R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(99.96,100.21,100.37,101.11,101.04,101.02,101.02,101.11,100.96,101.27,101.01,101.07,101.07,101.07,101.24,101.29,101.67,101.66,101.66,101.66,101.8,102.32,102.38,102.4,102.39,102.78,102.81,102.82,102.96,102.98,102.98,103.03,103.26,103.47,103.58,103.52,103.52,103.52,103.54,103.74,103.94,103.9,103.9,103.9,103.87,104.51,104.82,104.87,104.87,105.13,105.22,105.02,104.7,104.76,104.76,104.57,104.64,104.72,104.49,104.42)
> 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/wessaorg/rcomp/tmp/1ax0l1321285413.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/wessaorg/rcomp/tmp/25d1u1321285413.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/wessaorg/rcomp/tmp/3fgpt1321285413.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  0.050846614 -0.038869178 -0.066337684  0.102981179
 [6] -0.011014564 -0.002940539 -0.010091579 -0.048264709 -0.108088325
[11] -0.182267003  0.011977699  0.032723585  0.009430008 -0.011886995
[16] -0.087897505 -0.013728878  0.040186094  0.145043751 -0.034445839
[21]  0.039054332 -0.050515162  0.026679023 -0.023091303  0.173841227
[26]  0.104252248 -0.103149054 -0.134637630  0.004227211  0.122211964
[31] -0.017736036  0.009663277 -0.041412055 -0.039843603 -0.082832103
[36] -0.132357303  0.028258409 -0.042631685 -0.068143849 -0.067173817
[41] -0.005014042 -0.051678658  0.155793524  0.065405386  0.082458814
[46]  0.027292597  0.071768262  0.074782570  0.008432370
> (mypacf <- c(rpacf$acf))
 [1]  0.050846614 -0.041562010 -0.062434877  0.108901784 -0.027896685
 [6]  0.002627310  0.002932936 -0.063149644 -0.100100168 -0.181168973
[11]  0.014907414  0.015531293  0.004042794  0.029570591 -0.100671623
[16] -0.014103417  0.020832260  0.105594888 -0.060989365  0.030587360
[21] -0.040754711  0.008771303 -0.015506935  0.160889146  0.082036811
[26] -0.105770236 -0.071727746  0.019376475  0.087155372 -0.013296925
[31]  0.029304804 -0.026165491 -0.020252825 -0.020160607 -0.151264807
[36] -0.035918589 -0.075848396 -0.066109795  0.027555624 -0.020040913
[41] -0.071471385  0.088807982  0.024807054  0.097663014  0.026908470
[46]  0.039835840  0.035271141 -0.051593628
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/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/wessaorg/rcomp/tmp/4txu81321285413.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/wessaorg/rcomp/tmp/5bq5k1321285413.tab") 
> 
> try(system("convert tmp/1ax0l1321285413.ps tmp/1ax0l1321285413.png",intern=TRUE))
character(0)
> try(system("convert tmp/25d1u1321285413.ps tmp/25d1u1321285413.png",intern=TRUE))
character(0)
> try(system("convert tmp/3fgpt1321285413.ps tmp/3fgpt1321285413.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.906   0.174   1.086