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(8.2,8.3,8.1,7.4,7.3,7.7,8,8,7.7,6.9,6.6,6.9,7.5,7.9,7.7,6.5,6.1,6.4,6.8,7.1,7.3,7.2,7,7,7,7.3,7.5,7.2,7.7,8,7.9,8,8,7.9,7.9,8,8.1,8.1,8.2,8,8.3,8.5,8.6,8.7,8.7,8.5,8.4,8.5,8.7,8.7,8.6,7.9,8.1,8.2,8.5,8.6,8.5,8.3,8.2,8.7)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '2'
> par3 = '2'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/163ag1259164291.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2tn4p1259164291.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.214348945 -0.264108957 -0.291165507 -0.368477475
 [6] -0.126377598  0.002923715  0.290722889  0.351268162 -0.085701407
[11] -0.022670976 -0.076235879 -0.302657332 -0.072983245  0.139156671
[16]  0.145649755  0.059156508 -0.038658015  0.041906587 -0.100916910
[21] -0.060390966  0.118889638  0.024664788 -0.063278135 -0.088677912
[26]  0.057674347  0.063131949 -0.019495497 -0.020388854 -0.041301541
[31] -0.026869757  0.006131681  0.029537647  0.025192681
> (mypacf <- c(rpacf$acf))
 [1]  0.214348945 -0.324986065 -0.171683097 -0.408364367 -0.166059838
 [6] -0.358865763  0.067053998 -0.017974927 -0.237069781  0.167491390
[11] -0.034949943 -0.191680722 -0.009123888  0.066055475 -0.175811015
[16] -0.061568803 -0.047470692 -0.080974889 -0.111153557  0.154109465
[21] -0.028465487  0.010122057  0.044304549 -0.133426945  0.098552996
[26]  0.017411552  0.018440934 -0.216841453  0.007676882 -0.059115102
[31] -0.101815096 -0.017440746 -0.082523510
> 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/3j9ou1259164291.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/4rmg81259164291.tab") 
> 
> system("convert tmp/163ag1259164291.ps tmp/163ag1259164291.png")
> system("convert tmp/2tn4p1259164291.ps tmp/2tn4p1259164291.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.539   0.313   0.688