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(103.63,103.64,103.66,103.77,103.88,103.91,103.91,103.92,104.05,104.23,104.30,104.31,104.31,104.34,104.55,104.65,104.73,104.75,104.75,104.76,104.94,105.29,105.38,105.43,105.43,105.42,105.52,105.69,105.72,105.74,105.74,105.74,105.95,106.17,106.34,106.37,106.37,106.36,106.44,106.29,106.23,106.23,106.23,106.23,106.34,106.44,106.44,106.48,106.50,106.57,106.40,106.37,106.25,106.21,106.21,106.24,106.19,106.08,106.13,106.09)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/15dsy1259103375.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/23g581259103375.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.416319769  0.076697074 -0.112082673 -0.007390045
 [6]  0.172540658  0.314848895  0.170664197 -0.151972683 -0.115939771
[11] -0.011391120  0.384209726  0.374896855  0.271303284 -0.019703301
[16] -0.095951595 -0.078995587  0.115966962  0.034785754 -0.117149686
[21] -0.106703478 -0.123287169 -0.051184681 -0.001977907  0.043653448
[26] -0.124832448 -0.103557141 -0.088949323  0.014742324 -0.081337037
[31] -0.136832128 -0.165965783 -0.142770787 -0.053127146 -0.019918918
[36] -0.061794504 -0.210325925
> (mypacf <- c(rpacf$acf))
 [1]  0.416319769 -0.116883592 -0.121518680  0.122433133  0.167603184
 [6]  0.189683908 -0.047035719 -0.242216444  0.127860326  0.030621856
[11]  0.379101375  0.016369034  0.104564885 -0.044164016 -0.020599110
[16] -0.148269182  0.016910799 -0.305089680 -0.004058595  0.065684926
[21]  0.060226097 -0.194640522 -0.092736377 -0.135252196 -0.074269306
[26] -0.096897918  0.071258789  0.066254012 -0.004293330 -0.003116965
[31]  0.016704502 -0.061761164  0.015071283 -0.011424446  0.022594104
[36] -0.006888106
> 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/3jvov1259103375.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/4r8df1259103375.tab") 
> 
> system("convert tmp/15dsy1259103375.ps tmp/15dsy1259103375.png")
> system("convert tmp/23g581259103375.ps tmp/23g581259103375.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.563   0.327   0.669