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(6,6,5,3,2,3,3,2,0,4,4,5,6,6,5,5,3,5,5,5,3,6,6,4,6,5,4,5,5,4,3,2,3,2,-1,0,-2,1,-2,-2,-2,-6,-4,-2,0,-5,-4,-5,-1,-2,-4,-1,1,1,-2,1,1,3,3,1,1,0,2,2,-1,1,0,1,1,3,2,0)
> 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/17le61321349572.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/2egt81321349572.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/3wwle1321349572.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  0.803583169  0.726002630  0.685404339  0.691157133
 [6]  0.650065746  0.551282051  0.509697567  0.442965155  0.436390533
[11]  0.355358317  0.321170283  0.253451677  0.173405654  0.113083498
[16]  0.062130178  0.004766601 -0.070841552 -0.083826430 -0.120479947
[21] -0.149737015 -0.177021696 -0.214661407 -0.228139382 -0.245562130
[26] -0.217619987 -0.231097962 -0.255424063 -0.276791584 -0.286817883
[31] -0.243589744 -0.250657462 -0.275476660 -0.271203156 -0.269395135
[36] -0.267587114 -0.275147929 -0.235371466 -0.232084155 -0.227317554
[41] -0.233399080 -0.212360289 -0.172090730 -0.155489809 -0.158119658
[46] -0.169132150 -0.132807364 -0.130013149 -0.103550296
> (mypacf <- c(rpacf$acf))
 [1]  0.803583169  0.226551288  0.155082492  0.213782684  0.013344769
 [6] -0.182042390  0.002478947 -0.129085055  0.078284387 -0.113950633
[11]  0.045953999 -0.097200301 -0.153483598 -0.091925860 -0.014492328
[16] -0.110530650 -0.033495663  0.095115119  0.011633366 -0.008247661
[21]  0.049280196 -0.065752065 -0.013138437  0.004857357  0.147964143
[26]  0.003821900 -0.079902057 -0.056922458 -0.111320050  0.029659837
[31] -0.007345997 -0.088915695  0.042952274 -0.102925990 -0.064563943
[36] -0.051602707  0.101646631  0.014710638  0.012593655 -0.027076519
[41]  0.034115451  0.042319741  0.056845722 -0.052153056 -0.065394289
[46] -0.002295152 -0.015604051  0.008646229
> 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/4w0pj1321349572.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/5yhf21321349572.tab") 
> 
> try(system("convert tmp/17le61321349572.ps tmp/17le61321349572.png",intern=TRUE))
character(0)
> try(system("convert tmp/2egt81321349572.ps tmp/2egt81321349572.png",intern=TRUE))
character(0)
> try(system("convert tmp/3wwle1321349572.ps tmp/3wwle1321349572.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.260   0.204   1.448