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)

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(126.304,125.511,125.495,130.133,126.257,110.323,98.417,105.749,120.665,124.075,127.245,146.731,144.979,148.210,144.670,142.970,142.524,146.142,146.522,148.128,148.798,150.181,152.388,155.694,160.662,155.520,158.262,154.338,158.196,160.371,154.856,150.636,145.899,141.242,140.834,141.119,139.104,134.437,129.425,123.155,119.273,120.472,121.523,121.983,123.658,124.794,124.827,120.382,117.395,115.790,114.283,117.271,117.448,118.764,120.550,123.554,125.412,124.182,119.828,115.361,114.226,115.214,115.864,114.276,113.469,114.883,114.172,111.225,112.149,115.618,118.002,121.382,120.663)
> 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/1k7lm1302630500.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/2hua11302630500.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/3g1nm1302630500.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  0.951571657  0.874055917  0.796110083  0.725202181
 [6]  0.654471300  0.589470986  0.535712384  0.487731599  0.435560394
[11]  0.375587956  0.310023740  0.245844361  0.182740750  0.117624395
[16]  0.062031171  0.005099964 -0.047494552 -0.097011442 -0.144683543
[21] -0.185054872 -0.226681459 -0.265861911 -0.293965681 -0.307371487
[26] -0.310815851 -0.316005246 -0.320591843 -0.330955087 -0.338525232
[31] -0.335772214 -0.324876682 -0.311265165 -0.302291678 -0.304387951
[36] -0.314941927 -0.325485036 -0.327465349 -0.322637879 -0.312836079
[41] -0.292459303 -0.265247250 -0.234443809 -0.208191594 -0.187841564
[46] -0.174570434 -0.167204151 -0.156274193 -0.146206585
> (mypacf <- c(rpacf$acf))
 [1]  0.951571657 -0.332581137  0.050458014  0.011243573 -0.082230849
 [6]  0.044167957  0.050456563 -0.038347631 -0.087477754 -0.083335275
[11] -0.071560013 -0.008073562 -0.050662410 -0.080511978  0.070833909
[16] -0.167266333  0.029561546 -0.032893945 -0.066625724  0.054614628
[21] -0.125279077  0.001845419  0.074204712  0.036482413  0.016030429
[26] -0.069217372 -0.004782051 -0.134476420  0.097162760  0.047899421
[31]  0.021659530 -0.035626806 -0.144969320 -0.104046194 -0.107816383
[36]  0.051233910  0.069143377 -0.028207502 -0.011366890  0.006863386
[41]  0.033355133  0.007457800  0.014879365 -0.038617291 -0.098684103
[46] -0.006942988  0.057658227 -0.033495405
> 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/49vt91302630500.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/513eg1302630500.tab") 
> 
> try(system("convert tmp/1k7lm1302630500.ps tmp/1k7lm1302630500.png",intern=TRUE))
character(0)
> try(system("convert tmp/2hua11302630500.ps tmp/2hua11302630500.png",intern=TRUE))
character(0)
> try(system("convert tmp/3g1nm1302630500.ps tmp/3g1nm1302630500.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.176   0.244   1.400