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(104.89,105.15,105.24,105.57,105.62,106.17,106.27,106.41,106.94,107.16,107.32,107.32,107.35,107.55,107.87,108.37,108.38,107.92,108.03,108.14,108.3,108.64,108.66,109.04,109.03,109.03,109.54,109.75,109.83,109.65,109.82,109.95,110.12,110.15,110.21,109.99,110.14,110.14,110.81,110.97,110.99,109.73,109.81,110.02,110.18,110.21,110.25,110.36,110.51,110.6,110.95,111.18,111.19,111.69,111.7,111.83,111.77,111.73,112.01,111.86,112.04)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1b5tr1259516520.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/24sc31259516520.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.92957300  0.86255219  0.79286545  0.73450682  0.67322307
 [7]  0.61590920  0.55664027  0.49577820  0.44811497  0.40712825  0.37006135
[13]  0.33383222  0.29542644  0.25885709  0.23050374  0.21052300  0.18837119
[19]  0.15624857  0.12521355  0.09587080  0.05259900  0.01596302 -0.02090358
[25] -0.04569736 -0.07676819 -0.10898115 -0.13269160 -0.15232523 -0.17148611
[31] -0.19458481 -0.21634797 -0.23443627 -0.25255707 -0.26832736 -0.28122595
[37] -0.29511878
> (mypacf <- c(rpacf$acf))
 [1]  0.929573004 -0.011433765 -0.055042071  0.043869104 -0.051672057
 [6] -0.011073200 -0.042217669 -0.054272653  0.062028274  0.017030388
[11] -0.005024552 -0.009407474 -0.044062504 -0.011449097  0.032766299
[16]  0.031363822 -0.028871541 -0.087086890 -0.010601308 -0.009715555
[21] -0.144142758  0.009054950 -0.024383048  0.054467398 -0.054562944
[26] -0.069325325  0.042885780 -0.005965765 -0.043774202 -0.049302773
[31] -0.030367064  0.006722919 -0.038891222 -0.025503031 -0.002596148
[36] -0.047879605
> 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/3r7kn1259516520.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/4zg8v1259516520.tab") 
> 
> system("convert tmp/1b5tr1259516520.ps tmp/1b5tr1259516520.png")
> system("convert tmp/24sc31259516520.ps tmp/24sc31259516520.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.559   0.343   0.733