R version 2.12.1 (2010-12-16)
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(1770,2203,2836,1976,2150,2180,2631,1781,2327,2260,2051,2250,2102,2957,2485,2871,2447,2570,2622,1840,2682,2369,2119,2531,2214,3206,2709,2734,2348,2702,2642,2064,2647,2534,2297,2718,2321,3112,2664,2808,2668,2934,2616,2228,2463,2416,2407,2582,2101,3305,2818,2401,3019,2507,2948,2210,2467,2596,2451,2233,2393,3122,2801,2656,2782,2604,2803,2178,2324,2536,2408,2261,2166,3243,2296,2719,2734,2297,2732,1904,2397,2473,1967,2471,2203,3053,2350,2807,2639,2646,2577,1860,2624,2590,2261,3342,2840,3328,3245,3025,2915,3579,2787,2397,3065,2154,2689,3187,2540,3469,3005,2573,2998,2768,2556,2414,2467,2136,2493,2735,2316,3042,2364,2248,2714,2583,2631,1965,2209,1964,2132)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> 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/1a4841323963399.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/28ui31323963399.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/35q391323963399.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  0.206889285  0.428354652  0.554256454  0.146377702
 [6]  0.371229571  0.380501579  0.051953782  0.352735646  0.157259984
[11] -0.045946970  0.181276407 -0.090227763 -0.093829953  0.056835652
[16] -0.143643995 -0.133856942 -0.056059518 -0.213690815 -0.191047063
[21] -0.120091631 -0.239332705 -0.242347369 -0.070837546 -0.299312772
[26] -0.183567728 -0.131147197 -0.274863272 -0.114556362 -0.125236820
[31] -0.167845085 -0.014613048 -0.117453806 -0.105946014  0.003033112
[36] -0.045222284 -0.087417539  0.115195143 -0.056972640  0.071302336
[41]  0.031237676  0.055430222  0.016180080  0.042119929  0.033162438
[46]  0.026303946  0.065466532  0.027971058 -0.005038646
> (mypacf <- c(rpacf$acf))
 [1]  0.20688929  0.40279226  0.52125887 -0.10021251 -0.05009040  0.16710395
 [7] -0.13863936  0.01596794 -0.02524961 -0.22905661 -0.13498421 -0.11119198
[13] -0.04602448  0.03186582  0.11048564 -0.06682602 -0.08218301  0.05282305
[19] -0.07442396 -0.01525812  0.03653849 -0.19331532  0.06997740 -0.02562080
[25] -0.07010212 -0.02220728  0.04472907  0.02776055 -0.03969108  0.15475838
[31]  0.04942925 -0.12131063 -0.01450587 -0.07153162  0.08154635 -0.12248834
[37]  0.06725402 -0.04878894  0.06294200 -0.08933978  0.09802286 -0.01901173
[43] -0.13255051 -0.03292956  0.01591887 -0.02006821  0.02742255 -0.08168472
> 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/4rj491323963399.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/5ri601323963399.tab") 
> 
> try(system("convert tmp/1a4841323963399.ps tmp/1a4841323963399.png",intern=TRUE))
character(0)
> try(system("convert tmp/28ui31323963399.ps tmp/28ui31323963399.png",intern=TRUE))
character(0)
> try(system("convert tmp/35q391323963399.ps tmp/35q391323963399.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.148   0.192   1.373