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Type 'q()' to quit R. > x <- c(0.45,0.44,0.42,0.43,0.43,0.47,0.47,0.47,0.47,0.48,0.48,0.48,0.49,0.49,0.47,0.5,0.51,0.5,0.49,0.5,0.51,0.51,0.5,0.53,0.5,0.49,0.46,0.46,0.47,0.49,0.5,0.5,0.51,0.5,0.52,0.5,0.48,0.47,0.43,0.42,0.45,0.5,0.52,0.52,0.51,0.52,0.52,0.51,0.51,0.51,0.48,0.49,0.47,0.51,0.5,0.51,0.51,0.52,0.51,0.52,0.48,0.49,0.47,0.44,0.44,0.47,0.51,0.51,0.52,0.52,0.52,0.52) > 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/1anv01400536403.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/2ujzi1400536403.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/387g51400536403.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$acf)) [1] 1.0000000000 0.0424516387 0.0790422997 -0.2534914091 -0.0700246491 [6] -0.2140693180 -0.1167589289 -0.1155685726 0.0341975661 -0.1580829485 [11] 0.0241530062 0.1493616487 0.2687679234 0.1692666844 0.0556404893 [16] -0.1508235912 -0.1171634189 -0.0714296328 -0.0681293245 -0.0786023137 [21] -0.0832143252 -0.1036509763 -0.0221066170 -0.0250775548 0.2399740136 [26] 0.3306614980 0.1130029503 -0.0946919355 -0.0864097963 -0.1147587671 [31] -0.0469877052 -0.1323639882 -0.0017632462 -0.0900114083 0.0714180759 [36] -0.0297242369 0.2723687100 0.0796779269 0.1245911762 -0.1301087500 [41] -0.1118629489 -0.0682391147 -0.0129519350 0.0003120351 -0.0246961785 [46] -0.0492941237 0.0950799157 -0.0847167167 0.0346895580 > (mypacf <- c(rpacf$acf)) [1] 0.042451639 0.077379607 -0.261909512 -0.054933724 -0.178759320 [6] -0.174972249 -0.133763535 -0.066766572 -0.299221720 -0.153476100 [11] 0.058215849 0.082601317 0.086735328 0.040535725 -0.126594348 [16] -0.042390919 0.110647803 -0.028992555 -0.085718651 -0.079689528 [21] -0.169362202 -0.121503027 -0.188553224 -0.038264762 0.171487693 [26] 0.008013338 -0.116872753 0.022229550 -0.027256095 0.010307272 [31] -0.011256577 0.006257781 -0.092460433 0.155258829 -0.031357016 [36] 0.071010917 -0.028065825 -0.064964945 -0.073058754 -0.047572540 [41] 0.049877278 -0.047936960 0.065425212 -0.041034185 -0.009270661 [46] 0.217736819 -0.097242872 -0.053449449 > 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/4kg8y1400536403.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/5btau1400536403.tab") > > try(system("convert tmp/1anv01400536403.ps tmp/1anv01400536403.png",intern=TRUE)) character(0) > try(system("convert tmp/2ujzi1400536403.ps tmp/2ujzi1400536403.png",intern=TRUE)) character(0) > try(system("convert tmp/387g51400536403.ps tmp/387g51400536403.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.519 0.305 1.841