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(902.2,891.9,874,930.9,944.2,935.9,937.1,885.1,892.4,987.3,946.3,799.6,875.4,846.2,880.6,885.7,868.9,882.5,789.6,773.3,804.3,817.8,836.7,721.8,760.8,841.4,1045.6,949.2,850.1,957.4,851.8,913.9,888,973.8,927.6,833,879.5,797.3,834.5,735.1,835,892.8,697.2,821.1,732.7,797.6,866.3,826.3,778.6,779.2,951,692.3,841.4,857.3,760.7,841.2,810.3,1007.4,931.3,931.2)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1xadr1259333780.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2uxnb1259333780.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000 -0.46955618 -0.00973297  0.03610658 -0.11885522  0.26254817
 [7] -0.34256839  0.39675382 -0.31864659  0.14385935 -0.04937991 -0.16346084
[13]  0.37547515 -0.35475650  0.25024130 -0.25311883  0.05120517  0.22890581
[19] -0.30241725  0.19272303 -0.12125816  0.19407170 -0.23242843  0.01528636
[25]  0.24449448 -0.23797015  0.16050697 -0.13851003  0.11296112 -0.05702352
[31] -0.09139399  0.19626733 -0.05781675  0.03976693 -0.09619313  0.02382200
[37]  0.00831875
> (mypacf <- c(rpacf$acf))
 [1] -0.469556181 -0.295331570 -0.152472202 -0.245529638  0.121840034
 [6] -0.244312883  0.272605131 -0.163058969  0.157893171 -0.206416227
[11] -0.091588162  0.031225969 -0.024945678  0.006003545 -0.148809385
[16] -0.187457996  0.124913159 -0.130291258 -0.130397023  0.039642340
[21]  0.065638780 -0.113283746 -0.071392474 -0.008381883  0.058628590
[26] -0.084319434  0.080700358 -0.015686851 -0.085333057 -0.137485928
[31]  0.018366377  0.198352282  0.010286092  0.073618590  0.039289760
[36] -0.031055228
> 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/3d6ti1259333780.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/4s59z1259333780.tab") 
> 
> system("convert tmp/1xadr1259333780.ps tmp/1xadr1259333780.png")
> system("convert tmp/2uxnb1259333780.ps tmp/2uxnb1259333780.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.544   0.315   0.658