R : Copyright 2005, The R Foundation for Statistical Computing Version 2.1.1 (2005-06-20), ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for a HTML browser interface to help. Type 'q()' to quit R. > ### *
> ### > attach(NULL, name = "CheckExEnv") > assign(".CheckExEnv", as.environment(2), pos = length(search())) # base > ## add some hooks to label plot pages for base and grid graphics > setHook("plot.new", ".newplot.hook") > setHook("persp", ".newplot.hook") > setHook("grid.newpage", ".gridplot.hook") > > assign("cleanEx", + function(env = .GlobalEnv) { + rm(list = ls(envir = env, all.names = TRUE), envir = env) + RNGkind("default", "default") + set.seed(1) + options(warn = 1) + delayedAssign("T", stop("T used instead of TRUE"), + assign.env = .CheckExEnv) + delayedAssign("F", stop("F used instead of FALSE"), + assign.env = .CheckExEnv) + sch <- search() + newitems <- sch[! sch %in% .oldSearch] + for(item in rev(newitems)) + eval(substitute(detach(item), list(item=item))) + missitems <- .oldSearch[! .oldSearch %in% sch] + if(length(missitems)) + warning("items ", paste(missitems, collapse=", "), + " have been removed from the search path") + }, + env = .CheckExEnv) > assign("..nameEx", "__{must remake R-ex/*.R}__", env = .CheckExEnv) # for now > assign("ptime", proc.time(), env = .CheckExEnv) > grDevices::postscript("pear-Examples.ps") > assign("par.postscript", graphics::par(no.readonly = TRUE), env = .CheckExEnv) > options(contrasts = c(unordered = "contr.treatment", ordered = "contr.poly")) > options(warn = 1) > library('pear') Loading required package: ts Warning: package 'ts' has been merged into 'stats' Warning: package 'ts' has been merged into 'stats' > > assign(".oldSearch", search(), env = .CheckExEnv) > assign(".oldNS", loadedNamespaces(), env = .CheckExEnv) > cleanEx(); ..nameEx <- "peacf" > > ### * peacf > > flush(stderr()); flush(stdout()) > > ### Name: peacf > ### Title: Periodic Autocorrelation Function > ### Aliases: peacf > ### Keywords: ts > > ### ** Examples > > data(fraser) > peacf(log(fraser)) $means [1] 6.802323 6.729229 6.701575 7.386260 8.465994 8.842811 8.602368 8.158366 [9] 7.758821 7.533656 7.319756 6.981944 $standard.deviations [1] 0.2644065 0.2569112 0.2744818 0.3637385 0.2291767 0.1758557 0.2064202 [8] 0.1995902 0.2177208 0.2800922 0.3102253 0.3031721 $acf lags periods lag 1 lag 2 lag 3 lag 4 lag 5 lag 6 Jan 0.7605628 0.62781334 0.4785081562 0.399444644 0.17661097 0.13660222 Feb 0.7838946 0.56744455 0.5839466885 0.424682988 0.37215526 0.21461752 Mar 0.7607552 0.65286065 0.4225520556 0.454665697 0.29893674 0.29526459 Apr 0.5774642 0.36144104 0.4213526098 0.285934616 0.21419304 0.13335429 May 0.3203617 0.23758964 0.1845467328 0.214926812 0.14008272 0.05595161 Jun 0.2411732 -0.25065689 0.0795668857 0.118474978 0.09456793 0.08392808 Jul 0.6095068 -0.03167037 -0.1991385635 0.041008541 0.18859296 0.16064079 Aug 0.7765472 0.49895714 -0.0006171332 -0.152066032 -0.01738546 0.22810334 Sep 0.6880798 0.46788587 0.3688460259 -0.008776051 -0.13996665 0.08347589 Oct 0.6922460 0.34253115 0.3126389048 0.273584893 -0.03691188 0.01199360 Nov 0.6811214 0.44837594 0.2809547895 0.219228567 0.16769948 0.10557517 Dec 0.7625285 0.53863153 0.4387789530 0.179266095 0.12457609 0.10023991 lags periods lag 7 lag 8 lag 9 lag 10 lag 11 lag 12 Jan 0.16944162 0.06269180 0.05670052 0.12019546 0.13047584 0.049455319 Feb 0.12106743 0.13371361 0.13553223 0.15238960 0.21302776 0.327804252 Mar 0.14633782 0.09488440 0.17967449 0.15599336 0.16506708 0.295577067 Apr 0.18953781 0.09721975 0.07204521 0.14335089 0.04595685 0.004271505 May 0.04948945 0.05539409 0.02162948 0.12201415 0.31002916 0.118450203 Jun 0.24240643 0.24311612 0.04806462 0.11143392 0.08472541 0.118363563 Jul 0.13311051 0.21820459 0.08073770 0.03507679 0.18277433 0.153868629 Aug 0.10035739 0.10528346 0.21660781 0.12057986 0.07544637 0.232977189 Sep 0.28375896 0.13397926 0.17252609 0.23556833 0.18463735 0.141201719 Oct 0.16134329 0.25888831 0.20550367 0.16264973 0.21866971 0.218647259 Nov 0.15095225 0.24234106 0.26774014 0.23930645 0.16739872 0.199158185 Dec 0.22334476 0.08978525 0.09381379 0.14871342 0.10675805 0.149219929 lags periods lag 13 lag 14 lag 15 lag 16 lag 17 Jan 0.089232517 0.04335322 0.077114695 0.140282696 0.09244696 Feb 0.231618700 0.19104061 0.196854567 0.218024105 0.17055676 Mar 0.280404763 0.17519688 0.088432269 0.086179599 0.14455326 Apr 0.198384054 0.11759177 0.131683658 0.114607274 0.13841436 May -0.234620975 -0.02490185 -0.021567902 -0.070902345 -0.10751993 Jun -0.006027259 -0.14595339 -0.029299173 0.157225203 0.01085247 Jul 0.028870972 -0.05790376 -0.177364733 -0.085811158 0.09862085 Aug 0.171541098 0.03875821 0.002776710 -0.139645970 -0.08697952 Sep 0.117100327 0.11240910 -0.005549963 0.074465684 -0.01157336 Oct 0.180272071 0.15227946 0.224600757 -0.002263883 0.05798679 Nov 0.175461323 0.18999489 0.129609617 0.166094149 0.16270087 Dec 0.091770314 0.11724368 0.179356115 0.021027990 0.02730439 lags periods lag 18 lag 19 lag 20 Jan 0.11764486 0.104274822 0.252082540 Feb 0.08520229 0.157702069 0.176325018 Mar 0.13606276 -0.011466155 -0.017398013 Apr 0.07917652 0.135022580 -0.026378876 May -0.08619534 -0.205238460 -0.165789384 Jun -0.04211419 0.019922399 0.028277957 Jul 0.01710679 -0.002822277 -0.005141135 Aug 0.09437301 0.057698893 -0.035828107 Sep 0.06295157 0.251669518 0.228956761 Oct 0.21507431 0.289823146 0.377964423 Nov 0.20784731 0.179953724 0.250192058 Dec 0.10004517 0.244679423 0.055016152 $benchmark.sd [1] 0.1125088 $sub.lengths [1] 78 78 79 79 79 79 79 79 79 79 79 79 $period [1] 12 $title [1] "Fraser River at Hope, mean monthly flow (cms), 1912.3-1991.12" $periodicity.test $periodicity.test$Q1 [1] 413.8426 $periodicity.test$Q1.sl [1] 0 $portmanteau.test $portmanteau.test$QM [,1] [,2] [,3] [,4] [1,] 110.01158 115.46054 118.26778 127.59270 [2,] 125.50857 135.00505 157.56146 168.75634 [3,] 117.36989 131.30939 150.03778 153.86909 [4,] 60.90238 68.01549 73.82885 78.48846 [5,] 20.47729 22.39789 35.73090 43.31427 [6,] 11.87399 23.04682 26.54660 28.77465 [7,] 35.50314 43.38915 50.85643 52.25002 [8,] 69.15743 79.86792 87.25158 90.50027 [9,] 66.99880 82.15009 88.62415 98.65782 [10,] 60.86842 73.68416 89.92403 112.04591 [11,] 64.78689 82.29441 94.48628 109.86784 [12,] 87.82874 95.64255 102.71727 108.64554 $portmanteau.test$QM.df [,1] [,2] [,3] [,4] [1,] 5 10 15 20 [2,] 5 10 15 20 [3,] 5 10 15 20 [4,] 5 10 15 20 [5,] 5 10 15 20 [6,] 5 10 15 20 [7,] 5 10 15 20 [8,] 5 10 15 20 [9,] 5 10 15 20 [10,] 5 10 15 20 [11,] 5 10 15 20 [12,] 5 10 15 20 attr(,"type") [1] "acf" > > > > cleanEx(); ..nameEx <- "peacf.plot" > > ### * peacf.plot > > flush(stderr()); flush(stdout()) > > ### Name: peacf.plot > ### Title: periodic correlation plot > ### Aliases: peacf.plot > ### Keywords: ts > > ### ** Examples > > data(fraser) > acf.out <- peacf(log(fraser), plot=FALSE) > peacf.plot(acf.out) NULL > > > > cleanEx(); ..nameEx <- "pear" > > ### * pear > > flush(stderr()); flush(stdout()) > > ### Name: pear > ### Title: fit a periodic autoregression model > ### Aliases: pear > ### Keywords: ts > > ### ** Examples > > data(fraser) > pear(log(fraser), ic="bic") $model.orders Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 1 1 1 1 1 3 2 1 1 3 1 1 $phi lag 1 lag 2 lag 3 Jan 0.6633120 0.0000000 0.0000000 Feb 0.7616731 0.0000000 0.0000000 Mar 0.8127845 0.0000000 0.0000000 Apr 0.7652456 0.0000000 0.0000000 May 0.2018468 0.0000000 0.0000000 Jun 0.2609638 -0.2603229 0.1984197 Jul 0.7691441 -0.1708642 0.0000000 Aug 0.7508529 0.0000000 0.0000000 Sep 0.7505846 0.0000000 0.0000000 Oct 1.1590270 -0.6816364 0.3640488 Nov 0.7543983 0.0000000 0.0000000 Dec 0.7451919 0.0000000 0.0000000 $se.phi lag 1 lag 2 lag 3 Jan 0.06411463 0.00000000 0.00000000 Feb 0.06830949 0.00000000 0.00000000 Mar 0.07801672 0.00000000 0.00000000 Apr 0.12172331 0.00000000 0.00000000 May 0.06715109 0.00000000 0.00000000 Jun 0.07954896 0.05963304 0.07706646 Jul 0.10493248 0.08051855 0.00000000 Aug 0.06854167 0.00000000 0.00000000 Sep 0.08905648 0.00000000 0.00000000 Oct 0.13656207 0.20895763 0.16588797 Nov 0.09123781 0.00000000 0.00000000 Dec 0.07113319 0.00000000 0.00000000 $resvar Jan Feb Mar Apr May Jun Jul 0.02947049 0.02544491 0.03173720 0.08818641 0.04713156 0.02345282 0.02533583 Aug Sep Oct Nov Dec 0.01581397 0.02495953 0.03599596 0.05159159 0.03847035 $residuals Jan Feb Mar Apr May 1913 0.000000e+00 5.721555e-02 1.175709e-01 1914 -3.258406e-01 2.596907e-01 -2.226714e-01 -2.222533e-01 -4.688577e-01 1915 4.067548e-01 -1.784681e-01 1.570446e-01 1.811963e-01 1.343034e-01 1916 -1.744470e-02 -9.860352e-02 8.031318e-02 4.490414e-01 -2.267148e-01 1917 -1.003728e-01 5.067634e-01 -1.414051e-01 -1.992890e-01 -1.556473e-01 1918 -8.176069e-02 -1.092491e-01 -1.724108e-01 -3.430667e-01 1.980510e-02 1919 3.538601e-01 -1.567799e-01 -8.208499e-02 9.487146e-02 6.224578e-02 1920 -1.308004e-01 -1.323231e-01 -2.009289e-01 2.062348e-01 -1.250024e-01 1921 6.614437e-02 -9.087964e-02 -2.252497e-01 -4.585874e-01 -4.922424e-02 1922 -3.350202e-02 4.293999e-02 -4.596902e-02 -3.071827e-02 1.193670e-01 1923 -1.458264e-01 -2.183531e-01 -1.495018e-01 -3.973890e-01 -3.460873e-02 1924 -4.821564e-02 -2.211147e-01 -1.092823e-01 8.305990e-02 4.383948e-02 1925 -2.769485e-01 4.168267e-01 -1.950578e-01 -5.142389e-01 3.606164e-01 1926 -1.230843e-01 -4.329207e-02 -9.079959e-02 4.364792e-01 3.309091e-01 1927 1.778208e-02 -2.199408e-01 1.235637e-01 4.088300e-01 -9.218828e-02 1928 -1.596624e-03 -1.766224e-01 -1.241188e-01 -3.199559e-01 -2.395240e-01 1929 1.838263e-01 -1.861212e-01 5.125989e-02 -3.677473e-02 3.170613e-01 1930 -9.055998e-02 -1.028659e-01 -5.384942e-02 -5.050318e-01 -3.710180e-01 1931 2.831683e-01 -1.068893e-01 -2.106693e-01 3.045650e-01 -3.257996e-01 1932 1.152278e-02 -4.857992e-02 5.291106e-02 -3.028069e-01 -3.057653e-02 1933 -8.086112e-02 8.860597e-02 2.041928e-01 1.665643e-01 8.595320e-02 1934 -9.829030e-02 -1.757170e-01 -1.024656e-01 -1.123653e-01 1.205825e-01 1935 9.888489e-02 1.844503e-01 2.834700e-02 4.108331e-01 1.658607e-01 1936 1.706912e-01 3.790624e-01 -2.141793e-01 -5.033792e-01 2.426439e-02 1937 -1.499829e-01 -4.709321e-02 -5.685531e-02 1.981667e-01 2.353384e-01 1938 -5.305823e-01 -1.738699e-01 1.291833e-01 1.501383e-03 -1.648938e-01 1939 -4.675644e-02 -2.106905e-01 7.750340e-02 -4.234799e-02 -2.210396e-01 1940 3.333940e-02 -2.064353e-01 1.683528e-01 3.776290e-01 1.331839e-01 1941 -3.272108e-01 -7.667727e-02 1.143320e-01 2.409685e-01 -5.393414e-02 1942 1.609808e-04 2.520528e-02 7.966475e-02 3.582103e-01 -3.745282e-01 1943 -2.105621e-01 -1.423219e-01 -1.407671e-01 -2.398250e-02 -2.552821e-01 1944 -4.405427e-02 2.563151e-03 -1.469047e-01 4.634041e-01 -4.738079e-01 1945 -2.183619e-02 -8.320794e-02 -2.921771e-02 1.956457e-01 -3.630967e-01 1946 -1.698236e-02 -8.739679e-02 -1.418986e-01 -4.004576e-01 -2.785992e-02 1947 -8.839638e-02 -1.133921e-01 7.855637e-02 -1.785497e-01 3.233297e-01 1948 -1.139764e-01 -1.611775e-02 1.462319e-01 3.479846e-01 8.894095e-02 1949 7.518810e-02 -2.326357e-01 -9.972051e-02 -3.176611e-01 4.243752e-01 1950 -1.184598e-01 -3.133870e-02 4.284637e-02 4.120314e-01 2.370064e-01 1951 -2.864985e-01 -1.599167e-02 -5.282667e-02 -3.755754e-01 -2.621055e-02 1952 -1.591443e-01 -5.538402e-02 -1.477331e-01 1.836240e-01 2.356696e-01 1953 -4.855685e-03 -5.467704e-02 -1.381822e-01 2.903710e-01 1.664290e-01 1954 5.194858e-02 6.656803e-02 -1.502567e-01 -3.414065e-01 1.565815e-01 1955 -1.588315e-01 1.653662e-01 -1.426590e-01 -6.693839e-01 -4.614976e-03 1956 -1.399330e-01 -5.993195e-02 -1.691378e-01 -1.600370e-01 -2.530214e-01 1957 -6.693086e-02 -1.099230e-01 -5.780330e-02 2.638718e-01 1.890978e-01 1958 3.256565e-01 1.014507e-01 -1.299792e-01 -1.702829e-01 5.556314e-01 1959 1.557201e-01 5.806317e-02 1.576609e-01 8.294779e-02 2.122073e-01 1960 6.401319e-02 -1.684218e-01 3.073768e-03 -3.505305e-02 2.343356e-02 1961 -6.637268e-02 1.129964e-02 1.271617e-02 2.927019e-01 -1.696833e-01 1962 1.668581e-01 -8.044133e-03 5.493180e-02 1.027905e-01 4.585702e-02 1963 2.110816e-01 4.557641e-01 -4.371250e-01 3.939627e-01 -2.135676e-01 1964 3.826947e-02 3.808115e-01 4.740467e-02 -1.697578e-01 -1.281356e-01 1965 7.592362e-02 2.562593e-02 -6.675663e-02 -1.396830e-01 -1.583550e-01 1966 8.885925e-02 1.072119e-01 6.978780e-02 3.970724e-02 4.108524e-02 1967 -8.178084e-02 3.492787e-02 5.506327e-02 3.611153e-01 2.329127e-02 1968 2.532721e-02 8.048379e-02 -5.098134e-02 -3.171424e-01 1.693669e-01 1969 4.253393e-01 1.508643e-01 3.633916e-01 -5.334193e-01 7.865000e-02 1970 -9.929665e-03 6.059335e-02 -3.533855e-02 2.927670e-01 6.606432e-03 1971 -9.545309e-02 1.005926e-01 1.112506e-02 -2.606569e-01 -2.417743e-01 1972 1.385822e-01 2.470989e-01 -1.361118e-01 -6.551537e-02 2.614472e-01 1973 -3.752375e-02 1.390318e-01 5.919686e-01 -2.046261e-01 2.526680e-01 1974 1.385134e-01 -6.146881e-02 3.833664e-02 -7.366117e-02 4.115909e-02 1975 6.048914e-02 3.454127e-02 4.513380e-02 2.632911e-01 1.417339e-01 1976 -5.750201e-02 2.258386e-02 -4.350287e-02 -3.064058e-01 -1.097118e-01 1977 2.562484e-02 2.797923e-02 -4.199140e-02 2.571136e-01 3.260860e-01 1978 1.097080e-01 1.413908e-01 1.503646e-02 1.246058e-01 -8.442757e-02 1979 8.338447e-03 -3.973398e-02 2.024498e-01 7.430409e-02 -2.237706e-01 1980 -7.385170e-02 -5.988406e-02 2.829998e-01 -3.480068e-01 7.822072e-02 1981 -1.925261e-01 -4.482000e-02 6.006344e-02 1.987021e-01 5.739316e-02 1982 3.494699e-01 1.758681e-02 4.795265e-03 -2.057843e-01 1.031290e-02 1983 -1.295020e-01 1.726459e-01 -4.691558e-02 -4.965449e-01 2.153010e-01 1984 5.702008e-02 9.658362e-02 2.951005e-01 -1.127614e-01 -1.920073e-01 1985 3.893655e-01 -4.876059e-03 2.014093e-01 -4.182497e-02 -5.502572e-01 1986 -4.719049e-02 -2.057526e-02 1.221452e-01 2.610693e-01 5.919898e-02 1987 1.419888e-01 4.394951e-02 4.802117e-01 -8.802753e-02 -2.833737e-01 