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(8.00,8.10,7.70,7.50,7.60,7.80,7.80,7.80,7.50,7.50,7.10,7.50,7.50,7.60,7.70,7.70,7.90,8.10,8.20,8.20,8.20,7.90,7.30,6.90,6.60,6.70,6.90,7.00,7.10,7.20,7.10,6.90,7.00,6.80,6.40,6.70,6.60,6.40,6.30,6.20,6.50,6.80,6.80,6.40,6.10,5.80,6.10,7.20,7.30,6.90,6.10,5.80,6.20,7.10,7.70,7.90,7.70,7.40,7.50,8.00)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/18msn1259863915.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/26b3g1259863915.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.394736842 -0.173374613 -0.515479876 -0.399380805
 [6]  0.058823529  0.414860681  0.292569659 -0.060371517 -0.280185759
[11] -0.256965944  0.009287926  0.298761610  0.116099071  0.038699690
[16] -0.017027864 -0.103715170 -0.086687307 -0.023219814  0.007739938
[21]  0.029411765  0.085139319  0.001547988 -0.066563467 -0.051083591
[26] -0.154798762  0.017027864  0.122291022  0.108359133  0.037151703
[31] -0.066563467 -0.116099071 -0.150154799 -0.058823529  0.034055728
[36]  0.097523220  0.088235294
> (mypacf <- c(rpacf$acf))
 [1]  0.394736842 -0.389953192 -0.372200718 -0.124305669  0.143453210
 [6]  0.151723658 -0.116410420 -0.099472221  0.048745158 -0.007162185
[11]  0.004602814  0.120449120 -0.248299440  0.237208144  0.216287913
[16] -0.147639971 -0.141866034  0.025537840  0.117210730 -0.060490232
[21] -0.050756078 -0.061664972  0.006608168  0.088100837 -0.194435509
[26] -0.042255643  0.014256948  0.139736072  0.007131707 -0.164652142
[31]  0.028781958 -0.081765501 -0.092369648  0.011098831 -0.061830336
[36] -0.051390792
> 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/3tqq91259863915.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/4dfab1259863915.tab") 
> system("convert tmp/18msn1259863915.ps tmp/18msn1259863915.png")
> system("convert tmp/26b3g1259863915.ps tmp/26b3g1259863915.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.561   0.308   0.661