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(100.00,94.97,107.50,124.27,107.06,79.71,163.41,144.83,166.82,154.26,132.60,157.51,104.02,106.03,113.23,117.64,113.34,66.62,185.99,174.57,208.19,163.81,162.46,148.16,113.41,105.63,111.79,132.36,110.75,67.37,178.29,156.38,189.71,152.80,150.80,160.40,127.25,108.47,117.09,147.25,116.19,75.83,181.94,179.12,183.15,197.90,155.42,162.54,125.90,105.50,121.11,137.51,97.20,69.74,152.58,146.59,161.16,152.84,121.95,140.12)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1w2cn1259350931.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2y7f51259350931.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.513863563  0.564631494  0.306455415  0.214727106
 [6]  0.120754173  0.124994166  0.032541592  0.018201988 -0.113214325
[11] -0.170398290 -0.241615128 -0.373025612 -0.290842127 -0.228983801
[16] -0.111540069 -0.062323820 -0.017260829 -0.024176187 -0.023279434
[21] -0.001146488  0.121098440  0.027275736  0.253674312  0.170601923
[26]  0.268147217  0.200027978  0.152287464 -0.017387289  0.014122241
[31] -0.091644789 -0.052339082 -0.099313614 -0.144055379 -0.156175822
[36] -0.232258543 -0.237222134
> (mypacf <- c(rpacf$acf))
 [1]  0.513863563  0.408421884 -0.122410997 -0.136541011  0.008619185
 [6]  0.124145409 -0.070450490 -0.089900148 -0.155708809 -0.106914290
[11] -0.047831400 -0.238339260  0.040735445  0.218179420  0.147819975
[16] -0.066586778 -0.069567251  0.038431555  0.003910778 -0.011492092
[21]  0.128821592 -0.192970387  0.207406442  0.033060571  0.005909434
[26]  0.031581686 -0.022291718 -0.232758418 -0.008303289  0.043250042
[31] -0.098710635 -0.041571295  0.018369618 -0.040358083 -0.008917886
[36]  0.009457963
> 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/3gkm81259350931.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/4ded01259350931.tab") 
> 
> system("convert tmp/1w2cn1259350931.ps tmp/1w2cn1259350931.png")
> system("convert tmp/2y7f51259350931.ps tmp/2y7f51259350931.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.560   0.308   0.655