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(-0.0042361726044575
+ ,-4.3964831775156E-14
+ ,0.0042361726044557
+ ,-0.0042361726044575
+ ,0.0042361726044557
+ ,4.2188474935756E-14
+ ,4.2188474935756E-14
+ ,4.2188474935756E-14
+ ,4.2188474935756E-14
+ ,-0.0042361726044575
+ ,0.0042361726044557
+ ,4.2188474935756E-14
+ ,4.2188474935756E-14
+ ,-0.0042361726044575
+ ,-4.3964831775156E-14
+ ,-4.3964831775156E-14
+ ,-4.3964831775156E-14
+ ,-4.3964831775156E-14
+ ,-4.3964831775156E-14
+ ,0.0042361726044557
+ ,4.2188474935756E-14
+ ,4.2188474935756E-14
+ ,-0.0042361726044575
+ ,-4.3964831775156E-14
+ ,0.0042361726044557
+ ,-0.0042361726044575
+ ,-4.3964831775156E-14
+ ,-4.3964831775156E-14
+ ,-4.3964831775156E-14
+ ,0.0042361726044557
+ ,-0.0042361726044575
+ ,-4.3964831775156E-14
+ ,-4.3964831775156E-14
+ ,-4.3964831775156E-14
+ ,-4.3964831775156E-14
+ ,0.0042361726044557
+ ,4.2188474935756E-14
+ ,-0.0042361726044575
+ ,-4.3964831775156E-14
+ ,-4.3964831775156E-14
+ ,0.0052924177514559
+ ,-0.0052924177515092
+ ,0.0052924177514559
+ ,-9.3258734068513E-15
+ ,-9.3258734068513E-15
+ ,-0.0052924177515092
+ ,-4.3964831775156E-14
+ ,-4.3964831775156E-14
+ ,-4.3964831775156E-14
+ ,-4.3964831775156E-14
+ ,0.0052924177514559
+ ,-9.3258734068513E-15
+ ,-9.3258734068513E-15
+ ,-9.3258734068513E-15
+ ,-9.3258734068513E-15
+ ,-0.0052924177515092
+ ,0.0052924177514559
+ ,-9.3258734068513E-15
+ ,-9.3258734068513E-15
+ ,-9.3258734068513E-15
+ ,-0.0052924177515092
+ ,0.0052924177514559
+ ,-0.0052924177515092
+ ,-4.3964831775156E-14
+ ,-4.3964831775156E-14
+ ,0.0052924177514559
+ ,-9.3258734068513E-15
+ ,-0.0052924177515092
+ ,-4.3964831775156E-14
+ ,0.0052924177514559
+ ,-9.3258734068513E-15
+ ,-9.3258734068513E-15
+ ,-0.0052924177515092
+ ,-4.3964831775156E-14
+ ,0.0015906684159561
+ ,-3.3306690738755E-14
+ ,-0.0053120974849334
+ ,0.0053120974848566
+ ,-3.3306690738755E-14
+ ,-3.3306690738755E-14
+ ,-3.3306690738755E-14
+ ,-3.3306690738755E-14
+ ,-3.3306690738755E-14
+ ,-3.3306690738755E-14
+ ,-0.0053120974849334
+ ,-4.3520742565306E-14
+ ,0.0053120974848566
+ ,-3.3306690738755E-14
+ ,-3.3306690738755E-14
+ ,-3.3306690738755E-14
+ ,-3.3306690738755E-14
+ ,-3.3306690738755E-14
+ ,-3.3306690738755E-14
+ ,-3.3306690738755E-14
+ ,-3.3306690738755E-14
+ ,-0.0053120974849334
+ ,-4.3520742565306E-14
+ ,-4.3520742565306E-14
+ ,-4.3520742565306E-14
+ ,-0.0093646169310437
+ ,0.014676714415899
+ ,-0.0053120974849334
+ ,0.0053120974848566
+ ,-3.3306690738755E-14
+ ,-3.3306690738755E-14
+ ,-3.3306690738755E-14
+ ,-0.0053120974849334
+ ,0.0013306721856563
+ ,-0.91895384929365
+ ,0.91895384929359
+ ,-4.8849813083507E-14
+ ,-4.8849813083507E-14
+ ,-4.8849813083507E-14
+ ,-0.0047987295499485
+ ,-4.3520742565306E-14
+ ,-4.3520742565306E-14
+ ,-4.3520742565306E-14
+ ,-4.3520742565306E-14
