R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: x86_64-redhat-linux-gnu (64-bit)

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> x <- c(16198.90,16554.20,19554.20,15903.80,18003.80,18329.60,16260.70,14851.90,18174.10,18406.60,18466.50,16016.50,17428.50,17167.20,19630.00,17183.60,18344.70,19301.40,18147.50,16192.90,18374.40,20515.20,18957.20,16471.50,18746.80,19009.50,19211.20,20547.70,19325.80,20605.50,20056.90,16141.40,20359.80,19711.60,15638.60,14384.50,13721.40,14134.30,15021.70,14212.60,13635.00,15446.90,14762.10,12521.00,16236.80,16065.00,16032.10,15794.30,15160.00,15692.10,18908.90,17424.50,17014.20,19790.40,17681.20,16006.90,19601.70)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> 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/wessaorg/rcomp/tmp/11guu1293652622.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/wessaorg/rcomp/tmp/2c7tf1293652622.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/wessaorg/rcomp/tmp/3c7tf1293652622.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 -0.355101381  0.049434647  0.450300794 -0.260388453
 [6]  0.153903803  0.153830107 -0.300178799  0.168033575 -0.116029854
[11] -0.135399075  0.069930389 -0.161355602 -0.142699506  0.062990971
[16] -0.069133349 -0.065153535  0.004619155 -0.026237022 -0.021104837
[21]  0.088791922 -0.035530380 -0.036936741  0.165302567 -0.186665830
[26]  0.086945431  0.069815870 -0.148107616  0.075477373  0.045593272
[31] -0.080719412  0.023360640  0.045044684 -0.069120106 -0.006267842
[36]  0.038762687 -0.029914117 -0.020357004  0.028913217 -0.027490138
[41]  0.009575973  0.004509102 -0.002304318  0.001058734
> (mypacf <- c(rpacf$acf))
 [1] -0.355101381 -0.087724087  0.505368171  0.104881039  0.028559183
 [6] -0.003107646 -0.259668027 -0.159451874 -0.203844530 -0.033447605
[11]  0.015732853  0.038779121 -0.148480533 -0.099109072  0.105288401
[16]  0.093709909 -0.023305948 -0.076473763 -0.091010202  0.018155863
[21]  0.016708925 -0.088345890  0.089227986 -0.173580751 -0.124590192
[26] -0.082840903  0.090030386  0.072143502  0.081698244  0.064272980
[31] -0.183405411 -0.018723825 -0.043425355 -0.082886872 -0.065094605
[36]  0.051766921 -0.035536931 -0.041796419  0.049030300  0.043988833
[41] -0.027129119 -0.003353734 -0.055919298
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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/www/wessaorg/rcomp/tmp/48h951293652622.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/wessaorg/rcomp/tmp/5iqq81293652622.tab") 
> 
> try(system("convert tmp/11guu1293652622.ps tmp/11guu1293652622.png",intern=TRUE))
character(0)
> try(system("convert tmp/2c7tf1293652622.ps tmp/2c7tf1293652622.png",intern=TRUE))
character(0)
> try(system("convert tmp/3c7tf1293652622.ps tmp/3c7tf1293652622.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
   0.92    0.14    1.11