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(101.15,101.14,101.23,101.11,101.55,101.55,101.55,101.6,101.71,101.81,101.95,102.12,102.11,102.25,102.35,102.42,102.34,102.32,102.39,102.45,102.68,102.77,102.83,102.83,103.21,103.58,102.5,102.68,102.7,102.7,102.73,102.72,102.71,102.91,103.1,103.1,103.39,103.38,103.34,103.33,103.33,103.33,103.48,104.38,105.76,107.37,108.16,111.21,112.77,114.39,114.37,114.52,114.54,114.78,114.83,115.86,117,117.27,117.38,117.83)
> 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/1qckr1333022416.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/2vypv1333022416.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/3e8dg1333022416.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]  1.000000e+00  9.414585e-01  8.767877e-01  8.043738e-01  7.274614e-01
 [6]  6.545425e-01  5.862469e-01  5.156503e-01  4.443341e-01  3.697834e-01
[11]  2.928861e-01  2.131465e-01  1.420945e-01  7.926716e-02  3.729303e-02
[16] -6.545464e-05 -2.624965e-02 -4.299860e-02 -5.288733e-02 -6.100630e-02
[21] -6.878046e-02 -7.681717e-02 -8.375348e-02 -9.098468e-02 -9.898396e-02
[26] -1.049352e-01 -1.107980e-01 -1.186386e-01 -1.250601e-01 -1.320699e-01
[31] -1.391934e-01 -1.458636e-01 -1.530702e-01 -1.608680e-01 -1.671247e-01
[36] -1.818376e-01 -1.947104e-01 -2.049641e-01 -2.159792e-01 -2.273769e-01
[41] -2.388443e-01 -2.492562e-01 -2.598798e-01 -2.699976e-01 -2.788841e-01
[46] -2.851895e-01 -2.875493e-01 -2.873084e-01 -2.784464e-01
> (mypacf <- c(rpacf$acf))
 [1]  9.414585e-01 -8.408207e-02 -1.004147e-01 -7.434225e-02 -1.730515e-03
 [6] -1.277298e-03 -7.067210e-02 -5.927379e-02 -7.688482e-02 -6.786835e-02
[11] -8.028980e-02  1.731033e-02  9.714331e-03  1.173642e-01 -3.161479e-02
[16]  3.547735e-02  3.904105e-02  3.051952e-02 -1.869953e-02 -4.266756e-02
[21] -3.553999e-02 -3.192739e-02 -4.252267e-02 -5.373980e-02  6.013766e-05
[26] -2.106844e-02 -1.960867e-02 -1.951960e-03  8.826645e-03  8.306454e-03
[31]  2.210559e-03 -1.735041e-02 -1.949064e-02 -5.202524e-03 -1.076495e-01
[36] -1.884840e-02 -1.013081e-02 -3.342445e-02 -4.833720e-02 -4.014944e-02
[41] -4.703421e-03 -2.128364e-02 -1.830183e-02 -1.330974e-02  7.209536e-03
[46]  2.087549e-03 -9.152176e-03  2.982168e-02
> 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/4fiya1333022416.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/5l93p1333022416.tab") 
> 
> try(system("convert tmp/1qckr1333022416.ps tmp/1qckr1333022416.png",intern=TRUE))
character(0)
> try(system("convert tmp/2vypv1333022416.ps tmp/2vypv1333022416.png",intern=TRUE))
character(0)
> try(system("convert tmp/3e8dg1333022416.ps tmp/3e8dg1333022416.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.950   0.226   1.169