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(8.1,7.7,7.5,7.6,7.8,7.8,7.8,7.5,7.5,7.1,7.5,7.5,7.6,7.7,7.7,7.9,8.1,8.2,8.2,8.2,7.9,7.3,6.9,6.6,6.7,6.9,7,7.1,7.2,7.1,6.9,7,6.8,6.4,6.7,6.6,6.4,6.3,6.2,6.5,6.8,6.8,6.4,6.1,5.8,6.1,7.2,7.3,6.9,6.1,5.8,6.2,7.1,7.7,7.9,7.7,7.4,7.5,8,8.1,8)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1atsc1259855374.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/24vxe1259855374.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.848974541  0.608980203  0.422226693  0.375606471
 [6]  0.423363759  0.445942935  0.359205589  0.215074580  0.106130761
[11]  0.108567447  0.175851760  0.230093189  0.181496019  0.085246941
[16] -0.014365435 -0.079779097 -0.116701083 -0.144341361 -0.177060778
[21] -0.225148169 -0.271190227 -0.308820931 -0.325246069 -0.318818185
[26] -0.306422156 -0.269954609 -0.241171049 -0.236937702 -0.275805552
[31] -0.325720687 -0.350457711 -0.356761870 -0.323197576 -0.259804992
[36] -0.211301685 -0.180143301 -0.156749721 -0.110503120 -0.048428501
[41]  0.012918751  0.035895804  0.021559516 -0.016848289 -0.053210762
[46] -0.049176353 -0.009544446  0.008023975  0.004306013
> (mypacf <- c(rpacf$acf))
 [1]  0.848974541 -0.400288912  0.162475188  0.305093494  0.097310633
 [6] -0.124596632 -0.196908785  0.027325058  0.052895830  0.127279542
[11] -0.031845386  0.016527121 -0.153161180  0.094531042 -0.136885260
[16] -0.186517119 -0.117333624  0.005964770  0.062533584 -0.125228549
[21] -0.033387894 -0.103055911  0.051451777 -0.027371546 -0.047345131
[26]  0.089143337 -0.012665241  0.007489960 -0.179507677 -0.029168594
[31] -0.041001118 -0.106490243  0.109074099  0.146669599 -0.012910876
[36]  0.012360910  0.063883501  0.013295692 -0.047177344 -0.045703523
[41] -0.041856474 -0.008838915 -0.052926972 -0.026061002 -0.005799398
[46] -0.011820649 -0.163869317  0.041107649
> 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/3rmwn1259855374.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/4aace1259855374.tab") 
> 
> system("convert tmp/1atsc1259855374.ps tmp/1atsc1259855374.png")
> system("convert tmp/24vxe1259855374.ps tmp/24vxe1259855374.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.573   0.302   0.673