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 = '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/rcomp/tmp/1nb1h1304527734.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/27axq1304527734.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/3sanr1304527734.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 -0.046533105 -0.176619292  0.046613375  0.058458863
 [6]  0.122875514 -0.108457716  0.002584002  0.021368571  0.008356996
[11]  0.088167559 -0.149264537 -0.017407967 -0.022552912 -0.043428519
[16]  0.297069637 -0.064332897 -0.109255278  0.051720804 -0.031260009
[21]  0.137354901 -0.023047783 -0.068956380 -0.017283332 -0.045287123
[26]  0.054282497 -0.091060015  0.042580016  0.034001568 -0.065500307
[31]  0.166129964 -0.057052430 -0.062308150 -0.037398314  0.037412640
[36]  0.051341131  0.010183112 -0.051138337 -0.139247237 -0.095784491
[41]  0.057966682 -0.089001839 -0.082034738  0.019456804  0.024917007
[46]  0.142441096 -0.121529859 -0.138731860  0.043450992
> (mypacf <- c(rpacf$acf))
 [1] -0.046533105 -0.179172589  0.029596892  0.031906249  0.146095239
 [6] -0.085065702  0.037937322 -0.028260836  0.015423203  0.080553879
[11] -0.122831943 -0.013402277 -0.085615692 -0.048579728  0.296664914
[16] -0.008236729 -0.030876870  0.017131566 -0.099900398  0.109738300
[21]  0.065038449 -0.063558981 -0.049315594 -0.106440566 -0.045640843
[26]  0.031900442  0.097679033  0.024548404 -0.021004994  0.036704903
[31] -0.018161164  0.034107650 -0.091164706  0.054649825 -0.099545203
[36]  0.047470027 -0.018118058 -0.138291097 -0.111783613 -0.023022483
[41] -0.081984345 -0.043762150  0.019780757  0.033594120  0.123466516
[46] -0.078625683 -0.107990405 -0.004225779
> 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/4rrhl1304527734.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/5splh1304527734.tab") 
> 
> try(system("convert tmp/1nb1h1304527734.ps tmp/1nb1h1304527734.png",intern=TRUE))
character(0)
> try(system("convert tmp/27axq1304527734.ps tmp/27axq1304527734.png",intern=TRUE))
character(0)
> try(system("convert tmp/3sanr1304527734.ps tmp/3sanr1304527734.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.292   0.208   1.489