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Type 'q()' to quit R. > x <- c(98.4,96.5,97.4,99.2,100.8,101.8,102.7,100,100.8,101.7,99,101.7,100.2,101.2,99.5,100.8,100.7,99.5,99.4,101.1,97.2,98.1,97.8,95.5,96.3,93.6,96.7,95.1,97.7,96.5,98.1,97.3,97,93.7,95.6,94.6,95.1,94.5,93.6,92.1,95.9,98.1,98.2,96.2,94.1,95,93.4,95.4,93.5,94.5,94.3,95.7,98.4,99.4,99.2,99,99.4,99.3,98.6,98.7,96,98.7,100.1,100,101.5,101.5,103.8,104.1,101,104.9,104.4,105.6,103.4,101.7,103.5,101.2,105.4,105.4,108.6,110.6,110.2,106.2,108.6,107.5,106.9,108.4,109.9,108.6,106.5,105.7,105.6,104.2,105.1,102.7,108.3,104.2,105.4,104.6,106.4,111,111.7,113.8,115.9,117.3,113.6,113.6,114.6,113.2,112.8,109.6,111.1,109.7,113,111,113.3,111.8,107.2,106.4,110,108.2) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > 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/html/rcomp/tmp/1hsxq1293630118.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/2aket1293630118.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/3aket1293630118.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 -0.313743075 0.167572228 -0.143015162 0.019511010 [6] -0.043082794 -0.054677118 0.013390077 -0.001854023 -0.014970288 [11] -0.047578470 -0.037376325 0.073854633 0.078351299 -0.099008468 [16] 0.040718629 0.068472395 -0.089075679 -0.043996299 -0.093624745 [21] 0.021270415 0.056638699 -0.069606179 0.102590215 0.062877233 [26] 0.075002843 -0.046024636 -0.006880349 -0.006509516 0.011084747 [31] -0.036212700 -0.115995071 0.050228963 -0.015629924 -0.050815549 [36] 0.036928695 0.130907372 -0.012879510 0.041373597 -0.072131929 [41] -0.063460142 -0.023262757 -0.028259595 0.002985261 -0.031397318 [46] 0.039779879 -0.065286444 -0.011173990 0.116322272 > (mypacf <- c(rpacf$acf)) [1] -3.137431e-01 7.668608e-02 -7.856234e-02 -6.145700e-02 -3.658374e-02 [6] -9.150657e-02 -3.001428e-02 2.598708e-05 -3.755416e-02 -7.888595e-02 [11] -8.442924e-02 4.431870e-02 1.229160e-01 -8.590653e-02 -3.586206e-02 [16] 1.200335e-01 -6.403363e-02 -1.120994e-01 -1.121861e-01 -6.107193e-02 [21] 6.360562e-02 -5.550920e-02 4.277529e-02 1.318820e-01 8.764460e-02 [26] 1.195825e-02 7.084133e-03 -4.352069e-02 2.985965e-03 2.733167e-02 [31] -1.425241e-01 -2.139884e-02 3.029967e-02 -6.324884e-02 4.111002e-02 [36] 1.232295e-01 -1.602740e-02 5.204051e-02 -3.583633e-02 -1.551491e-01 [41] -6.483047e-02 -1.676521e-02 3.619990e-02 -1.621842e-02 -5.246740e-02 [46] -2.707738e-02 -1.638376e-02 2.343210e-02 > 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/46tu21293630118.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/5rusq1293630118.tab") > > try(system("convert tmp/1hsxq1293630118.ps tmp/1hsxq1293630118.png",intern=TRUE)) character(0) > try(system("convert tmp/2aket1293630118.ps tmp/2aket1293630118.png",intern=TRUE)) character(0) > try(system("convert tmp/3aket1293630118.ps tmp/3aket1293630118.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.721 0.479 2.565