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(15.58,15.66,15.73,15.74,15.77,15.78,15.8,15.81,15.82,15.88,15.85,15.89,15.92,16.02,16.1,16.13,16.21,16.25,16.27,16.21,16.21,16.24,16.32,16.32,16.36,16.48,16.54,16.58,16.56,16.55,16.58,16.53,16.6,16.46,16.48,16.48,16.49,16.54,16.67,16.72,16.79,16.86,16.84,16.86,16.96,17.01,17.02,17.04,17.04,17.39,17.54,17.57,17.58,17.56,17.63,17.67,17.71,17.75,17.82,17.86)
> 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/1jodo1321627948.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/2gjc71321627948.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/32red1321627948.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  0.93812662  0.87679293  0.81862536  0.76077963  0.70365962
 [7]  0.64497267  0.58847359  0.52958799  0.46901463  0.40825762  0.35094775
[13]  0.31050619  0.26748545  0.22672930  0.18713747  0.14971321  0.12093114
[19]  0.09378002  0.06546407  0.03688714  0.01080618 -0.01207697 -0.02605890
[25] -0.04023173 -0.05565196 -0.06840192 -0.07863966 -0.09680985 -0.11395588
[31] -0.13558780 -0.15472368 -0.17749836 -0.20019158 -0.22930039 -0.25632301
[37] -0.27905128 -0.30232879 -0.32567507 -0.34103240 -0.35321343 -0.36393278
[43] -0.37630925 -0.38982848 -0.40198424 -0.40659143 -0.40878452 -0.40707867
[49] -0.40054296
> (mypacf <- c(rpacf$acf))
 [1]  9.381266e-01 -2.742383e-02 -6.239564e-03 -2.912496e-02 -2.614834e-02
 [6] -4.646964e-02 -1.710333e-02 -5.609261e-02 -5.190868e-02 -4.390432e-02
[11] -1.444496e-02  9.924984e-02 -5.155544e-02 -9.731095e-03 -2.546759e-02
[16] -1.471114e-02  3.669229e-02 -1.160473e-02 -4.446908e-02 -3.688315e-02
[21] -1.285731e-02 -4.407964e-05  6.463479e-02 -3.325829e-02 -3.053370e-02
[26] -3.733146e-03  4.737223e-03 -7.331395e-02 -1.814140e-02 -7.843505e-02
[31] -1.364013e-02 -5.799196e-02 -1.797331e-02 -7.554141e-02 -2.729190e-02
[36] -6.100214e-03 -2.826106e-02 -3.179010e-02  2.427278e-02 -6.641442e-03
[41] -3.394035e-02 -3.874531e-02 -5.464494e-02 -3.502813e-02  1.458732e-02
[46] -1.495073e-02  5.441848e-03  7.814084e-03
> 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/41ntb1321627948.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/5nw0q1321627948.tab") 
> 
> try(system("convert tmp/1jodo1321627948.ps tmp/1jodo1321627948.png",intern=TRUE))
character(0)
> try(system("convert tmp/2gjc71321627948.ps tmp/2gjc71321627948.png",intern=TRUE))
character(0)
> try(system("convert tmp/32red1321627948.ps tmp/32red1321627948.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.959   0.173   1.134