R version 2.12.0 (2010-10-15)
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(1069.108
+ ,1059.362
+ ,1049.495
+ ,1029.082
+ ,1231.089
+ ,1220.388
+ ,1069.108
+ ,968.521
+ ,978.233
+ ,978.233
+ ,989.056
+ ,1008.514
+ ,1069.108
+ ,1049.495
+ ,1079.775
+ ,1129.547
+ ,1412.683
+ ,1412.683
+ ,1352.244
+ ,1291.65
+ ,1341.422
+ ,1401.983
+ ,1412.683
+ ,1442.964
+ ,1533.833
+ ,1473.244
+ ,1473.244
+ ,1564.114
+ ,1816.014
+ ,1836.427
+ ,1785.734
+ ,1664.578
+ ,1755.42
+ ,1755.42
+ ,1765.165
+ ,1816.014
+ ,1856.04
+ ,1876.453
+ ,1876.453
+ ,1937.014
+ ,2169.452
+ ,2229.89
+ ,2239.603
+ ,2088.322
+ ,2169.452
+ ,2139.171
+ ,2078.582
+ ,2209.478
+ ,2239.603
+ ,2188.909
+ ,2199.61
+ ,2269.916
+ ,2532.64
+ ,2663.352
+ ,2663.352
+ ,2602.913
+ ,2693.66
+ ,2602.913
+ ,2552.092
+ ,2744.509
+ ,2774.634
+ ,2703.378
+ ,2884.967
+ ,2956.228
+ ,3168.103
+ ,3308.711
+ ,3289.258
+ ,3278.43
+ ,3359.559
+ ,3349.692
+ ,3228.692
+ ,3410.253
+ ,3470.847
+ ,3410.253
+ ,3662.154
+ ,3783.309
+ ,4065.362
+ ,4176.65
+ ,4146.492
+ ,4085.897
+ ,4136.624
+ ,4197.185
+ ,3995.056
+ ,4156.204
+ ,4257.779
+ ,4216.798
+ ,4479.366
+ ,4570.08
+ ,4953.837
+ ,5024.138
+ ,4933.418
+ ,4984.117
+ ,5014.398
+ ,5044.678
+ ,4852.261
+ ,5033.856
+ ,5134.437
+ ,5033.856
+ ,5326.854
+ ,5417.607
+ ,5811.037
+ ,5871.631
+ ,5891.089
+ ,5992.631
+ ,5992.631
+ ,6032.657
+ ,5851.063
+ ,5941.938
+ ,6002.377
+ ,5891.089
+ ,6214.246
+ ,6274.812
+ ,6678.021
+ ,6749.283
+ ,6849.864
+ ,6940.739
+ ,6950.451
+ ,6961.152
+ ,6779.563
+ ,6961.152)
> 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/1pr8l1312903610.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/25e0o1312903610.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/3qqr91312903610.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 -0.014627538  0.026441646  0.001125607 -0.087592959
 [6]  0.001834961 -0.362899446  0.033218804 -0.126056968 -0.022567074
[11] -0.025881403  0.001208248  0.803769798 -0.013925517  0.014578615
[16]  0.034216775 -0.055765752 -0.021585196 -0.288233355  0.006725881
[21] -0.098668237 -0.057542921 -0.044120800  0.010874963  0.629390899
[26]  0.019927113 -0.007039695  0.054565957 -0.028791291 -0.048222396
[31] -0.225764027 -0.030162442 -0.053341211 -0.083726434 -0.038177132
[36]  0.030391258  0.470026054  0.033882764 -0.043313378  0.066467794
[41] -0.013455840 -0.070123594 -0.172479742 -0.032952075 -0.015019817
[46] -0.123415042 -0.026287951  0.044058023  0.337294871
> (mypacf <- c(rpacf$acf))
 [1] -0.0146275383  0.0262332946  0.0018876682 -0.0883236036 -0.0007496097
 [6] -0.3611883633  0.0266979821 -0.1438999238 -0.0270045666 -0.1106655651
[11]  0.0023990488  0.7698327667  0.0390939015 -0.1573680049  0.0358486047
[16]  0.0104583902 -0.0123055934  0.1507170228 -0.1311303408  0.0779154097
[21]  0.0041514928 -0.0097240833  0.0163749853 -0.0315010816  0.0572212812
[26]  0.0271353152 -0.0780977096  0.0477130704 -0.0469664509 -0.0119353069
[31] -0.0141643151  0.0325285185  0.0063954014  0.0501223150  0.0115443301
[36] -0.0655487829 -0.0572057315 -0.0205671810 -0.0169940666  0.0218083592
[41] -0.0292113822 -0.0073903204  0.0652325023 -0.0014718264 -0.0984054964
[46]  0.0101432752  0.0052426367 -0.0250303416
> 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/4kw6w1312903610.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/5acku1312903610.tab") 
> 
> try(system("convert tmp/1pr8l1312903610.ps tmp/1pr8l1312903610.png",intern=TRUE))
character(0)
> try(system("convert tmp/25e0o1312903610.ps tmp/25e0o1312903610.png",intern=TRUE))
character(0)
> try(system("convert tmp/3qqr91312903610.ps tmp/3qqr91312903610.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.730   0.120   0.823