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(100.03,100.49,108.76,105.28,104.55,108.91,105.83,82.12,113.71,117.53,104.75,104.3,102.82,106.86,123.1,112.02,103.66,121.78,107.81,93.54,119.41,117.99,116.82,112.62,105.76,107.86,122.06,114.29,109.95,119.99,103.77,96.02,120.83,110.14,119.77,113.61,106.83,108,126.39,105.09,118.95,120.6,106.07,96.59,118.74,121.88,120.89,105.66,113.76,111.92,127.19,109.19,118.05,123.23,114.68,104.57,115.73,129.87,120.31,104.23,123.92,124.1,125.61,133.91,124.47,129.64,128.58,103.55,129.57)
> par5 = '12'
> par4 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1k7iu1229779600.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2t47u1229779600.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.179589231  0.020307952  0.293958145  0.230048767
 [6]  0.184084598  0.335717039  0.072065153  0.184730414  0.075334710
[11] -0.138432187  0.096390780  0.496167946 -0.001345864 -0.123336321
[16]  0.042442233  0.065493269 -0.006574507  0.181663544 -0.014624022
[21]  0.050507854 -0.067597811 -0.166344455  0.061718599  0.273987431
[26] -0.036365557 -0.099275262 -0.030650693  0.063585338 -0.051762680
[31]  0.074009363  0.003971259 -0.004394723 -0.105496604 -0.138260327
[36] -0.040086745  0.199056190
> (mypacf <- c(rpacf$acf))
 [1]  0.179589231 -0.012342411  0.302276270  0.139435079  0.159458158
 [6]  0.264118664 -0.090317967  0.150071661 -0.208224418 -0.288070787
[11] -0.037008994  0.465611447  0.037116264 -0.112105277 -0.133421600
[16] -0.027651497 -0.147381637  0.112201808  0.024494937  0.065867508
[21] -0.068980928  0.003551078  0.020266039 -0.041083042  0.079164632
[26]  0.021267313 -0.005932324  0.071645613 -0.125834538 -0.093147958
[31] -0.099031210  0.018409860  0.074081549  0.012793794 -0.032536429
[36]  0.056566939
> 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/3vymz1229779600.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/4a8f71229779601.tab") 
> 
> system("convert tmp/1k7iu1229779600.ps tmp/1k7iu1229779600.png")
> system("convert tmp/2t47u1229779600.ps tmp/2t47u1229779600.png")
> 
> 
> proc.time()
   user  system elapsed 
  1.473   0.553   1.564