R version 2.12.1 (2010-12-16)
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(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 = '1'
> 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/1kn4w1305738551.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/2cz151305738551.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/3ben91305738551.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  0.08972479 -0.22529007  0.08933107  0.04000927 -0.15397571
 [7]  0.09217677  0.11722517 -0.15693185 -0.02392712 -0.08953038  0.02197486
[13]  0.09593320  0.06139790 -0.07797362  0.10685417  0.10733427 -0.15333165
[19] -0.10554849 -0.07347632  0.01024855 -0.03102515  0.17218281  0.03758957
[25] -0.09361031 -0.07728796  0.06397456  0.08806513 -0.02288321  0.02288200
[31] -0.06470036  0.01286528 -0.04704601  0.06945927  0.09220317 -0.05566669
[37] -0.04541523  0.03258230 -0.01605482 -0.01835622  0.02791063 -0.09220874
[43] -0.04809353  0.03238070 -0.07507392 -0.06226135  0.08483658 -0.03899448
[49] -0.05875893
> (mypacf <- c(rpacf$acf))
 [1]  0.089724785 -0.235234369  0.144501539 -0.046318949 -0.107404823
 [6]  0.128724778  0.023175210 -0.112298937  0.038435977 -0.213427122
[11]  0.142228741  0.025284023  0.041313876 -0.038690718  0.132758437
[16]  0.051572961 -0.094659823 -0.128856035 -0.150743842  0.057891465
[21] -0.022249185  0.190712946 -0.001649763 -0.019621419 -0.054727907
[26]  0.042625067 -0.006982288 -0.053052902 -0.012946947 -0.001738846
[31]  0.089584678 -0.012405086  0.092671139  0.064332352 -0.116877512
[36]  0.006183903 -0.062451983 -0.109777744  0.122199711 -0.037287791
[41]  0.029798261 -0.061213648  0.003651244 -0.130016179 -0.022484035
[46]  0.003970810 -0.050710486  0.040318710
> 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/4mkdu1305738551.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/5dbtz1305738551.tab") 
> 
> try(system("convert tmp/1kn4w1305738551.ps tmp/1kn4w1305738551.png",intern=TRUE))
character(0)
> try(system("convert tmp/2cz151305738551.ps tmp/2cz151305738551.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ben91305738551.ps tmp/3ben91305738551.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.028   0.404   2.422