R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(2144,2207,1864,2061,2025,2068,2054,2095,2151,2065,2147,1994,2273,2119,1969,1821,1942,1802,1737,1650,1720,1491,1570,1649,1409,1480,1495,1490,1415,1448,1354,1330,1183,1264,1197,1037,1084,1103,1005,1013,973,1046,923,844,820,777,652,560,490,582,505,478,540,585,594,586,585,534,588,581,615,603,626,687,580,539,550,606,597,539,551,526)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '48'
> 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/wessaorg/rcomp/tmp/17f9u1321356182.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/wessaorg/rcomp/tmp/2ywt61321356182.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/wessaorg/rcomp/tmp/334g61321356182.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$acf))
 [1]  1.000000e+00 -4.269003e-01  6.803698e-02 -1.408901e-02  2.408980e-01
 [6] -1.345395e-01 -4.991314e-02  8.274899e-02 -3.563241e-02 -1.132657e-02
[11] -1.178649e-01  1.740535e-01 -1.991576e-01  1.839958e-01 -1.136079e-01
[16]  9.735703e-02 -8.711311e-02  1.051829e-01 -1.092626e-01  1.529461e-01
[21] -1.755847e-01  1.125521e-02  1.019092e-01 -1.127326e-01 -8.579136e-05
[26] -3.470174e-02  4.933219e-02 -1.505502e-02 -7.989491e-02  1.121076e-01
[31]  2.014203e-02 -7.572288e-02 -3.824402e-02  1.601432e-01 -8.357919e-02
[36] -1.106979e-01  2.811572e-02  1.263387e-02 -3.909318e-02 -1.500900e-01
[41]  7.002394e-02  2.244134e-04 -2.893293e-02 -3.658655e-02  3.969331e-02
[46] -1.833734e-02  5.540289e-02 -6.059612e-02  5.069306e-02
> (mypacf <- c(rpacf$acf))
 [1] -0.426900317 -0.139658876 -0.050645696  0.279464389  0.125667023
 [6] -0.077182358 -0.023554295 -0.091235772 -0.033098677 -0.126480469
[11]  0.072557019 -0.096992184  0.130952951  0.057794809  0.043322210
[16] -0.015578232  0.011154096 -0.114373949  0.114563436 -0.118120162
[21] -0.127534490  0.066917761 -0.020897296 -0.027022562  0.019935493
[26] -0.094404601  0.074484617 -0.090333806  0.103564288  0.041402943
[31]  0.012005257 -0.153998088  0.085378907  0.004662053 -0.146587077
[36] -0.118643380 -0.060485784 -0.069236849 -0.040165336 -0.113488549
[41] -0.012664278  0.039208792  0.044143920 -0.076712387  0.003307544
[46] -0.053576701 -0.015873145 -0.009480729
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/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/wessaorg/rcomp/tmp/43xfi1321356182.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/wessaorg/rcomp/tmp/5lns01321356182.tab") 
> 
> try(system("convert tmp/17f9u1321356182.ps tmp/17f9u1321356182.png",intern=TRUE))
character(0)
> try(system("convert tmp/2ywt61321356182.ps tmp/2ywt61321356182.png",intern=TRUE))
character(0)
> try(system("convert tmp/334g61321356182.ps tmp/334g61321356182.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.009   0.157   1.170