R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- c(126.64
+ ,126.81
+ ,125.84
+ ,126.77
+ ,124.34
+ ,124.4
+ ,120.48
+ ,118.54
+ ,117.66
+ ,116.97
+ ,120.11
+ ,119.16
+ ,116.9
+ ,116.11
+ ,114.98
+ ,113.65
+ ,115.82
+ ,117.59
+ ,118.57
+ ,118.07
+ ,114.98
+ ,114.04
+ ,115.02
+ ,114.28
+ ,115.04
+ ,116.7
+ ,119.21
+ ,118.39
+ ,116.5
+ ,115.46
+ ,117.59
+ ,117.33
+ ,116.2
+ ,116.83
+ ,118.99
+ ,118.62
+ ,121.09
+ ,122.4
+ ,123.76
+ ,125.33
+ ,123.23
+ ,122.52
+ ,123.64
+ ,124.67
+ ,124.71
+ ,122.53
+ ,124.4
+ ,125.45
+ ,125.35
+ ,124.3
+ ,127.03
+ ,128.51
+ ,128.1
+ ,128.94
+ ,129.67
+ ,129.87
+ ,131.12
+ ,132.68
+ ,132.24
+ ,133.63
+ ,129.91
+ ,127.93
+ ,131.17
+ ,130.86
+ ,133.48
+ ,134.08
+ ,136.02
+ ,132.8
+ ,132.37
+ ,133.05
+ ,132.57
+ ,130.7
+ ,130.5
+ ,129.67
+ ,127.8
+ ,126.82
+ ,126.85
+ ,128.28
+ ,128.3
+ ,126.82
+ ,125.08
+ ,128.53
+ ,130.34
+ ,131.52
+ ,132.59
+ ,131.17
+ ,132.72
+ ,133.36
+ ,132.82
+ ,132.9
+ ,130.9
+ ,129.41
+ ,128.67
+ ,129.28
+ ,130.91
+ ,131.06
+ ,130.84
+ ,131.41
+ ,133.22
+ ,132.06
+ ,132.48
+ ,134.38
+ ,135.22
+ ,134.89
+ ,136.09
+ ,136.33
+ ,136.32
+ ,137.48
+ ,136.53
+ ,136.8
+ ,138.03
+ ,137.39
+ ,137.55
+ ,136.08
+ ,134.78
+ ,133.28
+ ,133.57
+ ,134.84
+ ,133.02
+ ,133.49
+ ,133.77
+ ,134.34
+ ,134.5
+ ,134.03
+ ,135.51
+ ,136.53
+ ,135.95
+ ,134.32
+ ,132.44
+ ,133.61
+ ,131.02
+ ,130.05
+ ,128.21
+ ,129.03
+ ,130.34
+ ,131.57
+ ,132.63
+ ,132.06
+ ,134.44
+ ,134.1
+ ,132.49
+ ,134.23
+ ,134.92
+ ,135.61
+ ,134.53
+ ,133.86
+ ,133.89
+ ,135.33
+ ,135.86
+ ,136.22
+ ,137.38
+ ,137.31
+ ,136.89
+ ,138.01
+ ,136.72
+ ,135.77
+ ,137.52
+ ,135.61
+ ,132.94
+ ,134.12
+ ,132.55
+ ,134.11
+ ,134.19
+ ,135.57
+ ,135.05
+ ,134.32
+ ,133.61
+ ,134.75
+ ,133.1
+ ,133.26
+ ,131.63
+ ,132.47
+ ,132.45
+ ,133.33
+ ,133.57
+ ,134.13
+ ,133.92
+ ,132.62
+ ,132.3
+ ,133.26
+ ,132.6
+ ,134.38
+ ,134.17
+ ,135.46
+ ,135.09
+ ,134.96
+ ,133.85
+ ,132.59
+ ,131.15
+ ,130.91
+ ,131.07
+ ,130.78
+ ,129.95
+ ,131.41
+ ,131.21
+ ,130.68
+ ,130.46
+ ,131.12
+ ,132.99
+ ,133.02
+ ,133.39
+ ,134.07
+ ,135.6
+ ,135.66
+ ,135.53
+ ,135.82
+ ,136.9
+ ,137.97
+ ,138.09
+ ,136.91
+ ,134.76
+ ,135.13
+ ,134.66
+ ,132.95
+ ,132.25
+ ,134.3
+ ,134.3
+ ,134.76
+ ,134.81
+ ,134.51
+ ,135.11
+ ,134.32
+ ,133.51
+ ,134.02
+ ,132.76
+ ,133.39
+ ,132.05
+ ,131.87
+ ,133.03
+ ,132.57
+ ,132.1
+ ,130.7
+ ,129.2
+ ,129.77
+ ,131.02
+ ,131.55
+ ,133.17
+ ,133.08
+ ,133.24
+ ,130.74
+ ,129.91
+ ,130.03
+ ,131.13
+ ,129.55
+ ,130.22
+ ,130.61
+ ,129.27
+ ,129.68
+ ,130.1
+ ,130.83
+ ,130.95
+ ,131.73
+ ,131.86
+ ,132.44
+ ,132.35
+ ,133.16
+ ,133.62
+ ,132.54
+ ,132.69
+ ,133.5
+ ,133.36
+ ,134.23
+ ,132.41
+ ,133.02
+ ,132.88
+ ,130.76
+ ,130.33
+ ,129.79
+ ,128.65
+ ,129.14
+ ,127.35
+ ,127.74
+ ,126.31
+ ,125.95
+ ,126.36
+ ,126.15
+ ,125.6
+ ,126.2
+ ,126.73
+ ,125.68
+ ,122.49
+ ,122.07
+ ,123.4
+ ,123.01
+ ,123.03
+ ,122.33
+ ,122.42
+ ,122.68
+ ,124.69
+ ,123.3
+ ,124.17
+ ,124.38
+ ,123.19
+ ,122.16
+ ,120.66
+ ,120.92
+ ,120.67
+ ,120.68
+ ,121.1
+ ,120.86
+ ,121.48
+ ,123.48
+ ,121.72
+ ,123.16
+ ,123.84
+ ,124.57
+ ,124.3
+ ,124.22
+ ,124.43
+ ,123.33
+ ,122.86
+ ,121.25
+ ,122.16
+ ,122.62
+ ,123.44
+ ,124
+ ,124.75
+ ,124.8
+ ,125.93
+ ,126.28
+ ,126.04
+ ,125.04
+ ,123.76
