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(100.03,100.25,99.6,100.16,100.49,99.72,100.14,98.48,100.38,101.45,98.42,98.6,100.06,98.62,100.84,100.02,97.95,98.32,98.27,97.22,99.28,100.38,99.02,100.32,99.81,100.6,101.19,100.47,101.77,102.32,102.39,101.16,100.63,101.48,101.44,100.09,100.7,100.78,99.81,98.45,98.49,97.48,97.91,96.94,98.53,96.82,95.76,95.27,97.32,96.68,97.87,97.42,97.94,99.52,100.99,99.92,101.97,101.58,99.54,100.83)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/16vaq1258989429.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2h7331258989429.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.725806739  0.625547435  0.596348176  0.417444778
 [6]  0.320892828  0.248708805  0.018108176 -0.043589008 -0.176873966
[11] -0.347457859 -0.360100590 -0.388124736 -0.469331570 -0.448461732
[16] -0.447588103 -0.432132597 -0.397276473 -0.388099828 -0.265183744
[21] -0.168842187 -0.116317719 -0.036217769  0.027656424  0.095075600
[26]  0.149964932  0.161884013  0.214128520  0.257486351  0.233881642
[31]  0.223572806  0.157860859  0.106834199  0.108157912  0.044493098
[36]  0.004945476  0.017376894
> (mypacf <- c(rpacf$acf))
 [1]  0.725806739  0.208687779  0.189140826 -0.232336698 -0.052520262
 [6] -0.043182946 -0.335534007  0.021538702 -0.228031248 -0.147490626
[11]  0.023200477  0.050380077 -0.033028278 -0.075156449  0.012605277
[16] -0.011480032 -0.147971151 -0.120498720  0.175935182  0.001879254
[21]  0.016842993 -0.029714872 -0.022739552  0.029431663 -0.115270352
[26] -0.026856502 -0.020019500  0.032604055  0.020764185 -0.021595187
[31] -0.195621606 -0.055499613  0.078807004 -0.040690167 -0.020199793
[36]  0.052800435
> 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/3fi941258989429.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/46fw01258989429.tab") 
> 
> system("convert tmp/16vaq1258989429.ps tmp/16vaq1258989429.png")
> system("convert tmp/2h7331258989429.ps tmp/2h7331258989429.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.537   0.321   0.946