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(244.576,241.572,240.541,236.089,236.997,264.579,270.349,269.645,267.037,258.113,262.813,267.413,267.366,264.777,258.863,254.844,254.868,277.267,285.351,286.602,283.042,276.687,277.915,277.128,277.103,275.037,270.150,267.140,264.993,287.259,291.186,292.300,288.186,281.477,282.656,280.190,280.408,276.836,275.216,274.352,271.311,289.802,290.726,292.300,278.506,269.826,265.861,269.034,264.176,255.198,253.353,246.057,235.372,258.556,260.993,254.663,250.643,243.422,247.105,248.541,245.039,237.080,237.085,225.554,226.839,247.934,248.333,246.969,245.098,246.263,255.765,264.319,268.347,273.046,273.963,267.430,271.993,292.710,295.881)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> par3 = '2'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1f4bt1259609588.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2rxan1259609588.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.598368521  0.075172108  0.098939341 -0.024608272
 [6] -0.131894310  0.147692910 -0.115066962  0.077636000  0.064767174
[11] -0.321847676  0.481153275 -0.349455939  0.059632564  0.044366958
[16]  0.064507733 -0.152224555  0.176546491 -0.150319342  0.103959365
[21] -0.033399351 -0.080752530  0.146656859 -0.092402042 -0.005176632
[26] -0.029542281  0.107186799 -0.091958021  0.017784296  0.025506355
[31] -0.019928638 -0.037568415  0.079215560 -0.020504783 -0.084767301
[36]  0.153802372 -0.133805858
> (mypacf <- c(rpacf$acf))
 [1] -0.598368521 -0.440642614 -0.193165525 -0.001687682 -0.163463913
 [6] -0.103149685 -0.181826893 -0.079519834  0.156223783 -0.358326320
[11]  0.133444293 -0.033662393 -0.071349512 -0.141817131 -0.050702267
[16]  0.059614819  0.056392825 -0.028069669  0.026169860 -0.035966411
[21]  0.080947650 -0.044598196  0.029022842  0.029621980 -0.139939729
[26] -0.077814019  0.040618932 -0.090611501  0.054720878 -0.151054215
[31] -0.128183943  0.007702987  0.028759705 -0.154465638  0.009360336
[36]  0.016097957
> 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/317fu1259609588.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/4lqm31259609588.tab") 
> 
> system("convert tmp/1f4bt1259609588.ps tmp/1f4bt1259609588.png")
> system("convert tmp/2rxan1259609588.ps tmp/2rxan1259609588.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.544   0.328   1.625