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Type 'q()' to quit R. > x <- c(104.93,105.68,106.93,107.29,107.25,106.74,106.44,106.6,107.26,107.35,107.22,106.99,106.87,107.68,108.9,109.48,109.57,109.03,109.58,109.76,110.15,110.2,109.86,109.58,109.52,110.35,111.61,112.06,111.9,111.36,112.09,112.24,112.7,113.36,112.9,112.74,112.7,113.66,114.87,114.97,115,114.57,115.54,115.39,115.46,115.13,114.56,114.62,114.37,114.86,115.82,116.35,115.95,115.64,116.58,116.5,116.48,116.34,115.65,115.42) > 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/1p5vb1450975659.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/2b60b1450975659.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/3n5hk1450975659.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$acf)) [1] 1.000000000 0.270238117 -0.193513890 -0.421690947 -0.223307150 [6] 0.214241958 0.213264544 0.131374926 -0.345605815 -0.422775509 [11] -0.135456010 0.236210252 0.691916384 0.161904066 -0.160033952 [16] -0.345027217 -0.082981906 0.264665276 0.180806247 0.010707375 [21] -0.340512234 -0.359239262 -0.067687347 0.228128290 0.484852979 [26] 0.055254521 -0.193727463 -0.238018504 -0.013144572 0.177574451 [31] 0.089275688 -0.036448678 -0.255598738 -0.235314917 -0.003077343 [36] 0.175914322 0.277302273 0.027675616 -0.089145307 -0.082710810 [41] 0.063746370 0.108604630 0.025641359 -0.075269839 -0.197133914 [46] -0.149329024 -0.000975728 0.076533345 0.095702783 > (mypacf <- c(rpacf$acf)) [1] 0.270238117 -0.287541279 -0.325349903 -0.081344174 0.196837868 [6] -0.080083652 0.065315861 -0.355652331 -0.208057065 -0.087372122 [11] 0.052780140 0.526556351 -0.113197381 0.124582258 -0.009239950 [16] 0.082085705 -0.019614336 -0.043211766 -0.121597893 0.106392723 [21] -0.095904933 0.066795932 0.001626687 0.044702560 -0.036017854 [26] -0.057712757 0.044699609 -0.112884284 -0.221018379 -0.081657773 [31] 0.012290276 0.017678806 0.064423278 -0.025573373 0.028755661 [36] -0.111971226 0.056898384 0.055154126 0.066820529 0.051857413 [41] 0.011765973 0.085805926 0.034339977 -0.081755820 0.005597500 [46] -0.014123987 -0.107662502 -0.075666307 > 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/4aaer1450975659.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/5efvo1450975659.tab") > > try(system("convert tmp/1p5vb1450975659.ps tmp/1p5vb1450975659.png",intern=TRUE)) character(0) > try(system("convert tmp/2b60b1450975659.ps tmp/2b60b1450975659.png",intern=TRUE)) character(0) > try(system("convert tmp/3n5hk1450975659.ps tmp/3n5hk1450975659.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.155 0.199 1.363