R version 2.10.1 (2009-12-14)
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(7992,6114,5965,8460,8323,6333,5675,10090,9035,6976,6459,10896,9978,7466,7199,10977,9412,6341,7784,11911,10079,7721,8197,12038,11963,8033,8618,13625,11734,8895,8727,13974,12583,9525,9662,15490,13839,10047,9788,14978,13045,9489,8741,13149,14106,9998,10034,15081,13266,9997,9027,14324,13149,11209,10332,15354,13800,11786,10550,16114,13255,11403,10269,14009,15847,12967,11328,15814,18626,13219,13818,18062,15722,12111,11702,15589,14852,13612,12380,15501,16322,12157,11124,14621,14035,11159,10944,15824,14378,11816,12233,17344,16812,12181,13275,18458,17375,14609,13323,18327,16053,15070,13806,18245,17461,14999,16022,20564,16372,15854,15115,18207,19488,16644,18631,21093,22212,19762,19403,21227,23176,20823,20647,21336,23458,22003,21647,26416,25226,24723,19945,24040,25034,24885,21168,23541,26019,24657,20599,24534,28717,26138,22968,26577,28660,30430,27356,25454,30194)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '4'
> 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/1zqph1302547322.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/2s3oa1302547322.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/3a04q1302547322.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 -0.12088836 -0.71388854 -0.07666791  0.81958818 -0.02103614
 [7] -0.69566071 -0.09164074  0.76712979  0.02171063 -0.68374102 -0.09062263
[13]  0.74482044  0.03788182 -0.67845671 -0.07560303  0.67654633  0.05503688
[19] -0.63014820 -0.11068521  0.67123389  0.05102462 -0.58476612 -0.13104162
[25]  0.66517673  0.03883241 -0.53123006 -0.15044585  0.61507025  0.06195452
[31] -0.50164446 -0.16818630  0.58144065  0.09337724 -0.49580952 -0.17078524
[37]  0.57151277  0.08809870 -0.47330797 -0.15096191  0.51113597  0.09372250
[43] -0.43300854 -0.19289354  0.52686624  0.08874542 -0.42069603 -0.17660287
[49]  0.49346277
> (mypacf <- c(rpacf$acf))
 [1] -0.120888356 -0.739306761 -0.707577591  0.196462227  0.153224284
 [6] -0.027334684 -0.187087221  0.071317582  0.045584694 -0.065638298
[11] -0.060360809  0.157124804  0.100881850 -0.010176463  0.076960649
[16] -0.027814289 -0.098131095 -0.009045468 -0.102568508  0.038085639
[21] -0.078264826  0.048635475 -0.052431475  0.101869516 -0.032997849
[26]  0.175947838  0.062876798  0.057144394  0.042536785  0.080416774
[31] -0.012416461 -0.008092946  0.045189404 -0.010221766 -0.086321587
[36]  0.073840201 -0.031762280 -0.002580666  0.071799246  0.068408847
[41] -0.056408996  0.050270341 -0.149748472  0.070507290 -0.058597850
[46] -0.018247757  0.026173390 -0.041466003
> 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/44lz21302547322.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/5mve31302547323.tab") 
> 
> try(system("convert tmp/1zqph1302547322.ps tmp/1zqph1302547322.png",intern=TRUE))
character(0)
> try(system("convert tmp/2s3oa1302547322.ps tmp/2s3oa1302547322.png",intern=TRUE))
character(0)
> try(system("convert tmp/3a04q1302547322.ps tmp/3a04q1302547322.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.950   0.580   1.242