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(96.96,93.11,95.62,98.30,96.38,100.82,99.06,94.03,102.07,99.31,98.64,101.82,99.14,97.63,100.06,101.32,101.49,105.43,105.09,99.48,108.53,104.34,106.10,107.35,103.00,104.50,105.17,104.84,106.18,108.86,107.77,102.74,112.63,106.26,108.86,111.38,106.85,107.86,107.94,111.38,111.29,113.72,111.88,109.87,113.72,111.71,114.81,112.05,111.54,110.87,110.87,115.48,111.63,116.24,113.56,106.01,110.45,107.77,108.61,108.19)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/16wxa1259858093.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2o2wk1259858093.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000 -0.55584500 -0.01324322  0.33381548 -0.42335615  0.15869857
 [7]  0.09494156  0.04792974 -0.24584530  0.23584647 -0.07951926 -0.30090283
[13]  0.63001331 -0.43208888  0.10030692  0.11222951 -0.26239615  0.11430277
[19]  0.05796539  0.05614956 -0.22595040  0.22486829 -0.10375010 -0.18000245
[25]  0.42081650 -0.29423135  0.07906909  0.03024115 -0.12294608  0.05493747
[31]  0.03385564  0.05223419 -0.13171259  0.11074315 -0.05059263 -0.10414028
[37]  0.22766595
> (mypacf <- c(rpacf$acf))
 [1] -0.555845002 -0.466266204  0.118065901 -0.204292432 -0.231138489
 [6] -0.123474719  0.437608506 -0.132327390 -0.084882333  0.002268174
[11] -0.215496761  0.311108825  0.111716939  0.210563027 -0.200072515
[16]  0.005360199 -0.166850133  0.042220690 -0.039510755 -0.106361072
[21] -0.099348730  0.063383815  0.075033426 -0.063239086  0.059807314
[26]  0.006578785  0.010890416 -0.050965510  0.103541931 -0.027960155
[31] -0.093192745  0.073234481 -0.020253029  0.056940375 -0.115689729
[36] -0.013811843
> 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/31tqr1259858093.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/4aoss1259858093.tab") 
> system("convert tmp/16wxa1259858093.ps tmp/16wxa1259858093.png")
> system("convert tmp/2o2wk1259858093.ps tmp/2o2wk1259858093.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.542   0.322   0.717