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)

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.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(16896.2,16698,19691.6,15930.7,17444.6,17699.4,15189.8,15672.7,17180.8,17664.9,17862.9,16162.3,17463.6,16772.1,19106.9,16721.3,18161.3,18509.9,17802.7,16409.9,17967.7,20286.6,19537.3,18021.9,20194.3,19049.6,20244.7,21473.3,19673.6,21053.2,20159.5,18203.6,21289.5,20432.3,17180.4,15816.8,15076.6,14531.6,15761.3,14345.5,13916.8,15496.8,14285.6,13597.3,16263.1,16773.3,15986.9,16842.6,16014.6,15878.6,18664.9,17690.5,17107.6,19165.7,17203.6,16579,18885.1)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '60'
> #'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/1alpl1293364063.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/2lco61293364063.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/3lco61293364063.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 -0.356655970 -0.207845112  0.308492890 -0.144662798
 [6] -0.043730963  0.256487331 -0.201225241  0.073588426  0.063597750
[11] -0.232246928 -0.153960275  0.462019860 -0.216879926 -0.144463034
[16]  0.083517380 -0.059798198 -0.018946244  0.062433972 -0.075827224
[21]  0.119909435 -0.065065897 -0.128274908 -0.020927449  0.204875835
[26] -0.032081250 -0.142708875  0.037148065  0.033910168 -0.024027311
[31]  0.067152402  0.005204037  0.001738152  0.016397488 -0.049908057
[36] -0.085124326  0.186008808  0.004051548 -0.153794526  0.079359656
[41]  0.026519359 -0.100204432  0.069885805  0.041333958 -0.072169940
[46]  0.044205573  0.009148771 -0.123560828  0.132308365  0.026669258
[51] -0.122057728  0.088999188 -0.003490191 -0.067966155  0.046209289
[56] -0.003568983
> (mypacf <- c(rpacf$acf))
 [1] -0.356655970 -0.383879386  0.092711849 -0.055016174 -0.006510100
 [6]  0.204814894 -0.009252681  0.125511696  0.004063615 -0.173439889
[11] -0.489884972  0.161769076  0.062674992  0.025971173 -0.207499697
[16] -0.030217879  0.035414387 -0.102465885 -0.012398173  0.009639126
[21] -0.034190700 -0.117444856 -0.060610235 -0.070459995  0.005287685
[26] -0.134287425 -0.042132323 -0.063886161  0.020194089  0.111846732
[31]  0.099487141 -0.109082239 -0.079443343  0.042330397 -0.130432385
[36] -0.114448417 -0.126987409  0.012386474  0.007274110  0.093285231
[41] -0.018119414 -0.091337756  0.004842100 -0.022299154 -0.033924856
[46] -0.005511253  0.002207817 -0.073901293 -0.093929954 -0.047116793
[51]  0.050692822 -0.022127699  0.010492498 -0.040259421 -0.031491395
> 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/46vnc1293364063.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/5rd3z1293364063.tab") 
> 
> try(system("convert tmp/1alpl1293364063.ps tmp/1alpl1293364063.png",intern=TRUE))
character(0)
> try(system("convert tmp/2lco61293364063.ps tmp/2lco61293364063.png",intern=TRUE))
character(0)
> try(system("convert tmp/3lco61293364063.ps tmp/3lco61293364063.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.880   0.540   1.397