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 = '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/1pdhd1321444661.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/2fd5y1321444661.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/3saxo1321444661.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  0.24361320 -0.05787299 -0.13967547 -0.11368322 -0.13113391
 [7] -0.13527043 -0.13512517 -0.10500740 -0.11151922 -0.08680839  0.20196671
[13]  0.51499483  0.10477630 -0.09019657 -0.12761851 -0.11319021 -0.11510770
[19] -0.11702519 -0.11894268 -0.09532574 -0.09977480 -0.05081093  0.16695529
[25]  0.42244497  0.11652073 -0.09398534 -0.08668293 -0.07019187 -0.06798385
[31] -0.06990134 -0.06738078 -0.04123227 -0.03871171 -0.02747130  0.03052494
[37]  0.34592836  0.16426965 -0.04417366 -0.07271948 -0.06432318 -0.06624067
[43] -0.06815817 -0.06595015 -0.02726881 -0.02440446 -0.01300779  0.01836013
[49]  0.22281218
> (mypacf <- c(rpacf$acf))
 [1]  0.2436131981 -0.1246160169 -0.1009257837 -0.0634921217 -0.1160704216
 [6] -0.1141120287 -0.1290921871 -0.1169090942 -0.1612576838 -0.1505729046
[11]  0.1542630243  0.3985169943 -0.1571807754 -0.0701752801 -0.0384118430
[16] -0.0733620513 -0.0609107014 -0.0582001360 -0.0768722031 -0.0871750129
[21] -0.0822260591 -0.0559126621 -0.0595097901  0.1428273849 -0.0333548674
[26] -0.1145527556  0.0024237714 -0.0282048203 -0.0365374883 -0.0155104261
[31] -0.0094853370 -0.0039043948 -0.0025908210 -0.0251666661 -0.2150532490
[36]  0.1118597365  0.0958325546 -0.0510848515 -0.0268852564 -0.0029712532
[41] -0.0390346730 -0.0327968723 -0.0041168391  0.0002378094 -0.0332040506
[46]  0.0754610876 -0.0487243977 -0.1244229171
> 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/434ql1321444661.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/5fxgj1321444661.tab") 
> 
> try(system("convert tmp/1pdhd1321444661.ps tmp/1pdhd1321444661.png",intern=TRUE))
character(0)
> try(system("convert tmp/2fd5y1321444661.ps tmp/2fd5y1321444661.png",intern=TRUE))
character(0)
> try(system("convert tmp/3saxo1321444661.ps tmp/3saxo1321444661.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.000   0.191   1.311