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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> x <- c(1.3031,1.3241,1.2961,1.2865,1.2305,1.2101,1.2125,1.2350,1.2014,1.1992,1.1791,1.1832,1.2159,1.1922,1.2114,1.2614,1.2812,1.2786,1.2772,1.2815,1.2679,1.2765,1.3247,1.3191,1.3029,1.3234,1.3354,1.3651,1.3453,1.3534,1.3706,1.3638,1.4268,1.4485,1.4635,1.4587,1.4876,1.5189,1.5783,1.5633,1.5554,1.5757,1.5593,1.4660,1.4065,1.2759,1.2705,1.3954,1.2793,1.2694,1.3282,1.3230,1.4135,1.4042,1.4253,1.4322,1.4632,1.4713,1.5016,1.4318)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '36'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1vx001290704138.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2vx001290704138.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.92132201  0.83411953  0.75162913  0.64505314  0.54862648
 [7]  0.43032684  0.30932498  0.23676020  0.18826726  0.14858125  0.12709800
[13]  0.10245354  0.09799345  0.12788902  0.14061623  0.12445145  0.09797445
[19]  0.05582146  0.01309352 -0.02343131 -0.08546966 -0.14053688 -0.18656863
[25] -0.21775820 -0.24740941 -0.29234694 -0.33267625 -0.35589585 -0.36094681
[31] -0.35461492 -0.33520642 -0.32016187 -0.30373645 -0.26964181 -0.22233138
[37] -0.19582984
> (mypacf <- c(rpacf$acf))
 [1]  0.921322010 -0.097341624 -0.013269545 -0.211392327  0.023234458
 [6] -0.237881390 -0.049846740  0.214649207  0.137976595  0.008470844
[11]  0.028000277 -0.084195237  0.022973273  0.133760149 -0.059505415
[16] -0.192832045 -0.104273464 -0.096896273 -0.057047295  0.090833638
[21] -0.014796645  0.057452664 -0.079743236  0.042815448 -0.199286567
[26] -0.163793490 -0.034083499 -0.001918237  0.038267380  0.085935089
[31]  0.164431205 -0.036834783 -0.075321728  0.010661138  0.104539493
[36] -0.158840763
> 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/396fr1290704138.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/4kgxu1290704138.tab") 
> 
> try(system("convert tmp/1vx001290704138.ps tmp/1vx001290704138.png",intern=TRUE))
character(0)
> try(system("convert tmp/2vx001290704138.ps tmp/2vx001290704138.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.552   0.336   1.528