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 = '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/16qec1321476801.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/2ivh11321476801.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/3nkhf1321476801.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]  1.000000e+00  1.078956e-01  3.229482e-02 -2.416861e-01 -1.352706e-01
 [6]  4.338403e-02  1.619284e-01 -8.635552e-02 -2.496547e-01 -1.127730e-01
[11] -1.660072e-01  2.856924e-01  1.315619e-01  1.150845e-01 -1.308559e-01
[16] -2.812039e-01 -1.090043e-01  7.692763e-02  7.508721e-02  1.017632e-02
[21]  7.732694e-02 -2.063571e-01  1.099507e-01  4.360076e-02  1.106691e-01
[26] -3.527949e-02 -1.054942e-01 -1.724609e-01 -3.360562e-02 -9.749143e-03
[31]  1.461688e-01  1.506190e-01  8.082938e-03  2.116728e-02 -2.478958e-02
[36]  7.426631e-02  5.885792e-02 -1.234357e-02 -1.472323e-01 -1.010092e-01
[41] -9.600710e-03 -5.510530e-02  1.340211e-02 -5.537360e-02  2.707181e-02
[46] -3.109621e-02  2.376101e-02  6.271786e-06  3.993873e-02
> (mypacf <- c(rpacf$acf))
 [1]  0.107895621  0.020896621 -0.250375153 -0.089621102  0.092808159
 [6]  0.111575646 -0.193281515 -0.260873124  0.038983391 -0.159417157
[11]  0.190313818  0.025586955  0.048330160 -0.069152534 -0.300104698
[16] -0.043215981 -0.004815604 -0.084162228  0.018027030  0.197467799
[21] -0.099531795 -0.039770766 -0.076920480 -0.029307611 -0.149619697
[26] -0.054669472  0.040653682  0.009913817 -0.156519620  0.128378725
[31]  0.059362103 -0.004279434 -0.094206530  0.054241486  0.143338109
[36] -0.118338189 -0.072840440  0.083005930 -0.034795866 -0.015606664
[41] -0.172597262 -0.070387564 -0.064271280 -0.090555944  0.057981954
[46]  0.015455955 -0.022156299 -0.009480119
> 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/4ostq1321476801.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/5cxc91321476801.tab") 
> 
> try(system("convert tmp/16qec1321476801.ps tmp/16qec1321476801.png",intern=TRUE))
character(0)
> try(system("convert tmp/2ivh11321476801.ps tmp/2ivh11321476801.png",intern=TRUE))
character(0)
> try(system("convert tmp/3nkhf1321476801.ps tmp/3nkhf1321476801.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.939   0.196   1.146