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(31.514,27.071,29.462,26.105,22.397,23.843,21.705,18.089,20.764,25.316,17.704,15.548,28.029,29.383,36.438,32.034,22.679,24.319,18.004,17.537,20.366,22.782,19.169,13.807,29.743,25.591,29.096,26.482,22.405,27.044,17.970,18.730,19.684,19.785,18.479,10.698,31.956,29.506,34.506,27.165,26.736,23.691,18.157,17.328,18.205,20.995,17.382,9.367,31.124,26.551,30.651,25.859,25.100,25.778,20.418,18.688,20.424,24.776,19.814,12.738,31.566,30.111,30.019,31.934,25.826,26.835,20.205,17.789,20.520,22.518,15.572,11.509,25.447,24.090,27.786,26.195,20.516,22.759,19.028,16.971,20.036,22.485,18.730,14.538)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> 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/19gxh1292691126.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/2j7w21292691126.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/3j7w21292691126.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 -0.357494398  0.158374118 -0.174793958 -0.103128679
 [6]  0.003570251  0.025603750 -0.047979666  0.153194642  0.072962473
[11] -0.045447371 -0.052466545 -0.193179664 -0.154818132  0.107783867
[16]  0.089289730  0.049413321  0.019446513 -0.012459339 -0.071869082
[21] -0.114483505  0.158117723 -0.285158180  0.399342869 -0.160738975
[26]  0.166156425 -0.013374463 -0.027192805 -0.131319829  0.155706447
[31] -0.135363946  0.089766421  0.012754839 -0.104661577  0.124383548
[36] -0.058359886 -0.110814619  0.044007796 -0.089992971  0.085563534
[41]  0.021811962 -0.036862428  0.029667898 -0.014540002  0.077991447
[46] -0.095736613  0.095623243 -0.045411829 -0.030735525
> (mypacf <- c(rpacf$acf))
 [1] -0.357494398  0.035051539 -0.123552611 -0.239721419 -0.110635998
 [6] -0.009313774 -0.117054026  0.064708929  0.198299371  0.023380932
[11] -0.071847587 -0.181269370 -0.332390402 -0.149600078  0.055602607
[16] -0.029383714 -0.102528048  0.004114092 -0.047362109 -0.210644992
[21]  0.230760034 -0.202369816  0.052039098 -0.044247853 -0.084901222
[26]  0.004611883  0.195223427 -0.036479592  0.094127935  0.046266200
[31] -0.114445020 -0.115689619 -0.100037543  0.027232991 -0.019998377
[36] -0.056840383 -0.048153908 -0.113522482  0.060402389  0.087565569
[41] -0.067616334 -0.003217607  0.053202930 -0.121503928  0.044120272
[46]  0.095430500  0.106928222 -0.180414113
> 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/4n8d81292691126.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/5qqce1292691126.tab") 
> 
> try(system("convert tmp/19gxh1292691126.ps tmp/19gxh1292691126.png",intern=TRUE))
character(0)
> try(system("convert tmp/2j7w21292691126.ps tmp/2j7w21292691126.png",intern=TRUE))
character(0)
> try(system("convert tmp/3j7w21292691126.ps tmp/3j7w21292691126.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.722   0.511   2.382