R version 3.0.2 (2013-09-25) -- "Frisbee Sailing"
Copyright (C) 2013 The R Foundation for Statistical Computing
Platform: i686-pc-linux-gnu (32-bit)

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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(8.9634
+ ,8.9522
+ ,8.8682
+ ,8.7331
+ ,8.3188
+ ,8.3462
+ ,8.3087
+ ,8.3836
+ ,8.8412
+ ,9.5001
+ ,10.1883
+ ,10.2931
+ ,10.1945
+ ,10.3014
+ ,10.0675
+ ,9.6715
+ ,9.5019
+ ,9.4597
+ ,9.4362
+ ,9.5919
+ ,10.0167
+ ,10.322
+ ,11.166
+ ,11.5454
+ ,11.3712
+ ,11.0723
+ ,10.813
+ ,10.3016
+ ,10.4227
+ ,10.3162
+ ,10.4519
+ ,10.8567
+ ,11.2716
+ ,11.4341
+ ,12.1273
+ ,11.9814
+ ,11.8352
+ ,11.9847
+ ,11.545
+ ,11.5285
+ ,11.5539
+ ,11.622
+ ,11.6578
+ ,11.6767
+ ,11.8752
+ ,13.2643
+ ,14.2297
+ ,14.308
+ ,13.7915
+ ,13.7633
+ ,13.9775
+ ,13.6478
+ ,13.2247
+ ,13.0971
+ ,13.1039
+ ,13.206
+ ,13.7901
+ ,14.6457
+ ,15.5764
+ ,15.6102
+ ,15.8855
+ ,16.0137
+ ,15.6186
+ ,15.384
+ ,15.2751
+ ,15.0912
+ ,14.9222
+ ,15.6231
+ ,16.6737
+ ,17.6805
+ ,19.1919
+ ,19.1711
+ ,18.5658
+ ,18.1285
+ ,16.791
+ ,16.9468
+ ,17.3164
+ ,17.1816
+ ,16.7627
+ ,17.239
+ ,17.8838
+ ,18.9038
+ ,20.0274
+ ,20.0087
+ ,19.6366
+ ,19.8163
+ ,18.8602
+ ,17.9206
+ ,17.6889
+ ,17.84
+ ,17.678
+ ,17.7258
+ ,18.5865
+ ,19.9804
+ ,21.1584
+ ,21.2921
+ ,20.9445
+ ,20.5731
+ ,19.3274
+ ,17.7866
+ ,17.7483
+ ,17.5648
+ ,17.4763
+ ,17.7264
+ ,18.5736
+ ,19.9236
+ ,21.3286
+ ,20.7249
+ ,20.3334
+ ,19.7658
+ ,18.7569
+ ,17.6963
+ ,17.7978
+ ,18.1771
+ ,18.3738
+ ,18.1996
+ ,18.8443
+ ,20.1001
+ ,21.2458
+ ,20.8381
+ ,20.1967
+ ,19.8159
+ ,18.5784
+ ,19.21
+ ,19.3419
+ ,19.12
+ ,19.1563
+ ,18.9783
+ ,20.2913
+ ,22.5439
+ ,23.2821
+ ,22.6191
+ ,22.1599
+ ,21.2766
+ ,19.0846
+ ,18.9096
+ ,18.8095
+ ,20.1164
+ ,20.7762
+ ,20.9044
+ ,22.0026
+ ,23.6401
+ ,25.04
+ ,24.7185
+ ,24.1752
+ ,24.1382
+ ,22.3949
+ ,21.3743
+ ,21.4911
+ ,21.2187
+ ,21.2137
+ ,21.6735
+ ,22.5096
+ ,24.3097
+ ,25.7989
+ ,25.4376
+ ,23.878
+ ,23.6966
+ ,23.3544
+ ,21.1993
+ ,22.0431
+ ,22.0203
+ ,21.886
+ ,21.9771
+ ,23.0759
+ ,24.9859
+ ,26.2614
+ ,26.1127
+ ,25.6296
+ ,25.2926
+ ,22.8146
+ ,22.2974
+ ,22.8868
+ ,22.4612
+ ,22.3165
+ ,22.7319
+ ,23.2692
+ ,24.9432
+ ,27.8272
+ ,27.4059
+ ,26.6232
+ ,26.8779
+ ,25.105
+ ,23.601
+ ,23.5374
+ ,23.5248
+ ,22.9465
+ ,23.6633
+ ,25.5932
+ ,27.7683
+ ,29.4691
+ ,28.3472
