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(5250.0,3937.0,4004.0,5560.0,3922.0,3759.0,4138.0,4634.0,3996.0,4308.0,4143.0,4429.0,5219.0,4929.0,5755.0,5592.0,4163.0,4962.0,5208.0,4755.0,4491.0,5732.0,5731.0,5040.0,6102.0,4904.0,5369.0,5578.0,4619.0,4731.0,5011.0,5299.0,4146.0,4625.0,4736.0,4219.0,5116.0,4205.0,4121.0,5103.0,4300.0,4578.0,3809.0,5526.0,4247.0,3830.0,4394.0,4826.0,4409.0,4569.0,4106.0,4794.0,3914.0,3793.0,4405.0,4022.0,4100.0,4788.0,3163.0,3585.0,3903.0)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/137q41259173749.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2sam01259173749.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.26763412  0.22861816  0.43670466  0.28040860  0.18488812
 [7]  0.17533696  0.20314718  0.13388229  0.14518795  0.11276130 -0.04721822
[13]  0.16786648 -0.04007055 -0.00961913  0.01047125 -0.11884927 -0.10558843
[19] -0.03854326 -0.11155011 -0.19739131 -0.02513962 -0.09473983 -0.17746281
[25] -0.03424527 -0.11567914 -0.10463473 -0.09133820 -0.13726196 -0.15954952
[31] -0.11966695 -0.17603360 -0.20274066 -0.09387905 -0.18373533 -0.20280386
[37] -0.04425842
> (mypacf <- c(rpacf$acf))
 [1]  0.267634124  0.169102624  0.377687353  0.117238448  0.008616671
 [6] -0.067174498  0.029710536 -0.002975263  0.062277461 -0.015784522
[11] -0.191348101  0.134553898 -0.155138947  0.077532567 -0.074823835
[16] -0.117093488 -0.094614586  0.061557225 -0.026003498 -0.078293906
[21]  0.096448020 -0.076081737  0.048320170 -0.005910702  0.003522157
[26] -0.018330963 -0.038773440 -0.074603092 -0.075664088 -0.027640357
[31] -0.129004549 -0.005053373 -0.034235705 -0.037257262 -0.050846793
[36]  0.066627148
> 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/3cx6i1259173749.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/4drnk1259173749.tab") 
> system("convert tmp/137q41259173749.ps tmp/137q41259173749.png")
> system("convert tmp/2sam01259173749.ps tmp/2sam01259173749.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.551   0.325   0.764