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(8.32,8.27,8.28,8.32,8.3,8.26,8.29,8.17,8.04,8,7.98,7.97,7.92,7.96,7.99,7.93,7.97,7.95,7.96,7.97,7.9,7.76,7.74,7.72,7.68,7.72,7.71,7.71,7.68,7.7,7.69,7.66,7.61,7.33,7.24,7.14)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/12wc61260990294.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2feu11260990294.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.848476834  0.704953900  0.566391985  0.479988094
 [6]  0.407648307  0.348397163  0.286452583  0.231969549  0.205971420
[11]  0.181520198  0.157349238  0.115416160  0.071339252  0.006188028
[16] -0.070191913 -0.105704422 -0.136274113 -0.163284099 -0.195175029
[21] -0.223320626 -0.252248776 -0.249419860 -0.252986034 -0.270791021
[26] -0.277738549 -0.303154313 -0.338546709 -0.370506795 -0.372773568
[31] -0.350071461 -0.331817163 -0.298905478 -0.256963503 -0.185972456
[36] -0.106216822
> (mypacf <- c(rpacf$acf))
 [1]  0.848476834 -0.053408525 -0.065791519  0.099828717 -0.004531833
 [6] -0.004304933 -0.029845560 -0.008875085  0.072214908 -0.017650817
[11] -0.016797117 -0.058654413 -0.034515389 -0.107926695 -0.115525813
[16]  0.077583631 -0.044257018 -0.057777847 -0.038878313 -0.039955510
[21] -0.048545663  0.043625395 -0.057084656 -0.071783785  0.032261435
[26] -0.105155071 -0.112842747 -0.034799980  0.013496921  0.029616294
[31] -0.046743051  0.040697607  0.045418530  0.104407892  0.065238240
> 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/3794x1260990294.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/4bn631260990294.tab") 
> 
> try(system("convert tmp/12wc61260990294.ps tmp/12wc61260990294.png",intern=TRUE))
character(0)
> try(system("convert tmp/2feu11260990294.ps tmp/2feu11260990294.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.555   0.313   0.674