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(96.96,93.11,95.62,98.30,96.38,100.82,99.06,94.03,102.07,99.31,98.64,101.82,99.14,97.63,100.06,101.32,101.49,105.43,105.09,99.48,108.53,104.34,106.10,107.35,103.00,104.50,105.17,104.84,106.18,108.86,107.77,102.74,112.63,106.26,108.86,111.38,106.85,107.86,107.94,111.38,111.29,113.72,111.88,109.87,113.72,111.71,114.81,112.05,111.54,110.87,110.87,115.48,111.63,116.24,113.56,106.01,110.45,107.77,108.61,108.19)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1jufn1259076993.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2ve5y1259076993.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.656847247  0.566059407  0.551059127  0.294665837
 [6]  0.195941696  0.155667712  0.076741720  0.043749922  0.002647232
[11] -0.048731258 -0.007202195 -0.085983372 -0.146950139 -0.044369821
[16] -0.097752672 -0.160682270 -0.052580832 -0.041521551 -0.050931494
[21]  0.019500409  0.082791566  0.035740348  0.086842986  0.037654089
[26]  0.067041112  0.047156237 -0.036169363 -0.020414494 -0.058066870
[31] -0.144821217 -0.165812730 -0.162385903 -0.249908546 -0.244521578
[36] -0.216172317 -0.272132242
> (mypacf <- c(rpacf$acf))
 [1]  0.656847247  0.236761411  0.208242563 -0.323596157 -0.090893806
 [6]  0.023155758  0.108048256  0.008402502 -0.097429657 -0.104413165
[11]  0.130109551 -0.091308052 -0.120334304  0.125935775  0.015243564
[16] -0.122050281  0.041696052  0.092948176  0.052042174 -0.016816747
[21]  0.084483087 -0.132951963  0.089353832 -0.127535297  0.128731501
[26] -0.093853106 -0.018490367 -0.133579524 -0.004912147 -0.048198866
[31] -0.044332620 -0.055579860 -0.062984210 -0.003594005  0.003676750
[36] -0.100260477
> 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/3zllx1259076993.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/4mryc1259076993.tab") 
> system("convert tmp/1jufn1259076993.ps tmp/1jufn1259076993.png")
> system("convert tmp/2ve5y1259076993.ps tmp/2ve5y1259076993.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.554   0.322   1.447