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)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

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Type 'demo()' for some demos, 'help()' for on-line help, or
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Type 'q()' to quit R.

> x <- c(-45.6
+ ,16.1
+ ,23.9
+ ,39.3
+ ,-39.4
+ ,-0.3
+ ,17.3
+ ,17.7
+ ,31.4
+ ,-28.6
+ ,-17.2
+ ,-79
+ ,-47.9
+ ,9.1
+ ,10.6
+ ,-23.9
+ ,-45
+ ,-42.2
+ ,43.2
+ ,32.1
+ ,-15.3
+ ,21.8
+ ,-12
+ ,-95.8
+ ,-14.3
+ ,47.8
+ ,64.8
+ ,40.2
+ ,-28.8
+ ,23.5
+ ,70.3
+ ,12.3
+ ,43.5
+ ,-30.1
+ ,-5.3
+ ,-24
+ ,11.1
+ ,21.5
+ ,38.5
+ ,16.8
+ ,-36.2
+ ,6
+ ,26.6
+ ,-8
+ ,13.2
+ ,-23.6
+ ,19.4
+ ,-46.2
+ ,-8.2
+ ,33.8
+ ,16.6
+ ,5.4
+ ,-25
+ ,-5.3
+ ,16.7
+ ,19
+ ,24.8
+ ,-11.4
+ ,4.9
+ ,-58.7
+ ,16.8
+ ,13.6
+ ,6.4
+ ,22.8
+ ,-19.6
+ ,2.2
+ ,19.8
+ ,-10.7
+ ,4.7
+ ,-44.5
+ ,-34.7
+ ,-119.7
+ ,-42.2
+ ,-5.4
+ ,19.1
+ ,18.8
+ ,-2.3
+ ,0.2
+ ,20.9
+ ,3.7
+ ,50.4
+ ,-18.6
+ ,10.6
+ ,-66
+ ,10
+ ,27.2
+ ,13.5
+ ,47.2
+ ,-20.3
+ ,23.1
+ ,12.6
+ ,19.8
+ ,5.4
+ ,-25.2
+ ,-6.5
+ ,-46.5
+ ,-2.6
+ ,-0.3
+ ,38.5
+ ,-8.9
+ ,-38
+ ,19.5
+ ,51.7
+ ,19.4
+ ,18.2
+ ,-50.8
+ ,-6.1
+ ,-54.6
+ ,12.1
+ ,26.3
+ ,19.5
+ ,-0.8
+ ,-49.6
+ ,28.8
+ ,31.7
+ ,2.3
+ ,3.8
+ ,-66.2
+ ,-20.5
+ ,-113.2
+ ,-65.2
+ ,-3.9
+ ,9.1
+ ,23.2
+ ,-39.1
+ ,12.5
+ ,49.1
+ ,54.9
+ ,30.8
+ ,-3.5
+ ,-28.3
+ ,-61
+ ,-2
+ ,40
+ ,74
+ ,23.1
+ ,-45.3
+ ,17.5
+ ,25.8
+ ,15.2
+ ,-3.6
+ ,-40.5
+ ,11.5
+ ,-59.8
+ ,23.3
+ ,-27.8
+ ,55.7
+ ,22.7
+ ,-79.2
+ ,28.8
+ ,17.3
+ ,39.6
+ ,-22.2
+ ,-43
+ ,-50.3
+ ,-86.5
+ ,-31.9
+ ,23.1
+ ,53.6
+ ,21.6
+ ,-64.2
+ ,35.2
+ ,52.1
+ ,40.6
+ ,17.1
+ ,-7.8
+ ,-10
+ ,-58
+ ,14
+ ,15.8
+ ,46
+ ,-8.9
+ ,-26.7
+ ,39
+ ,-1.3
+ ,38.7
+ ,22.1
+ ,-49.2
+ ,-3.4
+ ,-86.7
+ ,-24.3
+ ,42.8
+ ,44.9
+ ,4.4
+ ,-60.5
+ ,41.4
+ ,38.5
+ ,28.5
+ ,7.6
+ ,-46.4
+ ,7
+ ,-73
+ ,5.7
+ ,23.6
+ ,39.4
+ ,30.3
+ ,-92.5
+ ,77.8
+ ,12.4
+ ,28.9
+ ,6.4
+ ,-12
+ ,-9.1
+ ,-53.2
+ ,-23.1
+ ,47.3
+ ,20.7
+ ,27.8
+ ,-84.3
+ ,62.8
+ ,26.4
+ ,32.3
+ ,13.3
+ ,-17.9
+ ,10
+ ,-45.6
+ ,13.5
+ ,11.9
+ ,26
+ ,-6.3
+ ,-79.9
+ ,54.2
+ ,22.9
+ ,31.8
+ ,3.8
+ ,-11.4
+ ,-8.6
+ ,-49.4
+ ,-2.5
+ ,23
+ ,29
+ ,20.6
+ ,-117
+ ,37.9
+ ,30.7
+ ,4.7
+ ,-5.7
+ ,4.9
+ ,18.3
+ ,-35.4
+ ,-21.3
+ ,35.8
+ ,43.8
+ ,18.7
+ ,-131.1
+ ,39.8
+ ,44.5
+ ,16.5
+ ,9.7
+ ,-6.6
+ ,15.8
+ ,-45.7
+ ,-4.8
+ ,17.6
+ ,20.5
+ ,24.2
+ ,-109
+ ,20.8
+ ,31.2
+ ,-8.8
+ ,11.8
+ ,13
+ ,8.3
+ ,-77.9
+ ,-38.8
