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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 = '1' > 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/html/rcomp/tmp/1gc3r1292685291.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/html/rcomp/tmp/2r3ku1292685291.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/html/rcomp/tmp/3r3ku1292685291.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 -0.4181228502 0.0447398919 0.3893704310 -0.3279796304 [6] 0.1826685071 0.1344615544 -0.3806723147 0.2538042116 -0.0976456608 [11] -0.1934092908 0.1605437487 -0.1763721800 -0.1156671878 0.0948895608 [16] -0.0583449880 -0.0632579714 0.0953426941 -0.1120640528 0.0362846086 [21] 0.0930435904 -0.0819563804 -0.0828694000 0.2839711871 -0.2897657741 [26] 0.1324656872 0.0777866493 -0.2022351939 0.1956671629 -0.0321556444 [31] -0.0785628398 0.1532212527 -0.1193225670 0.0224242945 0.0928889610 [36] -0.1124279465 0.0019293968 0.0350072604 -0.0315385645 0.0412195924 [41] -0.0502556524 -0.0055194485 0.0613111802 -0.0512623584 -0.0008181219 [46] 0.0014505008 -0.0024537061 0.0001878011 > (mypacf <- c(rpacf$acf)) [1] -0.418122850 -0.157647889 0.428886484 0.017142741 0.018618532 [6] 0.095416576 -0.265031496 -0.123693788 -0.072123766 -0.048706891 [11] -0.068528063 -0.049770680 -0.137879814 -0.155166041 0.126039236 [16] 0.043055866 0.020574985 -0.090035187 -0.077454473 -0.027743773 [21] 0.005877972 -0.213455003 0.175958348 -0.113147963 -0.067937106 [26] -0.070729229 0.014952428 0.051346192 -0.006444890 0.130972573 [31] -0.111821838 -0.082312652 -0.021648174 -0.030815143 0.016089823 [36] -0.106653912 -0.028934752 -0.018304282 0.108654284 -0.045778379 [41] 0.034394777 0.045833114 -0.043012006 -0.114056226 -0.028873396 [46] -0.070640052 0.064641339 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/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/html/rcomp/tmp/4cl0i1292685291.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/html/rcomp/tmp/5ymz61292685291.tab") > > try(system("convert tmp/1gc3r1292685291.ps tmp/1gc3r1292685291.png",intern=TRUE)) character(0) > try(system("convert tmp/2r3ku1292685291.ps tmp/2r3ku1292685291.png",intern=TRUE)) character(0) > try(system("convert tmp/3r3ku1292685291.ps tmp/3r3ku1292685291.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.780 0.502 2.289