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(6.94,6.98,7.05,7.07,7.08,7.1,7.12,7.13,7.18,7.2,7.21,7.22,7.26,7.29,7.32,7.36,7.41,7.48,7.48,7.51,7.51,7.51,7.51,7.54,7.58,7.64,7.63,7.71,7.77,7.85,7.88,7.89,7.94,8.02,8.08,8.15,8.17,8.17,8.25,8.33,8.41,8.43,8.48,8.52,8.56,8.63,8.7,8.72,8.73,8.82,8.83,8.81,8.82,8.83,8.84,8.83,8.82,8.87,8.87,8.87)
> 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/12ys61333212262.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/2x2kf1333212262.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/3siu01333212262.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  0.96059455  0.91978069  0.87918724  0.83865538  0.79523853
 [7]  0.74941983  0.70203903  0.65290403  0.60365235  0.55225869  0.49902312
[13]  0.44673455  0.39419302  0.34145687  0.29040820  0.24126303  0.19355784
[19]  0.14814725  0.10298817  0.05806504  0.01465902 -0.02743321 -0.06821564
[25] -0.10921515 -0.14925636 -0.18579390 -0.22186611 -0.25308238 -0.28122808
[31] -0.30691677 -0.33163268 -0.35397757 -0.37336896 -0.38770507 -0.40087989
[37] -0.40960469 -0.41674421 -0.42366266 -0.42816324 -0.42990309 -0.42904964
[43] -0.42689325 -0.42316239 -0.41564625 -0.40514871 -0.39069406 -0.37250882
[49] -0.35268971
> (mypacf <- c(rpacf$acf))
 [1]  0.960594549 -0.038328626 -0.018089991 -0.020907117 -0.059487513
 [6] -0.054213717 -0.045984016 -0.050783652 -0.030023528 -0.057421102
[11] -0.055181661 -0.020961390 -0.039351735 -0.038231916 -0.013937707
[16] -0.013874040 -0.019267443 -0.008262412 -0.037074336 -0.038178242
[21] -0.024959055 -0.030639206 -0.028887348 -0.050086703 -0.038186267
[26] -0.004586837 -0.045371285  0.014580863 -0.005202188 -0.014416254
[31] -0.031721655 -0.016047779 -0.009881004  0.020604165 -0.030821262
[36]  0.016558683 -0.020543628 -0.042912957 -0.010906803 -0.006169032
[41] -0.007255012 -0.016909467 -0.013298965  0.016970706  0.010467832
[46]  0.024252583  0.029994978  0.004980030
> 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/42hgd1333212262.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/5w4ur1333212262.tab") 
> 
> try(system("convert tmp/12ys61333212262.ps tmp/12ys61333212262.png",intern=TRUE))
character(0)
> try(system("convert tmp/2x2kf1333212262.ps tmp/2x2kf1333212262.png",intern=TRUE))
character(0)
> try(system("convert tmp/3siu01333212262.ps tmp/3siu01333212262.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.957   0.229   1.188