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(121.6,118.8,114.0,111.5,97.2,102.5,113.4,109.8,104.9,126.1,80.0,96.8,117.2,112.3,117.3,111.1,102.2,104.3,122.9,107.6,121.3,131.5,89.0,104.4,128.9,135.9,133.3,121.3,120.5,120.4,137.9,126.1,133.2,151.1,105.0,119.0,140.4,156.6,137.1,122.7,125.8,139.3,134.9,149.2,132.3,149.0,117.2,119.6,152.0,149.4,127.3,114.1,102.1,107.7,104.4,102.1,96.0,109.3,90.0,83.9)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> par3 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1wdbs1259836892.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2gfmj1259836892.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.596546719  0.266574896 -0.004030163 -0.064800787
 [6]  0.079668267  0.035750609 -0.113755739  0.156442419 -0.174541265
[11]  0.105706788  0.055632353 -0.113489706  0.157713925 -0.245964174
[16]  0.270297510 -0.202590507  0.180302206 -0.070749035  0.006992437
[21] -0.115693133  0.189400988 -0.269097485  0.322241548 -0.282676645
[26]  0.090251847  0.021904286 -0.062681752  0.030104295 -0.036054546
[31] -0.020153319 -0.026258080  0.010435361 -0.024154991  0.065513960
[36] -0.134455315  0.081123308 -0.087066941  0.071269268 -0.094742757
[41]  0.065693104 -0.059936137  0.047049670 -0.024855014  0.031036657
[46] -0.018918504  0.002107013
> (mypacf <- c(rpacf$acf))
 [1] -0.596546719 -0.138625452  0.149334276  0.051070197  0.029298376
 [6]  0.139247604 -0.040879552  0.035005994 -0.090926601 -0.058486385
[11]  0.143910068  0.040110764  0.093839741 -0.218245235  0.076251960
[16] -0.023238694  0.133198546  0.093980586  0.007279378 -0.224289884
[21] -0.037060451 -0.156683193  0.140375253  0.052319160 -0.054784881
[26] -0.064821770 -0.014773665 -0.114885916 -0.090603521  0.007745161
[31]  0.005145689 -0.039143393 -0.038878681 -0.051894770 -0.016351489
[36] -0.088650390  0.072080536 -0.041970100 -0.035659630 -0.090881740
[41] -0.012463373  0.051071403  0.148972687 -0.012092592  0.031707693
[46] -0.051623090
> 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/396vo1259836892.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/4u3e11259836892.tab") 
> 
> system("convert tmp/1wdbs1259836892.ps tmp/1wdbs1259836892.png")
> system("convert tmp/2gfmj1259836892.ps tmp/2gfmj1259836892.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.593   0.311   1.631