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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Type 'demo()' for some demos, 'help()' for on-line help, or
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> x <- c(1145.11
+ ,1176.86
+ ,1206.41
+ ,1192.72
+ ,1214.82
+ ,1199.07
+ ,1157.47
+ ,1100.1
+ ,1095.63
+ ,1105.63
+ ,1137.79
+ ,1124.72
+ ,1152.6
+ ,1211.85
+ ,1239.62
+ ,1244.13
+ ,1198.42
+ ,1227.99
+ ,1304.92
+ ,1340.26
+ ,1307.32
+ ,1356.51
+ ,1383.29
+ ,1437.87
+ ,1494.56
+ ,1521.42
+ ,1498.76
+ ,1488.75
+ ,1524.62
+ ,1439.27
+ ,1423.11
+ ,1466.85
+ ,1425.83
+ ,1363.45
+ ,1389.18
+ ,1395.89
+ ,1368.43
+ ,1349.03
+ ,1299.88
+ ,1365.41
+ ,1451.04
+ ,1433.75
+ ,1464.65
+ ,1475.57
+ ,1471.16
+ ,1429.12
+ ,1452.46
+ ,1538.09
+ ,1631.59
+ ,1665.5
+ ,1690.6
+ ,1711.74
+ ,1734.1
+ ,1748.09
+ ,1703.45
+ ,1745.74
+ ,1751.01
+ ,1795.65
+ ,1852.13
+ ,1877.1
+ ,1989.31
+ ,2097.76
+ ,2154.87
+ ,2152.18
+ ,2250.27
+ ,2346.9
+ ,2525.56
+ ,2409.36
+ ,2394.36
+ ,2401.33
+ ,2354.32
+ ,2450.41
+ ,2504.67
+ ,2661.39
+ ,2880.4
+ ,3064.42
+ ,3141.12
+ ,3327.7
+ ,3564.95
+ ,3403.13
+ ,3149.9
+ ,3006.84
+ ,3230.66
+ ,3361.13
+ ,3484.74
+ ,3411.13
+ ,3288.18
+ ,3280.37
+ ,3173.95
+ ,3165.26
+ ,3092.71
+ ,3053.05
+ ,3181.96
+ ,2999.93
+ ,3249.57
+ ,3210.52
+ ,3030.29
+ ,2803.47
+ ,2767.63
+ ,2882.6
+ ,2863.36
+ ,2897.06
+ ,3012.61
+ ,3142.95
+ ,3032.93
+ ,3045.78
+ ,3110.52
+ ,3013.24
+ ,2987.1
+ ,2995.55
+ ,2833.18
+ ,2848.96
+ ,2794.83
+ ,2845.26
+ ,2915.02
+ ,2892.63
+ ,2604.42
+ ,2641.65
+ ,2659.81
+ ,2638.53
+ ,2720.25
+ ,2745.88
+ ,2735.7
+ ,2811.7
+ ,2799.43
+ ,2555.28
+ ,2304.98
+ ,2214.95
+ ,2065.81
+ ,1940.49
+ ,2042
+ ,1995.37
+ ,1946.81
+ ,1765.9
+ ,1635.25
+ ,1833.42
+ ,1910.43
+ ,1959.67
+ ,1969.6
+ ,2061.41
+ ,2093.48
+ ,2120.88
+ ,2174.56
+ ,2196.72
+ ,2350.44
+ ,2440.25
+ ,2408.64
+ ,2472.81
+ ,2407.6
+ ,2454.62
+ ,2448.05
+ ,2497.84
+ ,2645.64
+ ,2756.76
+ ,2849.27
+ ,2921.44
+ ,2981.85
+ ,3080.58
+ ,3106.22
+ ,3119.31
+ ,3061.26
+ ,3097.31
+ ,3161.69
+ ,3257.16
+ ,3277.01
+ ,3295.32
+ ,3363.99
+ ,3494.17
+ ,3667.03
+ ,3813.06
+ ,3917.96
+ ,3895.51
+ ,3801.06
+ ,3570.12
+ ,3701.61
+ ,3862.27
+ ,3970.1
+ ,4138.52
+ ,4199.75
+ ,4290.89
+ ,4443.91
+ ,4502.64
+ ,4356.98
+ ,4591.27
+ ,4696.96
+ ,4621.4
+ ,4562.84
+ ,4202.52
+ ,4296.49
+ ,4435.23
+ ,4105.18
+ ,4116.68
+ ,3844.49
+ ,3720.98
+ ,3674.4
+ ,3857.62
+ ,3801.06
+ ,3504.37
+ ,3032.6
+ ,3047.03
+ ,2962.34
+ ,2197.82
+ ,2014.45
+ ,1862.83
+ ,1905.41
+ ,1810.99
+ ,1670.07
+ ,1864.44
+ ,2052.02
+ ,2029.6
+ ,2070.83
+ ,2293.41
+ ,2443.27
+ ,2513.17
+ ,2466.92
+ ,2502.66)
> par8 = ''
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1najn1292774431.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2najn1292774431.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.985744074  0.966428810  0.946154459  0.923259733
 [6]  0.897823467  0.868979822  0.840092825  0.810564170  0.778571091
[11]  0.744859420  0.712399941  0.678142225  0.642977662  0.608933060
[16]  0.574918033  0.541800760  0.506816747  0.471593676  0.438015112
[21]  0.404743762  0.372814647  0.342597588  0.314705588  0.289033808
[26]  0.264976490  0.241567722  0.218967264  0.196733046  0.174075430
[31]  0.150582731  0.126617344  0.103681903  0.081100817  0.059289721
[36]  0.039250847  0.020724272  0.001768582 -0.017082521 -0.035260588
[41] -0.052288271 -0.067909403 -0.083117696 -0.096950330 -0.109528481
[46] -0.121439899 -0.133075471 -0.143765781 -0.152918199
> (mypacf <- c(rpacf$acf))
 [1]  0.985744074 -0.185899909 -0.012627072 -0.099807395 -0.073512112
 [6] -0.112182631  0.027381919 -0.035614676 -0.080002470 -0.048080769
[11]  0.053061547 -0.100530945 -0.012076684  0.035095844 -0.027921783
[16]  0.007186556 -0.084163345 -0.010982819  0.015274712 -0.016308906
[21]  0.036724461  0.019247902  0.037514014  0.028440250  0.009043755
[26] -0.023670645 -0.030448965 -0.030760126 -0.045949637 -0.080131050
[31] -0.034609873  0.007592352 -0.019544764  0.017849986  0.034111867
[36]  0.018968779 -0.059061789 -0.010537138 -0.014586465 -0.002981695
[41]  0.019112304 -0.003458640  0.013775570  0.004879679  0.005781873
[46] -0.011821404  0.009865619  0.018344367
> 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/3j2ze1292774431.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/4n2f21292774431.tab") 
> 
> try(system("convert tmp/1najn1292774431.ps tmp/1najn1292774431.png",intern=TRUE))
character(0)
> try(system("convert tmp/2najn1292774431.ps tmp/2najn1292774431.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.601   0.341   1.285