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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Type 'demo()' for some demos, 'help()' for on-line help, or
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> x <- c(-2.7089441800854E-14
+ ,-2.7089441800854E-14
+ ,-2.7089441800854E-14
+ ,-0.0067221197756271
+ ,1.8651746813703E-14
+ ,0.0067221197756187
+ ,-0.012775191488727
+ ,0.012775191488696
+ ,-0.0067221197756271
+ ,1.8651746813703E-14
+ ,1.8651746813703E-14
+ ,0.0067221197756187
+ ,-2.7089441800854E-14
+ ,-0.0067221197756271
+ ,0.0067221197756187
+ ,-2.7089441800854E-14
+ ,-2.7089441800854E-14
+ ,-2.7089441800854E-14
+ ,-2.7089441800854E-14
+ ,-2.7089441800854E-14
+ ,-2.7089441800854E-14
+ ,-2.7089441800854E-14
+ ,-2.7089441800854E-14
+ ,-2.7089441800854E-14
+ ,-2.7089441800854E-14
+ ,-2.7089441800854E-14
+ ,-2.7089441800854E-14
+ ,-2.7089441800854E-14
+ ,-0.0067221197756271
+ ,1.8651746813703E-14
+ ,1.8651746813703E-14
+ ,0.0017733645364189
+ ,3.1974423109205E-14
+ ,3.1974423109205E-14
+ ,-0.0063988842582678
+ ,1.0658141036402E-14
+ ,0.0063988842583105
+ ,3.1974423109205E-14
+ ,3.1974423109205E-14
+ ,3.1974423109205E-14
+ ,3.1974423109205E-14
+ ,3.1974423109205E-14
+ ,3.1974423109205E-14
+ ,3.1974423109205E-14
+ ,-0.0063988842582678
+ ,0.0063988842583105
+ ,-0.0063988842582678
+ ,0.0063988842583105
+ ,3.1974423109205E-14
+ ,3.1974423109205E-14
+ ,3.1974423109205E-14
+ ,-0.0063988842582678
+ ,1.0658141036402E-14
+ ,0.0063988842583105
+ ,-0.0063988842582678
+ ,0.0063988842583105
+ ,-0.0063988842582678
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,0.0063988842583105
+ ,-0.0063988842582678
+ ,1.0658141036402E-14
+ ,0.0063988842583105
+ ,-0.0063988842582678
+ ,1.0658141036402E-14
+ ,1.0658141036402E-14
+ ,0.0063988842583105
+ ,3.1974423109205E-14
+ ,3.1974423109205E-14
+ ,3.1974423109205E-14
+ ,3.1974423109205E-14
+ ,3.1974423109205E-14
+ ,0.0003542958407321
+ ,-0.0063966102966977
+ ,-5.3290705182008E-15
+ ,-5.3290705182008E-15
+ ,-5.3290705182008E-15
+ ,0.0063966102966946
+ ,2.2204460492503E-15
+ ,-0.0039041753228979
+ ,3.5971225997855E-14
+ ,3.5971225997855E-14
+ ,3.5971225997855E-14
+ ,3.5971225997855E-14
+ ,3.5971225997855E-14
+ ,3.5971225997855E-14
+ ,-0.0064217131136641
+ ,-1.5987211554602E-14
+ ,-1.5987211554602E-14
+ ,-1.5987211554602E-14
+ ,-1.5987211554602E-14
+ ,0.0064217131136841
+ ,3.5971225997855E-14
+ ,3.5971225997855E-14
+ ,3.5971225997855E-14
+ ,-0.0064217131136641
+ ,0.0064217131136841
+ ,3.5971225997855E-14
+ ,3.5971225997855E-14
+ ,-0.017578928007164
+ ,0.0064935293105748
+ ,2.6201263381154E-14
+ ,2.6201263381154E-14
+ ,2.6201263381154E-14
+ ,2.6201263381154E-14
+ ,2.6201263381154E-14
+ ,-0.0064935293105735
+ ,-2.4868995751604E-14
+ ,-0.011649203449725
+ ,-1.3322676295502E-14
+ ,-0.0058758891057136
+ ,-4.4408920985006E-14
+ ,-4.4408920985006E-14
+ ,-4.4408920985006E-14
+ ,-4.4408920985006E-14
