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Type 'q()' to quit R. > x <- c(6715,7703,9856,8326,9269,7035,10342,11682,10304,11385,9777,8882,7897,6930,9545,9110,7459,7320,10017,12307,11072,10749,9589,9080,7384,8062,8511,8684,8306,7643,10577,13747,11783,11611,9946,8693,7303,7609,9423,8584,7586,6843,11811,13414,12103,11501,8213,7982,7687,7180,7862,8043,8340,6692,10065,12684,11587,9843,8110,7940,6475,6121,9669,7778,7826,7403,10741,14023,11519,10236,8075,8157) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '60' > 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/1y7vd1386007704.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/2iwhl1386007704.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/3j4y81386007704.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$acf)) [1] 1.000000000 0.040185704 -0.197296740 -0.222224970 -0.097854047 [6] 0.147405887 -0.248766348 0.045626246 -0.059954635 -0.227848753 [11] -0.094482725 0.140295627 0.624937061 0.132509355 -0.183966682 [16] -0.224980928 -0.086950649 0.144257058 -0.196634933 0.027603579 [21] -0.071786318 -0.120228002 -0.090161990 0.092107675 0.550424312 [26] 0.112675645 -0.220695471 -0.197217594 -0.043959808 0.152214252 [31] -0.144319651 0.008382916 -0.100079487 -0.037735954 -0.042456267 [36] 0.057740409 0.385241074 0.028480311 -0.121291635 -0.174023982 [41] -0.013312217 0.132748620 -0.098011224 -0.013083469 -0.049227885 [46] -0.023580128 -0.025854319 0.016442832 0.253671680 -0.007913377 [51] -0.067134289 -0.135192279 0.010771288 0.122269695 -0.086558686 [56] 0.007137430 -0.033255358 -0.043253263 0.047646385 -0.044202126 [61] 0.144470588 > (mypacf <- c(rpacf$acf)) [1] 0.0401857044 -0.1992333711 -0.2135169526 -0.1369281547 0.0678143799 [6] -0.3801154035 0.0515564577 -0.2174995183 -0.4275466705 -0.4122020287 [11] -0.1724124877 0.2779225986 0.1378547449 0.1047270400 -0.0443355296 [16] -0.0656483098 0.0301257897 -0.1456716186 0.0544176309 0.0030578208 [21] 0.1159996141 -0.1097442114 -0.0618850883 0.0835565337 0.0045387206 [26] -0.1211022688 0.0208208460 0.0221599697 0.0304914984 0.0284420054 [31] 0.1188752822 -0.1343777315 0.1782719484 0.0391023692 0.0102656129 [36] -0.0732786459 -0.0554608552 -0.0623002162 0.0558449307 0.0495903260 [41] -0.0364459023 0.0293444208 0.0249439050 -0.0118571875 0.0233682334 [46] -0.0064551043 0.0217632999 -0.0781807542 -0.0528330756 -0.0001817028 [51] 0.0022220178 -0.0468316233 0.0076462115 -0.0764420595 -0.0457597067 [56] 0.0368296617 -0.1471086116 0.0463571401 -0.0172784652 -0.0477778556 > 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/49ylo1386007704.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/5pn9c1386007704.tab") > > try(system("convert tmp/1y7vd1386007704.ps tmp/1y7vd1386007704.png",intern=TRUE)) character(0) > try(system("convert tmp/2iwhl1386007704.ps tmp/2iwhl1386007704.png",intern=TRUE)) character(0) > try(system("convert tmp/3j4y81386007704.ps tmp/3j4y81386007704.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.993 0.890 4.820