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 = '2'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1e1921260471905.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/22ut61260471905.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.063125775  0.041760095 -0.464992587 -0.059080998
 [6] -0.160609381  0.023452758  0.319567079  0.023561291  0.087286323
[11] -0.217693536  0.125148548 -0.303658296  0.068545856  0.061814507
[16]  0.237402716 -0.006447607 -0.066124398 -0.121954219 -0.181689081
[21] -0.049667102  0.181852961  0.230780513  0.032022283 -0.118900119
[26] -0.140416313 -0.108802701 -0.043219869  0.127199282  0.130751444
[31]  0.020905008 -0.061648911 -0.060575018 -0.040703298 -0.069982925
[36] -0.016204612  0.091518840
> (mypacf <- c(rpacf$acf))
 [1] -0.063125775  0.037926363 -0.462568279 -0.139137446 -0.196924696
 [6] -0.306152825  0.257230285 -0.156742476 -0.047097126  0.056819440
[11]  0.079812043 -0.243673795  0.015752780  0.136354070 -0.006243977
[16]  0.050348413  0.060729751 -0.206043593 -0.027178777 -0.098790882
[21]  0.072218968  0.034754643  0.014914765 -0.108269416 -0.057356384
[26] -0.024355817 -0.045260064 -0.010401943  0.009030240 -0.162807693
[31]  0.013454149 -0.103707730  0.007120095 -0.027959164 -0.149919997
[36] -0.061836530
> 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/3nktz1260471905.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/4cbd91260471905.tab") 
> system("convert tmp/1e1921260471905.ps tmp/1e1921260471905.png")
> system("convert tmp/22ut61260471905.ps tmp/22ut61260471905.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.556   0.330   1.340