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(19437.50,18885.1,16579,17203.6,19165.7,17107.6,17690.5,18664.9,15878.6,16014.6,16842.6,15986.9,16773.3,16263.1,13597.3,14285.6,15496.8,13916.8,14345.5,15761.3,14531.6,15076.6,15816.8,17180.4,20432.3,21289.5,18203.6,20159.5,21053.2,19673.6,21473.3,20244.7,19049.6,20194.3,18021.9,19537.3,20286.6,17967.7,16409.9,17802.7,18509.9,18161.3,16721.3,19106.9,16772.1,17463.6,16162.3,17862.9,17664.9,17180.8,15672.7,15189.8,17699.4,17444.6,15930.7,19691.6,16698,16896.2,17972.4,17637.4,15214)
> par8 = ''
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/rcomp/tmp/1p1m71293254324.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/rcomp/tmp/2p1m71293254324.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.62072396  0.50624331  0.58701390  0.42376935  0.31432604
 [7]  0.32661495  0.09168542 -0.00263303 -0.08430981 -0.23981491 -0.25765221
[13] -0.15925182 -0.37273148 -0.42427177 -0.37021767 -0.37038958 -0.36643158
[19] -0.28332714 -0.28772559 -0.25075608 -0.26151228 -0.21304213 -0.11900320
[25] -0.03121430 -0.06530040 -0.09295564 -0.02276139  0.04614172  0.04420065
[31]  0.08375343  0.08416864  0.04642511  0.06369536  0.05764599  0.03911832
[37]  0.10586876
> (mypacf <- c(rpacf$acf))
 [1]  0.620723959  0.196754076  0.359573774 -0.115497257 -0.061812328
 [6]  0.007336480 -0.329946249 -0.086374006 -0.251456135 -0.135473046
[11]  0.025666302  0.290942446 -0.170803424 -0.093292126 -0.134192027
[16]  0.075876649 -0.036537314 -0.024421534  0.028088878 -0.034161204
[21] -0.146624260 -0.045873178  0.004117033  0.010029789 -0.001938858
[26] -0.182016358  0.041708835 -0.002402927  0.054464316 -0.049455429
[31] -0.082709497 -0.109932823  0.081275557 -0.109802359 -0.119374578
[36]  0.019712984
> 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/3mb2y1293254324.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/4ekk11293254324.tab") 
> try(system("convert tmp/1p1m71293254324.ps tmp/1p1m71293254324.png",intern=TRUE))
character(0)
> try(system("convert tmp/2p1m71293254324.ps tmp/2p1m71293254324.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.700   0.320   0.989