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(960,1160,1040,1030,1080,1020,1000,1060,1000,980,980,1080,980,1290,1030,1000,1130,1030,900,1040,1080,1010,890,1080,950,1310,1060,1070,1150,1060,950,1090,1080,1040,900,1000,1020,1250,1060,1050,1180,1100,1020,1090,1020,960,860,1070,1040,1310,1040,1010,1130,1030,930,1070,990,970,850,1130,1060,1380,1000,970,1080,940,960,1070,1010,1020,750,1140,1040,1420,900,900,1090,950,930,1080,1000,1010,770,1100,1100,1390,930,940,1100,1030,920,1080,1000,1070,830,1100,1170,1330,980,910,1030,970,960,1100,960,1080,730,1140)
> 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/160nk1312563637.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/29ili1312563637.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/3mgg61312563637.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 -0.104690248 -0.037112113 -0.207143357  0.033803063
 [6] -0.093711941 -0.031457833 -0.086808112  0.062249535 -0.215884977
[11] -0.008049559 -0.072296735  0.830062876 -0.122338112 -0.074784326
[16] -0.184744330  0.016658114 -0.077941265 -0.015909671 -0.092179778
[21]  0.079673680 -0.209280747  0.029254212 -0.051041027  0.677000551
[26] -0.126940932 -0.083634791 -0.142107486 -0.004161011 -0.040563323
[31] -0.009907853 -0.095127320  0.078368753 -0.180512063  0.067075371
[36] -0.020108722  0.543993328 -0.140581756 -0.096523050 -0.117561120
[41] -0.020045053 -0.039149251 -0.024017220 -0.090556459  0.077742220
[46] -0.117979312  0.079305740 -0.012726601  0.415669731
> (mypacf <- c(rpacf$acf))
 [1] -1.046902e-01 -4.860487e-02 -2.192208e-01 -1.787665e-02 -1.223853e-01
 [6] -1.099253e-01 -1.292501e-01 -2.915324e-02 -2.926962e-01 -1.738873e-01
[11] -2.240051e-01  7.790167e-01 -1.015112e-02 -8.334828e-02  2.632178e-03
[16] -2.025947e-02  3.509530e-02  1.570393e-02 -6.630956e-02 -2.425099e-02
[21]  7.772652e-03  4.167890e-02 -2.553194e-02 -5.433262e-02 -4.577422e-03
[26]  3.963103e-02  6.768835e-02 -5.495414e-02  5.870082e-02 -2.118492e-02
[31] -1.647728e-03 -2.600250e-02  3.849674e-02  4.333644e-02  5.411774e-02
[36] -2.221220e-04 -5.930360e-02 -2.925076e-02 -1.853523e-02 -1.530080e-02
[41] -9.701469e-02 -1.039911e-01 -7.325042e-05  2.857944e-03  9.502742e-02
[46] -5.870745e-02 -9.626154e-02 -4.819365e-02
> 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/4sy7i1312563637.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/5dej41312563637.tab") 
> 
> try(system("convert tmp/160nk1312563637.ps tmp/160nk1312563637.png",intern=TRUE))
character(0)
> try(system("convert tmp/29ili1312563637.ps tmp/29ili1312563637.png",intern=TRUE))
character(0)
> try(system("convert tmp/3mgg61312563637.ps tmp/3mgg61312563637.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.961   0.181   1.159