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Type 'q()' to quit R. > x <- c(15.579,16.348,15.928,16.171,15.937,15.713,15.594,15.683,16.438,17.032,17.696,17.745,19.394,20.148,20.108,18.584,18.441,18.391,19.178,18.079,18.483,19.644,19.195,19.650,20.830,23.595,22.937,21.814,21.928,21.777,21.383,21.467,22.052,22.680,24.320,24.977,25.204,25.739,26.434,27.525,30.695,32.436,30.160,30.236,31.293,31.077,32.226,33.865,32.810,32.242,32.700,32.819,33.947,34.148,35.261,39.506,41.591,39.148,41.216,40.225) > 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/11mba1333230227.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/2inwg1333230228.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/3ejrn1333230228.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 0.940430707 0.874454560 0.818391244 0.747996633 [6] 0.684363134 0.639474184 0.596392415 0.553214304 0.514879889 [11] 0.475168397 0.441019064 0.400591944 0.355145817 0.319376751 [16] 0.286376129 0.237991129 0.189472544 0.140844224 0.083379482 [21] 0.030236298 -0.009675922 -0.044168904 -0.080907411 -0.115778214 [26] -0.146615612 -0.165223084 -0.179148107 -0.196029159 -0.210288848 [31] -0.225047207 -0.246555665 -0.272524195 -0.296065797 -0.324626998 [36] -0.353662135 -0.369915525 -0.377810518 -0.383150846 -0.390244388 [41] -0.387914988 -0.375167842 -0.361315783 -0.352492234 -0.345926484 [46] -0.338637017 -0.339102610 -0.339175225 -0.331711558 > (mypacf <- c(rpacf$acf)) [1] 0.9404307067 -0.0861263672 0.0540036930 -0.1658586913 0.0440761363 [6] 0.0972379529 -0.0042643804 -0.0231421064 -0.0153048660 -0.0298412938 [11] 0.0504636731 -0.0942400308 -0.0503175668 0.0413248344 0.0015126364 [16] -0.1417715604 -0.0551901373 -0.0687173258 -0.0629989092 -0.0110319765 [21] 0.0319135886 0.0023446731 -0.0700438084 -0.0472125061 -0.0054528911 [26] 0.0887049415 0.0267136267 -0.0500104549 -0.0375259060 -0.0249430416 [31] -0.0339703629 -0.0772992008 -0.0286286071 -0.0518898816 -0.0263310355 [36] 0.0348944382 0.0002724924 -0.0197285804 -0.0724969265 0.0632650591 [41] 0.0766949744 0.0094907221 -0.0832039639 -0.0832780513 0.0170315351 [46] -0.0129925640 0.0052884637 -0.0028953267 > 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/4a6ie1333230228.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/5klql1333230228.tab") > > try(system("convert tmp/11mba1333230227.ps tmp/11mba1333230227.png",intern=TRUE)) character(0) > try(system("convert tmp/2inwg1333230228.ps tmp/2inwg1333230228.png",intern=TRUE)) character(0) > try(system("convert tmp/3ejrn1333230228.ps tmp/3ejrn1333230228.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.000 0.264 1.263