R version 2.15.2 (2012-10-26) -- "Trick or Treat"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-pc-linux-gnu (32-bit)

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> x <- c(32.98,32.7,32.74,32.87,32.95,32.94,32.94,32.97,32.87,32.96,32.97,32.99,32.99,33.04,33.23,33.03,33.05,33.03,33.04,33.11,33.14,33.08,33.09,33.07,33.07,33.02,33,33.08,33.35,33.36,33.36,33.35,33.41,33.47,33.47,33.48,33.48,33.55,33.68,33.72,33.79,33.83,33.83,33.84,33.91,34.06,34.16,34.16,34.16,34.29,34.48,34.48,34.39,34.29,34.29,34.25,34.2,34.1,34.09,34.06,34.06,34.04,34.19,34.21,34.17,34.08,34.08,34.08,34.3,34.28,34.45,34.41)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '48'
> 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/fisher/rcomp/tmp/1asaj1352992806.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/fisher/rcomp/tmp/2qy3c1352992806.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/fisher/rcomp/tmp/3ah4h1352992806.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$acf))
 [1]  1.000000000  0.050357890 -0.051063403 -0.192021220  0.064957006
 [6]  0.095550553  0.018003228 -0.017823437 -0.017870500 -0.008577507
[11]  0.072144057 -0.063092159 -0.039544804 -0.169952929  0.102575512
[16] -0.171489213 -0.040919180  0.028429722  0.053278155 -0.028728884
[21] -0.106477379  0.007761271  0.069201824 -0.003864886  0.047692188
[26] -0.019294995 -0.054157608 -0.181542952 -0.045311408 -0.051994483
[31]  0.049646195  0.022746795  0.011455088 -0.031749568  0.035237541
[36]  0.069749992  0.062505207 -0.091816076 -0.034660192 -0.086397610
[41]  0.127315907  0.039388710  0.099478546 -0.050221041 -0.074628017
[46] -0.069570054  0.056205853 -0.033968184 -0.006710931
> (mypacf <- c(rpacf$acf))
 [1]  0.050357890 -0.053735589 -0.187621766  0.083811424  0.073517625
 [6] -0.022286971  0.017010934  0.009632780 -0.022584670  0.069938901
[11] -0.076322908 -0.035377600 -0.149655355  0.091619022 -0.228339398
[16] -0.054456227  0.092366917 -0.022296858 -0.042241567 -0.044736352
[21]  0.034065083  0.035641293 -0.023715979  0.044710828  0.023219026
[26] -0.116865365 -0.181955431 -0.132071727 -0.081350347 -0.016661584
[31] -0.029924545  0.022221212  0.004911842  0.082134555  0.059426810
[36]  0.066470375 -0.006164731 -0.040504467 -0.184069479  0.011872212
[41] -0.050074754 -0.016583895 -0.052630567 -0.086400026 -0.056375424
[46]  0.030618257 -0.060460252  0.021994172
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/fisher/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/fisher/rcomp/tmp/4756a1352992806.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/fisher/rcomp/tmp/55dx41352992806.tab") 
> 
> try(system("convert tmp/1asaj1352992806.ps tmp/1asaj1352992806.png",intern=TRUE))
character(0)
> try(system("convert tmp/2qy3c1352992806.ps tmp/2qy3c1352992806.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ah4h1352992806.ps tmp/3ah4h1352992806.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.142   0.538   2.658