R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- c(04.031636,03.702076,03.056167,03.280707,02.984728,03.693712,03.226317,02.190349,02.599515,03.080288,02.929672,02.922548,03.234943,02.983081,03.284389,03.806511,03.784579,02.645654,03.092081,03.204859,03.107225,03.466909,02.984404,03.218072,02.827310,03.182049,02.236319,02.033218,01.644804,01.627971,01.677559,02.330828,02.493615,02.257172,02.655517,02.298655,02.600402,03.045230,02.790583,03.227052,02.967479,02.938817,03.277961,03.423985,03.072646,02.754253,02.910431,03.174369,03.068387,03.089543,02.906654,02.931161,03.025660,02.939551,02.691019,03.198120,03.076390,02.863873,03.013802,03.053364,02.864753,03.057062,02.959365,03.252258,03.602988,03.497704,03.296867,03.602417,03.300100,03.401930,03.502591,03.402348,03.498551,03.199823,02.700064,02.801034,02.898628,02.800854,02.399942,02.402724,02.202331,02.102594,01.798293,01.202484,01.400201,01.200832,01.298083,01.099742,01.001377,00.836174)
> par8 = ''
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> par3 = '0'
> par2 = '1'
> par1 = '36'
> #'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/html/rcomp/tmp/17nsv1293626986.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/html/rcomp/tmp/2ixay1293626986.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/html/rcomp/tmp/3ixay1293626986.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  0.825678199  0.704911014  0.602534489  0.531520000
 [6]  0.437610545  0.294174505  0.154891984  0.036777226 -0.027146351
[11] -0.123245203 -0.211361581 -0.319343865 -0.300353340 -0.295928403
[16] -0.253288595 -0.203221194 -0.176412464 -0.112507421 -0.089353323
[21] -0.039506144  0.005357966  0.050522247  0.091449385  0.115019152
[26]  0.110289500  0.109432436  0.107864555  0.077903550  0.030365850
[31] -0.017009818 -0.036249771 -0.057799531 -0.091382929 -0.147405811
[36] -0.225946190 -0.269746603
> (mypacf <- c(rpacf$acf))
 [1]  0.825678199  0.072792219  0.008747265  0.053086515 -0.088093241
 [6] -0.224997641 -0.138524160 -0.085348484  0.052733047 -0.117553218
[11] -0.050803956 -0.153494983  0.248527841 -0.025692176  0.146922015
[16]  0.116946162 -0.044747215  0.001811619 -0.162805726 -0.021671436
[21]  0.054549351 -0.033730423  0.066753387 -0.061464195 -0.012648833
[26] -0.026198032  0.046849242 -0.001528584 -0.109275499  0.024222340
[31] -0.060894146  0.004579407 -0.025164977 -0.110169635 -0.100677213
[36] -0.095636332
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/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/html/rcomp/tmp/4lf841293626986.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/html/rcomp/tmp/5og7a1293626986.tab") 
> 
> try(system("convert tmp/17nsv1293626986.ps tmp/17nsv1293626986.png",intern=TRUE))
character(0)
> try(system("convert tmp/2ixay1293626986.ps tmp/2ixay1293626986.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ixay1293626986.ps tmp/3ixay1293626986.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.695   0.461   1.506