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(4.2,4,4.9,4.6,4.3,4.3,4.6,5.1,4.8,4.5,4.9,5.1,5.1,5.2,4.5,4.6,4.9,4.6,4.4,3.7,4,4.2,3.9,3.6,3.6,3.2,3.2,3.5,3.6,3.7,3.8,3.8,3.8,3.3,3.3,3.4,3.1,3.5,4.2,4.9,5.1,5.5,5.6,6.4,6.2,7.2,7.8,7.9,7.4,7.5,6.7,5.1,4.6,4.3,3.9,2.6,2.6,1.6,0.9,0.3)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1skmo1259419586.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/20tyk1259419586.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.875544159  0.733387702  0.585515314  0.438212693
 [6]  0.252378379  0.095675240 -0.054669185 -0.204664187 -0.344382506
[11] -0.423443362 -0.459149707 -0.494137649 -0.463654437 -0.407433885
[16] -0.356719350 -0.328194470 -0.272608876 -0.230558203 -0.187142434
[21] -0.154992944 -0.106244565 -0.069224016 -0.057145480 -0.048609414
[26] -0.021568278 -0.005237997  0.013048010  0.050536629  0.086944384
[31]  0.121097840  0.150088181  0.181176364  0.193005871  0.179609133
[36]  0.161753342  0.153513199
> (mypacf <- c(rpacf$acf))
 [1]  0.875544159 -0.142188015 -0.102346337 -0.088276441 -0.274247392
 [6]  0.002928184 -0.127086571 -0.169406727 -0.105614281  0.045200895
[11]  0.032525846 -0.145998309  0.176381677 -0.052749165 -0.121277766
[16] -0.127744892 -0.056806570 -0.134681603 -0.024359519 -0.066663203
[21] -0.034536376  0.010704335 -0.105321235 -0.088091790  0.023800041
[26] -0.081929013 -0.041958388 -0.003977430 -0.028938093 -0.002675179
[31]  0.004113162 -0.042766434 -0.079132947 -0.109029891 -0.068862944
[36] -0.036933210
> 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/310in1259419586.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/4dkjb1259419586.tab") 
> 
> system("convert tmp/1skmo1259419586.ps tmp/1skmo1259419586.png")
> system("convert tmp/20tyk1259419586.ps tmp/20tyk1259419586.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.531   0.324   1.264