+ ,-4.3520742565306E-14
+ ,0.0047987295498562
+ ,-4.8849813083507E-14
+ ,-0.0026631174194489
+ ,-0.013423020332165
+ ,-0.0029774010356243
+ ,-0.0048913140998841
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,0.004891314099857
+ ,1.5987211554602E-14
+ ,1.5987211554602E-14
+ ,-0.0048913140998841
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,0.004891314099857
+ ,1.5987211554602E-14
+ ,-0.0048913140998841
+ ,0.004891314099857
+ ,1.5987211554602E-14
+ ,1.5987211554602E-14
+ ,1.5987211554602E-14
+ ,1.5987211554602E-14
+ ,-0.0048913140998841
+ ,0.004891314099857
+ ,1.5987211554602E-14
+ ,1.5987211554602E-14
+ ,-0.0048913140998841
+ ,0.004891314099857
+ ,-0.0048913140998841
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,0.004891314099857
+ ,-0.0048913140998841
+ ,-4.3076653355456E-14
+ ,0.004891314099857
+ ,1.5987211554602E-14
+ ,-0.0048913140998841
+ ,-4.3076653355456E-14
+ ,0.004891314099857
+ ,-0.0048913140998841
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,-4.3076653355456E-14
+ ,0.004891314099857
+ ,1.5987211554602E-14
+ ,-0.0048913140998841
+ ,-4.3076653355456E-14
+ ,0.004891314099857
+ ,1.5987211554602E-14
+ ,1.5987211554602E-14
+ ,1.5987211554602E-14
+ ,1.5987211554602E-14
+ ,-0.0048913140998841
+ ,-0.018974857760943
+ ,-1.0214051826551E-14
+ ,-1.0214051826551E-14
+ ,-1.0214051826551E-14
+ ,0.02684357289639
+ ,-2.4424906541753E-14
+ ,-0.026843572896424
+ ,-1.0214051826551E-14
+ ,0.02684357289639)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = 'Default'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/rcomp/tmp/18py71290523531.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/rcomp/tmp/28py71290523531.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000e+00 -4.996858e-01  2.743567e-03 -3.001825e-03 -2.361995e-03
 [6]  2.345437e-03 -2.702626e-03  5.883625e-03 -1.099596e-02  1.301042e-02
[11] -2.436244e-03 -2.674416e-03 -1.595919e-03 -3.019544e-03  3.113374e-03
[16] -1.067339e-03  2.498911e-03  7.427331e-05  2.754039e-03 -2.675708e-03
[21] -1.691605e-04 -2.492251e-03 -4.154386e-04  2.880289e-03
> (mypacf <- c(rpacf$acf))
 [1] -0.49968584 -0.32911868 -0.24757185 -0.20214560 -0.16805510 -0.14839539
 [7] -0.12361548 -0.12383877 -0.10094494 -0.08659886 -0.07959881 -0.07651254
[13] -0.07923912 -0.07603305 -0.07523821 -0.07037307 -0.06572665 -0.05661746
[19] -0.05350319 -0.05081797 -0.05308278 -0.05584041 -0.05320127
> 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/3xrhb1290523532.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/47iye1290523532.tab") 
> 
> try(system("convert tmp/18py71290523531.ps tmp/18py71290523531.png",intern=TRUE))
character(0)
> try(system("convert tmp/28py71290523531.ps tmp/28py71290523531.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.830   0.440   1.247