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(1.4,1,-0.8,-2.9,-0.7,-0.7,1.5,3,3.2,3.1,3.9,1,1.3,0.8,1.2,2.9,3.9,4.5,4.5,3.3,2,1.5,1,2.1,3,4,5.1,4.5,4.2,3.3,2.7,1.8,1.4,0.5,-0.4,0.8,0.7,1.9,2,1.1,0.9,0.4,0.7,2.1,2.8,3.9,3.5,2,2,1.5,2.5,3.1,2.7,2.8,2.5,3,3.2,2.8,2.4,2,1.8,1.1,-1.5,-3.7)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/15hgb1259955480.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2wx2o1259955480.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.26819367  0.14222156 -0.11726302 -0.41577130 -0.23286520
 [7] -0.06432410 -0.11256774  0.24653872  0.20423244  0.13302650  0.11293610
[13] -0.15165800 -0.14431442 -0.14559527 -0.14493546 -0.01180815  0.01749347
[19]  0.06859027  0.12318842  0.12435715 -0.02668078 -0.02953588 -0.15315341
[25] -0.21518528 -0.08415471 -0.09574960  0.03755414  0.15733427  0.14606509
[31]  0.11521281  0.11391839 -0.07078265  0.01399083 -0.05134561 -0.01416597
[37]  0.08110477
> (mypacf <- c(rpacf$acf))
 [1]  0.268193674  0.075741650 -0.187299640 -0.395543872 -0.022284808
 [6]  0.132918598 -0.211361963  0.144126789  0.133726992 -0.012564617
[11] -0.047136659 -0.074805281  0.071176394 -0.088640563 -0.055865962
[16] -0.019992451 -0.055453472  0.003004248 -0.009937597  0.136494196
[21] -0.132106243 -0.016507200 -0.015077965 -0.169553431  0.002136037
[26] -0.098715272  0.032208165 -0.028196485  0.052703703  0.015302930
[31]  0.053804271  0.061533293  0.094834827  0.060702479  0.051940606
[36]  0.074265100
> 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/38sn51259955480.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/4ate41259955480.tab") 
> system("convert tmp/15hgb1259955480.ps tmp/15hgb1259955480.png")
> system("convert tmp/2wx2o1259955480.ps tmp/2wx2o1259955480.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.560   0.335   0.976