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(0.527,0.472,0.000,0.052,0.313,0.364,0.363,-0.155,0.052,0.568,0.668,1.378,0.252,-0.402,-0.050,0.555,0.050,0.150,0.450,0.299,0.199,0.496,0.444,-0.393,-0.444,0.198,0.494,0.133,0.388,0.484,0.278,0.369,0.165,0.155,0.087,0.414,0.360,0.975,0.270,0.359,0.169,0.381,0.154,0.486,0.925,0.728,-0.014,0.046,-0.819,-1.674,-0.788,0.279,0.396,-0.141,-0.019,0.099,0.742,0.005,0.448,0.167)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/18xuq1259250527.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2dsuo1259250527.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.466006909  0.007890841 -0.118996471 -0.058484079
 [6] -0.131469623 -0.047549022  0.003462575 -0.031912310 -0.051246986
[11]  0.053706744  0.044714617 -0.216671789 -0.242044581 -0.091887808
[16]  0.058235997  0.039248253  0.033785271 -0.024921313 -0.006480541
[21] -0.082098484 -0.054257886 -0.026636924 -0.055676628 -0.004171642
[26]  0.179947474  0.234905444  0.026518779 -0.059894781 -0.017769664
[31]  0.013080269 -0.068918313 -0.015593549  0.074111109  0.068153171
[36]  0.068527720  0.104697486
> (mypacf <- c(rpacf$acf))
 [1]  0.466006909 -0.267324422  0.001263414  0.018379349 -0.188143400
 [6]  0.135129386 -0.070289041 -0.068806929  0.034694027  0.056411777
[11] -0.052361198 -0.300539381  0.055542405 -0.033871974  0.050747927
[16] -0.030789038 -0.061828909 -0.033280323  0.054974832 -0.170981875
[21]  0.003031877  0.015792654 -0.093747099  0.071333812  0.109510431
[26]  0.027040595 -0.121483260  0.080616059  0.006455347 -0.041593245
[31] -0.012131394 -0.025597534  0.103362267  0.008255565  0.051280293
[36] -0.010637816
> 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/3ksvx1259250527.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/4avv31259250527.tab") 
> 
> system("convert tmp/18xuq1259250527.ps tmp/18xuq1259250527.png")
> system("convert tmp/2dsuo1259250527.ps tmp/2dsuo1259250527.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.555   0.319   0.645