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(91.2,80.8,72.3,99.7,90.1,83.1,71.9,78.6,87.2,90.6,80,73.1,85.6,73.8,70.6,91.8,81.3,85.2,69.6,83.3,89.8,99.5,78.9,83.8,92,80.9,74.6,97.9,88.3,88.1,66.4,92.3,95.6,99.7,78.9,79.4,87.8,80.5,71.8,89.2,96.4,83.5,64.3,85.9,89.2,81.8,79.5,68.7,76.4,73.6,57.7,78.3,75.5,62.4,55.6,62.9,66.7,66.8,59.9,52,61.2)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1rqjh1259244074.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2cltl1259244074.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.428999286  0.173622563  0.281013369  0.500037483
 [6]  0.359251419  0.208384508  0.203195413  0.302974097  0.084780759
[11] -0.068705064  0.059792216  0.409934277 -0.003288561 -0.209264845
[16] -0.131402145  0.097057847  0.013485638 -0.104911157 -0.077179033
[21]  0.006502087 -0.127253276 -0.202183093 -0.105863890  0.126017054
[26] -0.109937713 -0.302950159 -0.237183151 -0.001271792 -0.056008130
[31] -0.135762894 -0.098783708 -0.076016089 -0.128981793 -0.141278383
[36] -0.113853818  0.045244229
> (mypacf <- c(rpacf$acf))
 [1]  4.289993e-01 -1.276757e-02  2.587017e-01  3.780278e-01  5.022258e-02
 [6]  3.507695e-02 -7.496009e-05  3.894797e-02 -2.777449e-01 -2.236665e-01
[11]  6.813200e-03  4.445822e-01 -3.285500e-01 -3.671277e-02 -9.995398e-02
[16] -2.968300e-02  1.807562e-02  8.585420e-02  1.231465e-01 -1.027082e-01
[21] -3.382901e-02 -3.004105e-02 -8.578169e-02 -7.788414e-02  6.656129e-02
[26] -1.315359e-01 -3.070986e-02  5.198931e-02  5.397683e-03  9.213819e-02
[31]  6.956355e-02 -7.078957e-02 -1.680113e-02 -2.007457e-02 -1.575854e-01
[36] -3.506961e-02
> 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/3rivo1259244074.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/4wbs71259244074.tab") 
> 
> system("convert tmp/1rqjh1259244074.ps tmp/1rqjh1259244074.png")
> system("convert tmp/2cltl1259244074.ps tmp/2cltl1259244074.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.541   0.322   0.661