R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(98.6,98.8,99.9,100.3,100.2,100.2,100.6,100.4,100.7,100.9,99.7,99.7,96.8,99.2,99.9,99.3,98.9,98.9,98.7,98.4,98.6,98.5,98.1,98.3,98.1,97.9,99.1,98.5,98.2,97.8,98,98,97.6,97.6,97.6,97.5,96.1,96.1,96.3,96.3,96.3,96,96,95.2,96,96.1,95.3,95.1,94.8,94.5,94.7,94.8,94.5,94.5,92.8,92.8,94.5,94.4,94.2,94.1,92.9,93.3,93.6,93.6,94,94,94.2,93.3,93,93,94.7,95.6,95.8,96,95.4,95.3,94.4,94.4,94.3,93.9,94.5,93.6,93.9,93.9,93.7,94.6,94.4,94,91.1,91.1,90.7,90.8,89.8,90.7,90.3,89.7,89,88.4,89.3,89.3,89.3,89.3,88.4,89.4,91.3,90.9,91,89.3,88.1,89,90.1,90.6,90.6,90.2,89.5,90.5,90.4,89.7,90,90.2,89.3,89.6,89.8,89.4,89.3,89.4,89.5,89.2,90,88,88.3,89.1)
> 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/www/rcomp/tmp/19hzd1322056523.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/www/rcomp/tmp/2oqaq1322056523.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/www/rcomp/tmp/3gp6g1322056523.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  0.966343253  0.933532016  0.901662718  0.879771411
 [6]  0.861344310  0.840723174  0.813018823  0.781295058  0.751911327
[11]  0.722559343  0.701291227  0.677652049  0.658606244  0.630289624
[16]  0.600530209  0.573734737  0.552837902  0.530899142  0.511682872
[21]  0.492742894  0.473612344  0.449130618  0.423924151  0.401728699
[26]  0.379290016  0.364828823  0.347120748  0.331357764  0.310650654
[31]  0.287220927  0.265433500  0.242835865  0.221854241  0.197866471
[36]  0.171805562  0.147450193  0.129748976  0.115342686  0.100711112
[41]  0.082296583  0.065141896  0.047915756  0.025480755  0.005093199
[46] -0.002635361 -0.012849106 -0.017384037 -0.024706731
> (mypacf <- c(rpacf$acf))
 [1]  0.966343253 -0.004340631 -0.002581516  0.134356661  0.045161429
 [6] -0.038422294 -0.098123985 -0.065773633  0.008949331 -0.046508378
[11]  0.084117931 -0.037369134  0.070478712 -0.119321886 -0.040830550
[16]  0.035867896  0.036597857 -0.056082687  0.042610694  0.027131552
[21]  0.014981736 -0.119287026 -0.014740252  0.005207326 -0.037325413
[26]  0.080184140 -0.026483607  0.043108213 -0.051947859 -0.094835082
[31]  0.025040191 -0.076249796 -0.017505969 -0.071538276 -0.026482810
[36]  0.065125220  0.040388554  0.051273407 -0.031868033 -0.053959131
[41]  0.030649706 -0.038788181 -0.107679656 -0.003419849  0.192902514
[46] -0.051851260  0.075285865  0.014354717
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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/www/rcomp/tmp/4iiw91322056523.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/www/rcomp/tmp/50bwk1322056523.tab") 
> 
> try(system("convert tmp/19hzd1322056523.ps tmp/19hzd1322056523.png",intern=TRUE))
character(0)
> try(system("convert tmp/2oqaq1322056523.ps tmp/2oqaq1322056523.png",intern=TRUE))
character(0)
> try(system("convert tmp/3gp6g1322056523.ps tmp/3gp6g1322056523.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.460   0.110   1.585