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(48.6,48.9,50,49.3,51,47.7,43.4,42.6,44.1,46.8,47.9,48.5,49.7,48,48.2,47.3,46.6,45.6,47.7,48.1,47.6,46.3,46.1,46.7,47.1,46.7,46.3,45.9,46.6,49,54.1,59.2,63.8,62.5,59.5,56.9,54.4,54.7,53.3,52.9,54.8,52.6,49.1,52.6,53.6,52.7,55.8,57.9,60.6,61.9,65.5,67.5,65.5,62.2,55.5,52.3,52.5,50.8,50.9,51.5,51.1,51.1,54.3,51.9,52.4,53.4,56,53.4,53.8,53.8,51.6,54.2,55.7,59.2,59.8,61.6,65.8,64.2,67,62.8,65.5,75.2,80.9,83.2,83.7,86.4,85.9,80.4,81.8,87.5,83.7,87,99.7,101.4,101.9,115.7,123.2,136.9,146.8,149.6,146.5,157,147.9,133.6,128.7,100.8,91.8,89.3,96.7,91.6,93.3,93.3,101,100.4,86.9,83.9,80.3,87.7,92.7,95.5,92,87.4,86.8,83.7,85,81.7,90.9,101.5,113.8,120.1,122.1,132.5)
> 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/16xrd1321791000.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/2jzuf1321791000.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/33y4n1321791000.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  0.382923039  0.241563749  0.167312961  0.012963920
 [6] -0.077411415 -0.102207304 -0.140806418 -0.232230760  0.060789765
[11] -0.080988118  0.015272674 -0.076400939 -0.172466423 -0.078329695
[16]  0.052644812  0.131721243 -0.028789994  0.046652441  0.049308770
[21]  0.078420532 -0.099107825 -0.236894854 -0.191095276 -0.280499979
[26] -0.187747550 -0.119646686 -0.044007840 -0.072907969 -0.043051664
[31]  0.091739811  0.047939410  0.052180566  0.053087309  0.053810083
[36]  0.123601621  0.114664089  0.035639417 -0.036924135 -0.004371921
[41] -0.087579146 -0.082736233 -0.002066674 -0.068962940 -0.030391401
[46]  0.034481110  0.109360787  0.026246311  0.085183733
> (mypacf <- c(rpacf$acf))
 [1]  0.382923039  0.111245650  0.050431799 -0.101201399 -0.097065401
 [6] -0.048836430 -0.062870312 -0.152474331  0.269307420 -0.152807524
[11]  0.088033642 -0.206214482 -0.141011548  0.053476300  0.170912964
[16]  0.138437413 -0.125693981 -0.123665390  0.079444493 -0.023335357
[21] -0.174178701 -0.187039277  0.044724374 -0.124287357 -0.104723804
[26] -0.007273037  0.046189205 -0.028169717 -0.157498359  0.064708369
[31] -0.030979358 -0.023230625  0.140259752 -0.130586587  0.026122209
[36] -0.051436409 -0.009759817 -0.055346938 -0.087461538  0.072166838
[41] -0.020811836 -0.019997205 -0.070472936 -0.012653573  0.031830305
[46] -0.063584961 -0.070187119  0.063151865
> 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/43ee31321791000.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/5175j1321791000.tab") 
> 
> try(system("convert tmp/16xrd1321791000.ps tmp/16xrd1321791000.png",intern=TRUE))
character(0)
> try(system("convert tmp/2jzuf1321791000.ps tmp/2jzuf1321791000.png",intern=TRUE))
character(0)
> try(system("convert tmp/33y4n1321791000.ps tmp/33y4n1321791000.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.010   0.164   1.176