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(8715.1
+ ,8919.9
+ ,10085.8
+ ,9511.7
+ ,8991.3
+ ,10311.2
+ ,8895.4
+ ,7449.8
+ ,10084.0
+ ,9859.4
+ ,9100.1
+ ,8920.8
+ ,8502.7
+ ,8599.6
+ ,10394.4
+ ,9290.4
+ ,8742.2
+ ,10217.3
+ ,8639.0
+ ,8139.6
+ ,10779.1
+ ,10427.7
+ ,10349.1
+ ,10036.4
+ ,9492.1
+ ,10638.8
+ ,12054.5
+ ,10324.7
+ ,11817.3
+ ,11008.9
+ ,9996.6
+ ,9419.5
+ ,11958.8
+ ,12594.6
+ ,11890.6
+ ,10871.7
+ ,11835.7
+ ,11542.2
+ ,13093.7
+ ,11180.2
+ ,12035.7
+ ,12112.0
+ ,10875.2
+ ,9897.3
+ ,11672.1
+ ,12385.7
+ ,11405.6
+ ,9830.9
+ ,11025.1
+ ,10853.8
+ ,12252.6
+ ,11839.4
+ ,11669.1
+ ,11601.4
+ ,11178.4
+ ,9516.4
+ ,12102.8
+ ,12989.0
+ ,11610.2
+ ,10205.5
+ ,11356.2
+ ,11307.1
+ ,12648.6
+ ,11947.2
+ ,11714.1
+ ,12192.5
+ ,11268.8
+ ,9097.4
+ ,12639.8
+ ,13040.1
+ ,11687.3
+ ,11191.7
+ ,11391.9
+ ,11793.1
+ ,13933.2
+ ,12778.1
+ ,11810.3
+ ,13698.4
+ ,11956.6
+ ,10723.8
+ ,13938.9
+ ,13979.8
+ ,13807.4
+ ,12973.9
+ ,12509.8
+ ,12934.1
+ ,14908.3
+ ,13772.1
+ ,13012.6
+ ,14049.9
+ ,11816.5
+ ,11593.2
+ ,14466.2
+ ,13615.9
+ ,14733.9
+ ,13880.7
+ ,13527.5
+ ,13584.0
+ ,16170.2
+ ,13260.6
+ ,14741.9
+ ,15486.5
+ ,13154.5
+ ,12621.2
+ ,15031.6
+ ,15452.4
+ ,15428.0
+ ,13105.9
+ ,14716.8
+ ,14180.0
+ ,16202.2
+ ,14392.4
+ ,15140.6
+ ,15960.1
+ ,14351.3
+ ,13230.2
+ ,15202.1
+ ,17056.0
+ ,16077.7
+ ,13348.2
+ ,16402.4
+ ,16559.1
+ ,16579.0
+ ,17561.2
+ ,16129.6
+ ,18484.3
+ ,16402.6
+ ,14032.3
+ ,17109.1
+ ,17157.2
+ ,13879.8
+ ,12362.4)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = 'Default'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/15fey1260866367.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2f5t21260866367.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.279767197 -0.356957997  0.128566934  0.064961363
 [6] -0.083217727  0.182776197 -0.173696597  0.189440639 -0.006451385
[11] -0.356048840 -0.112715753  0.696040836 -0.200544519 -0.274295468
[16]  0.030855232  0.072705339 -0.050229738  0.122915799 -0.101350416
[21]  0.171311236 -0.069361153
> (mypacf <- c(rpacf$acf))
 [1] -0.279767197 -0.472185491 -0.210207253 -0.186376957 -0.186780545
 [6]  0.126339225 -0.132307689  0.345225168  0.172534451 -0.203897646
[11] -0.586434431  0.229184432  0.163257514  0.164667648 -0.076823487
[16] -0.057150039 -0.105766188 -0.094138384  0.072127393 -0.008859264
[21] -0.014182908
> 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/3mm181260866367.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/43p7a1260866367.tab") 
> 
> try(system("convert tmp/15fey1260866367.ps tmp/15fey1260866367.png",intern=TRUE))
character(0)
> try(system("convert tmp/2f5t21260866367.ps tmp/2f5t21260866367.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.533   0.299   1.719