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(0.71,0.71,0.71,0.71,0.71,0.71,0.71,0.71,0.71,0.71,0.7,0.7,0.68,0.68,0.69,0.69,0.7,0.7,0.7,0.7,0.7,0.71,0.71,0.71,0.71,0.71,0.71,0.71,0.71,0.71,0.76,0.77,0.78,0.85,0.89,0.9,0.91,0.91,0.91,0.9,0.89,0.88,0.87,0.86,0.87,0.87,0.87,0.85,0.84,0.84,0.84,0.84,0.84,0.82,0.87,0.92,0.92,0.92,0.93,0.94,0.87,0.84,0.83,0.81,0.81,0.81,0.8,0.8,0.8,0.8,0.8,0.8)
> 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/1kgmx1321861700.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/2nqjd1321861700.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/35vm21321861700.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  0.365925110  0.094139127  0.262275390  0.106939413
 [6] -0.117403974 -0.230157033 -0.143967071 -0.135410446 -0.106382433
[11] -0.004034045 -0.044560156 -0.053862844 -0.005942837 -0.043735380
[16] -0.069682461 -0.043327270 -0.023411151 -0.007807995  0.060036687
[21]  0.077219238  0.211398509  0.142321796 -0.021640107  0.094193884
[26]  0.093031155 -0.131312233 -0.278022283 -0.122278196 -0.088390506
[31] -0.224287775 -0.086342255 -0.073472667 -0.061635760  0.005176240
[36]  0.009966615 -0.014887038  0.002842226  0.030837558 -0.013394056
[41]  0.012414421  0.038222898 -0.041605849 -0.024970012 -0.041744453
[46] -0.028874865 -0.037570093 -0.025793933  0.055536353
> (mypacf <- c(rpacf$acf))
 [1]  0.365925110 -0.045909379  0.281213611 -0.107139626 -0.139313195
 [6] -0.248531897  0.002277697 -0.038405643  0.112673549  0.061231134
[11] -0.088736872 -0.097983816 -0.066298701 -0.062779387  0.009851386
[16]  0.029709689  0.003991138  0.002646906  0.049551811 -0.009392777
[21]  0.228595417 -0.061739677 -0.118353437  0.032742290  0.026548187
[26] -0.106559626 -0.168622171  0.024778808 -0.035347743 -0.032905908
[31]  0.055499438 -0.169557994  0.010267323 -0.070347830  0.023379664
[36] -0.020775056  0.056965610 -0.089058214 -0.045607372 -0.003843395
[41] -0.041832826 -0.095282697 -0.018219896 -0.118875468  0.017145652
[46] -0.058229296  0.095765762  0.130180260
> 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/4njbe1321861700.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/5r9y81321861700.tab") 
> 
> try(system("convert tmp/1kgmx1321861700.ps tmp/1kgmx1321861700.png",intern=TRUE))
character(0)
> try(system("convert tmp/2nqjd1321861700.ps tmp/2nqjd1321861700.png",intern=TRUE))
character(0)
> try(system("convert tmp/35vm21321861700.ps tmp/35vm21321861700.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.954   0.185   1.133