R version 3.0.2 (2013-09-25) -- "Frisbee Sailing"
Copyright (C) 2013 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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> x <- c(18.3,18.6,18.7,20.1,18.9,20.1,19.8,15.9,19.9,19.6,15.6,14.2,13.6,13.9,15,14.1,13.5,15.3,14.7,12.5,16.1,15.9,15.9,15.7,14.7,15.3,18.4,16.8,16.5,19.3,17.1,15.7,19.1,18.6,18.4,17.1,18.3,19.4,22.3,19.4,21.3,20.3,19.3,17.5,19.9,19.6,19.7,18.1,19.1,20.7,22.5,20,20.2,20.4,19.6,18.1,19.3,21,19.9,17.7,19.4,19.3,21.5,20.9,20.8,20.3,21.4,17.4,21.1,22,20.4,19)
> 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/1rgin1413375975.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/2m12e1413375975.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/3utik1413375975.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$acf))
 [1]  1.000000000  0.719511663  0.610099424  0.632446539  0.602608572
 [6]  0.517959500  0.513351004  0.387634505  0.402291704  0.313519527
[11]  0.190731742  0.253958125  0.363045861  0.166418517  0.083233801
[16]  0.062419215  0.065541539  0.031580469  0.021057282 -0.048498285
[21] -0.004766657 -0.096033967 -0.169761722 -0.110224862 -0.028501775
[26] -0.160877414 -0.211469974 -0.216315712 -0.142609772 -0.164790545
[31] -0.156702498 -0.164395142 -0.144314098 -0.207554116 -0.235158734
[36] -0.207036001 -0.154469150 -0.214158718 -0.296132681 -0.261228096
[41] -0.204652672 -0.218145476 -0.203087420 -0.202803820 -0.198233501
[46] -0.212781623 -0.223051206 -0.208582165 -0.149184378
> (mypacf <- c(rpacf$acf))
 [1]  0.719511663  0.191585780  0.300744294  0.105610109 -0.033075383
 [6]  0.087706649 -0.246589244  0.160109601 -0.231338045 -0.145609001
[11]  0.269841016  0.256778637 -0.283338979 -0.188319075 -0.125388251
[16]  0.091974714 -0.013387554  0.073882772 -0.005462372 -0.001083775
[21] -0.088523753 -0.040784517 -0.019819707  0.016509559 -0.100168126
[26] -0.024297750  0.043433569  0.184794536 -0.082943782  0.023973103
[31] -0.025871781 -0.187059177 -0.008547554 -0.037884305 -0.027540617
[36] -0.089821122  0.097003345 -0.063534193  0.110936938 -0.083336048
[41]  0.035917555 -0.064069219 -0.056674552 -0.013284749  0.023094630
[46]  0.023059628 -0.052529244 -0.078700711
> 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/49olt1413375975.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/5mxi11413375975.tab") 
> 
> try(system("convert tmp/1rgin1413375975.ps tmp/1rgin1413375975.png",intern=TRUE))
character(0)
> try(system("convert tmp/2m12e1413375975.ps tmp/2m12e1413375975.png",intern=TRUE))
character(0)
> try(system("convert tmp/3utik1413375975.ps tmp/3utik1413375975.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.218   0.228   1.454