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(128.7,136.9,156.9,109.1,122.3,123.9,90.9,77.9,120.3,118.9,125.5,98.9,102.9,105.9,117.6,113.6,115.9,118.9,77.6,81.2,123.1,136.6,112.1,95.1,96.3,105.7,115.8,105.7,105.7,111.1,82.4,60,107.3,99.3,113.5,108.9,100.2,103.9,138.7,120.2,100.2,143.2,70.9,85.2,133,136.6,117.9,106.3,122.3,125.5,148.4,126.3,99.6,140.4,80.3,92.6,138.5,110.9,119.6,105,109,129.4,148.6,101.4,134.8,143.7,81.6,90.3,141.5,140.7,140.2,100.2,125.7,119.6,134.7,109,116.3,146.9,97.4,89.4,132.1,139.8,129,112.5,121.9,121.7,123.1,131.6,119.3,132.5,98.3,85.1,131.7,129.3,90.7,78.6,68.9,79.1,83.5,74.1,59.7,93.3,61.3,56.6,98.5)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1p0wp1259842182.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2wy061259842182.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.354651031  0.056621546  0.231718010  0.210666631
 [6]  0.201683362  0.203663402  0.117609343  0.085501061  0.020642556
[11] -0.212085398  0.021701502  0.433935466 -0.007653521 -0.252050576
[16] -0.060961192 -0.066993302 -0.046118832 -0.034282231 -0.010938899
[21] -0.021380374 -0.063603933 -0.258554593 -0.022628738  0.346254030
[26] -0.036338647 -0.268178868 -0.107668509 -0.086305185 -0.094193717
[31] -0.098092850 -0.084658247 -0.113274006 -0.111129887 -0.221665534
[36] -0.076187935  0.253886620
> (mypacf <- c(rpacf$acf))
 [1]  0.354651031 -0.079105486  0.274075274  0.037560945  0.164159974
 [6]  0.061834059  0.001261585 -0.003254296 -0.104332471 -0.313662718
[11]  0.174443518  0.437809394 -0.303049586 -0.176161970 -0.015773339
[16] -0.053612535 -0.008046730 -0.044403814  0.159379828 -0.050574621
[21]  0.041959274 -0.059492531  0.058627768  0.099489546 -0.152561392
[26] -0.127440271 -0.093584831 -0.001213981 -0.046893915 -0.052925070
[31] -0.017958525 -0.091257842  0.127666904  0.111362279 -0.078760037
[36]  0.011088590
> 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/3q6j51259842183.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/4xx351259842183.tab") 
> system("convert tmp/1p0wp1259842182.ps tmp/1p0wp1259842182.png")
> system("convert tmp/2wy061259842182.ps tmp/2wy061259842182.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.533   0.308   0.653