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Type 'q()' to quit R. > x <- c(2.35,2.35,2.35,2.35,2.35,2.35,2.35,2.36,2.36,2.36,2.36,2.36,2.36,2.37,2.37,2.39,2.4,2.41,2.41,2.42,2.44,2.44,2.44,2.44,2.44,2.45,2.45,2.46,2.47,2.48,2.48,2.48,2.49,2.5,2.5,2.5,2.5,2.5,2.5,2.5,2.51,2.52,2.54,2.56,2.57,2.57,2.58,2.59,2.6,2.6,2.62,2.62,2.63,2.63,2.63,2.63,2.63,2.63,2.63,2.64) > 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/1bt8s1333205702.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/27is31333205702.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/37ala1333205702.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 0.959405737 0.918295636 0.873863189 0.826982698 [6] 0.777129580 0.724828418 0.670603793 0.616370424 0.562320659 [11] 0.505822849 0.452664871 0.398108011 0.344084475 0.292683844 [16] 0.242166257 0.194254090 0.149664268 0.111028441 0.076257027 [21] 0.045332541 0.020519423 -0.005692578 -0.033478322 -0.063187529 [26] -0.094120759 -0.124538150 -0.156704145 -0.186072375 -0.211943398 [31] -0.236599141 -0.262828628 -0.287650489 -0.308450563 -0.325403709 [36] -0.343231157 -0.359650979 -0.376595382 -0.394414087 -0.412232792 [41] -0.430750938 -0.441741347 -0.447835666 -0.449575964 -0.444505451 [46] -0.434713710 -0.419483812 -0.402164334 -0.379773906 > (mypacf <- c(rpacf$acf)) [1] 0.9594057372 -0.0272028535 -0.0631911593 -0.0542147100 -0.0615281070 [6] -0.0568731757 -0.0515967285 -0.0289406847 -0.0271974414 -0.0631923131 [11] 0.0066528822 -0.0516478025 -0.0337186570 -0.0059153249 -0.0291437700 [16] -0.0093007480 -0.0006262164 0.0339633433 0.0092907161 0.0032196555 [21] 0.0392382368 -0.0606250868 -0.0679535769 -0.0674728531 -0.0622313444 [26] -0.0350918716 -0.0635248395 -0.0006139998 0.0090588625 -0.0236467801 [31] -0.0525239865 -0.0284985138 0.0137659381 0.0164212643 -0.0462440115 [36] -0.0142081110 -0.0470677165 -0.0526898709 -0.0499485674 -0.0651500942 [41] 0.0436476135 0.0123000705 0.0089381164 0.0481998204 0.0259454509 [46] 0.0494138564 -0.0016439797 0.0437851623 > 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/48n6n1333205702.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/5z31q1333205702.tab") > > try(system("convert tmp/1bt8s1333205702.ps tmp/1bt8s1333205702.png",intern=TRUE)) character(0) > try(system("convert tmp/27is31333205702.ps tmp/27is31333205702.png",intern=TRUE)) character(0) > try(system("convert tmp/37ala1333205702.ps tmp/37ala1333205702.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.057 0.215 1.419