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(1.4,1,-0.8,-2.9,-0.7,-0.7,1.5,3,3.2,3.1,3.9,1,1.3,0.8,1.2,2.9,3.9,4.5,4.5,3.3,2,1.5,1,2.1,3,4,5.1,4.5,4.2,3.3,2.7,1.8,1.4,0.5,-0.4,0.8,0.7,1.9,2,1.1,0.9,0.4,0.7,2.1,2.8,3.9,3.5,2,2,1.5,2.5,3.1,2.7,2.8,2.5,3,3.2,2.8,2.4,2,1.8,1.1,-1.5,-3.7)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1chr21259229583.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2k5hw1259229583.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.275378915  0.126140710 -0.135835812 -0.498398783
 [6] -0.238853027 -0.068061467 -0.050720421  0.315120573  0.241339006
[11]  0.078105010  0.075500538 -0.214057805 -0.137081806 -0.080218508
[16] -0.085917494 -0.001236353 -0.029452516  0.008714215  0.020421869
[21]  0.114796313 -0.056288701 -0.016941859 -0.153554513 -0.224766060
[26] -0.043323997 -0.056485547  0.123284693  0.239150272  0.129119623
[31]  0.083119840 -0.017999331 -0.195797866 -0.007211212 -0.015270420
[36]  0.108398644  0.174438946
> (mypacf <- c(rpacf$acf))
 [1]  0.275378915  0.054435176 -0.199333775 -0.474761051  0.014748118
 [6]  0.146999391 -0.181700714  0.124423449  0.153263682 -0.092301585
[11] -0.044440009 -0.019319231  0.121200599 -0.074840151 -0.060124279
[16] -0.095273710 -0.136163495  0.044037305 -0.059776434  0.148676741
[21] -0.223556396 -0.059156062 -0.116803836 -0.184875234  0.110447489
[26] -0.097634935  0.101976507 -0.031365725 -0.005832978  0.036511541
[31] -0.035541523  0.142751647  0.072565271  0.070733536  0.084372175
[36] -0.087512382
> 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/3vwj21259229583.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/4ue8c1259229583.tab") 
> 
> system("convert tmp/1chr21259229583.ps tmp/1chr21259229583.png")
> system("convert tmp/2k5hw1259229583.ps tmp/2k5hw1259229583.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.547   0.317   0.721