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(25.2609
+ ,16.8622
+ ,13.3181
+ ,12.5621
+ ,14.2754
+ ,12.2961
+ ,10.0871
+ ,13.5117
+ ,13.9921
+ ,13.6932
+ ,14.4211
+ ,15.3397
+ ,16.5182
+ ,15.2809
+ ,15.6204
+ ,15.5698
+ ,15.9458
+ ,16.4063
+ ,17.55
+ ,17.0353
+ ,16.0591
+ ,16.3643
+ ,14.6527
+ ,13.4664
+ ,13.3266
+ ,13.1823
+ ,12.113
+ ,13.354
+ ,13.4537
+ ,13.2715
+ ,13.1959
+ ,13.5542
+ ,12.124
+ ,10.967
+ ,10.9201
+ ,12.5971
+ ,14.3177
+ ,14.2471
+ ,16.0926
+ ,17.1334
+ ,16.5866
+ ,16.361
+ ,15.8494
+ ,15.5932
+ ,16.6387
+ ,16.8312
+ ,16.5044
+ ,16.5556
+ ,16.7469
+ ,15.9543
+ ,15.5888
+ ,14.3945
+ ,13.8889
+ ,12.9999
+ ,14.1022
+ ,19.6245
+ ,24.7658
+ ,25.9843
+ ,22.9635
+ ,19.6288
+ ,17.3363
+ ,13.311
+ ,14.6359
+ ,15.834
+ ,16.2415
+ ,15.9808
+ ,16.9726
+ ,16.8708
+ ,16.923
+ ,18.1138
+ ,16.7716
+ ,14.0299
+ ,13.822
+ ,14.2537
+ ,14.3985
+ ,15.2454
+ ,15.6683
+ ,16.1721
+ ,14.8679
+ ,14.1948
+ ,14.7056
+ ,15.3819
+ ,15.5001
+ ,14.7886
+ ,14.563
+ ,15.5528
+ ,15.9781
+ ,15.5139
+ ,15.3603
+ ,15.0512
+ ,14.7874
+ ,14.9624
+ ,13.9188
+ ,14.5146
+ ,13.7115
+ ,12.0738
+ ,12.5688
+ ,12.2547
+ ,11.8741
+ ,13.0261
+ ,13.8681
+ ,14.2137
+ ,14.4743
+ ,13.9764
+ ,13.1558
+ ,13.0991
+ ,13.7831
+ ,13.2546
+ ,13.3426
+ ,13.5011
+ ,12.8245
+ ,13.6596
+ ,13.8754
+ ,12.9011
+ ,11.871
+ ,12.3954
+ ,12.8179
+ ,12.1219
+ ,12.6176
+ ,13.6362
+ ,13.5422
+ ,13.362
+ ,14.5735
+ ,15.8357
+ ,14.9927
+ ,14.5078
+ ,15.2648
+ ,15.7163
+ ,17.7969
+ ,19.0408
+ ,17.8571
+ ,18.815
+ ,19.0961
+ ,17.6215
+ ,17.0163
+ ,15.8286
+ ,16.7818
+ ,15.8726
+ ,16.6621
+ ,17.5709
+ ,16.9914
+ ,18.0412
+ ,16.9764
+ ,15.7649
+ ,14.3928
+ ,13.5061
+ ,12.7433
+ ,13.017
+ ,13.0171
+ ,12.2412
+ ,11.8878
+ ,11.2511
+ ,11.8583
+ ,11.1202
+ ,10.185
+ ,8.7563
+ ,9.5267
+ ,9.4106
+ ,11.878
+ ,14.4228
+ ,14.896
+ ,15.6664
+ ,18.147
+ ,19.3069
+ ,21.6807
+ ,20.7934
+ ,23.4241
+ ,24.8273
+ ,24.9276
+ ,27.4256
+ ,28.1746
+ ,24.5615
+ ,30.2532
+ ,31.2514
+ ,30.4733
+ ,33.3047
+ ,37.2103
+ ,36.7711
+ ,37.7163
+ ,28.8488
+ ,27.4682
+ ,29.8793
+ ,28.0598
+ ,29.7733
+ ,32.6926
+ ,32.4803
+ ,29.4168
+ ,28.7054
+ ,28.7614
+ ,23.8075
+ ,21.6987
+ ,21.4691
+ ,22.5709
+ ,23.4546
+ ,27.8976
+ ,29.2965
+ ,28.1191
+ ,25.812
+ ,25.931
+ ,26.9925
+ ,28.9213
+ ,27.8898
+ ,24.2473
+ ,27.1056
+ ,28.2833
+ ,29.8076
+ ,27.1826
+ ,22.8764
+ ,21.938
+ ,23.3076
+ ,24.9572
+ ,26.4694
+ ,23.9297
+ ,24.7033
+ ,24.646
+ ,24.0496
+ ,24.2096
+ ,24.0717
+ ,26.6673
+ ,27.6457
+ ,30.8791
+ ,29.3278
+ ,30.7268
+ ,34.1204
+ ,35.0205
+ ,39.3565
+ ,34.4724
+ ,29.9762
+ ,33.6008
+ ,35.2464
+ ,40.4137
