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Type 'q()' to quit R. > x <- c(6.5,6.3,5.9,5.5,5.2,4.9,5.4,5.8,5.7,5.6,5.5,5.4,5.4,5.4,5.5,5.8,5.7,5.4,5.6,5.8,6.2,6.8,6.7,6.7,6.4,6.3,6.3,6.4,6.3,6,6.3,6.3,6.6,7.5,7.8,7.9,7.8,7.6,7.5,7.6,7.5,7.3,7.6,7.5,7.6,7.9,7.9,8.1,8.2,8,7.5,6.8,6.5,6.6,7.6,8,8.1,7.7,7.5,7.6,7.8,7.8,7.8,7.5,7.5,7.1,7.5,7.5,7.6,7.7,7.7,7.9,8.1,8.2,8.2,8.2,7.9,7.3,6.9,6.6,6.7,6.9,7,7.1,7.2,7.1,6.9,7,6.8,6.4,6.7,6.6,6.4,6.3,6.2,6.5,6.8,6.8,6.4,6.1,5.8,6.1,7.2,7.3,6.9,6.1,5.8,6.2,7.1,7.7,8,7.8,7.4,7.4,7.7,7.8,7.8,8,8.1,8.4) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '48' > #'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/1moz81292755462.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/2xxyb1292755462.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/3xxyb1292755462.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 0.918942379 0.784581193 0.660942609 0.593560407 [6] 0.582662448 0.580387580 0.552534127 0.499854125 0.442563452 [11] 0.398589058 0.384167222 0.381178764 0.350275910 0.306166488 [16] 0.238918377 0.151613798 0.077477341 0.025129285 0.011143480 [21] 0.011634827 0.006994141 -0.015866996 -0.045476761 -0.060683452 [26] -0.069256852 -0.059980193 -0.072382223 -0.121052618 -0.187688411 [31] -0.252375663 -0.279367370 -0.276161381 -0.246545067 -0.213470516 [36] -0.191456137 -0.183655418 -0.192135048 -0.191052950 -0.185209210 [41] -0.178053628 -0.178063951 -0.201890919 -0.238951650 -0.270869095 [46] -0.265837404 -0.227270742 -0.181502544 -0.159438468 > (mypacf <- c(rpacf$acf)) [1] 0.918942379 -0.384930016 0.121945362 0.253473844 0.147967165 [6] -0.101798251 -0.071706274 0.035396868 0.032938582 -0.021417990 [11] 0.087085267 -0.023802118 -0.205038193 0.108230297 -0.156465092 [16] -0.239475384 0.044275742 0.019836632 0.098995527 -0.100031897 [21] 0.038235181 0.020892359 -0.004885291 0.104388204 -0.079124741 [26] 0.048702871 -0.157645176 -0.098480023 -0.029685987 -0.059157219 [31] 0.049671881 -0.052532092 0.136276113 0.024610996 0.008553261 [36] 0.006204483 -0.019447324 0.036984308 -0.032240128 0.002460135 [41] -0.077962683 -0.075788660 -0.074421008 0.055460761 0.057657029 [46] -0.058859362 -0.036386856 -0.108335691 > 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/40ffz1292755462.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/5lgvm1292755462.tab") > > try(system("convert tmp/1moz81292755462.ps tmp/1moz81292755462.png",intern=TRUE)) character(0) > try(system("convert tmp/2xxyb1292755462.ps tmp/2xxyb1292755462.png",intern=TRUE)) character(0) > try(system("convert tmp/3xxyb1292755462.ps tmp/3xxyb1292755462.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.85 0.62 1.42