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(14.9,18.6,19.1,18.8,18.2,18,19,20.7,21.2,20.7,19.6,18.6,18.7,23.8,24.9,24.8,23.8,22.3,21.7,20.7,19.7,18.4,17.4,17,18,23.8,25.5,25.6,23.7,22,21.3,20.7,20.4,20.3,20.4,19.8,19.5,23.1,23.5,23.5,22.9,21.9,21.5,20.5,20.2,19.4,19.2,18.8,18.8,22.6,23.3,23,21.4,19.9,18.8,18.6,18.4,18.6,19.9,19.2,18.4)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1ulb41259231309.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2p63p1259231309.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.631971669  0.193039816 -0.243993109 -0.494165391
 [6] -0.488594946 -0.287863706  0.022576570  0.217059724  0.254544410
[11]  0.096500766 -0.077377489 -0.295788668 -0.287339204 -0.182901991
[16] -0.008173813  0.184961715  0.309429556  0.268415008  0.084919602
[21] -0.087825421 -0.176190658 -0.148629403 -0.065478560  0.041562021
[26]  0.069705207  0.092580398  0.033648545 -0.037810107 -0.088043645
[31] -0.092427259  0.014062021  0.079724349  0.132951761  0.129793262
[36]  0.083786371 -0.038361409
> (mypacf <- c(rpacf$acf))
 [1]  0.631971669 -0.343563632 -0.360153141 -0.178493975 -0.034592102
 [6]  0.003199410  0.086305896 -0.084462658 -0.082588258 -0.174766595
[11] -0.017382281 -0.252529515  0.078827350 -0.107282693 -0.073542027
[16]  0.008931212  0.094531646 -0.118886616 -0.075434554 -0.023251702
[21]  0.075502311 -0.019287570  0.012388728 -0.114950397 -0.085637521
[26]  0.087574798 -0.033308009 -0.038918947  0.009972484 -0.035249574
[31]  0.133645642 -0.005761392  0.047723137  0.004297304  0.048554245
[36] -0.047222592
> 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/322hd1259231309.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/4emyr1259231309.tab") 
> system("convert tmp/1ulb41259231309.ps tmp/1ulb41259231309.png")
> system("convert tmp/2p63p1259231309.ps tmp/2p63p1259231309.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.543   0.326   0.657