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(1178,2141,2238,2685,4341,5376,4478,6404,4617,3024,1897,2075,1351,2211,2453,3042,4765,4992,4601,6266,4812,3159,1916,2237,1595,2453,2226,3597,4706,4974,5756,5493,5004,3225,2006,2291,1588,2105,2191,3591,4668,4885,5822,5599,5340,3082,2010,2301,1514,1979,2480,3499,4676,5585,5610,5796,6199,3030,1930,2552)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/198we1259932162.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2okdn1259932162.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.612722337 -0.017005889  0.306402501 -0.257486379
 [6]  0.048969165  0.122392712 -0.101077374 -0.084266162  0.185817914
[11] -0.092633346 -0.062344383  0.183173544 -0.273980428  0.268317762
[16] -0.107768541 -0.043363190  0.047133543  0.037673924 -0.138461944
[21]  0.154630066 -0.002331900 -0.211276118  0.284463767 -0.112321980
[26] -0.185237886  0.313893268 -0.193877820  0.001807778  0.101880026
[31] -0.072375731 -0.020325134  0.073965208 -0.039527560 -0.028980401
[36]  0.062967714 -0.064407472
> (mypacf <- c(rpacf$acf))
 [1] -0.612722337 -0.628326226 -0.252792067 -0.206260316 -0.211163474
 [6] -0.106445770  0.059085410 -0.152691875 -0.140472235 -0.058236548
[11] -0.068820378  0.107819046 -0.226142451  0.007603629  0.012177321
[16]  0.119625059 -0.043553159  0.108044028 -0.128416704 -0.049141490
[21]  0.058631737 -0.057952230  0.085021691  0.143759864 -0.096585479
[26] -0.136245187 -0.064259971 -0.019122293  0.002914590 -0.075299704
[31]  0.058100705 -0.022595125  0.016272918  0.030698966  0.026040229
[36] -0.030572029
> 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/31g0q1259932162.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/44arq1259932162.tab") 
> system("convert tmp/198we1259932162.ps tmp/198we1259932162.png")
> system("convert tmp/2okdn1259932162.ps tmp/2okdn1259932162.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.544   0.312   0.664