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(128.27,128.38,128.47,128.52,128.71,128.92,128.92,128.82,128.97,129.04,128.95,129.39,129.39,129.48,130.16,129.89,129.85,129.9,129.9,129.57,129.54,129.57,128.97,129.01,129.01,128.72,128.32,128.39,128.33,128.44,128.44,128.6,128.3,128.56,128.01,128.01,128.01,128.26,128.38,128.36,128.48,128.46,128.46,129.56,129.66,129.47,129.41,129.48,129.48,130.17,129.77,129.87,129.97,130.05,130.05,129.89,130.33,130.6,131.46,131.73)
> 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/1bnry1333224734.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/2lqvn1333224734.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/3jcjv1333224734.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  0.84124809  0.70215284  0.60903146  0.51959763  0.45750247
 [7]  0.38921037  0.29090154  0.19277890  0.11725691  0.03975573 -0.08734547
[13] -0.13823027 -0.19070368 -0.24596492 -0.28986420 -0.36284862 -0.45036970
[19] -0.44319366 -0.42167202 -0.41849653 -0.40810649 -0.37699785 -0.34770953
[25] -0.29211750 -0.21462131 -0.14504677 -0.12144846 -0.07077506 -0.03971853
[31] -0.01716244  0.01315460  0.06073981  0.09629354  0.15103173  0.18004347
[37]  0.17315082  0.18423381  0.21185003  0.19102008  0.17621994  0.15947198
[43]  0.12176207  0.07851224  0.06294174  0.03196961 -0.03388189 -0.05914665
[49] -0.08820317
> (mypacf <- c(rpacf$acf))
 [1]  0.841248087 -0.018971861  0.079057713 -0.030941294  0.056444383
 [6] -0.052007652 -0.128226580 -0.081562840 -0.016873632 -0.079086691
[11] -0.254462796  0.138393424 -0.090667763 -0.033943240 -0.079118751
[16] -0.136252547 -0.150551529  0.171816263 -0.031693603 -0.046280096
[21]  0.008687281  0.013239292  0.029379039  0.024886856  0.080437469
[26]  0.066883617 -0.160295638 -0.031485891  0.004049075 -0.045093722
[31] -0.052412512  0.088525614 -0.055640015  0.055553729 -0.002952139
[36] -0.059194844  0.090309797 -0.003335417 -0.125455724  0.002671462
[41] -0.005327991 -0.040646418  0.012399131 -0.047105057  0.019429214
[46] -0.139891656  0.010847299 -0.032894878
> 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/4q1mp1333224734.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/5u2qk1333224734.tab") 
> 
> try(system("convert tmp/1bnry1333224734.ps tmp/1bnry1333224734.png",intern=TRUE))
character(0)
> try(system("convert tmp/2lqvn1333224734.ps tmp/2lqvn1333224734.png",intern=TRUE))
character(0)
> try(system("convert tmp/3jcjv1333224734.ps tmp/3jcjv1333224734.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.980   0.245   1.276