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(101.2,100.5,98,106.6,90.1,96.9,125.9,112,100,123.9,79.8,83.4,113.6,112.9,104,109.9,99,106.3,128.9,111.1,102.9,130,87,87.5,117.6,103.4,110.8,112.6,102.5,112.4,135.6,105.1,127.7,137,91,90.5,122.4,123.3,124.3,120,118.1,119,142.7,123.6,129.6,151.6,110.4,99.2,130.5,136.2,129.7,128,121.6,135.8,143.8,147.5,136.2,156.6,123.3,100.4)
> par5 = '12'
> par4 = '1'
> par3 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1tgx71229443401.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2t7x81229443401.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000e+00 -1.112772e-01  1.201467e-01  1.858195e-01 -2.697845e-05
 [6]  1.983852e-01  2.360952e-01 -1.010710e-01  1.349301e-01  6.739642e-02
[11]  1.197427e-01  9.060449e-03 -1.506421e-01 -6.194566e-02 -1.227298e-01
[16] -3.971577e-02  1.793497e-02 -3.110256e-02 -1.689045e-01 -9.169405e-02
[21] -1.056951e-01 -3.295419e-02 -2.496807e-01  1.000628e-01 -1.592751e-01
[26] -9.355099e-03  9.665587e-03 -1.094822e-01 -9.423825e-02  4.288400e-02
[31] -1.254328e-01 -2.510446e-02  1.280102e-02  4.757322e-03  3.861836e-02
[36] -2.469095e-02 -1.755787e-02
> (mypacf <- c(rpacf$acf))
 [1] -0.111277172  0.109115172  0.215064264  0.033323780  0.163850457
 [6]  0.262748249 -0.088426013 -0.012192728  0.020367646  0.121830349
[11] -0.093290130 -0.273206634 -0.166069468 -0.221286683 -0.129113643
[16]  0.009036903  0.205339395  0.010402885 -0.089330783 -0.029094047
[21]  0.095911183 -0.198591438  0.171329799  0.096435150  0.007508317
[26] -0.159203658 -0.109724354 -0.037238643 -0.013613982 -0.006065289
[31] -0.048172090 -0.016664713 -0.073991115 -0.010541018  0.070323118
[36]  0.067874077
> 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/3azrz1229443401.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/4gafc1229443401.tab") 
> 
> system("convert tmp/1tgx71229443401.ps tmp/1tgx71229443401.png")
> system("convert tmp/2t7x81229443401.ps tmp/2t7x81229443401.png")
> 
> 
> proc.time()
   user  system elapsed 
  2.449   0.933   2.578