -2.826264e-01 2.645149e-01 [296] 1.575222e-01 -1.511062e-01 -1.284814e-01 -8.483837e-01 -7.955638e-02 [301] -1.078177e-01 3.280712e-01 -1.547682e-01 1.657990e-01 -2.477126e-01 [306] -1.788642e-01 5.109253e-02 -1.893171e-03 2.757804e-01 -6.586736e-01 [311] 6.013209e-01 3.105611e-01 5.583857e-01 -1.060503e-01 -4.611521e-01 [316] -2.058090e-01 3.923786e-01 1.900885e-01 3.326048e-01 -1.604788e-01 [321] 8.769193e-01 6.980712e-02 8.243015e-01 8.117983e-01 1.761167e+00 [326] -5.600995e-01 1.574285e-01 -2.712664e-01 2.981501e-02 -1.168446e+00 [331] -7.600718e-02 7.624422e-02 -2.131331e-01 5.542423e-02 -5.451060e-01 [336] -9.701878e-02 -4.145618e-01 -3.541642e-01 -2.474885e-01 -1.731777e-02 [341] -4.015748e-01 3.025489e-01 5.905919e-01 3.501612e-01 -5.743603e-01 [346] 5.271312e-02 1.100624e-01 -2.184773e-01 -6.717923e-01 4.432230e-01 [351] -2.729799e-01 -8.230821e-01 4.648026e-02 2.661244e-01 -4.001714e-01 [356] 4.438339e-01 -3.127849e-01 2.422148e-02 -1.307289e-01 -9.159207e-01 [361] 1.464654e-01 -2.859447e-01 3.168503e-01 -2.230992e-01 3.017623e-01 [366] -6.187474e-01 8.454459e-01 -3.307901e-01 -3.717502e-02 -2.268285e-01 [371] -1.213929e-02 5.168911e-01 > postscript(file="/var/wessaorg/rcomp/tmp/2xg2p1356095157.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/3xobx1356095157.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/4dsh41356095157.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/5gyz21356095157.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/6pc5p1356095157.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/745lm1356095157.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/84k6s1356095157.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/9qjty1356095157.tab") > > try(system("convert tmp/1l2mf1356095157.ps tmp/1l2mf1356095157.png",intern=TRUE)) character(0) > try(system("convert tmp/2xg2p1356095157.ps tmp/2xg2p1356095157.png",intern=TRUE)) character(0) > try(system("convert tmp/3xobx1356095157.ps tmp/3xobx1356095157.png",intern=TRUE)) character(0) > try(system("convert tmp/4dsh41356095157.ps tmp/4dsh41356095157.png",intern=TRUE)) character(0) > try(system("convert tmp/5gyz21356095157.ps tmp/5gyz21356095157.png",intern=TRUE)) character(0) > try(system("convert tmp/6pc5p1356095157.ps tmp/6pc5p1356095157.png",intern=TRUE)) character(0) > try(system("convert tmp/745lm1356095157.ps tmp/745lm1356095157.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 7.556 1.156 8.807