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 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1k92o1261342239.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2jq4x1261342239.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000 -0.46598575  0.02010444 -0.19833759  0.23706939 -0.08910589
 [7]  0.10337842 -0.04535503 -0.09932283  0.04219912 -0.14410768  0.49841858
[13] -0.52495986  0.16682129 -0.13426121  0.26931841 -0.17385308  0.09864270
[19] -0.15001043  0.10282189  0.02437644 -0.10585680  0.21214181 -0.22373506
[25]  0.07786361 -0.08483418  0.25138898 -0.25651668  0.14223285 -0.09576591
[31]  0.10739349 -0.08854739 -0.00553694  0.11157032 -0.13522685  0.03325945
[37]  0.01881739
> (mypacf <- c(rpacf$acf))
 [1] -0.465985751 -0.251691184 -0.414442241 -0.135856674 -0.129188303
 [6]  0.022736706  0.139687385 -0.050092976 -0.018847723 -0.342299869
[11]  0.366182918 -0.243666400 -0.094732435 -0.129022389 -0.131829229
[16]  0.045609054 -0.120191768 -0.012474301  0.021351429  0.061871614
[21] -0.089055725 -0.082423888  0.189345298 -0.210790580 -0.047625145
[26]  0.007146863 -0.162942339  0.108035517 -0.007704885  0.020348005
[31] -0.016630113 -0.024745461  0.031725766 -0.182139843  0.063501233
[36] -0.058639953
> 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/3nx6u1261342239.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/4ne3x1261342239.tab") 
> 
> try(system("convert tmp/1k92o1261342239.ps tmp/1k92o1261342239.png",intern=TRUE))
character(0)
> try(system("convert tmp/2jq4x1261342239.ps tmp/2jq4x1261342239.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.529   0.324   0.729