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.
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Type 'contributors()' for more information and
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Type 'demo()' for some demos, 'help()' for on-line help, or
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Type 'q()' to quit R.

> x <- c(0.0060913893934256
+ ,-0.0060913893933763
+ ,2.5757174171304E-14
+ ,2.5757174171304E-14
+ ,2.5757174171304E-14
+ ,0.016161967957026
+ ,-0.016161967956973
+ ,2.5757174171304E-14
+ ,2.5757174171304E-14
+ ,0.016161967957026
+ ,-0.016161967956973
+ ,2.5757174171304E-14
+ ,2.5757174171304E-14
+ ,2.5757174171304E-14
+ ,0.016161967957026
+ ,2.7089441800854E-14
+ ,0.0040000053333271
+ ,-1.8651746813703E-14
+ ,-0.018127384592519
+ ,3.8191672047105E-14
+ ,-0.0020345886977617
+ ,-0.016427474141974
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,0.0010346612407734
+ ,-2.6645352591004E-15
+ ,-0.0010346612408028
+ ,0.0010346612407734
+ ,-2.6645352591004E-15
+ ,-2.6645352591004E-15
+ ,-2.6645352591004E-15
+ ,-0.0010346612408028
+ ,-2.6645352591004E-14
+ ,0.0010346612407734
+ ,-2.6645352591004E-15
+ ,-0.0010346612408028
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,0.0010346612407734
+ ,-2.6645352591004E-15
+ ,-0.0010346612408028
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,0.0010346612407734
+ ,-2.6645352591004E-15
+ ,-0.0010346612408028
+ ,0.0010346612407734
+ ,-2.6645352591004E-15
+ ,-2.6645352591004E-15
+ ,-0.0010346612408028
+ ,-2.6645352591004E-14
+ ,-2.6645352591004E-14
+ ,0.0010346612407734
+ ,-2.6645352591004E-15
+ ,-2.6645352591004E-15
+ ,-2.6645352591004E-15
+ ,-0.0010346612408028
+ ,-0.070769070888227
+ ,-0.01342302033212
+ ,-0.018182319083179
+ ,1.1546319456102E-14
+ ,1.1546319456102E-14
+ ,1.1546319456102E-14
+ ,1.1546319456102E-14
+ ,0.018182319083212
+ ,2.1316282072803E-14
+ ,2.1316282072803E-14
+ ,-0.018182319083179
+ ,0.018182319083212
+ ,2.1316282072803E-14
+ ,2.1316282072803E-14
+ ,-0.018182319083179
+ ,0.018182319083212
+ ,2.1316282072803E-14
+ ,-0.42078455664168
+ ,-1.1102230246252E-15
+ ,-1.1102230246252E-15
+ ,-1.1102230246252E-15
+ ,-1.1102230246252E-15
+ ,-1.1102230246252E-15
+ ,-1.1102230246252E-15
+ ,-1.1102230246252E-15
+ ,-1.1102230246252E-15
+ ,-1.1102230246252E-15
+ ,-1.1102230246252E-15
+ ,-1.1102230246252E-15
+ ,-1.1102230246252E-15
+ ,-1.1102230246252E-15
+ ,-0.005159082810001
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,2.6423307986079E-14
+ ,-0.053109825313974
+ ,-0.059943035967025
+ ,8.4376949871512E-15
+ ,8.4376949871512E-15
+ ,8.4376949871512E-15
+ ,8.4376949871512E-15
+ ,8.4376949871512E-15
+ ,8.4376949871512E-15
+ ,8.4376949871512E-15
+ ,8.4376949871512E-15
+ ,8.4376949871512E-15
+ ,0.30110509278391
+ ,-1.3322676295502E-14
+ ,0.21970908886559
+ ,1.1546319456102E-14
+ ,1.1546319456102E-14
+ ,1.1546319456102E-14
+ ,1.1546319456102E-14
+ ,1.1546319456102E-14
+ ,1.1546319456102E-14
+ ,1.1546319456102E-14
+ ,-0.14805309995919
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-4.8405723873657E-14
+ ,-0.43242091809665
+ ,4.4186876380081E-14
+ ,0.074985806884544
+ ,-1.8651746813703E-14
+ ,-0.27383666562972
+ ,0.27383666562971
+ ,-1.8651746813703E-14
+ ,-1.8651746813703E-14
+ ,-1.8651746813703E-14
+ ,-1.8651746813703E-14
+ ,-1.8651746813703E-14
+ ,-1.8651746813703E-14
+ ,-1.8651746813703E-14)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1tl4h1290525156.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2tl4h1290525156.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.106172647  0.007060901  0.036855122  0.168943014
 [6] -0.174300292 -0.014687918  0.005463578 -0.050040737 -0.002822680
[11] -0.102882186 -0.027830388 -0.021730695 -0.018842456  0.003345589
[16]  0.007933238  0.006150751  0.041624836 -0.001019404 -0.001497009
[21]  0.011312624  0.009769171 -0.001957798 -0.001557176
> (mypacf <- c(rpacf$acf))
 [1] -0.106172647 -0.004259748  0.037580021  0.179131160 -0.142889749
 [6] -0.053088925 -0.014720717 -0.066423851  0.046088936 -0.119689700
[11] -0.056772864 -0.013376167 -0.039285428  0.047770562 -0.010951783
[16] -0.011276465  0.046319529 -0.027244706  0.004028568 -0.006079532
[21] -0.017749023  0.017412259 -0.013562703
> 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/3w43n1290525156.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/4hm1s1290525156.tab") 
> 
> try(system("convert tmp/1tl4h1290525156.ps tmp/1tl4h1290525156.png",intern=TRUE))
character(0)
> try(system("convert tmp/2tl4h1290525156.ps tmp/2tl4h1290525156.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.537   0.295   1.351