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)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(192.89,194.76,194.76,194.76,194.76,194.76,194.76,194.76,194.76,194.76,194.76,194.76,194.76,194.76,199.15,199.15,199.15,199.15,199.15,199.15,199.15,199.15,199.15,199.15,199.15,200.4,200.4,200.4,200.4,200.4,200.4,200.4,200.4,200.4,200.4,200.4,200.4,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,204.15,212.25,212.25,212.25,212.25,212.25,212.25,212.25,212.25,212.25,212.25,212.25)
> 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/1bjfo1321612806.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/2do2b1321612806.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/3o5u91321612806.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 -0.04906008 -0.04981321 -0.05056633 -0.05131946 -0.05207258
 [7] -0.05282571 -0.05357883 -0.05433196 -0.05508508 -0.05583821  0.02136437
[13]  0.01250793  0.04742763 -0.02435363 -0.02510675 -0.02585988 -0.02661300
[19] -0.02736612 -0.02811925 -0.02887237 -0.02962550 -0.03037862  0.13561934
[25]  0.29946486 -0.02918553 -0.02993865 -0.03069178 -0.03144490 -0.03219803
[31] -0.03295115 -0.03370428 -0.03445740 -0.03521053 -0.03596365 -0.02635937
[37]  0.14647578 -0.01750820 -0.01826133 -0.01901445 -0.01976758 -0.02052070
[43] -0.02127383 -0.02202695 -0.02278008 -0.02353320 -0.02428633  0.33859537
[49] -0.02234011
> (mypacf <- c(rpacf$acf))
 [1] -0.049060085 -0.052346093 -0.055994036 -0.060073105 -0.064671401
 [6] -0.069902852 -0.075917385 -0.082916340 -0.091176524 -0.101089174
[11] -0.031084793 -0.036484520  0.003137352 -0.061988064 -0.066087400
[16] -0.070785990 -0.075794868 -0.081571509 -0.088316594 -0.096307964
[21] -0.105936902 -0.124239006  0.042065717  0.258283855 -0.010474296
[26] -0.027737637 -0.026231279 -0.025341426 -0.024450183 -0.023445602
[31] -0.022275661 -0.021042102 -0.017230083 -0.037227306 -0.080893414
[36]  0.102838480 -0.053665613 -0.035848203 -0.035633802 -0.037499328
[41] -0.039704552 -0.042165152 -0.044883907 -0.048301648 -0.049905883
[46] -0.079194792  0.247861296 -0.099765624
> 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/4tfmg1321612806.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/5abme1321612806.tab") 
> 
> try(system("convert tmp/1bjfo1321612806.ps tmp/1bjfo1321612806.png",intern=TRUE))
character(0)
> try(system("convert tmp/2do2b1321612806.ps tmp/2do2b1321612806.png",intern=TRUE))
character(0)
> try(system("convert tmp/3o5u91321612806.ps tmp/3o5u91321612806.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.045   0.198   1.694