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Type 'q()' to quit R. > x <- c(5745,4549,5074,3602,2732,2589,2148,2330,2752,3241,4517,6550,6778,6240,5570,3558,3299,2447,2380,2378,2947,3651,4816,6436,7090,4682,4198,3860,3056,2563,2568,2472,2821,4015,4686,5418,5649,4572,4695,3766,2900,2528,2549,2478,2828,4139,5390,5621,5291,5272,4677,3520,2842,2723,2581,2429,2606,3787,4630,5505,5577,4911,4701,3557,2921,2734,2636,2433,2640,3794,4745,5698,5909,5119,5200,3876,3104,2251,2386,2794,2967,3392,4741,5909,5901,4962,4751,3909,3130,2860,2568,2540,2894,4216,4530,5144,6206,5645,4601,3645,3140,2264,2557,2431,2747,4587,4512,5313,6011,5328,5014,3630,3102,2739,2877,2659,2957,3785,4785,5757,5458,5427,5018,3498,3204,2763,2589,2591,2805,3278,4615,5524,6167,5380,5377,3603,2774,2470,2407,2512,2451,3134,4210,4859,5022,4584,4267,3022,2777,2428,2389,2496,2820,3854,4748,5666,5293,4905,4920,3854,2659,2491,2455,2472,3030,3987,4453,5417) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '0' > par2 = '-0.8' > 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/1txxg1293635680.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/2ram71293635680.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/3fgw31293635680.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 0.2744799346 0.0519252462 0.1868827394 0.1089658588 [6] 0.0314636791 0.0447933127 0.0097659988 0.0072929199 0.0694105597 [11] 0.0132891120 -0.0401124144 -0.3716440541 -0.1636634086 -0.0537229869 [16] -0.1469197952 -0.0382331549 0.0388839982 -0.0177475892 -0.0228868139 [21] 0.0545250433 -0.0257751454 -0.0478242823 -0.0693945120 -0.0612836182 [26] 0.0482750066 0.0541416782 -0.0576437209 -0.1430387139 -0.0471865931 [31] -0.0026656200 -0.0848192736 -0.1255961145 -0.0569090996 0.0217944449 [36] -0.0008878884 -0.0292831254 -0.0142947800 -0.0358685100 0.0533081216 [41] 0.0932705149 0.0608770671 0.0707062678 0.1263697009 0.0508489437 [46] 0.1121711103 0.0935291747 -0.0829883929 -0.0544524995 > (mypacf <- c(rpacf$acf)) [1] 0.274479935 -0.025321706 0.193946471 0.007160886 0.003721720 [6] 0.008203826 -0.027926735 0.008734151 0.062463742 -0.023352930 [11] -0.037121977 -0.422321728 0.047928555 -0.046617060 0.014255492 [16] 0.097813954 0.049905728 0.003047783 -0.032787994 0.055611292 [21] 0.027362370 -0.040779680 -0.069956999 -0.232674114 0.078806118 [26] 0.014219026 -0.111420198 -0.107751664 0.027188715 0.048916916 [31] -0.058294634 0.004096663 0.019293064 0.022623551 -0.034789325 [36] -0.142612314 0.082368031 -0.024072015 0.026847122 -0.028922042 [41] 0.081394083 0.073208456 -0.007899145 -0.042674077 0.143429556 [46] 0.002862264 -0.210950242 -0.154269173 > 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/4igcr1293635680.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/53htx1293635680.tab") > > try(system("convert tmp/1txxg1293635680.ps tmp/1txxg1293635680.png",intern=TRUE)) character(0) > try(system("convert tmp/2ram71293635680.ps tmp/2ram71293635680.png",intern=TRUE)) character(0) > try(system("convert tmp/3fgw31293635680.ps tmp/3fgw31293635680.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.719 0.488 1.720