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(194.9,195.5,196,196.2,196.2,196.2,196.2,197,197.7,198,198.2,198.5,198.6,199.5,200,201.3,202.2,202.9,203.5,203.5,204,204.1,204.3,204.5,204.8,205.1,205.7,206.5,206.9,207.1,207.8,208,208.5,208.6,209,209.1,209.7,209.8,209.9,210,210.8,211.4,211.7,212,212.2,212.4,212.9,213.4,213.7,214,214.3,214.8,215,215.9,216.4,216.9,217.2,217.5,217.9,218.1,218.6,218.9,219.3,220.4,220.9,221,221.8,222,222.2,222.5,222.9,223.1)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/12z3a1291665063.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/22z3a1291665063.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.14952896  0.10969713 -0.10039401 -0.17015861 -0.16983998
 [7] -0.02020430 -0.02972987 -0.09245146 -0.07572583  0.04371029 -0.11339824
[13] -0.01858596  0.12899551  0.05506913  0.02433451 -0.03270466  0.04663436
[19] -0.15809450  0.06157106 -0.05770800 -0.08033249 -0.16162201  0.08666909
[25] -0.08938086  0.02805441  0.06388153  0.05051432 -0.04219340 -0.04771726
[31] -0.06676689 -0.06108597 -0.01778900  0.14731995  0.00731204 -0.06434670
[37]  0.07181656
> (mypacf <- c(rpacf$acf))
 [1]  0.149528963  0.089335670 -0.132691980 -0.154538470 -0.108104290
 [6]  0.043107650 -0.034552059 -0.152155436 -0.092911960  0.078494404
[11] -0.147325019 -0.080086853  0.135912893  0.013976686 -0.068142901
[16] -0.098924649  0.114427316 -0.129741204  0.033562655 -0.090594232
[21] -0.062878221 -0.164196898  0.093660805 -0.103644397 -0.045354715
[26] -0.002027102 -0.027550324 -0.060179048 -0.167316066 -0.073965047
[31] -0.020603226 -0.085152601  0.023171910 -0.060175084 -0.115710840
[36] -0.006862369
> 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/3yr111291665063.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/4r00m1291665063.tab") 
> 
> try(system("convert tmp/12z3a1291665063.ps tmp/12z3a1291665063.png",intern=TRUE))
character(0)
> try(system("convert tmp/22z3a1291665063.ps tmp/22z3a1291665063.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.569   0.318   1.173