R version 2.12.0 (2010-10-15)
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(10574,10653,10805,10872,10625,10407,10463,10556,10646,10702,11353,11346,11451,11964,12574,13031,13812,14544,14931,14886,16005,17064,15168,16050,15839,15137,14954,15648,15305,15579,16348,15928,16171,15937,15713,15594,15683,16438,17032,17696,17745,19394,20148,20108,18584,18441,18391,19178,18073,18483,19644,19195,19650,20830,23595,22937,21814,21928,21777,21383,21467,22052,22680,24320,24977,25204,27390,26434,27525,30695,32436,30160,30236)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> 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/1cpde1295180961.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/2fh6v1295180961.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/38wb01295180961.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  0.937512579  0.872378690  0.797558419  0.728150895
 [6]  0.670152010  0.620225095  0.564682898  0.519927353  0.477197151
[11]  0.436261188  0.409106743  0.382678924  0.354021604  0.326121629
[16]  0.298508346  0.267222543  0.232583049  0.195797139  0.158916510
[21]  0.137719998  0.124495134  0.118417652  0.101008545  0.089208781
[26]  0.077623363  0.057495049  0.040446109  0.019990852 -0.003674765
[31] -0.036615720 -0.066514929 -0.095940347 -0.114096165 -0.135724855
[36] -0.156232821 -0.171852489 -0.184366039 -0.195595100 -0.205092980
[41] -0.215177451 -0.228779026 -0.233525484 -0.238750035 -0.241987982
[46] -0.246048373 -0.254762131 -0.261859502 -0.266784073
> (mypacf <- c(rpacf$acf))
 [1]  0.937512579 -0.054110325 -0.114595397  0.006380692  0.059902223
 [6]  0.022321751 -0.095036091  0.054394057  0.005846773 -0.024900025
[11]  0.081663827 -0.011560340 -0.044457612 -0.014760205  0.009045886
[16] -0.042943441 -0.070220217 -0.021852750 -0.014956147  0.096467616
[21]  0.041322273  0.019471410 -0.122549352  0.047259462  0.032376045
[26] -0.117998160 -0.001019599 -0.026656818 -0.028267624 -0.109675336
[31]  0.021284199  0.006018553  0.009090003 -0.054629371 -0.022823732
[36]  0.008295343 -0.019537401 -0.014717856 -0.011594025 -0.014041212
[41] -0.029781685  0.044003913 -0.002325010 -0.018813995 -0.024603958
[46] -0.052902954  0.004629464  0.005644006
> 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/4w4dl1295180961.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/5trqo1295180961.tab") 
> 
> try(system("convert tmp/1cpde1295180961.ps tmp/1cpde1295180961.png",intern=TRUE))
character(0)
> try(system("convert tmp/2fh6v1295180961.ps tmp/2fh6v1295180961.png",intern=TRUE))
character(0)
> try(system("convert tmp/38wb01295180961.ps tmp/38wb01295180961.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.740   0.060   0.804