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 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1zapp1259842520.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2jpog1259842520.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.481223121  0.002864709  0.023864994 -0.039069307
 [6]  0.067323142  0.135358739 -0.236806572  0.042099273  0.009009494
[11]  0.026297848  0.174113864 -0.380274305  0.133061049  0.038031635
[16]  0.081282003 -0.103932692  0.017483262 -0.066047004  0.044297482
[21]  0.106731821  0.019648109 -0.245535409  0.223275953  0.015143421
[26] -0.141633409  0.192945508 -0.176341763  0.022996338  0.151879712
[31] -0.108612215 -0.028624043 -0.027476572 -0.042526995  0.203109379
[36] -0.095217201 -0.087953428
> (mypacf <- c(rpacf$acf))
 [1] -0.481223121 -0.297636320 -0.167880829 -0.150760367 -0.031179742
 [6]  0.235708574 -0.011815242 -0.097978514 -0.117000673 -0.063012923
[11]  0.226289213 -0.233049878 -0.177156553 -0.110431464  0.104111335
[16] -0.049064773 -0.060554157  0.059237809 -0.095869796  0.018306403
[21]  0.143239419 -0.130194356  0.175273922  0.103683133 -0.172484247
[26]  0.055854311  0.083248397 -0.006164811  0.062355278  0.054680683
[31] -0.081364953 -0.158199880 -0.005468691  0.002235671  0.147340507
[36]  0.116529907
> 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/3kxvy1259842520.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/4okik1259842520.tab") 
> system("convert tmp/1zapp1259842520.ps tmp/1zapp1259842520.png")
> system("convert tmp/2jpog1259842520.ps tmp/2jpog1259842520.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.568   0.330   0.673