R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(376,375,374,372,370,369,370,372,373,373,374,376,371,374,369,363,357,366,362,366,361,362,358,363,360,360,348,345,332,333,323,327,332,337,336,337,343,337,326,321,309,302,293,287,292,292,289,302,310,295,276,264,257,243,227,226,226,229,224,240,244,226,208,199,193,180,167,164,166,173,169,191,193,166,143,147,139,129,115,108,106,116,108,135)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1lkdb1280233707.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2lkdb1280233707.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.945033016  0.888493512  0.836528937  0.798446887
 [6]  0.761324613  0.719951779  0.678015521  0.636618248  0.594881499
[11]  0.549470944  0.512538403  0.474512784  0.432539646  0.388443006
[16]  0.354352910  0.303781786  0.261004836  0.231795375  0.221865398
[21]  0.204252332  0.174942006  0.138246299  0.105399467  0.062054206
[26]  0.008758831 -0.041893163 -0.082356877 -0.120861494 -0.164039683
[31] -0.202866447 -0.244437457 -0.278472899 -0.308085821 -0.328027230
[36] -0.339045397 -0.365413301 -0.397827789 -0.423178598 -0.438321132
[41] -0.449858288 -0.459195514 -0.451690019 -0.436481439 -0.424632517
[46] -0.408525925 -0.397481703 -0.379701726 -0.361365879
> (mypacf <- c(rpacf$acf))
 [1]  0.945033016 -0.042968649  0.013129838  0.100529804 -0.014831211
 [6] -0.052406597 -0.012159964 -0.020166222 -0.036855037 -0.060412954
[11]  0.054598410 -0.042045498 -0.067652397 -0.029369571  0.064134916
[16] -0.205616144  0.050767616  0.118118141  0.123681187 -0.100168993
[21] -0.064970298 -0.055640197 -0.029175583 -0.193558186 -0.109962067
[26] -0.043649275  0.021449517 -0.044905259 -0.036153236 -0.025043580
[31] -0.060452944  0.005240852  0.029718499  0.004973331  0.106088728
[36] -0.121416500 -0.043476742 -0.044859889  0.001950864 -0.031152696
[41] -0.013945069  0.098612034  0.075080185  0.004901380  0.133530138
[46] -0.054186911  0.022361887  0.030228286
> 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/3hub21280233707.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/493am1280233707.tab") 
> 
> try(system("convert tmp/1lkdb1280233707.ps tmp/1lkdb1280233707.png",intern=TRUE))
character(0)
> try(system("convert tmp/2lkdb1280233707.ps tmp/2lkdb1280233707.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.550   0.313   1.318