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(11,8,6,10,11,10,9,8,11,10,12,13,13,13,13,13,12,13,12,13,12,14,11,12,13,13,12,10,9,10,10,9,7,11,11,12,13,13,12,12,10,12,12,12,10,13,13,11,13,12,11,12,12,11,10,9,10,9,6,7,5,8,5,5,5,1,3,5,7,2,3)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> par3 = '0'
> par2 = '1'
> par1 = '36'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/16aa71259070439.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2ve7m1259070439.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.79770312  0.70191779  0.61623346  0.57888968  0.52204284
 [7]  0.38280963  0.29518628  0.15151133  0.08127163 -0.01203355 -0.05796769
[13] -0.15082193 -0.23019312 -0.26194527 -0.22745463 -0.21911839 -0.24146848
[19] -0.22666129 -0.23216884 -0.16814177 -0.13985153 -0.07316392 -0.07601094
[25] -0.04684137  0.02063538  0.05884626  0.11559068  0.11894406  0.14110154
[31]  0.14986617  0.19330793  0.18202836  0.16826864  0.12134243  0.09570050
[37]  0.06234752
> (mypacf <- c(rpacf$acf))
 [1]  0.7977031208  0.1803491219  0.0381644960  0.1158326567 -0.0033736031
 [6] -0.2598006146 -0.0436398601 -0.2385870555 -0.0262144176 -0.0687442782
[11]  0.0765926061 -0.1190137319 -0.0231133571  0.0127159785  0.2223819276
[16] -0.0343015090  0.0004013427  0.0120168280 -0.0887906729  0.0276915822
[21]  0.0011016285  0.0582309915 -0.1039008994  0.0515458025  0.0986200084
[26] -0.0114700123  0.0369410474  0.0690669254 -0.0437828610 -0.0071817203
[31]  0.0645265666 -0.1045502900 -0.0503796919 -0.0809825020  0.0151864332
[36] -0.1159700669
> 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/3m0et1259070439.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/4nflu1259070439.tab") 
> system("convert tmp/16aa71259070439.ps tmp/16aa71259070439.png")
> system("convert tmp/2ve7m1259070439.ps tmp/2ve7m1259070439.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.548   0.315   1.228