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(18.94,18.97,19,19.08,19.18,19.24,19.23,19.25,19.3,19.33,19.35,19.35,19.31,19.47,19.7,19.76,19.9,19.97,20.1,20.26,20.44,20.43,20.57,20.6,20.69,20.93,20.98,21.11,21.14,21.16,21.32,21.32,21.48,21.58,21.74,21.75,21.81,21.89,22.21,22.37,22.47,22.51,22.55,22.61,22.58,22.85,22.93,22.98,23.01,23.11,23.18,23.18,23.21,23.22,23.12,23.15,23.16,23.21,23.21,23.22,23.25,23.39,23.41,23.45,23.46,23.44,23.54,23.62,23.86,24.07,24.13,24.12)
> 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/11npp1321383507.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/27kpt1321383507.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/34j9m1321383507.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  0.160809757  0.096735792 -0.064187903 -0.012386360
 [6]  0.159787399  0.130654604  0.123979624  0.031384684 -0.084208449
[11] -0.105685902  0.120384041  0.013157104 -0.013608325 -0.116245272
[16] -0.155063041 -0.055901305 -0.166724323 -0.006940638 -0.018633406
[21]  0.039826354 -0.044334843 -0.094580944  0.145352245 -0.042297601
[26]  0.016702536 -0.190291524 -0.107482628 -0.114842729 -0.007932372
[31]  0.052286831  0.047252281 -0.101085131 -0.176571345 -0.065817234
[36] -0.034202636  0.035296256 -0.110535478 -0.124701757 -0.080748549
[41] -0.174276283  0.015035150  0.071600374  0.062040166  0.043261382
[46] -0.016891632 -0.011041443  0.065543466  0.081831297
> (mypacf <- c(rpacf$acf))
 [1]  0.160809757  0.072757507 -0.093203097  0.004398735  0.182850077
 [6]  0.078611494  0.060947736  0.012565399 -0.091466180 -0.101832672
[11]  0.154993490 -0.059730706 -0.092124950 -0.072942675 -0.081691325
[16] -0.024836406 -0.159681404  0.013733643  0.018159646  0.099072583
[21]  0.011031371 -0.061278878  0.241404869 -0.081954616 -0.026678306
[26] -0.203044500 -0.104495566 -0.100257399 -0.028406449  0.024561451
[31] -0.016712307 -0.070763447 -0.034830777 -0.040630237  0.018586519
[36] -0.032363885 -0.052621452 -0.063206848 -0.017047590 -0.151332282
[41] -0.053213173  0.058630743 -0.073305153  0.064343288  0.063176892
[46] -0.028348881  0.094232983  0.056093412
> 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/4cwnl1321383507.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/5vor61321383507.tab") 
> 
> try(system("convert tmp/11npp1321383507.ps tmp/11npp1321383507.png",intern=TRUE))
character(0)
> try(system("convert tmp/27kpt1321383507.ps tmp/27kpt1321383507.png",intern=TRUE))
character(0)
> try(system("convert tmp/34j9m1321383507.ps tmp/34j9m1321383507.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.977   0.241   1.303