R version 2.10.1 (2009-12-14)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- c(17,16.7,15.4,15.1,16.1,17,16.1,14.3,16.1,14.8,15.9,17.6,15.9,14.8,16.5,15.6,14.6,17.1,15.2,14.8,15.4,16.6,15.1,15.4,15.2,16.6,16.1,15.7,15.8,15.7,16.9,15.9,17.1,17,16.6,17.1,16.6,16.6,16.5,17,15.9,17,16.1,16.1,16.8,16.7,15.7,18.7,16.1,16.3,17.2,16.1,16.5,16.5,15.1,16.7,14.4,16.2,15.9,17.3,15.6,15.6,14.7,15.8,15.8,14.8,16.1,16.3,16.1,17.4,16.7,16.1,15.4,16.9,15.5,17.6,18.4,15.9,15.2,15.5,15.9,15.8,17.6,18.2,15.9,15.7,16.4,15.6,15.8,17,16.8,16.6,17.7,15.7,18,18.2,16.4,18,16.3)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> 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/yougetitorg/rcomp/tmp/1mzv91302536591.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/yougetitorg/rcomp/tmp/23duo1302536591.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/yougetitorg/rcomp/tmp/3c5m61302536591.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 -0.476563210 -0.081516002  0.180607987 -0.144521742
 [6] -0.127149005  0.246737893 -0.032569545 -0.072836611  0.053759197
[11] -0.031218042 -0.069536395  0.101995015 -0.070654239  0.083353789
[16] -0.112930490  0.127086385 -0.049304997 -0.049696100  0.034674269
[21]  0.001595897 -0.056710534  0.120646975 -0.107272569  0.052396243
[26] -0.007919014  0.029902679 -0.067388017  0.056071817 -0.044249653
[31]  0.028142898 -0.007705751 -0.067459940  0.084669510 -0.040238798
[36] -0.063758961  0.153133863 -0.093551430  0.011092560  0.057230095
[41] -0.070218051 -0.060650181  0.148863585 -0.090387545  0.018694899
[46]  0.052153281 -0.133230232  0.118238459 -0.020020281
> (mypacf <- c(rpacf$acf))
 [1] -0.476563210 -0.399318779 -0.098596301 -0.158344566 -0.361591495
 [6] -0.136641083  0.013969992  0.026685358 -0.018997453 -0.028146794
[11] -0.042956982  0.027949459 -0.093256296  0.029155515 -0.138623807
[16]  0.048490629  0.061642463 -0.003455528 -0.032005988 -0.043509809
[21] -0.054349866  0.050174766 -0.106419971 -0.020466960 -0.016591017
[26]  0.091104106  0.040700667 -0.017874634 -0.022755067  0.013479205
[31]  0.003229789 -0.179000739 -0.108821013 -0.104962902 -0.150299718
[36] -0.047553668 -0.045156350 -0.011243897  0.093605611  0.028257905
[41] -0.074958708 -0.019633439 -0.033413644  0.010927887 -0.007303523
[46] -0.177989996  0.031796372  0.044226873
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/yougetitorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/yougetitorg/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/yougetitorg/rcomp/tmp/40adh1302536591.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/yougetitorg/rcomp/tmp/55eqy1302536591.tab") 
> 
> try(system("convert tmp/1mzv91302536591.ps tmp/1mzv91302536591.png",intern=TRUE))
character(0)
> try(system("convert tmp/23duo1302536591.ps tmp/23duo1302536591.png",intern=TRUE))
character(0)
> try(system("convert tmp/3c5m61302536591.ps tmp/3c5m61302536591.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.890   0.660   1.214