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(106.09,106.19,106.2,106.22,106.22,106.23,106.23,106.61,106.95,107.2,107.56,107.72,107.74,107.8,107.8,108.1,108.14,108.16,108.16,108.16,108.95,110.49,110.71,110.72,110.75,110.82,110.82,110.84,110.84,110.84,110.86,110.92,111.46,112.46,113.04,113.15,113.15,113.21,113.37,113.47,113.71,113.71,113.71,113.8,115.46,117,117.94,118.08,118.08,118.45,118.47,118.49,118.54,118.55,118.55,118.55,119.04,121.37,121.73,121.83,121.83,121.91,122,122.03,122.14,122.14,122.23,122.49,123.02,125.98,126.13,126.39)
> 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/1xvi81326642546.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/2c2tf1326642546.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/38k2o1326642546.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]  1.00000000  0.28667367 -0.03322016 -0.15719009 -0.14512513 -0.10366029
 [7] -0.13566435 -0.13974710 -0.13682260 -0.17142713 -0.03876293  0.24939067
[13]  0.62127220  0.28994277 -0.05624220 -0.15497353 -0.15493085 -0.11408054
[19] -0.13026483 -0.12334906 -0.09951986 -0.14458032 -0.04264712  0.27140384
[25]  0.43738013  0.31765715 -0.04283767 -0.10898041 -0.09368460 -0.05509380
[31] -0.08918079 -0.08896885 -0.10420511 -0.09332930 -0.03361558  0.09573257
[37]  0.28287879  0.13819578 -0.04117048 -0.08184622 -0.09909741 -0.08983510
[43] -0.06953808 -0.09881549 -0.07502713 -0.06452059 -0.02251892  0.04768616
[49]  0.19926937
> (mypacf <- c(rpacf$acf))
 [1]  0.286673670 -0.125735089 -0.122244434 -0.072639337 -0.064837774
 [6] -0.135487235 -0.117925720 -0.134263365 -0.205341641 -0.055249146
[11]  0.184504115  0.514543894  0.048014033 -0.096013943 -0.035657731
[16] -0.059267335 -0.054478031 -0.037917973  0.012028919  0.032888273
[21] -0.024839271 -0.028924381  0.112154960 -0.011278967  0.110880814
[26] -0.039765174  0.068651048  0.063340644  0.093301410  0.028564118
[31]  0.038790071 -0.014438644  0.056184968  0.010967752 -0.222379389
[36] -0.029881287 -0.215860624 -0.011800074  0.007856324 -0.064463135
[41] -0.105162350 -0.009481225 -0.099662385 -0.014084329 -0.023872844
[46] -0.030895100  0.011780250 -0.014767949
> 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/49qex1326642546.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/54uvt1326642546.tab") 
> 
> try(system("convert tmp/1xvi81326642546.ps tmp/1xvi81326642546.png",intern=TRUE))
character(0)
> try(system("convert tmp/2c2tf1326642546.ps tmp/2c2tf1326642546.png",intern=TRUE))
character(0)
> try(system("convert tmp/38k2o1326642546.ps tmp/38k2o1326642546.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.020   0.299   1.317