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(117541.78,116587,116809,122819.55,116955,117186,117265,117536,117781,117928,120437.52,121753.21,119369.88,118622,118885,124998.3,119369,119647,119879,120075,120295,120538,123250.68,124631.03,122443.31,121532,121844,128241.75,122391,122644,122927,122909,123417,123756,126540.18,128088.74,125874.28,124817,124961,131499.9,125639,125851,125970,126322,126540,126733,129557.34,131179.77,128754.8,127890,127996,134790.6,128585,128851,129142,129334,129536,129944,132842.76,134447.96,132088.81,130902,131374,138243,131885,131839,132002,132005,132127,132116,134993.94,136459.55)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '60'
> 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/10r4s1322745732.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/2bwu01322745732.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/3cnk81322745732.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$acf))
 [1]  1.000000000 -0.382705262 -0.153271932 -0.091997459  0.207433901
 [6]  0.074787041 -0.309465871  0.087838595  0.219925692 -0.109973609
[11] -0.139904522 -0.321798306  0.826212472 -0.314651436 -0.120782184
[16] -0.071496770  0.165503685  0.061052635 -0.254356593  0.076336750
[21]  0.174472191 -0.086029417 -0.113177659 -0.259232713  0.658584686
[26] -0.248317888 -0.096782275 -0.048124985  0.120091444  0.047663816
[31] -0.195983432  0.057691766  0.134510274 -0.061926260 -0.087413952
[36] -0.198999925  0.492217473 -0.183318647 -0.068381712 -0.032244419
[41]  0.086041808  0.031329243 -0.143498191  0.042703464  0.099865346
[46] -0.046847788 -0.058277751 -0.133149628  0.324878173 -0.122377390
[51] -0.043419321 -0.007825131  0.043565063  0.014388538 -0.085398154
[56]  0.029352710  0.055823461 -0.024157298 -0.034055697 -0.066479637
[61]  0.158165449
> (mypacf <- c(rpacf$acf))
 [1] -0.382705262 -0.351168562 -0.408468355 -0.153754401  0.046204233
 [6] -0.281725215 -0.199922731  0.079746744 -0.070728228 -0.139972019
[11] -0.747815740  0.274597405  0.049858870  0.117914279  0.112513147
[16] -0.013414119 -0.061035414  0.101583874  0.067654768 -0.120455678
[21] -0.048329555 -0.046261083  0.039195191  0.022344643  0.040653338
[26] -0.031180392  0.033896919  0.026731674 -0.008826919  0.012603392
[31] -0.032412342 -0.033614984 -0.001022490  0.021910028  0.058639624
[36] -0.050924366 -0.038536226 -0.016592847 -0.002640020  0.022935877
[41] -0.007294800 -0.028171757 -0.007969052  0.030996894 -0.001276284
[46]  0.017597474  0.096087511 -0.055475430 -0.014810170 -0.008986607
[51]  0.027761310 -0.010902063 -0.014395217 -0.009234506  0.009662716
[56]  0.001503392  0.025247485  0.002977547  0.072118566 -0.067046304
> 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/4c3561322745732.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/5p8em1322745732.tab") 
> 
> try(system("convert tmp/10r4s1322745732.ps tmp/10r4s1322745732.png",intern=TRUE))
character(0)
> try(system("convert tmp/2bwu01322745732.ps tmp/2bwu01322745732.png",intern=TRUE))
character(0)
> try(system("convert tmp/3cnk81322745732.ps tmp/3cnk81322745732.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.008   0.159   1.182