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(5.7,6.1,6,5.9,5.8,5.7,5.6,5.4,5.4,5.5,5.6,5.7,5.9,6.1,6,5.8,5.8,5.7,5.5,5.3,5.2,5.2,5,5.1,5.1,5.2,4.9,4.8,4.5,4.5,4.4,4.4,4.2,4.1,3.9,3.8,3.9,4.2,4.1,3.8,3.6,3.7,3.5,3.4,3.1,3.1,3.1,3.2,3.3,3.5,3.6,3.5,3.3,3.2,3.1,3.2,3,3,3.1,3.4)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/176w61259251383.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2k9l01259251383.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.21332798  0.04794194 -0.23118597  0.08392939 -0.19786798
 [7] -0.17987426 -0.19344971  0.05051894 -0.03954212  0.11157602  0.14361338
[13]  0.42901657  0.13921085  0.02442834 -0.23148695 -0.06702154 -0.13120053
[19] -0.03254292 -0.21580268 -0.05133728 -0.09915136  0.07216176 -0.00803393
[25]  0.20053546  0.04884488  0.03376060 -0.15367743  0.02982233 -0.11502054
[31] -0.09017909 -0.26241285 -0.09260855 -0.13624435  0.02671223  0.08730112
[37]  0.22054554
> (mypacf <- c(rpacf$acf))
 [1]  0.213327983  0.002549124 -0.253467643  0.206720672 -0.280296669
 [6] -0.167744323 -0.005093902 -0.034543222 -0.090997819  0.126843737
[11]  0.105961629  0.320326577  0.029549126 -0.015092988 -0.079603110
[16] -0.045812733  0.032155996  0.062175714 -0.165226073 -0.057032581
[21] -0.138879278 -0.121879963 -0.088118079 -0.003022971 -0.071461552
[26] -0.036006765 -0.008028473  0.091196005 -0.097123253 -0.096183324
[31] -0.086806618 -0.092922754 -0.065773270 -0.031622693  0.096423155
[36]  0.002169419
> 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/3zi8a1259251383.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/4n3j11259251383.tab") 
> 
> system("convert tmp/176w61259251383.ps tmp/176w61259251383.png")
> system("convert tmp/2k9l01259251383.ps tmp/2k9l01259251383.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.557   0.326   0.668