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(1.3866
+ ,1.3582
+ ,1.3332
+ ,1.3595
+ ,1.3617
+ ,1.3684
+ ,1.3394
+ ,1.3262
+ ,1.3173
+ ,1.3085
+ ,1.327
+ ,1.3182
+ ,1.293
+ ,1.291
+ ,1.2984
+ ,1.2795
+ ,1.299
+ ,1.3174
+ ,1.326
+ ,1.3111
+ ,1.2816
+ ,1.276
+ ,1.2849
+ ,1.2818
+ ,1.2829
+ ,1.2796
+ ,1.3008
+ ,1.2967
+ ,1.2938
+ ,1.2833
+ ,1.2823
+ ,1.2765
+ ,1.2634
+ ,1.2596
+ ,1.2705
+ ,1.2591
+ ,1.2798
+ ,1.2763
+ ,1.2795
+ ,1.2782
+ ,1.2644
+ ,1.2596
+ ,1.2615
+ ,1.2555
+ ,1.2555
+ ,1.2658
+ ,1.2565
+ ,1.2783
+ ,1.2786
+ ,1.2782
+ ,1.2905
+ ,1.3042
+ ,1.2942
+ ,1.313
+ ,1.3671
+ ,1.3549
+ ,1.3558
+ ,1.3507
+ ,1.3494
+ ,1.3607
+ ,1.3295
+ ,1.3193
+ ,1.3308
+ ,1.3246
+ ,1.3392
+ ,1.3425
+ ,1.3496
+ ,1.3255
+ ,1.3231
+ ,1.3273
+ ,1.3276
+ ,1.3173
+ ,1.3196
+ ,1.3058
+ ,1.2966
+ ,1.2932
+ ,1.2947
+ ,1.305
+ ,1.3232
+ ,1.3125
+ ,1.2992
+ ,1.3266
+ ,1.3275
+ ,1.3223
+ ,1.3403
+ ,1.3322
+ ,1.3363
+ ,1.3425
+ ,1.3574
+ ,1.3683
+ ,1.3623
+ ,1.3563
+ ,1.3518
+ ,1.3494
+ ,1.3612
+ ,1.369
+ ,1.3771
+ ,1.3972
+ ,1.401
+ ,1.3908
+ ,1.3901
+ ,1.3856
+ ,1.4098
+ ,1.422
+ ,1.4238
+ ,1.4207
+ ,1.4095
+ ,1.4177
+ ,1.3866
+ ,1.3959
+ ,1.4102
+ ,1.3969
+ ,1.4004
+ ,1.385
+ ,1.389
+ ,1.384
+ ,1.392
+ ,1.3932
+ ,1.3858
+ ,1.3978
+ ,1.4029
+ ,1.394
+ ,1.4096
+ ,1.4058
+ ,1.4134
+ ,1.4096
+ ,1.4049
+ ,1.4009
+ ,1.3897
+ ,1.4019
+ ,1.3901
+ ,1.399
+ ,1.3901
+ ,1.3975
+ ,1.3991
+ ,1.4089
+ ,1.413
+ ,1.409
+ ,1.4217
+ ,1.4223
+ ,1.4191
+ ,1.4229
+ ,1.4227
+ ,1.4269
+ ,1.4229
+ ,1.4104
+ ,1.4053
+ ,1.4138
+ ,1.4303
+ ,1.4384
+ ,1.441
+ ,1.437
+ ,1.4357
+ ,1.4202
+ ,1.4166
+ ,1.417
+ ,1.4293
+ ,1.4294
+ ,1.4072
+ ,1.4101
+ ,1.4112
+ ,1.4243
+ ,1.433
+ ,1.4323
+ ,1.4324
+ ,1.427
+ ,1.4268
+ ,1.4364
+ ,1.4272
+ ,1.4314
+ ,1.422
+ ,1.4335
+ ,1.4262
+ ,1.433
+ ,1.4473
+ ,1.4522
+ ,1.4545
+ ,1.4594
+ ,1.4561
+ ,1.4611
+ ,1.4671
+ ,1.4712
+ ,1.4705
+ ,1.4658
+ ,1.478
+ ,1.4783
+ ,1.4768
+ ,1.467
+ ,1.465
+ ,1.4549
+ ,1.4643
+ ,1.4539
+ ,1.4537
+ ,1.4616
+ ,1.4722
+ ,1.4694
+ ,1.4763
+ ,1.475
+ ,1.4765
+ ,1.4864
+ ,1.4881
+ ,1.4864
+ ,1.4869
+ ,1.4918
+ ,1.4971
+ ,1.4921
+ ,1.5
+ ,1.502
+ ,1.5019
+ ,1.4874
+ ,1.4785
