R version 3.0.1 (2013-05-16) -- "Good Sport"
Copyright (C) 2013 The R Foundation for Statistical Computing
Platform: i686-pc-linux-gnu (32-bit)

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> x <- c(67.66,68,68.02,68.11,68.41,68.4,68.4,68.55,68.54,68.99,68.97,68.98,68.98,68.94,69.21,69.21,69.67,69.66,69.66,69.66,69.77,70.32,70.34,70.38,70.38,70.29,70.42,70.29,70.59,70.64,70.64,70.68,70.78,70.9,71.04,71.15,71.15,71.15,71.07,71.17,71.24,71.23,71.23,71.23,71.24,71.28,71.52,71.52,71.52,71.6,71.61,71.78,71.66,71.86,71.86,71.82,71.8,72.22,72.51,72.56,72.56,72.78,72.88,73.05,73.02,73.08,73.08,73.24,73.82,74,74.37,74.38)
> 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/1vslc1369575383.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/2l1go1369575383.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/34la41369575383.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$acf))
 [1]  1.000000000 -0.088854995  0.053150106 -0.160745468 -0.134902103
 [6]  0.248078412 -0.106615815  0.262655523 -0.074411891 -0.150059948
[11]  0.003263807  0.053591123  0.330260080 -0.026216205 -0.015147682
[16] -0.037053590 -0.156347173  0.105218065 -0.052114831  0.068541277
[21] -0.056961886 -0.104152268 -0.039120645 -0.018244436 -0.018219228
[26]  0.100296202 -0.126593007 -0.072034474 -0.041755938 -0.019989975
[31]  0.045379874 -0.108671045 -0.059296370 -0.036993325 -0.107755809
[36]  0.022241439  0.001209140  0.140196556 -0.138546519 -0.058320246
[41] -0.001825840 -0.013904514  0.140401624 -0.175174879 -0.026757092
[46] -0.079959898 -0.073828788  0.132959228  0.021059865
> (mypacf <- c(rpacf$acf))
 [1] -0.088854995  0.045615036 -0.153716053 -0.168413628  0.249260551
 [6] -0.089887454  0.198290179  0.023956659 -0.169408456 -0.007561899
[11]  0.187494303  0.202651015  0.006693340  0.002137965  0.055245211
[16] -0.118296852  0.003591137 -0.054311991 -0.115094177 -0.038033072
[21]  0.025847278 -0.153497305 -0.036284700 -0.152352549  0.084410620
[26] -0.140537368 -0.096371141  0.042062004  0.009847788 -0.044675484
[31] -0.010119715 -0.142238390  0.041845044 -0.056182050 -0.016505577
[36]  0.018272029  0.164117441 -0.107059462  0.048246276 -0.041525415
[41]  0.051524518  0.045735570 -0.079550855 -0.165190366  0.024469331
[46] -0.073859444  0.038549214 -0.072045141
> 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/460kg1369575383.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/5wx0s1369575383.tab") 
> 
> try(system("convert tmp/1vslc1369575383.ps tmp/1vslc1369575383.png",intern=TRUE))
character(0)
> try(system("convert tmp/2l1go1369575383.ps tmp/2l1go1369575383.png",intern=TRUE))
character(0)
> try(system("convert tmp/34la41369575383.ps tmp/34la41369575383.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.684   0.363   2.032