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(93.8,93.8,107.6,101,95.4,96.5,89.2,87.1,110.5,110.8,104.2,88.9,89.8,90,93.9,91.3,87.8,99.7,73.5,79.2,96.9,95.2,95.6,89.7,92.8,88,101.1,92.7,95.8,103.8,81.8,87.1,105.9,108.1,102.6,93.7,103.5,100.6,113.3,102.4,102.1,106.9,87.3,93.1,109.1,120.3,104.9,92.6,109.8,111.4,117.9,121.6,117.8,124.2,106.8,102.7,116.8,113.6,96.1,85)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> par3 = '0'
> par2 = '-1.0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1ryay1260532192.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2wa6m1260532192.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.68334970  0.61895129  0.48452555  0.35726673  0.23908527
 [7]  0.26926140  0.18627669  0.05627243  0.07712716 -0.04810690 -0.01409145
[13] -0.07419146 -0.07146187 -0.10448975 -0.10499259 -0.13715713 -0.13103211
[19] -0.15959045 -0.15887132 -0.14245192 -0.12045729 -0.11571318 -0.08568353
[25] -0.12591784 -0.10298681 -0.09355594 -0.15201941 -0.10984944 -0.15314064
[31] -0.18169464 -0.21355078 -0.17818121 -0.26662815 -0.20865112 -0.19928975
[37] -0.16641431
> (mypacf <- c(rpacf$acf))
 [1]  0.683349702  0.285131356 -0.025893213 -0.101398241 -0.086423896
 [6]  0.219210510 -0.028459486 -0.281159166  0.097027727 -0.099287554
[11]  0.169045722 -0.138209558 -0.088979184  0.083769649 -0.043728496
[16] -0.017525531 -0.035288897 -0.135838311  0.138116029 -0.060907548
[21]  0.071180388 -0.070496251 -0.017819386 -0.053524668  0.029403401
[26]  0.006744639 -0.190366723  0.049260418 -0.058066273 -0.082312546
[31] -0.023506186 -0.080063083 -0.047778310  0.026098945 -0.012675485
[36]  0.107955417
> 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/3kgtz1260532192.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/4sz901260532192.tab") 
> 
> system("convert tmp/1ryay1260532192.ps tmp/1ryay1260532192.png")
> system("convert tmp/2wa6m1260532192.ps tmp/2wa6m1260532192.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.526   0.312   0.846