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Type 'q()' to quit R. > x <- c(59.8,60.7,59.7,60.2,61.3,59.8,61.2,59.3,59.4,63.1,68,69.4,70.2,72.6,72.1,69.7,71.5,75.7,76,76.4,83.8,86.2,88.5,95.9,103.1,113.5,115.7,113.1,112.7,121.9,120.3,108.7,102.8,83.4,79.4,77.8,85.7,83.2,82,86.9,95.7,97.9,89.3,91.5,86.8,91,93.8,96.8,95.7,91.4,88.7,88.2,87.7,89.5,95.6,100.5,106.3,112,117.7,125,132.4,138.1,134.7,136.7,134.3,131.6,129.8,131.9,129.8,119.4,116.7,112.8,116,117.5,118.8,118.7,116.3,115.2,131.7,133.7,132.5,126.9,122.2,120.2) > 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/1wsft1389537337.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/2yrso1389537337.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/3ss011389537337.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$acf)) [1] 1.000000000 0.956191818 0.894591077 0.822266036 0.747721209 [6] 0.670886374 0.591963350 0.522572827 0.454005339 0.397248856 [11] 0.354001399 0.324381108 0.293996996 0.268306062 0.247321222 [16] 0.226370791 0.196085151 0.161625696 0.127765067 0.086921700 [21] 0.039052368 -0.009321746 -0.052273572 -0.089978246 -0.113015672 [26] -0.119626863 -0.107982148 -0.084855283 -0.057777129 -0.022411178 [31] 0.026065948 0.076686932 0.111778200 0.135693959 0.138745537 [36] 0.132673134 0.116270562 0.100288641 0.076266590 0.041946111 [41] 0.009724730 -0.015622586 -0.034589050 -0.065467619 -0.094572252 [46] -0.121848272 -0.134584448 -0.140757133 -0.142676353 > (mypacf <- c(rpacf$acf)) [1] 0.9561918177 -0.2300158442 -0.1226056929 -0.0272466669 -0.0589214781 [6] -0.0648294171 0.0811241890 -0.0745920943 0.0822528311 0.0855193944 [11] 0.0570219161 -0.1181600171 0.0358732224 0.0002159523 -0.0421382052 [16] -0.1398223601 -0.0067350827 -0.0004716923 -0.0781217421 -0.0874138120 [21] 0.0071018115 0.0141526185 0.0306828784 0.1170729735 0.0783475466 [26] 0.1066780336 0.0703317413 -0.0455437725 0.0298668889 0.1765844193 [31] 0.0125804243 -0.1971820115 -0.0330895286 -0.1349734958 0.0150060368 [36] -0.0396410579 0.0582236735 -0.1014345352 -0.0532514075 0.0136401684 [41] 0.0233676436 -0.0730793252 -0.2122196858 -0.0628231438 -0.0555592077 [46] 0.1705961083 0.1013875611 -0.0078694571 > 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/41k9v1389537337.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/542o41389537337.tab") > > try(system("convert tmp/1wsft1389537337.ps tmp/1wsft1389537337.png",intern=TRUE)) character(0) > try(system("convert tmp/2yrso1389537337.ps tmp/2yrso1389537337.png",intern=TRUE)) character(0) > try(system("convert tmp/3ss011389537337.ps tmp/3ss011389537337.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.391 0.493 2.860