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)

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(58109,57087,56064,54019,74712,73689,58109,47763,48785,48785,49808,51964,45718,39462,34339,34339,54019,56064,40484,22859,32183,32183,39462,43663,42640,32183,37417,35362,52987,48785,32183,19782,31160,34339,37417,41507,33205,26038,29116,30138,57087,57087,41507,39462,45718,42640,50942,61288,63343,48785,44685,40484,68567,70622,65388,70622,69589,61288,70622,80968,85169,72667,64365,70622,97570,105872,103827,107916,106894,96548,114173,118374,124519,105872,98593,106894,126675,144300,140099,140099,142154,134976,153634,153634,150455,132820,135999,138054,151579,169204,156701,162958,157724,154656,178538,173304,166025,155679,166025,171259,177505,185806,177505,182628,176381,175359,201285,203441,195140,180583,192984,198208,204464,213788,204464,211743,208564,197185,221066,221066)
> 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/www/rcomp/tmp/1hdwc1313412617.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/2aji01313412617.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/31y7f1313412617.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  0.96641555  0.93166392  0.91182675  0.89732024  0.88764226
 [7]  0.87380023  0.84651894  0.81509377  0.78761179  0.77088201  0.76564574
[13]  0.75420901  0.71579950  0.67671501  0.65121992  0.63216794  0.61630145
[19]  0.59781344  0.56694951  0.53161164  0.50093051  0.48079600  0.46930910
[25]  0.45255313  0.41531832  0.37630575  0.34946645  0.32537163  0.30521799
[31]  0.28492422  0.25077381  0.21513512  0.18530083  0.16562225  0.15200004
[37]  0.13116682  0.09561199  0.05958763  0.03189732  0.00385417 -0.01664875
[43] -0.03590971 -0.06642910 -0.09818357 -0.12379634 -0.13844988 -0.14994881
[49] -0.16709154
> (mypacf <- c(rpacf$acf))
 [1]  0.966415549 -0.034752611  0.208415728  0.063765794  0.117393753
 [6] -0.037904805 -0.169764474 -0.089850971 -0.040233801  0.096082926
[11]  0.158376825 -0.025330977 -0.334451935 -0.030767889  0.064340837
[16]  0.019982850 -0.002382973  0.007744040 -0.062071981 -0.037212569
[21] -0.031931133  0.010410740  0.031309183  0.016602099 -0.133460389
[26] -0.049393775  0.018731067 -0.074219896  0.005434878  0.017239428
[31] -0.079187263  0.027799082 -0.018734620  0.026983988 -0.021643203
[36] -0.042848575 -0.054524501 -0.031963742 -0.030207512 -0.122958017
[41]  0.051234809  0.020082887 -0.002534097  0.005901773 -0.015458956
[46]  0.058251714 -0.040548649 -0.009777294
> 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/4aab41313412617.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/5dody1313412617.tab") 
> 
> try(system("convert tmp/1hdwc1313412617.ps tmp/1hdwc1313412617.png",intern=TRUE))
character(0)
> try(system("convert tmp/2aji01313412617.ps tmp/2aji01313412617.png",intern=TRUE))
character(0)
> try(system("convert tmp/31y7f1313412617.ps tmp/31y7f1313412617.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.730   0.080   0.817