1988 2.186597e-01 4.059202e-02 3.702811e-01 -1.288066e-02 5.142783e-03 1989 -1.700258e-01 3.127982e-02 1.905478e-01 4.055424e-01 5.641129e-02 1990 -1.750462e-02 -1.101529e-01 -1.414288e-02 2.332095e-01 2.996384e-03 1991 1.173560e-01 -2.201329e-01 1.249404e-01 5.211622e-01 -6.401760e-02 Jun Jul Aug Sep Oct 1913 -1.202146e-01 -2.803713e-02 2.233733e-01 -1.752565e-01 2.622513e-02 1914 2.690574e-01 -6.057507e-02 4.087512e-01 1.126472e-01 -3.561219e-01 1915 2.898698e-02 1.902480e-01 -7.338789e-02 -1.376321e-01 1.335855e-01 1916 -2.540459e-01 2.082256e-01 1.186783e-01 -3.696631e-01 6.025071e-02 1917 -5.011390e-02 1.756759e-01 -1.037972e-02 -8.524152e-02 -1.291617e-01 1918 7.355925e-02 5.703068e-02 -7.108466e-02 -1.423159e-01 2.040347e-01 1919 1.373858e-01 1.557848e-01 2.826005e-02 -6.676824e-02 -1.771807e-01 1920 2.704738e-02 2.662001e-01 1.029624e-01 -1.805426e-01 -2.002980e-01 1921 -2.881611e-02 5.026379e-01 2.099146e-02 -4.542309e-02 3.330792e-01 1922 2.590800e-01 -1.487811e-02 4.594751e-02 2.076856e-03 2.582504e-01 1923 9.972273e-02 -1.542273e-01 -1.022915e-02 7.840095e-02 1.194174e-01 1924 1.399698e-01 -5.111860e-02 -3.117602e-02 6.575656e-02 -4.621102e-01 1925 -2.153841e-01 -1.769803e-02 1.653629e-01 2.007175e-01 -1.848261e-01 1926 2.382071e-02 -6.676082e-02 -5.231161e-02 1.166957e-01 -5.576425e-01 1927 -3.524365e-01 1.166507e-01 -1.571206e-01 -1.427060e-01 5.993417e-02 1928 7.093142e-02 -3.119283e-02 -2.467673e-02 4.437430e-02 3.600082e-01 1929 -1.838322e-02 6.251838e-02 -1.269100e-01 -2.158108e-01 -1.223446e-01 1930 -1.029336e-01 -2.774244e-01 4.181095e-02 -9.285818e-02 -9.624925e-02 1931 5.077680e-02 1.702640e-02 -9.922748e-02 1.050590e-02 -2.547496e-01 1932 -1.784442e-01 3.565084e-02 -1.357435e-01 5.496140e-02 2.604526e-02 1933 4.011842e-02 -5.530825e-02 1.557837e-01 -7.485458e-02 -1.661912e-02 1934 8.944173e-02 2.850927e-01 1.060835e-01 -9.671990e-02 2.432258e-03 1935 -2.748280e-02 -4.643543e-02 1.020571e-01 1.109698e-01 1.811410e-01 1936 -1.101294e-01 1.373210e-01 -1.008135e-01 -4.584641e-02 -1.796651e-01 1937 2.273690e-02 -8.447749e-02 -8.750893e-02 3.603283e-02 1.168324e-01 1938 2.453657e-02 -8.001239e-02 -4.317106e-02 1.153736e-01 -2.106405e-01 1939 -1.592959e-01 -1.452031e-01 -1.832604e-01 1.594965e-01 -3.193678e-01 1940 -3.935457e-02 9.193839e-02 -3.174929e-03 -4.654706e-02 1.747356e-01 1941 -1.031797e-01 1.757107e-02 4.945885e-02 4.060456e-02 -1.007948e-03 1942 -2.425885e-01 -5.117404e-02 -2.948433e-02 3.174737e-01 3.993207e-01 1943 -6.703813e-02 -7.693244e-02 -7.262046e-04 -1.394020e-01 5.373566e-02 1944 4.612135e-02 1.327843e-01 -4.248265e-02 -1.467874e-01 -9.447438e-02 1945 -1.039380e-01 -2.699738e-01 2.159153e-01 1.204964e-01 2.068312e-01 1946 -9.958986e-02 -2.470953e-01 -1.168399e-01 -6.988819e-02 -1.050313e-01 1947 -3.600342e-02 -3.705854e-02 -6.837567e-02 -1.999755e-01 -3.409423e-01 1948 8.900721e-02 -9.381864e-03 -8.268189e-02 -3.400417e-02 1.598462e-01 1949 2.684652e-01 -3.393429e-01 3.201265e-01 1.834571e-01 4.354448e-02 1950 -9.006497e-02 -1.431996e-01 1.996554e-01 -9.776569e-02 -6.817774e-03 1951 1.854538e-01 -1.399461e-02 -1.978122e-01 -6.389357e-02 -1.582617e-01 1952 -1.550082e-01 7.148529e-02 -1.774093e-01 -2.361388e-01 -7.276339e-02 1953 9.561457e-03 1.154318e-01 -1.215320e-01 -1.627866e-01 -1.799888e-02 1954 -2.403374e-01 -2.666028e-03 -1.149180e-01 1.473896e-01 -3.756548e-02 1955 -4.277458e-02 1.785317e-01 3.783343e-02 1.562748e-01 -4.101380e-02 1956 1.746120e-01 2.147978e-01 -4.171627e-02 -2.594388e-01 -3.549588e-02 1957 1.277255e-01 -1.467581e-01 -1.566598e-01 -2.229309e-02 1.035079e-01 1958 -2.009198e-01 -7.514927e-02 1.049863e-01 1.073800e-01 -2.156733e-01 1959 1.503477e-02 -2.302792e-01 -7.240577e-02 1.464299e-01 3.693583e-01 1960 6.104185e-02 9.937913e-02 -7.689098e-02 5.087359e-01 -5.210581e-02 1961 1.049451e-01 2.345201e-01 -1.358140e-01 1.928290e-01 7.017317e-02 1962 1.186213e-01 -2.797219e-01 -7.213172e-03 2.601062e-01 1.714685e-01 1963 1.443756e-01 8.554226e-02 1.658879e-01 -4.269605e-02 2.551728e-01 1964 -6.234988e-02 -2.947931e-02 5.925672e-02 1.846672e-01 1.370089e-02 1965 3.965558e-01 3.307166e-02 9.390725e-02 8.705444e-02 3.144259e-01 1966 5.239422e-02 -1.102085e-01 9.234569e-02 -7.598318e-02 3.113498e-01 1967 8.112159e-02 8.877706e-02 3.065916e-02 -2.806065e-05 1.897854e-01 1968 2.466878e-01 -7.069238e-02 -1.124010e-01 -8.848577e-03 3.402421e-02 1969 -3.277706e-02 1.968847e-01 -1.344176e-01 2.197119e-01 -1.093057e-01 1970 -4.965164e-03 -2.138298e-01 1.056325e-01 2.319791e-01 1.400778e-01 1971 -5.158920e-02 -3.692680e-01 -9.286558e-02 1.760737e-02 -1.912210e-02 1972 8.638631e-03 -9.380319e-04 2.157335e-03 -8.883692e-03 7.239712e-03 1973 3.118920e-01 7.743355e-03 -5.803339e-02 -1.509193e-01 7.233543e-02 1974 -1.414996e-01 7.950575e-03 -1.116547e-01 -2.004636e-01 4.028870e-01 1975 2.092732e-01 2.016992e-01 -1.562025e-02 -1.255940e-01 2.026512e-02 1976 -4.475951e-02 8.734588e-02 -1.026225e-01 -2.417311e-03 9.090727e-03 1977 9.214029e-03 3.753047e-01 3.545975e-01 1.847864e-01 -1.597822e-01 1978 -1.649375e-01 3.249929e-02 1.257900e-01 -2.783384e-02 -5.601774e-02 1979 -1.217191e-01 -6.758387e-02 -2.562966e-02 2.260764e-01 -5.410701e-02 1980 -1.841141e-01 -4.253111e-02 -2.059831e-01 -2.813471e-02 -1.464405e-01 1981 -3.137598e-01 -2.703491e-02 -2.035204e-02 2.920754e-01 -7.364804e-02 1982 -1.648135e-01 -2.280137e-02 1.165201e-01 -1.218628e-01 -2.703769e-02 1983 6.637926e-02 1.295684e-01 1.154062e-01 1.889398e-01 -1.727285e-01 1984 -1.233023e-01 3.869405e-02 1.940881e-02 -5.106174e-02 -1.657570e-01 1985 3.744296e-02 1.675092e-01 -6.311491e-02 1.611361e-01 4.348891e-02 1986 1.044547e-01 -1.890907e-01 -1.133199e-01 -1.442031e-02 1.749806e-01 1987 2.297531e-01 -1.990856e-01 -7.227606e-02 -1.535200e-01 -4.306682e-02 1988 -1.928576e-01 -1.471645e-01 5.978790e-02 -2.131642e-01 -2.232250e-01 1989 -8.362957e-02 -6.479436e-02 6.164953e-03 -1.028996e-01 2.821337e-02 1990 -8.534829e-02 -1.992696e-01 1.365019e-01 -1.685848e-01 2.297495e-02 1991 3.549551e-01 -2.924441e-02 -1.506332e-01 -2.353447e-01 2.259642e-02 Nov Dec 1913 -2.023753e-01 -8.371192e-02 1914 -3.563444e-01 -8.110854e-02 1915 1.139835e-01 -1.114747e-01 1916 5.381637e-02 -4.329405e-01 1917 -2.645437e-01 -2.380060e-01 1918 1.631487e-01 2.027358e-01 1919 -1.520926e-01 -6.843971e-02 1920 6.797975e-02 1.743626e-01 1921 -2.222222e-01 -4.729552e-02 1922 -2.644246e-02 4.648648e-02 1923 -2.981411e-01 1.886132e-01 1924 -1.948645e-01 1.065701e-01 1925 -1.736052e-01 2.386236e-01 1926 -1.507200e-01 8.469582e-01 1927 1.888699e-02 -7.084517e-02 1928 -2.001024e-01 -1.460653e-01 1929 -2.885730e-01 -2.709626e-01 1930 -1.747114e-01 1.140587e-02 1931 -6.123198e-02 -5.212326e-02 1932 -1.215488e-01 -1.452958e-01 1933 2.465383e-01 1.636122e-01 1934 5.480525e-01 -3.243086e-03 1935 2.689330e-01 -1.194561e-01 1936 -5.697012e-02 9.610555e-02 1937 1.604938e-01 6.201187e-02 1938 2.431485e-01 -1.784854e-01 