+ ,28.3879
+ ,27.9696
+ ,26.0075
+ ,24.2533
+ ,24.4999
+ ,23.8988
+ ,23.6683
+ ,23.9427
+ ,26.0155
+ ,28.9529
+ ,30.302
+ ,29.874
+ ,28.2257
+ ,28.0811
+ ,26.3398
+ ,25.4847
+ ,25.4823
+ ,24.9697
+ ,25.2282
+ ,25.9257
+ ,28.7818
+ ,27.9552
+ ,33.3475
+ ,32.7834
+ ,31.6586
+ ,31.6613
+ ,29.1839
+ ,28.8825
+ ,27.6334
+ ,27.7511
+ ,27.3792
+ ,27.7748
+ ,31.4329
+ ,33.2735
+ ,35.0962
+ ,34.9537
+ ,31.8307
+ ,30.9984
+ ,28.629
+ ,26.4379
+ ,25.4408
+ ,24.6681
+ ,24.0994
+ ,24.6043
+ ,27.2492
+ ,29.5511
+ ,29.8522
+ ,31.6989
+ ,29.6357
+ ,30.5197
+ ,32.7823
+ ,24.9942
+ ,23.5187
+ ,24.0249
+ ,24.5692
+ ,24.402
+ ,26.7089
+ ,31.6874
+ ,32.8801
+ ,32.7906
+ ,30.8785
+ ,30.3024
+ ,28.3679
+ ,25.6578
+ ,25.1598
+ ,24.6143
+ ,24.528
+ ,25.2905
+ ,30.0016
+ ,34.2728
+ ,34.4408
+ ,34.1907
+ ,33.6636
+ ,33.9073
+ ,30.2175
+ ,28.5274
+ ,25.9505
+ ,26.2398
+ ,26.2819
+ ,26.7362
+ ,28.8395
+ ,31.0951
+ ,33.7015
+ ,33.8091
+ ,32.1126
+ ,32
+ ,29.122
+ ,26.8124
+ ,25.4654
+ ,23.8331
+ ,24.714
+ ,28.3288
+ ,29.6391
+ ,32.4542
+ ,33.5657
+ ,33.1856
+ ,33.297
+ ,33.51
+ ,31.3789
+ ,29.4555
+ ,27.2699
+ ,27.2586
+ ,27.8591
+ ,29.6362
+ ,30.9587
+ ,31.8633
+ ,33.8188
+ ,33.7531
+ ,33.6103
+ ,32.9052
+ ,29.5005
+ ,27.3634
+ ,27.2298
+ ,26.5211
+ ,26.5228
+ ,27.2991
+ ,29.1726
+ ,30.297
+ ,32.5287
+ ,32.487
+ ,32.4197
+ ,30.854
+ ,28.6995
+ ,27.7881
+ ,26.5609
+ ,25.9431
+ ,25.5578
+ ,27.1275
+ ,30.2556
+ ,34.0976
+ ,34.5614
+ ,34.2948
+ ,33.3418
+ ,31.8187
+ ,29.0818
+ ,27.3444
+ ,26.6233
+ ,26.1869
+ ,26.2953
+ ,28.7043
+ ,32.0653
+ ,34.5401
+ ,34.6636
+ ,34.2557
+ ,32.0526
+ ,30.6892
+ ,28.012
+ ,26.1528
+ ,23.2276
+ ,24.244
+ ,24.8141
+ ,27.8632
+ ,29.6233
+ ,32.4245
+ ,33.3417
+ ,33.0442
+ ,32.0526
+ ,30.2182
+ ,28.9292
+ ,26.8221
+ ,26.1032
+ ,25.9792
+ ,27.1443
+ ,29.4993
+ ,31.656
+ ,33.3665
+ ,35.0521
+ ,34.4076
+ ,33.069
+ ,31.5816
+ ,30.0695
+ ,29.0035
+ ,28.6813
+ ,28.359
+ ,30.0447
+ ,31.5073
+ ,34.16
+ ,35.57
+ ,36.42
+ ,35.12
+ ,33.14
+ ,30.29
+ ,28.2
+ ,26.5
+ ,25.47
+ ,24.96
+ ,25.6
+ ,27.76
+ ,30.13
+ ,32.35
+ ,32.8
+ ,32.54
+ ,29.78
+ ,28.79
+ ,26.8
+ ,25.41
+ ,24.34
+ ,24.39
+ ,25
+ ,26.27
+ ,27.88
+ ,29.35
+ ,29.83
+ ,29.46)
> par20 = ''
> par19 = ''
> par18 = ''
> par17 = ''
> par16 = ''
> par15 = ''
> par14 = ''
> par13 = ''
> par12 = ''
> par11 = ''
> par10 = ''
> par9 = ''
