R version 2.12.1 (2010-12-16)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: x86_64-redhat-linux-gnu (64-bit)

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> x <- c(57.7,63.6,78,77.4,74.1,85.9,82,78.4,68.1,70.9,85.2,149.6,57.9,63.7,85,66.1,80.2,83.4,85.7,81.8,69.4,76.4,90.3,157.3,65.3,68.4,72.7,86.6,82.6,84.8,93.4,82.2,75.2,83.9,85.4,166.3,70.4,73.9,82.4,92.3,82.7,95.8,105.8,84.2,82.7,88.4,90.2,176.6,69.5,77.3,98.6,86.4,90.8,101.5,112.2,93.6,93.8,90.8,98.1,187.6,75,83.7,99.7,104.9,98.9,117.3,115.7,102.2,101.9,96.6,110,203.7,82.3,93.3,121.9,100.9,107.7,130,123.2,116.1,105.3,107.7,123.9,205.2,90.3,106.9,122.4,111.3,122.6,124.8,139.5,118.8,111,121.2,120.6,219.1,101.3,105,113.4,133.6,123.9,136.2,151.7,121.9,120.2,132.2,125.2,233.8)
> 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/wessaorg/rcomp/tmp/1htg01295092341.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/wessaorg/rcomp/tmp/23jj01295092341.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/wessaorg/rcomp/tmp/3rdni1295092341.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 -0.439496277 -0.087729076  0.045102105 -0.039874157
 [6]  0.034581124  0.024814778  0.040712057 -0.031761921  0.060674824
[11] -0.087905486 -0.443500541  0.848788311 -0.363266719 -0.070858367
[16]  0.012259590 -0.008777878  0.020261897  0.015871897  0.049636929
[21] -0.038525161  0.043826704 -0.057367766 -0.393070565  0.725055264
[26] -0.298637099 -0.072035968  0.018075529 -0.004162543  0.003857695
[31]  0.016194260  0.051388960 -0.031053600  0.028608303 -0.044483911
[36] -0.340210422  0.619977528 -0.256429336 -0.056186302  0.018823171
[41] -0.012443054  0.011699486  0.005488945  0.043147628 -0.021498434
[46]  0.025722867 -0.039394328 -0.274372007  0.490000169
> (mypacf <- c(rpacf$acf))
 [1] -0.439496277 -0.348129743 -0.225480668 -0.224321396 -0.155152880
 [6] -0.082527330  0.040698365  0.064943164  0.190957861  0.108309249
[11] -0.692878961  0.511143273  0.067236846  0.002261693 -0.131809290
[16]  0.052123862  0.018592640  0.014536422  0.038586896 -0.004216275
[21] -0.164827516 -0.079446494  0.089357813  0.066763242 -0.008184208
[26] -0.093188903  0.114769439  0.011970676 -0.010316038 -0.001312950
[31] -0.021605276 -0.043957666 -0.027903471 -0.004424216  0.024963898
[36] -0.022245382 -0.045113411  0.082435288  0.040764560 -0.045292587
[41]  0.021402902  0.020169106 -0.050963496 -0.069953264  0.033398559
[46]  0.001847607  0.057280597 -0.137243843
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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/www/wessaorg/rcomp/tmp/4rru51295092341.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/wessaorg/rcomp/tmp/5l0bv1295092341.tab") 
> 
> try(system("convert tmp/1htg01295092341.ps tmp/1htg01295092341.png",intern=TRUE))
character(0)
> try(system("convert tmp/23jj01295092341.ps tmp/23jj01295092341.png",intern=TRUE))
character(0)
> try(system("convert tmp/3rdni1295092341.ps tmp/3rdni1295092341.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.830   0.220   1.098