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(106.09,106.19,106.2,106.22,106.22,106.23,106.23,106.61,106.95,107.2,107.56,107.72,107.74,107.8,107.8,108.1,108.14,108.16,108.16,108.16,108.95,110.49,110.71,110.72,110.75,110.82,110.82,110.84,110.84,110.84,110.86,110.92,111.46,112.46,113.04,113.15,113.15,113.21,113.37,113.47,113.71,113.71,113.71,113.8,115.46,117,117.94,118.08,118.08,118.45,118.47,118.49,118.54,118.55,118.55,118.55,119.04,121.37,121.73,121.83,121.83,121.91,122,122.03,122.14,122.14,122.23,122.49,123.02,125.98,126.13,126.39)
> 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/1cp5k1321386485.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/2rkw11321386485.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/3oj1q1321386485.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  0.952429004  0.901827494  0.849975574  0.811868706
 [6]  0.775568085  0.739453164  0.702905950  0.666710629  0.631272216
[11]  0.596204538  0.561076994  0.522867232  0.477691609  0.428846569
[16]  0.380239506  0.343438606  0.308725740  0.273295542  0.237185910
[21]  0.200358133  0.165322611  0.134767935  0.103767398  0.070821266
[26]  0.032812320 -0.008487921 -0.046397886 -0.077258634 -0.100519818
[31] -0.124145600 -0.148263204 -0.172775716 -0.194850041 -0.213738226
[36] -0.230886198 -0.249303667 -0.271180551 -0.294630128 -0.315546108
[41] -0.331651116 -0.344550150 -0.357419805 -0.370649664 -0.383841294
[46] -0.392169178 -0.395850877 -0.397112015 -0.398672472
> (mypacf <- c(rpacf$acf))
 [1]  0.952429004 -0.056993663 -0.039124576  0.121439374 -0.011192308
 [6] -0.024890458 -0.005308138 -0.013899191 -0.014231693 -0.017014873
[11] -0.021588885 -0.054300328 -0.098156137 -0.064465052 -0.034782466
[16]  0.076352573 -0.024744066 -0.043376086 -0.004221230 -0.032584107
[21] -0.015152875  0.022447539 -0.035642023 -0.043217549 -0.066359692
[26] -0.065423905 -0.006622005  0.013385749  0.026492298 -0.034813175
[31] -0.011015241 -0.015713714 -0.012240135  0.002865231 -0.011884488
[36] -0.032444848 -0.043032608 -0.042513958 -0.015923991 -0.009367023
[41] -0.025445139 -0.028320372 -0.016559976 -0.017082055  0.014499260
[46]  0.013469619 -0.004359290 -0.010580654
> 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/47soj1321386485.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/59ixl1321386485.tab") 
> 
> try(system("convert tmp/1cp5k1321386485.ps tmp/1cp5k1321386485.png",intern=TRUE))
character(0)
> try(system("convert tmp/2rkw11321386485.ps tmp/2rkw11321386485.png",intern=TRUE))
character(0)
> try(system("convert tmp/3oj1q1321386485.ps tmp/3oj1q1321386485.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.040   0.187   1.259