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(1.64,1.65,1.65,1.65,1.66,1.66,1.67,1.67,1.68,1.68,1.68,1.68,1.69,1.69,1.7,1.7,1.71,1.71,1.71,1.71,1.72,1.72,1.72,1.73,1.73,1.73,1.74,1.75,1.75,1.76,1.76,1.77,1.77,1.78,1.79,1.8,1.8,1.81,1.81,1.81,1.81,1.82,1.82,1.82,1.83,1.83,1.83,1.84,1.84,1.85,1.85,1.86,1.86,1.86,1.86,1.86)
> par8 = ''
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1j0lp1293185075.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2j0lp1293185075.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000e+00 -4.212121e-01  1.727273e-01 -6.666667e-02  1.787879e-01
 [6] -3.333333e-01  1.393939e-01  6.060606e-03  1.757576e-01 -2.606061e-01
[11]  1.060606e-01 -5.757576e-02 -9.090909e-03 -9.696970e-02  7.272727e-02
[16]  1.666667e-01 -1.939394e-01  2.121212e-02  9.090909e-03 -4.848485e-02
[21] -1.060606e-01  1.393939e-01 -6.969697e-02  5.454545e-02 -1.848485e-01
[26]  1.363636e-01 -1.484848e-01  5.151515e-02 -3.636364e-02  8.787879e-02
[31] -4.545455e-02  4.848485e-02 -1.151515e-01  1.606061e-01 -1.242424e-01
[36]  1.212121e-01 -1.212121e-02  8.181818e-02 -8.181818e-02 -1.818182e-02
[41]  5.133533e-18  1.818182e-02 -1.151515e-01  1.757576e-01 -7.878788e-02
[46]  6.060606e-02 -2.727273e-02 -9.090909e-03  9.090909e-03
> (mypacf <- c(rpacf$acf))
 [1] -0.421212121 -0.005704462  0.004984955  0.186337868 -0.243883118
 [6] -0.136032146  0.075916510  0.297348091 -0.077448737 -0.262355038
[11] -0.143426000  0.074419999  0.146732985 -0.117411294  0.084811250
[16] -0.097170946 -0.051148526 -0.044712515 -0.074221204 -0.023814219
[21]  0.051019518 -0.096458465 -0.092217339 -0.136378759  0.002840094
[26] -0.002519852 -0.055480557 -0.059480036 -0.094365133  0.007588123
[31]  0.102279165 -0.099623409 -0.013494750  0.002119422  0.084718920
[36]  0.035218067 -0.010502100 -0.056625142 -0.092523024 -0.015407065
[41]  0.032822771 -0.137585904  0.026172954  0.006329744  0.047079533
[46]  0.043533666 -0.090200457 -0.079181343
> 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/3n1kd1293185075.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/4q1ij1293185075.tab") 
> 
> try(system("convert tmp/1j0lp1293185075.ps tmp/1j0lp1293185075.png",intern=TRUE))
character(0)
> try(system("convert tmp/2j0lp1293185075.ps tmp/2j0lp1293185075.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.577   0.323  19.448