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(3.43,3.43,3.43,3.43,3.43,3.43,3.43,3.43,3.5,3.52,3.53,3.53,3.53,3.53,3.53,3.53,3.53,3.53,3.53,3.53,3.58,3.58,3.59,3.59,3.59,3.59,3.59,3.59,3.59,3.59,3.59,3.61,3.71,3.83,3.83,3.83,3.83,3.83,3.83,3.83,3.83,3.83,3.83,3.83,3.92,3.92,3.92,3.92,3.92,3.92,3.92,3.92,3.92,3.92,3.92,3.92,3.98,3.98,3.98,3.98,3.98,3.98,3.98,3.98,3.98,3.98,3.98,3.98,4.09,4.09,4.09,4.09)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> 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/wessaorg/rcomp/tmp/1q81o1353076251.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/2qq8s1353076251.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/3jefu1353076251.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$acf))
 [1]  1.00000000  0.95763495  0.91045812  0.86217088  0.81388363  0.77720772
 [7]  0.74053181  0.70385590  0.66717998  0.63736531  0.60944930  0.58205080
[13]  0.55033404  0.50948723  0.46617285  0.42264255  0.37911225  0.34191540
[19]  0.30471856  0.26752171  0.23032487  0.19802891  0.16567126  0.13358436
[25]  0.09785778  0.05293947  0.00506006 -0.04281935 -0.09069875 -0.12907798
[31] -0.16745721 -0.20583643 -0.24225531 -0.26887241 -0.28372738 -0.29904503
[37] -0.31898939 -0.34519523 -0.37207965 -0.39896407 -0.41318159 -0.41684336
[43] -0.41839397 -0.41994459 -0.42149520 -0.41422422 -0.40695324 -0.40020662
[49] -0.39383014
> (mypacf <- c(rpacf$acf))
 [1]  0.957634948 -0.079659393 -0.035007900 -0.024668113  0.114586932
 [6] -0.036689121 -0.024300208 -0.022854486  0.081790668 -0.008708505
[11] -0.017423864 -0.075460011 -0.102270245 -0.041353734 -0.023644079
[16] -0.043008783  0.031469016 -0.036692753 -0.026930233 -0.041177924
[21]  0.033827655 -0.046224173 -0.025727854 -0.074177383 -0.106015314
[26] -0.067588713 -0.034869020 -0.064924585  0.048557224 -0.064690732
[31] -0.042823553 -0.042501069  0.088184684  0.083693938 -0.051289720
[36] -0.092466407 -0.040211606 -0.002177124 -0.040208329  0.096177741
[41]  0.080245186  0.010475672 -0.034163524 -0.018441180  0.094421016
[46] -0.044728459 -0.033146017  0.003475960
> 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/43fqn1353076251.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/5wnvn1353076251.tab") 
> 
> try(system("convert tmp/1q81o1353076251.ps tmp/1q81o1353076251.png",intern=TRUE))
character(0)
> try(system("convert tmp/2qq8s1353076251.ps tmp/2qq8s1353076251.png",intern=TRUE))
character(0)
> try(system("convert tmp/3jefu1353076251.ps tmp/3jefu1353076251.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.930   0.338   2.254