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(-1.2,-2.4,0.8,-0.1,-1.5,-4.4,-4.2,3.5,10,8.6,9.5,9.9,10.4,16,12.7,10.2,8.9,12.6,13.6,14.8,9.5,13.7,17,14.7,17.4,9,9.1,12.2,15.9,12.9,10.9,10.6,13.2,9.6,6.4,5.8,-1,-0.2,2.7,3.6,-0.9,0.3,-1.1,-2.5,-3.4,-3.5,-3.9,-4.6,-0.1,4.3,10.2,8.7,13.3,15,20.7,20.7,26.4,31.2,31.4,26.6,26.6,19.2,6.5,3.1,-0.2,-4,-12.6,-13,-17.6,-21.7,-23.2,-16.8,-19.8)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1yeeh1261329304.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2yq671261329304.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.907235328  0.795352915  0.653640800  0.501077355
 [6]  0.328487500  0.156357672 -0.025803572 -0.176792493 -0.296884657
[11] -0.394532883 -0.475863776 -0.536921966 -0.528290100 -0.490402447
[16] -0.426636859 -0.367688881 -0.303996243 -0.243780653 -0.163421080
[21] -0.099806509 -0.044682134  0.001050866  0.044673042  0.088197260
[26]  0.125829517  0.140337080  0.139790695  0.149991900  0.156263592
[31]  0.161078873  0.156626121  0.153973513  0.142023972  0.131118131
[36]  0.125202031  0.111089413
> (mypacf <- c(rpacf$acf))
 [1]  0.907235328 -0.156694488 -0.225049720 -0.127162087 -0.199079202
 [6] -0.113021541 -0.197901965  0.013395030  0.026517585 -0.075058168
[11] -0.109057149 -0.115712659  0.244966691  0.007965753 -0.023009655
[16] -0.144902076 -0.103054542 -0.083157543  0.018957962 -0.045690886
[21] -0.008021908  0.014479771 -0.033629364  0.008924085  0.056328955
[26] -0.048522961 -0.039778717  0.051160609 -0.027545066 -0.026935789
[31]  0.025015172  0.042935534 -0.025480893 -0.035694215  0.084532785
[36]  0.013093069
> 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/35pvo1261329304.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/49ykr1261329304.tab") 
> 
> try(system("convert tmp/1yeeh1261329304.ps tmp/1yeeh1261329304.png",intern=TRUE))
character(0)
> try(system("convert tmp/2yq671261329304.ps tmp/2yq671261329304.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.556   0.322   1.078