+ ,6.1
+ ,18.1
+ ,16.8
+ ,-128.5
+ ,15.9
+ ,29
+ ,-7.2
+ ,3.3
+ ,-34.8
+ ,-2.9
+ ,-77.8
+ ,-2.8
+ ,26.7
+ ,48.1
+ ,30
+ ,-109.6
+ ,16
+ ,26.9
+ ,22.1
+ ,27
+ ,-24.5
+ ,12
+ ,-75.2
+ ,3.5
+ ,19.7
+ ,51.8
+ ,35.3
+ ,-108.2
+ ,25.3
+ ,31.6
+ ,19.9
+ ,18.8
+ ,20.4
+ ,15
+ ,-55.9
+ ,-17
+ ,33.3
+ ,33.8
+ ,37.5
+ ,-104.8
+ ,29.7
+ ,34.2
+ ,4.3
+ ,40.2
+ ,-29.3
+ ,-0.2
+ ,-95
+ ,-13.2
+ ,38.5
+ ,45.4
+ ,15.7
+ ,-123.6
+ ,12
+ ,37.5
+ ,-31.7
+ ,15.8
+ ,-64.1
+ ,-42.1
+ ,-207.4
+ ,-12.9
+ ,-5
+ ,53.9
+ ,19.7
+ ,-94.6
+ ,36
+ ,51.3
+ ,17.4
+ ,27.8
+ ,1.3
+ ,3.6
+ ,-97.9
+ ,14.1
+ ,50.8
+ ,63.5
+ ,58.6
+ ,-135.1
+ ,7.8
+ ,25.5
+ ,29.6
+ ,19.3
+ ,-26.2
+ ,7.3
+ ,-82.6
+ ,-26.1
+ ,55.3
+ ,98.8
+ ,41.7
+ ,-130.2
+ ,51.2
+ ,18.4
+ ,32
+ ,21.6
+ ,-12.5
+ ,46.6
+ ,-101.7
+ ,15.8
+ ,26
+ ,79.1
+ ,23.1
+ ,-86.9
+ ,-11.2
+ ,50.7
+ ,13.4
+ ,33.7
+ ,-16.9
+ ,-9.6)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = 'Default'
> 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/1blq31322144547.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/2zsbu1322144547.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/3nuha1322144547.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$acf))
 [1]  1.000000000  0.030497633 -0.146129687 -0.254887844 -0.077666374
 [6]  0.268310269 -0.116453958  0.237150816 -0.108755138 -0.269739449
[11] -0.201481944 -0.001450768  0.759858870 -0.020890726 -0.210500254
[16] -0.283559550 -0.123045152  0.226931995 -0.139932074  0.233959398
[21] -0.117882755 -0.243878691 -0.183068472 -0.012166376  0.720824466
[26] -0.007936669
> (mypacf <- c(rpacf$acf))
 [1]  0.030497633 -0.147196701 -0.250951779 -0.099072547  0.213670569
 [6] -0.229321336  0.319488641 -0.108401914 -0.295782815 -0.189545783
[11]  0.053272149  0.637002113 -0.152635207 -0.220834427 -0.061033998
[16] -0.163242983 -0.089864617 -0.089664758  0.084679822 -0.044248111
[21]  0.003230462  0.020675164 -0.085333832  0.214348352 -0.011253093
> 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/470pb1322144547.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/51qh81322144547.tab") 
> 
> try(system("convert tmp/1blq31322144547.ps tmp/1blq31322144547.png",intern=TRUE))
character(0)
> try(system("convert tmp/2zsbu1322144547.ps tmp/2zsbu1322144547.png",intern=TRUE))
character(0)
> try(system("convert tmp/3nuha1322144547.ps tmp/3nuha1322144547.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.047   0.161   1.207