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(2360,2214,2825,2355,2333,3016,2155,2172,2150,2533,2058,2160,2260,2498,2695,2799,2947,2930,2318,2540,2570,2669,2450,2842,3440,2678,2981,2260,2844,2546,2456,2295,2379,2479,2057,2280,2351,2276,2548,2311,2201,2725,2408,2139,1898,2537,2069,2063,2524,2437,2189,2793,2074,2622,2278,2144,2427,2139,1828,2072,1800,1758,2246,1987,1868,2514,2121)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1.0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1wytw1260107141.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/20ikd1260107141.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.329881330  0.383293071  0.403060019  0.232586016
 [6]  0.135029994  0.105760586  0.098236450  0.133620770  0.139608238
[11]  0.059274503  0.080643026  0.154018695 -0.014748467  0.043955664
[16]  0.047211468 -0.061072801  0.022353991 -0.078243228 -0.006415598
[21] -0.085027471  0.042096031 -0.044365605 -0.028385658  0.081428403
[26]  0.037916317 -0.005183342  0.041764350 -0.037187659 -0.077137401
[31] -0.094808703 -0.146944787 -0.105167251 -0.113079707 -0.151518293
[36] -0.227371921 -0.086640103
> (mypacf <- c(rpacf$acf))
 [1]  0.329881330  0.307987051  0.265249223 -0.011787193 -0.132225061
 [6] -0.082919932  0.041052454  0.156786396  0.127347529 -0.082686700
[11] -0.100860677  0.079928061 -0.064741568  0.026849776  0.013199451
[16] -0.110122079  0.027395232 -0.079667491  0.072680328 -0.084562177
[21]  0.125797702 -0.022733056 -0.043126283  0.090722075  0.075529357
[26] -0.063081232 -0.025727510 -0.089776817 -0.113733535 -0.016667471
[31] -0.053156969  0.054207654 -0.054689136 -0.072046215 -0.207908148
[36]  0.003157989
> 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/3ijjt1260107142.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/4221u1260107142.tab") 
> 
> system("convert tmp/1wytw1260107141.ps tmp/1wytw1260107141.png")
> system("convert tmp/20ikd1260107141.ps tmp/20ikd1260107141.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.564   0.327   0.663