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(120.9,119.6,125.9,116.1,107.5,116.7,112.5,113,126.4,114.1,112.5,112.4,113.1,116.3,111.7,118.8,116.5,125.1,113.1,119.6,114.4,114,117.8,117,120.9,115,117.3,119.4,114.9,125.8,117.6,117.6,114.9,121.9,117,106.4,110.5,113.6,114.2,125.4,124.6,120.2,120.8,111.4,124.1,120.2,125.5,116,117,105.7,102,106.4,96.9,107.6,98.8,101.1,105.7,104.6,103.2,101.6)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1gg6a1261136773.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2izsr1261136773.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.554681260  0.524225516  0.359213720  0.239630621
 [6]  0.267177112  0.166828762  0.195214573 -0.003073344 -0.038662605
[11] -0.155563782 -0.167508286 -0.133831504 -0.163583260 -0.031744394
[16]  0.009167459  0.027716958  0.038270141 -0.066033424 -0.064529935
[21] -0.052944192  0.003671408  0.042723744 -0.029607575  0.002061345
[26] -0.094625878 -0.134016154 -0.067058046 -0.126545163 -0.043280818
[31] -0.144080710  0.020569072 -0.063672787 -0.126367539 -0.106805001
[36] -0.216447684 -0.074162859
> (mypacf <- c(rpacf$acf))
 [1]  0.554681260  0.312791042 -0.022592177 -0.089367319  0.148686249
 [6] -0.024026955  0.042501320 -0.248016989 -0.072021819 -0.109058148
[11]  0.012578696  0.024184602 -0.014166884  0.151894804  0.196091492
[16] -0.012578006 -0.030464213 -0.213223490 -0.107928448  0.010358254
[21]  0.024347946  0.016991790 -0.093197049  0.116127982  0.059273469
[26] -0.112825618  0.071481755 -0.114759859 -0.008872507 -0.164741628
[31]  0.199118551 -0.061119606 -0.161830623 -0.022601403 -0.018025293
[36]  0.060496726
> 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/3hytz1261136773.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/4p7hp1261136773.tab") 
> 
> try(system("convert tmp/1gg6a1261136773.ps tmp/1gg6a1261136773.png",intern=TRUE))
character(0)
> try(system("convert tmp/2izsr1261136773.ps tmp/2izsr1261136773.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.541   0.298   0.729