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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Type 'license()' or 'licence()' for distribution details.

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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
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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)
> par20 = ''
> par19 = ''
> par18 = ''
> par17 = ''
> par16 = ''
> par15 = ''
> par14 = ''
> par13 = ''
> par12 = ''
> par11 = ''
> par10 = ''
> par9 = ''
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '60'
> ylab = ''
> xlab = ''
> main = ''
> #'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/1i1mn1293652696.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/2as481293652696.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/3as481293652696.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  0.516585478  0.363097290  0.509559247  0.416401802
 [6]  0.281023169  0.268144194  0.084889994  0.102369867 -0.048526448
[11] -0.243074220 -0.144031130  0.054738252 -0.249804847 -0.357951438
[16] -0.260843528 -0.234957038 -0.249183342 -0.231056724 -0.237024362
[21] -0.143095272 -0.209147205 -0.253406208 -0.080409454  0.039935064
[26] -0.089736979 -0.139704558 -0.073033744  0.012446684 -0.024407629
[31] -0.014008349 -0.015863812  0.009216542 -0.028092184 -0.043714681
[36]  0.005134051  0.106912670  0.017485694 -0.036451321  0.026277315
[41]  0.042090226 -0.014665877  0.053893265  0.003419201  0.003923636
[46]  0.004242358 -0.012988086 -0.021211284  0.060858470 -0.003522744
[51] -0.039318354  0.029539529  0.012608304 -0.038621193  0.025086992
[56] -0.001426768 -0.010600516
> (mypacf <- c(rpacf$acf))
 [1]  0.516585478  0.131266617  0.386949610  0.047508010 -0.023962515
 [6] -0.034266466 -0.284140537  0.054256031 -0.310509678 -0.218567857
[11]  0.056388733  0.420688393 -0.134713838 -0.210695206 -0.202957437
[16] -0.018352926  0.085872466 -0.001555965  0.064672605 -0.024888533
[21]  0.005172108 -0.030762744 -0.012964305 -0.125741649 -0.061294405
[26] -0.054357541 -0.008594298  0.079532645 -0.081342901  0.073857309
[31] -0.138932806 -0.020422768  0.006826765  0.058251476 -0.096461493
[36]  0.002533101  0.023762156  0.050421934  0.059811943 -0.221161299
[41] -0.131924704  0.005739740  0.066416232  0.082107507 -0.041942486
[46]  0.013212616 -0.087589055  0.015163876 -0.048103041 -0.068053579
[51]  0.026417262  0.035599925  0.041829463 -0.076856475  0.026997650
[56] -0.089036966
> 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/4p2jz1293652696.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/5zt121293652696.tab") 
> 
> try(system("convert tmp/1i1mn1293652696.ps tmp/1i1mn1293652696.png",intern=TRUE))
character(0)
> try(system("convert tmp/2as481293652696.ps tmp/2as481293652696.png",intern=TRUE))
character(0)
> try(system("convert tmp/3as481293652696.ps tmp/3as481293652696.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.737   0.480   2.119