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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/13ikz1259311117.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2110k1259311117.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.347994722 -0.107331743 -0.123734485  0.173827959
 [6]  0.022782285 -0.026843717 -0.134480377  0.054961979  0.087299041
[11] -0.106180461  0.174392093 -0.342497540  0.084789763  0.084334779
[16]  0.026644331 -0.140403651  0.020178928  0.038886879  0.151073185
[21] -0.113550259 -0.038316335  0.121854806  0.028059831 -0.155472319
[26]  0.076062714 -0.005932253  0.104959953 -0.080240541  0.037128489
[31] -0.037709090 -0.102834085  0.102495385 -0.004888308 -0.045482524
[36] -0.029346775  0.102632049
> (mypacf <- c(rpacf$acf))
 [1] -0.347994722 -0.259906877 -0.318767807 -0.060441444  0.007737125
 [6]  0.016878701 -0.107061160 -0.070386422  0.019073220 -0.123767976
[11]  0.183237895 -0.282422063 -0.221661001 -0.096028349 -0.158660226
[16] -0.182568035 -0.173730702 -0.137564146 -0.023763098 -0.099609707
[21] -0.010207515  0.028944112  0.151470342 -0.198098600 -0.096961311
[26] -0.110029196 -0.012889842 -0.097033007  0.046452329 -0.003708260
[31] -0.167168296  0.016040942 -0.022508235 -0.040613277  0.126404548
[36] -0.001108720
> 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/3su7q1259311117.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/4h74c1259311117.tab") 
> 
> system("convert tmp/13ikz1259311117.ps tmp/13ikz1259311117.png")
> system("convert tmp/2110k1259311117.ps tmp/2110k1259311117.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.545   0.323   1.242