source('/home/pw/wessanet/cretab')



myrfcuid = 'r0653546'

x <- c(5797.8,5784.3,5714.8,5748.8,5793.8,5783.2,5765,5846.1,5879.4,5922.7,5992.7,6032.5,6028.3,6096.3,6184.8,6206.1,6324,6380.6,6504.6,6591,6637.9,6653.8,6611.3,6603.1,6562.8,6554.9,6529.8,6543.4,6481.5,6489.6,6452.3,6444.5,6409.6,6427.5,6374.2,6400.5,6268.2,6239.5,6220.1,6226.6,6207.1,6217.4,6196.9,6132.9,6151.2,6115.2,6122.6,6140.9,6146.5,6126,6131.9,6190.8,6209.2,6230.8,6196.5,6168.2,6213.4,6243,6298.1,6361.4,6388.7,6416.3,6505.7,6538.7,6605.5,6668.9,6741.7,6813.2,6864.3,6870,6889.8,6938.8,7033.3,7104,7168.7,7156,7156.6,7171.8,7251.2,7258.8,7231.5,7261.7,7252.8,7194.2,7211.9,7177.8,7145.9,7170.6,7189.6,7161,7219.9,7155.3,7155.8,7232.1,7254.9,7278.8,7291.2,7298.6,7256.3,7187.7,7126.3,7034.6,7018.6,7024.4,7028.2,7042.2,7022.2,6998.7,6982.7,6936.6,6887.2,6881.1,6890.9,6947.7,6887.5,6937.1)
par9 = '1'
par8 = '2'
par7 = '1'
par6 = '3'
par5 = '4'
par4 = '1'
par3 = '1'
par2 = '1'
par1 = 'FALSE'
par9 <- '1'
par8 <- '2'
par7 <- '1'
par6 <- '3'
par5 <- '4'
par4 <- '1'
par3 <- '1'
par2 <- '1'
par1 <- 'FALSE'
#'GNU S' R Code compiled by R2WASP v. 1.2.327 (Tue, 16 Aug 2016 15:17:33 +0200)
#Author: root
#To cite this work: Wessa P., (2013), ARIMA Backward Selection (v1.0.5) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_arimabackwardselection.wasp/
#Source of accompanying publication: Office for Research, Development, and Education
#
library(lattice)
if (par1 == 'TRUE') par1 <- TRUE
if (par1 == 'FALSE') par1 <- FALSE
par2 <- as.numeric(par2) #Box-Cox lambda transformation parameter
par3 <- as.numeric(par3) #degree of non-seasonal differencing
par4 <- as.numeric(par4) #degree of seasonal differencing
par5 <- as.numeric(par5) #seasonal period
par6 <- as.numeric(par6) #degree (p) of the non-seasonal AR(p) polynomial
par7 <- as.numeric(par7) #degree (q) of the non-seasonal MA(q) polynomial
par8 <- as.numeric(par8) #degree (P) of the seasonal AR(P) polynomial
par9 <- as.numeric(par9) #degree (Q) of the seasonal MA(Q) polynomial
armaGR <- function(arima.out, names, n){
try1 <- arima.out$coef
try2 <- sqrt(diag(arima.out$var.coef))
try.data.frame  <- data.frame(matrix(NA,ncol=4,nrow=length(names)))
dimnames(try.data.frame) <- list(names,c('coef','std','tstat','pv'))
try.data.frame[,1] <- try1
for(i in 1:length(try2)) try.data.frame[which(rownames(try.data.frame)==names(try2)[i]),2] <- try2[i]
try.data.frame[,3] <- try.data.frame[,1] / try.data.frame[,2]
try.data.frame[,4] <- round((1-pt(abs(try.data.frame[,3]),df=n-(length(try2)+1)))*2,5)
vector <- rep(NA,length(names))
vector[is.na(try.data.frame[,4])] <- 0
maxi <- which.max(try.data.frame[,4])
continue <- max(try.data.frame[,4],na.rm=TRUE) > .05
vector[maxi] <- 0
list(summary=try.data.frame,next.vector=vector,continue=continue)
}
arimaSelect <- function(series, order=c(13,0,0), seasonal=list(order=c(2,0,0),period=12), include.mean=F){
nrc <- order[1]+order[3]+seasonal$order[1]+seasonal$order[3]
coeff <- matrix(NA, nrow=nrc*2, ncol=nrc)
pval <- matrix(NA, nrow=nrc*2, ncol=nrc)
mylist <- rep(list(NULL), nrc)
names  <- NULL
if(order[1] > 0) names <- paste('ar',1:order[1],sep='')
if(order[3] > 0) names <- c( names , paste('ma',1:order[3],sep='') )
if(seasonal$order[1] > 0) names <- c(names, paste('sar',1:seasonal$order[1],sep=''))
if(seasonal$order[3] > 0) names <- c(names, paste('sma',1:seasonal$order[3],sep=''))
arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML')
mylist[[1]] <- arima.out
last.arma <- armaGR(arima.out, names, length(series))
mystop <- FALSE
i <- 1
coeff[i,] <- last.arma[[1]][,1]
pval [i,] <- last.arma[[1]][,4]
i <- 2
aic <- arima.out$aic
while(!mystop){
mylist[[i]] <- arima.out
arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML', fixed=last.arma$next.vector)
aic <- c(aic, arima.out$aic)
last.arma <- armaGR(arima.out, names, length(series))
mystop <- !last.arma$continue
coeff[i,] <- last.arma[[1]][,1]
pval [i,] <- last.arma[[1]][,4]
i <- i+1
}
list(coeff, pval, mylist, aic=aic)
}
arimaSelectplot <- function(arimaSelect.out,noms,choix){
noms <- names(arimaSelect.out[[3]][[1]]$coef)
coeff <- arimaSelect.out[[1]]
k <- min(which(is.na(coeff[,1])))-1
coeff <- coeff[1:k,]
pval  <- arimaSelect.out[[2]][1:k,]
aic   <- arimaSelect.out$aic[1:k]
coeff[coeff==0] <- NA
n <- ncol(coeff)
if(missing(choix)) choix <- k
layout(matrix(c(1,1,1,2,
3,3,3,2,
3,3,3,4,
5,6,7,7),nr=4),
widths=c(10,35,45,15),
heights=c(30,30,15,15))
couleurs <- rainbow(75)[1:50]#(50)
ticks <- pretty(coeff)
par(mar=c(1,1,3,1))
plot(aic,k:1-.5,type='o',pch=21,bg='blue',cex=2,axes=F,lty=2,xpd=NA)
points(aic[choix],k-choix+.5,pch=21,cex=4,bg=2,xpd=NA)
title('aic',line=2)
par(mar=c(3,0,0,0))
plot(0,axes=F,xlab='',ylab='',xlim=range(ticks),ylim=c(.1,1))
rect(xleft  = min(ticks) + (0:49)/50*(max(ticks)-min(ticks)),
xright = min(ticks) + (1:50)/50*(max(ticks)-min(ticks)),
ytop   = rep(1,50),
ybottom= rep(0,50),col=couleurs,border=NA)
axis(1,ticks)
rect(xleft=min(ticks),xright=max(ticks),ytop=1,ybottom=0)
text(mean(coeff,na.rm=T),.5,'coefficients',cex=2,font=2)
par(mar=c(1,1,3,1))
image(1:n,1:k,t(coeff[k:1,]),axes=F,col=couleurs,zlim=range(ticks))
for(i in 1:n) for(j in 1:k) if(!is.na(coeff[j,i])) {
if(pval[j,i]<.01)                            symb = 'green'
else if( (pval[j,i]<.05) & (pval[j,i]>=.01)) symb = 'orange'
else if( (pval[j,i]<.1)  & (pval[j,i]>=.05)) symb = 'red'
else                                         symb = 'black'
polygon(c(i+.5   ,i+.2   ,i+.5   ,i+.5),
c(k-j+0.5,k-j+0.5,k-j+0.8,k-j+0.5),
col=symb)
if(j==choix)  {
rect(xleft=i-.5,
xright=i+.5,
ybottom=k-j+1.5,
ytop=k-j+.5,
lwd=4)
text(i,
k-j+1,
round(coeff[j,i],2),
cex=1.2,
font=2)
}
else{
rect(xleft=i-.5,xright=i+.5,ybottom=k-j+1.5,ytop=k-j+.5)
text(i,k-j+1,round(coeff[j,i],2),cex=1.2,font=1)
}
}
axis(3,1:n,noms)
par(mar=c(0.5,0,0,0.5))
plot(0,axes=F,xlab='',ylab='',type='n',xlim=c(0,8),ylim=c(-.2,.8))
cols <- c('green','orange','red','black')
niv  <- c('0','0.01','0.05','0.1')
for(i in 0:3){
polygon(c(1+2*i   ,1+2*i   ,1+2*i-.5   ,1+2*i),
c(.4      ,.7      , .4        , .4),
col=cols[i+1])
text(2*i,0.5,niv[i+1],cex=1.5)
}
text(8,.5,1,cex=1.5)
text(4,0,'p-value',cex=2)
box()
residus <- arimaSelect.out[[3]][[choix]]$res
par(mar=c(1,2,4,1))
acf(residus,main='')
title('acf',line=.5)
par(mar=c(1,2,4,1))
pacf(residus,main='')
title('pacf',line=.5)
par(mar=c(2,2,4,1))
qqnorm(residus,main='')
title('qq-norm',line=.5)
qqline(residus)
residus
}
if (par2 == 0) x <- log(x)
if (par2 != 0) x <- x^par2
(selection <- arimaSelect(x, order=c(par6,par3,par7), seasonal=list(order=c(par8,par4,par9), period=par5)))
postscript(file="/home/pw/wessanet/rcomp/tmp/1g3fz1482142879.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
resid <- arimaSelectplot(selection)
dev.off()
