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(130,136.7,138.1,139.5,140.4,144.6,151.4,147.9,141.5,143.8,143.6,150.5,150.1,154.9,162.1,176.7,186.6,194.8,196.3,228.8,267.2,237.2,254.7,258.2,257.9,269.6,266.9,269.6,253.9,258.6,274.2,301.5,304.5,285.1,287.7,265.5,264.1,276.1,258.9,239.1,250.1,276.8,297.6,295.4,283,275.8,279.7,254.6,234.6,176.9,148.1,122.7,124.9,121.6,128.4,144.5,151.8,167.1,173.8,203.7,199.8)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1uss81259511384.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2cypq1259511384.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.334355160  0.192125970  0.096737248  0.063454606
 [6]  0.085474130 -0.085708472 -0.177844953 -0.346686735 -0.161422748
[11] -0.056285436  0.175409927  0.102608117 -0.049970528  0.112614167
[16]  0.055524122  0.024749763  0.054896261 -0.036972695 -0.183589266
[21] -0.181699288  0.030889709  0.038805514  0.027703849 -0.097179244
[26] -0.016483940  0.028706080 -0.043616181  0.023643425 -0.155651297
[31] -0.134279174 -0.157924717 -0.086615510 -0.107029351 -0.112863632
[36] -0.013518303 -0.007793356
> (mypacf <- c(rpacf$acf))
 [1]  0.334355160  0.090443591  0.009159070  0.016133771  0.058686527
 [6] -0.155219866 -0.149397762 -0.272488199  0.056444311  0.075623765
[11]  0.313208583  0.054148486 -0.142673975  0.028495043 -0.139702243
[16] -0.210109455  0.099207155  0.087342970 -0.026242888 -0.033694062
[21]  0.169086228 -0.002775238 -0.088088559 -0.160845569 -0.015395428
[26] -0.061173525 -0.074033355  0.041469124 -0.084290611  0.096289224
[31] -0.032099438 -0.177962623 -0.157436657 -0.019173701  0.023253626
[36]  0.031898064
> 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/388bk1259511384.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/4kxgg1259511384.tab") 
> system("convert tmp/1uss81259511384.ps tmp/1uss81259511384.png")
> system("convert tmp/2cypq1259511384.ps tmp/2cypq1259511384.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.556   0.326   0.652