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(31.900,31.815,31.075,31.070,31.300,31.410,30.310,31.440,31.355,31.380,31.975,31.905,32.565,32.780,32.850,32.910,32.910,33.755,34.130,34.330,34.120,33.600,33.715,33.535,33.745,34.295,33.940,34.245,34.395,33.640,33.890,33.905,33.930,33.975,33.880,33.800,33.165,33.660,33.545,33.590,33.810,33.720,33.660,33.915,34.265,34.175,33.735,33.855,34.210,33.950,33.130,32.195,33.160,33.255,32.260,31.795,31.875,31.985,31.835,32.200,32.275,32.515,32.700,32.680,32.135,31.460,30.755,31.090,31.270,31.110,30.835,31.025,30.800,30.790)
> 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/www/rcomp/tmp/1m0ag1304527370.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/2i7jz1304527371.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/31c1g1304527371.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  0.911570115  0.828565499  0.766823349  0.695193044
 [6]  0.623140356  0.538970549  0.456326137  0.376289864  0.306411767
[11]  0.248843282  0.195406293  0.161442974  0.131726430  0.102025680
[16]  0.077030545  0.006286785 -0.053279875 -0.093812528 -0.139899721
[21] -0.171519955 -0.203802153 -0.239421203 -0.284027781 -0.309855647
[26] -0.312071301 -0.311775094 -0.309499927 -0.312696059 -0.310639624
[31] -0.304607687 -0.325113927 -0.343064583 -0.351568299 -0.353137228
[36] -0.364810407 -0.384888581 -0.409455317 -0.432887622 -0.426746945
[41] -0.406150559 -0.389519292 -0.362908122 -0.326585973 -0.291050354
[46] -0.260866829 -0.235549248 -0.200952022 -0.153150979
> (mypacf <- c(rpacf$acf))
 [1]  0.911570115 -0.014165732  0.081308031 -0.087585738 -0.033041125
 [6] -0.129504786 -0.045480319 -0.060033365  0.014306340  0.024340150
[11]  0.002800143  0.084652938 -0.003202167 -0.016221841 -0.025166183
[16] -0.323655851 -0.031722361 -0.015146161 -0.029583511  0.085227955
[21]  0.022427062 -0.028620419 -0.118418664  0.014754137  0.031965220
[26]  0.004656425 -0.046622507 -0.064341522  0.012399662 -0.033421360
[31] -0.114463492 -0.058219872 -0.051355611  0.038184982 -0.114633061
[36] -0.045102033 -0.082997689 -0.033881708  0.064477653  0.008713899
[41] -0.007368162  0.019465115  0.053376582 -0.034032106 -0.072879264
[46] -0.040320542 -0.017109331  0.087609773
> 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/4pt3d1304527371.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/53z5s1304527371.tab") 
> 
> try(system("convert tmp/1m0ag1304527370.ps tmp/1m0ag1304527370.png",intern=TRUE))
character(0)
> try(system("convert tmp/2i7jz1304527371.ps tmp/2i7jz1304527371.png",intern=TRUE))
character(0)
> try(system("convert tmp/31c1g1304527371.ps tmp/31c1g1304527371.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.140   0.208   1.339