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(19097.1,19304.6,19601.7,16006.9,17681.2,19790.4,17014.2,17424.5,18908.9,15692.1,15160,15794.3,16032.1,16065,16236.8,12521,14762.1,15446.9,13635,14212.6,15021.7,14134.3,13721.4,14384.5,15638.6,19711.6,20359.8,16141.4,20056.9,20605.5,19325.8,20547.7,19211.2,19009.5,18746.8,16471.5,18957.2,20515.2,18374.4,16192.9,18147.5,19301.4,18344.7,17183.6,19630,17167.2,17428.5,16016.5,18466.5,18406.6,18174.1,14851.9,16260.7,18329.6,18003.8,15903.8,19554.2,16554.2,16198.9,16571.8,17535.2,16198.1,17487.5,13768,14915.8,17160.9,15607.4,16181.5,17413.2,15116.3,14544.5,15050.6,15535.4,15919.3,15853.1,12336.4,14355.5,16040.8,13867.7,14656.6)
> 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/1dyot1305826850.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/203rk1305826850.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/36k8u1305826850.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  0.55780670  0.39161855  0.51306559  0.44844623  0.32356901
 [7]  0.32793168  0.14070702  0.16581516  0.03178472 -0.17340264 -0.06193516
[13]  0.15894395 -0.15930439 -0.26342170 -0.19363805 -0.16082757 -0.19955471
[19] -0.17602867 -0.21986252 -0.12101430 -0.19603211 -0.27978083 -0.09741658
[25]  0.08899307 -0.05421400 -0.15294582 -0.08674554  0.02725134 -0.05963641
[31] -0.07465080 -0.06537558 -0.08060060 -0.15234850 -0.19391448 -0.16246910
[37]  0.01300344 -0.10281234 -0.24520303 -0.11461392 -0.03344138 -0.12500939
[43] -0.06298990 -0.05924805 -0.08597011 -0.08963046 -0.09750463 -0.08551312
[49]  0.10175704
> (mypacf <- c(rpacf$acf))
 [1]  0.557806704  0.116817940  0.375265862  0.060819523 -0.008365820
 [6]  0.031785202 -0.297540767  0.117198881 -0.339504814 -0.210614592
[11]  0.153026846  0.420141713 -0.220905687 -0.180098954 -0.182992618
[16]  0.075663637 -0.023962074  0.015973756  0.040028113  0.011419237
[21]  0.035432876 -0.030299280  0.085164916 -0.036573597  0.082216305
[26] -0.251897586 -0.034394695  0.021195320 -0.164112651  0.007837519
[31] -0.084171675 -0.067475551  0.051166476  0.108302960 -0.142834403
[36]  0.102583276 -0.154607849  0.082595104  0.038288792 -0.113289964
[41]  0.017999279 -0.057026067  0.001990701 -0.118396215 -0.010752843
[46]  0.031041775  0.012648854 -0.032862350
> 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/4pq8k1305826850.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/5nj781305826850.tab") 
> 
> try(system("convert tmp/1dyot1305826850.ps tmp/1dyot1305826850.png",intern=TRUE))
character(0)
> try(system("convert tmp/203rk1305826850.ps tmp/203rk1305826850.png",intern=TRUE))
character(0)
> try(system("convert tmp/36k8u1305826850.ps tmp/36k8u1305826850.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.248   0.236   1.461