+ ,1.4788
+ ,1.48
+ ,1.4772
+ ,1.4658
+ ,1.4761
+ ,1.4867
+ ,1.4862
+ ,1.4984
+ ,1.4966
+ ,1.5037
+ ,1.4922
+ ,1.4868
+ ,1.4965
+ ,1.4875
+ ,1.4957
+ ,1.4863
+ ,1.4815
+ ,1.4968
+ ,1.4969
+ ,1.5083
+ ,1.5071
+ ,1.4918
+ ,1.5023
+ ,1.5074
+ ,1.509
+ ,1.512
+ ,1.5068
+ ,1.4787
+ ,1.4774
+ ,1.4768
+ ,1.473
+ ,1.4757
+ ,1.4647
+ ,1.4541
+ ,1.456
+ ,1.4343
+ ,1.4337
+ ,1.4368
+ ,1.4279
+ ,1.4276
+ ,1.4398
+ ,1.4405
+ ,1.4433
+ ,1.4338
+ ,1.4406
+ ,1.4389
+ ,1.4442
+ ,1.435
+ ,1.4304
+ ,1.4273
+ ,1.4528
+ ,1.4481
+ ,1.4563
+ ,1.4486
+ ,1.4374
+ ,1.4369
+ ,1.4279
+ ,1.4132
+ ,1.4064
+ ,1.4135
+ ,1.4151
+ ,1.4085
+ ,1.4072
+ ,1.3999
+ ,1.3966
+ ,1.3913
+ ,1.3937
+ ,1.3984
+ ,1.3847
+ ,1.3691
+ ,1.3675
+ ,1.376
+ ,1.374
+ ,1.3718
+ ,1.3572
+ ,1.3607
+ ,1.3649
+ ,1.3726
+ ,1.3567
+ ,1.3519
+ ,1.3626
+ ,1.3577
+ ,1.3547
+ ,1.3489
+ ,1.357
+ ,1.3525
+ ,1.3548
+ ,1.3641
+ ,1.3668
+ ,1.3582
+ ,1.3662
+ ,1.3557
+ ,1.361
+ ,1.3657
+ ,1.3765
+ ,1.3705
+ ,1.3723
+ ,1.3756
+ ,1.366
+ ,1.3548
+ ,1.3471
+ ,1.3519
+ ,1.3338
+ ,1.3356
+ ,1.3353
+ ,1.3471
+ ,1.3482
+ ,1.3479
+ ,1.3468
+ ,1.3396
+ ,1.334
+ ,1.3296
+ ,1.3384
+ ,1.3585
+ ,1.3583
+ ,1.3615
+ ,1.3544
+ ,1.3535
+ ,1.3432
+ ,1.3486
+ ,1.3373
+ ,1.3339
+ ,1.3311
+ ,1.3321
+ ,1.329
+ ,1.3245
+ ,1.3256
+ ,1.3315
+ ,1.3238
+ ,1.3089
+ ,1.2924
+ ,1.2727
+ ,1.2746
+ ,1.2969
+ ,1.2698
+ ,1.2686
+ ,1.2587
+ ,1.2492
+ ,1.2349
+ ,1.2428
+ ,1.227
+ ,1.2334
+ ,1.2497
+ ,1.236
+ ,1.2223
+ ,1.2309
+ ,1.2255
+ ,1.2384
+ ,1.2307
+ ,1.2155
+ ,1.2218
+ ,1.2268
+ ,1.206
+ ,1.1959
+ ,1.1942
+ ,1.201
+ ,1.2045
+ ,1.2127
+ ,1.2249
+ ,1.2258
+ ,1.2277
+ ,1.2363
+ ,1.2372
+ ,1.2391
+ ,1.2258
+ ,1.2271
+ ,1.2262
+ ,1.2294
+ ,1.2339
+ ,1.2198
+ ,1.2271
+ ,1.2328
+ ,1.2548
+ ,1.2531
+ ,1.2579
+ ,1.2567
+ ,1.266
+ ,1.2637
+ ,1.2572
+ ,1.2569
+ ,1.2703
+ ,1.2828
+ ,1.3
+ ,1.2957
+ ,1.2844
+ ,1.2817
+ ,1.285
+ ,1.2897
+ ,1.2931
+ ,1.3033
+ ,1.2992
+ ,1.3069
+ ,1.3028
+ ,1.3073
+ ,1.3221
+ ,1.3206
+ ,1.3184
+ ,1.3176
+ ,1.3253
+ ,1.3133
+ ,1.3016
+ ,1.279
+ ,1.2799
+ ,1.282
+ ,1.286
+ ,1.288
+ ,1.2836
+ ,1.2711
+ ,1.2704
+ ,1.2611
+ ,1.2613
+ ,1.2693
+ ,1.2713
+ ,1.27
+ ,1.268
+ ,1.28
