R version 2.12.2 (2011-02-25)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: x86_64-redhat-linux-gnu (64-bit)

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> x <- c(12544,12264,13783,11214,11453,10883,10381,10348,10024,10805,10796,11907,12261,11377,12689,11474,10992,10764,12164,10409,10398,10349,10865,11630,12221,10884,12019,11021,10799,10423,10484,10450,9906,11049,11281,12485,12849,11380,12079,11366,11328,10444,10854,10434,10137,10992,10906,12367,14371,11695,11546,10922,10670,10254,10573,10239,10253,11176,10719,11817,12503,11510,12012,10941,11252,10662,11114,10415,10626,11411,10936,12513)
> 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/wessaorg/rcomp/tmp/1ztok1302438221.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/wessaorg/rcomp/tmp/2v3xj1302438221.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/wessaorg/rcomp/tmp/3g44m1302438221.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  0.43429701  0.28807663 -0.04650861 -0.31053150 -0.42754356
 [7] -0.49077663 -0.40956226 -0.30683097  0.04338706  0.21043656  0.32620711
[13]  0.62777275  0.31833045  0.17996417 -0.09862513 -0.24349869 -0.33504013
[19] -0.36073753 -0.33955551 -0.21141093  0.08047650  0.27896015  0.29481500
[25]  0.47345824  0.18231811  0.06720995 -0.16474394 -0.28138133 -0.29285970
[31] -0.27471337 -0.18201394 -0.14202319  0.13962767  0.26832624  0.24677715
[37]  0.35128684  0.13405688  0.04518833 -0.13657697 -0.21051275 -0.25063841
[43] -0.21331223 -0.12402342 -0.06196185  0.11573097  0.25758319  0.21874072
[49]  0.23847007
> (mypacf <- c(rpacf$acf))
 [1]  0.434297014  0.122583725 -0.262165040 -0.324547601 -0.201400955
 [6] -0.213206227 -0.182095568 -0.229352014  0.097458431  0.023593080
[11] -0.092291145  0.431263656 -0.142249418 -0.185306027 -0.050563723
[16]  0.080974240  0.038948519 -0.087660047 -0.138880995  0.090545842
[21]  0.010424509  0.126628608 -0.083207055  0.070863715 -0.156561535
[26] -0.094970233 -0.004330284 -0.020121982 -0.002884760 -0.023796649
[31]  0.028850822 -0.104412419 -0.033201872 -0.006659898 -0.069746593
[36]  0.012290725  0.085874937 -0.044947604 -0.002775814  0.005759256
[41]  0.052617228 -0.042145276 -0.035405299  0.107660753 -0.071096525
[46]  0.014219361  0.048676784 -0.020017678
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/wessaorg/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/wessaorg/rcomp/tmp/4txhs1302438221.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/wessaorg/rcomp/tmp/56dm21302438221.tab") 
> 
> try(system("convert tmp/1ztok1302438221.ps tmp/1ztok1302438221.png",intern=TRUE))
character(0)
> try(system("convert tmp/2v3xj1302438221.ps tmp/2v3xj1302438221.png",intern=TRUE))
character(0)
> try(system("convert tmp/3g44m1302438221.ps tmp/3g44m1302438221.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.900   0.110   1.066