1939 -2.771129e-01 7.396836e-03 1940 2.183005e-01 5.816706e-01 1941 -2.050157e-01 -8.081577e-03 1942 -6.325106e-02 1.599149e-01 1943 -1.667850e-01 1.096391e-01 1944 -2.364824e-01 -1.094085e-01 1945 -3.279357e-02 -1.049793e-01 1946 -1.408098e-01 -5.111273e-02 1947 -2.809509e-01 7.737759e-02 1948 -5.690200e-02 -4.013909e-02 1949 -1.518133e-01 -3.095895e-01 1950 3.526678e-01 -2.698931e-02 1951 1.533514e-01 1.762746e-01 1952 -6.839538e-04 -7.012491e-02 1953 -3.478542e-01 -1.774476e-01 1954 2.418168e-01 -6.858480e-02 1955 3.427314e-01 9.720156e-02 1956 -6.328121e-02 -7.980323e-02 1957 -6.844017e-02 6.350043e-03 1958 2.409651e-01 2.428767e-01 1959 -2.457013e-01 1.854303e-01 1960 1.750241e-01 7.820218e-02 1961 2.120967e-02 -8.181141e-02 1962 -1.468061e-01 -2.700201e-01 1963 3.628659e-01 6.089297e-02 1964 -8.611982e-02 1.311099e-01 1965 -9.233234e-02 -8.129846e-02 1966 1.029483e-01 -9.087624e-02 1967 -7.199190e-02 2.649409e-01 1968 2.180664e-01 -6.796753e-02 1969 2.145288e-01 -8.866777e-02 1970 6.706357e-02 1.046292e-01 1971 -2.408416e-01 6.118401e-03 1972 1.819947e-02 -1.902634e-01 1973 -3.428856e-02 -6.931781e-02 1974 -9.893930e-03 -4.450927e-03 1975 -1.812127e-01 2.082858e-02 1976 4.150293e-01 -1.499411e-02 1977 -4.629606e-02 1.868597e-01 1978 -8.649529e-02 9.016773e-02 1979 -3.220429e-02 -1.027890e-01 1980 -2.899158e-01 2.473983e-01 1981 -3.740064e-03 5.105995e-01 1982 4.071851e-01 -1.338013e-01 1983 -1.861787e-01 5.009710e-02 1984 4.873755e-01 -4.322056e-01 1985 -3.341521e-01 -1.514237e-01 1986 -2.481359e-01 -2.144634e-01 1987 6.220532e-02 -8.177442e-02 1988 2.358583e-01 -1.187045e-01 1989 1.197035e-01 -1.311440e-01 1990 5.399037e-01 3.786655e-02 1991 4.909906e-01 -1.496410e-01 $portmanteau.test $portmanteau.test$QM [,1] [,2] [,3] [,4] [1,] 1.2385593 7.662516 8.557323 12.67232 [2,] 6.7037426 10.314739 19.925393 29.65042 [3,] 4.4260039 6.286687 12.741855 22.10372 [4,] 7.0814729 7.953657 12.343296 16.23929 [5,] 1.2756624 3.519195 15.541614 20.53343 [6,] 0.3345657 14.774391 18.576333 23.05116 [7,] 2.7661078 10.266698 14.730405 17.24386 [8,] 4.5565922 11.572028 14.379916 17.55193 [9,] 4.7421034 7.700167 13.178117 14.25953 [10,] 1.8503846 6.016364 13.748339 19.26425 [11,] 2.7374340 6.952487 8.354099 16.61374 [12,] 7.5349809 15.032765 26.068905 35.15483 $portmanteau.test$QM.df [,1] [,2] [,3] [,4] [1,] 4 9 14 19 [2,] 4 9 14 19 [3,] 4 9 14 19 [4,] 4 9 14 19 [5,] 4 9 14 19 [6,] 2 7 12 17 [7,] 3 8 13 18 [8,] 4 9 14 19 [9,] 4 9 14 19 [10,] 2 7 12 17 [11,] 4 9 14 19 [12,] 4 9 14 19 $portmanteau.test$QM.sl [,1] [,2] [,3] [,4] [1,] 0.8717102 0.56848115 0.85832122 0.85491505 [2,] 0.1523971 0.32561132 0.13251121 0.05641935 [3,] 0.3514119 0.71091781 0.54694342 0.27912456 [4,] 0.1316449 0.53882312 0.57875437 0.64125736 [5,] 0.8654910 0.94012295 0.34216070 0.36314375 [6,] 0.8459603 0.03900261 0.09927870 0.14759244 [7,] 0.4291096 0.24680395 0.32448403 0.50640302 [8,] 0.3358898 0.23852513 0.42180755 0.55252930 [9,] 0.3147971 0.56462153 0.51254894 0.76835716 [10,] 0.3964552 0.53783990 0.31706680 0.31357700 [11,] 0.6026802 0.64206631 0.87007477 0.61601782 [12,] 0.1101766 0.09003991 0.02536967 0.01337899 $residual.acf lags periods lag 1 lag 2 lag 3 lag 4 lag 5 Jan -9.074425e-02 1.273701e-02 0.041466695 0.073403977 0.013077003 Feb 5.430577e-02 -2.458664e-01 0.127661923 0.070487889 0.014692426 Mar -1.163953e-01 1.594117e-01 -0.043457572 0.060937812 -0.106053752 Apr 1.258787e-01 -2.221958e-01 0.023543959 0.149194025 -0.036154937 May -3.926900e-02 2.157657e-02 0.010352620 0.070126997 0.094866588 Jun 1.703999e-16 -2.163131e-16 -0.051544675 -0.039689166 0.001710566 Jul 5.096794e-03 -1.134987e-02 0.009973078 -0.169991576 0.076567798 Aug -2.522742e-02 6.219444e-02 0.038789593 0.060271993 -0.219172227 Sep 1.128500e-01 -1.514618e-01 -0.031995535 0.004317709 -0.152671045 Oct -9.571224e-16 1.548499e-16 -0.032783424 0.118472296 -0.091171005 Nov 8.528105e-02 -1.052427e-01 0.092714190 0.076690084 -0.042718697 Dec -2.769031e-02 -1.679117e-01 0.257622467 -0.004649663 0.005239010 lags periods lag 6 lag 7 lag 8 lag 9 lag 10 Jan -0.07997898 0.20316707 -0.169840857 -0.06646055 0.019134506 Feb 0.16695454 0.06222316 -0.013248934 0.08808317 0.077598889 Mar 0.05277002 -0.05003146 -0.081047044 0.08558261 0.063827793 Apr -0.09922215 0.01735967 -0.001327322 -0.02710302 -0.004222671 May -0.02491033 -0.03054336 0.001776585 -0.14466338 -0.074535888 Jun -0.16244332 0.09084480 0.355089220 -0.05793567 0.127997625 Jul 0.11959298 0.10288826 0.207407104 -0.11327220 -0.114833043 Aug 0.25759068 -0.06312977 -0.083522088 0.01676992 0.104755702 Sep -0.04550089 0.16848808 -0.023851623 0.07264836 0.032517331 Oct 0.14312125 0.04976958 -0.017740522 0.16666508 -0.040742566 Nov 0.12251533 0.11091475 0.105492581 0.02978174 0.118437230 Dec -0.10946470 0.24630913 0.051528421 -0.13967105 0.009734803 lags periods lag 11 lag 12 lag 13 lag 14 lag 15 Jan 0.098083340 -0.028347279 -0.008849588 -0.026495795 -0.009408534 Feb -0.075259899 0.192862120 0.250270912 -0.007721045 0.122179835 Mar -0.055017152 0.239858813 0.082921108 0.106376562 -0.021520244 Apr -0.019337247 -0.160597593 0.093705556 -0.134642835 -0.033671927 May 0.156561411 0.199839163 -0.239089776 -0.158536443 0.050002317 Jun 0.025011595 -0.002585942 -0.040052012 -0.157217219 -0.143397355 Jul 0.040158400 0.183130160 -0.037297456 0.012261713 -0.135083520 Aug -0.031579990 0.127517652 0.103748448 0.009790310 0.081016478 Sep 0.003556980 0.226035553 -0.084950125 0.052275606 -0.078204518 Oct -0.015434024 0.057475849 0.008101748 -0.041028067 0.302092614 Nov 0.038680421 0.059960660 -0.050321882 0.092970491 0.034045071 Dec -0.219565138 0.161023994 -0.103066245 -0.134065241 0.187482676 lags periods lag 16 lag 17 lag 18 lag 19 lag 20 Jan -0.108914086 0.008288044 0.17558821 0.056728707 0.073643519 Feb 0.217806193 0.115035044 -0.09743203 0.007045642 0.226423696 Mar -0.107091220 -0.065376609 0.13094330 0.078637840 -0.276463119 Apr -0.007679860 0.153199803 -0.10252187 0.118237053 0.006926512 May -0.005615818 -0.072931798 0.03825222 -0.096617663 -0.213165434 Jun 0.186012735 0.052686998 -0.08031297 0.049760738 0.096879508 Jul -0.152161409 -0.012084065 -0.01359687 0.061578180 -0.063526946 Aug 0.019116873 0.039695453 -0.04352545 0.171589208 0.079269504 Sep 0.066163208 0.022958996 -0.01608694 0.085179857 0.033112301 Oct 0.094002988 -0.090349447 0.14782214 0.129534191 0.115359281 Nov -0.110827346 0.170414619 0.22727146 0.004984024 0.101133507 Dec -0.001607617 -0.134820673 -0.18064329 0.183606985 -0.170391233 $residual.acf.sd lags periods lag 1 lag 2 lag 3 lag 4 lag 5 lag 6 Jan 0.08633936 0.093938065 0.10598928 0.10650102 0.1131185 0.1119606 Feb 0.08611677 0.098572324 0.10251300 0.10909916 0.1093871 0.1131645 Mar 0.08819503 0.096846801 0.10380263 0.10609313 0.1100061 0.1101794 Apr 0.08559165 0.099166597 0.10373310 0.10755605 0.1088418 0.1110672 May 0.06496980 0.104307688 0.10824256 0.10966048 0.1108818 