R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> 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 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/17kz61259769460.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/274ix1259769460.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.358485493 -0.046456947  0.023550660  0.230284699
 [6]  0.089081228 -0.027396078  0.128685600  0.162083352  0.111455783
[11]  0.052991128  0.186085884  0.017100364 -0.102762898 -0.077007569
[16]  0.050866730  0.041367121 -0.120113307 -0.125682715 -0.047131094
[21]  0.007749434 -0.009626500 -0.033752997 -0.080025293 -0.162653891
[26] -0.051250713 -0.084190273 -0.030412970  0.029906568  0.065611469
[31] -0.047434115 -0.081832516 -0.069423632 -0.046083682  0.005932048
[36] -0.049754434 -0.017940056
> (mypacf <- c(rpacf$acf))
 [1]  0.358485493 -0.200770137  0.138124357  0.192453026 -0.091179880
 [6]  0.028933536  0.168984291 -0.019206280  0.097786451  0.028848940
[11]  0.144201903 -0.186157177 -0.026583902 -0.058238294 -0.010431574
[16]  0.004226832 -0.124896466 -0.085102453 -0.021282261 -0.011567492
[21]  0.081112345 -0.038151346 -0.022504435 -0.126265179  0.110279540
[26] -0.154283472  0.129849890  0.117764724  0.023158402 -0.092029735
[31]  0.016734227 -0.139896842  0.072115478  0.056537550 -0.038267456
[36] -0.092054581
> 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/3sso01259769460.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/41agn1259769460.tab") 
> 
> system("convert tmp/17kz61259769460.ps tmp/17kz61259769460.png")
> system("convert tmp/274ix1259769460.ps tmp/274ix1259769460.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.553   0.307   0.652