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 = '1'
> par2 = '1'
> par1 = '48'
> 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/1yn7f1321374650.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/2k0cx1321374650.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/3twxj1321374650.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$acf))
 [1]  1.00000000  0.06738453 -0.04263543 -0.04705353 -0.05147163 -0.04125815
 [7] -0.05418599 -0.04703343 -0.05843080 -0.03912675 -0.06650177 -0.03591287
[13] -0.02263846 -0.02408783 -0.04840193 -0.04057634 -0.02959763 -0.03563839
[19] -0.02848583 -0.04591285 -0.02966972 -0.05321859 -0.03927115  0.13460954
[25]  0.32991669  0.08065238 -0.02346701 -0.02405895 -0.02465090 -0.02524284
[31] -0.02583479 -0.03560951 -0.01783591 -0.03679340 -0.02820257 -0.02071811
[37] -0.01212728 -0.03108477 -0.02249394 -0.02308589 -0.02367784 -0.01508701
[43] -0.03404450 -0.01627090 -0.03522839 -0.02663757 -0.02722951  0.36474197
[49]  0.21033863
> (mypacf <- c(rpacf$acf))
 [1]  0.06738453 -0.04739130 -0.04112968 -0.04777167 -0.03883117 -0.05584494
 [7] -0.04861656 -0.06472783 -0.04643525 -0.08154047 -0.04966707 -0.04650948
[13] -0.05133132 -0.07930989 -0.07112551 -0.06874060 -0.08114411 -0.08012851
[19] -0.10543472 -0.09751045 -0.13694100 -0.13678505  0.03437777  0.24709405
[25]  0.01216880 -0.04552210 -0.03677938 -0.03604388 -0.04170042 -0.03340795
[31] -0.04514397 -0.02279852 -0.05051799 -0.02879419 -0.04055503 -0.04553304
[37] -0.06752781 -0.04536043 -0.05523481 -0.06577087 -0.06084702 -0.08398618
[43] -0.06395629 -0.09454633 -0.07763258 -0.11670280  0.26362310  0.06364223
> 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/4jm3o1321374650.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/5a8vc1321374650.tab") 
> 
> try(system("convert tmp/1yn7f1321374650.ps tmp/1yn7f1321374650.png",intern=TRUE))
character(0)
> try(system("convert tmp/2k0cx1321374650.ps tmp/2k0cx1321374650.png",intern=TRUE))
character(0)
> try(system("convert tmp/3twxj1321374650.ps tmp/3twxj1321374650.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.929   0.162   1.105