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(4581945
+ ,3874038
+ ,4086290
+ ,4364364
+ ,3793586
+ ,4533914
+ ,4823043
+ ,3981535
+ ,4746356
+ ,5284534
+ ,4264830
+ ,3924674
+ ,3734753
+ ,3762290
+ ,3609739
+ ,3877594
+ ,3636415
+ ,3578195
+ ,3604342
+ ,3459513
+ ,3366571
+ ,3371277
+ ,3724848
+ ,3350830
+ ,3305159
+ ,3390736
+ ,3349758
+ ,3253655
+ ,3734250
+ ,3455433
+ ,2966726
+ ,2993716
+ ,3009320
+ ,3169713
+ ,3170061
+ ,3368934
+ ,3292638
+ ,3337344
+ ,3208306
+ ,3359130
+ ,3223078
+ ,3437159
+ ,3400156
+ ,3657576
+ ,3765613
+ ,3481921
+ ,3604800
+ ,3981340
+ ,3734078
+ ,4018173
+ ,3887417
+ ,3919880
+ ,4014466
+ ,4197758
+ ,3896531
+ ,3964742
+ ,4201847
+ ,4050512
+ ,3997402
+ ,4314479
+ ,4925744
+ ,5130631
+ ,4444855
+ ,3967319
+ ,3931250
+ ,4235952
+ ,4169219
+ ,3779064
+ ,3558810
+ ,3699466
+ ,3650693
+ ,3525633
+ ,3470276
+ ,3859094
+ ,3661155
+ ,3356365
+ ,3344440
+ ,3338684
+ ,3404294
+ ,3289319
+ ,3469252
+ ,3571850
+ ,3639914
+ ,3091730
+ ,3078149
+ ,3188115
+ ,3246082
+ ,3486992
+ ,3378187
+ ,3282306
+ ,3288345
+ ,3325749
+ ,3352262
+ ,3531954
+ ,3722622
+ ,3809365
+ ,3750617
+ ,3615286
+ ,3696556
+ ,4123959
+ ,4136163
+ ,3933392
+ ,4035576
+ ,4551202
+ ,4032195
+ ,3970893
+ ,4489016
+ ,5426127
+ ,4578224
+ ,4126390
+ ,4892100
+ ,4128697
+ ,4408721
+ ,4199465
+ ,4074767
+ ,4161758
+ ,3891319
+ ,4470302
+ ,4283111
+ ,3845962
+ ,3911471
+ ,3798478
+ ,3644313
+ ,3784029
+ ,3647134
+ ,3994662
+ ,3607836
+ ,3566008
+ ,3511412
+ ,3258665
+ ,3486573
+ ,3369443
+ ,3465544
+ ,3905224
+ ,3733881
+ ,3220642
+ ,3225812
+ ,3354461
+ ,3352261
+ ,3450652)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '4'
> 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/wessaorg/rcomp/tmp/1l0es1324589684.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/2xmp61324589685.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/33zfn1324589685.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  0.757946519  0.626549694  0.650163425  0.577184269
 [6]  0.522534877  0.481913796  0.434978639  0.373082554  0.286187041
[11]  0.191769455  0.106097038  0.055462162  0.023800330 -0.076582175
[16] -0.145123594 -0.202085710 -0.260513443 -0.311756395 -0.357401612
[21] -0.394787272 -0.452679495 -0.484822695 -0.532839680 -0.566145304
[26] -0.532803195 -0.509893730 -0.534036008 -0.546134491 -0.536805465
[31] -0.495972944 -0.471925835 -0.419163841 -0.332076146 -0.272270317
[36] -0.255046906 -0.222029944 -0.134830640 -0.049304118 -0.026428773
[41]  0.004872829  0.084519418  0.122325440  0.180880932  0.242391004
[46]  0.285034443  0.343838213  0.380622081  0.346239285  0.349099262
[51]  0.400800147  0.459147621  0.473008944  0.433891833  0.398568351
[56]  0.372150061  0.368384849  0.328585868  0.281010518  0.250659257
[61]  0.226223071
> (mypacf <- c(rpacf$acf))
 [1]  7.579465e-01  1.223612e-01  3.355328e-01 -5.309821e-02  8.168601e-02
 [6] -4.954528e-02  1.700704e-02 -8.352061e-02 -1.156149e-01 -1.607429e-01
[11] -1.323001e-01 -3.388576e-02  2.108709e-02 -1.505477e-01 -3.401653e-02
[16] -1.201205e-01  6.652803e-05 -7.047033e-02 -2.197622e-02 -7.394060e-02
[21] -1.163633e-01 -4.591949e-02 -1.390416e-01 -5.332912e-02  3.396062e-02
[26]  2.226721e-02 -5.956660e-02 -9.892453e-02 -6.724609e-02  2.416353e-02
[31] -4.252164e-02  5.403257e-02  4.660335e-02  6.024014e-02 -9.519150e-02
[36] -9.173110e-03  5.440103e-02  6.325062e-02 -1.148653e-01 -8.101683e-02
[41]  6.769370e-03 -3.769245e-02  8.666804e-02  2.842416e-02  1.647186e-02
[46]  3.129071e-02  9.280809e-03 -1.277560e-01 -1.774818e-02  7.267054e-03
[51]  1.470098e-01  7.513018e-03 -7.216455e-02 -1.272742e-01 -1.556655e-02
[56]  7.333127e-02 -3.447661e-03 -7.554336e-02 -1.304785e-01 -2.064324e-03
> 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/4zlyb1324589685.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/5qxuq1324589685.tab") 
> 
> try(system("convert tmp/1l0es1324589684.ps tmp/1l0es1324589684.png",intern=TRUE))
character(0)
> try(system("convert tmp/2xmp61324589685.ps tmp/2xmp61324589685.png",intern=TRUE))
character(0)
> try(system("convert tmp/33zfn1324589685.ps tmp/33zfn1324589685.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.923   0.214   1.139