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(23100
+ ,22650
+ ,22440
+ ,22910
+ ,22980
+ ,22535
+ ,22300
+ ,22780
+ ,22780
+ ,23300
+ ,23800
+ ,24510
+ ,24660
+ ,24730
+ ,25070
+ ,24690
+ ,24880
+ ,23920
+ ,23880
+ ,23990
+ ,24590
+ ,23610
+ ,23580
+ ,23360
+ ,23910
+ ,23940
+ ,23060
+ ,22800
+ ,23020
+ ,22890
+ ,22780
+ ,22530
+ ,22290
+ ,22820
+ ,22480
+ ,22110
+ ,22000
+ ,22230
+ ,22260
+ ,22590
+ ,22820
+ ,22420
+ ,22230
+ ,21600
+ ,21000
+ ,21360
+ ,21640
+ ,21450
+ ,21710
+ ,21620
+ ,21800
+ ,21490
+ ,21670
+ ,22130
+ ,22050
+ ,22050
+ ,22140
+ ,22390
+ ,22220
+ ,21790
+ ,21510
+ ,21670
+ ,21745
+ ,21850
+ ,22105
+ ,22050
+ ,21670
+ ,21680
+ ,21800
+ ,21920
+ ,21980
+ ,22270
+ ,21740
+ ,21950
+ ,22010
+ ,21890
+ ,21920
+ ,22110
+ ,22340
+ ,22210
+ ,22240
+ ,21960
+ ,22220
+ ,22060
+ ,22090
+ ,21960
+ ,21940
+ ,21790
+ ,21710
+ ,21690
+ ,21710
+ ,21670
+ ,21640
+ ,21500
+ ,21290
+ ,21250
+ ,21580
+ ,21670
+ ,21620
+ ,21510
+ ,21360
+ ,21420
+ ,21470
+ ,21370
+ ,21370
+ ,21340
+ ,21130
+ ,21130
+ ,20990
+ ,21240
+ ,21320
+ ,21430
+ ,21390
+ ,21530
+ ,21510
+ ,21630
+ ,21560
+ ,21610
+ ,21560
+ ,21310
+ ,21340
+ ,21410
+ ,21550
+ ,21380
+ ,21600
+ ,21530
+ ,21560
+ ,21670
+ ,21540
+ ,21540
+ ,21550
+ ,21590
+ ,21420
+ ,21420
+ ,21370
+ ,21380
+ ,21210
+ ,21505
+ ,21365
+ ,21385
+ ,21350
+ ,21360
+ ,21530
+ ,21380
+ ,21630
+ ,22145
+ ,22315
+ ,22340
+ ,22440
+ ,22135
+ ,21955
+ ,22060
+ ,22050
+ ,22035
+ ,22280
+ ,22315
+ ,22205
+ ,21970
+ ,22075
+ ,22115
+ ,22105
+ ,21885
+ ,21805
+ ,21910
+ ,21995
+ ,22245
+ ,22100
+ ,22130
+ ,22300
+ ,22915
+ ,23040
+ ,22880
+ ,23000
+ ,23160
+ ,23020
+ ,22770
+ ,22660
+ ,22740
+ ,22905
+ ,22720
+ ,22705
+ ,22735
+ ,22600
+ ,22510
+ ,22560
+ ,22575
+ ,22685
+ ,22980
+ ,23275
+ ,23845
+ ,23640
+ ,23640
+ ,23835
+ ,23625
+ ,24055
+ ,24005
+ ,24325
+ ,24445
+ ,24670
+ ,24615
+ ,24700
+ ,25065
+ ,25185
+ ,25220
+ ,25235
+ ,24975
+ ,25055
+ ,25520
+ ,25880
+ ,25960
+ ,25740
+ ,24965
+ ,25235
+ ,24895
+ ,24635
+ ,24835
+ ,24635
+ ,24695
+ ,25090
+ ,25220
+ ,24740
+ ,25005
+ ,24650
+ ,24460
+ ,24680
+ ,24840
+ ,24630
+ ,24490
+ ,24695)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/12qcy1273095623.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/22qcy1273095623.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1] 1.00000000 0.97182305 0.94491781 0.92031175 0.89719542 0.87190835
 [7] 0.84902535 0.82516671 0.80224979 0.78108076 0.74940119 0.72312132
[13] 0.69817203 0.67643084 0.65124662 0.62965837 0.60548252 0.57940186
[19] 0.55273483 0.52240626 0.49507049 0.46619194 0.43774526 0.41482623
[25] 0.39402970 0.37110310 0.34541001 0.32026806 0.29899578 0.27826349
[31] 0.25570481 0.23147208 0.21160402 0.19371057 0.17872457 0.16291441
[37] 0.15338865 0.14341109 0.13405288 0.12328104 0.11066601 0.10134179
[43] 0.09409573 0.08817680 0.07953891 0.07090036 0.06107082 0.05091725
[49] 0.04165924
> (mypacf <- c(rpacf$acf))
 [1]  0.971823046  0.008599240  0.028053403  0.015842582 -0.048412571
 [6]  0.030464014 -0.030445512  0.004699723  0.021867205 -0.203699631
[11]  0.083851374 -0.005831092  0.041739745 -0.051908955  0.030279458
[16] -0.046460547 -0.061369775 -0.028233459 -0.061447883  0.011207561
[21] -0.052292713 -0.030933485  0.124296281 -0.020607739 -0.010461929
[26] -0.068725415 -0.013697448  0.069913992 -0.040748622 -0.020924171
[31] -0.058202765  0.031545794  0.026061144  0.067222347  0.011683262
[36]  0.086633365 -0.027173924  0.001488856 -0.020886534 -0.047658100
[41]  0.016422506  0.037327612 -0.002861185 -0.025789545 -0.047973254
[46]  0.006950127 -0.031184844  0.014577489
> 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/35ra41273095623.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/4999s1273095623.tab") 
> 
> try(system("convert tmp/12qcy1273095623.ps tmp/12qcy1273095623.png",intern=TRUE))
character(0)
> try(system("convert tmp/22qcy1273095623.ps tmp/22qcy1273095623.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.560   0.303   0.785