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

> x <- c(67.643
+ ,69.371
+ ,66.294
+ ,70.768
+ ,71.774
+ ,73.388
+ ,74.040
+ ,73.238
+ ,78.121
+ ,69.825
+ ,71.099
+ ,70.676
+ ,69.515
+ ,68.246
+ ,68.594
+ ,70.405
+ ,61.223
+ ,60.542
+ ,61.952
+ ,68.173
+ ,67.240
+ ,68.739
+ ,69.234
+ ,65.570
+ ,67.408
+ ,64.630
+ ,68.848
+ ,73.370
+ ,74.292
+ ,76.525
+ ,74.368
+ ,75.674
+ ,74.868
+ ,79.824
+ ,80.022
+ ,79.942
+ ,80.622
+ ,80.079
+ ,79.212
+ ,80.626
+ ,83.551
+ ,80.407
+ ,85.053
+ ,86.399
+ ,88.536
+ ,89.008
+ ,89.652
+ ,88.904
+ ,87.472
+ ,88.631
+ ,87.221
+ ,88.759
+ ,90.127
+ ,88.709
+ ,90.030
+ ,88.697
+ ,88.762
+ ,89.475
+ ,88.936
+ ,90.411
+ ,90.004
+ ,92.725
+ ,90.252
+ ,93.226
+ ,92.575
+ ,93.125
+ ,95.987
+ ,97.175
+ ,97.321
+ ,98.577
+ ,99.026
+ ,101.851
+ ,99.958
+ ,97.875
+ ,97.927
+ ,95.149
+ ,94.551
+ ,93.999
+ ,93.297
+ ,89.901
+ ,89.742
+ ,87.096
+ ,86.863
+ ,86.718
+ ,80.020
+ ,63.483
+ ,51.289
+ ,44.071
+ ,43.654
+ ,66.115
+ ,84.518
+ ,83.395
+ ,78.307
+ ,80.049
+ ,78.346
+ ,78.317
+ ,75.918
+ ,73.739
+ ,74.530
+ ,74.179
+ ,76.974
+ ,75.408
+ ,73.336
+ ,69.210
+ ,67.286
+ ,64.606
+ ,64.159
+ ,64.423
+ ,66.411
+ ,64.270
+ ,56.521
+ ,50.599
+ ,54.751
+ ,62.227
+ ,63.932
+ ,65.391
+ ,75.744
+ ,74.590
+ ,76.035
+ ,74.427
+ ,73.354
+ ,73.081
+ ,75.309
+ ,75.463
+ ,75.910
+ ,76.151
+ ,76.882
+ ,78.632
+ ,80.137
+ ,82.490
+ ,79.896
+ ,81.303
+ ,79.344
+ ,81.355
+ ,82.328
+ ,79.669
+ ,77.249
+ ,75.101
+ ,72.520
+ ,72.438
+ ,72.653
+ ,71.429
+ ,69.189
+ ,66.451
+ ,63.354
+ ,61.379
+ ,61.880
+ ,62.274
+ ,62.429
+ ,63.905
+ ,63.917
+ ,64.295
+ ,61.930
+ ,60.440
+ ,59.353
+ ,58.695
+ ,60.569
+ ,60.386
+ ,60.938
+ ,61.795
+ ,63.304
+ ,64.270
+ ,63.492
+ ,61.333
+ ,59.341
+ ,58.412
+ ,58.725
+ ,59.277
+ ,58.562
+ ,57.858
+ ,58.790
+ ,58.243
+ ,57.044
+ ,57.339
+ ,59.429
+ ,60.575
+ ,61.950
+ ,61.712)
> par20 = ''
> par19 = ''
> par18 = ''
> par17 = ''
> par16 = ''
> par15 = ''
> par14 = ''
> par13 = ''
> par12 = ''
> par11 = ''
> par10 = ''
> par9 = ''
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = 'Default'
> ylab = ''
> xlab = ''
> main = ''
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/rcomp/tmp/1id7q1290677821.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/rcomp/tmp/2tn7t1290677821.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1] 1.0000000 0.9516675 0.8732654 0.7922467 0.7294265 0.6861540 0.6567182
 [8] 0.6320837 0.5960578 0.5638640 0.5243190 0.4868725 0.4480974 0.4099181
[15] 0.3775597 0.3512400 0.3334487 0.3147229 0.2998743 0.2774075 0.2532657
[22] 0.2373695 0.2317118
> (mypacf <- c(rpacf$acf))
 [1]  0.951667473 -0.343537868  0.031518857  0.157342559  0.066407960
 [6]  0.034757186  0.002842456 -0.130956226  0.154870004 -0.143475450
[11]  0.039493649 -0.054204529 -0.027783367  0.052520001  0.019512341
[16]  0.002860553 -0.008569673  0.026405931 -0.074695659  0.027702721
[21]  0.097063760  0.033956887
> 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/3wnnz1290677821.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/40nln1290677821.tab") 
> 
> try(system("convert tmp/1id7q1290677821.ps tmp/1id7q1290677821.png",intern=TRUE))
character(0)
> try(system("convert tmp/2tn7t1290677821.ps tmp/2tn7t1290677821.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.750   0.290   1.004