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(3.11,3.1,3.13,3.14,3.16,3.17,3.19,3.18,3.17,3.17,3.2,3.21,3.25,3.22,3.25,3.31,3.35,3.37,3.38,3.38,3.39,3.44,3.56,3.65,3.69,3.71,3.71,3.74,3.75,3.77,3.75,3.78,3.8,3.78,3.79,3.8,3.82,3.82,3.84,3.86,3.8,3.85,3.78,3.79,3.77,3.78,3.77,3.76,3.78,3.76,3.75,3.71,3.72,3.7,3.69,3.7,3.72,3.73,3.73,3.69)
> 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/1jmc41321385099.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/2dj3z1321385099.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/3ghp31321385099.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  0.197674611  0.316139191  0.005536764  0.111403207
 [6]  0.156287361  0.141954181  0.298304466  0.064964531  0.153120548
[11]  0.079509175  0.031124507  0.131543929  0.024002789 -0.002928528
[16] -0.117985948  0.007690610  0.041772012 -0.159068379 -0.013733858
[21] -0.115858407 -0.069331019 -0.119967527 -0.071705612 -0.098758651
[26] -0.080835729 -0.079010428 -0.127455956 -0.265731683 -0.043195531
[31] -0.192030566 -0.087989940 -0.104179367  0.028709168 -0.032304068
[36] -0.068242749 -0.138385070 -0.133212437 -0.083307287 -0.011644484
[41] -0.022204308  0.022588555 -0.007690094 -0.027470294 -0.036447744
[46] -0.011464996  0.058554572 -0.050781955 -0.007814910
> (mypacf <- c(rpacf$acf))
 [1]  0.197674611  0.288330527 -0.108886244  0.041327369  0.188132050
 [6]  0.049986206  0.213165849 -0.055202480  0.009084501  0.093454503
[11] -0.101890389  0.069296048 -0.020847857 -0.185132603 -0.098929118
[16]  0.045815802  0.051839377 -0.260130609 -0.017306071  0.076826720
[21] -0.083193241 -0.048610218  0.021462635 -0.043504847  0.073726578
[26] -0.044281869 -0.028680142 -0.209651820  0.084615984 -0.023253189
[31] -0.077167583  0.030586276  0.100684063  0.047499302  0.043212834
[36] -0.238132716  0.041462972  0.064759980 -0.031258983 -0.007695633
[41]  0.029041701 -0.050900948 -0.007017557  0.054175411 -0.024400696
[46] -0.119445822  0.027962336  0.010356762
> 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/4ic4e1321385099.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/5lxeo1321385099.tab") 
> 
> try(system("convert tmp/1jmc41321385099.ps tmp/1jmc41321385099.png",intern=TRUE))
character(0)
> try(system("convert tmp/2dj3z1321385099.ps tmp/2dj3z1321385099.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ghp31321385099.ps tmp/3ghp31321385099.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.957   0.159   1.114