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(17,14,15,16,16,15,13,12,13,13,12,10,14,14,15,16,16,15,15,13,15,15,15,13,16,16,14,16,15,14,15,15,14,13,12,13,12,9,10,8,11,8,8,8,4,6,8,10,5,6,5,9,8,6,9,11,11,8,11,11,13)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1xcny1259324052.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2u58p1259324052.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.68959920  0.68023717  0.55803275  0.56689263  0.47065734
 [7]  0.28731667  0.19639127  0.08091851  0.08629650 -0.10130950 -0.11841875
[13] -0.30666309 -0.28460103 -0.35599881 -0.38796413 -0.40092412 -0.44411856
[19] -0.41842952 -0.45271611 -0.35556120 -0.39321362 -0.31581846 -0.32309135
[25] -0.22515301 -0.13974949 -0.16550544 -0.11022031 -0.08969608 -0.01787195
[31] -0.02877182  0.02935687  0.06642009  0.12132802  0.10552449  0.14038251
[37]  0.15855646
> (mypacf <- c(rpacf$acf))
 [1]  0.689599203  0.390292618  0.006476060  0.147501112 -0.032848526
 [6] -0.367770222 -0.150364753 -0.110035317  0.107528899 -0.168687295
[11]  0.067461181 -0.260946613 -0.048695609 -0.013643992 -0.007018756
[16]  0.063563388 -0.004225867 -0.136559730 -0.110694152  0.059309042
[21] -0.018798303 -0.013553601  0.012426277 -0.016987022  0.069187520
[26] -0.197102904 -0.091955940  0.020068094 -0.100632273 -0.063475550
[31]  0.082780730  0.165458186 -0.026033598 -0.160454412  0.045013441
[36] -0.088684930
> 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/3apbc1259324052.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/484mg1259324052.tab") 
> 
> system("convert tmp/1xcny1259324052.ps tmp/1xcny1259324052.png")
> system("convert tmp/2u58p1259324052.ps tmp/2u58p1259324052.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.537   0.320   0.650