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 = '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/17djb1353076608.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/2v1ze1353076608.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/3gm4u1353076608.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$acf))
 [1]  1.000000000  0.185840019 -0.053661854 -0.126711034 -0.108160995
 [6] -0.109873306 -0.111585618 -0.113297929 -0.102116017 -0.096181106
[11] -0.070290849  0.175694300  0.483108419  0.053374896 -0.092992732
[16] -0.108576101 -0.099236221 -0.100948532 -0.102660844 -0.104373155
[21] -0.096875307 -0.094624459 -0.052881565  0.133656193  0.488628225
[26]  0.086636818 -0.105307143 -0.107019454 -0.092153479 -0.093865790
[31] -0.095578102 -0.093606349 -0.076898342 -0.056506272 -0.028494888
[36]  0.237306058  0.340617470 -0.019760764 -0.065067828 -0.044675758
[41] -0.027967751 -0.025995998 -0.027708310 -0.029420621 -0.014554646
[46] -0.016266957  0.015707586  0.004087377  0.170809338
> (mypacf <- c(rpacf$acf))
 [1]  0.18584002 -0.09135339 -0.10324810 -0.07205218 -0.09628613 -0.10525683
 [7] -0.11746337 -0.12085417 -0.13757063 -0.13237473  0.11819810  0.39556369
[13] -0.14114943 -0.07629134 -0.02681000 -0.06322785 -0.06671324 -0.06312328
[19] -0.07266321 -0.08885106 -0.09450725 -0.08108882 -0.07736613  0.28558240
[25] -0.03838619 -0.12503429 -0.03421558 -0.05010940 -0.07369252 -0.06575665
[31] -0.06029804 -0.06330969 -0.05460070 -0.04986534  0.07121048 -0.09890946
[37] -0.14238679  0.03263943 -0.01572858 -0.01666493  0.02159106  0.02575404
[43]  0.02325149  0.03940670  0.04607522  0.01652139 -0.30262819 -0.07754777
> 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/472c01353076608.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/5z49z1353076609.tab") 
> 
> try(system("convert tmp/17djb1353076608.ps tmp/17djb1353076608.png",intern=TRUE))
character(0)
> try(system("convert tmp/2v1ze1353076608.ps tmp/2v1ze1353076608.png",intern=TRUE))
character(0)
> try(system("convert tmp/3gm4u1353076608.ps tmp/3gm4u1353076608.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.760   0.408   2.152