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(6.19,6.31,6.35,6.38,6.38,6.36,6.34,6.49,6.5,6.5,6.55,6.57,6.65,6.61,6.66,6.73,6.73,6.75,6.75,6.71,6.77,6.83,6.9,6.89,7.14,7.35,7.43,7.42,7.41,7.46,7.47,7.45,7.47,7.44,7.43,7.43,7.44,7.49,7.48,7.43,7.33,7.42,7.98,7.41,7.25,7.04,6.98,6.94,6.9,6.92,6.86,6.86,6.89,6.91,6.9,6.88,6.78,6.79,6.81,6.78)
> 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/1yycs1321986518.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/24hvb1321986518.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/3ab011321986518.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  0.919875312  0.855456661  0.796632532  0.742232480
 [6]  0.683340589  0.611758609  0.540120674  0.475380664  0.413536992
[11]  0.352781629  0.288504151  0.220643468  0.152509681  0.071932215
[16]  0.003448834 -0.054504648 -0.117702545 -0.182250047 -0.258370581
[21] -0.319520200 -0.370595777 -0.410552640 -0.443419070 -0.472483607
[26] -0.482607469 -0.476145406 -0.460524611 -0.449720094 -0.438734364
[31] -0.417757243 -0.398905403 -0.376287092 -0.349353021 -0.318167360
[36] -0.288891886 -0.268686848 -0.240954000 -0.206519841 -0.171075403
[41] -0.140702380 -0.120608739 -0.095896461 -0.019004922  0.016165899
[46]  0.042689801  0.052359294  0.056988173  0.060220732
> (mypacf <- c(rpacf$acf))
 [1]  0.919875312  0.060366037  0.011043925  0.003678956 -0.053050673
 [6] -0.120232150 -0.062064678 -0.011126269 -0.022185306 -0.025878403
[11] -0.054962628 -0.075362312 -0.070223483 -0.152958933 -0.013213112
[16]  0.015342285 -0.076169110 -0.070072631 -0.150843977 -0.028738487
[21] -0.029038282  0.013766862  0.016116577 -0.006113928  0.069499896
[26]  0.072192596  0.056832583 -0.042265099 -0.029517977  0.040792576
[31] -0.041795094  0.001340397 -0.002287943  0.005448749 -0.031580451
[36] -0.099723451  0.002240084 -0.013305392 -0.017646369 -0.036388731
[41] -0.073413125 -0.017252285  0.320110811 -0.184147441 -0.055938848
[46] -0.095917181 -0.079653978 -0.067219052
> 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/4xcsf1321986518.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/5nvhq1321986518.tab") 
> 
> try(system("convert tmp/1yycs1321986518.ps tmp/1yycs1321986518.png",intern=TRUE))
character(0)
> try(system("convert tmp/24hvb1321986518.ps tmp/24hvb1321986518.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ab011321986518.ps tmp/3ab011321986518.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.999   0.187   1.207