R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(116.1,107.5,116.7,112.5,113,126.4,114.1,112.5,112.4,113.1,116.3,111.7,118.8,116.5,125.1,113.1,119.6,114.4,114,117.8,117,120.9,115,117.3,119.4,114.9,125.8,117.6,117.6,114.9,121.9,117,106.4,110.5,113.6,114.2,125.4,124.6,120.2,120.8,111.4,124.1,120.2,125.5,116,117,105.7,102,106.4,96.9,107.6,98.8,101.1,105.7,104.6,103.2,101.6,106.7,99.5,101)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '48'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Dr. Ian E. Holliday
> #To cite this work: Ian E. Holliday, 2009, YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: 
> #Technical description: 
> 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/www/rcomp/tmp/1ly7c1292832398.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/www/rcomp/tmp/26zrs1292832399.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/www/rcomp/tmp/36zrs1292832399.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  0.601333007  0.601074829  0.459606696  0.353780283
 [6]  0.370520005  0.260300373  0.318432761  0.132047553  0.119737298
[11]  0.025448448 -0.020853374 -0.003011065 -0.116399400 -0.051216178
[16] -0.083065865 -0.058184007 -0.039078086 -0.087850501 -0.081653777
[21] -0.120385011 -0.092413048 -0.073952032 -0.079263851 -0.003919334
[26] -0.068176539 -0.090938901 -0.108816707 -0.192162918 -0.119601370
[31] -0.174647912 -0.074835472 -0.155022855 -0.176645547 -0.120266497
[36] -0.222294819 -0.100985456 -0.133525596 -0.095892744 -0.089315122
[41] -0.089865119 -0.092169260 -0.146042476 -0.078701641 -0.131666951
[46] -0.070633092 -0.071648227 -0.061154013  0.003019327
> (mypacf <- c(rpacf$acf))
 [1]  0.601333007  0.375115858  0.014902778 -0.086466150  0.143999979
 [6] -0.035728830  0.115121568 -0.227829262 -0.054406799 -0.061345010
[11] -0.002950669  0.016017401 -0.121352185  0.036140114  0.108690824
[16]  0.028681866  0.018107653 -0.086457256 -0.068810116  0.015821191
[21] -0.010549746  0.017610847 -0.057286505  0.101855007 -0.032731510
[26] -0.135990188 -0.034770680 -0.137054998  0.083788814 -0.014951229
[31]  0.072386510 -0.130686090 -0.087269152  0.135081485 -0.061427257
[36]  0.013716375  0.047423999 -0.082463850  0.020335730  0.019696941
[41] -0.183705998 -0.053410563  0.043875656  0.047123994  0.014188869
[46] -0.083655611  0.034981488  0.074110395
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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/www/rcomp/tmp/429711292832399.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/www/rcomp/tmp/5v0o41292832399.tab") 
> 
> try(system("convert tmp/1ly7c1292832398.ps tmp/1ly7c1292832398.png",intern=TRUE))
character(0)
> try(system("convert tmp/26zrs1292832399.ps tmp/26zrs1292832399.png",intern=TRUE))
character(0)
> try(system("convert tmp/36zrs1292832399.ps tmp/36zrs1292832399.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.850   0.530   1.382