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(4.23,4.38,4.43,4.44,4.44,4.44,4.44,4.44,4.45,4.45,4.45,4.45,4.45,4.45,4.45,4.45,4.46,4.46,4.46,4.48,4.58,4.67,4.68,4.68,4.69,4.69,4.69,4.69,4.69,4.69,4.69,4.73,4.78,4.79,4.79,4.8,4.8,4.81,5.16,5.26,5.29,5.29,5.29,5.3,5.3,5.3,5.3,5.3,5.3,5.3,5.3,5.35,5.44,5.47,5.47,5.48,5.48,5.48,5.48,5.48,5.48,5.48,5.5,5.55,5.55,5.57,5.58,5.58,5.58,5.59,5.59,5.59,5.61,5.61,5.61,5.63,5.69,5.7,5.7,5.7,5.7,5.7,5.7,5.7)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '36'
> #'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/1uat31321872551.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/291h81321872551.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/34yji1321872551.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  0.96663578  0.93594925  0.90642109  0.87689459  0.84703069
 [7]  0.81669651  0.78531441  0.75309743  0.72285563  0.69302971  0.66272328
[13]  0.63150694  0.59989882  0.56644532  0.53074773  0.49453220  0.45834898
[19]  0.42006479  0.37929972  0.33780366  0.29916621  0.26554494  0.23260190
[25]  0.19906588  0.16493342  0.12966102  0.09421482  0.05831367  0.02213136
[31] -0.01394524 -0.05105443 -0.08698115 -0.11877384 -0.14899867 -0.17981646
[37] -0.21055082
> (mypacf <- c(rpacf$acf))
 [1]  0.966635778  0.023843830  0.003397565 -0.014026868 -0.020494383
 [6] -0.023706160 -0.033449922 -0.031909297  0.010159140 -0.009323871
[11] -0.023157225 -0.031983765 -0.026278225 -0.049171201 -0.059296022
[16] -0.036327671 -0.025226425 -0.056757844 -0.067826065 -0.046002375
[21]  0.010529788  0.050317009 -0.008959151 -0.030832494 -0.034465574
[26] -0.048515234 -0.039744520 -0.043701319 -0.036614593 -0.027001162
[31] -0.047676082 -0.018138414  0.029735176 -0.005706757 -0.045318574
[36] -0.041060048
> 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/4p7tu1321872551.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/5it1f1321872551.tab") 
> 
> try(system("convert tmp/1uat31321872551.ps tmp/1uat31321872551.png",intern=TRUE))
character(0)
> try(system("convert tmp/291h81321872551.ps tmp/291h81321872551.png",intern=TRUE))
character(0)
> try(system("convert tmp/34yji1321872551.ps tmp/34yji1321872551.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.894   0.171   1.138