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(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 = '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/102rv1322056928.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/2ihoj1322056928.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/37ga41322056928.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 -0.096758942 -0.120480215 -0.138461005 -0.142435470
 [6]  0.062267510  0.128169914  0.090468963 -0.078966882  0.002922985
[11] -0.146547748  0.025750870  0.116784922  0.055778700 -0.038443607
[16]  0.002358920 -0.120343394 -0.053048147 -0.015588854  0.029462921
[21] -0.016585866  0.091035218 -0.043576470 -0.156827128  0.088822781
[26] -0.073063628 -0.010356873  0.007328965 -0.002489497  0.010416192
[31] -0.001056464  0.008808338 -0.025243958  0.061821670 -0.022502123
[36] -0.005108383 -0.037505460 -0.046793023  0.012406515  0.020857975
[41]  0.029279713  0.004833834  0.144516962 -0.008370798 -0.160664114
[46]  0.075993294 -0.078982193  0.013309415  0.174303353
> (mypacf <- c(rpacf$acf))
 [1] -0.096758942 -0.131069620 -0.168781217 -0.206156094 -0.033071193
 [6]  0.061554380  0.079650226 -0.045746599  0.056027111 -0.106973210
[11] -0.001848856  0.062297022  0.050630289 -0.032040027  0.055656876
[16] -0.075572336 -0.062310239 -0.117331555 -0.044852197 -0.109174355
[21]  0.058931036 -0.029169821 -0.131480692  0.035800287 -0.081276080
[26] -0.104637810 -0.078180292 -0.041783072  0.013729413 -0.022947215
[31]  0.021837247 -0.006810600  0.012645236 -0.020463718 -0.006229876
[36] -0.085564263 -0.072019992 -0.026155990 -0.046235324 -0.038921172
[41] -0.036654133  0.137069107  0.032482401 -0.135213678  0.050574296
[46] -0.108209120 -0.046957426  0.107950261
> 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/4pqai1322056928.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/5bq221322056928.tab") 
> 
> try(system("convert tmp/102rv1322056928.ps tmp/102rv1322056928.png",intern=TRUE))
character(0)
> try(system("convert tmp/2ihoj1322056928.ps tmp/2ihoj1322056928.png",intern=TRUE))
character(0)
> try(system("convert tmp/37ga41322056928.ps tmp/37ga41322056928.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.948   0.169   1.118