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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1vely1260460867.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2ceo81260460867.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.011376096  0.368146930 -0.137746711  0.115405702
 [6] -0.078810307 -0.034539474  0.016310307  0.056469298  0.272615132
[11]  0.006853070  0.314281798 -0.320723684  0.147889254 -0.168859649
[16]  0.085115132 -0.141173246  0.188459430  0.125822368  0.267132675
[21] -0.001096491 -0.014391447 -0.040021930 -0.208744518 -0.042763158
[26] -0.251781798 -0.030701754 -0.169819079  0.108004386 -0.184895833
[31]  0.060032895 -0.185169956  0.021107456 -0.121299342 -0.069627193
[36] -0.016310307 -0.060855263
> (mypacf <- c(rpacf$acf))
 [1]  0.011376096  0.368065148 -0.167257916 -0.010908964  0.031316189
 [6] -0.110847114  0.075139174  0.109934847  0.254563026 -0.064545352
[11]  0.184194821 -0.368754411  0.010963422  0.186233839 -0.076745246
[16] -0.073272869  0.275530731  0.066157279  0.065292878 -0.138096156
[21] -0.023839145 -0.098888905 -0.043629479 -0.130931536 -0.142949286
[26] -0.062920302 -0.146440739 -0.112019364 -0.089528493  0.067529373
[31]  0.104920000 -0.096379202  0.037746864  0.072063064 -0.006007004
[36] -0.096341209
> 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/3apc81260460867.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/46d911260460867.tab") 
> 
> system("convert tmp/1vely1260460867.ps tmp/1vely1260460867.png")
> system("convert tmp/2ceo81260460867.ps tmp/2ceo81260460867.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.558   0.333   0.694