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(3.32,3.32,3.32,3.32,3.32,3.32,3.32,3.33,3.41,3.42,3.42,3.42,3.43,3.43,3.43,3.43,3.43,3.43,3.43,3.43,3.5,3.52,3.53,3.53,3.53,3.53,3.53,3.53,3.53,3.53,3.53,3.53,3.58,3.58,3.59,3.59,3.59,3.59,3.59,3.59,3.59,3.59,3.59,3.61,3.71,3.83,3.83,3.83,3.83,3.83,3.83,3.83,3.83,3.83,3.83,3.83,3.92,3.92,3.92,3.92,3.92,3.92,3.92,3.92,3.92,3.92,3.92,3.92,3.98,3.98,3.98,3.98)
> 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/1a4091321444400.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/2sf211321444400.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/33c451321444400.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  0.95985048  0.91457282  0.86819202  0.82178141  0.78126417
 [7]  0.74071712  0.70017007  0.66056881  0.62832517  0.59690806  0.56501392
[13]  0.52873700  0.48481923  0.43780072  0.39027537  0.34272019  0.30436287
[19]  0.26600555  0.22764823  0.18929091  0.15740505  0.12735113  0.09752746
[25]  0.06403656  0.02341995 -0.02023777 -0.06413401 -0.09579627 -0.11723869
[31] -0.13663714 -0.15603559 -0.17549367 -0.19052095 -0.20590601 -0.22085212
[37] -0.23711009 -0.25894341 -0.28393710 -0.30826658 -0.33259606 -0.35181563
[43] -0.37103519 -0.39025475 -0.40758274 -0.41572115 -0.41251009 -0.40947791
[49] -0.40707184
> (mypacf <- c(rpacf$acf))
 [1]  0.959850481 -0.085657306 -0.033766272 -0.023758718  0.050181622
 [6] -0.032457748 -0.024637589 -0.011970295  0.074801870 -0.022942602
[11] -0.030136264 -0.076496949 -0.101984788 -0.058316346 -0.033384837
[16] -0.038336463  0.084236659 -0.045196279 -0.033570124 -0.045083625
[21]  0.054195882 -0.024799945 -0.027823762 -0.073799322 -0.078570831
[26] -0.065654194 -0.038602264  0.106880802  0.080040754 -0.022796692
[31] -0.039088075 -0.033312294  0.029919683 -0.056143211 -0.022362695
[36] -0.012170120 -0.040703109 -0.066456253 -0.033700244 -0.074505567
[41]  0.005827359 -0.067072628 -0.045347613 -0.002676537  0.091188146
[46]  0.095351557 -0.049156290 -0.016149111
> 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/4bxi01321444400.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/5lf691321444400.tab") 
> 
> try(system("convert tmp/1a4091321444400.ps tmp/1a4091321444400.png",intern=TRUE))
character(0)
> try(system("convert tmp/2sf211321444400.ps tmp/2sf211321444400.png",intern=TRUE))
character(0)
> try(system("convert tmp/33c451321444400.ps tmp/33c451321444400.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.952   0.168   1.179