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(1.8,1.6,1.9,1.7,1.6,1.3,1.1,1.9,2.6,2.3,2.4,2.2,2,2.9,2.6,2.3,2.3,2.6,3.1,2.8,2.5,2.9,3.1,3.1,3.2,2.5,2.6,2.9,2.6,2.4,1.7,2,2.2,1.9,1.6,1.6,1.2,1.2,1.5,1.6,1.7,1.8,1.8,1.8,1.3,1.3,1.4,1.1,1.5,2.2,2.9,3.1,3.5,3.6,4.4,4.2,5.2,5.8,5.9,5.4,5.5)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> par3 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1z5o41259828896.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2757s1259828896.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000 -0.01968527 -0.22908869 -0.01177283  0.01523863  0.35237411
 [7]  0.07277903 -0.28816892  0.13201052  0.06073563  0.14188463  0.21825348
[13] -0.45748591 -0.10355224  0.28887073  0.01141770  0.01649004 -0.14862927
[19] -0.09640924  0.15829106 -0.12867719 -0.12218433 -0.03298572 -0.19914224
[25]  0.05950395  0.11954810 -0.17053175 -0.05102875 -0.02938369 -0.04848271
[31]  0.07147125 -0.13119034 -0.01653514  0.05672210 -0.06866779  0.06670894
[37] -0.00957159
> (mypacf <- c(rpacf$acf))
 [1] -0.0196852687 -0.2295651570 -0.0230605791 -0.0404480865  0.3637142078
 [6]  0.1012352986 -0.1471179606  0.1720941262 -0.0327434935  0.1160432114
[11]  0.2164791338 -0.3792310245 -0.1245184737  0.1154034793 -0.0842897853
[16] -0.0598935034  0.1260404518  0.0215238884 -0.2189297913 -0.0829191694
[21] -0.0498300422 -0.1694060084 -0.0406677976 -0.0922630013 -0.0239356316
[26]  0.0458716238  0.0588126531  0.0324106712 -0.0275960163  0.1016099217
[31] -0.0664171912 -0.0442447391 -0.0021346555 -0.0074981950  0.0002770074
[36] -0.0719929689
> 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/386wo1259828896.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/4qlys1259828896.tab") 
> system("convert tmp/1z5o41259828896.ps tmp/1z5o41259828896.png")
> system("convert tmp/2757s1259828896.ps tmp/2757s1259828896.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.545   0.325   1.108