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(104.1,90.2,99.2,116.5,98.4,90.6,130.5,107.4,106,196.5,107.8,90.5,123.8,114.7,115.3,197,88.4,93.8,111.3,105.9,123.6,171,97,99.2,126.6,103.4,121.3,129.6,110.8,98.9,122.8,120.9,133.1,203.1,110.2,119.5,135.1,113.9,137.4,157.1,126.4,112.2,128.8,136.8,156.5,215.2,146.7,130.8,133.1,153.4,159.9,174.6,145,112.9,137.8,150.6,162.1,226.4,112.3,126.3)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> par3 = '1'
> par2 = '1'
> par1 = '60'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1wvjv1260194379.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/24uki1260194379.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.596893628  0.159390868 -0.034826755 -0.135009918
 [6]  0.231684373 -0.064595733 -0.097029088  0.035978393  0.042765380
[11] -0.095233328  0.326994216 -0.488376856  0.303579709 -0.125449060
[16]  0.016189772  0.093520768 -0.145905334  0.173351181 -0.154805939
[21]  0.047543242  0.088408704 -0.108518943 -0.001571150  0.098646204
[26] -0.159650653  0.144201757 -0.022586971 -0.115063710  0.144281535
[31] -0.203521114  0.217802456 -0.048423737 -0.103243577  0.090458502
[36] -0.026618495 -0.023097537  0.101565497 -0.096497655 -0.005716245
[41]  0.063709679 -0.059349043  0.126437584 -0.146645640  0.060221486
[46] -0.012222004  0.004120809
> (mypacf <- c(rpacf$acf))
 [1] -0.596893628 -0.305865511 -0.159652697 -0.335134346 -0.074735015
 [6]  0.131725606 -0.045627592 -0.148529388  0.040649855 -0.120322835
[11]  0.320665191 -0.121673438 -0.080486528 -0.108429688 -0.106996080
[16] -0.170569959 -0.096811680  0.214301992 -0.010324459 -0.176526355
[21]  0.173161896 -0.029687144 -0.019561180  0.022179443 -0.033960783
[26] -0.137912284 -0.026566611 -0.144328794 -0.176122162 -0.142848913
[31] -0.013091873 -0.059817543  0.070235361 -0.021102844  0.014074493
[36] -0.034190682  0.050200462 -0.017336199 -0.023878890 -0.057428590
[41] -0.072092398 -0.089792240  0.013912879  0.001744901 -0.028912844
[46]  0.038931263
> 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/3hh0f1260194379.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/48y8a1260194379.tab") 
> 
> system("convert tmp/1wvjv1260194379.ps tmp/1wvjv1260194379.png")
> system("convert tmp/24uki1260194379.ps tmp/24uki1260194379.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.575   0.310   0.723