R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(7.14,7.24,7.33,7.61,7.66,7.69,7.7,7.68,7.71,7.71,7.72,7.68,7.72,7.74,7.76,7.9,7.97,7.96,7.95,7.97,7.93,7.99,7.96,7.92,7.97,7.98,8,8.04,8.17,8.29,8.26,8.3,8.32,8.28,8.27,8.32,8.31,8.34,8.32,8.36,8.33,8.35,8.34,8.37,8.31,8.33,8.34,8.25,8.27,8.31,8.25,8.3,8.3,8.35,8.78,8.9)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/rcomp/tmp/15jsv1293185828.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/rcomp/tmp/2farg1293185828.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.851670107  0.712804558  0.632530816  0.588766221
 [6]  0.554641897  0.530390520  0.497038271  0.470090169  0.451235484
[11]  0.418567483  0.388608367  0.350434498  0.301546694  0.249302240
[16]  0.192675305  0.156654707  0.124902279  0.095813066  0.063300723
[21]  0.036708527  0.001877526 -0.016415601 -0.042814305 -0.085254453
[26] -0.123087821 -0.169992333 -0.234950766 -0.288959076 -0.312776178
[31] -0.315581582 -0.323532626 -0.321519652 -0.307300209 -0.308426072
[36] -0.314945385 -0.306010484 -0.306240232 -0.298800299 -0.301421129
[41] -0.309958864 -0.318799807 -0.306963070 -0.296418891 -0.277024623
[46] -0.257509829 -0.240600687 -0.223207276 -0.216319984
> (mypacf <- c(rpacf$acf))
 [1]  0.851670107 -0.045647358  0.133613786  0.093498386  0.050109271
 [6]  0.067548966 -0.005890206  0.042934486  0.033683467 -0.040059153
[11]  0.015397369 -0.051076570 -0.062613493 -0.058872492 -0.086546455
[16]  0.011004064 -0.046054048 -0.018376666 -0.031709165 -0.009280235
[21] -0.048940311  0.034118201 -0.049417498 -0.064431478 -0.023463288
[26] -0.094115343 -0.131171614 -0.066939286 -0.004882414  0.018562211
[31] -0.038018506  0.049418113  0.065230557 -0.034020159  0.020037923
[36]  0.061537070 -0.011983066  0.048539160 -0.044937974 -0.025903813
[41] -0.048381566 -0.003302033 -0.033902932  0.014462082 -0.007537460
[46]  0.007173503  0.009580858 -0.035162075
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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/rcomp/tmp/3jbqm1293185828.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/rcomp/tmp/4u2pp1293185828.tab") 
> 
> try(system("convert tmp/15jsv1293185828.ps tmp/15jsv1293185828.png",intern=TRUE))
character(0)
> try(system("convert tmp/2farg1293185828.ps tmp/2farg1293185828.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.640   0.630   1.333