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)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(12.32,12.34,12.36,12.54,12.77,12.79,12.96,12.96,13,13.19,13.25,13.61,13.8,13.83,14.04,14.16,14.2,14.27,14.31,14.69,14.9,14.92,15.01,15.09,15.14,15.24,15.33,15.36,15.44,15.5,15.58,15.65,15.72,15.82,15.87,16.07,16.18,16.19,16.39,16.54,16.61,16.62,16.66,16.71,16.72,16.79,16.82,16.83,16.91,16.97,17.02,17.03,17.04,17.07,17.11,17.12,17.14,17.18,17.24,17.26,17.26,17.29,17.36,17.44,17.48,17.48,17.52,17.54,17.58,17.64,17.69,17.69,17.76,17.79,17.82,17.89,17.95,18,18.03,18.06,18.08,18.13,18.16,18.18,18.18,18.27,18.31,18.35,18.45,18.5)
> 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/1owel1305730862.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/2rbcd1305730862.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/3h67y1305730862.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  0.207876281  0.081577004  0.276784672  0.023972912
 [6]  0.308014384  0.145367713  0.152013373  0.406988003  0.114793819
[11]  0.142865892  0.144118457 -0.044796584  0.122813943  0.084349374
[16]  0.145655795  0.276098514  0.003118645 -0.044551682  0.183827418
[21]  0.087589043  0.030773357 -0.007291071  0.025235402  0.168643694
[26]  0.002277475  0.028494807  0.088782001 -0.002838396  0.061953528
[31] -0.039657809 -0.032652275 -0.049886724 -0.119544669 -0.006124297
[36] -0.052352606 -0.079691243 -0.073742685 -0.107652190 -0.045188129
[41] -0.128931538 -0.165800576 -0.091191357 -0.076084857 -0.088502515
[46] -0.134866721 -0.131829881 -0.095445446 -0.157686942
> (mypacf <- c(rpacf$acf))
 [1]  2.078763e-01  4.009716e-02  2.639850e-01 -9.247123e-02  3.438561e-01
 [6] -8.322614e-02  2.321509e-01  1.995005e-01  4.094089e-02  9.693481e-03
[11] -3.297560e-02 -1.389293e-01 -5.741048e-02 -2.959911e-02  9.687596e-02
[16]  1.054008e-01 -6.418241e-02 -1.462710e-01  2.022705e-01  5.322772e-02
[21] -3.668310e-02 -1.326228e-01  8.231195e-03 -9.115604e-03 -3.128952e-02
[26]  7.632733e-02 -4.595519e-03  2.825151e-02 -8.433527e-03 -8.825934e-02
[31] -2.401309e-02 -1.890273e-01 -2.937334e-02 -8.927506e-02 -1.054201e-01
[36] -7.046946e-02  5.772720e-02  6.677754e-02 -8.752482e-03 -3.875051e-02
[41] -8.282713e-04 -2.405843e-02  5.910151e-05 -8.148512e-02 -5.183951e-02
[46] -5.253892e-02  2.594984e-02 -6.131838e-02
> 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/4lp1s1305730862.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/5uzak1305730862.tab") 
> 
> try(system("convert tmp/1owel1305730862.ps tmp/1owel1305730862.png",intern=TRUE))
character(0)
> try(system("convert tmp/2rbcd1305730862.ps tmp/2rbcd1305730862.png",intern=TRUE))
character(0)
> try(system("convert tmp/3h67y1305730862.ps tmp/3h67y1305730862.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.160   0.276   1.421