+ ,1.2818
+ ,1.2834
+ ,1.2874
+ ,1.2744
+ ,1.2697
+ ,1.2715
+ ,1.2725
+ ,1.2801
+ ,1.285
+ ,1.2989
+ ,1.3078
+ ,1.306
+ ,1.3074
+ ,1.312
+ ,1.3364
+ ,1.3323
+ ,1.3412
+ ,1.3477
+ ,1.346
+ ,1.3611
+ ,1.3648
+ ,1.3726
+ ,1.3705
+ ,1.378
+ ,1.3856
+ ,1.397
+ ,1.3874
+ ,1.3936
+ ,1.3833
+ ,1.3958
+ ,1.4101
+ ,1.4089
+ ,1.3896
+ ,1.3859
+ ,1.3861
+ ,1.4016
+ ,1.3934
+ ,1.4031
+ ,1.3912
+ ,1.3803
+ ,1.3857
+ ,1.3857
+ ,1.3926
+ ,1.4018
+ ,1.4014
+ ,1.4244
+ ,1.4084
+ ,1.3917
+ ,1.3945
+ ,1.377
+ ,1.37
+ ,1.3711
+ ,1.3626
+ ,1.3612
+ ,1.3481
+ ,1.3647
+ ,1.3674
+ ,1.3647
+ ,1.3496
+ ,1.3339
+ ,1.3321
+ ,1.3225
+ ,1.3146
+ ,1.2998)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> 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/www/html/rcomp/tmp/1ijn41292430681.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/2bsm71292430681.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/3bsm71292430681.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] 1.0000000 0.9901762 0.9810152 0.9728385 0.9651117 0.9581275 0.9499423
 [8] 0.9414924 0.9328524 0.9232656 0.9131872 0.9024376 0.8923605 0.8811451
[15] 0.8693880 0.8572947 0.8455783 0.8346528 0.8242320 0.8139628 0.8029384
[22] 0.7916850 0.7801154 0.7683754 0.7569369 0.7465134 0.7364084
> (mypacf <- c(rpacf$acf))
 [1]  0.990176162  0.028971001  0.046889172  0.022419418  0.038508388
 [6] -0.059853888 -0.017271545 -0.019267515 -0.056911266 -0.040713451
[11] -0.045973008  0.021102845 -0.069952971 -0.033588230 -0.029110777
[16]  0.014100222  0.028710696  0.032819547  0.018256171 -0.032309227
[21] -0.008992351 -0.024099569 -0.014419916 -0.003156663  0.045942219
[26]  0.010902403
> 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/4wb2v1292430681.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/5ht1j1292430681.tab") 
> 
> try(system("convert tmp/1ijn41292430681.ps tmp/1ijn41292430681.png",intern=TRUE))
character(0)
> try(system("convert tmp/2bsm71292430681.ps tmp/2bsm71292430681.png",intern=TRUE))
character(0)
> try(system("convert tmp/3bsm71292430681.ps tmp/3bsm71292430681.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.748   0.506   1.866