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(7787.0
+ ,8474.2
+ ,9154.7
+ ,8557.2
+ ,7951.1
+ ,9156.7
+ ,7865.7
+ ,7337.4
+ ,9131.7
+ ,8814.6
+ ,8598.8
+ ,8439.6
+ ,7451.8
+ ,8016.2
+ ,9544.1
+ ,8270.7
+ ,8102.2
+ ,9369.0
+ ,7657.7
+ ,7816.6
+ ,9391.3
+ ,9445.4
+ ,9533.1
+ ,10068.7
+ ,8955.5
+ ,10423.9
+ ,11617.2
+ ,9391.1
+ ,10872.0
+ ,10230.4
+ ,9221.0
+ ,9428.6
+ ,10934.5
+ ,10986.0
+ ,11724.6
+ ,11180.9
+ ,11163.2
+ ,11240.9
+ ,12107.1
+ ,10762.3
+ ,11340.4
+ ,11266.8
+ ,9542.7
+ ,9227.7
+ ,10571.9
+ ,10774.4
+ ,10392.8
+ ,9920.2
+ ,9884.9
+ ,10174.5
+ ,11395.4
+ ,10760.2
+ ,10570.1
+ ,10536.0
+ ,9902.6
+ ,8889.0
+ ,10837.3
+ ,11624.1
+ ,10509.0
+ ,10984.9
+ ,10649.1
+ ,10855.7
+ ,11677.4
+ ,10760.2
+ ,10046.2
+ ,10772.8
+ ,9987.7
+ ,8638.7
+ ,11063.7
+ ,11855.7
+ ,10684.5
+ ,11337.4
+ ,10478.0
+ ,11123.9
+ ,12909.3
+ ,11339.9
+ ,10462.2
+ ,12733.5
+ ,10519.2
+ ,10414.9
+ ,12476.8
+ ,12384.6
+ ,12266.7
+ ,12919.9
+ ,11497.3
+ ,12142.0
+ ,13919.4
+ ,12656.8
+ ,12034.1
+ ,13199.7
+ ,10881.3
+ ,11301.2
+ ,13643.9
+ ,12517.0
+ ,13981.1
+ ,14275.7
+ ,13435.0
+ ,13565.7
+ ,16216.3
+ ,12970.0
+ ,14079.9
+ ,14235.0
+ ,12213.4
+ ,12581.0
+ ,14130.4
+ ,14210.8
+ ,14378.5
+ ,13142.8
+ ,13714.7
+ ,13621.9
+ ,15379.8
+ ,13306.3
+ ,14391.2
+ ,14909.9
+ ,14025.4
+ ,12951.2
+ ,14344.3
+ ,16093.4
+ ,15413.6
+ ,14705.7
+ ,15972.8
+ ,16241.4
+ ,16626.4
+ ,17136.2
+ ,15622.9
+ ,18003.9
+ ,16136.1
+ ,14423.7
+ ,16789.4
+ ,16782.2
+ ,14133.8
+ ,12607.0)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1txgh1260971972.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2opor1260971972.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.310507594 -0.374244009  0.403680839 -0.184470442
 [6] -0.179346661  0.428182307 -0.280710945 -0.059787629  0.340640306
[11] -0.467411041 -0.090329144  0.668107969 -0.253251141 -0.262517700
[16]  0.277947308 -0.181833534 -0.076599760  0.282529429 -0.194540227
[21] -0.005870496  0.182016994 -0.352451851  0.020224318  0.408865756
[26] -0.079941246 -0.221628662  0.142841777 -0.068027610 -0.078375898
[31]  0.150274313 -0.008574731 -0.087720136  0.109982612 -0.187609381
[36] -0.066603914  0.339320716
> (mypacf <- c(rpacf$acf))
 [1] -0.310507594 -0.520879560  0.099037418 -0.247464763 -0.150981167
 [6]  0.196295499 -0.180419625  0.121463916  0.096142963 -0.375245102
[11] -0.300950534  0.299234957  0.294611649  0.020120423 -0.183268318
[16] -0.049249559 -0.069435924 -0.110963255  0.032137114 -0.007718327
[21] -0.139100034 -0.056370574  0.094733506 -0.048748695  0.200086384
[26]  0.025980206 -0.023316971 -0.007586598 -0.078705568 -0.061323389
[31]  0.033109933 -0.061446603  0.066739523 -0.000973970 -0.016049092
[36]  0.051882364
> 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/3gdnj1260971972.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/4vfp01260971972.tab") 
> 
> try(system("convert tmp/1txgh1260971972.ps tmp/1txgh1260971972.png",intern=TRUE))
character(0)
> try(system("convert tmp/2opor1260971972.ps tmp/2opor1260971972.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.531   0.335   0.952