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Type 'q()' to quit R. > x <- c(19064,18993,18921,18772,20246,20168,19064,18330,18401,18401,18480,18622,18843,18843,18701,18330,20246,20538,20097,19064,19506,18843,19142,19285,19434,19064,19142,18622,20246,20759,20318,19506,20389,19434,20318,20246,20467,19655,20538,20467,21792,21493,20318,19726,20538,19434,20246,20389,20688,20026,20389,20610,21422,20759,19876,18921,19805,17375,18551,19213,19876,18921,18921,18921,19434,18701,17739,16934,17518,15238,16635,17447,17596,16784,16855,16635,17375,16855,15830,15089,16342,13621,15388,16193,16193,15238,14355,14284,15089,14355,12959,11997,13030,10601,12809,13984,14355,13543,12517,13251,13543,13322,11113,10088,10821,8613,10893,11705,12367,11263,10230,10821,11113,10529,8321,7359,8242,5813,8463,10088) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > 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) > x <- na.omit(x) > 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/1sk6b1471252727.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/2xt541471252727.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/33pf61471252727.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$acf)) [1] 1.00000000 0.95483432 0.91767205 0.87054370 0.84121871 0.80316364 [7] 0.75924930 0.72009652 0.68307882 0.65683000 0.63371675 0.62124972 [13] 0.60075350 0.58031274 0.56474508 0.54894444 0.53007642 0.50522644 [19] 0.48065171 0.46415333 0.45399055 0.42995331 0.39621733 0.35120438 [25] 0.31287401 0.27313729 0.23688731 0.19641504 0.15652789 0.11765926 [31] 0.07620345 0.04742514 0.01486762 -0.01390941 -0.03482018 -0.05272155 [37] -0.06750665 -0.09008341 -0.10721853 -0.12151798 -0.13365391 -0.14500415 [43] -0.15873406 -0.17369022 -0.18821985 -0.19761244 -0.21201419 -0.22345928 [49] -0.23691524 > (mypacf <- c(rpacf$acf)) [1] 0.9548343231 0.0675429688 -0.1250513771 0.1622049601 -0.0804774844 [6] -0.1402827004 0.0764950769 -0.0009333648 0.0629453030 0.0766674563 [11] 0.1022582719 -0.0844362405 -0.0400709707 0.0847821753 -0.0565247383 [16] -0.0699748446 -0.0018029875 -0.0200489730 0.0826646780 0.0930955003 [21] -0.1850061418 -0.1546297708 -0.1255635439 -0.0276184324 -0.0632415092 [26] 0.0215686789 -0.0005104058 -0.0322284519 -0.0167576574 -0.1300568819 [31] 0.0016177884 -0.0472576171 -0.0397370803 0.1540227607 0.0015830426 [36] -0.0193000964 -0.0257595434 0.0249548047 0.0006125044 -0.0784619345 [41] 0.0542581754 0.0142601238 0.0096352906 0.1156312155 0.0361221353 [46] -0.1317961120 0.0293071951 -0.0165327507 > 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/4yks51471252727.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/50axj1471252727.tab") > > try(system("convert tmp/1sk6b1471252727.ps tmp/1sk6b1471252727.png",intern=TRUE)) character(0) > try(system("convert tmp/2xt541471252727.ps tmp/2xt541471252727.png",intern=TRUE)) character(0) > try(system("convert tmp/33pf61471252727.ps tmp/33pf61471252727.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.209 0.145 1.375