0.1112994 Jun 0.00766863 0.004428359 0.08549513 0.09912249 0.1037048 0.1075404 Jul 0.04965632 0.034367519 0.09742581 0.11168745 0.1120745 0.1122172 Aug 0.07163479 0.092393197 0.11245332 0.10802872 0.1125081 0.1125084 Sep 0.08736839 0.090107961 0.10085991 0.11247534 0.1098291 0.1125084 Oct 0.01652553 0.012832852 0.07118343 0.09220197 0.1124528 0.1079895 Nov 0.08276627 0.085136741 0.11210596 0.10776766 0.1099378 0.1125011 Dec 0.07663214 0.099818618 0.10073928 0.11232208 0.1103346 0.1113234 lags periods lag 7 lag 8 lag 9 lag 10 lag 11 lag 12 lag 13 Jan 0.1125356 0.1132256 0.1130622 0.1132277 0.1132277 0.1132277 0.1132277 Feb 0.1124965 0.1128279 0.1132265 0.1131320 0.1132277 0.1132277 0.1132277 Mar 0.1124702 0.1120629 0.1122648 0.1125081 0.1124504 0.1125088 0.1125088 Apr 0.1111666 0.1124865 0.1122509 0.1123677 0.1125084 0.1124750 0.1125088 May 0.1120301 0.1120630 0.1125013 0.1124229 0.1124617 0.1125086 0.1124975 Jun 0.1088303 0.1110627 0.1111624 0.1124864 0.1122501 0.1123672 0.1125084 Jul 0.1123414 0.1123842 0.1124593 0.1124627 0.1125080 0.1124999 0.1125039 Aug 0.1125086 0.1125087 0.1125087 0.1125087 0.1125088 0.1125088 0.1125088 Sep 0.1125086 0.1125086 0.1125087 0.1125087 0.1125088 0.1125088 0.1125088 Oct 0.1125081 0.1125084 0.1125085 0.1125087 0.1125087 0.1125087 0.1125088 Nov 0.1118979 0.1125087 0.1125087 0.1125088 0.1125088 0.1125088 0.1125088 Dec 0.1125052 0.1122258 0.1125087 0.1125088 0.1125088 0.1125088 0.1125088 lags periods lag 14 lag 15 lag 16 lag 17 lag 18 lag 19 lag 20 Jan 0.1132277 0.1132277 0.1132277 0.1132277 0.1132277 0.1132277 0.1132277 Feb 0.1132277 0.1132277 0.1132277 0.1132277 0.1132277 0.1132277 0.1132277 Mar 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 Apr 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 May 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 Jun 0.1124749 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 Jul 0.1125088 0.1125076 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 Aug 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 Sep 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 Oct 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 Nov 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 Dec 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 0.1125088 $cov $cov$Jan [,1] [1,] 0.004110686 $cov$Feb [,1] [1,] 0.004666186 $cov$Mar [,1] [1,] 0.006086609 $cov$Apr [,1] [1,] 0.01481656 $cov$May [,1] [1,] 0.004509269 $cov$Jun [,1] [,2] [,3] [1,] 0.0063280375 -0.001095628 -0.0004168932 [2,] -0.0010956277 0.003556099 -0.0025039456 [3,] -0.0004168932 -0.002503946 0.0059392389 $cov$Jul [,1] [,2] [1,] 0.011010825 -0.002037675 [2,] -0.002037675 0.006483237 $cov$Aug [,1] [1,] 0.004697961 $cov$Sep [,1] [1,] 0.007931057 $cov$Oct [,1] [,2] [,3] [1,] 0.018649200 -0.01664179 0.003292144 [2,] -0.016641792 0.04366329 -0.024571970 [3,] 0.003292144 -0.02457197 0.027518820 $cov$Nov [,1] [1,] 0.008324338 $cov$Dec [,1] [1,] 0.005059931 > > > > cleanEx(); ..nameEx <- "peboxplot" > > ### * peboxplot > > flush(stderr()); flush(stdout()) > > ### Name: peboxplot > ### Title: boxplots of a periodic time series > ### Aliases: peboxplot > ### Keywords: ts > > ### ** Examples > > data(fraser) > peboxplot(log(fraser)) NULL > > > > cleanEx(); ..nameEx <- "pepacf" > > ### * pepacf > > flush(stderr()); flush(stdout()) > > ### Name: pepacf > ### Title: periodic partial autocorrelation function > ### Aliases: pepacf > ### Keywords: ts > > ### ** Examples > > data(fraser) > pepacf(log(fraser)) $acf.out $acf.out$means [1] 6.802323 6.729229 6.701575 7.386260 8.465994 8.842811 8.602368 8.158366 [9] 7.758821 7.533656 7.319756 6.981944 $acf.out$standard.deviations [1] 0.2644065 0.2569112 0.2744818 0.3637385 0.2291767 0.1758557 0.2064202 [8] 0.1995902 0.2177208 0.2800922 0.3102253 0.3031721 $acf.out$acf lags periods lag 1 lag 2 lag 3 lag 4 lag 5 lag 6 Jan 0.7605628 0.62781334 0.4785081562 0.399444644 0.17661097 0.13660222 Feb 0.7838946 0.56744455 0.5839466885 0.424682988 0.37215526 0.21461752 Mar 0.7607552 0.65286065 0.4225520556 0.454665697 0.29893674 0.29526459 Apr 0.5774642 0.36144104 0.4213526098 0.285934616 0.21419304 0.13335429 May 0.3203617 0.23758964 0.1845467328 0.214926812 0.14008272 0.05595161 Jun 0.2411732 -0.25065689 0.0795668857 0.118474978 0.09456793 0.08392808 Jul 0.6095068 -0.03167037 -0.1991385635 0.041008541 0.18859296 0.16064079 Aug 0.7765472 0.49895714 -0.0006171332 -0.152066032 -0.01738546 0.22810334 Sep 0.6880798 0.46788587 0.3688460259 -0.008776051 -0.13996665 0.08347589 Oct 0.6922460 0.34253115 0.3126389048 0.273584893 -0.03691188 0.01199360 Nov 0.6811214 0.44837594 0.2809547895 0.219228567 0.16769948 0.10557517 Dec 0.7625285 0.53863153 0.4387789530 0.179266095 0.12457609 0.10023991 lags periods lag 7 lag 8 lag 9 lag 10 lag 11 lag 12 Jan 0.16944162 0.06269180 0.05670052 0.12019546 0.13047584 0.049455319 Feb 0.12106743 0.13371361 0.13553223 0.15238960 0.21302776 0.327804252 Mar 0.14633782 0.09488440 0.17967449 0.15599336 0.16506708 0.295577067 Apr 0.18953781 0.09721975 0.07204521 0.14335089 0.04595685 0.004271505 May 0.04948945 0.05539409 0.02162948 0.12201415 0.31002916 0.118450203 Jun 0.24240643 0.24311612 0.04806462 0.11143392 0.08472541 0.118363563 Jul 0.13311051 0.21820459 0.08073770 0.03507679 0.18277433 0.153868629 Aug 0.10035739 0.10528346 0.21660781 0.12057986 0.07544637 0.232977189 Sep 0.28375896 0.13397926 0.17252609 0.23556833 0.18463735 0.141201719 Oct 0.16134329 0.25888831 0.20550367 0.16264973 0.21866971 0.218647259 Nov 0.15095225 0.24234106 0.26774014 0.23930645 0.16739872 0.199158185 Dec 0.22334476 0.08978525 0.09381379 0.14871342 0.10675805 0.149219929 lags periods lag 13 lag 14 lag 15 lag 16 lag 17 Jan 0.089232517 0.04335322 0.077114695 0.140282696 0.09244696 Feb 0.231618700 0.19104061 0.196854567 0.218024105 0.17055676 Mar 0.280404763 0.17519688 0.088432269 0.086179599 0.14455326 Apr 0.198384054 0.11759177 0.131683658 0.114607274 0.13841436 May -0.234620975 -0.02490185 -0.021567902 -0.070902345 -0.10751993 Jun -0.006027259 -0.14595339 -0.029299173 0.157225203 0.01085247 Jul 0.028870972 -0.05790376 -0.177364733 -0.085811158 0.09862085 Aug 0.171541098 0.03875821 0.002776710 -0.139645970 -0.08697952 Sep 0.117100327 0.11240910 -0.005549963 0.074465684 -0.01157336 Oct 0.180272071 0.15227946 0.224600757 -0.002263883 0.05798679 Nov 0.175461323 0.18999489 0.129609617 0.166094149 0.16270087 Dec 0.091770314 0.11724368 0.179356115 0.021027990 0.02730439 lags periods lag 18 lag 19 lag 20 Jan 0.11764486 0.104274822 0.252082540 Feb 0.08520229 0.157702069 0.176325018 Mar 0.13606276 -0.011466155 -0.017398013 Apr 0.07917652 0.135022580 -0.026378876 May -0.08619534 -0.205238460 -0.165789384 Jun -0.04211419 0.019922399 0.028277957 Jul 0.01710679 -0.002822277 -0.005141135 Aug 0.09437301 0.057698893 -0.035828107 Sep 0.06295157 0.251669518 0.228956761 Oct 0.21507431 0.289823146 0.377964423 Nov 0.20784731 