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(5.82,5.85,5.87,5.88,5.9,5.91,5.94,5.97,5.98,6,6.01,6.02,6.11,6.13,6.15,6.15,6.16,6.18,6.21,6.22,6.23,6.26,6.28,6.28,6.29,6.32,6.36,6.37,6.38,6.38,6.4,6.41,6.42,6.43,6.44,6.47,6.47,6.48,6.51,6.54,6.56,6.57,6.6,6.62,6.65,6.71,6.76,6.78,6.8,6.83,6.86,6.86,6.87,6.88,6.9,6.92,6.93,6.94,6.96,6.98,6.99,7.01,7.06,7.07,7.08,7.08,7.1,7.11,7.22,7.24,7.25,7.26)
> 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/1mhnu1322079316.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/2u9a11322079316.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/33m811322079316.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  0.955095966  0.910080911  0.864688955  0.819080565
 [6]  0.779138729  0.738142076  0.697732692  0.657033164  0.615542523
[11]  0.573823315  0.533809487  0.493884133  0.458005909  0.422589168
[16]  0.387633910  0.351728789  0.315345704  0.279753733  0.245367087
[21]  0.210387107  0.174813791  0.139370611  0.105210815  0.070887921
[26]  0.036612297  0.003863389 -0.024989814 -0.050977863 -0.075989610
[31] -0.101162281 -0.124631289 -0.148116779 -0.171044071 -0.193143396
[36] -0.214126326 -0.233786385 -0.254715521 -0.274495299 -0.293182948
[41] -0.310333465 -0.326723658 -0.342981998 -0.357499363 -0.372012378
[46] -0.385136596 -0.394928914 -0.400203118 -0.403320417
> (mypacf <- c(rpacf$acf))
 [1]  9.550960e-01 -2.423229e-02 -2.786125e-02 -2.680238e-02  3.962932e-02
 [6] -3.480286e-02 -1.748150e-02 -2.752475e-02 -2.967621e-02 -2.974347e-02
[11] -5.871803e-03 -2.572136e-02  1.877562e-02 -2.045872e-02 -1.806869e-02
[16] -3.746226e-02 -2.652754e-02 -1.929180e-02 -1.310588e-02 -3.704596e-02
[21] -3.650372e-02 -2.867950e-02 -1.331579e-02 -3.429571e-02 -3.035571e-02
[26] -1.593035e-02  1.384479e-02  9.072188e-05 -1.888168e-02 -3.085452e-02
[31] -5.750116e-03 -2.853803e-02 -2.438642e-02 -2.398804e-02 -1.605380e-02
[36] -1.758358e-02 -4.473558e-02 -1.890707e-02 -1.602761e-02 -1.132321e-02
[41] -2.462056e-02 -3.225898e-02 -1.286991e-02 -3.139081e-02 -1.610130e-02
[46]  3.902522e-03  2.097339e-02 -4.370283e-03
> 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/49f841322079316.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/58j7o1322079316.tab") 
> 
> try(system("convert tmp/1mhnu1322079316.ps tmp/1mhnu1322079316.png",intern=TRUE))
character(0)
> try(system("convert tmp/2u9a11322079316.ps tmp/2u9a11322079316.png",intern=TRUE))
character(0)
> try(system("convert tmp/33m811322079316.ps tmp/33m811322079316.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.922   0.159   1.096