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(10414.9,12476.8,12384.6,12266.7,12919.9,11497.3,12142,13919.4,12656.8,12034.1,13199.7,10881.3,11301.2,13643.9,12517,13981.1,14275.7,13435,13565.7,16216.3,12970,14079.9,14235,12213.4,12581,14130.4,14210.8,14378.5,13142.8,13714.7,13621.9,15379.8,13306.3,14391.2,14909.9,14025.4,12951.2,14344.3,16093.4,15413.6,14705.7,15972.8,16241.4,16626.4,17136.2,15622.9,18003.9,16136.1,14423.7,16789.4,16782.2,14133.8,12607,12004.5,12175.4,13268,12299.3,11800.6,13873.3,12269.6)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1vfsy1259349997.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/27t4j1259349997.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.491217285  0.213841182  0.176805220 -0.148505791
 [6] -0.014429646  0.226682767 -0.355333321  0.183630399  0.072060089
[11] -0.311264890  0.226217146 -0.126594825 -0.133983074  0.113317401
[16] -0.032612161 -0.129673407  0.186882780 -0.157307535 -0.060817966
[21]  0.157049740 -0.136766323 -0.069223921  0.295717037 -0.298978158
[26]  0.287486821 -0.086527461 -0.003567696  0.015317283  0.070455960
[31] -0.152666722  0.155828156 -0.114134294  0.030739483  0.038845792
[36] -0.125176267  0.052896132
> (mypacf <- c(rpacf$acf))
 [1] -0.49121728 -0.03618431  0.35353032  0.12389444 -0.22176798  0.10233786
 [7] -0.15046864 -0.12076154  0.18534340 -0.11777885 -0.10875591 -0.09809072
[13] -0.06925088 -0.08063643  0.08220310  0.06632143 -0.06069267 -0.08845309
[19] -0.18261684 -0.03178859  0.11627156 -0.11243289  0.17932951 -0.04727379
[25]  0.13161323 -0.10806914  0.02019262 -0.03732681 -0.09171399  0.07683767
[31] -0.05913814 -0.09593889  0.07564798  0.00880662 -0.07731914 -0.08231687
> 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/3e6ys1259349997.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/4d16y1259349997.tab") 
> 
> system("convert tmp/1vfsy1259349997.ps tmp/1vfsy1259349997.png")
> system("convert tmp/27t4j1259349997.ps tmp/27t4j1259349997.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.551   0.324   0.651