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(26.663
+ ,23.598
+ ,26.931
+ ,24.740
+ ,25.806
+ ,24.364
+ ,24.477
+ ,23.901
+ ,23.175
+ ,23.227
+ ,21.672
+ ,21.870
+ ,21.439
+ ,21.089
+ ,23.709
+ ,21.669
+ ,21.752
+ ,20.761
+ ,23.479
+ ,23.824
+ ,23.105
+ ,23.110
+ ,21.759
+ ,22.073
+ ,21.937
+ ,20.035
+ ,23.590
+ ,21.672
+ ,22.222
+ ,22.123
+ ,23.950
+ ,23.504
+ ,22.238
+ ,23.142
+ ,21.059
+ ,21.573
+ ,21.548
+ ,20.000
+ ,22.424
+ ,20.615
+ ,21.761
+ ,22.874
+ ,24.104
+ ,23.748
+ ,23.262
+ ,22.907
+ ,21.519
+ ,22.025
+ ,22.604
+ ,20.894
+ ,24.677
+ ,23.673
+ ,25.320
+ ,23.583
+ ,24.671
+ ,24.454
+ ,24.122
+ ,24.252
+ ,22.084
+ ,22.991
+ ,23.287
+ ,23.049
+ ,25.076
+ ,24.037
+ ,24.430
+ ,24.667
+ ,26.451
+ ,25.618
+ ,25.014
+ ,25.110
+ ,22.964
+ ,23.981
+ ,23.798
+ ,22.270
+ ,24.775
+ ,22.646
+ ,23.988
+ ,24.737
+ ,26.276
+ ,25.816
+ ,25.210
+ ,25.199
+ ,23.162
+ ,24.707
+ ,24.364
+ ,22.644
+ ,25.565
+ ,24.062
+ ,25.431
+ ,24.635
+ ,27.009
+ ,26.606
+ ,26.268
+ ,26.462
+ ,25.246
+ ,25.180
+ ,24.657
+ ,23.304
+ ,26.982
+ ,26.199
+ ,27.210
+ ,26.122
+ ,26.706
+ ,26.878
+ ,26.152
+ ,26.379
+ ,24.712
+ ,25.688
+ ,24.990
+ ,24.239
+ ,26.721
+ ,23.475
+ ,24.767
+ ,26.219
+ ,28.361
+ ,28.599
+ ,27.914
+ ,27.784
+ ,25.693
+ ,26.881
+ ,26.217
+ ,24.218
+ ,27.914
+ ,26.975
+ ,28.527
+ ,27.139
+ ,28.982
+ ,28.169
+ ,28.056
+ ,29.136
+ ,26.291
+ ,26.987
+ ,26.589
+ ,24.848
+ ,27.543
+ ,26.896
+ ,28.878
+ ,27.390
+ ,28.065
+ ,28.141
+ ,29.048
+ ,28.484
+ ,26.634
+ ,27.735
+ ,27.132
+ ,24.924
+ ,28.963
+ ,26.589
+ ,27.931
+ ,28.009
+ ,29.229
+ ,28.759
+ ,28.405
+ ,27.945
+ ,25.912
+ ,26.619
+ ,26.076
+ ,25.286
+ ,27.660
+ ,25.951
+ ,26.398
+ ,25.565
+ ,28.865
+ ,30.000
+ ,29.261
+ ,29.012
+ ,26.992
+ ,27.897)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '60'
> #'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/12txr1322831250.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/2mag01322831250.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/3p2of1322831250.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  0.783397088  0.797674175  0.700949140  0.628516973
 [6]  0.621069209  0.545329986  0.594114592  0.562803719  0.628630938
[11]  0.675507453  0.632540229  0.778050867  0.614559264  0.660621821
[16]  0.586713445  0.516053002  0.499790913  0.415497437  0.459484827
[21]  0.434303424  0.492765177  0.534870725  0.490711053  0.618257011
[26]  0.456774454  0.500826572  0.424241234  0.348200688  0.334473865
[31]  0.258639994  0.289463747  0.248775392  0.300786381  0.323969761
[36]  0.291029643  0.422696302  0.276483946  0.303260391  0.221727024
[41]  0.157165079  0.146686966  0.080456715  0.107656066  0.067729058
[46]  0.111571318  0.141076718  0.122404583  0.246927063  0.114813029
[51]  0.142562694  0.058345655  0.008078445 -0.011809929 -0.081388628
[56] -0.057459295 -0.079428940 -0.022874254 -0.001420046 -0.025177502
[61]  0.071004000
> (mypacf <- c(rpacf$acf))
 [1]  0.783397088  0.476231982  0.001908559 -0.131266951  0.153379922
 [6] -0.002795029  0.216010525  0.087207477  0.219279209  0.249536687
[11] -0.136602525  0.425969661 -0.406746234 -0.007103007  0.062476366
[16] -0.216134250 -0.031999923 -0.045737405 -0.007977785  0.182683244
[21] -0.058155144  0.089765472 -0.026225758  0.022250369 -0.198916618
[26] -0.057252463  0.021748979 -0.135333693 -0.011203764  0.064941748
[31] -0.120418907  0.010219627  0.021678061 -0.069725742  0.071477619
[36]  0.096778274 -0.132800757 -0.165086028 -0.020638166  0.062481781
[41] -0.001192967  0.030358886 -0.016942495 -0.020089902 -0.056483747
[46]  0.063647239  0.120381058  0.050656592 -0.081234583 -0.119476999
[51] -0.115453164  0.115058546 -0.026746833  0.009613383  0.067023081
[56]  0.008903101  0.006474282 -0.058450497 -0.061943440 -0.018840656
> 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/4rryk1322831250.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/59ur81322831250.tab") 
> 
> try(system("convert tmp/12txr1322831250.ps tmp/12txr1322831250.png",intern=TRUE))
character(0)
> try(system("convert tmp/2mag01322831250.ps tmp/2mag01322831250.png",intern=TRUE))
character(0)
> try(system("convert tmp/3p2of1322831250.ps tmp/3p2of1322831250.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.450   0.080   1.538