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(100.00,100.00,93.55,88.17,89.25,91.40,92.47,91.40,88.17,87.10,84.95,92.47,93.55,93.55,91.40,90.32,91.40,93.55,93.55,92.47,91.40,89.25,86.02,88.17,87.10,87.10,86.02,84.95,84.95,86.02,86.02,84.95,86.02,82.80,77.42,80.65,78.49,75.27,75.27,75.27,77.42,78.49,76.34,73.12,68.82,65.59,69.89,82.80,84.95,80.65,74.19,70.97,74.19,82.80,86.02,86.02,82.80,78.49,79.57,87.10,89.25)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> par3 = '2'
> par2 = '1'
> par1 = '60'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/19yul1261136632.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2rwz21261136632.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000e+00  1.739818e-01 -2.403838e-01 -4.084615e-01 -4.110704e-01
 [6] -1.921228e-02  2.080753e-01  3.368029e-01  1.993369e-01 -1.735838e-01
[11] -1.082095e-01 -5.765805e-02 -1.876101e-01 -4.132097e-03  1.665396e-01
[16]  1.309720e-01 -1.550523e-02 -4.898447e-02 -2.920738e-02 -1.334126e-01
[21]  2.106769e-02  2.172411e-01  2.539228e-02 -1.139319e-01 -1.333900e-01
[26] -1.657081e-02  1.013812e-01  8.478759e-02  5.012599e-02 -4.995510e-02
[31] -2.158454e-01  3.239502e-02  1.072918e-01  6.926551e-02  1.597131e-02
[36] -6.001304e-02 -2.496645e-02 -6.877385e-02  5.973788e-02  2.971827e-02
[41]  2.288940e-02  1.597290e-02 -1.141238e-02 -6.059976e-16 -6.410569e-02
[46] -1.841334e-02  4.586285e-02
> (mypacf <- c(rpacf$acf))
 [1]  0.173981844 -0.279101856 -0.342664883 -0.441435733 -0.221525934
 [6] -0.253177720 -0.092142648 -0.083290394 -0.252070611  0.058602979
[11]  0.129759540 -0.190458663 -0.107628609  0.080947203 -0.026605057
[16] -0.200257561 -0.070323923 -0.055213121 -0.225790675 -0.015180117
[21]  0.144246495 -0.092584651 -0.028392768 -0.002694819 -0.063471354
[26]  0.042322025  0.068266565 -0.180582816 -0.095476853 -0.091989426
[31] -0.051736205 -0.161466767  0.011226411 -0.073629716 -0.151722834
[36]  0.011045723 -0.085466306 -0.015084025 -0.145321048  0.030927984
[41] -0.049375481 -0.102129982  0.022936710 -0.035113988  0.032920404
[46]  0.048243711
> 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/350nm1261136632.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/4xjs51261136632.tab") 
> 
> try(system("convert tmp/19yul1261136632.ps tmp/19yul1261136632.png",intern=TRUE))
character(0)
> try(system("convert tmp/2rwz21261136632.ps tmp/2rwz21261136632.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.589   0.318   0.737