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Type 'q()' to quit R. > x <- c(65,65.3,62.9,63.5,62.1,59.3,61.6,61.5,60.1,59.5,62.7,65.5,63.8,63.8,62.7,62.3,62.4,64.8,66.4,65.1,67.4,68.8,68.6,71.5,75,84.3,84,79.1,78.8,82.7,85.3,84.5,80.8,70.1,68.2,68.1,72.3,73.1,71.5,74.1,80.3,80.6,81.4,87.4,89.3,93.2,92.8,96.8,100.3,95.6,89,87.4,86.7,92.8,98.6,100.8,105.5,107.8,113.7,120.3) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '48' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Dr. Ian E. Holliday > #To cite this work: Ian E. Holliday, 2009, 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: > #Technical description: > 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/1x09s1332758550.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/2hsaw1332758550.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/3z3sg1332758550.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] 1.0000000000 0.3725549989 -0.0347912441 -0.0842656383 -0.0183943621 [6] 0.1213644390 -0.0038352194 -0.1458105385 -0.2076267829 -0.2652323413 [11] -0.1932518760 0.1011256762 -0.0266049146 -0.0303898176 0.1103390163 [16] 0.0823066969 0.0588404100 0.1508972238 0.2295548979 0.2246565597 [21] -0.0973559662 -0.2523731341 0.0005664460 0.0292748457 -0.0595506498 [26] -0.1394480037 -0.2050267405 -0.1370112324 0.0552231574 0.1153906604 [31] 0.1160150194 0.0201606144 -0.0497734261 0.0837483389 0.0806213860 [36] -0.0066325155 0.0377629012 0.0448031848 -0.0283401548 -0.0801792318 [41] -0.0873659334 -0.0250658652 0.0023540995 -0.0264917251 -0.0152832902 [46] -0.0001514604 -0.0139674889 0.0321516743 0.0435071576 > (mypacf <- c(rpacf$acf)) [1] 3.725550e-01 -2.015652e-01 7.749496e-03 1.142412e-02 1.312027e-01 [6] -1.354545e-01 -8.429132e-02 -1.314671e-01 -1.955460e-01 -1.051231e-01 [11] 2.136265e-01 -2.354645e-01 1.339682e-01 1.485007e-01 -4.720170e-02 [16] -9.763873e-02 2.651701e-01 5.917167e-02 3.512522e-02 -2.227439e-01 [21] 1.291216e-02 3.613682e-02 1.620861e-02 -1.091741e-01 -3.863477e-03 [26] -4.060664e-02 4.804368e-02 4.817344e-02 1.042484e-02 -2.877508e-02 [31] 1.015146e-01 -1.081322e-01 -7.231694e-02 3.855797e-03 -3.065352e-03 [36] -3.749128e-02 8.346901e-02 3.013565e-02 2.160911e-05 1.080679e-02 [41] -6.078292e-02 -1.948839e-02 1.020006e-01 -1.491775e-02 -4.579392e-02 [46] -1.549444e-02 -3.927172e-02 -2.282858e-02 > 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/4epkn1332758550.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/5vfd11332758550.tab") > > try(system("convert tmp/1x09s1332758550.ps tmp/1x09s1332758550.png",intern=TRUE)) character(0) > try(system("convert tmp/2hsaw1332758550.ps tmp/2hsaw1332758550.png",intern=TRUE)) character(0) > try(system("convert tmp/3z3sg1332758550.ps tmp/3z3sg1332758550.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.944 0.229 1.168