R version 2.10.1 (2009-12-14)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- c(8,8,8.2,8.5,8.7,8.7,8,8,8.3,8.5,8.7,8.6,8.3,7.9,7.9,8.1,8.3,8.1,7.4,7.3,7.7,8,8,7.7,6.9,6.6,6.9,7.5,7.9,7.7,6.5,6.1,6.4,6.8,7.1,7.3,7.2,7,7,7,7.3,7.5,7.2,7.7,8,7.9,8,8,7.9,7.9,8,8.1,8.1,8.2,8,8.3,8.5,8.6,8.7,8.7,8.5,8.4,8.5,8.7,8.7,8.6,7.9,8.1,8.2,8.5,8.6,8.5)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> 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/yougetitorg/rcomp/tmp/12j191304250825.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/yougetitorg/rcomp/tmp/2jiw61304250825.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/yougetitorg/rcomp/tmp/3i8ds1304250825.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  0.870739386  0.659763578  0.529785229  0.544013587
 [6]  0.648666962  0.709693637  0.621625241  0.449048300  0.301582414
[11]  0.246995424  0.275500906  0.280612080  0.159683022  0.012954270
[16] -0.081040297 -0.110797506 -0.102495317 -0.124871486 -0.224714630
[21] -0.341996814 -0.418814216 -0.432800635 -0.393005363 -0.370639432
[26] -0.434450296 -0.501374583 -0.526767182 -0.512771603 -0.470153882
[31] -0.438292500 -0.443006548 -0.444519882 -0.413211351 -0.349468919
[36] -0.270741326 -0.230810266 -0.258617949 -0.272070916 -0.239404506
[41] -0.159561513 -0.064005925 -0.010408786 -0.022542671 -0.049060370
[46] -0.046587360  0.001694654  0.069549518  0.111536795
> (mypacf <- c(rpacf$acf))
 [1]  0.870739386 -0.407023332  0.376138092  0.340026118  0.240583135
 [6] -0.056645037 -0.313305994 -0.036950362 -0.141461614 -0.125743047
[11] -0.047630804 -0.224292467 -0.393046680  0.293469404 -0.011307317
[16] -0.160976687  0.009619210  0.031320153 -0.025847488 -0.046113452
[21] -0.083863797 -0.043498587  0.061673803  0.057912819 -0.138299930
[26]  0.111553733  0.025210758 -0.048926674 -0.039978456 -0.012224029
[31]  0.037210549  0.008168035  0.127002019  0.080283005 -0.047660526
[36] -0.053124623 -0.083079922 -0.120116254 -0.176214643  0.062470244
[41] -0.088666751 -0.096637645  0.038267322  0.031959394 -0.021554025
[46]  0.007698433 -0.132816425  0.047838403
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/yougetitorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/yougetitorg/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/yougetitorg/rcomp/tmp/4hwt11304250825.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/yougetitorg/rcomp/tmp/5ulg81304250825.tab") 
> 
> try(system("convert tmp/12j191304250825.ps tmp/12j191304250825.png",intern=TRUE))
character(0)
> try(system("convert tmp/2jiw61304250825.ps tmp/2jiw61304250825.png",intern=TRUE))
character(0)
> try(system("convert tmp/3i8ds1304250825.ps tmp/3i8ds1304250825.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.960   0.630   1.404