R version 2.10.1 (2009-12-14)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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Type 'license()' or 'licence()' for distribution details.

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Type 'contributors()' for more information and
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Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(349
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> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '60'
> 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/yougetitorg/rcomp/tmp/148iy1296635258.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/yougetitorg/rcomp/tmp/2n40i1296635258.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/yougetitorg/rcomp/tmp/3ypaz1296635258.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$acf))
 [1]  1.0000000000  0.1925946298  0.0337610428 -0.1466798638 -0.2186346258
 [6] -0.0141612296 -0.0590925096 -0.0107161119 -0.2162913700 -0.1348566150
[11] -0.0851821061  0.1684044178  0.5992395797  0.1494177008 -0.0869412330
[16] -0.1529554655 -0.2007279568 -0.0098568591 -0.0200569449 -0.0201420459
[21] -0.2004413580 -0.1337766536  0.0022385727  0.1443986733  0.7576284127
[26]  0.1222252460  0.0058963522 -0.1414836919 -0.1907282584 -0.0169188369
[31] -0.0438653287 -0.0386505368 -0.2162415628 -0.1382487251 -0.0977032021
[36]  0.1191788391  0.4467255540  0.0970239044 -0.0909971488 -0.1240903672
[41] -0.1695996399 -0.0067394809  0.0135638959 -0.0375729439 -0.1782968038
[46] -0.1337002917  0.0003649515  0.0991894366  0.5870187040  0.0760544848
[51] -0.0102221022 -0.1092949349 -0.1537408675 -0.0091873257 -0.0038701412
[56] -0.0345481616 -0.1928989823 -0.1176801569 -0.1102503213  0.0668611691
[61]  0.3063143621
> (mypacf <- c(rpacf$acf))
 [1]  0.1925946298 -0.0034599889 -0.1584160867 -0.1712675877  0.0701552538
 [6] -0.0813485058 -0.0479920177 -0.2571820906 -0.0699272176 -0.0859320095
[11]  0.1561117310  0.5206620853 -0.0690949343 -0.2864047243  0.0240743872
[16]  0.0132993240 -0.0078687939 -0.0522267163 -0.0294003858 -0.0996678275
[21]  0.0037591958  0.1766317762 -0.0360458000  0.5570634581 -0.1568851014
[26]  0.0065183395  0.0416115737  0.0317910838 -0.0919446931  0.0504332048
[31] -0.0865893354  0.0265939998 -0.0675289513 -0.0362601117 -0.1167351556
[36] -0.2058139213  0.0206275440  0.0051271128  0.0027619558 -0.0482578985
[41] -0.0067895775  0.0011295388 -0.0065403881 -0.0189859357 -0.0168699429
[46]  0.0522464521 -0.0034964565  0.1084257135 -0.0343179088 -0.0285293099
[51]  0.0014633306  0.0491657397 -0.0405904185  0.0778948543  0.0002752403
[56]  0.0022650009  0.0155006845 -0.0806043104 -0.0816200938 -0.1164482301
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/yougetitorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/yougetitorg/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/yougetitorg/rcomp/tmp/4572q1296635258.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/yougetitorg/rcomp/tmp/58wbj1296635258.tab") 
> 
> try(system("convert tmp/148iy1296635258.ps tmp/148iy1296635258.png",intern=TRUE))
character(0)
> try(system("convert tmp/2n40i1296635258.ps tmp/2n40i1296635258.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ypaz1296635258.ps tmp/3ypaz1296635258.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.130   0.660   1.384