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(369.82,373.10,374.55,375.01,374.81,375.31,375.31,375.39,375.59,376.26,377.18,377.26,377.26,381.87,387.09,387.14,388.78,389.16,389.16,389.42,389.49,388.97,388.97,389.09,389.09,391.76,390.96,391.76,392.80,393.06,393.06,393.26,393.87,394.47,394.57,394.57,394.57,399.57,406.13,407.03,409.46,409.90,409.90,410.14,410.54,410.69,410.79,410.97,410.97,413.80,423.31,423.85,426.60,426.26,426.26,426.32,427.14,427.55,428.29,428.80)
> 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/1rq3l1321458790.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/26zkd1321458790.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/39yhn1321458790.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  0.94485659  0.88973682  0.83463679  0.77868548  0.72265462
 [7]  0.66628702  0.60821279  0.54857081  0.49275374  0.43675922  0.39636105
[13]  0.35779382  0.31219379  0.26882691  0.23158734  0.19275093  0.15668064
[19]  0.12100017  0.08402231  0.04706145  0.01354979 -0.02053029 -0.04488864
[25] -0.06264977 -0.08447794 -0.10572290 -0.12920488 -0.15224051 -0.17331922
[31] -0.19394962 -0.21521901 -0.23643127 -0.25542882 -0.27296874 -0.29284519
[37] -0.30967293 -0.33163108 -0.34969174 -0.35916238 -0.36947667 -0.37667792
[43] -0.38328763 -0.39058320 -0.39744843 -0.40132675 -0.40550324 -0.40068281
[49] -0.38820307
> (mypacf <- c(rpacf$acf))
 [1]  9.448566e-01 -2.813294e-02 -2.898386e-02 -3.798360e-02 -3.220744e-02
 [6] -3.568658e-02 -4.977673e-02 -5.089022e-02 -2.567874e-03 -3.880467e-02
[11]  1.084786e-01 -1.315612e-02 -9.621269e-02 -1.629159e-02  2.200937e-02
[16] -4.910875e-02 -1.205415e-02 -3.603415e-02 -3.687758e-02 -3.545135e-02
[21]  9.507308e-03 -3.703215e-02  4.092682e-02  3.187844e-02 -4.689477e-02
[26] -3.362525e-02 -5.710804e-02 -2.852507e-02 -1.944540e-02 -3.742035e-02
[31] -2.518979e-02 -3.358645e-02 -9.039914e-05  3.234571e-04 -7.458001e-02
[36] -1.786624e-02 -7.934599e-02 -4.091636e-03  4.681344e-02 -4.465625e-02
[41] -1.311573e-02 -2.965048e-02 -3.368583e-02 -2.254230e-02 -2.336889e-02
[46] -2.788415e-02  4.728195e-02  4.632597e-02
> 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/4j8zz1321458790.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/5j7dn1321458790.tab") 
> 
> try(system("convert tmp/1rq3l1321458790.ps tmp/1rq3l1321458790.png",intern=TRUE))
character(0)
> try(system("convert tmp/26zkd1321458790.ps tmp/26zkd1321458790.png",intern=TRUE))
character(0)
> try(system("convert tmp/39yhn1321458790.ps tmp/39yhn1321458790.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.954   0.181   1.261