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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Type 'demo()' for some demos, 'help()' for on-line help, or
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> x <- c(1418
+ ,869
+ ,1530
+ ,2172
+ ,901
+ ,463
+ ,3201
+ ,371
+ ,1192
+ ,1583
+ ,1439
+ ,1764
+ ,1495
+ ,1373
+ ,2187
+ ,1491
+ ,4041
+ ,1706
+ ,2152
+ ,1036
+ ,1882
+ ,1929
+ ,2242
+ ,1220
+ ,1289
+ ,2515
+ ,2147
+ ,2352
+ ,1638
+ ,1222
+ ,1812
+ ,1677
+ ,1579
+ ,1731
+ ,807
+ ,2452
+ ,829
+ ,1940
+ ,2662
+ ,186
+ ,1499
+ ,865
+ ,1793
+ ,2527
+ ,2747
+ ,1324
+ ,2702
+ ,1383
+ ,1179
+ ,2099
+ ,4308
+ ,918
+ ,1831
+ ,3373
+ ,1713
+ ,1438
+ ,496
+ ,2253
+ ,744
+ ,1161
+ ,2352
+ ,2144
+ ,4691
+ ,1112
+ ,2694
+ ,1973
+ ,1769
+ ,3148
+ ,2474
+ ,2084
+ ,1954
+ ,1226
+ ,1389
+ ,1496
+ ,2269
+ ,1833
+ ,1268
+ ,1943
+ ,893
+ ,1762
+ ,1403
+ ,1425
+ ,1857
+ ,1840
+ ,1502
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+ ,1420
+ ,1416
+ ,2970
+ ,1317
+ ,1644
+ ,870
+ ,1654
+ ,1054
+ ,937
+ ,3004
+ ,2008
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+ ,1468
+ ,2445
+ ,1964
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+ ,1369
+ ,1659
+ ,2888
+ ,1290
+ ,2845
+ ,1982
+ ,1904
+ ,1391
+ ,602
+ ,1743
+ ,1559
+ ,2014
+ ,2143
+ ,2146
+ ,874
+ ,1590
+ ,1590
+ ,1210
+ ,2072
+ ,1281
+ ,1401
+ ,834
+ ,1105
+ ,1272
+ ,1944
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+ ,761
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+ ,530
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+ ,1111
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+ ,2833
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+ ,620
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+ ,1688
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+ ,812
+ ,1051
+ ,1656
+ ,705
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+ ,982
+ ,222
+ ,1212
+ ,1143
+ ,435
+ ,532
+ ,882
+ ,608
+ ,459
+ ,578
+ ,826
+ ,509
+ ,717
+ ,637
+ ,857
+ ,830
+ ,652
+ ,707
+ ,954
+ ,1461
+ ,672
+ ,778
+ ,1141
+ ,680
+ ,1090
+ ,616
+ ,285
+ ,1145
+ ,733
+ ,888
+ ,849
+ ,1182
+ ,528
+ ,642
+ ,947
+ ,819
+ ,757
+ ,894)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = 'Default'
> 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 <- 7
> 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/1tn481324390423.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/27wdn1324390423.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/39lou1324390423.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$acf))
 [1] 1.00000000 0.20905663 0.26424647 0.28438203 0.23612673 0.25795062
 [7] 0.24043252 0.32426832 0.23530352 0.25495036 0.31628069 0.22182340
[13] 0.24850890 0.21215753 0.17641412 0.21893388 0.18748370 0.17872619
[19] 0.27532096 0.22715793 0.24970430 0.15917056 0.18023472 0.06272048
[25] 0.17268190
> (mypacf <- c(rpacf$acf))
 [1]  0.209056634  0.230621011  0.213893922  0.124822733  0.129504927
 [6]  0.096367105  0.189563280  0.066740934  0.074330018  0.142093562
[11]  0.030459985  0.042711497 -0.001606397 -0.049528348  0.016072925
[16] -0.012060502 -0.037897971  0.114085324  0.054243585  0.075142164
[21] -0.033301300 -0.021143386 -0.152990298  0.016661634
> 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/4pnbw1324390423.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/5evjn1324390423.tab") 
> 
> try(system("convert tmp/1tn481324390423.ps tmp/1tn481324390423.png",intern=TRUE))
character(0)
> try(system("convert tmp/27wdn1324390423.ps tmp/27wdn1324390423.png",intern=TRUE))
character(0)
> try(system("convert tmp/39lou1324390423.ps tmp/39lou1324390423.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.009   0.182   1.190