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Type 'q()' to quit R. > x <- c(125326,122716,116615,113719,110737,112093,143565,149946,149147,134339,122683,115614,116566,111272,104609,101802,94542,93051,124129,130374,123946,114971,105531,104919,104782,101281,94545,93248,84031,87486,115867,120327,117008,108811,104519,106758,109337,109078,108293,106534,99197,103493,130676,137448,134704,123725,118277,121225,120528,118240,112514,107304,100001,102082,130455,135574,132540,119920,112454,109415,109843,106365,102304,97968,92462,92286,120092,126656,124144,114045,108120,105698) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > 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/1207o1333199492.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/20hte1333199492.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/3a6s51333199492.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 0.734949854 0.314713932 0.011974058 -0.086999637 [6] -0.041300886 0.001530479 -0.079380327 -0.180731797 -0.171771781 [11] 0.014941078 0.320371455 0.504802054 0.279285258 -0.063083251 [16] -0.293095827 -0.357372131 -0.296816056 -0.246683227 -0.297311454 [21] -0.370296859 -0.347443624 -0.178386376 0.093583474 0.265485895 [26] 0.124858520 -0.104862003 -0.247194443 -0.254950305 -0.166323901 [31] -0.092845054 -0.106155405 -0.137126207 -0.095371091 0.057354319 [36] 0.278363455 0.416033806 0.306377305 0.118825493 -0.014608038 [41] -0.049896896 -0.008021908 0.026702507 -0.008931334 -0.055125828 [46] -0.041278182 0.056615976 0.198440794 0.279475893 > (mypacf <- c(rpacf$acf)) [1] 0.7349498545 -0.4902424446 0.0789687831 0.0659368847 0.0392594344 [6] -0.1008412071 -0.2179126397 0.0630093804 0.1060676010 0.2454199580 [11] 0.2892233321 -0.0234440177 -0.6391238715 0.2132106671 -0.0460119160 [16] -0.2257936099 -0.0820204683 -0.0895997756 0.0280677937 -0.1073943160 [21] -0.0072694497 -0.0748217789 -0.0521161147 -0.0062944293 0.0067035081 [26] -0.0379024287 -0.1000281492 0.0758675549 -0.0579403836 0.0118902478 [31] -0.0096850045 0.0613237789 -0.0078806432 0.0014274764 -0.0020274289 [36] 0.0592602632 -0.0241734488 -0.0422189563 -0.0238067333 -0.0688342552 [41] 0.0140234869 -0.0178023320 -0.0712972234 -0.0229821346 -0.0080185006 [46] -0.0278363387 -0.0832000207 0.0004109005 > 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/4m5qp1333199492.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/50es71333199492.tab") > > try(system("convert tmp/1207o1333199492.ps tmp/1207o1333199492.png",intern=TRUE)) character(0) > try(system("convert tmp/20hte1333199492.ps tmp/20hte1333199492.png",intern=TRUE)) character(0) > try(system("convert tmp/3a6s51333199492.ps tmp/3a6s51333199492.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.027 0.223 1.284