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

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(1203,1319,1328,1260,1286,1274,1389,1255,1244,1336,1214,1239,1174,1061,1116,1123,1086,1074,965,1035,1016,941,1003,998,891,828,833,887,842,793,778,699,686,727,641,619,627,593,535,536,504,487,477,435,433,393,389,377,339,370,350,341,367,396,408,405,391,396,368,356)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> 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/1oxxr1293574863.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/2hoeu1293574863.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/3hoeu1293574863.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  0.962566714  0.923760145  0.889111664  0.849501606
 [6]  0.811716962  0.766451279  0.713542589  0.666753537  0.611183600
[11]  0.554994700  0.503114783  0.443454828  0.395555907  0.346916115
[16]  0.291431634  0.241477236  0.191053485  0.142666484  0.097200508
[21]  0.048218611  0.004632141 -0.040265329 -0.087669877 -0.129340529
[26] -0.167535066 -0.201163915 -0.230148777 -0.268917662 -0.303354921
[31] -0.328498921 -0.353366732 -0.371240523 -0.386143445 -0.406893955
[36] -0.422298153 -0.434927387 -0.439985763 -0.441450254 -0.445791939
[41] -0.443030778 -0.438137097 -0.436353497 -0.425456746 -0.412475446
[46] -0.396187853 -0.378232117 -0.363310035 -0.340360658
> (mypacf <- c(rpacf$acf))
 [1]  0.962566714 -0.037766563  0.036837676 -0.088252199  0.009722772
 [6] -0.132813834 -0.119482576  0.041153352 -0.154356298 -0.021965293
[11]  0.002817426 -0.113137858  0.130628241 -0.069643627 -0.069991718
[16] -0.003059476 -0.038131431  0.002790369 -0.066383793 -0.028353647
[21]  0.003471873 -0.103169151 -0.023069084 -0.030964537  0.030127780
[26]  0.028239367 -0.022781929 -0.139714388 -0.003586957  0.054152435
[31] -0.033938654  0.022679620  0.024463322 -0.125351686 -0.018209059
[36]  0.008161986  0.083443822 -0.037758861 -0.033276981  0.031198618
[41] -0.049472293 -0.009039007  0.064565740 -0.009856165  0.052932212
[46] -0.076202971 -0.021888416  0.077634882
> 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/4vgul1293574863.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/56pb61293574863.tab") 
> 
> try(system("convert tmp/1oxxr1293574863.ps tmp/1oxxr1293574863.png",intern=TRUE))
character(0)
> try(system("convert tmp/2hoeu1293574863.ps tmp/2hoeu1293574863.png",intern=TRUE))
character(0)
> try(system("convert tmp/3hoeu1293574863.ps tmp/3hoeu1293574863.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.724   0.498   5.750