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Type 'q()' to quit R. > x <- c(104.31,104.76,105.68,106.22,106.69,107.17,107.46,107.16,107.35,107.65,107.75,108.22,108.68,109.35,109.54,109.46,108.86,108.63,107.55,106.8,106.07,106.44,106.38,107.07,106.54,107.83,108.06,108.49,107.9,108.02,108.46,108.31,107.69,107.71,107.74,108.15,107.39,109.16,109.65,110.4,110.26,110.5,110.31,109.85,109.4,109.75,109.79,110.27,109.19,111.78,111.58,111.71,111.59,112.14,111.73,111.32,111.29,112.45,112.61,114.3,113.32,114.85,115.35,114.9,115.49,115.55,115.44,114.81,113.83,113.64,113.26,114.68) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > 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/16fxz1418656666.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/2814f1418656666.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/3h8r11418656666.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$acf)) [1] 1.00000000 -0.14691496 0.26923396 -0.12978638 0.11510894 -0.22132784 [7] -0.19373572 -0.20392729 0.15058595 -0.21489138 0.25420479 -0.28768007 [13] 0.54522495 -0.15547312 0.09374633 -0.07744645 0.01674787 -0.21940058 [19] -0.11586753 -0.16614341 0.11609727 -0.20585493 0.24376885 -0.13211892 [25] 0.34014855 -0.06755778 0.11345964 -0.03257869 0.03548757 -0.16021010 [31] -0.13049063 -0.18061483 0.10547159 -0.10455009 0.17048405 -0.02727961 [37] 0.23362531 -0.01148623 0.02196987 -0.08308170 -0.03773501 -0.08116751 [43] -0.11515604 -0.13080704 0.02494267 -0.01324591 0.05478605 0.03937563 [49] 0.12583888 > (mypacf <- c(rpacf$acf)) [1] -0.146914959 0.253113152 -0.068860219 0.029516220 -0.173365080 [6] -0.306963068 -0.195496445 0.228840269 -0.106687395 0.159838675 [11] -0.308196211 0.359890016 -0.004591036 -0.158668225 0.047510188 [16] -0.159141388 -0.193809855 -0.002902945 0.055019540 -0.136540386 [21] 0.003521440 -0.074704630 0.045148629 0.051175155 -0.050272694 [26] 0.090140717 -0.088445150 -0.057306028 0.040872704 -0.202597490 [31] -0.142969618 0.128278288 0.092513655 -0.090187394 0.032044244 [36] -0.120705222 -0.009775293 -0.041962875 -0.089573472 -0.044181053 [41] -0.043134870 -0.089753186 0.047403572 -0.152825362 -0.070895649 [46] -0.037205726 -0.064102678 -0.083225371 > 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/432l41418656666.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/5dpe51418656666.tab") > > try(system("convert tmp/16fxz1418656666.ps tmp/16fxz1418656666.png",intern=TRUE)) character(0) > try(system("convert tmp/2814f1418656666.ps tmp/2814f1418656666.png",intern=TRUE)) character(0) > try(system("convert tmp/3h8r11418656666.ps tmp/3h8r11418656666.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.222 0.222 1.450