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(5.4,5.4,5.6,5.7,5.8,5.8,5.8,5.9,6.1,6.4,6.4,6.3,6.2,6.2,6.3,6.4,6.5,6.6,6.6,6.6,6.8,7,7.2,7.3,7.5,7.6,7.6,7.7,7.7,7.7,7.7,7.6,7.7,7.9,7.9,7.9,7.8,7.6,7.4,7,7,7.2,7.5,7.8,7.8,7.7,7.6,7.5,7.5,7.5,7.5,7.6,7.9,7.6,7.5,7.5,7.6,7.7,7.9,7.9)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1tgro1259328311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2dkc51259328311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.0000000000  0.9307431295  0.8437109851  0.7671691662  0.7031574585
 [6]  0.6551726371  0.6106845909  0.5602908799  0.5008444065  0.4484691895
[11]  0.4052632942  0.3591434196  0.3084388841  0.2560636672  0.2033193462
[16]  0.1507110110  0.0970730697  0.0436488202  0.0005789106 -0.0381783096
[21] -0.0750317300 -0.1035900225 -0.1311575621 -0.1534993654 -0.1757828891
[26] -0.1918887766 -0.2066153806 -0.2239645660 -0.2345338928 -0.2441513197
[31] -0.2526808610 -0.2559652395 -0.2609202994 -0.2601251068 -0.2492086927
[36] -0.2438288393 -0.2392454736
> (mypacf <- c(rpacf$acf))
 [1]  0.930743129 -0.168802394  0.049618487  0.030428624  0.070131071
 [6] -0.021208991 -0.057327489 -0.076018704  0.039440124  0.009974865
[11] -0.074235536 -0.060063405 -0.030194220 -0.033572735 -0.051365093
[16] -0.070952153 -0.046503129  0.041082035 -0.032519594 -0.036149590
[21]  0.026646279 -0.023810895  0.021224611 -0.044365688  0.020758031
[26] -0.018980573 -0.031549980  0.019292797 -0.030655661 -0.013313841
[31]  0.011568002 -0.047725889  0.026964974  0.048030485 -0.076143336
[36] -0.001594065
> 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/39py41259328311.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/4xhi51259328311.tab") 
> system("convert tmp/1tgro1259328311.ps tmp/1tgro1259328311.png")
> system("convert tmp/2dkc51259328311.ps tmp/2dkc51259328311.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.565   0.322   0.689