R version 2.12.0 (2010-10-15)
Copyright (C) 2010 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 = '1'
> par2 = '1'
> par1 = '48'
> 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/www/rcomp/tmp/1za4l1321459232.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/www/rcomp/tmp/2m5o31321459232.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/www/rcomp/tmp/3dkjo1321459232.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$acf))
 [1]  1.000000000  0.246673158  0.038875146 -0.069921334 -0.167638727
 [6] -0.169929415 -0.128629087 -0.189790427 -0.167795830 -0.086415026
[11] -0.028079881  0.066256568  0.409388712  0.247704235 -0.012486611
[16] -0.016000582 -0.149304679 -0.133351503 -0.075123104 -0.091133429
[21] -0.108595466 -0.068303834 -0.014433515  0.060911261  0.221634092
[26]  0.173893302 -0.037835581  0.018245045 -0.080892424 -0.117841752
[31] -0.091250979 -0.088886142 -0.102737737 -0.071178670 -0.055150661
[36] -0.004417306  0.312740624  0.218144744  0.015417935  0.011289478
[41] -0.037892241 -0.053336624 -0.043537161 -0.054139062 -0.061143301
[46] -0.050990088 -0.067869053 -0.012565475  0.047227475
> (mypacf <- c(rpacf$acf))
 [1]  0.2466731583 -0.0233960989 -0.0787992096 -0.1399454706 -0.1025937307
 [6] -0.0719118896 -0.1772471173 -0.1452054795 -0.0886470340 -0.0799830376
[11] -0.0218000835  0.3378847200  0.0416477989 -0.1644764798  0.0075527278
[16] -0.0939375800 -0.0376444988 -0.0138003563  0.0002815112 -0.0329422024
[21] -0.0553467215 -0.0076362119  0.0219362539  0.0131440660 -0.0409805728
[26] -0.0934333562  0.0518169927 -0.0358012793 -0.0452142377 -0.0717872243
[31] -0.0527303247 -0.0681907679 -0.0684791544 -0.0854748518 -0.0917762570
[36]  0.2271993848 -0.0141609702 -0.0810647953 -0.0160394753 -0.0266382903
[41]  0.0347672526 -0.0281480399  0.0346388782  0.0341102295 -0.0058843438
[46] -0.0438709632  0.0436551756 -0.2037379492
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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/www/rcomp/tmp/4cqar1321459232.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/www/rcomp/tmp/56djx1321459232.tab") 
> 
> try(system("convert tmp/1za4l1321459232.ps tmp/1za4l1321459232.png",intern=TRUE))
character(0)
> try(system("convert tmp/2m5o31321459232.ps tmp/2m5o31321459232.png",intern=TRUE))
character(0)
> try(system("convert tmp/3dkjo1321459232.ps tmp/3dkjo1321459232.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
   1.50    0.06    1.55