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 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1mzd31261136964.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2tzby1261136964.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.587202022  0.519250855  0.277657961  0.214995601
 [6]  0.154080582  0.205570909  0.213517234  0.041912375 -0.022117240
[11] -0.186799174 -0.144131369 -0.276323060 -0.094483647 -0.007794035
[16]  0.054671154  0.086450744  0.024314635 -0.012532922 -0.165528268
[21] -0.035977035  0.040771946  0.051887402  0.081184395 -0.027130015
[26] -0.093065317 -0.185313713 -0.121795746 -0.181578536 -0.074038485
[31] -0.132312007 -0.052477497 -0.146284990 -0.215231078 -0.215466417
[36] -0.245771135 -0.161189294
> (mypacf <- c(rpacf$acf))
 [1]  0.587202022  0.266248925 -0.168227927  0.009846683  0.071582987
 [6]  0.140436073  0.061235708 -0.310576969 -0.090114121 -0.097881116
[11]  0.097539077 -0.216096366  0.140115596  0.288306746  0.042491938
[16]  0.007799072 -0.129376571 -0.036225601 -0.192757052  0.003113616
[21]  0.202116331 -0.209246301  0.111423118 -0.135748101  0.069530050
[26]  0.091050858 -0.132593342 -0.157323959  0.017720284  0.006954430
[31]  0.007212025 -0.193560267  0.006133756 -0.040887749  0.071820511
[36] -0.060876289
> 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/3a0281261136964.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/4k06l1261136964.tab") 
> 
> try(system("convert tmp/1mzd31261136964.ps tmp/1mzd31261136964.png",intern=TRUE))
character(0)
> try(system("convert tmp/2tzby1261136964.ps tmp/2tzby1261136964.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.550   0.322   0.835