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(91.98,91.72,90.27,91.89,92.07,92.92,93.34,93.60,92.41,93.60,93.77,93.60,93.60,93.51,92.66,94.20,94.37,94.45,94.62,94.37,93.43,94.79,94.88,94.79,94.62,94.71,93.77,95.73,95.99,95.82,95.47,95.82,94.71,96.33,96.50,96.16,96.33,96.33,95.05,96.84,96.92,97.44,97.78,97.69,96.67,98.29,98.20,98.71,98.54,98.20,96.92,99.06,99.65,99.82,99.99,100.33,99.31,101.10,101.10,100.93,100.85,100.93,99.60,101.88,101.81,102.38,102.74,102.82,101.72,103.47,102.98,102.68,102.90,103.03,101.29,103.69,103.68,104.20,104.08,104.16,103.05,104.66,104.46,104.95,105.85,106.23,104.86,107.44,108.23,108.45,109.39,110.15,109.13,110.28,110.17,109.99,109.26,109.11,107.06,109.53,108.92,109.24,109.12,109.00,107.23,109.49,109.04,109.02)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1y74g1259931411.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2v83j1259931411.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.135782533  0.178303244  0.105179974  0.205458014
 [6]  0.021040256  0.092656223  0.032627334 -0.002197841 -0.180457406
[11] -0.097347577  0.066173233 -0.439656289 -0.164251364 -0.078785040
[16] -0.014466108 -0.122183268 -0.117928088 -0.060458393  0.023942013
[21] -0.060860986  0.050565173  0.065170419 -0.084453605  0.003612017
[26]  0.062723426  0.030507750 -0.002891838  0.001554506  0.063865335
[31]  0.050472335 -0.038927424  0.062025722  0.051453884  0.007712126
[36] -0.053990011  0.075964133
> (mypacf <- c(rpacf$acf))
 [1]  0.135782533  0.162869149  0.065720737  0.166067536 -0.046176953
 [6]  0.036427459 -0.004008723 -0.057640349 -0.196320089 -0.088777286
[11]  0.150402116 -0.464295624 -0.021240900  0.115533134  0.037880609
[16]  0.063234925 -0.151864747  0.038266832  0.095851373 -0.014420643
[21] -0.097812150 -0.048141431  0.062086424 -0.208495319 -0.012315420
[26]  0.005753626  0.038523359  0.088622291 -0.100004370  0.040615562
[31]  0.038533683  0.078632810 -0.032854687 -0.037354190 -0.089473675
[36] -0.001475798
> 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/3xjfh1259931411.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/40aoa1259931411.tab") 
> system("convert tmp/1y74g1259931411.ps tmp/1y74g1259931411.png")
> system("convert tmp/2v83j1259931411.ps tmp/2v83j1259931411.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.513   0.354   0.710