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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> x <- c(32819,32700,32242,32810,33865,32226,31077,31293,30236,30160,32436,30695,27525,26434,25739,25204,24977,24320,22680,22052,21467,21383,21777,21928,21814,22937,23595,20830,19650,19195,19644,18483,18079,19178,18391,18441,18584,20108,20148,19394,17745,17696,17032,16438,15683,15594,15713,15937,16171,15928,16348,15579,15305,15648,14954,15137,15839,16050,15168,17064,16005,14886,14931,14544,13812,13031,12574,11964,11451,11346,11353,10702,10646,10556,10463,10407,10625,10872,10805,10653,10574,10431,10383,10296,10872,10635,10297,10570,10662,10709,10413,10846,10371,9924,9828)
> 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/yougetitorg/rcomp/tmp/1ie6p1305738434.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/206ii1305738434.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/369ku1305738434.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  0.961546280  0.921245578  0.884979176  0.845333358
 [6]  0.799672912  0.760653062  0.722899920  0.681551711  0.644032409
[11]  0.606513068  0.561928005  0.520445397  0.487065112  0.455479037
[16]  0.426428626  0.396881327  0.365969114  0.338373826  0.316160576
[21]  0.295689353  0.276231473  0.256765434  0.233046440  0.207546123
[26]  0.183924198  0.156717242  0.125738854  0.102654197  0.084032851
[31]  0.066689853  0.049420953  0.036430217  0.025465787  0.009290214
[36] -0.004128416 -0.015632550 -0.031019427 -0.050908148 -0.071816129
[41] -0.092020461 -0.108240472 -0.122507896 -0.135241620 -0.146594976
[46] -0.153693101 -0.161001552 -0.169951472 -0.180145038
> (mypacf <- c(rpacf$acf))
 [1]  0.961546280 -0.044090217  0.033177797 -0.066847102 -0.096602296
 [6]  0.062968375 -0.015877767 -0.056028117  0.029793400 -0.044230276
[11] -0.105686459  0.023476279  0.059231397  0.014356964  0.031761720
[16] -0.060602233 -0.047319467  0.037575158  0.039406041  0.017437428
[21]  0.011606795 -0.046812255 -0.093095275 -0.035223089  0.004290602
[26] -0.048385305 -0.047536086  0.058077832  0.012768932  0.024350122
[31] -0.011263425  0.030710603  0.037565875 -0.088287602 -0.002303196
[36]  0.003517493 -0.058670684 -0.081539406 -0.061901979 -0.014458760
[41]  0.058479992  0.009056259 -0.005308153  0.009289624  0.033694905
[46] -0.015076567 -0.009791034 -0.020377561
> 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/4du551305738434.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/5xvfy1305738434.tab") 
> 
> try(system("convert tmp/1ie6p1305738434.ps tmp/1ie6p1305738434.png",intern=TRUE))
character(0)
> try(system("convert tmp/206ii1305738434.ps tmp/206ii1305738434.png",intern=TRUE))
character(0)
> try(system("convert tmp/369ku1305738434.ps tmp/369ku1305738434.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.890   0.550   1.209