R version 2.9.0 (2009-04-17)
Copyright (C) 2009 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(1111.92,1131.13,1144.94,1113.89,1107.30,1120.68,1140.84,1101.72,1104.24,1114.58,1130.20,1173.78,1211.92,1181.27,1203.60,1180.59,1156.85,1191.50,1191.33,1234.18,1220.33,1228.81,1207.01,1249.48,1248.29,1280.08,1280.66,1302.88,1310.61,1270.05,1270.06,1278.53,1303.80,1335.83,1377.76,1400.63,1418.03,1437.90,1406.80,1420.83,1482.37,1530.63,1504.66,1455.18,1473.96,1527.29,1545.79,1479.63,1467.97,1378.60,1330.45,1326.41,1385.97,1399.62,1276.69,1269.42,1287.83,1164.17,968.67,888.61)
> par7 = '0.95'
> par6 = 'MA'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/16gkz1259769094.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/262wm1259769094.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.87364953  0.73619403  0.66781628  0.63259197  0.56627863
 [7]  0.49489859  0.46900868  0.42048451  0.33648830  0.24372039  0.16330718
[13]  0.09789291  0.04014186  0.01139289 -0.01111146 -0.05839930 -0.11855077
[19] -0.14460929 -0.14804145 -0.15546453 -0.18476127 -0.21604170 -0.23624770
[25] -0.24821673 -0.24816373 -0.24560192 -0.24736508 -0.25338440 -0.27006148
[31] -0.30227038 -0.32972543 -0.33459514 -0.33144508 -0.32667616 -0.31782906
[37] -0.31156442
> (mypacf <- c(rpacf$acf))
 [1]  8.736495e-01 -1.143443e-01  2.182581e-01  7.057477e-02 -1.048919e-01
 [6]  1.232387e-02  1.245172e-01 -1.660340e-01 -8.886335e-02 -9.395636e-02
[11] -1.186874e-01 -2.716211e-02 -1.688973e-06  6.056440e-02 -3.982352e-03
[16] -8.357372e-02 -4.977329e-02  8.557237e-02  1.563509e-02  2.735830e-02
[21] -9.205433e-02 -1.014818e-01 -4.864825e-02  1.103606e-02  4.341628e-02
[26] -5.413895e-03 -6.057028e-02 -5.192756e-02 -8.612372e-02 -1.026924e-01
[31]  8.284307e-03  1.170557e-02 -6.187050e-02 -2.504647e-02 -4.534288e-03
[36] -2.149064e-02
> 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/3lol11259769094.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/4dpvi1259769094.tab") 
> 
> system("convert tmp/16gkz1259769094.ps tmp/16gkz1259769094.png")
> system("convert tmp/262wm1259769094.ps tmp/262wm1259769094.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.555   0.309   0.674