R version 3.0.2 (2013-09-25) -- "Frisbee Sailing"
Copyright (C) 2013 The R Foundation for Statistical Computing
Platform: i686-pc-linux-gnu (32-bit)

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> x <- c(462.23,464.79,465.22,468.52,469.02,469.15,469.15,469.15,469.15,469.41,469.45,469.45,469.93,477.19,478.97,480.44,480.56,481.8,483.24,483.45,483.53,483.59,483.59,483.59,492.36,495.71,499.29,499.78,500,500,500.29,500.42,500.61,498.9,499.06,496.61,498.41,501.26,505.4,506.07,506.2,507.14,507.14,507.28,507.34,507.48,506.97,506.97,510.1,515.84,519,520.1,521.26,521.04,521.12,521.12,521.1,521.16,521.14,521.13,522.17,531.39,532.12,533.34,535.72,536.25,536.25,536.68,536.76,536.79,536.99,536.99,542.38,544.1,546.96,547.04,550.27,550.32,551.17,552.83,552.35,552.44,552.47,548.78)
> 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/10zwv1384794088.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/2bow51384794088.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/36fc51384794088.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$acf))
 [1]  1.000000000  0.196333923  0.094214570 -0.114288447 -0.149634130
 [6] -0.210115312 -0.169698448 -0.203458239 -0.189241768 -0.187738444
[11] -0.004585215  0.306149653  0.425538073  0.260541385  0.011759758
[16] -0.044051319 -0.175981535 -0.161449092 -0.158191748 -0.216004895
[21] -0.174692654 -0.073259500 -0.156048926  0.308485367  0.338328702
[26]  0.297601747  0.012479146 -0.006256375 -0.095389763 -0.124485301
[31] -0.117788823 -0.110203398 -0.161793875 -0.123435559 -0.055641458
[36]  0.170365194  0.243798693  0.249663731  0.025006733 -0.053646531
[41] -0.025691251 -0.110623150 -0.103127304 -0.093297859 -0.096265122
[46] -0.113211044  0.024330701  0.082101302  0.365144447
> (mypacf <- c(rpacf$acf))
 [1]  0.196333923  0.057899409 -0.149319689 -0.113407081 -0.149793084
 [6] -0.110697217 -0.177815171 -0.198961666 -0.236413225 -0.089548111
[11]  0.212664579  0.275362511  0.074118085 -0.147402043 -0.051193663
[16] -0.104947439 -0.071972365 -0.051400585 -0.131309027 -0.021091678
[21]  0.078571012 -0.316461127  0.042413343  0.078298955  0.080351067
[26] -0.144428695 -0.056952619  0.007255341 -0.024048948  0.017028481
[31] -0.018106876 -0.072188607  0.049270925 -0.017636527 -0.094974803
[36] -0.163572677  0.141801443 -0.108116305 -0.149677170  0.069490373
[41] -0.103251093 -0.073352674  0.041010952 -0.102401858 -0.036625037
[46]  0.127859034 -0.018306592  0.054061523
> 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/4jjpu1384794088.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/5480s1384794088.tab") 
> 
> try(system("convert tmp/10zwv1384794088.ps tmp/10zwv1384794088.png",intern=TRUE))
character(0)
> try(system("convert tmp/2bow51384794088.ps tmp/2bow51384794088.png",intern=TRUE))
character(0)
> try(system("convert tmp/36fc51384794088.ps tmp/36fc51384794088.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.782   0.439   2.202