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(6802.96,7132.68,7073.29,7264.5,7105.33,7218.71,7225.72,7354.25,7745.46,8070.26,8366.33,8667.51,8854.34,9218.1,9332.9,9358.31,9248.66,9401.2,9652.04,9957.38,10110.63,10169.26,10343.78,10750.21,11337.5,11786.96,12083.04,12007.74,11745.93,11051.51,11445.9,11924.88,12247.63,12690.91,12910.7,13202.12,13654.67,13862.82,13523.93,14211.17,14510.35,14289.23,14111.82,13086.59,13351.54,13747.69,12855.61,12926.93,12121.95,11731.65,11639.51,12163.78,12029.53,11234.18,9852.13,9709.04,9332.75,7108.6,6691.49,6143.05)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1zhs81259953446.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2ly871259953446.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.334061579  0.209709807  0.254108717  0.176134760
 [6]  0.262376382  0.134597361  0.079583912  0.154307565  0.125837938
[11]  0.064304098  0.275237701  0.053336330  0.039876022  0.190973341
[16]  0.043356141  0.073499695 -0.055840626 -0.159063252 -0.002066898
[21] -0.057238197 -0.077848156 -0.124131668 -0.134330570 -0.119847451
[26]  0.003110157 -0.051753477 -0.035488276  0.026824452 -0.042157880
[31] -0.056716905 -0.087942976 -0.096919452 -0.157282078 -0.136184219
[36] -0.158793379 -0.083805751
> (mypacf <- c(rpacf$acf))
 [1]  0.334061579  0.110437137  0.176506870  0.040519469  0.179539312
 [6] -0.044785618 -0.019070097  0.064577447  0.032912408 -0.046610470
[11]  0.264101641 -0.150752675 -0.012435047  0.123287200 -0.065606354
[16] -0.048785603 -0.115624572 -0.158044296  0.016089007 -0.036696322
[21]  0.025899599 -0.180557204  0.035181254 -0.059295660  0.063208078
[26]  0.044088183  0.057794021  0.076272616  0.064099618 -0.141260390
[31]  0.022987196 -0.039433778 -0.096340045 -0.043050204 -0.076937251
[36]  0.005658182
> 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/311c31259953446.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/4693s1259953446.tab") 
> system("convert tmp/1zhs81259953446.ps tmp/1zhs81259953446.png")
> system("convert tmp/2ly871259953446.ps tmp/2ly871259953446.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.551   0.325   0.643