R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(0.0213,0.0218,0.0290,0.0263,0.0267,0.0181,0.0133,0.0088,0.0128,0.0126,0.0126,0.0129,0.0110,0.0137,0.0121,0.0174,0.0176,0.0148,0.0104,0.0162,0.0149,0.0179,0.0180,0.0158,0.0186,0.0174,0.0159,0.0126,0.0113,0.0192,0.0261,0.0226,0.0241,0.0226,0.0203,0.0286,0.0255,0.0227,0.0226,0.0257,0.0307,0.0276,0.0251,0.0287,0.0314,0.0311,0.0316,0.0247,0.0257,0.0289,0.0263,0.0238,0.0169,0.0196,0.0219,0.0187,0.0160,0.0163,0.0122,0.0121,0.0149,0.0164,0.0166,0.0177,0.0182,0.0178,0.0128,0.0129,0.0137,0.0112,0.0151,0.0224,0.0294,0.0309,0.0346,0.0364,0.0439,0.0415,0.0521,0.0580,0.0591,0.0539,0.0546,0.0472,0.0314,0.0263,0.0232,0.0193,0.0062,0.0060,-0.0037,-0.0110,-0.0168,-0.0078,-0.0119,-0.0097,-0.0012,0.0026,0.0062,0.0070,0.0166,0.0180,0.0227,0.0246,0.0257,0.0232,0.0291,0.0301,0.0286,0.0310,0.0322,0.0339,0.0352,0.0341,0.0335,0.0367,0.0375,0.0360,0.0355,0.0357)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> par3 = '2'
> par2 = '1'
> par1 = 'Default'
> #'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/wessaorg/rcomp/tmp/1hw761324600802.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/wessaorg/rcomp/tmp/20rwj1324600802.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/wessaorg/rcomp/tmp/3jrj51324600802.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 -0.501761392  0.003064965 -0.050953303  0.197349860
 [6] -0.160665336  0.034718164  0.066113930 -0.071243082 -0.007861282
[11] -0.096943538  0.493789907 -0.684205308  0.210306548  0.073784920
[16]  0.076151093 -0.188552901  0.116149831 -0.062655779  0.077305092
[21] -0.051536460
> (mypacf <- c(rpacf$acf))
 [1] -0.501761392 -0.332381353 -0.324052473 -0.005232248 -0.061912633
 [6] -0.045094048  0.083194593 -0.019327013 -0.032113205 -0.236655177
[11]  0.489638337 -0.365484912 -0.355946486 -0.158091076 -0.214358530
[16]  0.011380568 -0.071295242 -0.181789430  0.146720112  0.002400332
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/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/wessaorg/rcomp/tmp/4mw1n1324600803.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/wessaorg/rcomp/tmp/548l51324600803.tab") 
> 
> try(system("convert tmp/1hw761324600802.ps tmp/1hw761324600802.png",intern=TRUE))
character(0)
> try(system("convert tmp/20rwj1324600802.ps tmp/20rwj1324600802.png",intern=TRUE))
character(0)
> try(system("convert tmp/3jrj51324600802.ps tmp/3jrj51324600802.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.946   0.224   1.167