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

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(95.9,95.3,100.4,97.3,82.3,97.0,93.5,90.9,107.8,110.9,98.1,106.5,93.4,95.7,109.0,97.6,92.7,107.5,91.7,95.7,111.4,106.0,104.8,108.7,97.3,97.1,106.1,98.6,98.5,105.5,86.2,98.3,111.3,105.0,105.7,103.5,96.9,98.1,111.7,94.7,104.2,109.7,91.3,102.6,114.2,115.8,113.5,107.1,104.5,101.9,116.0,102.0,108.1,112.9,104.5,109.1,113.4,123.9,117.7,108.3)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/17en91229684691.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2kn791229684691.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.108493778  0.093141251  0.470762944  0.076620979
 [6]  0.148100267  0.262836104 -0.015124295  0.131046917  0.213602283
[11] -0.096300163 -0.069199168 -0.008108416 -0.162346852  0.041395175
[16] -0.208906919 -0.237529929 -0.020716720 -0.137847601 -0.309011110
[21] -0.132518123 -0.082693910 -0.200150795 -0.000156876 -0.076462440
[26] -0.214959997  0.082581346 -0.073447738 -0.102114211  0.084770855
[31] -0.026115384  0.015703695  0.044829889 -0.133980551 -0.010538506
[36]  0.088548284 -0.118481123  0.052105958  0.121816665 -0.095040849
[41]  0.057696569  0.068433294 -0.116957236  0.013794413  0.020632792
[46] -0.054641784 -0.004430977  0.010868214
> (mypacf <- c(rpacf$acf))
 [1]  0.108493778  0.082339562  0.461072860 -0.007495754  0.108252908
 [6]  0.037058264 -0.092459959  0.029736313  0.085386348 -0.119850010
[11] -0.202435259 -0.163396163 -0.112167148  0.166447472 -0.201656749
[16] -0.080131901 -0.068316445  0.094859040 -0.147907437 -0.028956005
[21]  0.094296722 -0.006598744  0.123384875  0.044859468 -0.060870398
[26]  0.007965644 -0.070653756  0.033077284  0.059555933 -0.091154141
[31] -0.041740009 -0.154034353 -0.131681598 -0.078391409 -0.017356560
[36] -0.041175520  0.056984298  0.095580067  0.039378810 -0.008375475
[41]  0.100311456  0.004093571 -0.036437192 -0.089020838 -0.014246329
[46] -0.066410757 -0.068851488
> 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/3z12b1229684691.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/45f1n1229684691.tab") 
> 
> system("convert tmp/17en91229684691.ps tmp/17en91229684691.png")
> system("convert tmp/2kn791229684691.ps tmp/2kn791229684691.png")
> 
> 
> proc.time()
   user  system elapsed 
  1.544   0.551   1.641