R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(100.00,100.42,100.50,101.14,101.98,102.31,103.27,103.80,103.46,105.06,106.08,106.74,107.35,108.96,109.85,109.81,109.99,111.60,112.74,112.78,113.66,115.37,116.26,116.24,116.73,118.76,119.78,120.23,121.48,124.07,125.82,126.92,128.48,131.44,133.51,134.58,136.68,140.10,142.45,143.91,146.19,149.84,152.31,153.62,155.79,159.89,163.21,165.32,167.68,171.79,175.38,177.81,181.09,186.48,191.07,194.23,197.82,204.41,209.26,212.24,214.88,218.87,219.86,219.75,220.89,224.02,222.27,217.27,213.23,212.44,207.87,199.46,198.19,199.77,200.10,195.76,191.27,195.79,192.7)
> par8 = ''
> par7 = '0.98'
> par6 = 'White Noise'
> par5 = '4'
> par4 = '0'
> par3 = '1'
> par2 = '-1.0'
> par1 = 'Default'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/rcomp/tmp/1e3hl1292676884.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/rcomp/tmp/2pdhp1292676884.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.52465482  0.29244209  0.51763400  0.70102649  0.42846948
 [7]  0.14872563  0.36224050  0.50431624  0.19434914 -0.03001035  0.12048847
[13]  0.23890198 -0.01358023 -0.16571478 -0.01075278  0.12533174 -0.10669395
[19] -0.23507254
> (mypacf <- c(rpacf$acf))
 [1]  0.5246548170  0.0237043301  0.4906647456  0.4564853444 -0.0403375989
 [6] -0.3383889345 -0.0060420201  0.0416623172 -0.1815560853 -0.1766267194
[11] -0.1389550661 -0.0370791719 -0.0136453812  0.1117464965  0.0671524370
[16]  0.1887433344  0.0042795225 -0.0006856693
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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/rcomp/tmp/3adxc1292676884.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/rcomp/tmp/4wew01292676884.tab") 
> 
> try(system("convert tmp/1e3hl1292676884.ps tmp/1e3hl1292676884.png",intern=TRUE))
character(0)
> try(system("convert tmp/2pdhp1292676884.ps tmp/2pdhp1292676884.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.580   0.440   0.995