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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/16wle1259334598.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2d3ss1259334598.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.213291516 -0.281962487  0.172101608  0.023799301
 [6] -0.112307004 -0.001090014  0.276004256 -0.331917810 -0.024360305
[11]  0.249508962 -0.060054986 -0.309632357 -0.133586315  0.302076089
[16] -0.135301749 -0.029451745  0.188496305 -0.156010573 -0.106893692
[21]  0.047009362  0.260156982 -0.243160093  0.066224231  0.171174259
[26] -0.135034958  0.041167231  0.016683941  0.017552620 -0.111348386
[31]  0.073399241  0.059466501 -0.049787290 -0.006219330 -0.003029829
[36]  0.023795597 -0.045894907
> (mypacf <- c(rpacf$acf))
 [1] -0.213291516 -0.343062807  0.021559986 -0.022052830 -0.055598996
 [6] -0.055012253  0.257043235 -0.254614617 -0.001176487  0.044659753
[11]  0.062283841 -0.308824029 -0.395646588 -0.031354881 -0.021556073
[16] -0.059644312  0.030166718 -0.041570295 -0.004673972 -0.213395199
[21]  0.071413456 -0.051652845  0.164864638 -0.167337388 -0.144433399
[26] -0.043595818  0.047181525 -0.123151931  0.066678082 -0.061504967
[31] -0.080735214 -0.086890739  0.011061867  0.121994657  0.057874317
[36] -0.002714332
> 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/3my991259334598.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/40lls1259334598.tab") 
> 
> system("convert tmp/16wle1259334598.ps tmp/16wle1259334598.png")
> system("convert tmp/2d3ss1259334598.ps tmp/2d3ss1259334598.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.551   0.330   0.658