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(24,22,25,24,29,26,26,21,23,22,21,16,19,16,25,27,23,22,23,20,24,23,20,21,22,17,21,19,23,22,15,23,21,18,18,18,18,10,13,10,9,9,6,11,9,10,9,16,10,7,7,14,11,10,6,8,13,12,15,16,16)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1s1al1260382792.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2728o1260382792.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.453275839  0.031127602  0.006192497 -0.014790458
 [6]  0.103529223 -0.019380936 -0.048778145 -0.044518341  0.081429414
[11] -0.065661100  0.222600999 -0.324442768  0.082617537  0.181962653
[16] -0.209884888  0.132496158 -0.061340207 -0.002770223 -0.042154045
[21]  0.022917862 -0.088922030  0.045100008  0.011941883 -0.008424877
[26] -0.042050461 -0.104785961  0.090430646  0.030606138 -0.003253175
[31] -0.002860527 -0.107476060  0.111750915  0.026789888 -0.042766257
[36] -0.051531546 -0.031016935
> (mypacf <- c(rpacf$acf))
 [1] -4.532758e-01 -2.194114e-01 -1.005648e-01 -6.445626e-02  9.632276e-02
 [6]  1.091555e-01  1.597277e-02 -8.990792e-02 -1.812747e-05 -6.241353e-02
[11]  2.366448e-01 -1.345348e-01 -1.350177e-01  1.489212e-01 -8.809961e-02
[16] -2.684466e-03  4.539956e-02  1.463555e-02 -1.137145e-01 -1.084043e-01
[21] -1.428648e-01 -1.094953e-01  7.966512e-02  2.412739e-02 -1.405824e-01
[26] -9.491039e-02 -1.543213e-01 -2.034068e-02  1.441439e-01  1.271376e-01
[31] -1.247984e-01 -1.724044e-02  1.835509e-02 -7.047527e-02  3.150515e-02
[36] -3.223819e-02
> 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/38vid1260382793.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/4j1el1260382793.tab") 
> 
> system("convert tmp/1s1al1260382792.ps tmp/1s1al1260382792.png")
> system("convert tmp/2728o1260382792.ps tmp/2728o1260382792.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.550   0.325   0.681