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(411
+ ,410
+ ,415
+ ,414
+ ,411
+ ,408
+ ,410
+ ,411
+ ,416
+ ,479
+ ,498
+ ,502
+ ,498
+ ,499
+ ,506
+ ,510
+ ,509
+ ,502
+ ,495
+ ,490
+ ,490
+ ,553
+ ,570
+ ,573
+ ,572
+ ,575
+ ,580
+ ,580
+ ,574
+ ,563
+ ,556
+ ,546
+ ,545
+ ,605
+ ,628
+ ,631
+ ,626
+ ,614
+ ,606
+ ,602
+ ,589
+ ,574
+ ,558
+ ,552
+ ,546
+ ,607
+ ,636
+ ,631
+ ,623
+ ,618
+ ,605
+ ,619
+ ,596
+ ,570
+ ,546
+ ,528
+ ,506
+ ,555
+ ,568
+ ,564
+ ,553
+ ,541
+ ,542
+ ,540
+ ,521
+ ,505
+ ,491
+ ,482
+ ,478
+ ,523
+ ,531
+ ,532
+ ,540
+ ,525
+ ,533
+ ,531
+ ,508
+ ,495
+ ,482
+ ,470
+ ,466
+ ,515
+ ,518
+ ,516
+ ,511
+ ,500
+ ,498
+ ,494
+ ,476
+ ,458
+ ,443
+ ,430
+ ,424
+ ,476
+ ,481
+ ,470
+ ,460
+ ,451
+ ,450
+ ,444
+ ,429
+ ,421
+ ,400
+ ,389
+ ,384
+ ,432
+ ,446
+ ,431
+ ,423
+ ,416
+ ,416
+ ,413
+ ,399
+ ,386
+ ,374
+ ,365
+ ,365
+ ,418
+ ,428
+ ,424
+ ,421
+ ,417
+ ,423
+ ,423
+ ,419
+ ,406
+ ,398
+ ,390
+ ,391
+ ,444
+ ,460
+ ,455
+ ,456
+ ,452
+ ,459
+ ,461
+ ,451
+ ,443
+ ,439
+ ,430
+ ,436
+ ,488
+ ,506
+ ,502
+ ,501
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+ ,520
+ ,512
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+ ,570
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+ ,594
+ ,586
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+ ,592
+ ,594
+ ,586
+ ,572
+ ,563
+ ,555
+ ,554
+ ,601
+ ,622
+ ,617
+ ,606
+ ,595
+ ,599
+ ,600
+ ,592
+ ,575
+ ,567
+ ,555
+ ,555
+ ,608
+ ,631
+ ,629
+ ,624
+ ,610
+ ,616
+ ,621
+ ,604
+ ,584
+ ,574
+ ,555
+ ,545
+ ,599
+ ,620
+ ,608
+ ,590
+ ,579
+ ,580
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+ ,572
+ ,560
+ ,551
+ ,537
+ ,541
+ ,588
+ ,607
+ ,599
+ ,578
+ ,563
+ ,566
+ ,561
+ ,554
+ ,540
+ ,526
+ ,512
+ ,505
+ ,554
+ ,584
+ ,569
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+ ,527
+ ,516
+ ,503
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+ ,532
+ ,511
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+ ,493
+ ,481
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+ ,457
+ ,442
+ ,439
+ ,488
+ ,521
+ ,501
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+ ,460
+ ,467
+ ,460
+ ,448
+ ,443
+ ,436
+ ,431
+ ,484
+ ,510
+ ,513
+ ,503
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+ ,471
+ ,476
+ ,475
+ ,470
+ ,461
+ ,455
+ ,456
+ ,517
+ ,525
+ ,523
+ ,519
+ ,509
+ ,512
+ ,519
+ ,517
+ ,510
+ ,509
+ ,501
+ ,507
+ ,569
+ ,580
+ ,578
+ ,565
+ ,547
+ ,555
+ ,562
+ ,561
+ ,555
+ ,544
+ ,537
+ ,543
+ ,594
+ ,611
+ ,613
+ ,611
+ ,594
+ ,595
+ ,591
+ ,589
+ ,584
+ ,573
+ ,567
+ ,569
+ ,621
+ ,629
+ ,628
+ ,612
+ ,595
+ ,597
+ ,593
+ ,590
+ ,580
+ ,574
+ ,573
+ ,573
+ ,620
+ ,626
+ ,620
+ ,588
+ ,566
+ ,557
+ ,561
+ ,549
+ ,532
+ ,526
+ ,511
+ ,499
+ ,555
+ ,565
+ ,542
+ ,527
+ ,510
+ ,514
+ ,517
+ ,508
+ ,493
+ ,490
+ ,469
+ ,478
+ ,528
+ ,534
+ ,518
+ ,506
+ ,502
+ ,516
+ ,528
+ ,533
+ ,536
+ ,537
+ ,524
+ ,536
+ ,587
+ ,597
+ ,581
+ ,564
+ ,558
+ ,575
+ ,580
+ ,575
+ ,563
+ ,552
+ ,537
+ ,545
+ ,601
+ ,604
+ ,586
+ ,564
+ ,549
+ ,551
+ ,556
+ ,548
+ ,540
+ ,531
+ ,521
+ ,519
+ ,572
+ ,581
+ ,563
+ ,548)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> par3 = '1'
> par2 = '1'
> par1 = 'Default'
> #'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/19x0y1323186256.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/2nr0a1323186256.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/3qza21323186256.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  0.155929609  0.170934018  0.194180866  0.117463142
 [6]  0.116371019  0.148637678  0.029860903  0.070292466  0.041157787
[11] -0.033488460 -0.004035237 -0.247478898  0.008556425  0.019314499
[16] -0.016992393 -0.016332748 -0.002061740 -0.031274122 -0.004884899
[21]  0.010370241  0.015544239 -0.053923400  0.094646534 -0.122153065
[26] -0.063630358
> (mypacf <- c(rpacf$acf))
 [1]  0.1559296095  0.1502737365  0.1552980386  0.0535979414  0.0504196977
 [6]  0.0861174383 -0.0440547481  0.0134130920 -0.0116201153 -0.0697416771
[11] -0.0248839818 -0.2754508556  0.0837081367  0.0811487389  0.0551594785
[16]  0.0118809864  0.0132937519  0.0240035402 -0.0289479269  0.0223839424
[21]  0.0233299362 -0.1106537824  0.1101684306 -0.2520313232 -0.0005772196
> 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/47qov1323186256.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/5fa151323186256.tab") 
> 
> try(system("convert tmp/19x0y1323186256.ps tmp/19x0y1323186256.png",intern=TRUE))
character(0)
> try(system("convert tmp/2nr0a1323186256.ps tmp/2nr0a1323186256.png",intern=TRUE))
character(0)
> try(system("convert tmp/3qza21323186256.ps tmp/3qza21323186256.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.026   0.169   1.189