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 = '1'
> 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/1el0u1321628180.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/2a1531321628180.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/3ymfk1321628180.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]  1.000000000  0.911174074  0.824380861  0.746229379  0.680633682
 [6]  0.585620417  0.466103774  0.357012892  0.251376541  0.140169152
[11] -0.006953999 -0.146900485 -0.232217819 -0.278183783 -0.319305837
[16] -0.373551321 -0.386358660 -0.379084854 -0.358371357 -0.352508555
[21] -0.341847795 -0.306226838 -0.252262812 -0.187991960 -0.150922154
[26] -0.121983199 -0.096463634 -0.062091498 -0.072790439 -0.070433526
[31] -0.064657223 -0.049998615 -0.034550708 -0.044071108 -0.052602183
[36] -0.067515218 -0.074989390 -0.083712383 -0.084742424 -0.068167335
[41] -0.054946763 -0.044026508 -0.049535544 -0.051976590 -0.049073656
[46] -0.041578197 -0.032020292 -0.018086108
> (mypacf <- c(rpacf$acf))
 [1]  0.911174074 -0.034503241  0.003515615  0.030139364 -0.209742434
 [6] -0.206878094 -0.034551429 -0.097723948 -0.117766592 -0.286918890
[11] -0.135300117  0.166865479  0.180373967  0.099590665 -0.036372830
[16]  0.142735573  0.006157355  0.020355052 -0.091251846 -0.149957336
[21] -0.150722112 -0.083286591  0.102580556 -0.003767404 -0.079124305
[26] -0.098494232  0.091353037 -0.178770974  0.153513813 -0.025832392
[31] -0.014496764  0.064357196 -0.003375302  0.091399230 -0.048980597
[36] -0.112823843 -0.054606790  0.050314343 -0.002657772 -0.066292002
[41] -0.113464125 -0.068247673 -0.079048441  0.103610658  0.031206426
[46] -0.001801134  0.034914588
> 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/4xf3d1321628180.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/59y3g1321628180.tab") 
> 
> try(system("convert tmp/1el0u1321628180.ps tmp/1el0u1321628180.png",intern=TRUE))
character(0)
> try(system("convert tmp/2a1531321628180.ps tmp/2a1531321628180.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ymfk1321628180.ps tmp/3ymfk1321628180.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.939   0.179   1.170