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> par3 = '1'
> par2 = '1'
> par1 = '48'
> 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/wessaorg/rcomp/tmp/1m1581386211510.ps",horizontal=F,onefile=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/wessaorg/rcomp/tmp/23fj41386211510.ps",horizontal=F,onefile=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$acf))
 [1]  1.0000000000 -0.2079695284 -0.0972346461 -0.0351975283  0.0002425228
 [6]  0.0935182273 -0.0806351612  0.0189232398 -0.0534218657  0.0123664524
[11]  0.1022683594  0.0728224366 -0.3869668752 -0.0012936819  0.0524926496
[16]  0.0529570287  0.0067246943 -0.0913159659  0.0637509684 -0.0453446948
[21]  0.0239248054 -0.0173128291 -0.0374403765  0.0457482511 -0.0891644687
[26]  0.1543602935 -0.1344178504  0.0265576127  0.0537987789 -0.1031860651
[31]  0.0783282836 -0.0416301355 -0.0378385912  0.0569965514  0.0430777049
[36]  0.0528316044 -0.0330099546 -0.0418898222  0.0890130253 -0.0022006800
[41] -0.0606609258  0.1155552420 -0.1278362524  0.1093590018  0.0445806467
[46] -0.0582193170  0.0142024127 -0.0946994452  0.0301324917
> (mypacf <- c(rpacf$acf))
 [1] -0.2079695284 -0.1468368595 -0.0949945107 -0.0483790529  0.0722208320
 [6] -0.0522255676  0.0091014049 -0.0589785718 -0.0180350410  0.0868353376
[11]  0.1343943160 -0.3561897551 -0.1568495417 -0.0811441976 -0.0153022558
[16]  0.0004241753 -0.0250380213 -0.0049956804 -0.0455326896 -0.0512630665
[21] -0.0531939947  0.0116851078  0.0993750815 -0.2485266079  0.0141262251
[26] -0.1743865109  0.0001844060  0.0552131370 -0.1349647579  0.0096329008
[31] -0.0534899895 -0.1591078050 -0.0042220042  0.0737421871  0.1462360879
[36] -0.1294883477 -0.0080376587 -0.0801335303  0.0521955232  0.0017748812
[41]  0.0419161880 -0.0720395281  0.0304282765 -0.0228910370 -0.0192170978
[46]  0.0825890481  0.0977058696 -0.1599833892
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/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/wessaorg/rcomp/tmp/3z6nn1386211510.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/wessaorg/rcomp/tmp/4nqeh1386211510.tab") 
> 
> try(system("convert tmp/1m1581386211510.ps tmp/1m1581386211510.png",intern=TRUE))
character(0)
> try(system("convert tmp/23fj41386211510.ps tmp/23fj41386211510.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.605   0.767   3.342