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(4940,3924,3927,4535,3446,3016,4934,2743,3242,6662,3262,3381,7144,3803,3684,6759,3386,3066,5538,2940,3215,7023,3443,3712,7475,4137,3491,7019,3908,3402,5604,3222,3636,7123,4368,4092,8377,4595,4188,6988,4218,3655,6211,3622,3841,8510,4627,4582,8967,4928,4809,7917,4790,4065,7290,4670,3561,5149,6880,6981,8454,4960,4670,7638,4560,3980,6825,3939,4079,8117,5121,5167,7960,4670,4397,7191,4293,3747,6425,3709,3840,7642,4821,4865)
> 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/1yj401292956621.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/2qsl31292956621.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/31jk51292956621.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  3.875413e-02 -2.769667e-01  1.638989e-01  1.686257e-01
 [6]  8.071292e-02  7.647162e-02  1.114654e-01  6.393871e-02  7.304936e-02
[11]  2.747744e-01  9.204224e-02 -3.615972e-01  8.497184e-02  1.694396e-01
[16]  2.387911e-02  7.006270e-03  2.439498e-02  3.457574e-02 -3.734882e-02
[21] -4.934935e-02 -1.951687e-02 -1.780159e-02 -4.608936e-02  4.848366e-02
[26] -5.961687e-02 -2.903765e-02 -1.238492e-02 -9.466848e-02 -1.051925e-01
[31] -6.916755e-05  8.916913e-03 -5.937890e-02  2.615478e-03 -4.468692e-02
[36] -7.954081e-03 -3.802940e-02 -1.093332e-02 -4.031563e-02 -3.328527e-02
[41]  4.631665e-02 -1.844953e-03 -1.504515e-01  6.642885e-02  5.865807e-02
[46] -1.853463e-01  3.856740e-02  4.590967e-02 -4.632136e-02
> (mypacf <- c(rpacf$acf))
 [1]  0.038754133 -0.278887419  0.204633515  0.071595386  0.183388631
 [6]  0.105094607  0.149015753  0.053071843  0.090632302  0.271688638
[11]  0.074533932 -0.357591508  0.004458441 -0.239776194  0.069278440
[16] -0.071035362  0.073771969 -0.010109196 -0.008740071 -0.098595508
[21] -0.026633940  0.101000321 -0.014916987 -0.078287193 -0.071151927
[26] -0.054781973  0.034919366 -0.078418294 -0.033141011  0.041395591
[31]  0.001177996 -0.032300730  0.079050361  0.047019191  0.110677847
[36] -0.008309499  0.031801464 -0.022920758  0.031891410 -0.032310199
[41] -0.073811779 -0.193483244  0.102064305 -0.118851274 -0.085662609
[46]  0.044319347  0.048251684 -0.002853438
> 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/4421b1292956621.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/583zh1292956621.tab") 
> 
> try(system("convert tmp/1yj401292956621.ps tmp/1yj401292956621.png",intern=TRUE))
character(0)
> try(system("convert tmp/2qsl31292956621.ps tmp/2qsl31292956621.png",intern=TRUE))
character(0)
> try(system("convert tmp/31jk51292956621.ps tmp/31jk51292956621.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.726   0.455   1.582