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(1.35,1.91,1.31,1.19,1.3,1.14,1.1,1.02,1.11,1.18,1.24,1.36,1.29,1.73,1.41,1.15,1.31,1.15,1.08,1.1,1.14,1.24,1.33,1.49,1.38,1.96,1.36,1.24,1.35,1.23,1.09,1.08,1.33,1.35,1.38,1.5,1.47,2.09,1.52,1.29,1.52,1.27,1.35,1.29,1.41,1.39,1.45,1.53,1.45,2.11,1.53,1.38,1.54,1.35,1.29,1.33,1.47,1.47,1.54,1.59,1.5,2,1.51,1.4,1.62,1.44,1.29,1.28,1.4,1.39,1.46,1.49)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1wnn71289774986.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2wnn71289774986.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.369431005  0.250596261  0.249694870 -0.033459923
 [6] -0.145622648 -0.276369479 -0.147690735 -0.077376808  0.171339194
[11]  0.182441414  0.259692665  0.753042031  0.255579759  0.138276602
[16]  0.140579727 -0.113550219 -0.223106235 -0.315140525 -0.193613435
[21] -0.141622942  0.066561616  0.066996020  0.130590428  0.526743107
[26]  0.097260357  0.036459088  0.028813848 -0.154055597 -0.263500393
[31] -0.338654787 -0.231615212 -0.186052286 -0.046270117 -0.046227299
[36]  0.009494845  0.301764916  0.004153889 -0.038469923 -0.019325134
[41] -0.161345696 -0.209652136 -0.237577579 -0.175459148 -0.161756011
[46] -0.051867592 -0.051171359 -0.020466680  0.160145837
> (mypacf <- c(rpacf$acf))
 [1]  0.369431005  0.132153159  0.142060573 -0.220146738 -0.166600231
 [6] -0.236850677  0.126621512  0.114768354  0.393639566  0.010462491
[11]  0.060052371  0.622905096 -0.332285481 -0.171401601 -0.147369669
[16] -0.036410143 -0.009392057  0.046281153 -0.028474446 -0.021938002
[21] -0.085169825 -0.127106617 -0.026740214  0.016643743 -0.111403697
[26]  0.089117811 -0.065704547  0.103321337 -0.060702960 -0.060424864
[31] -0.122365650  0.021212616 -0.157010286  0.019163670 -0.056973142
[36] -0.092051035  0.133541185 -0.047679899  0.040633870 -0.079550749
[41]  0.108421696  0.119858070  0.022310964 -0.139439718  0.017575576
[46]  0.043271374 -0.013431263 -0.100453042
> 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/3aflg1289774986.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/4l6kj1289774986.tab") 
> 
> try(system("convert tmp/1wnn71289774986.ps tmp/1wnn71289774986.png",intern=TRUE))
character(0)
> try(system("convert tmp/2wnn71289774986.ps tmp/2wnn71289774986.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.600   0.336   0.807