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(-0.9,-1,-0.7,-1.7,-1,-0.2,0.7,0.6,1.9,2.1,2.7,3.2,4.8,5.5,5.4,5.9,5.8,5.1,4.1,4.4,3.6,3.5,3.1,2.9,2.2,1.4,1.2,1.3,1.3,1.3,1.8,1.8,1.8,1.7,2.1,2,1.7,1.9,2.3,2.4,2.5,2.8,2.6,2.2,2.8,2.8,2.8,2.3,2.2,3,2.9,2.7,2.7,2.3,2.4,2.8,2.3,2,1.9,2.3)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1xq6n1259346724.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2py0h1259346724.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.914349262  0.803889371  0.676825791  0.508196492
 [6]  0.318935549  0.150226489 -0.006225885 -0.177291233 -0.317272854
[11] -0.431185755 -0.515763035 -0.591310648 -0.589300159 -0.543979169
[16] -0.485035577 -0.416570454 -0.325595968 -0.244069898 -0.181114966
[21] -0.107325763 -0.037886885  0.029418372  0.074297351  0.116903126
[26]  0.150455970  0.155869617  0.149365564  0.148916739  0.143615756
[31]  0.128610455  0.119919607  0.116745597  0.105794840  0.080546832
[36]  0.062896107  0.051317228
> (mypacf <- c(rpacf$acf))
 [1]  0.914349262 -0.196048664 -0.146233485 -0.322960059 -0.213765789
 [6]  0.028615818 -0.020266115 -0.250233228 -0.040338261 -0.099287866
[11]  0.037550385 -0.191652109  0.280385757  0.063152461 -0.009286155
[16] -0.249388076 -0.036859023 -0.138260624 -0.000977355 -0.089067767
[21]  0.046870770  0.031863284 -0.059675142 -0.145059673  0.138671453
[26] -0.062665696  0.051161227 -0.091933756  0.058819067 -0.094003235
[31] -0.029107670 -0.033069304  0.088914800 -0.097103564  0.028068854
[36] -0.053976457
> 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/3qlfl1259346724.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/43kyu1259346724.tab") 
> 
> system("convert tmp/1xq6n1259346724.ps tmp/1xq6n1259346724.png")
> system("convert tmp/2py0h1259346724.ps tmp/2py0h1259346724.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.568   0.318   0.655