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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1yesa1259244739.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2e7fk1259244739.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000 -0.59686161  0.08707199  0.12015441 -0.01834395 -0.12922988
 [7]  0.20402625 -0.20594094  0.14411504  0.02088786 -0.12238564  0.12746188
[13] -0.07806987 -0.07019880  0.12953870  0.01552982 -0.23615904  0.27990349
[19] -0.18811040  0.08469407 -0.01187802  0.02338545 -0.16748504  0.35597375
[25] -0.32660876  0.05819340  0.08345879 -0.06209998 -0.03375024  0.04185292
[31]  0.01129898 -0.05354179  0.01589268 -0.02256321  0.02008107 -0.02319629
[37] -0.03476163
> (mypacf <- c(rpacf$acf))
 [1] -0.596861610 -0.418126893 -0.104873227  0.133560475 -0.027205385
 [6]  0.110866757 -0.089683008  0.005754623  0.153004397  0.022999648
[11]  0.089680969 -0.066341001 -0.199048192 -0.093299594  0.168694278
[16] -0.085986780 -0.032785756 -0.142722750  0.015337982  0.095687672
[21]  0.167310571 -0.165510277  0.115970085  0.075866101 -0.133365165
[26] -0.148988440 -0.078661577 -0.064340515 -0.179859999  0.082570066
[31]  0.007824699 -0.140574448 -0.046230557 -0.085947263  0.096824037
[36]  0.007851881
> 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/3bl501259244739.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/4s2c71259244739.tab") 
> 
> system("convert tmp/1yesa1259244739.ps tmp/1yesa1259244739.png")
> system("convert tmp/2e7fk1259244739.ps tmp/2e7fk1259244739.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.521   0.340   0.676