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

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> 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 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/freestat/rcomp/tmp/1k4hy1243891190.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/freestat/rcomp/tmp/2ggdf1243891190.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.748816339  0.572341145  0.440394597  0.355768026
 [6]  0.321731440  0.259971865  0.200282720  0.086479822  0.022326854
[11] -0.055690493 -0.084444312 -0.106883034 -0.152056106 -0.202085171
[16] -0.243988234 -0.232129345 -0.276621886 -0.274509586 -0.255914592
[21] -0.260699877 -0.246280346 -0.175642029 -0.124566096 -0.113549220
[26] -0.079054022 -0.057806111 -0.060065358 -0.023269042 -0.015170375
[31] -0.014228819  0.036391504  0.033803527 -0.008330225 -0.028179468
[36] -0.014867241  0.036468216  0.100468471  0.137489708  0.075862779
[41]  0.066117691  0.041245206  0.007923755 -0.071967936 -0.133335340
[46] -0.165232290 -0.185271851 -0.168164799 -0.153231985
> (mypacf <- c(rpacf$acf))
 [1]  0.748816339  0.026441887  0.007628139  0.039046223  0.083041487
 [6] -0.048533864 -0.022919665 -0.154809344  0.002887529 -0.105894676
[11]  0.019390828 -0.035049075 -0.064590624 -0.082322249 -0.029165540
[16]  0.031245952 -0.142639038  0.002570007  0.019459530 -0.062744619
[21] -0.015136297  0.134406554 -0.019701306 -0.054216541  0.024575047
[26]  0.013710222 -0.100517991  0.040688648 -0.052680075 -0.035982351
[31]  0.093803688 -0.079062634 -0.106189832 -0.018006260  0.023441594
[36]  0.106120057  0.091790327 -0.008445320 -0.141278233  0.107572926
[41] -0.072031230 -0.106825359 -0.179137510 -0.093324189 -0.037255429
[46]  0.057365629 -0.037391944  0.025385237
> 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/3c5wz1243891190.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/4od061243891190.tab") 
> 
> system("convert tmp/1k4hy1243891190.ps tmp/1k4hy1243891190.png")
> system("convert tmp/2ggdf1243891190.ps tmp/2ggdf1243891190.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.797   0.419   0.933