0.179953724 0.250192058 Dec 0.10004517 0.244679423 0.055016152 $acf.out$benchmark.sd [1] 0.1125088 $acf.out$sub.lengths [1] 78 78 79 79 79 79 79 79 79 79 79 79 $acf.out$period [1] 12 $acf.out$title [1] "Fraser River at Hope, mean monthly flow (cms), 1912.3-1991.12" $acf.out$periodicity.test $acf.out$periodicity.test$Q1 [1] 413.8426 $acf.out$periodicity.test$Q1.sl [1] 0 $acf.out$portmanteau.test $acf.out$portmanteau.test$QM [,1] [,2] [,3] [,4] [1,] 110.01158 115.46054 118.26778 127.59270 [2,] 125.50857 135.00505 157.56146 168.75634 [3,] 117.36989 131.30939 150.03778 153.86909 [4,] 60.90238 68.01549 73.82885 78.48846 [5,] 20.47729 22.39789 35.73090 43.31427 [6,] 11.87399 23.04682 26.54660 28.77465 [7,] 35.50314 43.38915 50.85643 52.25002 [8,] 69.15743 79.86792 87.25158 90.50027 [9,] 66.99880 82.15009 88.62415 98.65782 [10,] 60.86842 73.68416 89.92403 112.04591 [11,] 64.78689 82.29441 94.48628 109.86784 [12,] 87.82874 95.64255 102.71727 108.64554 $acf.out$portmanteau.test$QM.df [,1] [,2] [,3] [,4] [1,] 5 10 15 20 [2,] 5 10 15 20 [3,] 5 10 15 20 [4,] 5 10 15 20 [5,] 5 10 15 20 [6,] 5 10 15 20 [7,] 5 10 15 20 [8,] 5 10 15 20 [9,] 5 10 15 20 [10,] 5 10 15 20 [11,] 5 10 15 20 [12,] 5 10 15 20 attr(,"type") [1] "acf" $pacf [,1] [,2] [,3] [,4] [,5] [,6] [1,] 0.7605628 0.11394630 0.08036702 0.056158942 -0.02436818 0.032424679 [2,] 0.7838946 -0.07133404 0.27948636 -0.021247269 0.10958794 0.004781437 [3,] 0.7607552 0.14022568 -0.13315920 0.061227364 -0.08065277 0.080544563 [4,] 0.5774642 -0.14695213 0.19627865 0.011156909 -0.10627583 -0.017377189 [5,] 0.3203617 0.06800249 0.04152799 0.052265652 -0.01991474 -0.101059549 [6,] 0.2411732 -0.35669286 0.27823338 0.026359184 0.06820623 0.036784104 [7,] 0.6095068 -0.23222233 0.03792279 0.028399006 0.24517730 0.070738314 [8,] 0.7765472 0.05134407 0.02247208 0.004211267 -0.11427340 0.317866302 [9,] 0.6880798 -0.14532284 0.11028352 -0.058607095 -0.03123170 0.219152565 [10,] 0.6922460 -0.25548745 0.23970725 0.037725352 -0.04590016 0.223689177 [11,] 0.6811214 -0.04377081 0.13187985 -0.101777713 -0.03467196 0.201880032 [12,] 0.7625285 0.04065401 0.17805634 -0.254824594 0.04354441 -0.025707433 [,7] [,8] [,9] [,10] [,11] [1,] 0.11972231 -0.20537472 0.107710870 0.04223548 -0.052539230 [2,] -0.11173972 -0.03394285 0.226643980 0.07005224 0.062536466 [3,] -0.09684996 0.06220516 0.133932906 0.10059050 0.111023159 [4,] 0.06496209 0.02680676 0.003610312 0.02872669 -0.077278963 [5,] 0.01177495 -0.03872308 0.028208530 0.18181171 0.289691862 [6,] 0.29923771 0.12088234 -0.123178754 0.18073730 -0.175606095 [7,] -0.02052832 -0.04947714 -0.244471962 0.11090044 0.146012703 [8,] -0.22761489 0.03450800 0.068703724 0.03286754 0.040683283 [9,] 0.10502882 -0.01500722 0.123917973 -0.05036435 0.044343965 [10,] -0.02996325 0.06979801 0.062421181 -0.11674434 0.044980035 [11,] 0.10759542 0.12454993 -0.055427348 0.03567654 0.001596226 [12,] 0.25559544 -0.12990716 -0.211864375 0.01988046 -0.092620196 [,12] [,13] [,14] [,15] [,16] [1,] -0.114226548 0.009312263 -0.158978664 -0.0215874578 0.04388896 [2,] 0.345705871 0.039090202 -0.027503968 0.1418962828 0.11777371 [3,] 0.146638772 -0.103495975 -0.077284801 -0.1198539901 -0.11064221 [4,] -0.039060421 0.161314356 -0.099284334 0.2210078904 0.04801038 [5,] -0.006741508 -0.231475022 0.006925223 -0.0002148399 -0.10682016 [6,] -0.029372176 -0.047942536 -0.206453710 0.1217146863 0.28230509 [7,] 0.131770909 -0.065107952 -0.067382186 -0.1865451435 0.04356740 [8,] 0.109459085 -0.029429078 -0.020510811 0.0911316558 -0.04983819 [9,] 0.025423008 -0.171328202 0.158483439 -0.0638270944 0.06234286 [10,] 0.079601612 0.046189957 0.139738812 0.2091884742 -0.18512371 [11,] 0.009642685 0.004636237 0.053615427 -0.1009629393 -0.02471343 [12,] 0.156338815 -0.095694310 0.077986486 0.0818659785 -0.18640910 [,17] [,18] [,19] [,20] [1,] 0.168735845 0.17485129 -0.02349203 0.10680345 [2,] -0.152383067 -0.10341523 0.08498022 0.09287694 [3,] 0.065566342 0.02116472 -0.23018673 -0.18536488 [4,] 0.166060773 -0.11276839 0.10732484 -0.12534145 [5,] -0.114350039 -0.10049617 -0.30990940 0.02663347 [6,] -0.086077257 0.04415289 0.07955377 0.04475262 [7,] -0.006033092 0.06277297 -0.04330494 -0.07967384 [8,] -0.048357739 -0.09464232 0.04474486 -0.21045467 [9,] 0.035403540 0.09572668 0.18265452 0.10921502 [10,] 0.175661951 0.37141764 0.11106115 -0.02393132 [11,] 0.246353164 0.15188595 0.04319799 -0.06561984 [12,] -0.132112869 0.03813748 0.09329108 -0.08430969 $residual.sd [,1] [,2] [,3] [,4] [,5] [,6] [,7] [1,] 0.2644065 0.1716697 0.1705516 0.1699999 0.1697317 0.1696813 0.1695920 [2,] 0.2569112 0.1595146 0.1591082 0.1527677 0.1527332 0.1518133 0.1518116 [3,] 0.2744818 0.1781494 0.1763892 0.1748184 0.1744904 0.1739219 0.1733569 [4,] 0.3637385 0.2969620 0.2937380 0.2880243 0.2880064 0.2863753 0.2863321 [5,] 0.2291767 0.2170981 0.2165955 0.2164087 0.2161129 0.2160700 0.2149638 [6,] 0.1758557 0.1706648 0.1594388 0.1531431 0.1530899 0.1527334 0.1526300 [7,] 0.2064202 0.1636460 0.1591723 0.1590578 0.1589937 0.1541409 0.1537548 [8,] 0.1995902 0.1257536 0.1255877 0.1255560 0.1255549 0.1247324 0.1182632 [9,] 0.2177208 0.1579859 0.1563087 0.1553553 0.1550882 0.1550126 0.1512443 [10,] 0.2800922 0.2021318 0.1954235 0.1897260 0.1895910 0.1893911 0.1845921 [11,] 0.3102253 0.2271378 0.2269201 0.2249382 0.2237701 0.2236355 0.2190309 [12,] 0.3031721 0.1961386 0.1959764 0.1928448 0.1864785 0.1863016 0.1862400 [,8] [,9] [,10] [,11] [,12] [,13] [,14] [1,] 0.1683722 0.1647831 0.1638244 0.1636783 0.1634522 0.1623824 0.1623753 [2,] 0.1508609 0.1507740 0.1468505 0.1464897 0.1462030 0.1371885 0.1370837 [3,] 0.1725419 0.1722078 0.1706562 0.1697907 0.1687410 0.1669169 0.1660205 [4,] 0.2857272 0.2856246 0.2856227 0.2855048 0.2846510 0.2844338 0.2807086 [5,] 0.2149489 0.2147877 0.2147022 0.2111239 0.2020709 0.2020663 0.1965783 [6,] 0.1456363 0.1445683 0.1434674 0.1411047 0.1389120 0.1388520 0.1386924 [7,] 0.1537224 0.1535341 0.1488753 0.1479570 0.1463713 0.1450950 0.1447871 [8,] 0.1151590 0.1150904 0.1148185 0.1147564 0.1146614 0.1139724 0.1139231 [9,] 0.1504078 0.1503909 0.1492317 0.1490423 0.1488957 0.1488476 0.1466467 [10,] 0.1845092 0.1840592 0.1837003 0.1824441 0.1822595 0.1816811 0.1814872 [11,] 0.2177594 0.2160638 0.2157317 0.2155943 0.2155940 0.2155840 0.2155817 [12,] 0.1800538 0.1785281 0.1744753 0.1744409 0.1736910 0.1715552 0.1707679 [,15] [,16] [,17] [,18] [,19] [,20] [,21] [1,] 0.1603102 0.1602729 0.1601184 0.1578226 0.1553913 0.1553484 0.1544598 [2,] 0.1370318 0.1356453 0.1347012 0.1331281 0.1324143 0.1319353 0.1313651 [3,] 0.1655240 0.1643308 0.1633219 0.1629704 0.1629339 0.1585586 0.1558107 [4,] 0.2793216 0.2724146 0.2721004 0.2683225 0.2666109 0.2650710 0.2629805 [5,] 0.1965736 0.1965736 0.1954489 0.1941668 0.1931839 0.1836727 0.1836075 [6,] 0.1357044 0.1346955 0.1292167 0.1287371 0.1286116 0.1282040 0.1280755 [7,] 0.1444580 0.1419223 0.1417875 0.1417849 0.1415053 0.1413726 