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(8.2,8.21,8.22,8.2,8.18,8.2,8.19,8.24,8.31,8.27,8.36,8.32,8.29,8.27,8.27,8.43,8.46,8.48,8.46,8.46,8.43,8.4,8.38,8.3,8.39,8.53,8.52,8.54,8.62,8.52,8.49,8.44,8.31,8.26,8.21,8.03,7.89,7.83,7.85,7.84,7.88,8.01,8.08,8.11,8.11,8.07,8.06,7.95,7.95,8.07,8.17,8.21,8.2,8.19,8.18,8.16,8.17,8.17,8.19,8.01,8.04,8.13,8.14,8.17,8.25,8.27,8.27,8.26,8.24,8.21,8.25,8.06,8.16,8.32,8.43,8.39,8.41)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1ujvw1264428507.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2uke51264428507.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.244211802  0.016845725  0.055282116 -0.078409038
 [6] -0.180128925 -0.141695942 -0.114395993 -0.028663801  0.065158327
[11] -0.007841262 -0.040779650  0.209828450 -0.009641931 -0.099056527
[16] -0.029228183  0.030918817 -0.058093667 -0.072494036 -0.128829856
[21] -0.101093718 -0.115500902 -0.037592845  0.192500756  0.262979976
[26]  0.028989283 -0.006038038 -0.061399249 -0.129137313 -0.165871905
[31] -0.072622274 -0.020497056  0.026438199  0.112044304  0.055681223
[36]  0.052025408  0.159154698 -0.115016467 -0.129726939  0.019242386
[41] -0.036602722 -0.065441617 -0.004868651 -0.085058538 -0.121953293
[46]  0.026763860  0.014401310 -0.019770673  0.155087131
> (mypacf <- c(rpacf$acf))
 [1]  0.24421180 -0.04550773  0.06616968 -0.11537849 -0.13978877 -0.07789996
 [7] -0.06550772  0.02442026  0.05829136 -0.06910664 -0.06890035  0.21198627
[13] -0.13309896 -0.04632120 -0.03254158  0.07119598 -0.04922047 -0.05593626
[19] -0.13373506 -0.06016950 -0.13974658  0.03538101  0.25941718  0.08600973
[25] -0.14355055 -0.06616844 -0.09368037 -0.08973430 -0.03902573  0.07171481
[31]  0.05520882 -0.07574099  0.07103243 -0.01322973 -0.09834416  0.07868685
[37] -0.08350253 -0.03334753  0.02450661 -0.07511447 -0.01227510 -0.03739870
[43] -0.11119495 -0.01546118  0.08103985 -0.08134340 -0.11765235  0.01274050
> 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/3fp611264428507.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/4jjmc1264428507.tab") 
> 
> try(system("convert tmp/1ujvw1264428507.ps tmp/1ujvw1264428507.png",intern=TRUE))
character(0)
> try(system("convert tmp/2uke51264428507.ps tmp/2uke51264428507.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.592   0.300   0.811