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(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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1tb761229880281.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2o7zr1229880281.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.099960898  0.072201172  0.461187051  0.050485747
 [6]  0.122987069  0.266830418 -0.042277063  0.114056924  0.215306538
[11] -0.117019870 -0.074059898 -0.010419879 -0.184173569  0.028087412
[16] -0.204297374 -0.254918051 -0.023541107 -0.122306913 -0.317208772
[21] -0.119492664 -0.080822906 -0.187117240  0.008351875 -0.068841697
[26] -0.201406023  0.112768207 -0.056761356 -0.098961316  0.102532824
[31] -0.022811385  0.021139908  0.070807816 -0.132949839 -0.004185575
[36]  0.097598251 -0.114894039  0.059377341  0.142375644 -0.087833745
[41]  0.046525973  0.062411883 -0.116821606  0.002558157  0.021429043
[46] -0.045537406 -0.001630171  0.011309314
> (mypacf <- c(rpacf$acf))
 [1]  0.09996090  0.06283687  0.45445957 -0.03379097  0.10193867  0.05304058
 [7] -0.09812989  0.03963837  0.08235344 -0.11970557 -0.18986587 -0.15776596
[13] -0.11358446  0.13794721 -0.21298363 -0.08089293 -0.05944634  0.09933382
[19] -0.15820703 -0.02792394  0.08029663  0.01995810  0.09931135  0.04139131
[25] -0.06783585  0.05317994 -0.07416884  0.02454440  0.03209869 -0.10275391
[31] -0.02677492 -0.14508074 -0.11768503 -0.09360146 -0.04560714 -0.05380170
[37]  0.09168614  0.11912989  0.05355495 -0.05322068  0.08165972  0.01111033
[43] -0.03540247 -0.07778447  0.01154215 -0.06329019 -0.08089458
> 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/3oo2i1229880281.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/4usuy1229880281.tab") 
> 
> system("convert tmp/1tb761229880281.ps tmp/1tb761229880281.png")
> system("convert tmp/2o7zr1229880281.ps tmp/2o7zr1229880281.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.614   0.314   0.735