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(105.71,105.82,105.82,105.72,105.76,105.8,105.09,105.06,105.16,105.2,105.21,105.23,105.19,105.16,104.88,104.52,104.09,104.35,104.48,104.47,104.55,104.59,104.59,104.72,104.65,104.72,104.92,105.05,103.74,103.81,103.79,104.28,103.8,103.8,104.02,104.02,104.91,104.97,103.86,104.17,103.21,103.21,101.91,101.84,101.91,101.79,101.79,101.79,102.09,102.18,102.2,101.97,102.05,102.04,101.78,101.79,101.8,101.83,101.83,101.88,101.9)
> 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/1gio21321868803.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/2p87x1321868803.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/3dq3h1321868803.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  0.934940188  0.875105374  0.805880826  0.743527729
 [6]  0.675129785  0.603614544  0.557812704  0.523848236  0.495249879
[11]  0.464848891  0.421781206  0.391486439  0.345395223  0.288012929
[16]  0.217820392  0.161266861  0.112032591  0.059133556  0.005309573
[21] -0.027227310 -0.048374249 -0.048941209 -0.063815710 -0.064412571
[26] -0.066382451 -0.081769993 -0.113862019 -0.154407510 -0.175712214
[31] -0.190718107 -0.208676421 -0.233532847 -0.256869208 -0.255021794
[36] -0.261447890 -0.273523565 -0.308009962 -0.341812235 -0.360462315
[41] -0.385966277 -0.397779771 -0.409538043 -0.398830234 -0.388290869
[46] -0.382773823 -0.369351957 -0.349309240 -0.325129188
> (mypacf <- c(rpacf$acf))
 [1]  0.934940188  0.007881836 -0.104947668  0.011111463 -0.075573232
 [6] -0.076074449  0.170354106  0.081124180 -0.005204371 -0.026809902
[11] -0.146820321  0.045561845 -0.103615447 -0.125013282 -0.098347002
[16]  0.062698465 -0.004224191 -0.063270331 -0.073134433  0.091478893
[21]  0.019548992  0.131304631 -0.070150018  0.068057899 -0.012501866
[26] -0.158959607 -0.111163779 -0.020180067  0.114270717  0.041898827
[31] -0.034040769 -0.160482026 -0.105700389  0.046054365 -0.025215567
[36] -0.035612672 -0.182516464 -0.144795889  0.114114964  0.040289831
[41]  0.129571026 -0.060470508  0.069616246 -0.039923371  0.001268080
[46] -0.002666626  0.029721750  0.013822830
> 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/4ew0l1321868803.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/5ffoq1321868803.tab") 
> 
> try(system("convert tmp/1gio21321868803.ps tmp/1gio21321868803.png",intern=TRUE))
character(0)
> try(system("convert tmp/2p87x1321868803.ps tmp/2p87x1321868803.png",intern=TRUE))
character(0)
> try(system("convert tmp/3dq3h1321868803.ps tmp/3dq3h1321868803.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.925   0.195   1.118