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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1xlci1260459482.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/20z5h1260459482.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.291144401  0.129236984 -0.121214036  0.083319704
 [6] -0.094051248 -0.227484945 -0.056554655  0.030292667 -0.019429782
[11] -0.109297946  0.248607291  0.358426883  0.190646296 -0.110581617
[16] -0.083804178 -0.046395559 -0.099909548 -0.149631998  0.007916388
[21]  0.025103462 -0.111080961 -0.122367606 -0.049943003  0.197115456
[26] -0.127828166 -0.085958913 -0.174488886  0.009451590 -0.179591356
[31] -0.095494759 -0.078307685  0.004748098 -0.154780314 -0.154097589
[36]  0.030511982  0.111486135
> (mypacf <- c(rpacf$acf))
 [1]  0.2911444007  0.0485907167 -0.1874538842  0.1811436527 -0.1555684730
 [6] -0.2531608891  0.2041781855 -0.0111416623 -0.1684715870  0.0470033569
[11]  0.3749442423  0.1155179584 -0.1107760072 -0.0628977109 -0.0396920856
[16] -0.0943042092  0.0547031245  0.0447245437  0.0003619341 -0.0926873256
[21] -0.0876612294 -0.0102716307 -0.2137671666  0.1400569482 -0.2084194149
[26] -0.0300860836  0.0285543249 -0.0443487753 -0.1795713353  0.0279189257
[31] -0.1499203612 -0.0728047170 -0.0619041183  0.0404579944 -0.0251020987
[36]  0.0634689066
> 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/3hjte1260459482.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/4bkct1260459482.tab") 
> system("convert tmp/1xlci1260459482.ps tmp/1xlci1260459482.png")
> system("convert tmp/20z5h1260459482.ps tmp/20z5h1260459482.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.557   0.322   0.902