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(128.6,128.9,129.06,129.23,129.27,129.33,129.35,129.31,129.4,129.49,129.47,129.46,129.45,129.28,129.2,129.25,129.14,129.11,129.02,129.08,128.99,129.11,129.08,129.19,129.23,129.25,129.31,129.33,129.39,129.55,129.43,129.45,129.57,129.76,129.92,130.08,130.41,130.84,131.24,131.49,131.74,132.34,133.5,134.43,136.5,137.41,138.02,138.15,138.24,138.2,138.31,138.65,139.3,139.8,140.52,141.57,141.77,141.66,141.36,141.17)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1769x1260541695.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2ubx21260541695.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.70300876  0.52554901  0.25156189  0.08971905  0.02072204
 [7]  0.07027144  0.15117991  0.25565990  0.28427193  0.31119102  0.26925499
[13]  0.07320407 -0.03702515 -0.16473805 -0.16546711 -0.11593748 -0.08039981
[19] -0.04433786 -0.06497873 -0.10184383 -0.11036139 -0.13643362 -0.11383955
[25] -0.16623269 -0.15693777 -0.15789544 -0.14426834 -0.16504969 -0.15331045
[31] -0.17450082 -0.17079450 -0.14966684 -0.13511757 -0.12643128 -0.12331382
[37] -0.10768814
> (mypacf <- c(rpacf$acf))
 [1]  0.703008759  0.061939524 -0.275015192 -0.032189244  0.114701227
 [6]  0.171415417  0.088179083  0.090562283 -0.007208151  0.089787931
[11]  0.037788005 -0.326800402 -0.021772138 -0.010061821  0.042238075
[16]  0.010293235 -0.179181602 -0.074467472 -0.042953071  0.016464677
[21]  0.023625933 -0.012036984  0.119389941 -0.180828819  0.032883019
[26] -0.027388430 -0.032123204 -0.037731566 -0.019971189  0.017320734
[31] -0.080031754  0.015544866 -0.095123167 -0.078263883  0.135164642
[36] -0.022958320
> 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/3y95u1260541695.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/4s6q11260541696.tab") 
> 
> system("convert tmp/1769x1260541695.ps tmp/1769x1260541695.png")
> system("convert tmp/2ubx21260541695.ps tmp/2ubx21260541695.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.550   0.314   0.684