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)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(940,1070,1060,1070,1070,1040,950,1120,1150,1040,1040,1120,1000,960,1060,1060,1110,1030,960,1130,1150,1030,1040,1030,1070,1000,1020,1100,1080,990,1000,1110,1170,1030,1100,1020,1090,990,1060,1120,1030,1050,1030,1130,1140,980,1150,990,1020,1060,1080,1180,980,960,1020,1170,1150,950,1160,1120,1010,1010,1060,1130,1000,1000,1070,1150,1080,980,1210,1020,980,1030,1050,1190,970,950,1070,1170,1050,960,1300,1080,1030,1030,1070,1260,990,950,1080,1190,1050,950,1250,1140,1080,1020,1140,1320,1100,1040,1090,1280,1030,930,1280,1020)
> 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/1mwbu1313171272.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/211yf1313171272.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/33tbd1313171272.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 -0.11283633 -0.39690947  0.09254816  0.32903789  0.13607408
 [7] -0.43010503  0.14844027  0.28369741  0.01928675 -0.35603174 -0.10327392
[13]  0.69216894 -0.11043294 -0.30117792  0.03579937  0.24140143  0.10125402
[19] -0.34371304  0.13501733  0.17589804 -0.03365084 -0.29907108 -0.03838512
[25]  0.51816031 -0.15588791 -0.22069491  0.06015146  0.13007290  0.01443870
[31] -0.26705995  0.14647824  0.12006524 -0.08801732 -0.22211723  0.03519181
[37]  0.35965855 -0.18275237 -0.15028274  0.10629626  0.09401988 -0.02037012
[43] -0.18165507  0.14449263  0.10327037 -0.12670224 -0.18631034  0.09640045
[49]  0.26654739
> (mypacf <- c(rpacf$acf))
 [1] -0.112836325 -0.414924335 -0.021581976  0.215630420  0.321706069
 [6] -0.225015132  0.198126523  0.012111039  0.182653129 -0.306888940
[11] -0.122565626  0.463932191  0.031101768  0.178335048 -0.080740030
[16] -0.102002709 -0.083411639  0.051913607  0.030408603 -0.062352634
[21] -0.094925288 -0.118999129  0.089380982  0.137540227  0.013768537
[26]  0.003817338  0.009355555 -0.142151148 -0.082356235 -0.082677910
[31] -0.033907106  0.042354948  0.041188160  0.083395753  0.096436185
[36] -0.016292308 -0.035126201 -0.062374613  0.008822145  0.002373501
[41]  0.063040706  0.026347003 -0.026750128  0.048961080 -0.022951496
[46] -0.024925444  0.011613239 -0.024152464
> 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/41d2m1313171272.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/5i1lo1313171272.tab") 
> 
> try(system("convert tmp/1mwbu1313171272.ps tmp/1mwbu1313171272.png",intern=TRUE))
character(0)
> try(system("convert tmp/211yf1313171272.ps tmp/211yf1313171272.png",intern=TRUE))
character(0)
> try(system("convert tmp/33tbd1313171272.ps tmp/33tbd1313171272.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.955   0.172   1.123