R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(15,14.4,13,13.7,13.6,15.2,12.9,14,14.1,13.2,11.3,13.3,14.4,13.3,11.6,13.2,13.1,14.6,14,14.3,13.8,13.7,11,14.4,15.6,13.7,12.6,13.2,13.3,14.3,14,13.4,13.9,13.7,10.5,14.5,15,13.5,13.5,13.2,13.8,16.2,14.7,13.9,16,14.4,12.3,15.9,15.9,15.5,15.1,14.5,15.1,17.4,16.2,15.6,17.2,14.9,13.8,17.5,16.2,17.5,16.6,16.2,16.6,19.6,15.9,18,18.3,16.3,14.9,18.2,18.4,18.5,16,17.4,17.2,19.6,17.2,18.3,19.3,18.1,16.2,18.4,20.5,19,16.5,18.7,19,19.2,20.5,19.3,20.6,20.1,16.1,20.4,19.7,15.6,14.4,13.7,14.1,15,14.2,13.6,15.4,14.8,12.5,16.2,16.1,16,15.8,15.2,15.7,18.9,17.4,17,19.8,17.7,16,19.6,19.7)
> par20 = ''
> par19 = ''
> par18 = ''
> par17 = ''
> par16 = ''
> par15 = ''
> par14 = ''
> par13 = ''
> par12 = ''
> par11 = ''
> par10 = ''
> par9 = ''
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '60'
> ylab = ''
> xlab = ''
> main = ''
> #'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/rcomp/tmp/10owy1293202995.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/rcomp/tmp/2sfe01293202995.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/rcomp/tmp/3sfe01293202995.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]  1.00000000  0.69989412  0.58352133  0.67562450  0.64794152  0.56789468
 [7]  0.59765544  0.47424423  0.48711933  0.40874223  0.27348884  0.36374502
[13]  0.52550006  0.28856975  0.20649979  0.26166985  0.27653318  0.26113256
[19]  0.29444088  0.23674849  0.30237472  0.23910098  0.15393505  0.28659860
[25]  0.40971196  0.24542455  0.16243312  0.18758666  0.22155290  0.17523587
[31]  0.16218206  0.10901796  0.12145518  0.02808345 -0.03901625  0.01960887
[37]  0.11858754 -0.02128234 -0.12212720 -0.07586654 -0.03975803 -0.10315421
[43] -0.07887482 -0.11156510 -0.12279449 -0.17737506 -0.21541105 -0.18463341
[49] -0.07090667 -0.18768601 -0.28277137 -0.21276607 -0.18143050 -0.24431202
[55] -0.19725463 -0.22422805 -0.24103155 -0.25948449 -0.30586078 -0.27287768
[61] -0.14864845
> (mypacf <- c(rpacf$acf))
 [1]  0.699894118  0.183612418  0.433513102  0.124063037  0.045236971
 [6]  0.136057947 -0.272940989  0.161515660 -0.337754068 -0.178746649
[11]  0.274496202  0.439233618 -0.205038338 -0.169784963 -0.165055437
[16]  0.137208370  0.139457375  0.116805452  0.046954631  0.068293920
[21] -0.023970180 -0.101574374  0.016590622 -0.022856769  0.048430861
[26] -0.204873821 -0.061863248  0.039710612 -0.123784793  0.055787505
[31] -0.110677779  0.007295203  0.031227100  0.076229400 -0.118440101
[36]  0.044132960 -0.081853212 -0.010570858  0.113541102 -0.112062726
[41] -0.091180298 -0.007986995 -0.079558839 -0.073121732 -0.047315311
[46]  0.002642802  0.003748290 -0.004444569  0.023715813 -0.009001556
[51]  0.044572639 -0.002494331 -0.048206291  0.009759754  0.005038882
[56]  0.009554743 -0.040542954 -0.045449504 -0.037213055  0.042529045
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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/rcomp/tmp/4o7t91293202995.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/rcomp/tmp/5hgbu1293202995.tab") 
> 
> try(system("convert tmp/10owy1293202995.ps tmp/10owy1293202995.png",intern=TRUE))
character(0)
> try(system("convert tmp/2sfe01293202995.ps tmp/2sfe01293202995.png",intern=TRUE))
character(0)
> try(system("convert tmp/3sfe01293202995.ps tmp/3sfe01293202995.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.920   0.540   1.434