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(110.43,114.77,132.21,122.86,118.5,130.3,113.25,104.54,132.78,122.99,133.14,125.83,122.99,125.7,148.47,120.75,136.7,139.17,123.47,112.76,137.99,139.75,140.22,121.6,132.33,130.34,149.05,130.47,139.29,146.55,137.79,122.95,139.51,155.77,143.95,125.07,142.35,144.34,145.87,156.01,146.74,156.45,152.29,122.56,154.59,149.68,118.75,109.22,104.19,107.33,114.07,107.92,103.53,117.3,112.09,95.08,123.28,121.98,121.74,119.93,115.11)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '36'
> #'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/1z6rd1293487669.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/2rxqy1293487669.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/32ppj1293487669.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  0.545153741  0.389335130  0.496234879  0.451583204
 [6]  0.326388229  0.311860897  0.133592202  0.159374602 -0.006270505
[11] -0.178375860 -0.058628211  0.144987449 -0.157167706 -0.278269817
[16] -0.187965804 -0.117102200 -0.171915508 -0.167741824 -0.159962847
[21] -0.153783074 -0.259930816 -0.250472943 -0.151323852 -0.044057282
[26] -0.140049609 -0.288075996 -0.173927108 -0.059678825 -0.171748999
[31] -0.128032121 -0.092126786 -0.172229708 -0.206094691 -0.160536863
[36] -0.154026911 -0.052949156
> (mypacf <- c(rpacf$acf))
 [1]  0.545153741  0.131106372  0.347954073  0.103115246 -0.016997744
 [6]  0.017692328 -0.283350927  0.074314726 -0.343194652 -0.206787226
[11]  0.144942842  0.447732976 -0.133348008 -0.250711941 -0.136750974
[16]  0.057845777 -0.007429870 -0.044481498  0.104223667 -0.170871413
[21] -0.076637867  0.117175225 -0.040107324 -0.143996739  0.084093076
[26] -0.066505295  0.024123649 -0.037286585 -0.117443393 -0.032210386
[31] -0.149483518  0.008417878 -0.036038831  0.033105305 -0.122073355
[36]  0.025103560
> 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/4npoo1293487669.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/5yg591293487669.tab") 
> 
> try(system("convert tmp/1z6rd1293487669.ps tmp/1z6rd1293487669.png",intern=TRUE))
character(0)
> try(system("convert tmp/2rxqy1293487669.ps tmp/2rxqy1293487669.png",intern=TRUE))
character(0)
> try(system("convert tmp/32ppj1293487669.ps tmp/32ppj1293487669.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.676   0.463   1.548