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(8.1,9.9,11.5,23.4,25.4,27.9,26.1,18.8,14.1,11.5,15.8,12.4,4.5,-2.2,-4.2,-9.4,-14.5,-17.9,-15.1,-15.2,-15.7,-18,-18.1,-13.5,-9.9,-4.8,-1.7,-0.1,2.2,10.2,7.6,10.8,3.8,11,10.8,20.1,14.9,13,10.9,9.6,4,-1.1,-7.7,-8.9,-8,-7.1,-5.3,-2.5,-2.4,-2.9,-4.8,-7.2,1.7,2.2,13.4,12.3,13.7,4.4,-2.5)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1ucl71292961125.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2ucl71292961125.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.91841456  0.80725366  0.64917093  0.51232749  0.36286307
 [7]  0.21259186  0.05583706 -0.09792156 -0.24951005 -0.38627430 -0.50757035
[13] -0.59297730 -0.62861557 -0.62206866 -0.57851025 -0.52721888 -0.44773809
[19] -0.35878717 -0.24507566 -0.15069914 -0.05047977  0.02447727  0.12702259
[25]  0.21129523  0.28409480  0.31504844  0.32038833  0.31881986  0.30076548
[31]  0.26899442  0.21182297  0.14950073  0.08749400  0.02998550 -0.03085151
[37] -0.09283945 -0.15333977 -0.19481205 -0.21628388 -0.20737362 -0.17840205
[43] -0.14213079 -0.10853644 -0.07705346 -0.05853790 -0.04186078 -0.02353374
[49]  0.01035571
> (mypacf <- c(rpacf$acf))
 [1]  0.918414563 -0.231490412 -0.345944832  0.144390903 -0.162494090
 [6] -0.217727937 -0.076574408 -0.129652100 -0.188248773 -0.091299424
[11] -0.118169987 -0.023306904  0.137018353  0.001292449  0.017103500
[16] -0.081173582  0.081965898 -0.001066015  0.012314772 -0.202493928
[21]  0.002059801 -0.113694455  0.188901296 -0.015060301 -0.122298112
[26] -0.022172203 -0.034267095  0.123431066 -0.063556730 -0.066321021
[31] -0.086135186  0.005689413  0.008575412 -0.036950453  0.002397646
[36] -0.070748445  0.002399961 -0.052782353  0.113743192  0.119621016
[41]  0.151463587 -0.176106161 -0.122426757 -0.033745073 -0.056844463
[46]  0.005035437 -0.085299425  0.014279158
> 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/38l1f1292961125.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/4ivi01292961125.tab") 
> 
> try(system("convert tmp/1ucl71292961125.ps tmp/1ucl71292961125.png",intern=TRUE))
character(0)
> try(system("convert tmp/2ucl71292961125.ps tmp/2ucl71292961125.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.573   0.332   1.250