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(5.4,5.4,5.6,5.7,5.8,5.8,5.8,5.9,6.1,6.4,6.4,6.3,6.2,6.2,6.3,6.4,6.5,6.6,6.6,6.6,6.8,7,7.2,7.3,7.5,7.6,7.6,7.7,7.7,7.7,7.7,7.6,7.7,7.9,7.9,7.9,7.8,7.6,7.4,7,7,7.2,7.5,7.8,7.8,7.7,7.6,7.5,7.5,7.5,7.5,7.6,7.9,7.6,7.5,7.5,7.6,7.7,7.9,7.9)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1npir1259600966.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/28qs91259600966.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.431480312  0.040741636 -0.228418704 -0.325767746
 [6] -0.172679980  0.028311106  0.113984778  0.225138940  0.178022862
[11]  0.030440856 -0.069237831 -0.160325953 -0.131146165 -0.003830094
[16]  0.028989763  0.065449691 -0.007438082  0.036301985  0.042039722
[21]  0.004824635 -0.072722427 -0.057083699 -0.053675607 -0.017215680
[26]  0.053606507  0.026292410  0.044260782  0.003405625 -0.147816452
[31] -0.200902244 -0.145950762 -0.075128575  0.020154882  0.121699259
[36]  0.055072407 -0.020145011
> (mypacf <- c(rpacf$acf))
 [1]  0.4314803115 -0.1787038603 -0.2183606373 -0.1619893285  0.0362773597
 [6]  0.0549782681 -0.0223159066  0.1448541065  0.0453089191 -0.0314115283
[11]  0.0014890647 -0.0508992125 -0.0004693203  0.0355452349 -0.0595288447
[16] -0.0027055963 -0.0973308954  0.1215309454  0.0172300910 -0.0239287682
[21] -0.0671565160  0.0323554916 -0.0175135302 -0.0348631828  0.0568982522
[26] -0.0417188951  0.0288166847 -0.0374049319 -0.1655688818 -0.0891093069
[31]  0.0009781305 -0.0615668661 -0.0692410000  0.0430049207 -0.0415657993
[36] -0.0636014683
> 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/3t3fv1259600966.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/4ms0w1259600966.tab") 
> system("convert tmp/1npir1259600966.ps tmp/1npir1259600966.png")
> system("convert tmp/28qs91259600966.ps tmp/28qs91259600966.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.558   0.326   0.738