R version 2.11.1 (2010-05-31)
Copyright (C) 2010 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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/rcomp/tmp/1mumt1289775081.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/rcomp/tmp/2mumt1289775081.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000 -0.40065581 -0.09797820  0.22293250 -0.13230763  0.01297152
 [7] -0.20998402  0.04150852 -0.13638064  0.18704490 -0.06287128 -0.31898304
[13]  0.78491700 -0.29689193 -0.09665357  0.20123469 -0.11043058 -0.01466409
[19] -0.17185700  0.05118306 -0.12047658  0.16273792 -0.06216089 -0.24869136
[25]  0.65349910 -0.28566670 -0.04669639  0.13763102 -0.05474884 -0.02976253
[31] -0.14455209  0.04319330 -0.06760326  0.10623857 -0.05654845 -0.17361968
[37]  0.46795819 -0.19396990 -0.05382535  0.12631606 -0.06679479 -0.01874495
[43] -0.07381024  0.03528075 -0.07292812  0.08401277 -0.03642351 -0.10594028
[49]  0.28872651
> (mypacf <- c(rpacf$acf))
 [1] -0.400655815 -0.307934492  0.063448884 -0.028186124  0.003904385
 [6] -0.334676856 -0.259630775 -0.466795979 -0.064057201 -0.129340620
[11] -0.667866531  0.255686941  0.123771146  0.098850554 -0.021490014
[16] -0.049622657 -0.104966173 -0.024900607 -0.014595721  0.042586024
[21]  0.078192278 -0.023369041 -0.061438927  0.072913416 -0.105705286
[26]  0.025520451 -0.141505300  0.009018197  0.009523360  0.079445815
[31] -0.066186214  0.115622691 -0.060644797  0.006191318  0.021885544
[36] -0.189834688 -0.018823417 -0.086001282  0.035136358 -0.137247536
[41] -0.143911125 -0.055703903  0.110444174 -0.058176277 -0.086302184
[46] -0.034893012  0.075638481 -0.040603533
> 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/30m121289775081.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/4tv051289775081.tab") 
> 
> try(system("convert tmp/1mumt1289775081.ps tmp/1mumt1289775081.png",intern=TRUE))
character(0)
> try(system("convert tmp/2mumt1289775081.ps tmp/2mumt1289775081.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
   0.76    0.50    1.21