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(2.2,2.28,2.28,2.28,2.28,2.27,2.28,2.27,2.28,2.28,2.28,2.28,2.27,2.28,2.28,2.28,2.27,2.28,2.27,2.27,2.27,2.27,2.27,2.27,2.27,2.35,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.93,2.93,2.93,2.93,2.93,2.93,2.93,2.93,2.93,2.93,2.93)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> 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/14z121321374449.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/22afr1321374449.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/3krhu1321374449.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  0.947471660  0.898287699  0.849025818  0.799815884
 [6]  0.750787763  0.700659794  0.651657647  0.601711491  0.552995051
[11]  0.503940957  0.455458276  0.434213302  0.411712639  0.389792356
[16]  0.368365568  0.347146567  0.324827717  0.303400929  0.280796372
[21]  0.258477523  0.235872966  0.213761903  0.191650841  0.163617852
[26]  0.123013758  0.085598202  0.065131810  0.044665417  0.024199025
[31]  0.003732632 -0.016733760 -0.036888472 -0.057354865 -0.077509577
[36] -0.097664289 -0.105771073 -0.114189537 -0.122296321 -0.130403105
[41] -0.138509889 -0.146616673 -0.155035137 -0.163141921 -0.171560385
[46] -0.179667169 -0.187773952 -0.195880736 -0.217311854
> (mypacf <- c(rpacf$acf))
 [1]  0.947471660  0.005720110 -0.025686362 -0.026149924 -0.025533546
 [6] -0.038671112 -0.019080612 -0.038288688 -0.019645167 -0.034015365
[11] -0.027040181  0.235082428 -0.014433500 -0.014932394 -0.013404902
[16] -0.018057199 -0.036829589 -0.008630626 -0.038006376 -0.014682948
[21] -0.027321907 -0.013403455  0.050152729 -0.081858694 -0.159150927
[26] -0.003151458  0.154558512 -0.018551925 -0.022859404 -0.030562907
[31] -0.020649408 -0.024842470 -0.023501454 -0.006072187 -0.060576696
[36]  0.025781292  0.008962236  0.084114556 -0.029128424 -0.033754830
[41] -0.021295172 -0.012422389 -0.021759760 -0.021789693 -0.020682351
[46] -0.035891602  0.023660247 -0.138911410
> 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/4okfq1321374449.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/5wbiv1321374449.tab") 
> 
> try(system("convert tmp/14z121321374449.ps tmp/14z121321374449.png",intern=TRUE))
character(0)
> try(system("convert tmp/22afr1321374449.ps tmp/22afr1321374449.png",intern=TRUE))
character(0)
> try(system("convert tmp/3krhu1321374449.ps tmp/3krhu1321374449.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.905   0.168   1.099