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)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(101.16,101.16,101.16,101.16,101.16,101.16,101.16,101.16,101.16,101.21,101.21,101.21,103.16,103.16,103.16,103.16,101.13,101.13,100.53,100.53,100.53,100.53,100.53,100.53,100.53,100.53,100.53,99.42,99.42,99.42,99.42,100.31,100.31,102.25,102.25,102.25,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.81,101.94,101.94,101.94,101.94,101.94)
> 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/1gtnp1322073840.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/2b4k31322073840.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/3ff2w1322073840.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  0.836662119  0.673324238  0.444304559  0.232150330
 [6]  0.130329747  0.038864133  0.021529773  0.006459456 -0.008610860
[11] -0.048515020 -0.088419181 -0.178585107 -0.259123830 -0.327751231
[16] -0.396378631 -0.350461042 -0.314565619 -0.190825307 -0.074697981
[21]  0.003993441  0.062761280  0.037146097  0.004912769 -0.027320559
[26] -0.050642998 -0.073965437 -0.097287877 -0.101424313 -0.102342015
[31] -0.092168952 -0.081995890 -0.067428872 -0.052861855 -0.042549307
[36] -0.032236758 -0.021924209 -0.013783953 -0.003903841  0.005976272
[41]  0.021742898  0.037509523  0.053276149  0.061565855  0.064201028
[46]  0.041539288  0.018877548 -0.003929180 -0.026735908
> (mypacf <- c(rpacf$acf))
 [1]  0.8366621192 -0.0889319157 -0.3183000861 -0.1089248337  0.2841187417
 [6] -0.0715927437 -0.0159097050 -0.0382479982 -0.0064844581 -0.1530214659
[11]  0.0306603709 -0.2190541461 -0.0752184587 -0.0313533365 -0.0956361923
[16]  0.1886769029 -0.0471656207  0.1261519879  0.0053152017 -0.0177225268
[21] -0.0735698825 -0.0710398149 -0.0252895271  0.0750243738 -0.0707963996
[26] -0.1547943440 -0.1701070936  0.1052708075 -0.0477597099 -0.0881645171
[31]  0.0577105283 -0.0014009297  0.1206172464 -0.0102458502 -0.0003559301
[36] -0.0028004755 -0.0648377401 -0.0187040857 -0.0394707211 -0.0104531180
[41] -0.0219669742 -0.0527229841  0.0014821866 -0.0791701810 -0.1022336402
[46]  0.0536407884  0.0581952867  0.0602182816
> 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/40qci1322073840.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/5ossl1322073840.tab") 
> 
> try(system("convert tmp/1gtnp1322073840.ps tmp/1gtnp1322073840.png",intern=TRUE))
character(0)
> try(system("convert tmp/2b4k31322073840.ps tmp/2b4k31322073840.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ff2w1322073840.ps tmp/3ff2w1322073840.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.904   0.142   1.048