R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- c(93.2,96,95.2,77.1,70.9,64.8,70.1,77.3,79.5,100.6,100.7,107.1,95.9,82.8,83.3,80,80.4,67.5,75.7,71.1,89.3,101.1,105.2,114.1,96.3,84.4,91.2,81.9,80.5,70.4,74.8,75.9,86.3,98.7,100.9,113.8,89.8,84.4,87.2,85.6,72,69.2,77.5,78.1,94.3,97.7,100.2,116.4,97.1,93,96,80.5,76.1,69.9,73.6,92.6,94.2,93.5,108.5,109.4,105.1,92.5,97.1,81.4,79.1,72.1,78.7,87.1,91.4,109.9,116.3,113,100,84.8,94.3,87.1,90.3,72.4,84.9,92.7,92.2,114.9,112.5,118.3,106,91.2,96.6,96.3,88.2,70.2,86.5,88.2,102.8,119.1,119.2,125.1,106.1,102.1,105.2,101,84.3,87.5,92.7,94.4,113,113.9,122.9,132.7,106.9,96.6,127.3,98.2,100.2,89.4,95.3,104.2,106.4,116.2,135.9,134,104.6,107.1,123.5,98.8,98.6,90.6,89.1,105.2,114,122.1,138,142.2)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '10'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/freestat/rcomp/tmp/1iu4y1272910548.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/freestat/rcomp/tmp/2iu4y1272910548.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.726876005  0.474587612  0.242590844 -0.005761397
 [6] -0.144331124 -0.211878499 -0.133464437  0.034676274  0.252129303
[11]  0.410635677
> (mypacf <- c(rpacf$acf))
 [1]  0.726876005 -0.113984882 -0.126403067 -0.221135393  0.001826838
 [6] -0.020357062  0.200596654  0.184607410  0.246330100  0.069162574
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/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/freestat/rcomp/tmp/3xmk71272910548.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/freestat/rcomp/tmp/47vks1272910548.tab") 
> 
> try(system("convert tmp/1iu4y1272910548.ps tmp/1iu4y1272910548.png",intern=TRUE))
character(0)
> try(system("convert tmp/2iu4y1272910548.ps tmp/2iu4y1272910548.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.734   0.405   0.835