R version 2.12.1 (2010-12-16)
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(112,118,129,99,116,168,118,129,205,147,150,267,126,129,124,97,102,127,222,214,118,141,154,226,89,77,82,97,127,121,117,117,106,112,134,169,75,108,115,85,101,108,109,124,105,95,135,164,88,85,112,87,91,87,87,142,95,108,139,159,61,82,124,93,108,75,87,103,90,108,123,129,57,65,67,71,76,67,110,118,99,85,107,141,58,65,70,86,93,74,87,73,101,100,96,157,63,115,70,66,67,83,79,77,102,116,100,135,71,60,89,74,73,91,86,74,87,87,109,137,43,69,73,77,69,76,78,70,83,65,110,132,54,55,66,65,60,65,96,55,71,63,74,106,34,47,56,53,53,55,67,52,46,51,58,91,33,40,46,45,41,55,57,54,46,52,48,77,30,35,42,48,44,45,0,0,46,51,63,84,30,39,45,52,28,40,62)
> 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/rcomp/tmp/15zoq1302500966.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/2x7cz1302500966.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/37def1302500966.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 0.60945430 0.49315451 0.53702210 0.49458172 0.47848929
 [7] 0.43162076 0.45475222 0.46640771 0.48303560 0.46642343 0.49178742
[13] 0.65892948 0.41682091 0.36320278 0.38120804 0.35523851 0.34013327
[19] 0.29227245 0.27604246 0.27763399 0.29523110 0.25645160 0.30906601
[25] 0.47839045 0.27498699 0.24008586 0.26772339 0.23896614 0.21331140
[31] 0.16611569 0.15672656 0.17384458 0.20356059 0.15804919 0.21750137
[37] 0.36401840 0.17792602 0.14289514 0.17196374 0.15811935 0.11988782
[43] 0.06966229 0.07498409 0.07875581 0.10872778 0.09225926 0.12579358
[49] 0.25836385
> (mypacf <- c(rpacf$acf))
 [1]  0.609454296  0.193647252  0.291985172  0.105433485  0.125883780
 [6]  0.009227225  0.124704168  0.087120165  0.139663034  0.049935712
[11]  0.130826356  0.386385362 -0.314533795 -0.033278336 -0.150772893
[16] -0.001395780 -0.071286325 -0.032596603 -0.127629989 -0.054658745
[21] -0.024915383 -0.088863264  0.144954929  0.256521404 -0.027225354
[26]  0.036747903  0.004471121 -0.007707999 -0.023805578 -0.007422732
[31] -0.022785258  0.001963880  0.001474349 -0.104181350  0.035220928
[36]  0.084053382 -0.050750905 -0.035109987 -0.010369808  0.001883397
[41] -0.066742996 -0.033892834  0.006323482 -0.032108428  0.024082653
[46]  0.058731099 -0.013730905  0.101867533
> 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/4j3xr1302500966.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/5gd9d1302500966.tab") 
> 
> try(system("convert tmp/15zoq1302500966.ps tmp/15zoq1302500966.png",intern=TRUE))
character(0)
> try(system("convert tmp/2x7cz1302500966.ps tmp/2x7cz1302500966.png",intern=TRUE))
character(0)
> try(system("convert tmp/37def1302500966.ps tmp/37def1302500966.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.340   0.248   1.570