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(2.6,2.4,2.5,2.7,3.2,2.8,2.8,3,3.1,3.1,3,2.4,2.7,3,2.7,2.7,2,2.4,2.6,2.4,2.3,2.4,2.5,2.6,2.6,2.6,2.7,2.8,2.6,2.6,2,2,2.1,1.9,2,2.5,2.9,3.3,3.5,3.8,4.6,4.4,5.3,5.8,5.9,5.6,5.8,5.5,4.6,4.2,4,3.5,2.3,2.2,1.4,0.6,0,0.5,0.1,0.1)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1tq1q1261405724.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/29nbn1261405724.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.253044834  0.259283668  0.327753443  0.359752589
 [6]  0.095421363  0.065935993  0.024351608 -0.062209168 -0.167760363
[11] -0.172787325 -0.052901080 -0.447856524 -0.224772807 -0.072946554
[16] -0.083094332 -0.236347235 -0.033555839 -0.042610019  0.010150132
[21] -0.048376344 -0.039030302  0.097745958 -0.005999932 -0.040692912
[26]  0.091118759 -0.102475763 -0.067404127 -0.006728409 -0.039685519
[31] -0.013154364 -0.049183965  0.023781713  0.043490899  0.013762507
[36] -0.029557747  0.124195321
> (mypacf <- c(rpacf$acf))
 [1]  0.253044834  0.208609606  0.249143475  0.246472622 -0.117316117
 [6] -0.139175563 -0.159349727 -0.164219262 -0.142626562 -0.079568806
[11]  0.168679413 -0.341661693  0.004858242  0.184481884  0.164801518
[16]  0.032989916  0.006247604 -0.143414582 -0.066651417 -0.096225881
[21] -0.187081905  0.062313986  0.099071815 -0.183238360  0.088275850
[26] -0.144624980  0.085909710  0.011673476  0.007788773  0.096073791
[31] -0.020709142  0.051934842 -0.118490945  0.019298918 -0.020876274
[36] -0.067302059
> 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/35sjl1261405724.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/4ghav1261405724.tab") 
> 
> try(system("convert tmp/1tq1q1261405724.ps tmp/1tq1q1261405724.png",intern=TRUE))
character(0)
> try(system("convert tmp/29nbn1261405724.ps tmp/29nbn1261405724.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.584   0.326   1.393