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(518585,509239,512238,519164,517009,509933,509127,500857,506971,569323,579714,577992,565464,547344,554788,562325,560854,555332,543599,536662,542722,593530,610763,612613,611324,594167,595454,590865,589379,584428,573100,567456,569028,620735,628884,628232,612117,595404,597141,593408,590072,579799,574205,572775,572942,619567,625809,619916,587625,565742,557274,560576,548854,531673,525919,511038,498662,555362,564591,541657,527070,509846,514258,516922,507561,492622,490243,469357,477580,528379,533590,517945,506174,501866,516141,528222,532638,536322,536535,523597,536214,586570,596594,580523,564478)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1otw91260366975.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2hfgl1260366975.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.26048199 -0.22961053 -0.30224561 -0.23304479  0.08054212
 [7]  0.21544769  0.08224201 -0.23300254 -0.28956404 -0.20462772  0.24835059
[13]  0.77625518  0.17613373 -0.20642392 -0.27739307 -0.21683891  0.04341214
[19]  0.13781175  0.05437991 -0.22870269 -0.25227005 -0.14303104  0.21554462
[25]  0.60703748  0.09891661 -0.22109916 -0.27788995 -0.17230248  0.03333629
[31]  0.11247177  0.02954501 -0.22269316 -0.19396883 -0.08250316  0.17291157
[37]  0.47538546
> (mypacf <- c(rpacf$acf))
 [1]  0.260481994 -0.319113530 -0.167490038 -0.198805389  0.092379240
 [6]  0.029652414 -0.030695446 -0.253586745 -0.126995867 -0.236235232
[11]  0.236571865  0.649297104 -0.185687484  0.106145893 -0.003311269
[16] -0.017365397 -0.110289307 -0.168178172 -0.019513387 -0.089589464
[21]  0.007970489  0.025479048 -0.069744434  0.056230410 -0.097173635
[26] -0.104797472 -0.106400248  0.002765381 -0.059301901  0.017425053
[31] -0.060622388  0.008459792  0.020874240 -0.032515139 -0.125644013
[36] -0.036525424
> 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/3u42q1260366975.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/4vz5b1260366975.tab") 
> 
> system("convert tmp/1otw91260366975.ps tmp/1otw91260366975.png")
> system("convert tmp/2hfgl1260366975.ps tmp/2hfgl1260366975.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.557   0.319   0.693