R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(8.4,8.4,8.4,8.6,8.9,8.8,8.3,7.5,7.2,7.5,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.6,8.2,8.1,8,8.6,8.7,8.8,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8.1,8.2,8.1,8.1,7.9,7.9,7.9,8,8,7.9,8,7.7,7.2,7.5,7.3,7,7,7,7.2,7.3,7.1,6.8,6.6,6.2,6.2,6.8,6.9,6.8)
> par5 = '12'
> par4 = '1'
> par3 = '2'
> par2 = '1'
> par1 = '60'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/12tv31229531246.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2duw41229531246.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.0000000000 -0.0384085013 -0.0910364582 -0.1896182782 -0.4004300506
 [6]  0.0809344251  0.1372409244  0.0300541978  0.1494023180 -0.1801083437
[11] -0.0945695729  0.1879056070 -0.0324875153  0.1103562720 -0.0250862828
[16] -0.0829626225 -0.0242760426 -0.1520291063  0.1405156452 -0.0709064043
[21]  0.1015968484  0.0106434917 -0.0377125257  0.0200586385 -0.0755938515
[26] -0.0120860828  0.1977050985 -0.0825562039 -0.0190484352 -0.0985285830
[31] -0.1817314210  0.1609170776  0.0905300581  0.0957563670  0.0721775984
[36] -0.1521212971 -0.1114989184 -0.0412781020 -0.0159736776  0.0847609921
[41]  0.0234060732 -0.0005998894  0.0585749122 -0.0193795430 -0.0064637430
[46] -0.0132598923 -0.0027852007
> (mypacf <- c(rpacf$acf))
 [1] -0.038408501 -0.092648347 -0.198996460 -0.450928854 -0.059262655
 [6] -0.001558144 -0.158447589 -0.028590926 -0.168478183 -0.119182648
[11]  0.153648215 -0.012348767  0.001510157  0.005894641  0.129901662
[16] -0.008283668 -0.159235769  0.143026964 -0.200815913  0.087485005
[21] -0.077127062 -0.034477461 -0.040654889 -0.090577044  0.002502294
[26]  0.121753296 -0.023703443 -0.022166230 -0.147171160 -0.031566171
[31] -0.010426428  0.037602648 -0.022176829 -0.038769676  0.111278102
[36] -0.124462231 -0.042027863 -0.101268989 -0.059265248 -0.087408368
[41] -0.035441487  0.043212654 -0.008142063 -0.080849650  0.041742935
[46] -0.056423069
> 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/3c8pp1229531246.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/40tud1229531246.tab") 
> 
> system("convert tmp/12tv31229531246.ps tmp/12tv31229531246.png")
> system("convert tmp/2duw41229531246.ps tmp/2duw41229531246.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.689   0.385   2.337