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(7.55,7.55,7.59,7.59,7.59,7.57,7.57,7.59,7.6,7.64,7.64,7.76,7.76,7.76,7.77,7.83,7.94,7.94,7.94,8.09,8.18,8.26,8.28,8.28,8.28,8.29,8.3,8.3,8.31,8.33,8.33,8.34,8.48,8.59,8.67,8.67,8.67,8.71,8.72,8.72,8.72,8.74,8.74,8.74,8.74,8.79,8.85,8.86,8.87,8.92,8.96,8.97,8.99,8.98,8.98,9.01,9.01,9.03,9.05,9.05)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> par3 = '2'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/19j5y1259770599.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2esrn1259770599.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000 -0.28064516 -0.20403226 -0.09596774  0.06209677  0.24112903
 [7] -0.21532258 -0.12822581  0.12419355  0.05403226 -0.07177419 -0.15806452
[13]  0.05564516  0.29354839 -0.01935484 -0.21935484 -0.07822581  0.19032258
[19]  0.15161290 -0.15564516 -0.18387097  0.15967742 -0.02096774  0.06451613
[25] -0.12903226  0.04112903  0.13306452 -0.05887097 -0.12016129 -0.05967742
[31]  0.23306452 -0.02500000 -0.08548387 -0.04032258  0.03709677  0.03306452
[37]  0.01774194
> (mypacf <- c(rpacf$acf))
 [1] -0.280645161 -0.306971569 -0.307942338 -0.204257593  0.118503233
 [6] -0.132980388 -0.199157112 -0.041495817 -0.061699568 -0.184818993
[11] -0.266460634 -0.234872093  0.040575815  0.095558740 -0.042331548
[16] -0.127314956 -0.016099958  0.075621308  0.039432665 -0.067878704
[21]  0.078459371 -0.122411450  0.054521128  0.066301299  0.089136947
[26]  0.029631632  0.047836499 -0.019270588 -0.093226395  0.079400075
[31] -0.099340897 -0.046322475  0.092253813  0.048689828 -0.119125826
[36]  0.008001675
> 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/340rv1259770599.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/42dxl1259770599.tab") 
> 
> system("convert tmp/19j5y1259770599.ps tmp/19j5y1259770599.png")
> system("convert tmp/2esrn1259770599.ps tmp/2esrn1259770599.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.550   0.312   0.644