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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Type 'demo()' for some demos, 'help()' for on-line help, or
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> x <- c(153.3
+ ,154.5
+ ,155.2
+ ,156.9
+ ,157
+ ,157.4
+ ,157.2
+ ,157.5
+ ,158
+ ,158.5
+ ,159
+ ,159.3
+ ,160
+ ,160.8
+ ,161.9
+ ,162.5
+ ,162.7
+ ,162.8
+ ,162.9
+ ,163
+ ,164
+ ,164.7
+ ,164.8
+ ,164.9
+ ,165
+ ,165.8
+ ,166.1
+ ,167.2
+ ,167.7
+ ,168.3
+ ,168.6
+ ,168.9
+ ,169.1
+ ,169.5
+ ,169.6
+ ,169.7
+ ,169.8
+ ,170.4
+ ,170.9
+ ,171.9
+ ,171.9
+ ,172
+ ,172
+ ,172.4
+ ,173
+ ,173.7
+ ,173.8
+ ,173.8
+ ,173.9
+ ,174.6
+ ,175
+ ,175.9
+ ,176
+ ,175.1
+ ,175.6
+ ,175.9
+ ,176.7
+ ,176.1
+ ,176.1
+ ,176.2
+ ,176.3
+ ,177.8
+ ,178.5
+ ,179.4
+ ,179.5
+ ,179.6
+ ,179.7
+ ,179.7
+ ,179.8
+ ,179.9
+ ,180.2
+ ,180.4
+ ,180.4
+ ,181.3
+ ,181.9
+ ,182.5
+ ,182.7
+ ,183.1
+ ,183.6
+ ,183.7
+ ,183.8
+ ,183.9
+ ,184.1
+ ,184.4
+ ,184.5
+ ,185.9
+ ,186.6
+ ,187.6
+ ,187.8
+ ,187.9
+ ,188
+ ,188.3
+ ,188.4
+ ,188.5
+ ,188.5
+ ,188.6
+ ,188.6
+ ,189.4
+ ,190
+ ,191.9
+ ,192.5
+ ,193
+ ,193.5
+ ,193.9
+ ,194.2
+ ,194.9
+ ,194.9
+ ,194.9
+ ,194.9
+ ,195.5
+ ,196
+ ,196.2
+ ,196.2
+ ,196.2
+ ,196.2
+ ,197
+ ,197.7
+ ,198
+ ,198.2
+ ,198.5
+ ,198.6
+ ,199.5
+ ,200
+ ,201.3
+ ,202.2
+ ,202.9
+ ,203.5
+ ,203.5
+ ,204
+ ,204.1
+ ,204.3
+ ,204.5
+ ,204.8
+ ,205.1
+ ,205.7
+ ,206.5
+ ,206.9
+ ,207.1
+ ,207.8
+ ,208
+ ,208.5
+ ,208.6
+ ,209
+ ,209.1
+ ,209.7
+ ,209.8
+ ,209.9
+ ,210
+ ,210.8
+ ,211.4
+ ,211.7
+ ,212
+ ,212.2
+ ,212.4
+ ,212.9
+ ,213.4
+ ,213.7
+ ,214
+ ,214.3
+ ,214.8
+ ,215
+ ,215.9
+ ,216.4
+ ,216.9
+ ,217.2
+ ,217.5
+ ,217.9
+ ,218.1
+ ,218.6
+ ,218.9
+ ,219.3
+ ,220.4
+ ,220.9
+ ,221
+ ,221.8
+ ,222
+ ,222.2
+ ,222.5
+ ,222.9
+ ,223.1
+ ,223.4
+ ,224
+ ,225.1
+ ,225.5
+ ,225.9
+ ,226.3
+ ,226.5
+ ,227
+ ,227.3
+ ,227.8
+ ,228.1
+ ,228.4
+ ,228.5
+ ,228.8
+ ,229
+ ,229.1
+ ,229.3
+ ,229.6
+ ,229.9
+ ,230
+ ,230.2
+ ,230.8
+ ,231
+ ,231.7
+ ,231.9
+ ,233
+ ,235.1
+ ,236
+ ,236.9
+ ,237.1
+ ,237.5
+ ,238.2
+ ,238.9
+ ,239.1
+ ,240
+ ,240.2
+ ,240.5
+ ,240.7
+ ,241.1
+ ,241.4
+ ,242.2
+ ,242.9
+ ,243.2
+ ,243.9)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/12cdm1259094133.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/24ja01259094133.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.0000000000  0.2179736275  0.1542695844 -0.1830820376 -0.1238954823
 [6] -0.0209465403  0.0073685786 -0.0253834046 -0.1659479428 -0.1806798610
[11]  0.0008666441  0.0694509573  0.2333453334  0.0814832567  0.0169011514
[16] -0.0919549328 -0.0503794618  0.0797630233  0.0015951406  0.0029835066
[21] -0.1407678551 -0.1733351374  0.0272722076  0.1014547171  0.3272326906
[26]  0.1170608324  0.0660234599 -0.0816095525 -0.1597583788 -0.0241203089
[31] -0.0653714653 -0.0477616693 -0.1465867355 -0.1538001543  0.0415974526
[36]  0.0634568352  0.2794485927
> (mypacf <- c(rpacf$acf))
 [1]  0.217973627  0.112082397 -0.252381983 -0.060294537  0.097907971
 [6] -0.022871802 -0.092274768 -0.159591456 -0.100792360  0.119292594
[11]  0.032475326  0.113727190 -0.010187547 -0.027148662 -0.032104894
[16] -0.008863406  0.086925735 -0.063494855 -0.017824105 -0.049429334
[21] -0.094800974  0.116425857  0.070449934  0.197605273  0.009184261
[26]  0.006180537 -0.010570433 -0.152926516 -0.016251728 -0.032919709
[31] -0.035838694 -0.030614882 -0.039198670  0.100985267 -0.001946867
[36]  0.102317470
> 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/3vewv1259094133.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/48hsd1259094133.tab") 
> 
> system("convert tmp/12cdm1259094133.ps tmp/12cdm1259094133.png")
> system("convert tmp/24ja01259094133.ps tmp/24ja01259094133.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.565   0.349   0.709