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(73.97,73.97,73.97,73.97,73.97,73.97,73.96,74.44,75.43,75.77,75.82,75.85,75.85,75.85,77.95,82.07,84.82,85.08,85.34,85.65,85.65,85.72,85.73,85.73,85.73,85.73,85.74,86.32,87.59,87.81,87.87,87.94,87.96,88.01,88.01,88.01,88.01,88.01,88.59,89.43,89.63,89.73,89.88,89.89,89.90,89.91,89.86,90.07,90.17,90.17,90.28,90.87,92.05,92.10,92.16,92.22,92.25,92.29,92.29,92.29)
> 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/1myic1332748821.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/2poep1332748821.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/3gf5n1332748821.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  0.955511646  0.900822326  0.842518494  0.783019306
 [6]  0.722527163  0.661247752  0.598372659  0.535193595  0.477974882
[11]  0.422983400  0.367584461  0.310527233  0.250504461  0.187406348
[16]  0.132007220  0.095550202  0.071796950  0.049050285  0.027698433
[21]  0.007396758 -0.013296427 -0.031767137 -0.049469827 -0.069702373
[26] -0.092977040 -0.117824563 -0.143225480 -0.166163125 -0.183306320
[31] -0.199410152 -0.215453186 -0.231231545 -0.243897539 -0.255278745
[36] -0.267131214 -0.280035522 -0.295454748 -0.313520379 -0.330053526
[41] -0.342741693 -0.354778788 -0.365628290 -0.375242443 -0.384502932
[46] -0.386080069 -0.375508516 -0.358907775 -0.341360784
> (mypacf <- c(rpacf$acf))
 [1]  0.955511646 -0.140006086 -0.058152955 -0.038160757 -0.041926081
 [6] -0.041837466 -0.053564054 -0.038901160  0.030963020 -0.026398170
[11] -0.051509793 -0.060550319 -0.075688851 -0.078245904  0.045861950
[16]  0.163136411  0.079266667 -0.052830126 -0.029521971 -0.032161093
[21] -0.053282623 -0.019032105 -0.017004604 -0.030655651 -0.043492354
[26] -0.053697014 -0.056416210 -0.033952396  0.007619896 -0.009240417
[31]  0.023875781  0.010340698  0.005945997 -0.031047038 -0.050787174
[36] -0.050788358 -0.052018249 -0.055669446 -0.020209741 -0.007329249
[41] -0.053635538 -0.046021510 -0.029026498 -0.023593203  0.067759019
[46]  0.118485762  0.056417109  0.001691959
> 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/4ap5r1332748821.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/52bes1332748821.tab") 
> 
> try(system("convert tmp/1myic1332748821.ps tmp/1myic1332748821.png",intern=TRUE))
character(0)
> try(system("convert tmp/2poep1332748821.ps tmp/2poep1332748821.png",intern=TRUE))
character(0)
> try(system("convert tmp/3gf5n1332748821.ps tmp/3gf5n1332748821.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.927   0.208   1.131