R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(1220,1250,1350,1380,1310,1350,1360,1230,1330,1330,1380,1340,1220,1230,1400,1320,1320,1380,1340,1220,1310,1280,1330,1350,1240,1260,1340,1270,1330,1440,1350,1220,1310,1350,1300,1410,1260,1210,1410,1240,1360,1420,1310,1360,1260,1410,1330,1400,1240,1280,1460,1250,1340,1440,1170,1420,1250,1390,1260,1390,1290,1310,1540,1250,1320,1430,1080,1370,1290,1380,1260,1400,1250,1290,1550,1200,1320,1500,1060,1220,1260,1270,1280,1350,1320,1350,1530,1150,1270,1460,1000,1290,1330,1180,1350,1300,1350,1350,1540,1180,1280,1520,960,1420,1370,1210,1320,1260)
> 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/wessaorg/rcomp/tmp/1jxkl1312380185.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/wessaorg/rcomp/tmp/22w3r1312380185.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/wessaorg/rcomp/tmp/37gv31312380185.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 -0.375907467 -0.081960123  0.369739041 -0.358640988
 [6] -0.003331385  0.092644621 -0.057291343 -0.203669210  0.241653945
[11] -0.072558557 -0.286265533  0.747053520 -0.324899209 -0.084173770
[16]  0.385392334 -0.369894806  0.039363445  0.083544145 -0.118260219
[21] -0.069271258  0.133394726 -0.044958124 -0.195626712  0.502878357
[26] -0.275249497 -0.117169367  0.369306730 -0.346731282  0.074348084
[31]  0.093797700 -0.139286831  0.001371646  0.053800242 -0.032446207
[36] -0.126501985  0.319438692 -0.209870224 -0.148532523  0.301119160
[41] -0.279901045  0.080399136  0.099758014 -0.133688628  0.041845081
[46]  0.022137146 -0.038950574 -0.052406844  0.177610697
> (mypacf <- c(rpacf$acf))
 [1] -0.375907467 -0.260007240  0.291241393 -0.152905186 -0.162987991
 [6] -0.144770420  0.111085965 -0.291722032  0.057684106 -0.053392019
[11] -0.239217403  0.626570663  0.130570323 -0.002514505 -0.078348526
[16]  0.103478669  0.083652576 -0.037721861 -0.094223949  0.043453110
[21]  0.021524765  0.046878230 -0.021125185 -0.095371660 -0.096892263
[26] -0.131419430 -0.012269883 -0.019227246  0.031350951 -0.041289739
[31]  0.045810734 -0.033488145 -0.019871859 -0.055271750 -0.019465196
[36] -0.037860347 -0.009338656 -0.092866647 -0.116162258  0.008366891
[41]  0.061873511 -0.034616897 -0.085851299 -0.044861168  0.073828598
[46]  0.006029223  0.011836260 -0.064531949
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/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/wessaorg/rcomp/tmp/4jpnn1312380185.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/wessaorg/rcomp/tmp/5q2tw1312380185.tab") 
> 
> try(system("convert tmp/1jxkl1312380185.ps tmp/1jxkl1312380185.png",intern=TRUE))
character(0)
> try(system("convert tmp/22w3r1312380185.ps tmp/22w3r1312380185.png",intern=TRUE))
character(0)
> try(system("convert tmp/37gv31312380185.ps tmp/37gv31312380185.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.920   0.190   1.103