R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(5124,4742,5434,5684,6332,6334,5636,5940,6195,6022,4535,4320,4872,4662,4663,5491,6018,6393,5610,5777,6094,6478,5216,5201,4784,4205,4681,4896,5752,6452,5995,5601,6119,6569,5798,5492,5018,4773,5502,5908,5902,6125,5419,5559,5962,6023,5346,5379,4859,5156,5010,5508,6426,6043,5499,5191,5790,5949,5219,4729)
> 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/www/rcomp/tmp/1kinj1292889245.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/www/rcomp/tmp/2csn41292889245.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/www/rcomp/tmp/3n1mp1292889245.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  5.779336e-01  1.063407e-01 -1.070256e-01 -2.005423e-01
 [6] -3.436990e-01 -4.888251e-01 -4.793561e-01 -2.902551e-01 -1.167092e-01
[11]  5.210617e-02  3.657180e-01  6.042407e-01  4.565472e-01  1.673036e-01
[16] -3.447397e-02 -1.280889e-01 -1.883346e-01 -2.838684e-01 -3.140777e-01
[21] -2.696124e-01 -1.347037e-01  1.673104e-02  2.366978e-01  3.899688e-01
[26]  2.430966e-01  5.671149e-02 -7.280690e-02 -1.039501e-01 -1.612212e-01
[31] -1.696469e-01 -1.190265e-01 -6.998206e-02 -3.478815e-02  3.966583e-02
[36]  1.680602e-01  2.610653e-01  1.559445e-01 -3.196543e-02 -5.939779e-02
[41] -3.637589e-02 -8.909683e-02 -1.477194e-01 -1.028012e-01 -2.082856e-02
[46]  2.488268e-02 -1.391987e-05  7.984692e-02  1.557822e-01
> (mypacf <- c(rpacf$acf))
 [1]  0.577933553 -0.341845295  0.013722851 -0.148777382 -0.274739363
 [6] -0.290317356 -0.209017660 -0.125873767 -0.235579501 -0.089555477
[11]  0.246753738  0.186324609 -0.149518435 -0.036218161 -0.085081090
[16] -0.072730257  0.068672654  0.080059710  0.062675300 -0.115913246
[21]  0.042484715 -0.061522099  0.038007696  0.059295241 -0.215320560
[26] -0.013841804 -0.166766804 -0.040208246 -0.200376545  0.070348390
[31]  0.056256629 -0.067797352 -0.049497498 -0.054014439 -0.123198222
[36] -0.025819014  0.040877947 -0.057439038  0.214534163  0.009454695
[41] -0.012503844 -0.102373289  0.012613624  0.045302213 -0.062571979
[46]  0.018705875 -0.008102766 -0.139790957
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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/www/rcomp/tmp/4r22d1292889245.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/www/rcomp/tmp/5zn871292889245.tab") 
> 
> try(system("convert tmp/1kinj1292889245.ps tmp/1kinj1292889245.png",intern=TRUE))
character(0)
> try(system("convert tmp/2csn41292889245.ps tmp/2csn41292889245.png",intern=TRUE))
character(0)
> try(system("convert tmp/3n1mp1292889245.ps tmp/3n1mp1292889245.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.820   0.290   1.127