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(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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1pieh1229882660.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2c41z1229882660.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000 -0.07934511 -0.05331568  0.29324759 -0.08909180  0.12112788
 [7]  0.08102164 -0.14848179  0.13671750  0.13633927 -0.03830833 -0.14659249
[13] -0.12078419 -0.05500892  0.06522122 -0.10747019 -0.22075941  0.05557914
[19]  0.04011681 -0.23999384 -0.01790128  0.03395080 -0.14162608  0.22751400
[25] -0.09836465 -0.18718315  0.15518679 -0.01413421 -0.04146732  0.02020594
[31] -0.02835309  0.07645707  0.03317460 -0.12325921 -0.07082282  0.03064807
[37] -0.07921161  0.08938195  0.07269399 -0.12421447  0.12260282  0.03313773
[43] -0.16833598  0.02431019  0.02497041 -0.04257634  0.03277553  0.03022103
> (mypacf <- c(rpacf$acf))
 [1] -0.079345106 -0.059988997  0.286835189 -0.053515051  0.152827247
 [6]  0.004506292 -0.099098673  0.056363076  0.138651560  0.046218026
[11] -0.241750169 -0.214165036 -0.123809154  0.132636242 -0.003820925
[16] -0.182149091 -0.046269687  0.060055134 -0.146695676  0.014349129
[21]  0.174803978 -0.081674845  0.100541643 -0.100593259 -0.051976178
[26] -0.041255894  0.030553584 -0.005450830 -0.047722900 -0.017628063
[31] -0.079534256 -0.021878986 -0.056100005 -0.050978478 -0.071887644
[36] -0.096522061  0.115597584  0.151464352 -0.007315955 -0.003660716
[41] -0.065142875 -0.044822717 -0.026185753 -0.040124259 -0.001248524
[46] -0.138733567 -0.015223948
> 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/3jdyf1229882660.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/4l51q1229882660.tab") 
> 
> system("convert tmp/1pieh1229882660.ps tmp/1pieh1229882660.png")
> system("convert tmp/2c41z1229882660.ps tmp/2c41z1229882660.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.580   0.314   0.687