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(797,840,988,819,831,904,814,798,828,789,930,744,832,826,907,776,835,715,729,733,736,712,711,667,799,661,692,649,729,622,671,635,648,745,624,477,710,515,461,590,415,554,585,513,591,561,684,668,795,776,1043,964,762,1030,939,779,918,839,874,840,794,820,1003,780,607,1001,743,810,716,775,883,633)
> 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/wessaorg/rcomp/tmp/1o6i01321480352.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/2inwv1321480352.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/3r49c1321480352.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 -0.523084458 -0.059065891  0.268065277 -0.133505932
 [6]  0.082279821 -0.010323059 -0.162572941  0.156659832  0.094524090
[11] -0.211345977 -0.048830600  0.345442327 -0.404478588  0.220073342
[16] -0.027681441 -0.160023791  0.223677857 -0.120802082 -0.067143886
[21]  0.187979144 -0.132076121 -0.037798449  0.081922670 -0.012689789
[26] -0.192336345  0.278339180 -0.195088206 -0.044409620  0.210576366
[31] -0.203280468  0.061710811  0.059729416 -0.177812808  0.222201407
[36] -0.130333575 -0.038401587  0.130712395 -0.056491836 -0.018678505
[41]  0.001138422  0.053577882 -0.059145410  0.031900186 -0.005116406
[46] -0.048978004  0.125658325 -0.133881763  0.073650488  0.086132862
[51] -0.152944419  0.080075957  0.020152024 -0.009666036 -0.049333042
[56]  0.055701512 -0.035226507  0.063062047 -0.035483615 -0.089072140
[61]  0.146195626
> (mypacf <- c(rpacf$acf))
 [1] -0.523084458 -0.457999983 -0.028839762  0.054119990  0.226801502
 [6]  0.174142232 -0.166814210 -0.208323311  0.107334338  0.120970136
[11] -0.210555635  0.153215429 -0.222668110 -0.014968511  0.002390018
[16] -0.041343900 -0.048111784 -0.006229620  0.045491909  0.099874196
[21]  0.005109524 -0.115539506 -0.142628695 -0.098137326 -0.178629708
[26]  0.017218389  0.030702980 -0.101000515 -0.023316255  0.024610406
[31] -0.006160742 -0.086758811 -0.146678433  0.057212127 -0.051980386
[36] -0.028608923  0.106667700 -0.163291463 -0.012521084 -0.090852582
[41]  0.004920009  0.020735497 -0.061513723 -0.006377614 -0.022420631
[46] -0.092650680 -0.044903080  0.013153843  0.116735812  0.017122986
[51] -0.094473748 -0.042388733 -0.043205973 -0.081347827  0.015914758
[56] -0.103289278  0.033279215 -0.003851735  0.011455173 -0.054402225
> 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/4fqzm1321480352.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/5fegi1321480353.tab") 
> 
> try(system("convert tmp/1o6i01321480352.ps tmp/1o6i01321480352.png",intern=TRUE))
character(0)
> try(system("convert tmp/2inwv1321480352.ps tmp/2inwv1321480352.png",intern=TRUE))
character(0)
> try(system("convert tmp/3r49c1321480352.ps tmp/3r49c1321480352.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.009   0.190   2.343