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(01.303763,01.416094,01.052458,01.312283,01.309429,01.492409,01.026556,01.005406,01.334886,01.393873,01.128092,01.122787,01.213104,01.253528,01.094796,00.912944,01.195130,00.927499,00.965333,01.198078,00.966362,00.973685,00.994801,00.826262,00.688888,00.781307,00.604791,01.086240,00.774026,01.026032,00.676435,00.830525,00.791624,00.752391,00.670202,00.880336,00.914297,00.961042,00.930194,00.867966,00.989160,00.997288,00.798744,00.975379,00.934721,00.973234,00.815300,00.940209,00.794493,00.931340,00.922050,00.784517,00.822098,00.891026,00.807306,00.951441,01.147907,01.172609,01.281051,01.165962,00.978911,01.410951,01.197838,01.288368,01.102253,01.197657,01.299984,01.198611,01.299252,01.097604,01.399770,01.398396,01.401880,01.699717,01.397610,01.500135,01.400136,01.400427,01.341477,01.338580,01.482977,01.163253,01.328468,01.234550,01.484741,01.336579,01.339292,01.405225,01.333491,01.149740)
> par8 = ''
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> par3 = '0'
> par2 = '1'
> par1 = '36'
> #'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/1bq1w1293627884.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/2mh0z1293627884.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/3mh0z1293627884.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]  1.00000000  0.54079332  0.57305745  0.47704241  0.44918327  0.42536011
 [7]  0.31600378  0.32102071  0.35857403  0.30434393  0.16473550  0.18981770
[13] -0.02871229  0.14174259  0.07948462  0.06623307  0.10671907  0.05577509
[19]  0.10447094  0.02012474 -0.02200043 -0.01371895 -0.04842137 -0.07169466
[25] -0.09075215 -0.10297436 -0.05237815 -0.07769480 -0.07190943 -0.06865910
[31] -0.08415135 -0.09056499 -0.13761754 -0.17973214 -0.09598852 -0.12745822
[37] -0.11309605
> (mypacf <- c(rpacf$acf))
 [1]  0.540793323  0.396583948  0.126740475  0.077359997  0.080914455
 [6] -0.088618382  0.014569944  0.165339692  0.015114624 -0.240960649
[11] -0.003232279 -0.313083998  0.186446716  0.191004702  0.004849680
[16]  0.029099989 -0.042542259 -0.006042898 -0.042245227  0.003739835
[21]  0.002457138 -0.216310514 -0.035694852 -0.163209254  0.078299354
[26]  0.233109887  0.024898473  0.091432013 -0.067799029 -0.043981780
[31] -0.059818190 -0.125875582 -0.102632967 -0.045719910 -0.001349439
[36] -0.052291765
> 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/470yn1293627884.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/5ymmz1293627884.tab") 
> 
> try(system("convert tmp/1bq1w1293627884.ps tmp/1bq1w1293627884.png",intern=TRUE))
character(0)
> try(system("convert tmp/2mh0z1293627884.ps tmp/2mh0z1293627884.png",intern=TRUE))
character(0)
> try(system("convert tmp/3mh0z1293627884.ps tmp/3mh0z1293627884.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.699   0.481   1.852