resid
postscript(file="/home/pw/wessanet/rcomp/tmp/2btgf1482142879.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
acf(resid,length(resid)/2, main='Residual Autocorrelation Function')
dev.off()
postscript(file="/home/pw/wessanet/rcomp/tmp/3615k1482142879.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
pacf(resid,length(resid)/2, main='Residual Partial Autocorrelation Function')
dev.off()
postscript(file="/home/pw/wessanet/rcomp/tmp/4x2r41482142879.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
cpgram(resid, main='Residual Cumulative Periodogram')
dev.off()
postscript(file="/home/pw/wessanet/rcomp/tmp/58lbb1482142879.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
hist(resid, main='Residual Histogram', xlab='values of Residuals')
dev.off()
postscript(file="/home/pw/wessanet/rcomp/tmp/6foya1482142879.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
densityplot(~resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
postscript(file="/home/pw/wessanet/rcomp/tmp/7zrzf1482142879.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
qqnorm(resid, main='Residual Normal Q-Q Plot')
qqline(resid)
dev.off()
ncols <- length(selection[[1]][1,])
nrows <- length(selection[[2]][,1])-1

a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'ARIMA Parameter Estimation and Backward Selection', ncols+1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Iteration', header=TRUE)
for (i in 1:ncols) {
a<-table.element(a,names(selection[[3]][[1]]$coef)[i],header=TRUE)
}
a<-table.row.end(a)
for (j in 1:nrows) {
a<-table.row.start(a)
mydum <- 'Estimates ('
mydum <- paste(mydum,j)
mydum <- paste(mydum,')')
a<-table.element(a,mydum, header=TRUE)
for (i in 1:ncols) {
a<-table.element(a,round(selection[[1]][j,i],4))
}
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'(p-val)', header=TRUE)
for (i in 1:ncols) {
mydum <- '('
mydum <- paste(mydum,round(selection[[2]][j,i],4),sep='')
mydum <- paste(mydum,')')
a<-table.element(a,mydum)
}
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file="/home/pw/wessanet/rcomp/tmp/8pb1o1482142879.tab") 
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Estimated ARIMA Residuals', 1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Value', 1,TRUE)
a<-table.row.end(a)
for (i in (par4*par5+par3):length(resid)) {
a<-table.row.start(a)
a<-table.element(a,resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file="/home/pw/wessanet/rcomp/tmp/930cu1482142879.tab") 

try(system("convert /home/pw/wessanet/rcomp/tmp/1g3fz1482142879.ps /home/pw/wessanet/rcomp/tmp/1g3fz1482142879.png",intern=TRUE))
try(system("convert /home/pw/wessanet/rcomp/tmp/2btgf1482142879.ps /home/pw/wessanet/rcomp/tmp/2btgf1482142879.png",intern=TRUE))
try(system("convert /home/pw/wessanet/rcomp/tmp/3615k1482142879.ps /home/pw/wessanet/rcomp/tmp/3615k1482142879.png",intern=TRUE))
try(system("convert /home/pw/wessanet/rcomp/tmp/4x2r41482142879.ps /home/pw/wessanet/rcomp/tmp/4x2r41482142879.png",intern=TRUE))
try(system("convert /home/pw/wessanet/rcomp/tmp/58lbb1482142879.ps /home/pw/wessanet/rcomp/tmp/58lbb1482142879.png",intern=TRUE))
try(system("convert /home/pw/wessanet/rcomp/tmp/6foya1482142879.ps /home/pw/wessanet/rcomp/tmp/6foya1482142879.png",intern=TRUE))
try(system("convert /home/pw/wessanet/rcomp/tmp/7zrzf1482142879.ps /home/pw/wessanet/rcomp/tmp/7zrzf1482142879.png",intern=TRUE))