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(5.51,5.54,5.56,5.57,5.57,5.58,5.56,5.57,5.57,5.6,5.61,5.63,5.65,5.71,5.78,5.8,5.8,5.8,5.81,5.84,5.83,5.86,5.88,5.88,5.89,5.91,5.91,5.95,5.92,5.92,5.91,5.95,6.01,6.07,6.08,6.1,6.11,6.13,6.21,6.19,6.17,6.17,6.19,6.21,6.32,6.36,6.36,6.38,6.36,6.42,6.42,6.44,6.41,6.42,6.43,6.44,6.43,6.43,6.45,6.45)
> 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/1epwv1321476620.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/29u5m1321476620.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/3ksp11321476620.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  0.95639876  0.91201349  0.86817014  0.82439758  0.77821352
 [7]  0.73077082  0.67857065  0.62598591  0.57006491  0.51641731  0.46212380
[13]  0.40967977  0.35386541  0.30155074  0.25394460  0.21110902  0.17585061
[19]  0.13976883  0.10377359  0.06851517  0.02838042 -0.01117309 -0.04519036
[25] -0.07961143 -0.11483664 -0.14810396 -0.18142461 -0.20672321 -0.23096333
[31] -0.25324907 -0.27959041 -0.30487939 -0.32869210 -0.34538828 -0.36208359
[37] -0.37699583 -0.39164586 -0.40543756 -0.41044855 -0.41481710 -0.42247296
[43] -0.42819105 -0.43228253 -0.43502623 -0.42903727 -0.41820431 -0.40227302
[49] -0.37996464
> (mypacf <- c(rpacf$acf))
 [1]  0.956398758 -0.031477704 -0.016775766 -0.022749624 -0.052289666
 [6] -0.040316602 -0.083696694 -0.035499759 -0.072550855 -0.008424862
[11] -0.041669464 -0.013394783 -0.072993241  0.001511550  0.018911916
[16]  0.016433067  0.060335558 -0.044872065 -0.026935066 -0.034961426
[21] -0.101726940 -0.047008570  0.011539381 -0.049006344 -0.049279721
[26] -0.014461782 -0.044309213  0.058622623 -0.026165111 -0.001410259
[31] -0.078207156 -0.028433108 -0.019857676  0.025266551 -0.050288552
[36] -0.030654281 -0.037130974 -0.039485295  0.082718932 -0.050672652
[41] -0.062223108 -0.013045064 -0.016468070 -0.009992376  0.069332883
[46]  0.019535799  0.032506712  0.066155343
> 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/49ufn1321476620.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/580z91321476620.tab") 
> 
> try(system("convert tmp/1epwv1321476620.ps tmp/1epwv1321476620.png",intern=TRUE))
character(0)
> try(system("convert tmp/29u5m1321476620.ps tmp/29u5m1321476620.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ksp11321476620.ps tmp/3ksp11321476620.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.911   0.187   1.117