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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1j6m11259329566.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2hdj41259329566.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.92297991  0.77033068  0.61155979  0.49508160  0.44670024
 [7]  0.42679791  0.40854576  0.36958643  0.27748842  0.14937907  0.01104921
[13] -0.10300693 -0.16034455 -0.17310051 -0.16286031 -0.14930643 -0.15236089
[19] -0.16945524 -0.20902673 -0.25766095 -0.29824385 -0.32414807 -0.32258466
[25] -0.30390722 -0.27692561 -0.25364361 -0.24058212 -0.23261759 -0.23142680
[31] -0.22628355 -0.20824489 -0.17999902 -0.14344899 -0.10510238 -0.08208654
[37] -0.06788057
> (mypacf <- c(rpacf$acf))
 [1]  0.9229799072 -0.5506871906  0.1675961906  0.1759465460  0.2101624631
 [6] -0.2360488045  0.0657669539 -0.0796171723 -0.3248324042 -0.0592566425
[11] -0.0527885588  0.0172318059  0.0271707149  0.0005594704  0.0183801067
[16]  0.0639701756  0.0354823491  0.0011637089 -0.1974209693  0.0177049934
[21] -0.1430406806 -0.0949699389  0.0119566827 -0.0332607264  0.0659166316
[26] -0.0809576475  0.1629295113  0.0116750732 -0.0452944376  0.0794499207
[31] -0.0511442689 -0.0640454946 -0.0802996824  0.0223915437 -0.1872058929
[36]  0.0501268854
> 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/3xvg71259329566.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/418yc1259329566.tab") 
> system("convert tmp/1j6m11259329566.ps tmp/1j6m11259329566.png")
> system("convert tmp/2hdj41259329566.ps tmp/2hdj41259329566.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.544   0.309   1.286