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 = '1'
> 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/1pxvz1293192088.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/2ioc21293192088.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/3ioc21293192088.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]  1.000000e+00  3.395203e-01  1.128189e-01  7.041762e-03 -4.935132e-02
 [6] -1.694165e-01 -1.105815e-01 -6.255037e-02 -2.203982e-01 -6.662936e-02
[11] -1.936762e-01 -3.788769e-01 -4.939822e-01 -5.908074e-02  1.402587e-01
[16]  1.680098e-01  3.592610e-01  2.645967e-01  1.699589e-01  3.639057e-02
[21] -1.467692e-05 -1.762163e-02 -4.050540e-03  1.085994e-01  6.095437e-02
[26] -1.278404e-01 -2.257737e-01 -1.342623e-01 -2.339687e-01 -1.211654e-01
[31]  4.142852e-02  1.475420e-01  1.298479e-01  7.391156e-02  6.033412e-02
[36]  1.760968e-02 -3.416563e-02  7.441454e-02  3.784239e-02  8.550582e-03
[41]  3.843467e-02 -2.907293e-03 -1.768047e-01 -1.067048e-01 -4.746004e-02
[46] -2.579383e-02 -1.517413e-03  4.029819e-02  3.828794e-02
> (mypacf <- c(rpacf$acf))
 [1]  0.339520283 -0.002775004 -0.034391330 -0.046487191 -0.152972375
 [6] -0.003037994 -0.008745928 -0.229603786  0.078752872 -0.242262630
[11] -0.354133795 -0.416165029  0.101903733  0.133195124 -0.010155250
[16]  0.183330361 -0.002098742 -0.017258805 -0.141916996 -0.219304344
[21]  0.112464001 -0.153986356 -0.126840885  0.013266264 -0.066871760
[26]  0.024557828  0.133638325  0.029027361  0.070735636 -0.066242162
[31] -0.024728529 -0.128895664 -0.131279140 -0.068935274  0.114435601
[36] -0.079446907  0.011601021 -0.006335477  0.059826917 -0.045062703
[41]  0.045643060 -0.106154806  0.083147556 -0.111007140 -0.112720637
[46] -0.024719045 -0.003827461 -0.154220785
> 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/437tq1293192088.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/5p7rw1293192088.tab") 
> 
> try(system("convert tmp/1pxvz1293192088.ps tmp/1pxvz1293192088.png",intern=TRUE))
character(0)
> try(system("convert tmp/2ioc21293192088.ps tmp/2ioc21293192088.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ioc21293192088.ps tmp/3ioc21293192088.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.744   0.471   2.479