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Type 'q()' to quit R. > x <- c(464,460,467,460,448,443,436,431,484,510,513,503,471,471,476,475,470,461,455,456,517,525,523,519,509,512,519,517,510,509,501,507,569,580,578,565,547,555,562,561,555,544,537,543,594,611,613,611,594,595,591,589,584,573,567,569,621,629,628,612,595,597,593,590,580,574,573,573,620,626,620,588,566,557,561,549,532,526,511,499,555,565,542,527,510,514,517,508,493,490,469,478,528,534,518,506,502,516,528,533,536,537,524,536,587,597,581,564,558,575,580,575,563,552,537,545,601,604,586,564,549) > 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/1ilhz1293532863.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/2tugk1293532863.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/3tugk1293532863.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 0.91247549 0.78189621 0.68742401 0.64198262 0.63537893 [7] 0.61605382 0.55858367 0.48571996 0.46379367 0.49361386 0.55554218 [13] 0.57424810 0.46072150 0.32076179 0.21591372 0.15623067 0.13078194 [19] 0.09291559 0.02527498 -0.04819546 -0.06613016 -0.03904719 0.01361212 [25] 0.02757841 -0.06726844 -0.18066447 -0.25734311 -0.28990021 -0.29039467 [31] -0.30015252 -0.33433936 -0.37140139 -0.35553094 -0.30008403 -0.22654956 [37] -0.19132029 -0.25316517 -0.32929388 -0.37521596 -0.38261517 -0.36495666 [43] -0.35714199 -0.37110176 -0.38639849 -0.35467255 -0.28909448 -0.21183040 [49] -0.16497169 > (mypacf <- c(rpacf$acf)) [1] 0.9124754872 -0.3029796724 0.2253622342 0.1282376268 0.1535451677 [6] -0.1123670174 -0.0965652844 -0.0084802342 0.2941801246 0.0907990509 [11] 0.2076042583 -0.2335234163 -0.6556315566 0.1268235782 -0.1129489401 [16] -0.0411712128 0.0436389060 -0.0753725676 0.1250838365 0.0298980476 [21] -0.0290365485 -0.0543578941 -0.0099653319 0.0100996628 -0.1548973848 [26] -0.0294209981 0.0379282755 0.0092399402 0.1067602215 0.0003300304 [31] 0.0229998728 0.0058770277 -0.0321606651 0.0043300247 -0.0480237476 [36] -0.0176178207 -0.0815015616 0.0156007681 -0.0567757065 -0.0115806385 [41] -0.0213974078 -0.0204748204 0.0102130642 -0.0190901674 -0.0727000156 [46] 0.0218492137 -0.0443223712 0.1359712011 > 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/4wcxq1293532863.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/50vve1293532863.tab") > > try(system("convert tmp/1ilhz1293532863.ps tmp/1ilhz1293532863.png",intern=TRUE)) character(0) > try(system("convert tmp/2tugk1293532863.ps tmp/2tugk1293532863.png",intern=TRUE)) character(0) > try(system("convert tmp/3tugk1293532863.ps tmp/3tugk1293532863.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.880 0.280 1.177