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(11974
+ ,10106
+ ,12069
+ ,11412
+ ,11180
+ ,10508
+ ,11288
+ ,10928
+ ,10199
+ ,11030
+ ,11234
+ ,13747
+ ,13912
+ ,12376
+ ,12264
+ ,11675
+ ,11271
+ ,10672
+ ,10933
+ ,10379
+ ,10187
+ ,10747
+ ,10970
+ ,12175
+ ,14200
+ ,11676
+ ,11258
+ ,10872
+ ,11148
+ ,10690
+ ,10684
+ ,11658
+ ,10178
+ ,10981
+ ,10773
+ ,11665
+ ,11359
+ ,10716
+ ,12928
+ ,12317
+ ,11641
+ ,10459
+ ,10953
+ ,10703
+ ,10703
+ ,11101
+ ,11334
+ ,13268
+ ,13145
+ ,12334
+ ,13153
+ ,11289
+ ,11374
+ ,10914
+ ,11299
+ ,11284
+ ,10694
+ ,11077
+ ,11104
+ ,12820
+ ,14915
+ ,11773
+ ,11608
+ ,11468
+ ,11511
+ ,11200
+ ,11164
+ ,10960
+ ,10667
+ ,11556
+ ,11372
+ ,12333
+ ,13102
+ ,11115
+ ,12572
+ ,11557
+ ,12059
+ ,11420
+ ,11185
+ ,11113
+ ,10706
+ ,11523
+ ,11391
+ ,12634
+ ,13469
+ ,11735
+ ,13281
+ ,11968
+ ,11623
+ ,11084
+ ,11509
+ ,11134
+ ,10438
+ ,11530
+ ,11491
+ ,13093
+ ,13106
+ ,11305
+ ,13113
+ ,12203
+ ,11309
+ ,11088
+ ,11234
+ ,11619
+ ,10942
+ ,11445
+ ,11291
+ ,13281
+ ,13726
+ ,11300
+ ,11983
+ ,11092
+ ,11093
+ ,10692
+ ,10786
+ ,11166
+ ,10553
+ ,11103
+ ,10969
+ ,12090
+ ,12544
+ ,12264
+ ,13783
+ ,11214
+ ,11453
+ ,10883
+ ,10381
+ ,10348
+ ,10024
+ ,10805
+ ,10796
+ ,11907
+ ,12261
+ ,11377
+ ,12689
+ ,11474
+ ,10992
+ ,10764
+ ,12164
+ ,10409
+ ,10398
+ ,10349
+ ,10865
+ ,11630
+ ,12221
+ ,10884
+ ,12019
+ ,11021
+ ,10799
+ ,10423
+ ,10484
+ ,10450
+ ,9906
+ ,11049
+ ,11281
+ ,12485
+ ,12849
+ ,11380
+ ,12079
+ ,11366
+ ,11328
+ ,10444
+ ,10854
+ ,10434
+ ,10137
+ ,10992
+ ,10906
+ ,12367
+ ,14371
+ ,11695
+ ,11546
+ ,10922
+ ,10670
+ ,10254
+ ,10573
+ ,10239
+ ,10253
+ ,11176
+ ,10719
+ ,11817)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> par3 = '0'
> 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/128lh1292934097.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/2uzkk1292934097.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/3uzkk1292934097.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]  1.000000e+00  3.531975e-01 -2.208906e-02 -8.030026e-02 -3.724013e-02
 [6] -4.423156e-02 -3.727738e-02  4.354987e-02  3.414031e-02  1.075589e-01
[11] -1.272737e-02 -1.084471e-01 -3.350305e-01 -1.025316e-01 -3.251248e-03
[16]  2.154495e-02  1.521500e-01  8.336050e-02  4.022064e-02 -5.093729e-02
[21] -2.808655e-02  1.130146e-02 -8.957562e-03 -2.132741e-01 -2.645933e-01
[26] -4.789667e-02  6.428846e-02  1.272410e-02 -1.067956e-01  8.030450e-03
[31]  6.637212e-02  4.725239e-02  2.646558e-02 -5.609955e-02  3.855569e-05
[36]  1.476888e-01  2.049109e-01  8.932608e-02  7.375994e-02  7.471197e-02
[41] -1.582280e-02 -7.837883e-02 -8.136688e-02  5.604979e-03 -8.042965e-03
[46]  4.041024e-02  4.114254e-02  9.305129e-02  5.103287e-02
> (mypacf <- c(rpacf$acf))
 [1]  0.353197548 -0.167766140 -0.014030977 -0.003446879 -0.048297753
 [6] -0.011134100  0.064789809 -0.019451397  0.123580146 -0.109035611
[11] -0.059568030 -0.315012587  0.165231603 -0.113043002  0.057324114
[16]  0.140479906 -0.055867414  0.029921824 -0.019680394 -0.010912205
[21]  0.128005267 -0.138545438 -0.264048382 -0.276914657  0.122561910
[26]  0.005190297 -0.019843728  0.017485063  0.046345556  0.067825168
[31]  0.048315752  0.033889231 -0.021251324 -0.059328083 -0.021346981
[36] -0.046751356  0.100562108  0.107214578  0.097565712 -0.008640063
[41]  0.005181242 -0.037544315  0.042282531 -0.006011538  0.013612655
[46] -0.110619536  0.046942128 -0.038745555
> 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/4yz181292934097.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/5jihe1292934097.tab") 
> 
> try(system("convert tmp/128lh1292934097.ps tmp/128lh1292934097.png",intern=TRUE))
character(0)
> try(system("convert tmp/2uzkk1292934097.ps tmp/2uzkk1292934097.png",intern=TRUE))
character(0)
> try(system("convert tmp/3uzkk1292934097.ps tmp/3uzkk1292934097.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.761   0.488   1.678