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(0.51,0.51,0.51,0.51,0.52,0.52,0.52,0.53,0.53,0.52,0.52,0.52,0.52,0.52,0.52,0.52,0.52,0.52,0.52,0.53,0.53,0.53,0.54,0.54,0.54,0.54,0.54,0.54,0.54,0.54,0.54,0.54,0.53,0.53,0.53,0.53,0.53,0.54,0.55,0.55,0.55,0.55,0.55,0.55,0.55,0.55,0.56,0.56,0.56,0.56,0.56,0.55,0.56,0.55,0.55,0.56,0.55,0.55,0.55,0.55)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> par3 = '0'
> par2 = '1'
> par1 = '48'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1xk9m1259503026.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2lqh21259503026.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.808734477  0.582057666  0.335830874  0.089604082
 [6] -0.068094492 -0.206243084 -0.291274745 -0.342739457 -0.480888049
[11] -0.605019673 -0.626606111 -0.596919956 -0.443294295 -0.218846059
[16]  0.007446514  0.198327800  0.302525206  0.335900037  0.333863580
[21]  0.298260175  0.282206750  0.319270257  0.289199865  0.225562523
[26]  0.126513894 -0.009790360 -0.132077647 -0.254364933 -0.289968339
[31] -0.256593508 -0.205513033 -0.154432559 -0.087490778 -0.055960285
[36] -0.043979774 -0.031999262  0.015392537  0.064628673  0.082142198
[41]  0.085638756  0.069585331  0.055376245  0.023461515 -0.010297553
[46] -0.008645334 -0.006993114 -0.003496557
> (mypacf <- c(rpacf$acf))
 [1]  0.808734477 -0.208105479 -0.195061179 -0.178815344  0.060819669
 [6] -0.152254306 -0.052898271 -0.101501770 -0.439623544 -0.279779834
[11]  0.064004785 -0.099849576  0.047593824  0.129153293 -0.002735965
[16] -0.140205891  0.017108833 -0.028227214 -0.166260461 -0.098677678
[21]  0.013067079  0.100099690 -0.144900770  0.033536210  0.075652882
[26] -0.032586936 -0.006796026 -0.041020021  0.044745954 -0.101038639
[31]  0.047130367  0.027218200  0.061231691 -0.015346772 -0.017735518
[36] -0.004338403  0.044279793 -0.109481755 -0.125738770 -0.071000463
[41] -0.068318192  0.087419505  0.100309789 -0.100558224  0.011016371
[46]  0.014169278 -0.037680015
> 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/3x87d1259503026.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/449041259503026.tab") 
> 
> system("convert tmp/1xk9m1259503026.ps tmp/1xk9m1259503026.png")
> system("convert tmp/2lqh21259503026.ps tmp/2lqh21259503026.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.578   0.312   0.773