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(465,455,444,424,630,620,465,362,372,372,382,403,434,424,362,372,661,723,558,465,486,496,548,599,610,506,517,382,765,878,620,537,589,651,744,858,858,785,754,568,878,1023,899,765,785,858,961,1085,1002,951,951,785,1023,1178,1054,920,961,1126,1199,1302,1219,1085,1054,806,971,1147,951,837,951,1064,1126,1292,1209,1002,1023,827,992,1137,971,858,961,1085,1064,1312,1271,1106,1116,899,1033,1240,1085,992,1147,1240,1168,1498,1416,1230,1178,940,1075,1199,1044,1044,1219,1312,1261,1622,1529,1354,1281,1023,1116,1281,1157,1126,1271,1395,1261,1581)
> 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/13r8c1312548148.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/2l7nc1312548148.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/3x1n01312548148.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  0.869405984  0.765556504  0.723465239  0.686961184
 [6]  0.704161194  0.723818873  0.677797316  0.627213665  0.627478961
[11]  0.613802433  0.664021778  0.722976930  0.600405219  0.494972664
[16]  0.447251755  0.409728560  0.423491057  0.448355164  0.407343364
[21]  0.348749852  0.341371456  0.322106812  0.360374473  0.412403018
[26]  0.311719174  0.216793606  0.175281015  0.141306006  0.155536948
[31]  0.182207093  0.146258436  0.088249937  0.080093241  0.064573072
[36]  0.096841627  0.147759358  0.079490927  0.006869848 -0.021289984
[41] -0.041536325 -0.026794937  0.003505784 -0.015822733 -0.069876849
[46] -0.074754524 -0.081932010 -0.051560151 -0.004112782
> (mypacf <- c(rpacf$acf))
 [1]  0.869405984  0.039690373  0.204291930  0.048741533  0.279689817
 [6]  0.120368235 -0.114244749 -0.029208845  0.167381294 -0.022764931
[11]  0.294518291  0.151055797 -0.593747641 -0.119012172 -0.003788780
[16] -0.027319423  0.010587514  0.048660307  0.022946542 -0.089467234
[21]  0.057901267  0.061355379  0.020239755  0.106694427 -0.129284029
[26] -0.076121138 -0.020835799 -0.065277776 -0.012661728 -0.060538613
[31]  0.004616142 -0.024670604  0.005281479  0.062671970 -0.017666163
[36]  0.056542309  0.085162761  0.002616469  0.009229452 -0.006547994
[41] -0.063254099 -0.059240575  0.037480798 -0.074469101 -0.028422229
[46]  0.019129508 -0.011510526 -0.048873259
> 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/4864s1312548148.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/5afrs1312548148.tab") 
> 
> try(system("convert tmp/13r8c1312548148.ps tmp/13r8c1312548148.png",intern=TRUE))
character(0)
> try(system("convert tmp/2l7nc1312548148.ps tmp/2l7nc1312548148.png",intern=TRUE))
character(0)
> try(system("convert tmp/3x1n01312548148.ps tmp/3x1n01312548148.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.972   0.180   1.147