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(1258,1199,1158,1427,934,709,1186,986,1033,1257,1105,1179,1092,1092,1087,2028,2039,2010,754,760,715,855,971,815,915,843,761,1858,2968,4061,3661,3269,2857,2568,2274,1987,683,381,71,1772,3485,5181,4479,3782,3067,2489,1903,1330,736,483,242,1334,2423,3523,2986,2462,1908,1575,1237,904)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1yrgr1259941270.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/264341259941270.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.314748269  0.093328879 -0.257606859 -0.239008151
 [6] -0.166731694 -0.172812818 -0.108031744 -0.081021966  0.080044418
[11] -0.023050318  0.040849876 -0.129156985  0.149273552  0.019847795
[16]  0.099888702  0.028851505 -0.015591806  0.178842886  0.068552819
[21]  0.058592700 -0.189850281 -0.202510856 -0.263176291 -0.017624377
[26]  0.016187875  0.088638888  0.033736666  0.049512183  0.061491317
[31] -0.077332062 -0.006225729  0.003144384  0.109454266  0.067026670
[36]  0.056009388 -0.082757664
> (mypacf <- c(rpacf$acf))
 [1]  0.314748269 -0.006368499 -0.316534041 -0.082730807 -0.022887017
 [6] -0.201618420 -0.107836171 -0.076880100  0.032514749 -0.199516929
[11] -0.037422130 -0.198396903  0.190873203 -0.166528310 -0.007156111
[16]  0.016382878 -0.031782745  0.210527718  0.015149699  0.007652582
[21] -0.074378529 -0.107755574 -0.100831008  0.064315128  0.023074210
[26] -0.116784090 -0.073748877 -0.003107202 -0.078473048 -0.100000846
[31] -0.096590526  0.094276221 -0.087145609 -0.030146325  0.041637323
[36] -0.070180098
> 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/3xyn41259941270.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/4k14v1259941270.tab") 
> system("convert tmp/1yrgr1259941270.ps tmp/1yrgr1259941270.png")
> system("convert tmp/264341259941270.ps tmp/264341259941270.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.568   0.320   0.787