R version 2.7.0 (2008-04-22)
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(0.2,0.8,1.2,4.5,0.4,5.9,6.5,12.8,4.2,-3.3,-12.5,-16.3,-10.5,-11.8,-11.4,-17.7,-17.3,-18.6,-17.9,-21.4,-19.4,-15.5,-7.7,-0.7,-1.6,1.4,0.7,9.5,1.4,4.1,6.6,18.4,16.9,9.2,-4.3,-5.9,-7.7,-5.4,-2.3,-4.8,2.3,-5.2,-10,-17.1,-14.4,-3.9,3.7,6.5,0.9,-4.1,-7,-12.2,-2.5,4.4,13.7,12.3,13.4,2.2,1.7,-7.2,-4.8,-2.9,-2.4,-2.5,-5.3,-7.1,-8,-8.9,-7.7,-1.1,4,9.6,10.9,13)
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1.0'
> par1 = '48'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1rpe21230048666.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/244bc1230048666.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000e+00  2.151691e-01  1.537041e-01 -4.565063e-01 -1.917583e-01
 [6] -1.459842e-01  3.172837e-02  1.540616e-01  2.194041e-01  2.602829e-01
[11] -1.263805e-01 -3.003419e-01 -5.537814e-01 -1.689424e-01 -2.446462e-02
[16]  2.587261e-01  1.342317e-01  6.792854e-02  4.759431e-03 -1.426389e-01
[21] -1.334708e-01 -1.667487e-01  2.169132e-02  2.175762e-01  2.948715e-01
[26]  2.104946e-01  1.797335e-02 -1.089278e-01 -1.413525e-01 -1.544189e-02
[31] -3.555921e-02  1.298310e-01  4.204173e-02  1.528921e-01 -4.349105e-02
[36] -1.227304e-01 -2.445022e-01 -1.968970e-01  9.934032e-05  4.007383e-02
[41]  1.625335e-01  1.068146e-02  3.712788e-02 -9.627228e-02 -6.104232e-02
[46] -7.090350e-02  2.725082e-02  1.243748e-01  9.950966e-02
> (mypacf <- c(rpacf$acf))
 [1]  0.215169144  0.112620419 -0.541719666  0.009934579  0.124053505
 [6] -0.245486986  0.153597044  0.273156648  0.039993315 -0.351964967
[11] -0.168270268 -0.229097695 -0.106262731 -0.084549859 -0.101952482
[16] -0.051955481 -0.101404201  0.103129160 -0.009028090 -0.054081316
[21]  0.045291348 -0.212715116  0.004556797  0.070021025 -0.019908333
[26]  0.012405432  0.010964108 -0.028654867  0.129873122 -0.058855580
[31]  0.002933065 -0.015997084 -0.033501359 -0.040741807 -0.036215545
[36] -0.038612519 -0.069687446  0.030078763 -0.058445273  0.069230180
[41]  0.027343983 -0.071059598  0.045302494 -0.052616596  0.095189535
[46] -0.018204100 -0.055671534 -0.076107573
> 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/3avp51230048666.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/4kkhg1230048666.tab") 
> 
> system("convert tmp/1rpe21230048666.ps tmp/1rpe21230048666.png")
> system("convert tmp/244bc1230048666.ps tmp/244bc1230048666.png")
> 
> 
> proc.time()
   user  system elapsed 
  1.518   0.560   1.612