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(3.9,3.6,3.3,3.2,3.4,3.4,3.5,3.2,3.3,3.3,3.4,3.7,3.9,4,3.7,3.9,4.2,4.4,4.3,4.2,4.3,4.3,4.3,4.5,5,5.2,5.2,5.4,5.5,5.4,5.5,5.4,5.7,5.7,6.1,6.5,6.9,6.8,6.7,6.6,6.5,6.4,6.1,6.2,6.3,6.4,6.5,6.7,7,7,6.8,6.7,6.7,6.5,6.4,6.1,6.2,6,6.1,6.1,6.2)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1lmcl1260458250.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2s7961260458250.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.97412570  0.93742187  0.89249338  0.84881355  0.80284144
 [7]  0.75887760  0.71733712  0.67058691  0.62109234  0.57057264  0.52146964
[13]  0.46734850  0.40634042  0.34401815  0.28076820  0.22196838  0.16827578
[19]  0.11964838  0.07308976  0.02087436 -0.03269220 -0.08590920 -0.13857162
[25] -0.18957028 -0.24031687 -0.28233126 -0.31918298 -0.34586731 -0.37189455
[31] -0.39265659 -0.41128432 -0.42897094 -0.44402917 -0.45492633 -0.45497547
[37] -0.45024343
> (mypacf <- c(rpacf$acf))
 [1]  0.9741256959 -0.2251213755 -0.1433308917  0.0588716175 -0.0721996117
 [6]  0.0175475640  0.0268027526 -0.1725726367 -0.0451461042  0.0024197129
[11] -0.0146588262 -0.1400771856 -0.1612673717 -0.0104194317 -0.0389211980
[16]  0.0536971953  0.0394187868 -0.0412096555 -0.0338519687 -0.1579962917
[21] -0.0304722798  0.0036692860 -0.0836386280 -0.0127211216 -0.0838990603
[26]  0.1121563055  0.0393050744  0.0720820440 -0.1349404499 -0.0184419676
[31]  0.0327949698 -0.0007859028  0.0193437244  0.0259367902  0.1067017267
[36]  0.0067812285
> 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/3yfc01260458250.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/49r0y1260458250.tab") 
> 
> system("convert tmp/1lmcl1260458250.ps tmp/1lmcl1260458250.png")
> system("convert tmp/2s7961260458250.ps tmp/2s7961260458250.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.555   0.342   5.594