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 = '2'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1r58q1261136814.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2fsjf1261136814.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.125813829 -0.276763443 -0.206855791 -0.329092101
 [6] -0.136690805  0.025269102  0.314190944  0.290420375 -0.141128060
[11] -0.032758778  0.018012521 -0.302182625 -0.051197765  0.176731953
[16]  0.070751403 -0.004160185  0.014755947  0.054135932 -0.121813339
[21] -0.078662009  0.120003529  0.031517569 -0.072195090 -0.023625994
[26]  0.100061058 -0.022236693 -0.041480090 -0.020711700 -0.038557143
[31] -0.012295495  0.030835954  0.080633943 -0.004174829 -0.036552122
> (mypacf <- c(rpacf$acf))
 [1]  0.12581383 -0.29729854 -0.13852096 -0.41188343 -0.23010805 -0.33344298
 [7]  0.04937657 -0.01535784 -0.22839706  0.07314100  0.12382846 -0.20564411
[13]  0.03161208  0.05802037 -0.09183278 -0.09886263  0.03183407 -0.07403316
[19] -0.11813633  0.08572474 -0.03074365 -0.03137561  0.05115006 -0.09763447
[25]  0.06126069  0.03284205  0.03416463 -0.20952338 -0.01404520 -0.01848797
[31] -0.12620620 -0.04142457 -0.06893375 -0.06713775
> 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/3yvkx1261136814.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/4ym5h1261136814.tab") 
> 
> try(system("convert tmp/1r58q1261136814.ps tmp/1r58q1261136814.png",intern=TRUE))
character(0)
> try(system("convert tmp/2fsjf1261136814.ps tmp/2fsjf1261136814.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.591   0.324   0.820