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(25.6,23.7,22,21.3,20.7,20.4,20.3,20.4,19.8,19.5,23.1,23.5,23.5,22.9,21.9,21.5,20.5,20.2,19.4,19.2,18.8,18.8,22.6,23.3,23,21.4,19.9,18.8,18.6,18.4,18.6,19.9,19.2,18.4,21.1,20.5,19.1,18.1,17,17.1,17.4,16.8,15.3,14.3,13.4,15.3,22.1,23.7,22.2,19.5,16.6,17.3,19.8,21.2,21.5,20.6,19.1,19.6,23.5,24)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '2'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1ou561261428676.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2bfye1261428676.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.830535943  0.479515073  0.153310130 -0.005278367
 [6]  0.029058354  0.179535316  0.311198934  0.309987277  0.143235879
[11] -0.118822796 -0.339340159 -0.409689248 -0.304625608 -0.115147136
[16]  0.036739219  0.069463137 -0.004524806 -0.118640647 -0.217517680
[21] -0.250347815 -0.205728074 -0.121569758 -0.046621138 -0.027925220
[26] -0.063209130 -0.123422328 -0.175292531 -0.183577683 -0.145252373
[31] -0.087510727 -0.027902217  0.016854202  0.024155986  0.010759071
[36] -0.002403079
> (mypacf <- c(rpacf$acf))
 [1]  0.830535943 -0.677846770  0.286721015  0.193521758  0.131589301
 [6]  0.078344021 -0.087102705 -0.161936392 -0.201346683 -0.131899107
[11]  0.007861169  0.015121292  0.094371940 -0.077287281  0.023297221
[16]  0.010442584  0.108527580 -0.002517219 -0.214195295 -0.047212167
[21] -0.096864845 -0.084505826  0.053651202 -0.086877958  0.081743088
[26] -0.056542455 -0.030340726  0.098383396 -0.037938079 -0.041846113
[31]  0.011837641 -0.041015699 -0.106492198  0.110379235 -0.008714939
> 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/3jc771261428676.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/40dj31261428676.tab") 
> 
> try(system("convert tmp/1ou561261428676.ps tmp/1ou561261428676.png",intern=TRUE))
character(0)
> try(system("convert tmp/2bfye1261428676.ps tmp/2bfye1261428676.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.557   0.319   0.869