R version 2.10.1 (2009-12-14)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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(20503,22885,26217,26583,27751,28158,27373,28367,26851,26733,26849,26733,27951,29781,32914,33488,35652,36488,35387,35676,34844,32447,31068,29010,29812,30951,32974,32936,34012,32946,31948,30599,27691,25073,23406,22248,22896,25317,26558,26471,27543,26198,24725,25005,23462,20780,19815,19761,21454,23899,24939,23580,24562,24696,23785,23812,21917,19713,19282,18788,21453,24482,27474,27264,27349,30632,29429,30084,26290,24379,23335,21346,21106,24514,28353,30805,31348,34556,33855,34787,32529,29998,29257,28155,30466,35704,39327,39351,42234,43630,43722,43121,37985,37135,34646,33026,35087,38846,42013,43908,42868,44423,44167,43636,44382,42142,43452,36912,42413,45344,44873,47510,49554,47369,45998,48140,48441,44928,40454,38661,37246,36843,36424,37594,38144,38737,34560,36080,33508,35462,33374,32110,35533,35532,37903,36763,40399,44164,44496,43110,43880,43930,44327)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> par3 = '1'
> par2 = '1'
> par1 = 'Default'
> #'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/yougetitorg/rcomp/tmp/17qmw1293662975.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/yougetitorg/rcomp/tmp/2vwws1293662975.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/yougetitorg/rcomp/tmp/3vwws1293662975.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 -0.192750057  0.194993063  0.049196440  0.162964580
 [6]  0.019275019 -0.002116445  0.070483860  0.088943577 -0.126564905
[11]  0.041400576  0.090420356 -0.394514046  0.236646771 -0.250776735
[16]  0.055593456 -0.218079401 -0.058083153  0.034476602 -0.025266626
[21] -0.080446655  0.176717451
> (mypacf <- c(rpacf$acf))
 [1] -0.19275006  0.16393094  0.11976630  0.17239747  0.05405727 -0.06019156
 [7]  0.01493362  0.09230095 -0.12664978 -0.04537983  0.11607490 -0.42394733
[13]  0.15130159 -0.09809510 -0.06717334 -0.04820641 -0.12496716  0.07004056
[19]  0.15398272  0.01508584  0.13346852
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/yougetitorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/yougetitorg/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/yougetitorg/rcomp/tmp/49ocj1293662975.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/yougetitorg/rcomp/tmp/5kxbm1293662975.tab") 
> 
> try(system("convert tmp/17qmw1293662975.ps tmp/17qmw1293662975.png",intern=TRUE))
character(0)
> try(system("convert tmp/2vwws1293662975.ps tmp/2vwws1293662975.png",intern=TRUE))
character(0)
> try(system("convert tmp/3vwws1293662975.ps tmp/3vwws1293662975.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.790   0.530   1.114