R version 2.12.1 (2010-12-16)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(102.43,102.43,102.43,102.43,104.2,104.2,104.2,104.2,104.2,104.2,104.2,104.2,104.2,104.2,104.2,104.2,108.1,109.2,109.2,109.2,109.2,109.2,109.2,109.2,109.2,109.2,109.2,109.2,112.1,112.1,112.1,112.1,112.1,112.1,112.1,112.1,112.1,112.1,112.1,112.1,114.81,114.81,114.81,114.81,114.81,114.81,114.81,114.81,114.81,114.81,114.81,114.81,115.57,115.57,115.57,115.57,115.57,115.57,115.57,115.57)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> 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/rcomp/tmp/1wl561323202488.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/rcomp/tmp/2w24m1323202488.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/rcomp/tmp/3yirh1323202488.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  0.0398676772 -0.0918022877 -0.0933072433 -0.0828515819
 [6] -0.0843565374 -0.0858614929 -0.0873664485 -0.0837357719 -0.0852407274
[11] -0.0867456829  0.0085387275  0.7637991794 -0.0321856607 -0.0927655051
[16] -0.0942704606 -0.0694215144 -0.0634933182 -0.0649982737 -0.0665032292
[21] -0.0496956018 -0.0512005573 -0.0527055128  0.0362375253  0.4875793682
[26] -0.0572203795 -0.0587253350 -0.0602302905 -0.0421387550 -0.0436437106
[31] -0.0451486661 -0.0466536216 -0.0285620861 -0.0300670417 -0.0315719972
[36] -0.0077114637  0.2008893244 -0.0360868638 -0.0375918193 -0.0390967749
[41] -0.0222891474 -0.0237941029 -0.0252990585 -0.0193708622  0.0054780840
[46]  0.0039731284  0.0024681729  0.0009632174  0.0402736396
> (mypacf <- c(rpacf$acf))
 [1]  0.0398676772 -0.0935403955 -0.0864685244 -0.0858539774 -0.0978020316
 [6] -0.1090974631 -0.1237366481 -0.1370824192 -0.1614897256 -0.1936645566
[11] -0.1295692856  0.7232318280 -0.2421908208  0.0055547541 -0.0535928403
[16] -0.0186365006 -0.0136207132 -0.0111608933 -0.0055278616  0.0265816274
[21]  0.0049075955  0.0256085205  0.0789625531 -0.3106704356  0.1582332841
[26] -0.0254134023  0.0552399206 -0.0064589372 -0.0099210623  0.0009733723
[31]  0.0050040905 -0.0312414067  0.0045904306  0.0017500334 -0.2492861680
[36] -0.0717958156  0.0679057952 -0.1040609639 -0.0386841506 -0.0425988128
[41] -0.0304961845 -0.0389534812 -0.0415412170 -0.0040044921  0.0022616785
[46] -0.0825766734  0.1241784091  0.0265697496
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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/rcomp/tmp/4jkdh1323202488.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/rcomp/tmp/5lxzx1323202488.tab") 
> 
> try(system("convert tmp/1wl561323202488.ps tmp/1wl561323202488.png",intern=TRUE))
character(0)
> try(system("convert tmp/2w24m1323202488.ps tmp/2w24m1323202488.png",intern=TRUE))
character(0)
> try(system("convert tmp/3yirh1323202488.ps tmp/3yirh1323202488.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.392   0.236   1.951