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(103.1,102.0,104.7,86.0,92.1,106.9,112.6,101.7,92.0,97.4,97.0,105.4,102.7,98.1,104.5,87.4,89.9,109.8,111.7,98.6,96.9,95.1,97.0,112.7,102.9,97.4,111.4,87.4,96.8,114.1,110.3,103.9,101.6,94.6,95.9,104.7,102.8,98.1,113.9,80.9,95.7,113.2,105.9,108.8,102.3,99.0,100.7,115.5,100.7,109.9,114.6,85.4,100.5,114.8,116.5,112.9,102.0,106.0,105.3,118.8,106.1,109.3,117.2,92.5,104.2,112.5,122.4,113.3,100.0,110.7,112.8,109.8,117.3,109.1,115.9,96.0,99.8,116.8,115.7,99.4,94.3,91.0,93.2,103.1,94.1,91.8,102.7,82.6,89.1,104.5)
> par7 = '0.95'
> par6 = 'MA'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1id9t1260874698.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2s7l61260874698.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000e+00  2.352106e-01 -7.409561e-02  9.760883e-02  4.948305e-02
 [6]  3.083466e-01  3.879028e-01  2.008706e-01  4.341264e-03 -5.430678e-02
[11] -2.550959e-01  6.966220e-02  5.960157e-01  3.512971e-05 -2.346288e-01
[16] -1.418523e-01 -1.360450e-01  1.259106e-01  1.477732e-01  5.192640e-02
[21] -9.983964e-02 -1.565403e-01 -2.903921e-01  2.773006e-03  4.131187e-01
[26] -5.270160e-02 -2.441042e-01 -1.764086e-01 -1.704934e-01  3.921203e-02
[31]  7.216769e-02  2.399090e-02 -1.215568e-01 -1.877521e-01 -2.498943e-01
[36] -5.703447e-02  3.229817e-01
> (mypacf <- c(rpacf$acf))
 [1]  0.235210565 -0.136998952  0.161442190 -0.033344293  0.368654124
 [6]  0.237243230  0.200236438 -0.063928352 -0.075128315 -0.532100291
[11] -0.056876496  0.498260058 -0.157138981 -0.055956891 -0.082296985
[16]  0.102361507 -0.085554229 -0.101715783  0.090606713 -0.070951989
[21]  0.061307781 -0.013287025  0.008380975 -0.012399807 -0.059275768
[26] -0.043237228 -0.026187838 -0.097146995 -0.104294184  0.016809557
[31]  0.084272608 -0.004866097 -0.005315127  0.120637646 -0.143186252
[36]  0.040837114
> 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/3ei7s1260874698.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/410i81260874698.tab") 
> 
> try(system("convert tmp/1id9t1260874698.ps tmp/1id9t1260874698.png",intern=TRUE))
character(0)
> try(system("convert tmp/2s7l61260874698.ps tmp/2s7l61260874698.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.559   0.318   1.888