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(1772.2
+ ,1769.5
+ ,1768
+ ,1794.8
+ ,1823.4
+ ,1856.9
+ ,1866.9
+ ,1869.8
+ ,1843.8
+ ,1837.1
+ ,1857.7
+ ,1840.3
+ ,1914.6
+ ,1972.9
+ ,2050.1
+ ,2086.2
+ ,2112.5
+ ,2147.6
+ ,2190.4
+ ,2194.1
+ ,2216.2
+ ,2218.6
+ ,2233.5
+ ,2307.2
+ ,2350.4
+ ,2368.2
+ ,2353.8
+ ,2316.5
+ ,2305.5
+ ,2308.4
+ ,2334.4
+ ,2381.2
+ ,2449.7
+ ,2490.3
+ ,2523.5
+ ,2537.6
+ ,2526.1
+ ,2545.9
+ ,2542.7
+ ,2584.3
+ ,2600.2
+ ,2593.9
+ ,2618.9
+ ,2591.3
+ ,2521.2
+ ,2536.6
+ ,2596.1
+ ,2656.6
+ ,2710.3
+ ,2778.8
+ ,2775.5
+ ,2785.2
+ ,2847.7
+ ,2834.4
+ ,2839
+ ,2802.6
+ ,2819.3
+ ,2872
+ ,2918.4
+ ,2977.8
+ ,3031.2
+ ,3064.7
+ ,3093
+ ,3100.6
+ ,3141.1
+ ,3180.4
+ ,3240.3
+ ,3265
+ ,3338.2
+ ,3376.6
+ ,3422.5
+ ,3432
+ ,3516.3
+ ,3564
+ ,3636.3
+ ,3724
+ ,3815.4
+ ,3828.1
+ ,3853.3
+ ,3884.5
+ ,3918.7
+ ,3919.6
+ ,3950.8
+ ,3981
+ ,4063
+ ,4132
+ ,4160.3
+ ,4178.3
+ ,4244.1
+ ,4256.5
+ ,4283.4
+ ,4263.3
+ ,4256.6
+ ,4264.3
+ ,4302.3
+ ,4256.6
+ ,4374
+ ,4398.8
+ ,4433.9
+ ,4446.3
+ ,4525.8
+ ,4633.1
+ ,4677.5
+ ,4754.5
+ ,4876.2
+ ,4932.6
+ ,4906.3
+ ,4953.1
+ ,4909.6
+ ,4922.2
+ ,4873.5
+ ,4854.3
+ ,4795.3
+ ,4831.9
+ ,4913.3
+ ,4977.5
+ ,5090.7
+ ,5128.9
+ ,5154.1
+ ,5191.5
+ ,5251.8
+ ,5356.1
+ ,5451.9
+ ,5450.8
+ ,5469.4
+ ,5684.6
+ ,5740.3
+ ,5816.2
+ ,5825.9
+ ,5831.4
+ ,5873.3
+ ,5889.5
+ ,5908.5
+ ,5787.4
+ ,5776.6
+ ,5883.5
+ ,6005.7
+ ,5957.8
+ ,6030.2
+ ,5955.1
+ ,5857.3
+ ,5889.1
+ ,5866.4
+ ,5871
+ ,5944
+ ,6077.6
+ ,6197.5
+ ,6325.6
+ ,6448.3
+ ,6559.6
+ ,6623.3
+ ,6677.3
+ ,6740.3
+ ,6797.3
+ ,6903.5
+ ,6955.9
+ ,7022.8
+ ,7051
+ ,7119
+ ,7153.4
+ ,7193
+ ,7269.5
+ ,7332.6
+ ,7458
+ ,7496.6
+ ,7592.9
+ ,7632.1
+ ,7734
+ ,7806.6
+ ,7865
+ ,7927.4
+ ,7944.7
+ ,8027.7
+ ,8059.6
+ ,8059.5
+ ,7988.9
+ ,7950.2
+ ,8003.8
+ ,8037.5
+ ,8069
+ ,8157.6
+ ,8244.3
+ ,8329.4
+ ,8417
+ ,8432.5
+ ,8486.4
+ ,8531.1
+ ,8643.8
+ ,8727.9
+ ,8847.3
+ ,8904.3
+ ,9003.2
+ ,9025.3
+ ,9044.7
+ ,9120.7
+ ,9184.3
+ ,9247.2
+ ,9407.1
+ ,9488.9
+ ,9592.5
+ ,9666.2
+ ,9809.6
+ ,9932.7
+ ,10008.9
+ ,10103.4
+ ,10194.3
+ ,10328.8
+ ,10507.6
+ ,10601.2
+ ,10684
+ ,10819.9
+ ,11014.3
+ ,11043
+ ,11258.5
+ ,11267.9
+ ,11334.5
+ ,11297.2
+ ,11371.3
+ ,11340.1
+ ,11380.1
+ ,11477.9
+ ,11538.8
