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(5.4,5.4,5.6,5.7,5.8,5.8,5.8,5.9,6.1,6.4,6.4,6.3,6.2,6.2,6.3,6.4,6.5,6.6,6.6,6.6,6.8,7,7.2,7.3,7.5,7.6,7.6,7.7,7.7,7.7,7.7,7.6,7.7,7.9,7.9,7.9,7.8,7.6,7.4,7,7,7.2,7.5,7.8,7.8,7.7,7.6,7.6,7.5,7.5,7.6,7.6,7.9,7.6,7.5,7.5,7.6,7.7,7.8,7.9,7.9)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/153re1259320170.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2zh4i1259320170.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.52638464  0.07612302 -0.29680322 -0.44920878 -0.20651480
 [7] -0.04460184  0.13645355  0.34047984  0.28455207  0.02954313 -0.22048877
[13] -0.43376723 -0.33770419 -0.14439765 -0.05216309  0.11013272  0.12924324
[19]  0.15524502  0.10391143 -0.02973456 -0.12165008 -0.15116131 -0.09950868
[25] -0.01914242  0.08419474  0.10368811  0.12930704  0.04657989 -0.06409520
[31] -0.12461715 -0.14915135 -0.03356304  0.03684916  0.11530117  0.07889867
[37]  0.01416539
> (mypacf <- c(rpacf$acf))
 [1]  0.526384635 -0.277980938 -0.302353573 -0.180935073  0.200175198
 [6] -0.151333449  0.040390671  0.296024809  0.005751067 -0.302913319
[11] -0.001343978 -0.093786234 -0.115601611 -0.133352699 -0.164963645
[16] -0.008002440 -0.057281025  0.097195968  0.024027374  0.096028685
[21] -0.043570509 -0.075260410 -0.018389923 -0.081263176 -0.058777234
[26] -0.124987675 -0.029121842 -0.104139509 -0.062797570 -0.001704916
[31]  0.023280830  0.071130354 -0.040925104  0.057632709 -0.096338909
[36] -0.075619000
> 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/3jof21259320170.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/4abv31259320170.tab") 
> 
> system("convert tmp/153re1259320170.ps tmp/153re1259320170.png")
> system("convert tmp/2zh4i1259320170.ps tmp/2zh4i1259320170.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.543   0.302   0.650