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(99.9,98.6,107.2,95.7,93.7,106.7,86.7,95.3,99.3,101.8,96,91.7,95.3,96.6,107.2,108,98.4,103.1,81.1,96.6,103.7,106.6,97.6,87.6,99.4,98.5,105.2,104.6,97.5,108.9,86.8,88.9,110.3,114.8,94.6,92,93.8,93.8,107.6,101,95.4,96.5,89.2,87.1,110.5,110.8,104.2,88.9,89.8,90,93.9,91.3,87.8,99.7,73.5,79.2,96.9,95.2,95.6,89.7)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1i6lc1259144677.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/204621259144677.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.219444034 -0.145832897 -0.116740919 -0.038261923
 [6]  0.243196069  0.247585807  0.237197387 -0.060466443 -0.239838489
[11] -0.294819984  0.026563676  0.544902330  0.129918907 -0.171942221
[16] -0.175698190 -0.146781934  0.100378308  0.142771709  0.135508176
[21] -0.019612680 -0.215800601 -0.270812223 -0.064700355  0.336590222
[26]  0.038669756 -0.226891812 -0.136741345 -0.127238929  0.018550542
[31]  0.051322119  0.132523770 -0.007559956 -0.106056213 -0.136602187
[36] -0.098447770  0.165341435
> (mypacf <- c(rpacf$acf))
 [1]  0.219444034 -0.203802847 -0.036712686 -0.031332846  0.255220866
 [6]  0.127685138  0.263517211 -0.098966994 -0.114456530 -0.364144777
[11]  0.018675698  0.430207312 -0.053039313 -0.033899996  0.033622221
[16] -0.041833166 -0.009762905 -0.105790509 -0.110699054  0.006435910
[21]  0.012487759  0.022442214 -0.042732990  0.062869692 -0.144571121
[26] -0.142332677  0.048949068  0.037750629 -0.023565280 -0.010555815
[31]  0.135865629 -0.055471717  0.109021800 -0.004559053 -0.191295060
[36] -0.212400667
> 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/3t4rz1259144677.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/496qk1259144677.tab") 
> 
> system("convert tmp/1i6lc1259144677.ps tmp/1i6lc1259144677.png")
> system("convert tmp/204621259144677.ps tmp/204621259144677.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.554   0.314   0.673