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 = '0'
> par3 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/18f421259503327.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/228lf1259503327.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000e+00 -1.657669e-01 -9.326219e-02  2.706005e-01 -1.667713e-01
 [6] -1.621678e-01 -1.682360e-02 -8.999791e-02  6.028458e-02  1.229127e-01
[11] -2.416196e-01 -2.343587e-02  4.906884e-02 -2.426240e-01 -9.234149e-02
[16]  1.986817e-01 -2.017158e-02  5.233312e-02  1.248378e-01  5.660180e-02
[21] -8.941201e-02  5.593220e-02 -7.365558e-03 -2.762084e-03  1.425821e-01
[26] -7.627119e-02 -3.766478e-03  6.873823e-02 -1.550534e-01 -1.553882e-01
[31]  1.356351e-01 -1.037874e-02 -8.849132e-02  2.025319e-01 -8.916091e-02
[36] -1.665620e-02  5.584850e-02 -1.580665e-01 -2.845784e-03  6.965892e-02
[41] -3.515380e-03  1.088094e-03  1.464323e-01 -7.242101e-02  8.369952e-05
[46]  7.258841e-02 -1.413266e-01  4.017577e-03  1.493618e-01
> (mypacf <- c(rpacf$acf))
 [1] -0.165766897 -0.124152395  0.242959254 -0.101652402 -0.175232134
 [6] -0.169955682 -0.087833856  0.102313435  0.165292057 -0.255521217
[11] -0.253743376 -0.127379029 -0.101825951 -0.129025614  0.071436909
[16] -0.015337584 -0.032984337 -0.059478707  0.091602847 -0.133179321
[21]  0.024029924  0.045506036  0.043011772  0.053119708 -0.038678533
[26] -0.079259933 -0.010663976 -0.006076878 -0.060545914  0.057933802
[31]  0.119296680 -0.019193231  0.085806662 -0.128733264  0.020455073
[36]  0.019086460  0.022550456 -0.074382279 -0.111882410  0.028009728
[41] -0.008595037  0.066586701 -0.029138106  0.042952580  0.049077541
[46] -0.041804028 -0.036381638  0.059790322
> 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/3wjbl1259503327.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/415ft1259503327.tab") 
> 
> system("convert tmp/18f421259503327.ps tmp/18f421259503327.png")
> system("convert tmp/228lf1259503327.ps tmp/228lf1259503327.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.569   0.325   0.723