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)

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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 = '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/www/rcomp/tmp/14s211312564517.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/2dmga1312564517.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/3xeqq1312564517.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 -0.51600584  0.09471438 -0.18351490  0.16451566 -0.08345334
 [7]  0.05273977 -0.09339385  0.19659013 -0.22363542  0.11300863 -0.43258694
[13]  0.84340034 -0.43930568  0.05835627 -0.14022065  0.13524283 -0.06868598
[19]  0.05650103 -0.11178571  0.21541592 -0.24123160  0.12809106 -0.35456342
[25]  0.69374698 -0.36684639  0.03327032 -0.08879903  0.07875070 -0.02801299
[31]  0.04953498 -0.11869777  0.20224333 -0.23125826  0.13304778 -0.28250944
[37]  0.56533396 -0.31411691  0.01705122 -0.05386830  0.05426193 -0.01406539
[43]  0.03590835 -0.10946031  0.16727199 -0.18111655  0.11751500 -0.22224037
[49]  0.44939243
> (mypacf <- c(rpacf$acf))
 [1] -5.160058e-01 -2.337996e-01 -3.515665e-01 -1.734991e-01 -1.664252e-01
 [6] -1.296412e-01 -1.964301e-01  5.737015e-02 -1.285674e-01 -1.094957e-01
[11] -7.963531e-01  2.568723e-01  2.210346e-01  7.519296e-02  4.207234e-02
[16] -1.021034e-02  1.676334e-02  3.414245e-02 -3.540665e-02 -7.077184e-02
[21] -5.970203e-02 -1.203841e-02  4.129992e-02 -2.428228e-02 -3.790954e-02
[26] -1.854475e-02  1.086473e-01 -4.302337e-02  3.615231e-02  4.047094e-02
[31]  6.498378e-02 -2.606413e-02 -2.482036e-02 -8.683036e-03  3.669214e-02
[36]  7.594110e-02 -2.871159e-03 -2.131255e-02 -2.573168e-02  7.684997e-02
[41]  4.084635e-02 -7.313912e-02 -5.650356e-02 -1.045972e-01  5.097333e-02
[46]  5.558271e-02  2.130261e-06 -2.872239e-02
> 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/4zz3i1312564517.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/5yip11312564517.tab") 
> 
> try(system("convert tmp/14s211312564517.ps tmp/14s211312564517.png",intern=TRUE))
character(0)
> try(system("convert tmp/2dmga1312564517.ps tmp/2dmga1312564517.png",intern=TRUE))
character(0)
> try(system("convert tmp/3xeqq1312564517.ps tmp/3xeqq1312564517.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.972   0.220   1.179