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(3703,3478,3481,4040,4462,4738,3954,4221,4687,4824,3900,3826,3576,3070,3503,3592,4249,4824,4309,4006,4657,4945,4338,4112,3743,3520,4091,4393,4426,4575,3928,4139,4452,4508,4034,4005,3702,3871,3694,4038,4776,4562,4003,3816,4381,4488,3914,3582)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1rw6z1259332103.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/29u5w1259332103.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.072602535 -0.386868655 -0.168941769  0.058450137
 [6]  0.059514199 -0.012081567 -0.168021839 -0.068722355  0.015681907
[11] -0.248079852  0.094746921  0.487455399  0.141932986 -0.185370099
[16] -0.165149993 -0.062366938  0.067767844  0.059844038 -0.028934661
[21] -0.053809056 -0.131132837 -0.122201875  0.209307083  0.347985316
[26] -0.055488564 -0.177431731 -0.126721957  0.132505216  0.006450405
[31] -0.086131841 -0.068517788  0.058451392 -0.004932249 -0.122446890
[36]  0.042222790  0.194848717
> (mypacf <- c(rpacf$acf))
 [1]  0.072602535 -0.394217755 -0.120408763 -0.086382717 -0.062851452
 [6] -0.050603427 -0.209628088 -0.100913470 -0.168032795 -0.496109627
[11] -0.074155652  0.211422643  0.078823021  0.128583860  0.021010038
[16] -0.120358733 -0.167920126 -0.111379966  0.163388844  0.112864571
[21] -0.007902007  0.058502992  0.092658425  0.100739629 -0.138447551
[26]  0.015773069 -0.054376223  0.233289729  0.006696547  0.040633028
[31] -0.103140763 -0.103127788  0.019342018 -0.008515710 -0.100013694
[36] -0.070164653
> 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/35k6b1259332103.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/4d2by1259332103.tab") 
> system("convert tmp/1rw6z1259332103.ps tmp/1rw6z1259332103.png")
> system("convert tmp/29u5w1259332103.ps tmp/29u5w1259332103.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.545   0.319   0.644