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(8.9,9,9,9,9,9,9,9,9,9,9,9.1,9,9,9.1,9,9,9,9,8.9,8.9,8.9,8.9,8.8,8.8,8.7,8.7,8.5,8.5,8.4,8.2,8.2,8.1,8.1,8,7.9,7.8,7.7,7.6,7.5,7.5,7.5,7.5,7.5,7.4,7.4,7.3,7.3,7.3,7.2,7.2,7.3,7.4,7.4,7.5,7.6,7.7,7.9,8,8.2)
> par7 = '0.95'
> par6 = 'White Noise'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1wlxv1259258621.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2s3i01259258621.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.985454642  0.963109270  0.933323057  0.896556940
 [6]  0.854505011  0.807526444  0.757417096  0.702638516  0.645088326
[11]  0.585125700  0.523008043  0.457454310  0.392361514  0.327987062
[16]  0.260894876  0.195341143  0.131481504  0.066903520  0.004480568
[21] -0.054967246 -0.112260028 -0.166422031 -0.217453253 -0.263815242
[26] -0.307046451 -0.344530912 -0.379602936 -0.406928822 -0.430764756
[31] -0.448752177 -0.459196992 -0.467947713 -0.471568264 -0.472878143
[36] -0.470853711 -0.464519219
> (mypacf <- c(rpacf$acf))
 [1]  0.98545464 -0.27741747 -0.21353699 -0.17031418 -0.09181393 -0.08894962
 [7] -0.02754549 -0.11890221 -0.04158208 -0.04758763 -0.04921465 -0.12556394
[13]  0.04715171  0.01301297 -0.15419249  0.02754950  0.01503096 -0.12545577
[19]  0.02303325  0.02813731 -0.05632460  0.01436513 -0.00752941  0.01001707
[25] -0.03717483  0.10578895 -0.14338077  0.16065765 -0.03822179  0.02432926
[31]  0.08400250 -0.10876106 -0.01127551 -0.06801865 -0.00339749  0.04369407
> 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/3fmj31259258621.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/4s40n1259258621.tab") 
> 
> system("convert tmp/1wlxv1259258621.ps tmp/1wlxv1259258621.png")
> system("convert tmp/2s3i01259258621.ps tmp/2s3i01259258621.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.563   0.334   0.672