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(6.3,6.2,6.1,6.3,6.5,6.6,6.5,6.2,6.2,5.9,6.1,6.1,6.1,6.1,6.1,6.4,6.7,6.9,7,7,6.8,6.4,5.9,5.5,5.5,5.6,5.8,5.9,6.1,6.1,6,6,5.9,5.5,5.6,5.4,5.2,5.2,5.2,5.5,5.8,5.8,5.5,5.3,5.1,5.2,5.8,5.8,5.5,5,4.9,5.3,6.1,6.5,6.8,6.6,6.4,6.4,6.6,6.7,6.6)
> 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: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1sip21259678096.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2p2md1259678096.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.882117753  0.701002718  0.524797994  0.392725949
 [6]  0.335561209  0.295472329  0.223736991  0.140056568  0.046725879
[11] -0.018936706 -0.052782476 -0.076476928 -0.102195631 -0.143356763
[16] -0.184517896 -0.205757192 -0.190489825 -0.160872322 -0.139602349
[21] -0.150469864 -0.212023821 -0.296546012 -0.364814069 -0.391294371
[26] -0.368070295 -0.332680670 -0.303724556 -0.269908236 -0.261735768
[31] -0.249524818 -0.210577723 -0.154444538 -0.079762399 -0.004759587
[36]  0.056213763  0.105402365
> (mypacf <- c(rpacf$acf))
 [1]  8.821178e-01 -3.476343e-01 -9.638940e-03  7.579077e-02  1.839088e-01
 [6] -1.241543e-01 -1.858703e-01  2.672365e-02 -4.727361e-02  3.972473e-02
[11] -5.201444e-02 -4.731978e-02 -3.927095e-02 -6.680489e-02  1.363470e-02
[16]  3.197362e-05  8.231149e-02 -5.794100e-02 -4.656342e-02 -9.455228e-02
[21] -1.909644e-01 -1.062340e-01 -5.150743e-02  2.335614e-02  1.797587e-02
[26] -6.435274e-02  1.274874e-02  9.495776e-02 -1.532037e-01 -2.918171e-02
[31]  7.241765e-02  6.823861e-02  3.701554e-02  9.793034e-03  5.650364e-02
[36] -2.222325e-02
> 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/3tnbu1259678096.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/4krcp1259678097.tab") 
> 
> system("convert tmp/1sip21259678096.ps tmp/1sip21259678096.png")
> system("convert tmp/2p2md1259678096.ps tmp/2p2md1259678096.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.549   0.307   2.235