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(10.9,10,9.2,9.2,9.5,9.6,9.5,9.1,8.9,9,10.1,10.3,10.2,9.6,9.2,9.3,9.4,9.4,9.2,9,9,9,9.8,10,9.8,9.3,9,9,9.1,9.1,9.1,9.2,8.8,8.3,8.4,8.1,7.7,7.9,7.9,8,7.9,7.6,7.1,6.8,6.5,6.9,8.2,8.7,8.3,7.9,7.5,7.8,8.3,8.4,8.2,7.7,7.2,7.3,8.1,8.5)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '2'
> par3 = '2'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/128e01259355405.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2hzmm1259355405.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000e+00  3.544964e-01 -1.259927e-01 -4.779532e-01 -4.951839e-01
 [6] -3.032420e-01  9.853016e-02  3.350442e-01  4.080052e-01  3.039197e-01
[11] -9.777655e-02 -2.300912e-01 -4.108019e-01 -1.681500e-01  4.047601e-02
[16]  2.101805e-01  1.395363e-01  1.641986e-01  5.014549e-05 -1.318748e-01
[21] -1.286218e-01 -1.344780e-01  4.275262e-02  9.060216e-02  4.523983e-02
[26]  3.689920e-02  4.875002e-02 -7.041215e-02 -3.844297e-02 -1.346407e-02
[31] -2.772329e-02  2.957653e-02  1.134721e-02 -5.396371e-03
> (mypacf <- c(rpacf$acf))
 [1]  3.544964e-01 -2.878315e-01 -3.970566e-01 -3.024203e-01 -3.085260e-01
 [6] -1.023521e-01 -1.071875e-01  2.120846e-02  1.753244e-01 -8.487586e-02
[11]  2.134994e-01 -1.487536e-01  1.523581e-01 -1.151366e-02 -9.806237e-02
[16] -1.762715e-01 -3.358297e-02 -1.036527e-01 -1.016599e-01 -2.675911e-02
[21] -4.570074e-02  8.126349e-02  6.576305e-02 -1.205703e-01  1.575066e-01
[26] -2.016609e-02 -3.346074e-02 -5.554472e-02 -1.778426e-05 -7.188068e-02
[31] -5.564389e-02 -6.555345e-02 -4.247673e-02
> 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/3vnu61259355405.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/4bteb1259355405.tab") 
> 
> system("convert tmp/128e01259355405.ps tmp/128e01259355405.png")
> system("convert tmp/2hzmm1259355405.ps tmp/2hzmm1259355405.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.552   0.317   0.987