R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(104.78,104.87,105.06,105.14,105.32,105.54,105.68,105.77,106.07,106.03,106.13,106.28,106.61,106.74,107.01,107.1,107.28,107.4,107.59,107.69,107.78,108.02,108,108.07,108.36,108.74,108.99,109.21,109.31,109.41,109.54,109.81,109.85,110.01,110.23,110.28,110.79,110.91,111.21,111.44,111.52,111.85,112.03,111.9,112.11,112.15,112.09,112.13,112.45,112.5,112.72,112.72,112.83,112.95,112.98,113.07,113.1,113.16,113.2,113.3,113.48,113.67,113.81,113.94,114.13,114.19,114.21,114.21,114.35,114.54,114.51,114.53)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '36'
> #'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/www/rcomp/tmp/1od041333192432.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/www/rcomp/tmp/2msol1333192432.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/www/rcomp/tmp/3b87l1333192432.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 -0.038042398  0.095731231  0.125905630 -0.025098088
 [6] -0.011208358  0.087538864 -0.109991110  0.053387090  0.004873011
[11]  0.031964498  0.147508877  0.207787562  0.145132962  0.094137866
[16] -0.051702654 -0.054332284  0.003229096 -0.204148314 -0.014446426
[21] -0.002649755 -0.044250833 -0.044583047  0.114816584  0.166857142
[26]  0.010789211 -0.032360506 -0.042169759  0.041613130 -0.160471762
[31] -0.062292906 -0.129130430 -0.107115928 -0.067670444  0.019669528
[36] -0.147995641  0.146172397
> (mypacf <- c(rpacf$acf))
 [1] -0.038042398  0.094420655  0.134184350 -0.024224615 -0.039885801
 [6]  0.075717499 -0.094663211  0.035603612  0.008045062  0.054642676
[11]  0.143495056  0.214023051  0.164363936  0.035276794 -0.117648223
[16] -0.132597879 -0.028480361 -0.207566641 -0.030172737  0.042856415
[21]  0.039237598 -0.079142593  0.038563751  0.175460087 -0.081597079
[26] -0.142863107 -0.080331339  0.163528033 -0.077357470 -0.012952915
[31] -0.039100151 -0.065003550 -0.119757313 -0.018000459 -0.155079689
[36] -0.013235764
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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/www/rcomp/tmp/421wl1333192432.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/www/rcomp/tmp/5fk781333192432.tab") 
> 
> try(system("convert tmp/1od041333192432.ps tmp/1od041333192432.png",intern=TRUE))
character(0)
> try(system("convert tmp/2msol1333192432.ps tmp/2msol1333192432.png",intern=TRUE))
character(0)
> try(system("convert tmp/3b87l1333192432.ps tmp/3b87l1333192432.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.330   0.130   1.453