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(3.68,3.72,3.77,3.92,4.12,4.03,3.93,4.03,4.24,4.13,3.87,4.26,4.46,4.56,4.58,4.85,4.84,4.51,4.37,4.23,4.23,4.25,4.41,4.28,4.42,4.39,4.44,4.62,4.64,4.34,4.22,4.01,4.11,4.06,3.82,3.76,3.83,3.79,3.92,4.04,4.02,4.03,3.96,3.7,3.54,3.37,3.39,3.49,3.3,3.14,3.31,3.3,3.26,3.43,3.6,3.76,3.57,3.59,3.66,3.85)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1l1di1259256253.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/28wyq1259256253.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000e+00  4.410721e-02 -1.159921e-01  8.004938e-03  9.541484e-02
 [6] -5.670935e-02  1.207013e-02 -2.325545e-02  4.648737e-02  5.212057e-02
[11] -5.422811e-02  1.182870e-01 -1.591345e-01 -2.133433e-02  1.537347e-01
[16]  3.301420e-02  1.476308e-02  1.488454e-01 -6.430438e-02 -1.735630e-02
[21]  4.783289e-02 -1.049969e-01 -1.048846e-01 -1.521703e-01 -5.490091e-03
[26]  1.564362e-01 -7.949894e-05 -7.022368e-02  7.477831e-02 -2.440974e-02
[31] -1.653033e-01 -5.366150e-03 -2.758517e-03  1.135863e-01 -8.374204e-02
[36] -5.217160e-02 -1.007714e-01
> (mypacf <- c(rpacf$acf))
 [1]  0.044107209 -0.118167479  0.019243239  0.081663212 -0.063922961
 [6]  0.039197311 -0.042332569  0.050139964  0.051832607 -0.060144637
[11]  0.151292309 -0.216701061  0.044786599  0.133497465 -0.033292295
[16]  0.131887799  0.092872546 -0.090377641  0.043883444 -0.006074512
[21] -0.089339763 -0.114467574 -0.174582577 -0.009299997  0.098670743
[26]  0.031713260  0.019674948  0.015070020  0.002669506 -0.194955312
[31] -0.029377420  0.013670021  0.073274455 -0.113082202 -0.008786523
[36] -0.145330811
> 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/3p0j01259256253.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/40bvx1259256253.tab") 
> system("convert tmp/1l1di1259256253.ps tmp/1l1di1259256253.png")
> system("convert tmp/28wyq1259256253.ps tmp/28wyq1259256253.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.548   0.329   0.659