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(108.2,108.8,110.2,109.5,109.5,116,111.2,112.1,114,119.1,114.1,115.1,115.4,110.8,116,119.2,126.5,127.8,131.3,140.3,137.3,143,134.5,139.9,159.3,170.4,175,175.8,180.9,180.3,169.6,172.3,184.8,177.7,184.6,211.4,215.3,215.9,244.7,259.3,289,310.9,321,315.1,333.2,314.1,284.7,273.9,216,196.4,190.9,206.4,196.3,199.5,198.9,214.4,214.2,187.6,180.6,172.2)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/15nn31259233655.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/293be1259233655.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.445972865  0.381389887  0.293339255  0.244595373
 [6] -0.017565443 -0.029678691 -0.114651642 -0.255645487 -0.149663012
[11] -0.173318058 -0.181871335 -0.283159095 -0.108582484 -0.096255221
[16] -0.015626585  0.099293839  0.142063973 -0.015974247  0.065768115
[21]  0.106683896 -0.035089100 -0.104463991 -0.003834068 -0.056370098
[26] -0.090697463  0.021305437 -0.072035229 -0.112917215 -0.112355741
[31] -0.047548280 -0.056305782 -0.084911699 -0.042349632 -0.034510806
[36] -0.005678394 -0.015189236
> (mypacf <- c(rpacf$acf))
 [1]  0.445972865  0.227807043  0.079524500  0.049005688 -0.263523267
 [6] -0.059147641 -0.077954207 -0.194628815  0.143509262 -0.032414628
[11] -0.036084671 -0.182812109  0.028345995  0.068974151  0.072881298
[16]  0.174925733  0.011900242 -0.289007355 -0.047449259 -0.002671143
[21] -0.034603654 -0.020590462  0.101710881 -0.027906869 -0.061278553
[26]  0.057337361 -0.095034096 -0.013466474 -0.056630301 -0.075208285
[31]  0.106667585 -0.140533184 -0.051577554  0.016550661  0.018583539
[36] -0.029049513
> 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/3c0t91259233655.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/4x7fy1259233655.tab") 
> 
> system("convert tmp/15nn31259233655.ps tmp/15nn31259233655.png")
> system("convert tmp/293be1259233655.ps tmp/293be1259233655.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.539   0.311   1.414