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Type 'q()' to quit R. > x <- c(104.78,104.87,105.06,105.14,105.32,105.54,105.68,105.77,106.07,106.03,106.13,106.28,106.61,106.74,107.01,107.1,107.28,107.4,107.59,107.69,107.78,108.02,108,108.07,108.36,108.74,108.99,109.21,109.31,109.41,109.54,109.81,109.85,110.01,110.23,110.28,110.79,110.91,111.21,111.44,111.52,111.85,112.03,111.9,112.11,112.15,112.09,112.13,112.45,112.5,112.72,112.72,112.83,112.95,112.98,113.07,113.1,113.16,113.2,113.3,113.48,113.67,113.81,113.94,114.13,114.19,114.21,114.21,114.35,114.54,114.51,114.53) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '36' > #'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/1sp1a1333192173.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/2a8px1333192173.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/3phq81333192173.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 0.9624778165 0.9238604758 0.8844618317 0.8448007423 [6] 0.8055982874 0.7662726196 0.7261813410 0.6854410519 0.6464446943 [11] 0.6061124015 0.5656251051 0.5255990102 0.4874207236 0.4490595306 [16] 0.4113615499 0.3731961113 0.3351149773 0.2969598982 0.2591987127 [21] 0.2214527395 0.1835739640 0.1461398778 0.1084833476 0.0700210022 [26] 0.0343011850 0.0005067565 -0.0329904299 -0.0657492582 -0.0977166927 [31] -0.1308558173 -0.1630171016 -0.1919187636 -0.2210650130 -0.2485183832 [36] -0.2733788587 -0.2979544557 > (mypacf <- c(rpacf$acf)) [1] 0.9624778165 -0.0339922863 -0.0304866999 -0.0241900939 -0.0150592312 [6] -0.0234933794 -0.0327658632 -0.0318126870 0.0001146508 -0.0423487271 [11] -0.0272875548 -0.0193728079 -0.0005100825 -0.0291182951 -0.0182484872 [16] -0.0334493797 -0.0253788996 -0.0305971898 -0.0242576378 -0.0300880736 [21] -0.0319747568 -0.0270373200 -0.0353454690 -0.0455142720 0.0030469626 [26] -0.0090215900 -0.0308020601 -0.0265140930 -0.0245820805 -0.0523042703 [31] -0.0256258167 0.0043153105 -0.0403604760 -0.0169852136 -0.0050264421 [36] -0.0344816644 > 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/4yo411333192173.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/5kgn71333192173.tab") > > try(system("convert tmp/1sp1a1333192173.ps tmp/1sp1a1333192173.png",intern=TRUE)) character(0) > try(system("convert tmp/2a8px1333192173.ps tmp/2a8px1333192173.png",intern=TRUE)) character(0) > try(system("convert tmp/3phq81333192173.ps tmp/3phq81333192173.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.902 0.240 1.177