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(3.96,3.97,3.96,3.95,3.94,3.94,3.95,3.93,3.94,3.92,3.95,3.94,3.95,3.92,3.92,3.92,3.92,3.9,3.92,3.94,3.96,3.95,3.96,3.97,3.99,4,4.05,4.08,4.09,4.12,4.14,4.15,4.15,4.15,4.15,4.2,4.22,4.22,4.22,4.23,4.3,4.29,4.32,4.31,4.35,4.34,4.35,4.38,4.39,4.38,4.34,4.33,4.33,4.33,4.33,4.32,4.35,4.35,4.35,4.36,4.38,4.41,4.43,4.42,4.43,4.43,4.42,4.46,4.44,4.41,4.41,4.46,4.5,4.58,4.61,4.65,4.55,4.63,4.69,4.72,4.71,4.74,4.77,4.78)
> 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/wessaorg/rcomp/tmp/11wq31388665256.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/26civ1388665256.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/36ygj1388665256.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$acf))
 [1]  1.000000000 -0.013790636  0.056778564 -0.173863302  0.237587653
 [6]  0.018973493  0.079111769  0.072143745  0.029341454 -0.099749252
[11]  0.001718708  0.048087335  0.010158339 -0.003611560 -0.010455159
[16] -0.087805996  0.025876306  0.032760881  0.013848101 -0.053279186
[21] -0.051578967  0.003582327 -0.134135147 -0.192697879 -0.141103421
[26] -0.017176832  0.001693973 -0.072338876 -0.134344020 -0.101641355
[31]  0.020564028  0.022305722 -0.037895267  0.039620970 -0.006727420
[36]  0.075848748 -0.084244406  0.108509689  0.118857413  0.003577830
[41] -0.089554185 -0.029229272  0.110105221  0.053388120  0.044595203
[46]  0.008491100  0.084244656  0.075617638  0.103135948
> (mypacf <- c(rpacf$acf))
 [1] -0.013790636  0.056599146 -0.172930830  0.239507547  0.033096936
 [6]  0.026498736  0.163699249 -0.032443648 -0.115750515  0.027943219
[11] -0.004097025 -0.046967087  0.047319993 -0.012084335 -0.119105598
[16]  0.083907593  0.030729582 -0.059530432  0.028137992 -0.054045158
[21] -0.026630661 -0.120096245 -0.240219780 -0.161719581 -0.034349230
[26]  0.017223541 -0.017067980 -0.057416930 -0.050312905  0.069887095
[31]  0.049487446 -0.069692432  0.098405348  0.015501384  0.077326641
[36] -0.021386775  0.022593819  0.147034921 -0.028532224 -0.032254946
[41] -0.013228601  0.029353721  0.016474805  0.023185651 -0.027568710
[46]  0.004897280  0.076063861  0.050606823
> 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/4ebjs1388665256.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/5kdyg1388665256.tab") 
> 
> try(system("convert tmp/11wq31388665256.ps tmp/11wq31388665256.png",intern=TRUE))
character(0)
> try(system("convert tmp/26civ1388665256.ps tmp/26civ1388665256.png",intern=TRUE))
character(0)
> try(system("convert tmp/36ygj1388665256.ps tmp/36ygj1388665256.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.394   0.484   2.853