R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(-9,-13,-18,-11,-9,-10,-13,-11,-5,-15,-6,-6,-3,-1,-3,-4,-6,0,-4,-2,-2,-6,-7,-6,-6,-3,-2,-5,-11,-11,-11,-10,-14,-8,-9,-5,-1,-2,-5,-4,-6,-2,-2,-2,-2,2,1,-8,-1,1,-1,2,2,1,-1,-2,-2,-1,-8,-4,-6,-3,-3,-7,-9,-11,-13,-11,-9,-17,-22,-25,-20)
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '48'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/freestat/rcomp/tmp/1yhrc1243891009.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/freestat/rcomp/tmp/2so9n1243891009.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.258032280 -0.078711361 -0.027005068 -0.006097514
 [6]  0.035754850 -0.040167382  0.160946145 -0.075849459  0.035035997
[11] -0.038801484 -0.014808496  0.020275373  0.043267679 -0.080145207
[16] -0.034915544  0.115316133 -0.095767529 -0.035986296  0.088074793
[21] -0.031877404 -0.143365508  0.003405481  0.125618090 -0.082852682
[26] -0.057386470  0.180974629 -0.086619713 -0.001279420  0.017710162
[31] -0.117405132  0.129586841  0.029495382 -0.010166062 -0.095247306
[36] -0.039385407 -0.006844936  0.005681915  0.170618044 -0.108595317
[41] -0.053192064  0.082877197  0.094709131 -0.046410250 -0.072451313
[46]  0.061922350 -0.051567116 -0.032355160 -0.004887586
> (mypacf <- c(rpacf$acf))
 [1] -0.258032280 -0.155655675 -0.099517267 -0.060807280  0.003863619
 [6] -0.040975313  0.157589368  0.014057954  0.065094302 -0.004433117
[11] -0.016280445 -0.005659739  0.052722392 -0.092785610 -0.068360796
[16]  0.064348549 -0.062028306 -0.072735954  0.061253537 -0.022253198
[21] -0.149059148 -0.076547909  0.059010290 -0.045523285 -0.088308866
[26]  0.168212872  0.018947936  0.025386659  0.054119591 -0.112713445
[31]  0.069437324  0.061499389 -0.004219783 -0.064700027 -0.153167154
[36] -0.117190529  0.014654608  0.124720651 -0.100568800 -0.025736527
[41]  0.142516974  0.123837131  0.088177912 -0.011831231 -0.039971777
[46] -0.022784329 -0.041036189 -0.084865024
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/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/freestat/rcomp/tmp/3x37w1243891009.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/freestat/rcomp/tmp/4o49p1243891009.tab") 
> 
> system("convert tmp/1yhrc1243891009.ps tmp/1yhrc1243891009.png")
> system("convert tmp/2so9n1243891009.ps tmp/2so9n1243891009.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.802   0.407   0.920