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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Type 'contributors()' for more information and
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Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> 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 = '1'
> par3 = '0'
> par2 = '0.0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1qz5p1260971428.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2ud1f1260971428.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000e+00  4.585430e-01  4.457960e-01  5.379946e-01  2.394138e-01
 [6]  2.922518e-01  2.574619e-01 -1.517650e-05  1.336738e-01  6.456969e-02
[11] -1.304371e-01 -5.622484e-02 -1.080032e-01 -1.809159e-01 -9.228985e-02
[16] -1.520775e-01 -2.712656e-01 -9.440097e-02 -1.598128e-01 -2.434534e-01
[21] -1.144428e-01 -1.807503e-01 -2.322263e-01 -8.925961e-03 -2.334379e-01
[26] -2.223023e-01 -9.815665e-02 -2.117562e-01 -1.954818e-01 -1.204039e-01
[31] -2.019598e-01 -1.028938e-01 -3.447978e-02 -1.786325e-01 -9.570012e-02
[36] -7.172375e-02 -1.352946e-01
> (mypacf <- c(rpacf$acf))
 [1]  0.458543029  0.298243458  0.358289629 -0.194642980  0.028825715
 [6] -0.019243187 -0.215526946  0.067838954  0.015769471 -0.139772569
[11] -0.104885186  0.017494934  0.004323028  0.005494990  0.013886261
[16] -0.191726302  0.075204700  0.016371665 -0.087002983 -0.032576000
[21] -0.007081798 -0.116677194  0.156070564 -0.158805386 -0.116787652
[26] -0.091866075  0.070006318 -0.107767066 -0.017607786  0.039454813
[31] -0.029030730  0.023656794 -0.088915760 -0.088389775 -0.098210924
[36] -0.014752474
> 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/32rml1260971428.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/4kv0q1260971428.tab") 
> 
> try(system("convert tmp/1qz5p1260971428.ps tmp/1qz5p1260971428.png",intern=TRUE))
character(0)
> try(system("convert tmp/2ud1f1260971428.ps tmp/2ud1f1260971428.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.559   0.332   1.286