R version 2.9.0 (2009-04-17)
Copyright (C) 2009 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(2194,2419,2742,2137,2710,2173,2363,2126,1905,2121,1983,1734,2074,2049,2406,2558,2251,2059,2397,1747,1707,2319,1631,1627,1791,2034,1997,2169,2028,2253,2218,1855,2187,1852,1570,1851,1954,1828,2251,2277,2085,2282,2266,1878,2267,2069,1746,2299,2360,2214,2825,2355,2333,3016,2155,2172,2150,2533,2058,2160,2260,2498,2695,2799,2945,2930,2318,2540,2570,2669,2450,2842,3440,2678,2981,2259,2844,2546,2456,2295,2379,2479,2057,2280,2351,2275,2543,2305,2188,2720,2398,2147,1898,2538,2081,2057,2497,2460,2195,2823,2100,2640,2342,2171,2482)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/18dw11242294768.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2n8ie1242294768.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000e+00  4.443160e-01  4.641019e-01  4.890420e-01  2.871021e-01
 [6]  2.236872e-01  2.304839e-01  1.821556e-01  2.733892e-01  3.501321e-01
[11]  2.767664e-01  3.498193e-01  4.381100e-01  2.520103e-01  2.316260e-01
[16]  2.414308e-01  3.054510e-02  8.078674e-02 -1.083930e-02 -2.915471e-03
[21]  8.168241e-03  1.208720e-01  2.640774e-02  1.511278e-01  1.425174e-01
[26]  6.726907e-02 -8.569903e-05 -4.051769e-02 -1.332894e-01 -1.644282e-01
[31] -1.926503e-01 -2.426442e-01 -6.593210e-02 -1.122740e-01 -9.873871e-02
[36] -7.605525e-02 -1.981416e-02 -1.394620e-01 -1.907526e-01 -2.077175e-01
[41] -2.294240e-01 -3.016115e-01 -2.678652e-01 -2.303788e-01 -2.036514e-01
[46] -2.169552e-01 -9.572243e-02 -1.225989e-01 -9.324233e-02
> (mypacf <- c(rpacf$acf))
 [1]  0.444316017  0.332283517  0.285327455 -0.081303390 -0.116334083
 [6]  0.015208084  0.074645007  0.232684098  0.253902306 -0.001959656
[11] -0.011547847  0.149966916 -0.079975846 -0.109283200 -0.013060942
[16] -0.186235751 -0.022442342 -0.128373602  0.017966966 -0.084630430
[21]  0.130235037 -0.059282509  0.066860678 -0.014464669  0.025966091
[26] -0.150520188 -0.082692684 -0.028401341 -0.033450701 -0.025912937
[31] -0.100912182  0.157310670 -0.019401459 -0.007071236 -0.141417203
[36]  0.036689626 -0.029293153 -0.107597119  0.019994491  0.018507430
[41] -0.014096710 -0.036002773  0.138298675 -0.107682352 -0.100276948
[46]  0.127130638  0.021536529  0.043052290
> 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/35rio1242294768.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/4mllu1242294768.tab") 
> 
> system("convert tmp/18dw11242294768.ps tmp/18dw11242294768.png")
> system("convert tmp/2n8ie1242294768.ps tmp/2n8ie1242294768.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.581   0.325   0.842