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(00.521505,00.424828,00.425031,00.477194,00.828021,00.615619,00.366627,00.430888,00.281029,00.464625,00.269395,00.577905,00.566115,00.507758,00.750718,00.680840,00.766109,00.456147,00.497750,00.419327,00.609551,00.457337,00.570548,00.347900,00.387499,00.582429,00.239103,00.236745,00.262616,00.424093,00.365275,00.375076,00.409006,00.389168,00.240261,00.158950,00.439337,00.509468,00.374347,00.433983,00.413056,00.328893,00.518665,00.548650,00.546911,00.496349,00.530893,00.595776,00.557058,00.573133,00.500542,00.543127,00.559366,00.691169,00.440349,00.567666,00.596911,00.473554,00.592394,00.597556,00.633413,00.605712,00.704611,00.480526,00.702686,00.700902,00.603085,00.698092,00.597656,00.802342,00.601711,00.599313,00.602563,00.701663,00.499571,00.498092,00.497569,00.600183,00.333954,00.274437,00.320943,00.540667,00.405021,00.288596,00.327594,00.313261,00.257556,00.213839,00.186186,00.159271)
> par8 = ''
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> 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/rcomp/tmp/1lyz41293627140.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/2vpx71293627140.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/3vpx71293627140.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]  1.00000000  0.56076745  0.46196854  0.37628550  0.39972306  0.32391694
 [7]  0.21044154  0.25533525  0.18721871  0.21006123  0.05404737  0.08762142
[13] -0.06481816 -0.09531795 -0.15266945 -0.16984917 -0.11922137 -0.13976251
[19] -0.18842001 -0.28441716 -0.22236949 -0.20626161 -0.20272667 -0.25407346
[25] -0.22858455 -0.18260754 -0.19885091 -0.22658022 -0.14321497 -0.19883069
[31] -0.24102525 -0.20328310 -0.18534705 -0.13835882 -0.23415730 -0.20782988
[37] -0.23855849
> (mypacf <- c(rpacf$acf))
 [1]  0.560767451  0.215171156  0.080007873  0.173324147  0.006581264
 [6] -0.104434002  0.126238763 -0.052270616  0.059837693 -0.161995458
[11]  0.033572039 -0.222159648 -0.065339700 -0.080095304 -0.028048253
[16]  0.059598359  0.053989224 -0.145251535 -0.100918566  0.002344301
[21]  0.073978721 -0.013080568 -0.029928207 -0.046864934 -0.019619586
[26] -0.053240838 -0.079411336  0.125241552 -0.157094639 -0.108560363
[31] -0.002353281 -0.082099872  0.001309163 -0.135715903 -0.039110626
[36] -0.113675441
> 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/4z7ed1293627140.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/5k8d11293627140.tab") 
> 
> try(system("convert tmp/1lyz41293627140.ps tmp/1lyz41293627140.png",intern=TRUE))
character(0)
> try(system("convert tmp/2vpx71293627140.ps tmp/2vpx71293627140.png",intern=TRUE))
character(0)
> try(system("convert tmp/3vpx71293627140.ps tmp/3vpx71293627140.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.900   0.490   1.369