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(12.008,9.169,8.788,8.417,8.247,8.197,8.236,8.253,7.733,8.366,8.626,8.863,10.102,8.463,9.114,8.563,8.872,8.301,8.301,8.278,7.736,7.973,8.268,9.476,11.100,8.962,9.173,8.738,8.459,8.078,8.411,8.291,7.810,8.616,8.312,9.692,9.911,8.915,9.452,9.112,8.472,8.230,8.384,8.625,8.221,8.649,8.625,10.443,10.357,8.586,8.892,8.329,8.101,7.922,8.120,7.838,7.735,8.406,8.209,9.451,10.041,9.411,10.405,8.467,8.464,8.102,7.627,7.513,7.510,8.291,8.064,9.383)
> par7 = '0.95'
> par6 = 'White Noise'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/107d41259339632.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2azss1259339632.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.42070102  0.22705716 -0.02636525 -0.26914064 -0.33709862
 [7] -0.42943826 -0.34829820 -0.32642871 -0.05789044  0.08101548  0.28219794
[13]  0.59120512  0.24879323  0.23725946  0.03182221 -0.16458030 -0.22626715
[19] -0.31235812 -0.26463224 -0.27992004 -0.07700530  0.04202977  0.32289553
[25]  0.52832945  0.16109502  0.12698821 -0.05180587 -0.19838796 -0.22807016
[31] -0.26282769 -0.21167071 -0.19647594 -0.01907414  0.03734683  0.25939431
[37]  0.35834844
> (mypacf <- c(rpacf$acf))
 [1]  0.420701025  0.060834943 -0.172776457 -0.270365442 -0.146615804
 [6] -0.235724134 -0.137321988 -0.258258508  0.016646420 -0.067661526
[11]  0.076723886  0.393170986 -0.295758748  0.049811428  0.004813456
[16] -0.096383784  0.033709554 -0.024883446 -0.009627731 -0.050476563
[21] -0.065582287  0.082336800  0.201178296  0.155190559 -0.263493508
[26] -0.156145310  0.035647197 -0.068623789 -0.013121590  0.020719701
[31] -0.017312798 -0.008375076 -0.065019073 -0.079664597 -0.053646665
[36] -0.048970355
> 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/33gxg1259339632.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/4i1mk1259339632.tab") 
> 
> system("convert tmp/107d41259339632.ps tmp/107d41259339632.png")
> system("convert tmp/2azss1259339632.ps tmp/2azss1259339632.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.553   0.310   0.663