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(106.9,107.5,116.1,102,111.2,111.8,91.2,93,105.4,111.6,104.6,91.6,98.3,97.7,106.3,102.3,106.6,108.1,93.8,88.2,108.9,114.2,102.5,94.2,97.4,98.5,106.5,102.9,97.1,103.7,93.4,85.8,108.6,110.2,101.2,101.2,96.9,99.4,118.7,108,101.2,119.9,94.8,95.3,118,115.9,111.4,108.2,108.8,109.5,124.8,115.3,109.5,124.2,92.9,98.4,120.9,111.7,116.1,109.4,111.7,114.3,133.7,114.3,126.5,131,104,108.9,128.5,132.4,128,116.4,120.9,118.6,133.1,121.1,127.6,135.4,114.9,114.3,128.9,138.9,129.4,115,128,127,128.8,137.9,128.4,135.9,122.2,113.1,136.2,138,115.2,111)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> par3 = '0'
> par2 = '0.0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1vbxc1259866670.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2lk371259866670.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.38622219  0.41255918  0.52042171  0.18502267  0.28618940
 [7]  0.26174289  0.02850670  0.11869786  0.14159540 -0.04877550  0.05535409
[13]  0.06952347 -0.06588009  0.09380145  0.06293978 -0.03756569  0.10230624
[19]  0.11654350 -0.03795079  0.14074933  0.11417410 -0.12496478  0.16721580
[25] -0.11542454 -0.10384243  0.06158107 -0.13994237 -0.06305912 -0.02687396
[31] -0.16049390 -0.07980033 -0.07288736 -0.21380501 -0.11506586 -0.11871284
[37] -0.22431665
> (mypacf <- c(rpacf$acf))
 [1]  0.386222185  0.309569306  0.378068874 -0.189562665  0.033899984
 [6]  0.022443630 -0.136348733 -0.045882995  0.127080888 -0.077011791
[11] -0.020138407  0.068451319 -0.020758750  0.058435644  0.041871986
[16] -0.032638269  0.002898847  0.131832036 -0.117588945  0.046986089
[21]  0.082822201 -0.238028235  0.116859801 -0.220717918  0.082089358
[26] -0.023047974  0.058265979  0.005008841 -0.078626934 -0.034698419
[31]  0.002683161 -0.086214619 -0.083883555  0.011556530 -0.068743437
[36] -0.011181326
> 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/3cfb11259866670.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/4708p1259866670.tab") 
> system("convert tmp/1vbxc1259866670.ps tmp/1vbxc1259866670.png")
> system("convert tmp/2lk371259866670.ps tmp/2lk371259866670.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.560   0.321   1.114