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Type 'q()' to quit R. > x <- c(209.704,208.923,208.131,206.492,222.706,221.848,209.704,201.630,202.411,202.411,203.280,204.842,207.273,207.273,205.711,201.630,222.706,225.918,221.067,209.704,214.566,207.273,210.562,212.135,213.774,209.704,210.562,204.842,222.706,228.349,223.498,214.566,224.279,213.774,223.498,222.706,225.137,216.205,225.918,225.137,239.712,236.423,223.498,216.986,225.918,213.774,222.706,224.279,227.568,220.286,224.279,226.710,235.642,228.349,218.636,208.131,217.855,191.125,204.061,211.343,218.636,208.131,208.131,208.131,213.774,205.711,195.129,186.274,192.698,167.618,182.985,191.917,193.556,184.624,185.405,182.985,191.125,185.405,174.130,165.979,179.762,149.831,169.268,178.123,178.123,167.618,157.905,157.124,165.979,157.905,142.549,131.967,143.330,116.611,140.899,153.824,157.905,148.973,137.687,145.761,148.973,146.542,122.243,110.968,119.031,94.743,119.823,128.755,136.037,123.893,112.530,119.031,122.243,115.819,91.531,80.949,90.662,63.943,93.093,110.968) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '60' > 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/1wqq41437391421.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/21jqj1437391421.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/3t49g1437391421.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$acf)) [1] 1.000000000 -0.216906446 -0.052827322 -0.144727805 0.067032654 [6] -0.127179009 0.050569592 -0.084742431 0.084978735 -0.162055038 [11] -0.039800266 -0.178013951 0.824287703 -0.222698508 -0.040342745 [16] -0.126437263 0.071258070 -0.148907792 0.078667375 -0.087465743 [21] 0.093310633 -0.122621987 -0.020635016 -0.146840728 0.675921307 [26] -0.227425146 -0.032956284 -0.105104111 0.066524468 -0.166075093 [31] 0.104620093 -0.071964980 0.086993795 -0.110953120 -0.009771313 [36] -0.106315699 0.538592547 -0.216558025 -0.033416903 -0.080525516 [41] 0.018627649 -0.174392760 0.110791908 -0.049793222 0.094964870 [46] -0.089998172 -0.015308292 -0.057284165 0.413157273 -0.168475622 [51] -0.023545303 -0.066090879 -0.012551471 -0.182506599 0.105012224 [56] -0.008056602 0.090193213 -0.099888765 -0.021536620 -0.026265958 [61] 0.307235184 > (mypacf <- c(rpacf$acf)) [1] -0.216906446 -0.104806718 -0.191112625 -0.021979115 -0.161886526 [6] -0.047081058 -0.123988802 -0.013632948 -0.190287725 -0.202374259 [11] -0.356777310 0.754905414 0.022631468 0.022005934 -0.014819356 [16] 0.043267296 0.008467711 0.077159848 -0.100726069 -0.019258003 [21] 0.140163318 0.053431381 0.021184632 -0.006015418 -0.016165610 [26] 0.003921620 0.043699725 -0.046821294 -0.046629764 0.025739925 [31] 0.071146511 -0.010282635 -0.060150593 -0.048444187 0.058721880 [36] -0.025591516 0.001550177 -0.081775934 0.006203055 -0.123150358 [41] -0.043859163 -0.129025292 -0.025570888 0.015936061 0.019650740 [46] -0.090472167 0.040273386 -0.056760623 0.105817662 0.023896707 [51] -0.051184415 -0.025020028 0.003150438 -0.013408877 0.073122519 [56] -0.018366850 -0.125241677 0.012267210 -0.006692846 -0.028316717 > 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/4wz4i1437391421.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/5byjv1437391421.tab") > > try(system("convert tmp/1wqq41437391421.ps tmp/1wqq41437391421.png",intern=TRUE)) character(0) > try(system("convert tmp/21jqj1437391421.ps tmp/21jqj1437391421.png",intern=TRUE)) character(0) > try(system("convert tmp/3t49g1437391421.ps tmp/3t49g1437391421.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.232 0.212 1.453