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(6,5,2,3,-2,-4,0,1,4,-3,-3,0,6,-1,0,-1,1,-4,-1,-1,0,3,0,8,8,8,8,11,13,5,12,13,9,11,7,12,11,10,13,14,10,13,12,13,17,15,6,9,6,11,12,13,11,16,16,19,14,15,12,14,16,13,13,15,12,13,12,15,10,8,11,8)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '48'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/17pw51260188325.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2l6b01260188325.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.83331442  0.79462884  0.75645390  0.73602364  0.68686998
 [7]  0.62218440  0.57188180  0.54570686  0.49757447  0.47242080  0.44343735
[13]  0.43424113  0.36049173  0.31048700  0.26792908  0.22758392  0.16072813
[19]  0.10157447  0.05710165  0.02160757 -0.03520567 -0.05478487 -0.06151300
[25] -0.07232624 -0.09411820 -0.11450591 -0.10157447 -0.12251537 -0.11864775
[31] -0.14733333 -0.17146572 -0.17385343 -0.22602837 -0.27433097 -0.27467612
[37] -0.28548936 -0.28060047 -0.32383924 -0.30895035 -0.33814657 -0.32406619
[43] -0.30951773 -0.31062884 -0.32935697 -0.34685106 -0.34617494 -0.33132861
[49] -0.34392908
> (mypacf <- c(rpacf$acf))
 [1]  0.833314421  0.327945537  0.139900996  0.120324180 -0.028599332
 [6] -0.121092609 -0.066620792  0.038312651 -0.031473908  0.057472084
[11]  0.043229748  0.072187005 -0.189922274 -0.129504914 -0.070796829
[16] -0.054749746 -0.093429431 -0.038973953  0.008183029 -0.001576639
[21] -0.063311937  0.048370533  0.094971785  0.031819554  0.026535247
[26] -0.015853708  0.065969064 -0.069766246  0.078605148 -0.050028649
[31] -0.095958727  0.005823798 -0.164051183 -0.225911256 -0.013554621
[36]  0.025943294  0.088422538 -0.094764981  0.029776730 -0.153063567
[41] -0.019026334  0.129708362  0.069609145 -0.024335234 -0.013482626
[46]  0.067769451  0.002377032 -0.041698746
> 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/3i2uo1260188325.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/4stbz1260188325.tab") 
> 
> system("convert tmp/17pw51260188325.ps tmp/17pw51260188325.png")
> system("convert tmp/2l6b01260188325.ps tmp/2l6b01260188325.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.560   0.318   0.684