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(1.26,1.27,1.24,1.25,1.27,1.25,1.26,1.27,1.26,1.26,1.28,1.27,1.28,1.27,1.26,1.27,1.27,1.28,1.27,1.26,1.3,1.31,1.28,1.29,1.31,1.29,1.29,1.32,1.3,1.29,1.31,1.29,1.33,1.35,1.32,1.33,1.34,1.34,1.33,1.33,1.35,1.32,1.35,1.32,1.36,1.37,1.34,1.32,1.34,1.32,1.33,1.35,1.33,1.33,1.35,1.33,1.36,1.39,1.37,1.37)
> 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/1ub6w1322041159.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/2s30o1322041159.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/3fcyv1322041159.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 -0.392659968 -0.283321120  0.357480564 -0.149630100
 [6] -0.153039254  0.290397906 -0.141350010 -0.113370357  0.206954573
[11] -0.157647947 -0.168978333  0.388021160 -0.068822995 -0.163955572
[16]  0.069013717 -0.058914240  0.074706514  0.019402187 -0.158718249
[21]  0.060037241  0.139319826 -0.174201854 -0.046873667  0.261162249
[26] -0.084858690 -0.100556858  0.108648735 -0.103895745  0.020175113
[31]  0.097532912 -0.140922140  0.009059289  0.095966985 -0.028925734
[36] -0.077937493  0.134007217 -0.057512686  0.004594892  0.009625181
[41] -0.072996291  0.141983658 -0.074928605 -0.111651350  0.127314385
[46] -0.010977801 -0.066800339  0.122787250 -0.062736207
> (mypacf <- c(rpacf$acf))
 [1] -0.392659968 -0.517254177 -0.023271717 -0.148530658 -0.193105253
 [6]  0.050189674 -0.047839448 -0.064283406  0.006946732 -0.129977298
[11] -0.323219181  0.030306410  0.137188217  0.184122940 -0.074160715
[16] -0.194634925  0.065962803 -0.021492163 -0.218274747 -0.241989937
[21]  0.006988621  0.032377817 -0.123325601  0.018848253  0.081145002
[26] -0.007733463 -0.011293111 -0.028893950 -0.096275757 -0.143861250
[31] -0.066451693  0.058292515 -0.122533875 -0.066913908  0.050300942
[36]  0.138812911 -0.193118095 -0.150152898  0.022573482  0.025163451
[41]  0.092398110 -0.054637664  0.005088648  0.004997773  0.001226279
[46] -0.054308312  0.014520281 -0.106589280
> 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/4kk9d1322041159.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/5lgqi1322041159.tab") 
> 
> try(system("convert tmp/1ub6w1322041159.ps tmp/1ub6w1322041159.png",intern=TRUE))
character(0)
> try(system("convert tmp/2s30o1322041159.ps tmp/2s30o1322041159.png",intern=TRUE))
character(0)
> try(system("convert tmp/3fcyv1322041159.ps tmp/3fcyv1322041159.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.982   0.156   1.176