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(1.19,1.18,1.18,1.33,1.3,1.25,1.22,1.17,1.18,1.19,1.21,1.21,1.2,1.2,1.29,1.83,1.85,1.54,1.52,1.43,1.4,1.4,1.39,1.37,1.33,1.36,1.34,1.75,1.84,1.73,1.63,1.5,1.45,1.38,1.38,1.27,1.31,1.29,1.32,1.48,1.39,1.45,1.44,1.44,1.42,1.39,1.4,1.39,1.3,1.32,1.35,1.51,1.37,1.25,1.15,1.09,1.09,1.06,1.02,1.01,1,1,1.05,1.3,1.34,1.24,1.22,1.06,1,1,1,1.01)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> par3 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1f0sd1261068962.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2l15j1261068962.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.152295373 -0.171136720 -0.113026359 -0.025148987
 [6]  0.019969884 -0.029269934 -0.024607041 -0.075723086  0.052497112
[11] -0.151040660 -0.304733424 -0.253512211  0.262394886  0.252966340
[16]  0.029276892 -0.034091204 -0.049032646  0.055809711  0.003391097
[21] -0.004974341  0.051246636  0.155575860  0.085723861 -0.353481695
[26] -0.281456204  0.002335572  0.098028363  0.198984062  0.026881644
[31] -0.036820647  0.064948172  0.043251787 -0.080742384  0.029473403
[36]  0.099791080  0.065026893
> (mypacf <- c(rpacf$acf))
 [1]  0.152295373 -0.198944905 -0.054873683 -0.031775237 -0.001505429
 [6] -0.051746195 -0.013521650 -0.089303086  0.071350988 -0.224009597
[11] -0.264347963 -0.286840640  0.236166140  0.036602942  0.029287250
[16] -0.019996831 -0.009358754 -0.006075984 -0.051966091 -0.062008011
[21]  0.071073919  0.011967669  0.039209598 -0.352453020  0.015506844
[26] -0.041680192 -0.031036847  0.161975529  0.001057460  0.039575862
[31]  0.097698602 -0.047278635  0.025872566  0.032757831 -0.092506911
[36] -0.240409653
> 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/3kd0u1261068962.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/48prn1261068962.tab") 
> 
> try(system("convert tmp/1f0sd1261068962.ps tmp/1f0sd1261068962.png",intern=TRUE))
character(0)
> try(system("convert tmp/2l15j1261068962.ps tmp/2l15j1261068962.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.556   0.310   0.662