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(111.7,98.6,96.9,95.1,97.0,112.7,102.9,97.4,111.4,87.4,96.8,114.1,110.3,103.9,101.6,94.6,95.9,104.7,102.8,98.1,113.9,80.9,95.7,113.2,105.9,108.8,102.3,99.0,100.7,115.5,100.7,109.9,114.6,85.4,100.5,114.8,116.5,112.9,102.0,106.0,105.3,118.8,106.1,109.3,117.2,92.5,104.2,112.5,122.4,113.3,100.0,110.7,112.8,109.8,117.3,109.1,115.9,96.0,99.8,117.0)
> par5 = '12'
> par4 = '1'
> par3 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1tkah1229429162.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2w2uw1229429162.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.176962257  0.183436880  0.282802874 -0.034666130
 [6]  0.142869125  0.208625274 -0.064375866 -0.041808053  0.148477308
[11] -0.162584419 -0.021230513 -0.073183308 -0.099122515 -0.136573859
[16]  0.036255070 -0.153032255 -0.059003617 -0.021915882 -0.226610145
[21] -0.010825778 -0.025663026 -0.255287305  0.201759260 -0.261703224
[26] -0.025154484  0.111727800 -0.109888035 -0.045797300  0.010820453
[31] -0.057961558 -0.034809093  0.151562394 -0.091422944  0.062999093
[36]  0.011217357  0.041491450 -0.010827555  0.041277016  0.004690001
[41] -0.015894382  0.122810321 -0.052788485  0.009980158 -0.006344820
[46] -0.018741268  0.029442001 -0.008065760
> (mypacf <- c(rpacf$acf))
 [1] -1.769623e-01  1.570390e-01  3.577034e-01  5.839418e-02  2.620602e-02
 [6]  1.675172e-01 -2.787457e-02 -2.384516e-01 -1.841539e-03 -7.354060e-02
[11] -1.092880e-01 -1.674203e-01  1.318476e-03 -7.325559e-02  6.044737e-02
[16]  1.433658e-02  4.649465e-02  9.673306e-05 -1.776931e-01 -9.431078e-02
[21]  2.726750e-02 -2.315364e-01  1.836888e-01 -1.572826e-01  3.961454e-03
[26]  9.147919e-02  9.125798e-02 -8.946578e-02 -1.469171e-01 -6.388576e-02
[31] -3.560647e-02 -2.892457e-02  3.456739e-02  7.381325e-02  2.529054e-03
[36] -2.666095e-02  5.106376e-02 -1.387672e-01 -5.856696e-02 -6.712729e-02
[41]  1.198786e-02 -1.995369e-02 -7.949320e-02 -4.756358e-02  1.222210e-01
[46] -3.927426e-02  4.799753e-02
> 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/3962m1229429163.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/4e5271229429163.tab") 
> 
> system("convert tmp/1tkah1229429162.ps tmp/1tkah1229429162.png")
> system("convert tmp/2w2uw1229429162.ps tmp/2w2uw1229429162.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.600   0.320   1.065