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Type 'q()' to quit R. > x <- c(41086,39690,43129,37863,35953,29133,24693,22205,21725,27192,21790,13253,37702,30364,32609,30212,29965,28352,25814,22414,20506,28806,22228,13971,36845,35338,35022,34777,26887,23970,22780,17351,21382,24561,17409,11514,31514,27071,29462,26105,22397,23843,21705,18089,20764,25316,17704,15548,28029,29383,36438,32034,22679,24319,18004,17537,20366,22782,19169,13807,29743,25591,29096,26482,22405,27044,17970,18730,19684,19785,18479,10698,41086,39690,43129,37863,35953,29133,24693,22205,21725,27192,21790,13253,37702,30364,32609,30212,29965,28352,25814,22414,20506,28806,22228,13971,36845,35338,35022,34777,26887,23970,22780,17351,21382,24561,17409,11514,31514,27071,29462,26105,22397,23843,21705,18089,20764,25316,17704,15548,28029,29383,36438,32034,22679,24319,18004,17537,20366,22782,19169,13807,29743,25591,29096,26482,22405,27044,17970,18730,19684,19785,18479,10698) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1.0' > par1 = '48' > 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/1bu0e1352718753.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/2lizt1352718753.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/3y1p41352718753.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$acf)) [1] 1.0000000000 -0.2967427300 -0.0974196510 0.1009239750 -0.1153626845 [6] 0.0137565343 -0.1277406355 -0.0457247555 -0.0451334653 0.0922312840 [11] -0.1252459609 -0.2334405423 0.7888050176 -0.2491529714 -0.0727685186 [16] 0.0951952932 -0.1249021931 0.0477469605 -0.1234943055 -0.0645573776 [21] 0.0002154937 0.0336606526 -0.1267414592 -0.1416887425 0.6767507884 [26] -0.1953533683 -0.0268372138 0.0130062059 -0.0910826830 0.0680474335 [31] -0.1678424537 -0.0218898224 0.0066371268 0.0179713149 -0.0731652311 [36] -0.1537924752 0.5623776889 -0.1604841061 -0.0299843968 0.0176221584 [41] -0.0652207303 0.0609853599 -0.1731304359 0.0195062155 -0.0239278664 [46] -0.0176886200 -0.0189386422 -0.1715293579 0.5447115128 > (mypacf <- c(rpacf$acf)) [1] -0.296742730 -0.203385240 0.006614729 -0.111051949 -0.047273671 [6] -0.198296032 -0.179449596 -0.225602840 -0.048364424 -0.236742732 [11] -0.548395062 0.595352715 0.118692226 -0.020937846 -0.051225578 [16] 0.023068510 -0.037182326 -0.049252798 0.004527256 -0.025818630 [21] -0.188868846 -0.123963066 0.040078164 0.188852680 0.104380875 [26] 0.138108872 -0.146864207 -0.010363516 0.031026958 -0.060878986 [31] 0.072817839 -0.030124627 0.005144007 0.146072065 -0.041264096 [36] -0.024447755 -0.058036320 -0.115367631 0.068485987 0.072804189 [41] -0.040717236 -0.023171699 0.023669894 -0.047001079 -0.037678087 [46] 0.015230492 -0.059740721 0.089997463 > 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/4mxff1352718753.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/54geh1352718753.tab") > > try(system("convert tmp/1bu0e1352718753.ps tmp/1bu0e1352718753.png",intern=TRUE)) character(0) > try(system("convert tmp/2lizt1352718753.ps tmp/2lizt1352718753.png",intern=TRUE)) character(0) > try(system("convert tmp/3y1p41352718753.ps tmp/3y1p41352718753.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.958 0.350 2.291