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(5.81,5.76,5.99,6.12,6.03,6.25,5.80,5.67,5.89,5.91,5.86,6.07,6.27,6.68,6.77,6.71,6.62,6.50,5.89,6.05,6.43,6.47,6.62,6.77,6.70,6.95,6.73,7.07,7.28,7.32,6.76,6.93,6.99,7.16,7.28,7.08,7.34,7.87,6.28,6.30,6.36,6.28,5.89,6.04,5.96,6.10,6.26,6.02,6.25,6.41,6.22,6.57,6.18,6.26,6.10,6.02,6.06,6.35,6.21,6.48,6.74,6.53,6.80,6.75,6.56,6.66,6.18,6.40,6.43,6.54,6.44,6.64,6.82,6.97,7.00,6.91,6.74,6.98,6.37,6.56,6.63,6.87,6.68,6.75,6.84,7.15,7.09,6.97,7.15)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '48'
> 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/1nnek1304266673.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/2ajyz1304266673.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/3k6un1304266673.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$acf))
 [1]  1.000000000 -0.243534574 -0.063517187  0.067123103 -0.003585578
 [6] -0.127152976 -0.011052219 -0.256080373  0.204275184  0.087265513
[11] -0.165224486 -0.052532982  0.377803684 -0.253432141  0.245637911
[16] -0.159691102 -0.022100641  0.072342085 -0.159664663 -0.215158910
[21]  0.250100118 -0.102258917 -0.045153786  0.154403520  0.082335154
[26] -0.116783816  0.169772233 -0.264684943  0.190578095 -0.060504081
[31] -0.176249389  0.019195391  0.155764096 -0.178761878  0.067931676
[36] -0.003889620  0.037230536  0.069773683  0.038350787 -0.168188903
[41]  0.255211301 -0.148330516 -0.087049098 -0.028978001  0.033230169
[46] -0.030750546  0.054912095 -0.101200369  0.166460374
> (mypacf <- c(rpacf$acf))
 [1] -0.243534574 -0.130570280  0.019289769  0.012407294 -0.124833192
 [6] -0.086035233 -0.335525953  0.052090080  0.131727523 -0.093107200
[11] -0.182790606  0.266306355 -0.118854139  0.269371270 -0.087519859
[16] -0.040830147 -0.006187922 -0.165593847 -0.084218429  0.029974202
[21] -0.072801104 -0.091015511  0.106621933  0.041661508 -0.032027462
[26] -0.063478156 -0.065159790  0.090189967 -0.079861270 -0.028837626
[31] -0.036550451  0.017306851 -0.036594718 -0.052154558 -0.065509668
[36] -0.040071233 -0.030970754  0.077908203  0.042415106 -0.014643807
[41]  0.035073361 -0.050009712 -0.083822201 -0.013649294 -0.006707120
[46] -0.068636755 -0.032219665  0.044526475
> 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/427p41304266673.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/5gfvf1304266673.tab") 
> 
> try(system("convert tmp/1nnek1304266673.ps tmp/1nnek1304266673.png",intern=TRUE))
character(0)
> try(system("convert tmp/2ajyz1304266673.ps tmp/2ajyz1304266673.png",intern=TRUE))
character(0)
> try(system("convert tmp/3k6un1304266673.ps tmp/3k6un1304266673.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.268   0.244   1.494