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(293896,295705,339828,336278,346017,351623,352478,356391,333962,336828,344530,406516,319235,314750,362781,352440,374399,367418,362980,376600,346981,349571,357797,419221,329877,324252,375221,359533,392530,377686,373303,388904,354829,369553,378740,427251,343705,345062,374186,370241,399458,379886,385254,384375,352107,351566,337330,386331,311953,301261,330481,331632,349725,346615,350251,355782,326844,341207,342127,403845,318619,315067,365498,362038,371518,364774,368462,369199,351696,361750,372533,434288)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> 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/wessaorg/rcomp/tmp/174gj1321905330.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/298th1321905330.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/3mhqm1321905330.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 -3.602856e-01 -1.643697e-01  4.174448e-02 -7.563176e-03
 [6]  1.726527e-01 -2.393197e-01  1.557996e-01 -1.636747e-03  8.799402e-02
[11] -1.817923e-01 -3.411232e-01  7.807746e-01 -3.069451e-01 -9.987810e-02
[16] -1.847965e-05 -1.065495e-02  1.461200e-01 -2.047836e-01  1.494763e-01
[21] -1.056343e-02  5.966597e-02 -1.428357e-01 -2.744079e-01  5.875783e-01
[26] -2.266748e-01 -8.004011e-02 -4.129426e-02  2.330411e-02  9.087825e-02
[31] -1.664177e-01  1.342865e-01 -2.464620e-02  6.981899e-02 -1.171198e-01
[36] -2.194816e-01  4.222185e-01 -1.359110e-01 -6.031718e-02 -2.212182e-02
[41]  3.635604e-02  3.042397e-02 -1.040529e-01  7.640864e-02 -1.527729e-02
[46]  5.558450e-02 -8.819023e-02 -1.470590e-01  2.624726e-01
> (mypacf <- c(rpacf$acf))
 [1] -0.360285618 -0.338057238 -0.206673118 -0.177449725  0.105951242
 [6] -0.162614955  0.086746186  0.026271402  0.231859031 -0.087649010
[11] -0.519033274  0.541596200  0.005980157  0.040065981 -0.025575290
[16] -0.020128679 -0.099775491  0.027970929  0.053377207  0.031116145
[21] -0.159339123  0.008720026  0.031381525 -0.064850272  0.055564912
[26] -0.064095179 -0.130354661  0.002687269 -0.071727882 -0.001915965
[31] -0.044342066 -0.065822156  0.043264171 -0.013516107  0.015104487
[36] -0.056968286 -0.021924542 -0.021931334  0.106689448  0.005387654
[41] -0.015758257 -0.007038535 -0.113683411 -0.008783931 -0.077002695
[46] -0.019088358  0.007577801 -0.119205711
> 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/4cljq1321905330.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/5jse01321905330.tab") 
> 
> try(system("convert tmp/174gj1321905330.ps tmp/174gj1321905330.png",intern=TRUE))
character(0)
> try(system("convert tmp/298th1321905330.ps tmp/298th1321905330.png",intern=TRUE))
character(0)
> try(system("convert tmp/3mhqm1321905330.ps tmp/3mhqm1321905330.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.946   0.239   1.183