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(10570,10297,10635,10872,10296,10383,10431,10574,10653,10805,10872,10625,10407,10463,10556,10646,10702,11353,11346,11451,11964,12574,13031,13812,14544,14931,14886,16005,17064,15168,16050,15839,15137,14954,15648,15305,15579,16348,15928,16171,15937,15713,15594,15683,16438,17032,17696,17745,19394,20148,20108,18584,18441,18391,19178,18079,18483,19644,19195,19650)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> par3 = '1'
> par2 = '1'
> par1 = '60'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1pwy51259260758.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2z00h1259260758.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.119281534 -0.038225608  0.243631430  0.217056312
 [6] -0.151915932 -0.048082442  0.174432583 -0.277869350 -0.076746457
[11] -0.122963529  0.075835610 -0.381831400  0.033811655 -0.100646643
[16] -0.210026224 -0.003536810 -0.015923223  0.063177577 -0.091407907
[21]  0.174055147  0.008513745  0.131200443  0.043207131  0.038092630
[26]  0.004274348  0.119074746  0.017180832 -0.096174910  0.089176658
[31] -0.055867259 -0.023532068  0.015535251 -0.011100140 -0.050243450
[36] -0.058497159  0.010232117  0.032272201 -0.028138449 -0.026464007
[41]  0.004186263  0.009834090 -0.023478112  0.004818381  0.011733929
[46] -0.012302576  0.002922111
> (mypacf <- c(rpacf$acf))
 [1] -0.119281534 -0.053210780  0.236507299  0.293007438 -0.074302500
 [6] -0.162140200  0.017575012 -0.289952327 -0.071888239 -0.200045871
[11]  0.132542131 -0.232025443  0.064384496 -0.205741339 -0.156765379
[16] -0.036285520 -0.019363502  0.095590283  0.086127275 -0.015580654
[21]  0.005048534 -0.053002585  0.003264046 -0.196943831 -0.093361387
[26]  0.085837939 -0.048854756  0.018878179 -0.079787762 -0.066136542
[31] -0.018778374  0.118795462 -0.003988579  0.097067037 -0.064938718
[36] -0.037971006  0.011345172  0.033252889 -0.088635444 -0.057818041
[41] -0.001679108 -0.043226562 -0.055672318  0.018709939 -0.045079545
[46]  0.118880130
> 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/3avpt1259260758.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/42cem1259260758.tab") 
> 
> system("convert tmp/1pwy51259260758.ps tmp/1pwy51259260758.png")
> system("convert tmp/2z00h1259260758.ps tmp/2z00h1259260758.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.621   0.330   1.320