R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- c(109.57,107.08,110.33,110.36,106.5,104.3,107.21,109.34,108.2,109.86,108.68,113.38,117.12,116.23,114.75,115.81,115.86,117.8,117.11,116.31,118.38,121.57,121.65,124.2,126.12,128.6,128.16,130.12,135.83,138.05,134.99,132.38,128.94,128.12,127.84,132.43,134.13,134.78,133.13,129.08,134.48,132.86,134.08,134.54,134.51,135.97,136.09,139.14,135.63,136.55,138.83,138.84,135.37,132.22,134.75,135.98,136.06,138.05,139.59,140.58)
> par5 = '12'
> par4 = '0'
> par3 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/144eh1228247321.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/299om1228247321.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.046538174 -0.187321519 -0.147004178  0.001985722
 [6]  0.071548810 -0.136628203  0.051543247 -0.091913928  0.064266274
[11] -0.065359560 -0.097320279  0.083425736 -0.046323164  0.126987123
[16]  0.022376831 -0.040631164  0.036762219 -0.016215429 -0.006552829
[21] -0.107151087 -0.004311812  0.125121764 -0.019570954 -0.192130020
[26] -0.074166085  0.080046796 -0.106908094 -0.043997977  0.137279065
[31] -0.010810351 -0.031120469 -0.132587750  0.072884160  0.142134037
[36]  0.027899050 -0.076294184
> (mypacf <- c(rpacf$acf))
 [1]  0.04653817 -0.18989860 -0.13286216 -0.02285339  0.02155074 -0.17211877
 [7]  0.08122781 -0.15395490  0.06634121 -0.12373369 -0.08398718  0.03863533
[13] -0.09064055  0.09423130  0.04057150 -0.06779275  0.09493440 -0.02460844
[19] -0.04712264 -0.03408875 -0.06373984  0.13515010 -0.06425764 -0.21126246
[25]  0.04962895 -0.08138514 -0.22324748  0.01563392  0.02377216 -0.12839938
[31] -0.03678077 -0.20171688  0.08872308  0.02363921 -0.07147287 -0.01731671
> 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/3zoib1228247321.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/4j6bz1228247321.tab") 
> 
> system("convert tmp/144eh1228247321.ps tmp/144eh1228247321.png")
> system("convert tmp/299om1228247321.ps tmp/299om1228247321.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.527   0.312   0.654