R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(2.17,2.18,2.18,2.18,2.17,2.17,2.18,2.17,2.18,2.17,2.17,2.17,2.17,2.17,2.17,2.17,2.17,2.17,2.18,2.18,2.18,2.18,2.18,2.18,2.18,2.18,2.18,2.18,2.18,2.18,2.18,2.19,2.19,2.19,2.20,2.20,2.21,2.21,2.21,2.20,2.21,2.20,2.21,2.21,2.22,2.22,2.23,2.24,2.24,2.25,2.25,2.32,2.36,2.37,2.37,2.37,2.38,2.38,2.41,2.42,2.43,2.44,2.44,2.44,2.43,2.43,2.43,2.42,2.42,2.42,2.42,2.42)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1i7uj1272789171.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2i7uj1272789171.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.969628730  0.936036030  0.898629820  0.860134036
 [6]  0.818594634  0.771790848  0.724080977  0.670467355  0.614088182
[11]  0.553712013  0.492382467  0.432367598  0.374620782  0.319686808
[16]  0.271148407  0.221929021  0.174432902  0.126119603  0.077989792
[21]  0.032264231 -0.005070097 -0.026800440 -0.048939373 -0.068946449
[26] -0.089362115 -0.107918317 -0.124751252 -0.141584187 -0.156693855
[31] -0.171939719 -0.185189923 -0.199298923 -0.211412262 -0.226066050
[36] -0.240536349 -0.255006649 -0.266072030 -0.277001215 -0.285662345
[41] -0.295596536 -0.304393864 -0.312604788 -0.318589274 -0.325254744
[46] -0.330238562 -0.335767167 -0.340567498 -0.343277587
> (mypacf <- c(rpacf$acf))
 [1]  0.969628730 -0.069271760 -0.078633304 -0.032002405 -0.067089665
 [6] -0.106321757 -0.029725906 -0.118734680 -0.070622788 -0.088033689
[11] -0.044459562 -0.008419380  0.011235244  0.011756806  0.082763881
[16] -0.051913189 -0.011420873 -0.058032225 -0.057987058 -0.027289643
[21]  0.087765939  0.200630863 -0.061380383 -0.025967126 -0.047470023
[26] -0.032395654 -0.031137716 -0.045137430 -0.046963955 -0.070093471
[31] -0.034076218 -0.052484530  0.019661068 -0.051859408  0.013482947
[36]  0.010897177  0.018816114 -0.034823886 -0.007998405 -0.069574408
[41]  0.005773375  0.027996821  0.063799422 -0.074636663 -0.001209952
[46] -0.072604616 -0.011439104 -0.010880413
> 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/3ehsa1272789171.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/4689v1272789171.tab") 
> 
> try(system("convert tmp/1i7uj1272789171.ps tmp/1i7uj1272789171.png",intern=TRUE))
character(0)
> try(system("convert tmp/2i7uj1272789171.ps tmp/2i7uj1272789171.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.579   0.321   0.729