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.

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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
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(349
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> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> par3 = '1'
> par2 = '1'
> par1 = '60'
> 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/1ppqj1296584706.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/2kzsu1296584706.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/3qj5d1296584706.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$acf))
 [1]  1.0000000000  0.0622331462  0.3419270087  0.0208764384 -0.0043150563
 [6] -0.0027636393 -0.0601596029 -0.0019180304 -0.0287258152  0.0104671692
[11] -0.2814457497  0.0009316978 -0.7535885855 -0.0140126240 -0.2855967034
[16] -0.0273125140  0.0017484497  0.0102233187  0.0848291705  0.0208844086
[21]  0.0519804446  0.0136074394  0.2610800585  0.0057967376  0.6396957370
[26] -0.0051943913  0.2557279139 -0.0142315732 -0.0119312958 -0.0191311303
[31] -0.1102409278 -0.0226837433 -0.0720749744 -0.0158904850 -0.2712386040
[36] -0.0175402402 -0.6230629671 -0.0009224752 -0.2443467707  0.0074923100
[41]  0.0146643632  0.0212120858  0.1067417762  0.0054297529  0.0779582988
[46] -0.0069837616  0.2701477034  0.0169733424  0.5804560227 -0.0019820096
[51]  0.2119510109  0.0004586664 -0.0202288517 -0.0265883336 -0.0872462966
[56]  0.0023946652 -0.0680649634  0.0154405751 -0.2611080495 -0.0151822394
[61] -0.5481255327
> (mypacf <- c(rpacf$acf))
 [1]  0.0622331462  0.3393684060 -0.0162255475 -0.1368020261  0.0014328759
 [6] -0.0132329768  0.0053973112 -0.0021019569  0.0116256519 -0.3224514931
[11]  0.0240257137 -0.7022076355  0.1648949407  0.1150036380 -0.0298840165
[16] -0.0950744725  0.0736802070 -0.0868004079  0.0762248768  0.0033218009
[21]  0.0901173782  0.0071023538  0.0885038406  0.1069065800 -0.0359477017
[26] -0.0257780546 -0.0766524664  0.0207476954  0.0430860675 -0.0088484045
[31] -0.0219050551 -0.0147998391 -0.0253734992 -0.0944580583 -0.0156095406
[36] -0.1991201938  0.0381992721  0.0485146944 -0.0360083319 -0.0659889843
[41]  0.0438310209 -0.1305639510 -0.0001651618  0.0436132302 -0.0176333476
[46]  0.0215798245  0.0702768689  0.0149340213 -0.0315256814 -0.0317226079
[51]  0.0296051367  0.0265351770  0.0252711807  0.0857648554 -0.0160002123
[56]  0.0091488136 -0.0201239255 -0.0233169487 -0.0049727954 -0.0493330275
> 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/4dnws1296584706.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/5qkc31296584706.tab") 
> 
> try(system("convert tmp/1ppqj1296584706.ps tmp/1ppqj1296584706.png",intern=TRUE))
character(0)
> try(system("convert tmp/2kzsu1296584706.ps tmp/2kzsu1296584706.png",intern=TRUE))
character(0)
> try(system("convert tmp/3qj5d1296584706.ps tmp/3qj5d1296584706.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.110   0.680   2.349