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(95.6,74.3,88.5,88,84.3,112.8,105.3,97.2,112.4,123.2,143.7,205.1,102.8,89.4,90.7,101.1,93.6,119.3,106.4,105.2,106.5,117.6,144.2,195.5,109.5,84.9,102.9,93.9,104.6,115.2,104.9,114.9,115.1,126.4,156.7,197.3,116.1,89.1,107.8,100.4,113.6,128.3,113.3,113.7,116.1,133.6,167.7,214.6,120.3,106,103.9,118,116.3,134.8,117.8,123.3,125.2,135.8,158.9,217.9)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1n8b31259357177.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2pjtp1259357177.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.059733981  0.385594718 -0.110363722  0.110019895
 [6] -0.015391704  0.081744583  0.014638099 -0.005683263 -0.010925803
[11] -0.114836554 -0.203037258 -0.217151110  0.025623902 -0.052809342
[16]  0.166295022 -0.078178331 -0.104175115 -0.077439709 -0.045889184
[21] -0.085616646  0.091821845 -0.166732804  0.167365919 -0.273461453
[26]  0.043274950 -0.259622257 -0.011418265 -0.078605962  0.026820260
[31] -0.016224632 -0.016297514  0.037866203  0.012662511  0.090932628
[36]  0.033567840  0.146992749
> (mypacf <- c(rpacf$acf))
 [1] -0.059733981  0.383394578 -0.086191436 -0.049970227  0.071156316
 [6]  0.056975503  0.001675535 -0.055946022 -0.014138079 -0.109426935
[11] -0.250172728 -0.191215833  0.199764970  0.095806679  0.096338557
[16] -0.031488149 -0.237203244 -0.030499120  0.063954743 -0.129492728
[21]  0.080259714 -0.237833748  0.030985177 -0.154151601 -0.036069123
[26]  0.041037195 -0.063643147 -0.149214535 -0.065589464 -0.011593259
[31]  0.020548935  0.145446606  0.000853560 -0.071893546 -0.011121586
[36] -0.066718139
> 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/3njid1259357178.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/4fb9z1259357178.tab") 
> 
> system("convert tmp/1n8b31259357177.ps tmp/1n8b31259357177.png")
> system("convert tmp/2pjtp1259357177.ps tmp/2pjtp1259357177.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.539   0.303   0.647