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(12693.7,13154,15405.1,13869.4,12827.7,15716.7,13012.5,12837.6,15052.7,15002.6,14839.6,15022.6,14097.8,14776.8,16833.3,15385.5,15172.6,16858.9,14143.5,14731.8,16471.6,15214,17637.4,17972.4,16896.2,16698,19691.6,15930.7,17444.6,17699.4,15189.8,15672.7,17180.8,17664.9,17862.9,16162.3,17463.6,16772.1,19106.9,16721.3,18161.3,18509.9,17802.7,16409.9,17967.7,20286.6,19537.3,18021.9,20194.3,19049.6,20244.7,21473.3,19673.6,21053.2,20159.5,18203.6,21289.5,20432.3,17180.4,15816.8,15076.6,14531.6,15761.3,14345.5,13916.8,15496.8,14285.6,13597.3,16263.1,16773.3,15986.9,16842.6,15911.9,15782.9,18622.8,17422.5,16989.8,18990.5,16849.3,16511.3,18704.5,19111.1,19420.7,18985.1)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> 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/162161332748673.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/20sxf1332748673.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/3z12d1332748673.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  6.980598e-01  5.988198e-01  6.659016e-01  4.970377e-01
 [6]  4.411988e-01  4.760065e-01  2.667519e-01  2.033258e-01  1.707775e-01
[11]  3.467027e-03  2.674957e-02  1.225746e-01 -8.882709e-02 -1.229396e-01
[16] -8.632935e-02 -1.515784e-01 -1.178733e-01 -6.277015e-02 -1.260713e-01
[21] -1.040294e-01 -9.730230e-02 -1.468971e-01 -4.178559e-02  5.576212e-02
[26] -9.847807e-05 -2.008791e-02  2.612846e-02  3.318135e-02  2.923686e-02
[31]  3.450541e-02  1.879166e-02 -6.735544e-02 -9.856462e-02 -1.201919e-01
[36] -1.510260e-01 -1.172489e-01 -1.713582e-01 -2.777613e-01 -2.145399e-01
[41] -2.080760e-01 -2.524633e-01 -1.881868e-01 -1.738977e-01 -2.692299e-01
[46] -2.258792e-01 -2.005103e-01 -2.168784e-01 -1.231381e-01
> (mypacf <- c(rpacf$acf))
 [1]  0.698059768  0.217533889  0.382781284 -0.200302713  0.053257777
 [6]  0.061302797 -0.295130192 -0.024229574 -0.163173260 -0.103306173
[11]  0.149164132  0.286335207 -0.256658016 -0.082287630 -0.079386881
[16]  0.162481548  0.013437797 -0.009681608  0.044966410 -0.049802439
[21] -0.007243420 -0.051646734  0.119172962  0.070468124  0.104185721
[26] -0.209129316  0.034972638  0.006278053 -0.091548549 -0.123316803
[31] -0.013038828 -0.175773976  0.047298622  0.067576975 -0.106524289
[36]  0.061498606 -0.120876410  0.052766139  0.065279749 -0.008723933
[41] -0.022013016  0.001295860 -0.048877147 -0.114676758 -0.044955325
[46]  0.013367707  0.047037979 -0.038548495
> 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/44lkh1332748673.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/52kc11332748673.tab") 
> 
> try(system("convert tmp/162161332748673.ps tmp/162161332748673.png",intern=TRUE))
character(0)
> try(system("convert tmp/20sxf1332748673.ps tmp/20sxf1332748673.png",intern=TRUE))
character(0)
> try(system("convert tmp/3z12d1332748673.ps tmp/3z12d1332748673.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.021   0.240   1.254