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Type 'q()' to quit R. > x <- c(14544,15116,17413,16181,15607,17160,14915,13768,17487,16198,17535,16571,16198,16554,19554,15903,18003,18329,16260,14851,18174,18406,18466,16016,17428,17167,19630,17183,18344,19301,18147,16192,18374,20515,18957,16471,18746,19009,19211,20547,19325,20605,20056,16141,20359,19711,15638,14384,13855,14308,15290,14423,13779,15686,14733,12522,16189,16059,16007,15806,15160) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '2' > par3 = '1' > par2 = '1' > par1 = '60' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Dr. Ian E. Holliday > #To cite this work: Ian E. Holliday, 2009, YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: > #Technical description: > 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/www/rcomp/tmp/1fsil1292597583.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/www/rcomp/tmp/2iah81292597583.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/www/rcomp/tmp/3iah81292597583.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 -0.4002905861 0.1083483865 0.3895257126 -0.3330145118 [6] 0.2414464609 0.0830867334 -0.3375248328 0.2954207280 -0.1980517861 [11] -0.0814868296 0.1076704444 -0.2226713639 -0.0170911288 0.0238344041 [16] -0.0512418351 -0.0659654801 0.0565648771 -0.0654030347 -0.0165294349 [21] 0.0761980732 -0.0363784026 -0.0921358233 0.2006476287 -0.1752037289 [26] 0.0820899797 0.0005777018 -0.1032383825 0.1313617778 -0.0700651104 [31] -0.0456974224 0.1051502673 -0.0924736108 0.0231357468 -0.0143345720 [36] -0.0062610455 > (mypacf <- c(rpacf$acf)) [1] -0.4002905861 -0.0617839701 0.4911108955 0.0021875214 0.0001741754 [6] 0.0561435500 -0.2575776759 -0.0700376863 -0.0862207603 0.0114297337 [11] -0.0711344075 -0.0606926917 -0.1235867064 -0.0783816717 0.2002152257 [16] -0.0531598766 -0.0034196689 -0.0635972475 -0.0736999414 -0.0212438920 [21] 0.0747256277 -0.1195521453 0.0346481160 -0.0303407348 -0.0280389032 [26] -0.1366502876 0.0077446088 0.0803432847 -0.0351763636 -0.0043242910 [31] -0.0598779239 0.0216317186 -0.0335493871 -0.1295851765 0.0305562906 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/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/www/rcomp/tmp/4lbxw1292597583.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/www/rcomp/tmp/57te21292597583.tab") > > try(system("convert tmp/1fsil1292597583.ps tmp/1fsil1292597583.png",intern=TRUE)) character(0) > try(system("convert tmp/2iah81292597583.ps tmp/2iah81292597583.png",intern=TRUE)) character(0) > try(system("convert tmp/3iah81292597583.ps tmp/3iah81292597583.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.860 0.630 1.444