R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(5594,5585,5710,5511,5403,5826,5884,5965,5960,6064,6046,5954,5952,5960,5983,5996,6021,6094,6202,6276,6306,6342,6345,6328,6191,6261,6253,6198,6247,6293,6381,6448,6470,6516,6532,6526,6533,6498,6507,6464,6453,6468,6497,6808,6793,6907,6792,6757,6734,6654,6589,6469,6521,6448,6410,6528,6445,6458,6215,6167)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1clx41259929914.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/26c621259929914.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.918871962  0.837620989  0.769740721  0.677736005
 [6]  0.577229380  0.517920014  0.489425575  0.465065048  0.441604393
[11]  0.426338100  0.403555974  0.367298369  0.306130910  0.237801230
[16]  0.167085281  0.106257442  0.051351497  0.002633926 -0.029530519
[21] -0.039984124 -0.050225026 -0.054320916 -0.054325816 -0.063803297
[26] -0.098521228 -0.133170179 -0.175517359 -0.226297759 -0.267031464
[31] -0.303311014 -0.326673533 -0.339794662 -0.343319824 -0.335485171
[36] -0.330698614 -0.327863291 -0.330532358 -0.337355021 -0.362536288
[41] -0.383135242 -0.398590399 -0.405700342 -0.403460893 -0.374445415
[46] -0.335753234 -0.282262124 -0.237958580 -0.204006690
> (mypacf <- c(rpacf$acf))
 [1]  0.918871962 -0.043068722  0.041833807 -0.194606239 -0.102919451
 [6]  0.188265963  0.184826826  0.059155699 -0.069465886 -0.064101773
[11] -0.058241118 -0.012775913 -0.142292424 -0.086285247 -0.066404059
[16]  0.060967326  0.010245459 -0.072177516 -0.041472196  0.062576175
[21]  0.026720586  0.056996956 -0.017058293 -0.074943094 -0.133693396
[26]  0.004739434 -0.053355972 -0.058084373 -0.003534892 -0.093473566
[31]  0.013646528 -0.033179415 -0.013970662  0.020613055 -0.028510160
[36]  0.000896232 -0.015242917 -0.008847203 -0.123113156 -0.003026785
[41] -0.009612777  0.066455037  0.003925857  0.079996274 -0.001512082
[46]  0.086756600 -0.064892111 -0.061629348
> 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/31pro1259929914.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/4cuez1259929914.tab") 
> 
> system("convert tmp/1clx41259929914.ps tmp/1clx41259929914.png")
> system("convert tmp/26c621259929914.ps tmp/26c621259929914.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.568   0.320   1.136