0.1409231 [8,] 0.1138991 0.1134252 0.1132842 0.1131517 0.1126438 0.1125310 0.1100107 [9,] 0.1447934 0.1444981 0.1442171 0.1441266 0.1434648 0.1410513 0.1402075 [10,] 0.1797065 0.1757306 0.1726931 0.1700078 0.1578465 0.1568700 0.1568250 [11,] 0.2152716 0.2141716 0.2141062 0.2075075 0.2051000 0.2049085 0.2044669 [12,] 0.1702478 0.1696764 0.1667023 0.1652411 0.1651209 0.1644008 0.1638155 $phi [,1] [,2] [,3] [,4] [,5] [,6] [1,] 0.6589492 0.041082637 -0.08977826 0.12565403 -0.10277954 -0.102763468 [2,] 0.8700298 -0.301093399 0.20157789 -0.03079655 0.03393160 0.065703678 [3,] 0.6618710 0.296971024 -0.25808640 0.11528032 -0.07865125 0.136771321 [4,] 0.8973904 -0.400732861 0.34100591 0.18605764 -0.26247150 0.004142777 [5,] 0.1549853 0.001942657 0.20813377 -0.09963635 0.13985599 -0.105093148 [6,] 0.2770527 -0.246038698 0.22451675 -0.23322979 0.15748177 -0.128203864 [7,] 0.7864776 -0.237065015 0.01235239 -0.14879102 0.22981196 0.073481194 [8,] 0.6670789 0.119126606 -0.01232244 0.07829449 -0.26767349 0.375857046 [9,] 0.9123711 -0.287911056 0.10652915 -0.03023542 -0.08993360 0.100222406 [10,] 1.1128403 -0.677791408 0.33951405 0.27197651 -0.06824997 0.158925955 [11,] 0.8789312 -0.322224260 0.47434117 -0.06176384 -0.16674364 0.114327571 [12,] 0.7161806 -0.022203567 0.38491587 -0.40752050 0.23592099 -0.183254331 [,7] [,8] [,9] [,10] [,11] [1,] 0.41223045 -0.281475832 0.075295918 0.052775980 0.093885847 [2,] -0.02403290 -0.150209166 0.126514333 0.040870751 -0.221951330 [3,] -0.06389537 0.059240977 0.058567200 0.111787889 -0.004527702 [4,] -0.11991548 0.447798726 -0.272157740 -0.034793875 -0.043184470 [5,] 0.02438340 -0.083512145 -0.248288098 0.001657224 0.531696759 [6,] 0.15505353 0.254789381 -0.429838277 0.345595587 -0.180467909 [7,] 0.04386750 0.048949462 -0.208703034 -0.037122445 0.078404957 [8,] -0.16581268 -0.006679296 0.004783692 0.022239096 -0.004865177 [9,] 0.03283126 -0.016228703 0.057910805 -0.011939482 -0.073043914 [10,] -0.18136690 -0.003376425 0.231934113 -0.132002763 -0.078057042 [11,] 0.02943037 0.114889880 -0.120501648 0.081932483 -0.105471235 [12,] 0.28094506 0.014338909 -0.164159584 0.089705473 -0.230064377 [,12] [,13] [,14] [,15] [,16] [1,] -0.096202219 0.081918305 -0.147399718 -0.03276490 -0.04080620 [2,] 0.299968480 0.035270350 -0.087899574 0.06970029 0.10257729 [3,] 0.208768945 -0.074517462 -0.012265190 -0.07296191 -0.07833666 [4,] -0.217336111 0.331934747 -0.557544774 0.40650388 -0.17355963 [5,] 0.022668978 -0.124821036 -0.032526777 0.12974870 0.01190982 [6,] -0.102042285 0.045385447 -0.099158723 -0.13778805 0.31528167 [7,] 0.136939410 -0.083801071 -0.008961802 -0.11133849 0.04609912 [8,] 0.113656691 0.002241603 -0.052129274 0.05759674 -0.01127975 [9,] 0.225526303 -0.352039303 0.180044656 -0.09116181 0.02571675 [10,] -0.002541963 0.136873641 -0.144552766 0.45285473 -0.21635699 [11,] 0.070471051 -0.089367450 0.268642667 -0.22507271 -0.14274563 [12,] 0.112930513 -0.053384602 0.014021250 0.22097278 -0.05678251 [,17] [,18] [,19] [,20] [1,] -0.028979821 0.28967523 -0.08276141 0.08954410 [2,] -0.008722016 -0.21444746 0.05345975 0.09956896 [3,] 0.026720990 0.20297024 -0.06105521 -0.26524599 [4,] 0.410928012 -0.34009349 0.43449414 -0.28297603 [5,] -0.042674433 0.05999727 -0.33315523 0.03340474 [6,] -0.096708046 -0.01134837 0.04418287 0.03154346 [7,] -0.040293802 0.07779931 0.01369336 -0.06643308 [8,] 0.021053308 -0.11102518 0.15793778 -0.12743820 [9,] -0.017134201 -0.06903196 0.11162207 0.10550274 [10,] 0.014879420 0.17715996 0.11215068 -0.02874923 [11,] 0.342763103 0.15047913 0.06496907 -0.06990429 [12,] -0.202188163 -0.02555086 0.11074691 -0.05261904 $aic [,1] [,2] [,3] [,4] [,5] [,6] [,7] [1,] -207.5218 -272.9005 -271.9199 -270.4253 -268.6717 -266.7180 -264.8001 [2,] -212.0079 -284.3567 -282.7546 -287.0985 -285.1337 -284.0762 -282.0779 [3,] -204.2735 -270.5710 -270.1399 -269.5532 -267.8499 -266.3655 -264.8797 [4,] -159.7886 -189.8359 -189.5606 -190.6643 -188.6741 -187.5714 -185.5953 [5,] -232.7754 -239.3302 -237.6963 -235.8327 -234.0488 -232.0801 -230.8911 [6,] -274.6184 -277.3525 -286.1030 -290.4684 -288.5233 -286.8917 -284.9987 [7,] -249.2990 -283.9879 -286.3673 -284.4810 -282.5448 -285.4423 -283.8386 [8,] -254.6153 -325.6021 -323.8106 -321.8505 -319.8519 -318.8903 -325.3051 [9,] -240.8776 -289.5495 -289.2357 -288.2024 -286.4743 -284.5513 -286.4397 [10,] -201.0765 -250.6160 -253.9486 -256.6235 -254.7361 -252.9027 -254.9579 [11,] -184.9321 -232.1873 -230.3388 -229.7249 -228.5475 -226.6425 -227.9297 [12,] -188.5658 -255.3715 -253.5022 -254.0474 -257.3514 -255.5014 -253.5536 [,8] [,9] [,10] [,11] [,12] [,13] [,14] [1,] -263.9262 -265.2875 -264.1977 -262.3370 -260.5526 -259.5770 -257.5838 [2,] -281.0580 -279.1479 -281.2611 -279.6448 -277.9505 -285.8783 -283.9976 [3,] -263.6242 -261.9305 -261.3604 -260.1639 -259.1437 -258.8609 -257.7117 [4,] -183.9294 -181.9862 -179.9872 -178.0524 -176.5256 -174.6463 -174.7292 [5,] -228.9021 -227.0206 -225.0835 -225.7390 -230.6636 -228.6672 -231.0177 [6,] -290.4096 -289.5725 -288.7803 -289.4040 -289.8785 -287.9467 -286.1285 [7,] -281.8719 -280.0656 -282.9341 -281.9117 -281.6142 -280.9980 -279.3336 [8,] -327.5078 -325.6019 -323.9757 -322.0611 -320.1919 -319.1442 -317.2126 [9,] -285.3160 -283.3338 -282.5563 -280.7569 -278.9124 -276.9635 -277.3171 [10,] -253.0289 -251.4147 -249.7231 -248.8072 -246.9672 -245.4694 -243.6381 [11,] -226.8496 -226.0847 -224.3278 -222.4284 -220.4286 -218.4359 -216.4376 [12,] -256.8909 -256.2355 -257.8636 -255.8948 -254.5754 -254.5303 -253.2571 [,15] [,16] [,17] [,18] [,19] [,20] [,21] [1,] -257.5805 -255.6169 -253.7673 -254.0203 -254.4422 -252.4853 -251.3801 [2,] -282.0566 -281.6431 -280.7326 -280.5652 -279.4038 -277.9692 -276.6449 [3,] -256.1850 -255.3280 -254.3011 -252.6415 -250.6769 -252.9777 -253.7399 [4,] -173.5118 -175.4680 -173.6503 -173.8594 -172.8705 -171.7857 -171.0367 [5,] -229.0215 -227.0215 -225.9281 -224.9679 -223.7698 -229.7468 -227.8029 [6,] -287.5696 -286.7487 -291.3098 -289.8973 -288.0514 -286.5530 -284.7114 [7,] -277.6931 -278.4912 -276.6413 -274.6441 -272.9561 -271.1043 -269.6074 [8,] -315.2459 -313.9047 -312.1012 -310.2861 -308.9969 -307.1553 -308.7341 [9,] -277.3267 -275.6492 -273.9569 -272.0559 -270.7832 -271.4638 -270.4118 [10,] -243.1960 -244.7309 -245.4858 -245.9619 -255.6889 -254.6694 -252.7147 [11,] -214.6650 -213.4745 -211.5227 -214.4689 -214.3127 -212.4603 -210.8012 [12,] -251.7390 -250.2702 -251.0642 -250.4552 -248.5702 -247.2608 -245.8243 $bic [,1] [,2] [,3] [,4] [,5] [,6] [,7] [1,] -207.5218 -270.5438 -267.2065 -263.3552 -259.2449 -254.9345 -250.6598 [2,] -212.0079 -282.0000 -278.0412 -280.0284 -275.7069 -272.2926 -267.9377 [3,] -204.2735 -268.2016 -265.4010 -262.4449 -258.3721 -254.5183 -250.6630 [4,] -159.7886 -187.4664 -184.8217 -183.5559 -179.1963 -175.7242 -171.3786 [5,] -232.7754 -236.9607 -232.9574 -228.7244 -224.5710 -220.2329 -216.6744 [6,] -274.6184 -274.9830 -281.3641 -283.3601 -279.0455 -275.0445 -270.7820 [7,] -249.2990 -281.6185 -281.6284 -277.3727 -273.0670 -273.5951 -269.6219 [8,] -254.6153 -323.2326 -319.0717 -314.7422 -310.3741 -307.0431 -311.0884 [9,] -240.8776 -287.1800 -284.4968 -281.0941 -276.9965 -272.7041 -272.2230 [10,] -201.0765 -248.2465 -249.2097 -249.5152 -245.2583 -241.0554 -240.7412 [11,] -184.9321 -229.8179 -225.5999 -222.6166 -219.0697 -214.7953 -213.7130 [12,] -188.5658 -253.0021 -248.7633 -246.9390 -247.8736 -243.6541 -239.3369 [,8] [,9] [,10] [,11] [,12] [,13] [,14] [1,] -247.4292 -246.4339 -242.9874 -238.7699 -234.6288 -231.2965 -226.9466 [2,] -264.5610 -260.2942 -260.0507 -256.0777 -252.0267 -257.5978 -253.3603 [3,] -247.0380 -242.9749 -240.0354 -236.4694 -233.0798 -230.4276 -226.9089 [4,] -167.3432 -163.0306 -158.6622 -154.3579 -150.4617 -146.2129 -143.9264 [5,] -212.3159 -208.0650 -203.7585 -202.0445 -204.5997 -200.2338 -200.2149 [6,] -273.8234 -270.6169 -267.4553 -265.7095 -263.8146 -259.5133 -255.3257 [7,] -265.2858 -261.1100 -261.6091 -258.2172 -255.5503 -252.5646 -248.5307 [8,] -310.9216 -306.6463 -302.6507 -298.3666 -294.1280 -290.7108 -286.4098 [9,] -268.7298 -264.3782 -261.2313 -257.0624 -252.8485 -248.5301 -246.5143 [10,] -236.4427 -232.4591 -228.3981 -225.1127 -220.9033 -217.0360 -212.8353 [11,] -210.2634 -207.1291 -203.0027 -198.7339 -194.3647 -190.0025 -185.6348 [12,] -240.3048 -237.2799 -236.5385 -232.2003 -228.5115 -226.0969 -222.4542 [,15] [,16] [,17] [,18] [,19] [,20] [,21] [1,] -224.5866 -220.2662 -216.0599 -213.9562 -212.0214 -207.7078 -204.2459 [2,] -249.0627 -246.2925 -243.0252 -240.5011 -236.9831 -233.1917 -229.5107 [3,] -223.0127 -219.7863 -216.3899 -212.3608 -208.0268 -207.9582 -206.3509 [4,] -140.3396 -139.9263 -135.7391 -133.5788 -130.2204 -126.7662 -123.6477 [5,] -195.8492 -191.4798 -188.0169 -184.6873 -181.1198 -184.7273 -180.4139 [6,] -254.3973 -251.2070 -253.3986 -249.6167 -245.4014 -241.5335 -237.3224 [7,] -244.5208 -242.9495 -238.7301 -234.3635 -230.3060 -226.0848 -222.2185 [8,] -282.0736 -278.3630 -274.1900 -270.0055 -266.3469 -262.1357 -261.3452 [9,] -244.1544 -240.1075 -236.0457 -231.7753 -228.1331 -226.4443 -223.0228 [10,] -210.0237 -209.1892 -207.5746 -205.6813 -213.0389 -209.6499 -205.3257 [11,] -181.4928 -177.9327 -173.6116 -174.1883 -171.6627 -167.4408 -163.4122 [12,] -218.5667 -214.7285 -213.1530 -210.1746 -205.9201 -202.2413 -198.4354 $maice [1] 1 3 1 3 1 16 2 7 1 3 1 9 $mbice [1] 1 1 1 1 1 3 2 1 1 3 1 1 attr(,"type") [1] "pacf" > > > > cleanEx(); ..nameEx <- "peplot" > > ### * peplot > > flush(stderr()); flush(stdout()) > > ### Name: peplot > ### Title: Periodic Correlation Visualization Plot > ### Aliases: peplot > ### Keywords: ts > > ### ** Examples > > data(fraser) > peplot(log(fraser)) Press Enter key for next plot Press Enter key for next plot NULL > > cleanEx(); ..nameEx <- "pepsi" > > ### * pepsi > > flush(stderr()); flush(stdout()) > > ### Name: pepsi > ### Title: moving average expansion of a periodic autoregression > ### Aliases: pepsi > ### Keywords: ts > > ### ** Examples > > data(fraser) > pear.out <- pear(log(fraser), ic="bic") > pepsi(pear.out$phi,lag.max=20) lags periods lag 1 lag 2 lag 3 lag 4 lag 5 period 1 0.6633120 0.49429479 0.37289514 0.432195529 0.07022041 period 2 0.7616731 0.50522693 0.37649104 0.284024192 0.32919171 period 3 0.8127845 0.61907610 0.41064063 0.306006089 0.23085047 period 4 0.7652456 0.62197979 0.47374527 0.314240938 0.23416982 period 5 0.2018468 0.15446234 0.12554460 0.095623945 0.06342851 period 6 0.2609638 -0.20764818 0.03951781 0.032119461 0.02446453 period 7 0.7691441 0.02985450 -0.19419975 0.004002795 0.00325341 period 8 0.7508529 0.57751402 0.02241633 -0.145815441 0.00300551 period 9 0.7505846 0.56357860 0.43347313 0.016825355 -0.10944682 period 10 1.1590270 0.18831141 0.50544298 0.388758466 0.01508975 period 11 0.7543983 0.87436797 0.14206180 0.381305314 0.29327872 period 12 0.7451919 0.56217152 0.65157197 0.105863311 0.28414565 lags periods lag 6 lag 7 lag 8 lag 9 lag 10 period 1 0.188477229 0.144966141 0.005626893 -0.0366022316 0.0007544357 period 2 0.053484996 0.143558034 0.110416809 0.0042858527 -0.0278789350 period 3 0.267561922 0.043471776 0.116681748 0.0897450732 0.0034834747 period 4 0.176657307 0.204750587 0.033266586 0.0892901954 0.0686770235 period 5 0.047266418 0.035657704 0.041328242 0.0067147525 0.0180229362 period 6 0.016227617 0.012092689 0.009122704 0.0105734602 0.0017179092 period 7 0.002478035 0.001643710 0.001224880 0.0009240471 0.0010709955 period 8 0.002442832 0.001860639 0.001234185 0.0009197044 0.0006938234 period 9 0.002255890 0.001833552 0.001396567 0.0009263599 0.0006903159 period 10 -0.098156902 0.002023185 0.001644413 0.0012525052 0.0008308018 period 11 0.011383678 -0.074049398 0.001526287 0.0012405424 0.0009448878 period 12 0.218548939 0.008483025 -0.055181015 0.0011373768 0.0009244422 lags periods lag 11 lag 12 lag 13 lag 14 period 1 0.0006131937 0.0004670531 3.098020e-04 2.308619e-04 period 2 0.0005746334 0.0004670531 3.557418e-04 2.359678e-04 period 3 -0.0226595667 0.0004670531 3.796135e-04 2.891414e-04 period 4 0.0026657137 -0.0173401340 3.574103e-04 2.904976e-04 period 5 0.0138622344 0.0005380657 -3.500050e-03 7.214212e-05 period 6 0.0046110067 0.0035465284 1.376593e-04 -8.954564e-04 period 7 0.0001740086 0.0004670531 3.592311e-04 1.394364e-05 period 8 0.0008041600 0.0001306549 3.506882e-04 2.697297e-04 period 9 0.0005207732 0.0006035901 9.806753e-05 2.632211e-04 period 10 0.0006191068 0.0004670531 5.413272e-04 8.795143e-05 period 11 0.0006267554 0.0004670531 3.523441e-04 4.083763e-04 period 12 0.0007041228 0.0004670531 3.480442e-04 2.625640e-04 lags periods lag 15 lag 16 lag 17 lag 18 period 1 1.741618e-04 2.018583e-04 3.279666e-05 8.802888e-05 period 2 1.758413e-04 1.326544e-04 1.537500e-04 2.498033e-05 period 3 1.917910e-04 1.429211e-04 1.078194e-04 1.249656e-04 period 4 2.212642e-04 1.467672e-04 1.093697e-04 8.250834e-05 period 5 5.863600e-05 4.466146e-05 2.962448e-05 2.207593e-05 period 6 1.845691e-05 1.500149e-05 1.142623e-05 7.579159e-06 period 7 -9.070160e-05 1.869518e-06 1.519515e-06 1.157374e-06 period 8 1.046962e-05 -6.810356e-05 1.403733e-06 1.140932e-06 period 9 2.024550e-04 7.858334e-06 -5.111748e-05 1.053620e-06 period 10 2.360687e-04 1.815709e-04 7.047712e-06 -4.584449e-05 period 11 6.635041e-05 1.780898e-04 1.369767e-04 5.316782e-06 period 12 3.043187e-04 4.944379e-05 1.327111e-04 1.020740e-04 lags periods lag 19 lag 20 period 1 6.770689e-05 2.628058e-06 period 2 6.704923e-05 5.157051e-05 period 3 2.030363e-05 5.449657e-05 period 4 9.562940e-05 1.553726e-05 period 5 1.665404e-05 1.930248e-05 period 6 5.647928e-06 4.260787e-06 period 7 7.677000e-07 5.720838e-07 period 8 8.690174e-07 5.764297e-07 period 9 8.563662e-07 6.522711e-07 period 10 9.449347e-07 7.680283e-07 period 11 -3.458500e-05 7.128571e-07 period 12 3.962023e-06 -2.577246e-05 > > > > ### *