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(1.1,1.2,1.1,1.2,1.4,1.5,1.5,1.8,1.6,1.5,1.4,1.4,1.4,1.4,1.5,1.4,1.1,1.1,0.9,0.9,0.9,0.9,1.1,1.3,1,1.1,1.4,1.4,1.3,1.4,1,1.8,1.5,1.5,1.4,1.6,1.6,1.6,1.4,1.7,1.8,1.9,2.2,2.1,2.4,2.6,2.8,2.7,2.6,2.9,2.8,2.2,2.2,2.2,2,2,1.7,1.4,1.3,1.4,1.3,2.5,2.4,2.4,2.1,1.7,1.4,1.2,1.1,0.8,0.5,0.6,0.4,0.4,0.3,0.6,0.7,0.8,0.9,0.7,0.6,0.6,0.6,0.5,0.8,0.9,1,1,1.2,1.3,1.3,1.3,1.3,1.4,1.7,1.8,1.4,1.5,1.7,1.6,1.7,1.8,1.7,2.2,2.7,3,2.8,2.7,2.7,2.5,2,1.8,1.4,1.5,1.6,1.3,1.1,0.8,1.1,1.3,1.5,1.8)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1afkd1261568600.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2u1k21261568600.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.054177181  0.105886309  0.016812579 -0.023257598
 [6] -0.049938008  0.005715392 -0.175702758 -0.061358118 -0.059967300
[11] -0.031070369 -0.102406405 -0.130724495  0.029590528  0.117582352
[16]  0.056014735  0.105843990  0.068403327 -0.020670402  0.071830809
[21] -0.078967329 -0.060749921 -0.022834215 -0.088346105 -0.053544298
[26] -0.172004013 -0.019981189  0.026145986 -0.033703220 -0.114484751
[31]  0.126607132 -0.158826795  0.076763866 -0.040381091 -0.084960656
[36] -0.059685076  0.045052607
> (mypacf <- c(rpacf$acf))
 [1]  0.054177181  0.103254210  0.006157798 -0.035785640 -0.050252620
 [6]  0.016845677 -0.168179906 -0.048714801 -0.023747631 -0.013997287
[11] -0.104529424 -0.143583863  0.061305107  0.119693030  0.016900681
[16]  0.047753659  0.045496545 -0.061134193  0.016451774 -0.086129695
[21] -0.027795464  0.006020808 -0.082779594 -0.033303662 -0.152759173
[26]  0.054823504  0.056047793 -0.057034080 -0.169454372  0.096701016
[31] -0.187723056 -0.029128974 -0.083440159 -0.093305263 -0.086171762
[36] -0.048176447
> 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/35s711261568600.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/43xat1261568600.tab") 
> 
> try(system("convert tmp/1afkd1261568600.ps tmp/1afkd1261568600.png",intern=TRUE))
character(0)
> try(system("convert tmp/2u1k21261568600.ps tmp/2u1k21261568600.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.522   0.331   0.741