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(13132.1,17665.9,16913,17318.8,16224.2,15469.6,16557.5,19414.8,17335,16525.2,18160.4,15553.8,15262.2,18581,17564.1,18948.6,17187.8,17564.8,17668.4,20811.7,17257.8,18984.2,20532.6,17082.3,16894.9,20274.9,20078.6,19900.9,17012.2,19642.9,19024,21691,18835.9,19873.4,21468.2,19406.8,18385.3,20739.3,22268.3,21569,17514.8,21124.7,21251,21393,22145.2,20310.5,23466.9,21264.6,18388.1,22635.4,22014.3,18422.7,16120.2,16037.7,16410.7,17749.8,16349.8,15662.3,17782.3,16398.9)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1ty0e1260449120.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2wn5m1260449120.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.486217861  0.364636079  0.439543123  0.447739281
 [6]  0.374015563  0.264477611  0.164812592  0.218936625  0.078955729
[11] -0.048898688  0.077357878  0.281389990 -0.043218491 -0.113920838
[16] -0.065712962  0.036979506 -0.043996535 -0.085443738 -0.090487106
[21] -0.067273444 -0.184823120 -0.203931453 -0.117490900  0.006513308
[26] -0.180137560 -0.278474614 -0.189834656 -0.093613562 -0.188863440
[31] -0.191140028 -0.176665140 -0.211468337 -0.248927321 -0.239592304
[36] -0.194667575 -0.103095951
> (mypacf <- c(rpacf$acf))
 [1]  0.486217861  0.167927688  0.283499570  0.195754424  0.071839947
 [6] -0.070869065 -0.161524743  0.018736741 -0.184139926 -0.170533001
[11]  0.147839350  0.448510794 -0.228902460 -0.163610665 -0.152052388
[16]  0.022157648 -0.138339469  0.127689709  0.148190746 -0.078567330
[21] -0.159134856 -0.001942346 -0.101141137 -0.033908730  0.106917386
[26] -0.018125762 -0.056296144 -0.055039698 -0.054279374 -0.114052449
[31] -0.001339546 -0.061685985  0.031929469  0.007008531 -0.040941808
[36] -0.086945498
> 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/30prn1260449120.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/4kq3d1260449120.tab") 
> 
> system("convert tmp/1ty0e1260449120.ps tmp/1ty0e1260449120.png")
> system("convert tmp/2wn5m1260449120.ps tmp/2wn5m1260449120.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.550   0.302   1.335