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Type 'q()' to quit R. > x <- c(561,549,532,526,511,499,555,565,542,527,510,514,517,508,493,490,469,478,528,534,518,506,502,516,528,533,536,537,524,536,587,597,581,564,558,575,580,575,563,552,537,545,601,604,586,564,549,551,556,548,540,531,521,519,572,581,563,548,539,541,562,559,546,536,528,530,582,599,584,571,563,565,578,572,565,561,551,553,611,622,613,599,591,596) > 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/1rlgt1419935183.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/2aonu1419935183.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/3sqyt1419935183.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$acf)) [1] 1.00000000 0.24503309 -0.37390289 -0.36646193 -0.22880368 0.12323712 [7] 0.37793613 0.13759081 -0.17799246 -0.34108756 -0.35294941 0.21267761 [13] 0.78690774 0.18578576 -0.33523606 -0.35213671 -0.21778184 0.08973589 [19] 0.30019424 0.12001065 -0.16266450 -0.32807932 -0.31686602 0.14399069 [25] 0.64051159 0.17883728 -0.27783482 -0.29335405 -0.16853663 0.07420418 [31] 0.22506721 0.11041628 -0.13167957 -0.24264408 -0.22996942 0.12089004 [37] 0.53650373 0.17544874 -0.20736642 -0.21674546 -0.14461311 0.04219494 [43] 0.18597231 0.11048465 -0.07647634 -0.15386408 -0.16897005 0.06554631 [49] 0.38951333 > (mypacf <- c(rpacf$acf)) [1] 0.245033090 -0.461662908 -0.161465747 -0.328039767 0.053309351 [6] 0.110091236 -0.034021625 -0.044696898 -0.218231277 -0.350041504 [11] 0.188607067 0.594903270 -0.182158919 0.062199181 -0.031088614 [16] 0.056878336 -0.142997399 -0.144912275 -0.065330288 -0.142402377 [21] -0.096883668 -0.095402721 -0.212005636 0.029217120 -0.073202385 [26] -0.005586421 0.015299429 0.055646695 0.026763598 -0.105757972 [31] 0.009411566 -0.080539701 0.073508764 -0.018064834 -0.012644800 [36] 0.009216646 0.010763163 0.057264087 0.009514941 -0.092221033 [41] -0.012975130 -0.009159407 -0.006864961 0.004354096 0.039945327 [46] 0.049236700 -0.047086543 -0.073015375 > 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/46tfk1419935183.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/58zzj1419935183.tab") > > try(system("convert tmp/1rlgt1419935183.ps tmp/1rlgt1419935183.png",intern=TRUE)) character(0) > try(system("convert tmp/2aonu1419935183.ps tmp/2aonu1419935183.png",intern=TRUE)) character(0) > try(system("convert tmp/3sqyt1419935183.ps tmp/3sqyt1419935183.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.342 0.225 1.574