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(99.3,98.7,107.9,101.0,97.6,103.0,94.1,94.1,115.1,116.5,103.4,112.5,95.6,97.5,119.3,100.9,97.7,115.3,92.8,99.2,118.7,110.1,110.3,112.9,102.2,99.4,116.1,103.8,101.8,113.7,89.7,99.5,122.9,108.6,114.4,110.5,104.1,103.6,121.6,101.1,116.0,120.1,96.0,105.0,124.7,123.9,123.6,114.8,108.8,106.1,123.2,106.2,115.2,120.6,109.5,114.4,121.4,129.5,124.3,112.6)
> par5 = '12'
> par4 = '1'
> par3 = '0'
> par2 = '2.0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1etr31229684005.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2qfm51229684005.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000 -0.07331751 -0.04587713  0.28561688 -0.07617678  0.12579855
 [7]  0.08437076 -0.13629143  0.14228621  0.12868605 -0.02579245 -0.15269731
[13] -0.12235882 -0.05314705  0.05131502 -0.11002525 -0.20822665  0.05289503
[19]  0.01728937 -0.24476735 -0.03392858  0.02972434 -0.14018960  0.21853876
[25] -0.09332400 -0.18430930  0.14125033 -0.01621475 -0.03553713  0.01791242
[31] -0.02412035  0.08466788  0.03112012 -0.11113874 -0.07366690  0.03330105
[37] -0.08122179  0.08466982  0.07287571 -0.12437316  0.12653527  0.03690424
[43] -0.16570143  0.03407472  0.02195683 -0.04879630  0.03087819  0.02853224
> (mypacf <- c(rpacf$acf))
 [1] -0.07331751 -0.05152959  0.28055097 -0.04277084  0.15397196  0.01485128
 [7] -0.09441837  0.06492458  0.12624610  0.05037959 -0.24962471 -0.21038245
[13] -0.13049778  0.11561778 -0.01508889 -0.16597543 -0.02021393  0.03786429
[19] -0.16172492 -0.00840220  0.18446898 -0.07140956  0.12525113 -0.09026714
[25] -0.06750584 -0.06257500  0.02531615  0.02844020 -0.03982140 -0.02870985
[31] -0.09848614 -0.01976429 -0.06051885 -0.05260441 -0.04697596 -0.10509198
[37]  0.09061521  0.11923153  0.00437118  0.02974177 -0.02612852 -0.04544865
[43] -0.02457026 -0.05345893 -0.02589939 -0.13316272 -0.00268420
> 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/36lt71229684005.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/458rk1229684006.tab") 
> 
> system("convert tmp/1etr31229684005.ps tmp/1etr31229684005.png")
> system("convert tmp/2qfm51229684005.ps tmp/2qfm51229684005.png")
> 
> 
> proc.time()
   user  system elapsed 
  1.544   0.545   1.641