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(1.3,1.2,1.1,1.4,1.2,1.5,1.1,1.3,1.5,1.1,1.4,1.3,1.5,1.6,1.7,1.1,1.6,1.3,1.7,1.6,1.7,1.9,1.8,1.9,1.6,1.5,1.6,1.6,1.7,2,2,1.9,1.7,1.8,1.9,1.7,2,2.1,2.4,2.5,2.5,2.6,2.2,2.5,2.8,2.8,2.9,3,3.1,2.9,2.7,2.2,2.5,2.3,2.6,2.3,2.2,1.8,1.8)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1j9pl1259934410.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/27ami1259934410.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000 -0.40492525  0.28452029 -0.20837093 -0.02680631  0.02110807
 [7] -0.01524074  0.03532563  0.09259703  0.11429175 -0.04800152  0.14352057
[13] -0.37814223  0.09248919 -0.22071726  0.10935874  0.06780603 -0.07907569
[19]  0.18625176 -0.17679208  0.05586086 -0.11123601 -0.05031187  0.02031955
[25] -0.05350737  0.10899295  0.08335217  0.03639540 -0.06810453 -0.04706030
[31] -0.08405960  0.11326685 -0.09040746  0.06969106  0.05515861 -0.14346191
[37]  0.25221330
> (mypacf <- c(rpacf$acf))
 [1] -0.4049252457  0.1441994098 -0.0627674186 -0.1930074780  0.0005268432
 [6]  0.0311598875 -0.0105770413  0.1214051064  0.2403720487  0.0296429625
[11]  0.1518498867 -0.2733007500 -0.2319359874 -0.1959798220 -0.1376375266
[16]  0.0133873710 -0.1318354086  0.1158217029  0.0150030431  0.0401972668
[21]  0.1389424081  0.0307314136  0.1279629447 -0.1755145082 -0.0722614768
[26] -0.0049708468 -0.0125855649 -0.0380941980 -0.1890043213  0.0080967276
[31]  0.0765807887  0.0240350538 -0.0027136036  0.0558614650 -0.1444776395
[36]  0.0226975422
> 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/3ut7v1259934410.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/4oiwv1259934410.tab") 
> 
> system("convert tmp/1j9pl1259934410.ps tmp/1j9pl1259934410.png")
> system("convert tmp/27ami1259934410.ps tmp/27ami1259934410.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.556   0.319   0.768