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(90,51,47,59,54,79,59,80,46,62,55,77,72,72,71,50,66,78,59,52,71,98,70,84,90,98,98,78,59,0,58,55,62,80,91,86,61,49,61,56,73,85,82,32,39,30,51,48,57,59,32,56,54,74,62,78,72,48,59,61,80,69,58,63,27,23,34,45,51,51,73,37,35,66,54,30,66,61,37,55,64,53,63,70,72,52,53,50,60,73,66,78)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '60'
> #'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/191xi1305846769.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/26l7q1305846769.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/3beyt1305846769.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 -0.279575008 -0.068203315 -0.060987863 -0.034938360
 [6] -0.170884585 -0.077277234  0.396672216 -0.165600130 -0.008610423
[11]  0.064920683 -0.082180482 -0.112150147 -0.083774052  0.368483473
[16] -0.122316210  0.006983310 -0.054170565 -0.029212407 -0.002244904
[21] -0.161321089  0.429109487 -0.176344585  0.015992586 -0.192132915
[26]  0.097178793 -0.095800537 -0.034745628  0.315187819 -0.076128128
[31] -0.006414247 -0.088753245 -0.042918610 -0.040891264 -0.131350675
[36]  0.311861491 -0.006303258  0.001718049 -0.055389348 -0.013394434
[41] -0.038049294 -0.150780872  0.244720769  0.018229314 -0.020066528
[46] -0.154071556  0.143909048 -0.087903167 -0.064215322  0.188244394
[51] -0.024801917 -0.067180957 -0.038341396  0.061874232 -0.100566299
[56] -0.068100720  0.190011229 -0.036495443 -0.017768436  0.026223582
[61] -0.028699141
> (mypacf <- c(rpacf$acf))
 [1] -0.279575008 -0.158775761 -0.141857642 -0.124578429 -0.282745144
 [6] -0.332543267  0.204077125 -0.076742277 -0.100912719  0.021765073
[11] -0.103294627 -0.094599204 -0.200860383  0.137443018  0.068684800
[16] -0.010045664 -0.148067818 -0.070536894  0.118270466 -0.157724780
[21]  0.232645775  0.039063001  0.025153003 -0.260070591 -0.015531087
[26] -0.006210096  0.043513670  0.019606427  0.002320372  0.059187673
[31] -0.028806359 -0.117873126  0.035360549 -0.063719358 -0.077489966
[36]  0.063132220 -0.020679565  0.120996059  0.006498040  0.021747551
[41] -0.016066431 -0.035550781  0.135529838 -0.016767742 -0.051456682
[46]  0.054488004  0.036658647  0.056355370  0.032366720 -0.037858750
[51] -0.008763444  0.017528092  0.019238036 -0.071397409  0.003645625
[56] -0.118178917 -0.154736439 -0.087301180  0.127084923  0.002382511
> 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/49fer1305846769.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/5jtp71305846769.tab") 
> 
> try(system("convert tmp/191xi1305846769.ps tmp/191xi1305846769.png",intern=TRUE))
character(0)
> try(system("convert tmp/26l7q1305846769.ps tmp/26l7q1305846769.png",intern=TRUE))
character(0)
> try(system("convert tmp/3beyt1305846769.ps tmp/3beyt1305846769.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.980   0.600   1.269