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(1919,1911,1870,2263,1802,1863,1989,2197,2409,2502,2593,2598,2053,2213,2238,2359,2151,2474,3079,2312,2565,1972,2484,2202,2151,1976,2012,2114,1772,1957,2070,1990,2182,2008,1916,2397,2114,1778,1641,2186,1773,1785,2217,2153,1895,2475,1793,2308,2051,1898,2142,1874,1560,1808,1575,1525,1997,1753,1623,2251,1890)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/18arj1259230205.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2lvzu1259230205.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.531404006  0.121571235 -0.063759950  0.094535674
 [6] -0.187873918  0.095275224 -0.018754110  0.046873899 -0.023327797
[11] -0.014477570  0.196162039 -0.367193031  0.152388416 -0.002995121
[16]  0.029399144 -0.156670084  0.195231451 -0.062142364  0.041577010
[21] -0.155281793  0.155046888 -0.149709930  0.139158972 -0.139276750
[26]  0.180005912 -0.129564116  0.098976558 -0.021282903 -0.021455812
[31] -0.039308918 -0.023556652  0.149305589 -0.087822501  0.044944262
[36] -0.047835143  0.087734264
> (mypacf <- c(rpacf$acf))
 [1] -0.531404006 -0.224103665 -0.152248892  0.013914250 -0.178662761
 [6] -0.146628187 -0.081900398  0.004609568  0.033538293 -0.047926503
[11]  0.255296664 -0.194573898 -0.211097090 -0.081523622 -0.011137559
[16] -0.148739392 -0.111157712 -0.019045709  0.037141739 -0.163328101
[21] -0.071634853 -0.172085042  0.129528075 -0.188628216 -0.081524471
[26] -0.053709996  0.053065530 -0.028848490 -0.094133222 -0.023634222
[31] -0.108755864 -0.019737279  0.068509582 -0.030411535  0.059020652
[36] -0.103033556
> 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/35rpz1259230205.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/4sjve1259230205.tab") 
> 
> system("convert tmp/18arj1259230205.ps tmp/18arj1259230205.png")
> system("convert tmp/2lvzu1259230205.ps tmp/2lvzu1259230205.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.552   0.319   0.706