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(36845,35338,35022,34777,26887,23970,22780,17351,21382,24561,17409,11514,31514,27071,29462,26105,22397,23843,21705,18089,20764,25316,17704,15548,28029,29383,36438,32034,22679,24319,18004,17537,20366,22782,19169,13807,29743,25591,29096,26482,22405,27044,17970,18730,19684,19785,18479,10698,31956,29506,34506,27165,26736,23691,18157,17328,18205,20995,17382,9367,31124,26551,30651,25859,25100,25778,20418,18688,20424,24776,19814,12738,31566,30111,30019,31934,25826,26835,20205,17789,20520,22518,15572,11509)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '60'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1iq381261408018.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/20iw01261408018.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.304955629 -0.051316306  0.011715471 -0.052171018
 [6]  0.084970719 -0.249400561  0.063304209 -0.039126409  0.006668207
[11] -0.082063106 -0.236774878  0.733406075 -0.221279155 -0.028943576
[16]  0.018351260 -0.072127164  0.098028489 -0.245770570  0.076276811
[21] -0.049501557 -0.025090746 -0.069732484 -0.146445595  0.569890844
[26] -0.152158272 -0.049440792  0.024893918 -0.023283209  0.062383831
[31] -0.217473024  0.115184261 -0.064281433 -0.023600666 -0.031276895
[36] -0.146868317  0.424027771 -0.098512172 -0.063731166  0.019855795
[41]  0.036189556 -0.027049175 -0.094949650  0.055076346 -0.061218433
[46] -0.019020209 -0.031749227 -0.097629339  0.304515452 -0.044860481
[51] -0.073918906  0.040686445  0.019208606 -0.048303775 -0.014412445
[56]  0.018527156 -0.026628816  0.013663746 -0.066460179 -0.066873983
[61]  0.175502445
> (mypacf <- c(rpacf$acf))
 [1] -0.304955629 -0.159111260 -0.062152799 -0.086484317  0.042174376
 [6] -0.250109098 -0.110269801 -0.139945544 -0.081238055 -0.202199045
[11] -0.452336773  0.565388373  0.154446760  0.028280351  0.003546795
[16] -0.072709587 -0.051128393 -0.083317251  0.003715850 -0.065215312
[21] -0.132820298 -0.067469486  0.048219024  0.091876870  0.074517253
[26] -0.075050868 -0.083282389  0.057661483 -0.030901080 -0.013765917
[31]  0.074837176 -0.014785506  0.023220562  0.127663846 -0.024410490
[36] -0.124160797 -0.076787352 -0.056424846 -0.048899884  0.087231325
[41] -0.105283194  0.121028947 -0.062880615 -0.008345371 -0.012539532
[46] -0.086726860 -0.018703513 -0.071687515  0.051151052  0.044341990
[51]  0.044224625 -0.083121441 -0.004435190 -0.008194103 -0.024612120
[56]  0.035269434  0.058640172 -0.008560315 -0.059883986 -0.080564297
> 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/3936h1261408018.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/4z8xc1261408018.tab") 
> 
> try(system("convert tmp/1iq381261408018.ps tmp/1iq381261408018.png",intern=TRUE))
character(0)
> try(system("convert tmp/20iw01261408018.ps tmp/20iw01261408018.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.600   0.337   0.759