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(5.7,6.1,6,5.9,5.8,5.7,5.6,5.4,5.4,5.5,5.6,5.7,5.9,6.1,6,5.8,5.8,5.7,5.5,5.3,5.2,5.2,5,5.1,5.1,5.2,4.9,4.8,4.5,4.5,4.4,4.4,4.2,4.1,3.9,3.8,3.9,4.2,4.1,3.8,3.6,3.7,3.5,3.4,3.1,3.1,3.1,3.2,3.3,3.5,3.6,3.5,3.3,3.2,3.1,3.2,3,3,3.1,3.4)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> par3 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1toq21259529848.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/21r781259529848.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000e+00  1.200000e-01  1.000000e-02 -7.000000e-02  3.400000e-01
 [6]  3.000000e-02 -2.000000e-02  1.300000e-01  5.000000e-02  2.300000e-01
[11]  1.400000e-01  1.300000e-01 -2.200000e-01  1.000000e-01  9.000000e-02
[16]  8.326673e-17 -1.700000e-01  3.000000e-02  3.000000e-02 -4.000000e-02
[21]  5.000000e-02  1.000000e-01 -5.000000e-02 -1.700000e-01 -9.000000e-02
[26] -6.000000e-02 -1.200000e-01 -6.000000e-02 -5.000000e-02 -2.000000e-02
[31] -8.000000e-02 -3.000000e-02 -9.000000e-02 -1.700000e-01 -1.100000e-01
[36] -5.000000e-02 -5.000000e-02
> (mypacf <- c(rpacf$acf))
 [1]  0.120000000 -0.004464286 -0.071703583  0.364072383 -0.073008371
 [6] -0.031063457  0.241686163 -0.171731008  0.321014172  0.153430088
[11] -0.129090954 -0.117475070  0.070220784 -0.085852257 -0.069258810
[16] -0.032508385 -0.070584859 -0.120259797  0.035785315  0.076594793
[21]  0.140951060 -0.055821563 -0.132878162 -0.160193943 -0.019347611
[26] -0.033926126  0.032867472 -0.076369616 -0.003680143 -0.114980558
[31] -0.023899941  0.098722656 -0.063370949 -0.058837270  0.008876400
[36] -0.093397560
> 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/3a1jl1259529848.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/4en181259529848.tab") 
> 
> system("convert tmp/1toq21259529848.ps tmp/1toq21259529848.png")
> system("convert tmp/21r781259529848.ps tmp/21r781259529848.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.526   0.337   0.701