R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- c(2540.9,2370.3,1807.5,1834.8,786.8,1561.4,1347.2,1549.8,1553.8,1822.5,3078.7,1589.1,1791.5,2558.1,2111.8,2083.1,2052.1,2243.5,2622,1952.6,808.9,1709.8,1582.1,865.6,1116.1,1119.4,2350,1975.6,2536.5,2785,2819.7,1829.5,758.3,2921.6,2482,1892.7,1855.1,2151.3,1642.2,1640.5,1366.1,1532.8,824.4,-518.7,-978.5,1162.5,1243.4,1199.5,883.1,1437.2,534.5,-1901.9,-2521.1,-1721.1,-3094.5,-3694.8,-2492.1,-464.6,-626.1,-1711.4)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '4'
> par4 = '0'
> par3 = '1'
> 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/html/rcomp/tmp/1yedf1293477144.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/html/rcomp/tmp/295u01293477144.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/html/rcomp/tmp/32eul1293477144.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]  1.00000000 -0.04680550 -0.33284168  0.00613636  0.19912493 -0.10837328
 [7] -0.44267850  0.03442656  0.31376666 -0.01332629 -0.25805396  0.14116296
[13]  0.39127357 -0.14017021 -0.28969211 -0.04581519  0.23898638 -0.07024464
[19] -0.16438933  0.09833888  0.23231706 -0.01571294 -0.30802282  0.18584670
[25]  0.16028018 -0.21896417 -0.22267737  0.07588447  0.14076286 -0.05051416
[31] -0.06872466  0.10318181  0.15420561 -0.12951742 -0.12209166  0.08408901
[37]  0.07163474 -0.07627654 -0.10450494  0.07537263  0.16045802 -0.11471206
[43] -0.08346239  0.02603741  0.03007195 -0.07244272 -0.07116293  0.09157273
[49]  0.08076152
> (mypacf <- c(rpacf$acf))
 [1] -0.046805504 -0.335768018 -0.034325733  0.096690480 -0.110653273
 [6] -0.419554230 -0.125445870  0.061451221  0.002357242 -0.157749419
[11]  0.021143265  0.195569147 -0.036932774 -0.048788402 -0.177379453
[16]  0.023989145  0.035856154  0.146904497 -0.017244148  0.002326970
[21]  0.035293793 -0.122669802  0.179036685  0.007347401 -0.119523785
[26] -0.104806649 -0.013521256 -0.153235046  0.024089242 -0.005577081
[31] -0.087179716 -0.040353031 -0.027218331  0.001841772 -0.110671633
[36]  0.027681300  0.019316945  0.048918661 -0.049467459  0.109985624
[41] -0.169307504  0.015734920 -0.046309152 -0.094433668  0.037846199
[46] -0.033815336 -0.069642409 -0.069616969
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/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/html/rcomp/tmp/4nfs91293477144.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/html/rcomp/tmp/58x8x1293477144.tab") 
> 
> try(system("convert tmp/1yedf1293477144.ps tmp/1yedf1293477144.png",intern=TRUE))
character(0)
> try(system("convert tmp/295u01293477144.ps tmp/295u01293477144.png",intern=TRUE))
character(0)
> try(system("convert tmp/32eul1293477144.ps tmp/32eul1293477144.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.723   0.466   3.619