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(1.45,1.45,1.45,1.44,1.44,1.44,1.44,1.45,1.44,1.45,1.46,1.46,1.47,1.46,1.46,1.45,1.45,1.45,1.44,1.45,1.44,1.45,1.47,1.48,1.5,1.5,1.52,1.54,1.55,1.54,1.55,1.54,1.57,1.61,1.62,1.64,1.63,1.63,1.67,1.7,1.69,1.68,1.67,1.68,1.66,1.65,1.65,1.66,1.67,1.67,1.65,1.65,1.65,1.65,1.66,1.66,1.67,1.67,1.67,1.66)
> 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/1vtzi1332756354.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/2x8ic1332756354.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/3x6ia1332756354.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  0.971013698  0.935249354  0.897715287  0.857579726
 [6]  0.818205146  0.772105617  0.724466428  0.678543871  0.629488904
[11]  0.580557817  0.527928008  0.473174530  0.422491417  0.370144763
[16]  0.316028386  0.255894949  0.189461296  0.125027431  0.059531731
[21] -0.005008318 -0.071318090 -0.131327647 -0.180258734 -0.227827133
[26] -0.273254168 -0.314327682 -0.350676034 -0.375768945 -0.394738612
[31] -0.418132588 -0.437633172 -0.460673203 -0.476563551 -0.481056879
[36] -0.479834000 -0.473585106 -0.465053269 -0.455052561 -0.433477861
[41] -0.404576505 -0.378683680 -0.352861643 -0.331463915 -0.307641666
[46] -0.287960571 -0.271995894 -0.256208190 -0.240880614
> (mypacf <- c(rpacf$acf))
 [1]  0.971013698 -0.133343727 -0.036367604 -0.060728557  0.002046299
 [6] -0.144517836 -0.026351022  0.008033485 -0.081652498 -0.022594557
[11] -0.088733939 -0.052037258  0.032443020 -0.066978657 -0.067953825
[16] -0.145407654 -0.131216862 -0.024004847 -0.079098651 -0.036178962
[21] -0.107028897  0.079866759  0.097524743 -0.064824492 -0.017940647
[26]  0.022795146  0.027259271  0.096281933  0.041043476 -0.139456661
[31]  0.029043907 -0.115593712  0.061512144  0.140535809  0.098464235
[36]  0.005913071 -0.020663573 -0.075965989  0.135157201  0.136286981
[41] -0.129189169 -0.099488291 -0.170421867 -0.018616915 -0.108727142
[46] -0.042968162 -0.046312566 -0.021682360
> 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/4qlhp1332756354.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/5zafo1332756354.tab") 
> 
> try(system("convert tmp/1vtzi1332756354.ps tmp/1vtzi1332756354.png",intern=TRUE))
character(0)
> try(system("convert tmp/2x8ic1332756354.ps tmp/2x8ic1332756354.png",intern=TRUE))
character(0)
> try(system("convert tmp/3x6ia1332756354.ps tmp/3x6ia1332756354.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.053   0.239   1.288