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(1213.8,1245.6,1306.3,1255.8,1257.6,1287.8,1300.4,1320.9,1370.8,1327.3,1320,1345.3,1346.7,1395.4,1462,1491.6,1461.8,1477.9,1490.3,1521.1,1561.9,1552.6,1523.6,1548.3,1552.4,1587,1621.3,1648.7,1641.8,1650.6,1688.6,1670.7,1682.2,1678.9,1650.6,1662.4,1664.5,1683.2,1736.2,1747.6,1749,1759.7,1793.6,1817.4,1858.4,1839.9,1809.1,1877.7,1880.3,1930.9,2039.3,1992.7,1987.8,1984.4,2016.5,2016.7,2064.1,2031.5,2000.3,2057.8,2041.2,2093.2,2158.3,2128.8,2131.9,2170.3,2190.8,2217.7,2254.4,2223.3,2210.5,2250.8,2249.1,2288.6,2329.2,2313.8,2309.8,2345.9,2361.3,2372,2410.4,2398.5,2362.3,2419.1,2421.6,2465,2480.5,2506.1,2506.6,2525.8,2550,2578.3,2807.8,2815.3,2767.7,2815.4,2838.8,2864,2948.6,2922.8,2917.2,2936.8,2993.4,3007.8,3046.3,3011.5,2958.6,3019.8,2998.5,3040.4,3166,3110,3099.2,3150.3,3163.6,3182.6,3244.4,3223.2,3143.6,3217,3182.3,3217.2,3262.5,3227.9,3171.6,3219,3195.4,3221.6,3262.1,3179.5,3133.6,3219.2,3245,3265.3,3312.5,3383.6,3386.3,3411.1,3467.2,3487.7,3575.5,3571.5,3582.3,3637.1,3685)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = 'Default'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1qb1e1260696272.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2ib1f1260696272.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1] 1.0000000 0.9769073 0.9550087 0.9353199 0.9138639 0.8925301 0.8728216
 [8] 0.8516367 0.8314328 0.8129069 0.7927113 0.7738954 0.7562689 0.7368076
[15] 0.7185129 0.7033193 0.6868103 0.6687755 0.6513656 0.6328172 0.6140545
[22] 0.5973009
> (mypacf <- c(rpacf$acf))
 [1]  0.976907282  0.014476591  0.037874495 -0.046471250 -0.008098410
 [6]  0.021069777 -0.039735424  0.011654254  0.021729581 -0.041103280
[11]  0.020303358  0.009642718 -0.042193153  0.014081048  0.050603156
[16] -0.025762405 -0.041071392 -0.008729459 -0.029502842 -0.013590908
[21]  0.024166228
> 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/3mtz61260696272.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/44m2a1260696272.tab") 
> 
> try(system("convert tmp/1qb1e1260696272.ps tmp/1qb1e1260696272.png",intern=TRUE))
character(0)
> try(system("convert tmp/2ib1f1260696272.ps tmp/2ib1f1260696272.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.535   0.305   0.668