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(5.715,4.575,4.621,4.413,4.280,4.024,4.336,4.144,3.764,4.248,4.215,4.871,4.946,4.490,4.851,4.591,4.279,4.191,4.285,4.516,4.197,4.404,4.373,5.307,5.320,4.356,4.484,4.210,4.018,3.912,3.972,3.886,3.892,4.242,4.134,4.743,5.116,4.823,5.489,4.263,4.221,4.076,3.715,3.715,3.784,4.141,3.968,4.767,5.019,4.343,4.853,4.154,4.035,3.996,4.734,3.778,3.887,3.953,3.987,4.436,4.803,4.672,4.560,4.289,3.961,3.943,3.932,3.816,3.834,4.130,4.467,4.447)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '48'
> #'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/1a9ju1293192031.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/2a9ju1293192031.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/3201x1293192031.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  0.484176622  0.286501675  0.040332240 -0.251635174
 [6] -0.383210911 -0.416421294 -0.371441305 -0.328815691  0.007296146
[11]  0.167772186  0.336073318  0.572795302  0.353026284  0.270234445
[16]  0.058914887 -0.154474104 -0.256958259 -0.333529055 -0.303542957
[21] -0.265730302 -0.010622150  0.155126738  0.371482388  0.511832877
[26]  0.273348078  0.197865201  0.008487101 -0.225985374 -0.289370864
[31] -0.314648798 -0.277971441 -0.236446781 -0.072778312  0.033322866
[36]  0.203414496  0.326848708  0.230682846  0.228204857  0.027277871
[41] -0.097336312 -0.156921043 -0.206384011 -0.205510439 -0.191503554
[46] -0.089206651 -0.033999520  0.121034361  0.167989974
> (mypacf <- c(rpacf$acf))
 [1]  0.484176622  0.068020521 -0.159945609 -0.313786380 -0.195354055
 [6] -0.117816389 -0.095187776 -0.203943980  0.195403093  0.074547056
[11]  0.103512070  0.324890126 -0.135587109  0.064265338 -0.017504113
[16] -0.037486031  0.114339296 -0.058410221  0.022021470  0.012169986
[21]  0.019395868  0.151880494  0.167994767  0.122589699 -0.161276030
[26] -0.052618841  0.043483969 -0.141845289  0.034609180  0.043634285
[31]  0.016924501 -0.051133436 -0.247199154 -0.090899477 -0.069259929
[36] -0.092771563  0.052060288  0.029377766 -0.111950724  0.008908267
[41] -0.022089662  0.079878532  0.022679840 -0.027575921 -0.007637189
[46] -0.117211268 -0.027432474 -0.018054825
> 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/4o1z31293192031.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/5rjy91293192031.tab") 
> 
> try(system("convert tmp/1a9ju1293192031.ps tmp/1a9ju1293192031.png",intern=TRUE))
character(0)
> try(system("convert tmp/2a9ju1293192031.ps tmp/2a9ju1293192031.png",intern=TRUE))
character(0)
> try(system("convert tmp/3201x1293192031.ps tmp/3201x1293192031.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.735   0.487   1.635