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(0.440,0.548,0.163,0.381,0.164,0.109,0.328,0.435,0.325,0.108,0.054,0.270,0.431,0.215,0.214,0.160,0.427,0.372,0.106,0.053,0.317,0.527,0.472,0.000,0.052,0.418,0.364,0.311,0.052,0.052,0.620,0.616,1.377,0.151,0.502,0.000,0.606,0.050,0.150,0.501,0.299,0.248,0.545,0.444,0.491,0.444,0.050,0.545,0.138,0.423,0.495,0.370,0.388,0.169,0.241,0.014,0.376,0.331,0.789,0.289,0.359,0.236,0.367,0.309,0.551,0.901,0.870,0.160,0.032,0.877,1.812,0.784,0.270,0.462,0.146,0.108,0.132,0.680,0.117,0.345,0.204,0.227,0.236,0.092,0.138,0.046,0.023,0.009,0.142,0.207,0.346,0.207,0.165,0.247,0.123,0.433)
> 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/yougetitorg/rcomp/tmp/12o8a1305824887.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/2x2371305824887.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/3jl3s1305824887.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]  1.00000000 -0.32660625 -0.05695177 -0.31292928  0.19994932  0.04070573
 [7] -0.05143114  0.06215499 -0.01471243 -0.02037862 -0.08191721  0.10735502
[13] -0.05614655  0.07943246 -0.07120791  0.08904837 -0.09529346 -0.07016696
[19]  0.02672222  0.04981456  0.10649824 -0.11076953  0.02716558 -0.06340621
[25]  0.00453819 -0.05891469  0.17039157 -0.06238489  0.03442001 -0.10792644
[31]  0.04208742  0.03743928 -0.05547275  0.03178972  0.06725817 -0.02613545
[37] -0.09353339 -0.05982856  0.15416899  0.05099246 -0.04014709  0.04551373
[43] -0.17874465  0.06234476 -0.00965370  0.12524153 -0.07550311 -0.08591150
[49]  0.04469071
> (mypacf <- c(rpacf$acf))
 [1] -0.3266062533 -0.1831615544 -0.4572360065 -0.1713566748 -0.1027679170
 [6] -0.2461659361 -0.0064194822  0.0016041834 -0.0777749739 -0.0734304710
[11]  0.0368001144 -0.1049456277  0.0273695221  0.0170034921  0.0655168668
[16]  0.0221694726 -0.1186579810 -0.1010615297 -0.1130231908 -0.0128842389
[21] -0.0595703603  0.0017143176 -0.0131431823 -0.1076384288 -0.1795014625
[26]  0.0010058308 -0.1143319852 -0.0173301022  0.0011858824 -0.0526057396
[31]  0.0239457979 -0.0640503289 -0.1205712496  0.0738077445 -0.0232065763
[36] -0.0714541402 -0.1164185324 -0.0126897716 -0.0113167420 -0.0028830966
[41]  0.1948870386 -0.0932192858  0.0004607503  0.0728643683 -0.0007069892
[46] -0.0512604102 -0.0903922794 -0.1064382824
> 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/4m3o01305824887.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/5fol81305824887.tab") 
> 
> try(system("convert tmp/12o8a1305824887.ps tmp/12o8a1305824887.png",intern=TRUE))
character(0)
> try(system("convert tmp/2x2371305824887.ps tmp/2x2371305824887.png",intern=TRUE))
character(0)
> try(system("convert tmp/3jl3s1305824887.ps tmp/3jl3s1305824887.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.900   0.600   1.348