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(2.4,2.4,2.5,2.6,2.4,2.6,2.4,2.3,2.4,2.4,2.4,2.4,2.4,2.4,2.4,2.4,2.5,2.1,2.1,2,2,2,1.9,1.9,2,1.8,1.6,1.3,1.4,1.4,1.5,1.7,1.6,1.5,1.6,1.5,1.1,1.1,1.1,1.4,1.3,1.4,1.3,1.1,1,0.9,0.8,0.8,0.8,0.8,1,1.1,1,0.9,1.1,1.2,1.2,1.4,1.5,1.7,1.9,1.9,1.9,1.7,1.7,2.1,2,2,2.5,2.4,2.5,2.5,2,1.9,2.2,2.7,3.1,2.8,2.6,2.3,2.2,2.2,2,2,2.6,2.5,2.5,2.3,2,1.9,2,2.1,2.1,2.3,2.3,2.3,2.1,2.4,2.5,2.1,1.8,1.9,1.9,2.1,2.2,2,2.2,2,1.9,1.6,1.7,2,2.5,2.4,2.3,2.3,2.1,2.4,2.2,2.4,1.9,2.1,2.1,2.1,2,2.1,2.2,2.2,2.6,2.5,2.3,2.2,2.4,2.3,2.2,2.5,2.5,2.5,2.4,2.3,1.7,1.6,1.9,1.9,1.8,1.8,1.9,1.9,1.9,1.9,1.8,1.7,2.1,2.6,3.1,3.1,3.2,3.3,3.6,3.3,3.7,4,4,3.8,3.6,3.2,2.1,1.6,1.1,1.2,0.6,0.6,0,-0.1,-0.6,-0.2,-0.3,-0.1,0.5,0.9)
> par20 = ''
> par19 = ''
> par18 = ''
> par17 = ''
> par16 = ''
> par15 = ''
> par14 = ''
> par13 = ''
> par12 = ''
> par11 = ''
> par10 = ''
> par9 = ''
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = 'Default'
> 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/16blf1323203872.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/2vfcd1323203872.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/300jg1323203872.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$acf))
 [1]  1.00000000  0.94186783  0.85988555  0.75565669  0.65283549  0.54672069
 [7]  0.44557594  0.34500742  0.23983559  0.13666125  0.02907949 -0.07166914
[13] -0.17130394 -0.21823202 -0.23762462 -0.22529307 -0.20448840 -0.18114864
[19] -0.15695243 -0.13128708 -0.11007921 -0.09195762 -0.06944003
> (mypacf <- c(rpacf$acf))
 [1]  0.941867831 -0.241214199 -0.210775396  0.018725613 -0.079847090
 [6] -0.031272947 -0.069384894 -0.139943579 -0.045306296 -0.129875084
[11] -0.038097640 -0.100087896  0.393358671  0.064417633  0.060483026
[16] -0.026415708 -0.094128605  0.015483763 -0.002217657 -0.142640803
[21] -0.046582274 -0.016675106
> 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/43gv81323203872.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/53u6t1323203872.tab") 
> 
> try(system("convert tmp/16blf1323203872.ps tmp/16blf1323203872.png",intern=TRUE))
character(0)
> try(system("convert tmp/2vfcd1323203872.ps tmp/2vfcd1323203872.png",intern=TRUE))
character(0)
> try(system("convert tmp/300jg1323203872.ps tmp/300jg1323203872.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.320   0.280   1.917