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(699.8,871.2,842.6,809.2,847.1,857,839.9,967.4,1037.2,1062.3,899.3,1129.6,845.7,1173.9,1073.8,1024.7,912.9,1055,936.4,920.6,1059.3,1164.1,823.9,1076.6,833.5,996,852.8,758.5,760.4,826.8,941.7,1097.8,802.8,839.7,791,1063.1,1138.4,888.6,931.1,863.2,936.2,701.7,873.8,696.8,658.1,706.7,458.5,685.7,660.1,774.9,787.4,486.9,310.8,619.5,550.2,463.4,630.4,729,485.6,453.7)
> par7 = '0.95'
> par6 = 'White Noise'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1wnog1259309993.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2fs7o1259309993.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.620168606  0.575029239  0.526964803  0.545275752
 [6]  0.478838327  0.479381220  0.405163954  0.303289513  0.207527542
[11]  0.243372484  0.152259898  0.210963708  0.111498649  0.101326680
[16]  0.031261040 -0.039395982 -0.020912216 -0.002485399 -0.042269809
[21] -0.088323193 -0.120518511 -0.030876671 -0.125700853 -0.056006030
[26] -0.052866497 -0.077855253 -0.072699809 -0.134663597 -0.124571313
[31] -0.173332523 -0.220427239 -0.235211620 -0.270196902 -0.265169307
[36] -0.311589704 -0.268349374
> (mypacf <- c(rpacf$acf))
 [1]  0.620168606  0.309429565  0.159574791  0.199182118  0.030604813
 [6]  0.083808692 -0.046234415 -0.168911935 -0.183126575  0.044591360
[11] -0.097474823  0.167445591 -0.039861222  0.025960195 -0.026910450
[16] -0.193505063  0.014214254  0.030703933 -0.014354808 -0.027522097
[21]  0.001139145  0.181450592 -0.078503369  0.033320479  0.027279410
[26] -0.072726293  0.021866160 -0.192376393 -0.071121673 -0.115189951
[31] -0.172321410 -0.092901430  0.005104398  0.019846282  0.042928803
[36]  0.094863823
> 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/3kf7b1259309993.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/45cbu1259309993.tab") 
> 
> system("convert tmp/1wnog1259309993.ps tmp/1wnog1259309993.png")
> system("convert tmp/2fs7o1259309993.ps tmp/2fs7o1259309993.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.546   0.313   1.055