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(1954,2302,3054,2414,2226,2725,2589,3470,2400,3180,4009,3924,2072,2434,2956,2828,2687,2629,3150,4119,3030,3055,3821,4001,2529,2472,3134,2789,2758,2993,3282,3437,2804,3076,3782,3889,2271,2452,3084,2522,2769,3438,2839,3746,2632,2851,3871,3618,2389,2344,2678,2492,2858,2246,2800,3869,3007,3023,3907,4209,2353,2570,2903,2910,3782,2759,2931,3641,2794,3070,3576,4106,2452,2206,2488,2416,2534,2521,3093,3903,2907,3025,3812,4209,2138,2419,2622,2912,2708,2798,3254,2895,3263,3736,4077,4097,2175,3138,2823,2498,2822,2738,4137,3515,3785,3632,4504,4451,2550,2867,3458,2961,3163,2880,3331,3062,3534,3622,4464,5411,2564,2820,3508,3088,3299,2939,3320,3418,3604,3495,4163,4882,2211,3260,2992,2425,2707,3244,3965,3315,3333,3583,4021,4904,2252,2952,3573,3048,3059,2731,3563,3092,3478,3478,4308,5029,2075,3264,3308,3688,3136,2824,3644,4694,2914,3686,4358,5587,2265,3685,3754,3708,3210,3517,3905,3670,4221,4404,5086,5725,2367,3819,4067,4022,3937,4365,4290)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> 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/1c3ip1324118953.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/22ulz1324118953.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/3123v1324118953.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  0.279642787  0.051150303  0.174738660  0.219292054
 [6]  0.036084516 -0.160994795  0.041692827  0.191773149  0.138350342
[11] -0.008809512  0.184779842  0.719809553  0.181978654  0.004703890
[16]  0.117455959  0.142837238 -0.025626064 -0.209732677 -0.009959203
[21]  0.072952980  0.067102536 -0.041535613
> (mypacf <- c(rpacf$acf))
 [1]  0.27964279 -0.02934453  0.18264926  0.13610412 -0.06381162 -0.19720771
 [7]  0.09574523  0.15419026  0.13134451 -0.03841882  0.14928522  0.65840517
[13] -0.23734331 -0.05020850 -0.06814209 -0.10938892 -0.02535534 -0.05941266
[19] -0.02012144 -0.13089563  0.04789684  0.06689585
> 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/4rz381324118953.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/5sme41324118953.tab") 
> 
> try(system("convert tmp/1c3ip1324118953.ps tmp/1c3ip1324118953.png",intern=TRUE))
character(0)
> try(system("convert tmp/22ulz1324118953.ps tmp/22ulz1324118953.png",intern=TRUE))
character(0)
> try(system("convert tmp/3123v1324118953.ps tmp/3123v1324118953.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.885   0.205   1.105