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(21,19,25,21,23,23,19,18,19,19,22,23,20,14,14,14,15,11,17,16,20,24,23,20,21,19,23,23,23,23,27,26,17,24,26,24,27,27,26,24,23,23,24,17,21,19,22,22,18,16,14,12,14,16,8,3,0,5,1,1,3)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> par3 = '2'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1gog61261061617.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2sl2b1261061617.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000e+00 -5.417147e-01  5.537136e-03  4.051343e-02  2.166926e-02
 [6] -7.572397e-02  8.649659e-02 -5.672128e-02  6.887088e-02 -6.263508e-02
[11] -1.899490e-02  1.015451e-01 -1.072782e-01  1.305269e-01 -1.750709e-01
[16]  1.116839e-02  2.047042e-01 -1.787224e-01  1.834153e-02  7.832826e-02
[21]  5.311666e-02 -1.977108e-01  8.238031e-02 -2.335374e-05  1.062682e-01
[26] -2.646428e-01  3.040809e-01 -1.383228e-01 -8.941474e-03  7.834171e-02
[31] -1.875171e-01  1.602776e-01  1.559835e-02 -7.083454e-02  7.659495e-03
[36]  6.884222e-03 -1.554032e-02
> (mypacf <- c(rpacf$acf))
 [1] -0.54171473 -0.40750080 -0.29872434 -0.18786342 -0.23946471 -0.14473408
 [7] -0.16128705 -0.03722223 -0.03956775 -0.10985777  0.03228723 -0.04330601
[13]  0.16675392 -0.02774799 -0.22554521  0.03470398 -0.05666260 -0.06588889
[19] -0.03972524  0.24585098  0.10471356 -0.01944123 -0.07380490  0.05869650
[25] -0.24897555 -0.04404671 -0.02066220 -0.00909206  0.14277576 -0.14164268
[31] -0.04416361 -0.01077084  0.08156249  0.11646467 -0.12416718 -0.13703160
> 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/3q17g1261061617.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/4lu0t1261061618.tab") 
> 
> try(system("convert tmp/1gog61261061617.ps tmp/1gog61261061617.png",intern=TRUE))
character(0)
> try(system("convert tmp/2sl2b1261061617.ps tmp/2sl2b1261061617.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.568   0.317   0.652