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(14.66,14.71,14.87,14.94,15.01,15.03,15.04,15.05,15.06,15.11,15.23,15.23,15.25,15.33,15.38,15.52,15.59,15.66,15.67,15.72,15.75,15.77,15.79,15.79,16.49,16.67,16.64,16.66,16.73,16.76,16.76,16.76,16.76,16.79,16.8,16.81,16.91,17.03,17.12,17.2,17.25,17.25,17.3,17.27,17.31,17.33,17.35,17.36,17.39,17.42,17.54,17.59,17.64,17.63,17.67,17.7,17.78,17.87,17.9,17.91,17.93,17.97,18.08,18.08,18.09,18.09,18.12,18.13,18.15,18.17,18.19,18.2,18.21,18.39,18.48,18.48,18.5,18.52,18.48,18.53,18.62,18.65,18.7,18.72)
> 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/1rlz81322083853.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/2hccx1322083853.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/36cdg1322083853.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  0.138635245 -0.126880513 -0.079505369 -0.026825780
 [6] -0.044877561 -0.089310902 -0.052297977 -0.031697845  0.047917805
[11] -0.050255150  0.040966267  0.108266717  0.055829820  0.133209123
[16]  0.051371493 -0.071115879 -0.088678395 -0.041193166 -0.128412707
[21]  0.010611911 -0.008870969  0.118144240  0.044310166 -0.003868090
[26]  0.006117037  0.078379446 -0.011826648 -0.042884716 -0.065486658
[31] -0.046089301 -0.042843796  0.028819264  0.037483376  0.010184492
[36]  0.016722341  0.006682270  0.056202025  0.060073381 -0.094242700
[41] -0.038219802 -0.059472189 -0.020049636 -0.053315510 -0.042639297
[46] -0.031473820 -0.021849526 -0.037304126  0.004939854
> (mypacf <- c(rpacf$acf))
 [1]  0.138635245 -0.148963278 -0.040294832 -0.028344518 -0.055485405
 [6] -0.088993804 -0.045405733 -0.052007026  0.033610816 -0.092222551
[11]  0.058974709  0.069448083  0.027192155  0.155604426  0.040829102
[16] -0.039195279 -0.023577080 -0.015729713 -0.119031033  0.057466626
[21] -0.055923051  0.140954219 -0.034214639  0.011603808 -0.005546371
[26]  0.053585900 -0.062645859  0.019731668 -0.092226583  0.023042420
[31] -0.043811592  0.069142020  0.031734855 -0.018385214 -0.007396726
[36] -0.026721146  0.029740459  0.044815556 -0.082478408 -0.001856013
[41] -0.033079016 -0.013504645 -0.019261922 -0.069351157 -0.033886766
[46] -0.087883007 -0.086252393 -0.030786980
> 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/4mj8q1322083853.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/57j3o1322083853.tab") 
> 
> try(system("convert tmp/1rlz81322083853.ps tmp/1rlz81322083853.png",intern=TRUE))
character(0)
> try(system("convert tmp/2hccx1322083853.ps tmp/2hccx1322083853.png",intern=TRUE))
character(0)
> try(system("convert tmp/36cdg1322083853.ps tmp/36cdg1322083853.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.934   0.172   1.099