+ ,11596.4
+ ,11598.8
+ ,11645.8
+ ,11738.7
+ ,11935.5
+ ,12042.8
+ ,12127.6
+ ,12213.8
+ ,12303.5
+ ,12410.3
+ ,12534.1
+ ,12587.5
+ ,12683.2
+ ,12748.7
+ ,12915.9
+ ,12962.5
+ ,12965.9
+ ,13060.7
+ ,13099.9
+ ,13204
+ ,13321.1
+ ,13391.2
+ ,13366.9
+ ,13415.3
+ ,13324.6
+ ,13141.9
+ ,12925.4
+ ,12901.5
+ ,12973
+ ,13155)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '48'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/11s1e1273073937.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/21s1e1273073937.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1] 1.0000000 0.9889114 0.9779406 0.9668742 0.9555964 0.9436809 0.9312296
 [8] 0.9183961 0.9054908 0.8923147 0.8790719 0.8659123 0.8527672 0.8396622
[15] 0.8266825 0.8136494 0.8005965 0.7877617 0.7749461 0.7622231 0.7494313
[22] 0.7367525 0.7241421 0.7115751 0.6991306 0.6867440 0.6744265 0.6623463
[29] 0.6502520 0.6380660 0.6256980 0.6133214 0.6009648 0.5887455 0.5765125
[36] 0.5640909 0.5517043 0.5390685 0.5264659 0.5137239 0.5013725 0.4889519
[43] 0.4767969 0.4648054 0.4527901 0.4407123 0.4288816 0.4172885 0.4058337
> (mypacf <- c(rpacf$acf))
 [1]  0.9889113907 -0.0002344990 -0.0098506609 -0.0152609081 -0.0347755777
 [6] -0.0307117010 -0.0238241681 -0.0095013839 -0.0177726065 -0.0084780413
[11] -0.0016363063 -0.0051281118 -0.0041475925 -0.0006938372 -0.0092196252
[16] -0.0083411951  0.0023691959 -0.0065877704 -0.0033764076 -0.0105620858
[21] -0.0027384507 -0.0047706420 -0.0057982265 -0.0018437850 -0.0051403607
[26] -0.0045724385  0.0030235463 -0.0082743521 -0.0121238651 -0.0164419823
[31] -0.0089916433 -0.0073473213 -0.0014249179 -0.0075046975 -0.0159194531
[36] -0.0063005722 -0.0192065462 -0.0067711965 -0.0141650876  0.0098425014
[41] -0.0104654866  0.0041916517  0.0001525349 -0.0097323965 -0.0116216288
[46]  0.0014759155  0.0017665208 -0.0028757252
> 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/3fkzn1273073937.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/4qbgq1273073937.tab") 
> 
> try(system("convert tmp/11s1e1273073937.ps tmp/11s1e1273073937.png",intern=TRUE))
character(0)
> try(system("convert tmp/21s1e1273073937.ps tmp/21s1e1273073937.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.599   0.315   0.756