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(104.77,111.04,104.5,102.42,103.05,105.84,107.92,108.22,104.26,105.19,103.25,108.16,105.27,113.99,109.84,104.33,105.48,109.68,111.54,110.63,107.8,108.02,105.59,111.64,107,116.14,117.18,102.28,109.43,114.28,117.39,116.66,114.29,114.18,114.12,122.62,115.7,127.91,119.55,115.08,116.63,121.38,123.41,120.7,119.4,116.83,116.4,121.67,116.54,129.61,119.93,117.64,121.01,124.2,125.23,123.24,121.58,120.89,117.77,110.91)
> 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/1emqm1321616817.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/2dh2o1321616817.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/32fv61321616817.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  0.71888461  0.66373640  0.60775752  0.60843336  0.63920233
 [7]  0.61040037  0.56538752  0.45926690  0.37877614  0.32381652  0.36582465
[13]  0.49337239  0.28203754  0.22911715  0.17778425  0.18316807  0.17755159
[19]  0.15746125  0.11913528  0.02119771 -0.05111095 -0.11686236 -0.08466071
[25] -0.03983009 -0.19244764 -0.24046922 -0.26670022 -0.26826716 -0.28729937
[31] -0.29092740 -0.29877752 -0.32630866 -0.38050323 -0.36942828 -0.34831858
[37] -0.27456466 -0.33877053 -0.31912445 -0.32131977 -0.30141221 -0.29954377
[43] -0.27936141 -0.25745895 -0.26020084 -0.27315117 -0.26787975 -0.25260570
[49] -0.20594509
> (mypacf <- c(rpacf$acf))
 [1]  0.718884605  0.304097325  0.130203166  0.176865968  0.224833737
 [6]  0.067122481 -0.015336467 -0.184492822 -0.197655518 -0.169182801
[11]  0.091828811  0.461739329 -0.359905252 -0.152554216  0.091175505
[16]  0.064984507 -0.163316356 -0.089412971 -0.018415802 -0.099524207
[21] -0.057911946 -0.027092552 -0.102006744 -0.086966060  0.019395934
[26]  0.013753403  0.015298693 -0.029742374 -0.041970025 -0.040011783
[31]  0.022305885  0.112090229 -0.118258640  0.074087737 -0.069590722
[36]  0.113676098  0.112616364  0.103977498 -0.168949468 -0.046185507
[41]  0.087217572  0.004385255 -0.143467321 -0.071482830  0.091722697
[46] -0.088865190  0.022268313 -0.036390866
> 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/4zx5b1321616817.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/5oxgj1321616817.tab") 
> 
> try(system("convert tmp/1emqm1321616817.ps tmp/1emqm1321616817.png",intern=TRUE))
character(0)
> try(system("convert tmp/2dh2o1321616817.ps tmp/2dh2o1321616817.png",intern=TRUE))
character(0)
> try(system("convert tmp/32fv61321616817.ps tmp/32fv61321616817.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.004   0.209   1.212