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(2.12,2.13,2.16,2.25,2.26,2.39,2.36,2.26,2.26,2.27,2.29,2.21,2.17,2.17,2.08,2.12,2.18,2.13,2.21,2.06,1.91,1.99,2.04,2.02,2.01,2.1,2.01,2.07,2.05,2.1,2.15,2.15,1.96,2.06,2.07,2.05,2.08,2.14,2.16,2.35,2.31,2.2,2.3,2.22,2.14,2.17,2.12,2.1,2.17,2.29,2.17,2.25,2.13,2.23,2.17,2.24,2.13,2.16,2.1,2.05,2.03,2.24,2.17,2.13,2.21,2.18,2.21,2.23,2.09,2.16,2.13,2.12)
> 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/1x6mn1321298092.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/20fad1321298092.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/3f69v1321298092.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 -0.307692308 -0.040893015  0.058797524 -0.038019452
 [6] -0.195402299  0.277188329 -0.279398762  0.024314766  0.109637489
[11] -0.099911583 -0.143899204  0.323828470  0.020778073 -0.116710875
[16]  0.040229885 -0.006189213 -0.213085765  0.155835544 -0.158930150
[21] -0.039787798  0.028072502  0.101900973 -0.202254642  0.276525199
[26] -0.074491600 -0.005083996  0.053713528  0.044871795 -0.287798408
[31]  0.115163572 -0.013483643 -0.015030946  0.079796640  0.038682582
[36] -0.096816976  0.143678161  0.017020336 -0.093722370  0.100132626
[41]  0.040229885 -0.162245800 -0.039124668  0.056366048 -0.008620690
[46]  0.047745358  0.046419098 -0.125994695  0.112732095
> (mypacf <- c(rpacf$acf))
 [1] -0.307692308 -0.149744572 -0.001970962 -0.027072689 -0.235854314
 [6]  0.151460701 -0.213329630 -0.093474720  0.026070440 -0.100996543
[11] -0.179016206  0.127451761  0.262730339 -0.053684553 -0.088529026
[16]  0.043862760 -0.171029215 -0.093178518 -0.159105936 -0.040020794
[21] -0.197152091  0.008600101 -0.052121104  0.042482274 -0.100214571
[26] -0.052369696  0.073586542 -0.017517017 -0.213092148 -0.167062145
[31]  0.016845842  0.019407278  0.004859151 -0.001748864 -0.006823622
[36] -0.070429332 -0.025028866 -0.048828741 -0.023250598 -0.078198581
[41]  0.023751437 -0.088000017  0.003009750 -0.006761801  0.004544928
[46] -0.051791918 -0.104754158 -0.030470217
> 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/4ucl91321298092.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/5vr2z1321298092.tab") 
> 
> try(system("convert tmp/1x6mn1321298092.ps tmp/1x6mn1321298092.png",intern=TRUE))
character(0)
> try(system("convert tmp/20fad1321298092.ps tmp/20fad1321298092.png",intern=TRUE))
character(0)
> try(system("convert tmp/3f69v1321298092.ps tmp/3f69v1321298092.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.006   0.187   1.202