R version 2.7.0 (2008-04-22)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- c(106099,103235,98857,101107,102700,101477,99639,96622,94697,95093,112885,121162,113624,111632,106707,108827,108413,106249,104861,102382,100320,100228,117089,121523,114948,112831,107605,108928,101993,102850,99925,101536,99450,98305,110159,109483,106810,96279,91982,90276,90999,86622,83117,80367,77550,77443,92844,92175,84822,81632,78872,81485,80651,78192,76844,76335,71415,73899,86822,86371,83469,82662)
> par5 = '12'
> par4 = '1'
> par3 = '1'
> par2 = '1'
> par1 = '60'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1q9wq1229180022.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2b9cw1229180022.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.254502322  0.233253964 -0.272329274  0.227261230
 [6]  0.038098353  0.052316250  0.151711262 -0.222348387  0.281075484
[11] -0.106264725  0.313861905 -0.372709415  0.098552208 -0.018835117
[16]  0.106724285 -0.133492518 -0.096726833 -0.036273934 -0.050925929
[21]  0.093333908  0.008076255 -0.027828447 -0.140751407 -0.014256400
[26]  0.007227884 -0.102844605 -0.072685742 -0.004636917 -0.015888731
[31]  0.008926338  0.020361591 -0.055275009 -0.041969947 -0.035834595
[36] -0.009494800  0.029806707 -0.037725795 -0.026239115 -0.016928565
[41]  0.001088167  0.002646196  0.022576479 -0.011621587 -0.013371236
[46] -0.013929116 -0.002979317  0.006885970  0.004885347
> (mypacf <- c(rpacf$acf))
 [1] -0.254502322  0.180151183 -0.196503270  0.112205386  0.204848202
 [6] -0.016695685  0.230446788 -0.179325547  0.171156622  0.095308982
[11]  0.105674123 -0.230245260 -0.135551914  0.135540745 -0.048295749
[16] -0.256083867 -0.052156843 -0.114035300  0.039626999 -0.062738883
[21]  0.145173139  0.082622841 -0.003351895 -0.106667709 -0.011726138
[26] -0.076313651 -0.035342010 -0.079122188 -0.049437110 -0.007596426
[31]  0.106877936 -0.110297411  0.082921864 -0.016007037 -0.074211191
[36]  0.047846524  0.067172319 -0.067425839 -0.027738524 -0.080975928
[41] -0.001067315 -0.082483338  0.020564256 -0.032760187  0.003703868
[46] -0.013880932  0.021353732  0.058921348
> 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/3jr8b1229180022.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/45mmd1229180022.tab") 
> 
> system("convert tmp/1q9wq1229180022.ps tmp/1q9wq1229180022.png")
> system("convert tmp/2b9cw1229180022.ps tmp/2b9cw1229180022.png")
> 
> 
> proc.time()
   user  system elapsed 
  1.544   0.554   1.641