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(11.1,10.9,10,9.2,9.2,9.5,9.6,9.5,9.1,8.9,9,10.1,10.3,10.2,9.6,9.2,9.3,9.4,9.4,9.2,9,9,9,9.8,10,9.8,9.3,9,9,9.1,9.1,9.1,9.2,8.8,8.3,8.4,8.1,7.7,7.9,7.9,8,7.9,7.6,7.1,6.8,6.5,6.9,8.2,8.7,8.3,7.9,7.5,7.8,8.3,8.4,8.2,7.7,7.2,7.3,8.1)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/11o1k1259063815.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2ff341259063815.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.608777307 -0.003586650 -0.493887684 -0.560965188
 [6] -0.255965545  0.168423072  0.396674692  0.398778505  0.171064943
[11] -0.144547577 -0.377808161 -0.440419601 -0.279158935  0.020947951
[16]  0.193786246  0.211478613  0.102158406 -0.084308072 -0.184610813
[21] -0.157104485 -0.081125722  0.028874775  0.064488288  0.050434623
[26]  0.052623775  0.073046982  0.020676198 -0.044068712 -0.117631963
[31] -0.110237145  0.018424101  0.116334935  0.144779989  0.073207976
[36] -0.028915326 -0.054091481 -0.023968097  0.014717613  0.049051045
[41]  0.052491832  0.018696459 -0.004801366 -0.032708363 -0.040958990
[46] -0.023209731 -0.005858720
> (mypacf <- c(rpacf$acf))
 [1]  0.608777307 -0.594538119 -0.315703241  0.046181362  0.072149734
 [6]  0.065652942 -0.031485926  0.193524062  0.001018156 -0.129693572
[11] -0.116280813 -0.189567550 -0.064971319 -0.035155358 -0.271571488
[16] -0.018486526  0.077901813 -0.102103034  0.032476890  0.067630520
[21] -0.059968726 -0.038033724 -0.184213850 -0.077055185  0.016588167
[26]  0.014257050 -0.234133661 -0.090358737  0.027597410 -0.050652856
[31]  0.034723402 -0.090346004  0.003474680 -0.073448337 -0.038721574
[36]  0.021224077 -0.041397171  0.037592182 -0.067313636 -0.085164758
[41] -0.022311331 -0.052657453 -0.068988771 -0.022559680 -0.084181505
[46] -0.050657234
> 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/332u31259063815.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/4xcpd1259063815.tab") 
> 
> system("convert tmp/11o1k1259063815.ps tmp/11o1k1259063815.png")
> system("convert tmp/2ff341259063815.ps tmp/2ff341259063815.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.578   0.312   0.747