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(2465,1932,1993,2243,1758,1806,2063,1823,2137,2428,2139,2265,2615,2070,2794,2190,2434,2520,2063,2068,2537,1898,2139,2408,2725,2201,2311,2548,2276,2351,2280,2057,2479,2379,2295,2456,2546,2844,2260,2981,2678,3440,2842,2450,2669,2570,2540,2318,2930,2946,2799,2695,2498,2260,2160,2058,2533,2150,2172,2155,3016)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1rn691259260029.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2gch61259260029.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.339962300  0.397767503  0.246815771  0.204900574
 [6]  0.050914229  0.095492176  0.005626267  0.011983555 -0.092176076
[11] -0.116740631 -0.152623796 -0.416136207 -0.202957575 -0.240483384
[16] -0.197076760 -0.232177685 -0.060083193 -0.123254276 -0.061195006
[21] -0.134874159  0.017867222 -0.028560228  0.129161718  0.052545718
[26]  0.196043790  0.103803966  0.173410882  0.107232554  0.077023559
[31]  0.060444432  0.065437848  0.142570041  0.039471577  0.011891418
[36] -0.054887007 -0.036122277
> (mypacf <- c(rpacf$acf))
 [1]  0.339962300  0.319069379  0.058239561  0.013893581 -0.118292792
 [6]  0.030483055 -0.021585239 -0.008635706 -0.103930709 -0.103433350
[11] -0.052788809 -0.375969579  0.069267203  0.057639902 -0.006506334
[16] -0.092078362  0.062471734  0.025652689 -0.038303410 -0.098943339
[21]  0.049541480  0.021674443  0.128584131 -0.190670093  0.131449852
[26]  0.010941416  0.016350249 -0.091007832 -0.016272168  0.042354746
[31] -0.032258926  0.089340248 -0.018706099 -0.092995963  0.002303038
[36] -0.110689351
> 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/3cp0l1259260029.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/45vx01259260029.tab") 
> system("convert tmp/1rn691259260029.ps tmp/1rn691259260029.png")
> system("convert tmp/2gch61259260029.ps tmp/2gch61259260029.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.565   0.321   0.813