+ ,41.3922
+ ,39.4243
+ ,45.7259
+ ,48.2549
+ ,52.0461
+ ,52.1871
+ ,49.3474
+ ,47.8653
+ ,48.5179
+ ,52.4815
+ ,51.8171
+ ,52.5811
+ ,57.5617
+ ,55.7091
+ ,55.4378
+ ,58.7493
+ ,57.794
+ ,50.282
+ ,47.6976
+ ,46.7381
+ ,47.4282
+ ,42.2269
+ ,44.9066
+ ,47.2648
+ ,50.2325
+ ,50.2504
+ ,52.5685
+ ,55.2325
+ ,52.3674
+ ,55.1692
+ ,57.7252
+ ,62.8232
+ ,62.7599
+ ,62.4387
+ ,64.0862
+ ,66.1209
+ ,69.8474
+ ,80.1039
+ ,85.9319
+ ,85.2843
+ ,77.0383
+ ,69.9981
+ ,55.2039
+ ,43.1188
+ ,32.077
+ ,34.2974
+ ,34.5613
+ ,36.5235
+ ,39.0474
+ ,42.8033
+ ,49.5164
+ ,46.459
+ ,51.1313
+ ,46.9331
+ ,49.7654
+ ,52.0729
+ ,51.6425
+ ,53.9784
+ ,54.4891
+ ,59.0665
+ ,63.9929
+ ,61.6167
+ ,62.1816
+ ,58.9178
+ ,59.9151)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1bx851292163373.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2bx851292163373.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1] 1.0000000 0.9801406 0.9514578 0.9172025 0.8827373 0.8498519 0.8224902
 [8] 0.8028165 0.7863569 0.7727788 0.7604294 0.7471268 0.7329993 0.7169586
[15] 0.7055924 0.6950743 0.6890946 0.6886936 0.6925070 0.6987470 0.7053224
[22] 0.7129714 0.7148072 0.7091858 0.6946409 0.6765725 0.6510765 0.6235870
[29] 0.5977380 0.5757615 0.5560268 0.5368902 0.5203241 0.5053328 0.4906411
[36] 0.4782983 0.4653036 0.4517097 0.4352696 0.4202890 0.4082350 0.3972007
[43] 0.3894098 0.3841760 0.3820162 0.3782922 0.3740176 0.3676044 0.3573020
> (mypacf <- c(rpacf$acf))
 [1]  0.9801405806 -0.2344039970 -0.1132095027  0.0280161662  0.0306246423
 [6]  0.1085364231  0.1305598292 -0.0235607255  0.0162498401  0.0079732517
[11] -0.0325804939  0.0147711813 -0.0191989673  0.1524983299 -0.0113262814
[16]  0.0869952764  0.1087962089  0.0420656816  0.0348860524  0.0302910418
[21]  0.0552942363 -0.1053601865 -0.1010381342 -0.1332331566  0.0268607096
[26] -0.1739741834  0.0050770890 -0.0008923223  0.0239035870 -0.0304925265
[31] -0.0651603028  0.0278775570  0.0267656219  0.0310168729  0.0492255444
[36] -0.0468079479 -0.0814907878 -0.0834820719 -0.0443694366  0.0466261313
[41] -0.0463347920  0.0169006301  0.0132805253  0.0399915077 -0.0005689082
[46]  0.0310604282  0.0218899240  0.0076939180
> 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/3wy7t1292163373.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/4hynz1292163373.tab") 
> 
> try(system("convert tmp/1bx851292163373.ps tmp/1bx851292163373.png",intern=TRUE))
character(0)
> try(system("convert tmp/2bx851292163373.ps tmp/2bx851292163373.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.605   0.340   1.327