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(3922,3759,4138,4634,3995,4308,4143,4429,5219,4929,5755,5592,4163,4962,5208,4755,4491,5732,5731,5040,6102,4904,5369,5578,4619,4731,5011,5299,4146,4625,4736,4219,5116,4205,4121,5103,4300,4578,3809,5526,4247,3830,4394,4826,4409,4569,4106,4794,3914,3793,4405,4022,4100,4788,3163,3585,3903,4178,3863,4187)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '-0.2'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1cgoz1259922525.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2o46s1259922525.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.37694651  0.34913797  0.47738476  0.34675136  0.28289356
 [7]  0.23435454  0.23421516  0.20035992  0.14209947  0.16931886 -0.02841966
[13]  0.15311147  0.06622004 -0.00725090 -0.04063479 -0.04708270 -0.04256524
[19] -0.06472760 -0.15839453 -0.12572103 -0.04943850 -0.09983575 -0.17203867
[25] -0.07680805 -0.08458982 -0.10468062 -0.13956441 -0.17020188 -0.13022119
[31] -0.13194375 -0.25601572 -0.21088394 -0.14895012 -0.20259482 -0.23195495
[37] -0.16083581
> (mypacf <- c(rpacf$acf))
 [1]  0.3769465054  0.2413411447  0.3546885899  0.0970552491  0.0163115263
 [6] -0.0746247854  0.0055794303  0.0089711191 -0.0145366567  0.0417220165
[11] -0.2347005309  0.1548293283 -0.0430209351  0.0255621837 -0.1569772975
[16] -0.0513757153 -0.0219184225  0.0525595579 -0.1047979033 -0.0647695583
[21]  0.1243366773 -0.0317627097  0.0157518633 -0.0290819077  0.0214979977
[26] -0.0296462899 -0.0398054586 -0.1278466993  0.0004137337 -0.0345978268
[31] -0.1716427859  0.0058795741 -0.0012747164 -0.0247653053 -0.0613611905
[36]  0.0462510334
> 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/3kymj1259922525.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/43cat1259922525.tab") 
> system("convert tmp/1cgoz1259922525.ps tmp/1cgoz1259922525.png")
> system("convert tmp/2o46s1259922525.ps tmp/2o46s1259922525.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.527   0.305   0.706