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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 = '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/1kq541389538131.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/2kx1z1389538131.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/3vnwz1389538131.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$acf)) [1] 1.000000000 0.365409824 0.146351530 -0.025271748 0.032012142 [6] 0.014447609 -0.034239068 -0.084071702 -0.304608546 -0.253459002 [11] -0.218505912 0.038624766 -0.073317730 -0.119251121 -0.056883336 [16] 0.031416064 0.077642305 0.060458677 0.117037680 0.109452609 [21] 0.094656346 -0.077582688 -0.131827768 -0.150492632 -0.170479478 [26] -0.149306400 -0.159763076 -0.078457519 -0.132196665 -0.072915484 [31] -0.009515812 0.153905724 0.133040817 0.099879761 0.089434883 [36] 0.139724315 0.106767411 0.150720525 0.221624673 0.074442996 [41] -0.052099083 -0.085764453 0.007546430 0.010689545 -0.043530429 [46] -0.202676836 -0.114777017 -0.073942715 0.040970148 > (mypacf <- c(rpacf$acf)) [1] 0.365409824 0.014803868 -0.096235943 0.080481911 -0.008547804 [6] -0.062486150 -0.052994060 -0.291313831 -0.065352045 -0.081599334 [11] 0.148163455 -0.138801813 -0.104685493 0.058859644 0.016364227 [16] -0.042574826 -0.034244703 0.024707660 0.111133081 -0.011573717 [21] -0.213921452 -0.172863833 -0.047113067 -0.077991184 -0.117915159 [26] -0.139243580 0.057574961 -0.055871803 -0.117666539 -0.134089098 [31] 0.065321021 0.032577012 -0.066677582 -0.156662916 0.050474285 [36] -0.029986705 0.062882841 0.026423131 -0.064724271 -0.003475252 [41] 0.059277386 -0.010992034 -0.003589580 -0.029883209 -0.166782256 [46] 0.032705939 -0.021323141 0.034255097 > 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/4ho6i1389538131.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/5de8o1389538131.tab") > > try(system("convert tmp/1kq541389538131.ps tmp/1kq541389538131.png",intern=TRUE)) character(0) > try(system("convert tmp/2kx1z1389538131.ps tmp/2kx1z1389538131.png",intern=TRUE)) character(0) > try(system("convert tmp/3vnwz1389538131.ps tmp/3vnwz1389538131.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.159 0.733 3.846