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(8.6,8.5,8.3,7.8,7.8,8,8.6,8.9,8.9,8.6,8.3,8.3,8.3,8.4,8.5,8.4,8.6,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.6,8.4,8.1,8,8,8,8,7.9,7.8,7.8,7.9,8.1,8,7.6,7.3,7,6.8,7,7.1,7.2,7.1,6.9,6.7,6.7,6.6,6.9,7.3,7.5,7.3,7.1,6.9,7.1)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1xf611259063872.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2pfpk1259063872.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.575753908 -0.047059979 -0.484289608 -0.543792024
 [6] -0.222689435  0.136025255  0.240356328  0.212041169  0.023439569
[11] -0.064640012 -0.061767914 -0.042900634 -0.039626983  0.004404264
[16] -0.001490871  0.035847831  0.038586079 -0.018440096 -0.094339247
[21] -0.056866693 -0.028295224 -0.006148597 -0.003142648 -0.009707037
[26] -0.003555592  0.028027522 -0.059784358 -0.144986145 -0.151684385
[31] -0.041999277  0.162050710  0.296899786  0.196639773 -0.036132621
[36] -0.306517114 -0.378869216 -0.174685379  0.117840045  0.287824980
[41]  0.256364325  0.074455270 -0.048090916 -0.069847382 -0.041275912
[46] -0.009826649  0.005895135
> (mypacf <- c(rpacf$acf))
 [1]  0.575753908 -0.566265266 -0.255032941 -0.108326291  0.114070494
 [6] -0.068915605 -0.184725740  0.165867081 -0.140116783  0.168424574
[11] -0.083805959  0.000526629 -0.063827415  0.115987610 -0.071593744
[16]  0.023356800 -0.008073373 -0.101535139 -0.046276350  0.112946604
[21] -0.130910076 -0.141169810  0.045791245 -0.024540453 -0.020505584
[26] -0.048397098 -0.223409223 -0.140794385  0.061745458  0.002919696
[31]  0.031239962  0.044194194 -0.025934773 -0.106306177 -0.090442523
[36] -0.062996518 -0.052472615 -0.013219458 -0.017305432 -0.090841936
[41]  0.058031919  0.091705082 -0.014698746 -0.009198987  0.038388909
[46] -0.015204971
> 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/3zxng1259063872.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/48ili1259063872.tab") 
> 
> system("convert tmp/1xf611259063872.ps tmp/1xf611259063872.png")
> system("convert tmp/2pfpk1259063872.ps tmp/2pfpk1259063872.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.583   0.310   0.753