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Type 'q()' to quit R. > x <- c(1850.07,1841.55,1845,1844.01,1842.67,1842.67,1842.67,1842.9,1840.37,1841.59,1844.33,1844.33,1844.33,1845.39,1861.84,1862.85,1869.46,1870.8,1870.8,1871.52,1875.52,1880.38,1885.05,1886.42,1886.42,1891.65,1903.11,1905.29,1904.26,1905.37,1905.37,1905.12,1908.62,1915.08,1916.36,1916.68,1916.24,1922.05,1922.63,1922.47,1920.64,1920.66,1920.66,1921.19,1921.44,1921.73,1921.81,1921.81,1921.81,1921.48,1917.07,1912.64,1901.15,1898.12,1900.02,1900.02,1900.82,1901.9,1902.19,1901.84,1903.73,1889.7,1891.27,1894.48,1894.27,1893.98,1893.98,1895.62,1901.72,1905.4,1898.14,1898.09) > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > 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/1xqsy1418743340.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/226br1418743340.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/3ssb81418743340.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$acf)) [1] 1.000000000 0.972758249 0.934567171 0.895685889 0.854586085 [6] 0.809910283 0.762148413 0.711227911 0.658673411 0.602452722 [11] 0.541613104 0.480568004 0.412526679 0.338402700 0.266705746 [16] 0.208192421 0.152457670 0.102605348 0.054010181 0.005360119 [21] -0.043445197 -0.090641677 -0.135413896 -0.177160771 -0.219925145 [26] -0.260480435 -0.293886762 -0.314907746 -0.332705212 -0.349056657 [31] -0.362511382 -0.375501368 -0.388170442 -0.396676287 -0.399307903 [36] -0.400516962 -0.398338108 -0.392722021 -0.380955632 -0.364654713 [41] -0.345716283 -0.327120354 -0.308223450 -0.291003396 -0.274633650 [46] -0.257572414 -0.237916453 -0.217941589 -0.194434410 > (mypacf <- c(rpacf$acf)) [1] 0.9727582493 -0.2175500259 0.0083029460 -0.0671389467 -0.0746750594 [6] -0.0625324761 -0.0715484459 -0.0405000203 -0.0940293215 -0.0977577998 [11] -0.0138551604 -0.1867422552 -0.1166184437 0.0200238729 0.1958719378 [16] -0.0602732313 0.1017836790 -0.0538741695 -0.0540921576 -0.0716188283 [21] -0.0137202217 -0.0250783625 -0.0299617760 -0.1062473698 0.0003441387 [26] -0.0295032283 0.1458775166 -0.0644569807 0.0415055093 -0.0142436073 [31] -0.0002847719 -0.0796586420 0.0426144174 0.0006079501 -0.0490727743 [36] 0.0026513274 0.0183305337 -0.0245060067 0.0309550025 0.0204007652 [41] 0.0456023581 -0.0547919606 0.0046178111 -0.0606608635 -0.0501757876 [46] -0.0024168369 0.0031269289 0.0704496487 > 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/4ktyp1418743340.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/5l78h1418743340.tab") > > try(system("convert tmp/1xqsy1418743340.ps tmp/1xqsy1418743340.png",intern=TRUE)) character(0) > try(system("convert tmp/226br1418743340.ps tmp/226br1418743340.png",intern=TRUE)) character(0) > try(system("convert tmp/3ssb81418743340.ps tmp/3ssb81418743340.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.282 0.248 1.533