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(126.51,131.02,136.51,138.04,132.92,129.61,122.96,124.04,121.29,124.56,118.53,113.14,114.15,122.17,129.23,131.19,129.12,128.28,126.83,138.13,140.52,146.83,135.14,131.84,125.7,128.98,133.25,136.76,133.24,128.54,121.08,120.23,119.08,125.75,126.89,126.6,121.89,123.44,126.46,129.49,127.78,125.29,119.02,119.96,122.86,131.89,132.73,135.01,136.71,142.73,144.43,144.93,138.75,130.22,122.19,128.4,140.43,153.5,149.33,142.97)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1fspf1259955836.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/24tw41259955836.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.49028007  0.07317886 -0.30433623 -0.21205258 -0.09442775
 [7]  0.10547064  0.22986722  0.08047885 -0.07086815 -0.26887789 -0.23775505
[13] -0.27900792 -0.07432653  0.03704784  0.09984308 -0.03618724 -0.17775345
[19] -0.25590143 -0.19236146  0.01341063  0.23426551  0.23948970  0.05034938
[25] -0.13965330 -0.19722588 -0.04234970  0.10762558  0.25636908  0.20908461
[31]  0.08970998 -0.03637985 -0.09468028 -0.06921673 -0.03680880  0.03288252
[37]  0.08160618
> (mypacf <- c(rpacf$acf))
 [1]  0.490280068 -0.220102794 -0.332306105  0.174528132 -0.049230280
 [6]  0.053319590  0.192698071 -0.240554950  0.010455187 -0.120907088
[11] -0.116446825 -0.202528243  0.056572657 -0.036491463 -0.089312719
[16] -0.069841400 -0.141479532 -0.156958627  0.003586186 -0.032128084
[21]  0.110467745 -0.137678419 -0.111367620 -0.089878887 -0.099978627
[26]  0.069751183 -0.078925676 -0.005623504 -0.012279820 -0.103461999
[31]  0.072790047 -0.102474994 -0.001451430 -0.100656545 -0.133387937
[36]  0.048595997
> 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/3r62v1259955837.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/4ovb01259955837.tab") 
> system("convert tmp/1fspf1259955836.ps tmp/1fspf1259955836.png")
> system("convert tmp/24tw41259955836.ps tmp/24tw41259955836.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.550   0.313   0.652