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(104.08,103.86,107.47,111.1,117.33,119.04,123.68,125.9,124.54,119.39,118.8,114.81,117.9,120.53,125.15,126.49,131.85,127.4,131.08,122.37,124.34,119.61,119.97,116.46,117.03,120.96,124.71,127.08,131.91,137.69,142.46,144.32,138.06,124.45,126.71,121.83,122.51,125.48,127.77,128.03,132.84,133.41,139.99,138.53,136.12,124.75,122.88,121.46,118.4,122.45,128.94,133.25,137.94,140.04,130.74,131.55,129.47,125.45,127.87,124.68)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/14osc1259359870.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/22uwr1259359870.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.74981206  0.53052864  0.25185428  0.10028486  0.05329767
 [7]  0.01003355 -0.05608074 -0.07741177 -0.15694150 -0.24193567 -0.21614649
[13] -0.22348190 -0.03415371  0.04279888  0.13375552  0.19207926  0.19392040
[19]  0.18705825  0.17411470  0.13319405  0.12379034  0.08675550 -0.06978487
[25] -0.12805051 -0.21064408 -0.15711827 -0.12636182 -0.11483756 -0.11008493
[31] -0.11481263 -0.13191651 -0.13314910 -0.12238694 -0.10463270 -0.02370792
[37] -0.03256696
> (mypacf <- c(rpacf$acf))
 [1]  0.749812064 -0.072386486 -0.276612335  0.076148593  0.147498797
 [6] -0.126029067 -0.170866127  0.123524912 -0.142329414 -0.253837199
[11]  0.268006038 -0.071268604  0.231509627 -0.095972620  0.077683900
[16]  0.157665854 -0.097549507  0.016060277  0.002447491  0.046585242
[21] -0.058473025 -0.100784261 -0.168909451  0.075825923  0.134705464
[26] -0.036117965 -0.090973248  0.062846547 -0.013606104 -0.132445489
[31] -0.041608864 -0.030552586 -0.029997477 -0.107661792  0.004918295
[36]  0.048369133
> 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/365ox1259359870.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/4ldsi1259359870.tab") 
> 
> system("convert tmp/14osc1259359870.ps tmp/14osc1259359870.png")
> system("convert tmp/22uwr1259359870.ps tmp/22uwr1259359870.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.547   0.313   1.229