+ ,-4.4408920985006E-14
+ ,-4.4408920985006E-14
+ ,0.0058758891056558
+ ,-0.0058758891057136
+ ,-4.4408920985006E-14
+ ,-4.4408920985006E-14
+ ,-4.4408920985006E-14
+ ,-4.4408920985006E-14
+ ,-4.4408920985006E-14
+ ,-4.4408920985006E-14
+ ,0.0058758891056558
+ ,-0.0058758891057136
+ ,-4.4408920985006E-14
+ ,0.0058758891056558
+ ,-1.3322676295502E-14
+ ,-1.3322676295502E-14
+ ,-0.0058758891057136
+ ,-4.4408920985006E-14
+ ,0.0058758891056558
+ ,-1.3322676295502E-14
+ ,-1.3322676295502E-14
+ ,-1.3322676295502E-14
+ ,-1.3322676295502E-14
+ ,-1.3322676295502E-14
+ ,-1.3322676295502E-14
+ ,-0.0058758891057136
+ ,0.0058758891056558
+ ,-0.0058758891057136
+ ,0.0058758891056558
+ ,-0.0058758891057136
+ ,0.0058758891056558
+ ,-0.0058758891057136
+ ,0.0058758891056558
+ ,-1.3322676295502E-14
+ ,-1.3322676295502E-14
+ ,-0.0058758891057136
+ ,0.0058758891056558
+ ,-0.0058758891057136
+ ,-4.4408920985006E-14
+ ,-4.4408920985006E-14
+ ,-4.4408920985006E-14
+ ,0.0058758891056558
+ ,-1.3322676295502E-14
+ ,-0.011416069481314
+ ,-2.9309887850104E-14
+ ,0.0055401803755708
+ ,0.010260258569556
+ ,-1.1990408665952E-14
+ ,-1.1990408665952E-14
+ ,-1.1990408665952E-14
+ ,-0.035625288710512
+ ,-9.7699626167014E-15
+ ,-9.7699626167014E-15
+ ,0.01982484976529
+ ,-2.9309887850104E-14
+ ,-2.9309887850104E-14
+ ,-0.019824849765329
+ ,0.01982484976529
+ ,-2.9309887850104E-14
+ ,-2.9309887850104E-14
+ ,-2.9309887850104E-14
+ ,-2.9309887850104E-14
+ ,0.015800438945171
+ ,-1.1990408665952E-14
+ ,-1.1990408665952E-14
+ ,-1.1990408665952E-14
+ ,-1.1990408665952E-14
+ ,-1.1990408665952E-14
+ ,-1.1990408665952E-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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/13cm21290525796.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/23cm21290525796.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000 -0.27640171  0.04844411 -0.26556237  0.04473337  0.02199952
 [7]  0.07998532 -0.03083659  0.01502239  0.01106892 -0.03766373 -0.01069658
[13] -0.05189561  0.12032792 -0.09992139 -0.00265613  0.06687102 -0.02826626
[19] -0.05792190  0.01547908 -0.05008600  0.07522434 -0.05260162  0.06241034
> (mypacf <- c(rpacf$acf))
 [1] -0.276401715 -0.030266060 -0.281908382 -0.124461849 -0.018292128
 [6]  0.010984560 -0.021422943  0.020989675  0.058992658 -0.023923063
[11] -0.023712658 -0.059796842  0.080706299 -0.076859546 -0.087805438
[16]  0.106559523 -0.018966721 -0.113455347  0.011792049 -0.049497622
[21] -0.009292951 -0.061763841  0.042179438
> 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/3hm1s1290525796.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/4350g1290525796.tab") 
> 
> try(system("convert tmp/13cm21290525796.ps tmp/13cm21290525796.png",intern=TRUE))
character(0)
> try(system("convert tmp/23cm21290525796.ps tmp/23cm21290525796.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.544   0.298   2.407