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(101.09,102.71,102.11,101.68,101.7,101.53,101.76,101.15,100.92,100.73,100.55,102.15,100.79,99.93,100.03,100.25,99.6,100.16,100.49,99.72,100.14,98.48,100.38,101.45,98.42,98.6,100.06,98.62,100.84,100.02,97.95,98.32,98.27,97.22,99.28,100.38,99.02,100.32,99.81,100.6,101.19,100.47,101.77,102.32,102.39,101.16,100.63,101.48,101.44,100.09,100.7,100.78,99.81,98.45,98.49,97.48,97.91,96.94,98.53,96.82,95.76)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1juw71261296687.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/22uxv1261296687.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.738475920  0.621960539  0.599450467  0.402541074
 [6]  0.349369666  0.250984945  0.057625381  0.013396693 -0.155386886
[11] -0.266898805 -0.270566655 -0.439704211 -0.387416803 -0.317704829
[16] -0.378833295 -0.292309221 -0.250296939 -0.279663862 -0.140960800
[21] -0.151747476 -0.150325420 -0.057556740 -0.117359225 -0.078497534
[26] -0.015677548 -0.077944177 -0.079674632 -0.075013095 -0.100673857
[31] -0.059277757 -0.099478941 -0.066423084  0.002462148 -0.017264117
[36]  0.028984188  0.064058052
> (mypacf <- c(rpacf$acf))
 [1]  0.738475920  0.168510494  0.210765045 -0.294257023  0.107716764
 [6] -0.174390959 -0.186535042 -0.006867939 -0.284108350  0.019805306
[11] -0.043898317 -0.224934604  0.285517298  0.003186294  0.058931793
[16] -0.040670645 -0.009152630 -0.101985394  0.028478473 -0.165855439
[21] -0.114923061 -0.045156257 -0.111767987 -0.019815879  0.086044901
[26]  0.005575563 -0.169016264  0.050863302  0.034919573 -0.123121046
[31] -0.009384093  0.037611830 -0.028332215  0.033446770 -0.043790465
[36] -0.068686013
> 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/3j2xn1261296687.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/4b4an1261296687.tab") 
> 
> try(system("convert tmp/1juw71261296687.ps tmp/1juw71261296687.png",intern=TRUE))
character(0)
> try(system("convert tmp/22uxv1261296687.ps tmp/22uxv1261296687.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.540   0.324   0.849