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(100.34,100.21,100.44,101.59,102.44,103.1,103.34,103.44,103.35,103.67,104.13,104.27,104.75,104.82,104.69,104.87,104.74,104.85,104.8,104.13,104.02,104.46,105.58,106.94,108.41,109.05,108.75,108.96,108.46,107.51,107.27,106.72,108.94,112.02,112.46,113.56,113.64,114.13,116.44,117.71,117.57,117.25,117.33,117.36,117.18,117.21,117.44,117.54,119.07,118.5,118.69,118.38,118.45,117.88,118.52,118.26,118.39,117.87,118.36,117.91)
> 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/14m4q1332756249.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/2qamj1332756249.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/3nkb71332756249.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  0.96023042  0.91162775  0.86196953  0.81475663  0.77203034
 [7]  0.73021483  0.68877129  0.64662211  0.60316756  0.55781858  0.51046065
[13]  0.45934005  0.41259434  0.36453459  0.31516904  0.26251850  0.20669754
[19]  0.15128337  0.09568150  0.03701842 -0.02323374 -0.07953800 -0.12519490
[25] -0.16532038 -0.19968036 -0.22844255 -0.25763782 -0.27711187 -0.29355133
[31] -0.31763118 -0.34572650 -0.37999144 -0.40739030 -0.42277752 -0.43847657
[37] -0.44899819 -0.45557140 -0.45582039 -0.44328001 -0.42425739 -0.40606576
[43] -0.39126079 -0.37647081 -0.36172855 -0.34854205 -0.33522011 -0.32121880
[49] -0.30630408
> (mypacf <- c(rpacf$acf))
 [1]  0.960230422 -0.133594682 -0.026991387  0.006836690  0.025668701
 [6] -0.024633301 -0.020884835 -0.031872706 -0.038026326 -0.047929036
[11] -0.050295259 -0.076883389  0.030659387 -0.066111336 -0.053779289
[16] -0.079545414 -0.070686985 -0.036273767 -0.054926399 -0.098684621
[21] -0.074618727 -0.006237624  0.070933961 -0.015035270  0.024452719
[26]  0.029702118 -0.038867738  0.105247756 -0.004674156 -0.133140102
[31] -0.066240596 -0.118450363  0.039966150  0.079686792 -0.084570706
[36]  0.014439575  0.006357512  0.046820464  0.121771553  0.059234961
[41] -0.045610321 -0.087077897 -0.011857898 -0.036896388 -0.034678077
[46]  0.003524513 -0.039704490 -0.013692936
> 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/4ufa41332756249.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/55vzh1332756249.tab") 
> 
> try(system("convert tmp/14m4q1332756249.ps tmp/14m4q1332756249.png",intern=TRUE))
character(0)
> try(system("convert tmp/2qamj1332756249.ps tmp/2qamj1332756249.png",intern=TRUE))
character(0)
> try(system("convert tmp/3nkb71332756249.ps tmp/3nkb71332756249.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.053   0.236   1.284