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(940,950,920,930,930,900,940,840,890,850,830,940,960,900,940,920,930,970,930,780,810,870,720,880,920,920,950,950,890,960,780,780,760,860,740,1020,890,1040,920,900,950,990,840,740,840,960,790,1010,900,970,920,980,890,1000,880,740,860,940,760,1010,870,980,920,950,880,980,910,730,880,820,690,990,800,960,910,950,940,1010,890,660,860,840,740,980,820,1080,930,970,930,1010,880,740,860,810,750,890,790,1000,890,970,900,990,910,730,850,840,830,950)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> 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/16ghi1343560358.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/2axfh1343560358.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/38hon1343560358.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$acf))
 [1]  1.000000000  0.049754157  0.223511864  0.029130232 -0.177859990
 [6] -0.341657563 -0.279037206 -0.352349183 -0.164451537  0.070545847
[11]  0.175364192  0.052648297  0.778171349 -0.010195084  0.203270378
[16] -0.026024597 -0.144525703 -0.282297486 -0.262411804 -0.318327935
[21] -0.176692793  0.050519037  0.060579750  0.050933281  0.627020928
[26] -0.011122958  0.186893046 -0.019445995 -0.106625990 -0.222200357
[31] -0.173719940 -0.257436508 -0.173370098  0.046707360  0.017847460
[36]  0.043937254  0.500450818  0.016085931  0.172676777  0.035856721
[41] -0.006778171 -0.152271105 -0.132736059 -0.250435711 -0.153431543
[46]  0.036691569 -0.031375178  0.076555958  0.401344821
> (mypacf <- c(rpacf$acf))
 [1]  4.975416e-02  2.215849e-01  9.961543e-03 -2.412986e-01 -3.749582e-01
 [6] -2.355012e-01 -2.534085e-01 -1.472875e-01  8.245529e-02  1.381138e-01
[11] -2.466596e-01  6.457841e-01 -1.654010e-01 -9.099204e-02 -4.330956e-02
[16]  9.484812e-02  5.732865e-02 -1.150692e-01 -3.274743e-02 -1.220252e-01
[21] -1.043110e-01 -1.998978e-01  2.100289e-03  7.566949e-02 -2.834601e-02
[26] -1.782906e-01 -2.498524e-02 -2.785799e-02 -3.431427e-02  1.626935e-01
[31]  8.305594e-02 -9.186291e-02 -1.632583e-01  5.049879e-02  4.231761e-05
[36] -7.551566e-03  8.195286e-02 -1.325052e-02  1.021567e-02  4.960044e-02
[41]  1.798663e-02 -8.145898e-02 -1.003452e-01  1.028654e-01  1.189471e-01
[46] -5.199672e-02  7.251549e-02 -7.438106e-03
> 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/490051343560358.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/5k3qg1343560358.tab") 
> 
> try(system("convert tmp/16ghi1343560358.ps tmp/16ghi1343560358.png",intern=TRUE))
character(0)
> try(system("convert tmp/2axfh1343560358.ps tmp/2axfh1343560358.png",intern=TRUE))
character(0)
> try(system("convert tmp/38hon1343560358.ps tmp/38hon1343560358.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.171   0.306   1.506