+ ,125.34
+ ,126.99
+ ,126.34
+ ,127.42
+ ,126.18
+ ,125.3
+ ,123.5
+ ,125.32
+ ,124.65
+ ,124.03
+ ,125.11
+ ,125.46
+ ,124.7
+ ,124.48
+ ,124.76
+ ,125.81
+ ,124.95
+ ,123.66
+ ,122.66
+ ,119.34
+ ,117.84
+ ,120.97
+ ,117.38
+ ,118.06
+ ,116.99
+ ,115.55
+ ,114.17
+ ,115.32
+ ,112.49
+ ,111.93
+ ,112.08
+ ,111.63
+ ,109.53
+ ,111.35
+ ,110.79
+ ,113.06
+ ,112.62
+ ,110.65
+ ,112.36
+ ,113.74
+ ,111.73
+ ,109.86
+ ,109.32
+ ,109.99
+ ,109.84
+ ,111.13
+ ,112.43
+ ,111.77
+ ,112.15
+ ,112.89
+ ,112.12
+ ,113.1
+ ,111.09
+ ,110.76
+ ,109.59
+ ,109.99
+ ,110.25
+ ,108.31
+ ,108.79
+ ,108.14
+ ,109.88
+ ,109.93
+ ,110.46
+ ,109.56
+ ,111.49
+ ,111.85
+ ,111.35
+ ,110.95
+ ,112.49
+ ,113.11
+ ,112.54
+ ,112.84
+ ,111.5
+ ,111.52
+ ,111.57
+ ,112.48
+ ,112.31
+ ,113.79
+ ,114.01
+ ,113.64
+ ,112.62
+ ,113.27
+ ,113.51
+ ,112.92
+ ,113.66
+ ,113.14
+ ,113.48
+ ,113.23
+ ,110.56
+ ,109.5
+ ,109.78
+ ,109.49
+ ,109.66
+ ,109.93
+ ,109.82
+ ,108.54
+ ,108.23
+ ,106.19
+ ,106.49
+ ,107.15
+ ,107.74
+ ,107.54
+ ,107.07
+ ,107.54
+ ,107.81
+ ,108.38
+ ,108.42
+ ,106.86
+ ,106.41
+ ,106.46
+ ,106.84
+ ,107.69
+ ,107.04
+ ,111.04
+ ,111.93
+ ,111.98
+ ,112.07
+ ,112.05
+ ,113.14
+ ,112.49
+ ,113.2
+ ,113.52
+ ,113.22
+ ,113.85
+ ,113.68
+ ,114.26
+ ,114.1
+ ,114.8
+ ,114.98
+ ,115.1
+ ,114.21
+ ,114.24
+ ,113.35
+ ,114.23
+ ,114.43
+ ,114.28
+ ,113
+ ,113.16
+ ,112.59
+ ,113.65
+ ,113.18
+ ,113.21
+ ,113.11
+ ,112.78
+ ,112.57
+ ,111.87
+ ,111.94
+ ,113.18
+ ,113.67
+ ,115.15
+ ,114.41
+ ,112.88
+ ,112.44
+ ,113.48
+ ,112.78
+ ,112.59
+ ,113.31
+ ,113.21
+ ,112.5
+ ,113.72
+ ,114.09
+ ,113.97
+ ,112.5
+ ,111.28
+ ,111.35
+ ,110.92
+ ,110.73
+ ,109)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = 'Default'
> #'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 <- 5
> 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/1yigy1292617456.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/2rryj1292617456.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/3k1xm1292617456.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] 1.0000000 0.9892826 0.9792048 0.9695935 0.9602419 0.9509962 0.9424424
 [8] 0.9348834 0.9276461 0.9191774 0.9101485 0.9020710 0.8956754 0.8878039
[15] 0.8790267 0.8701017 0.8608079 0.8517726 0.8431474 0.8342808 0.8254764
[22] 0.8158291 0.8069736 0.7976632 0.7895686 0.7827075 0.7759244
> (mypacf <- c(rpacf$acf))
 [1]  0.9892825882  0.0246122316  0.0176906668  0.0086392818  0.0014725154
 [6]  0.0286489702  0.0447407832  0.0158155387 -0.0575863834 -0.0319780503
[11]  0.0382553377  0.0791570543 -0.0645302146 -0.0506169247 -0.0213090309
[16] -0.0253019915  0.0162592698  0.0216355966 -0.0264094853 -0.0214862580
[21] -0.0443743705  0.0452763782 -0.0176214143  0.0422907373  0.0511245052
[26] -0.0001512630
> 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/4njwa1292617456.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/58juf1292617456.tab") 
> 
> try(system("convert tmp/1yigy1292617456.ps tmp/1yigy1292617456.png",intern=TRUE))
character(0)
> try(system("convert tmp/2rryj1292617456.ps tmp/2rryj1292617456.png",intern=TRUE))
character(0)
> try(system("convert tmp/3k1xm1292617456.ps tmp/3k1xm1292617456.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.782   0.534   3.299