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(1076.7,1035.9,1037,1154,1237.2,996.6,1238.2,1153.4,1268.1,1156,1144.5,1232.9,1055.2,1109.7,1079.8,1126.3,1196.8,1130.4,1183.6,1200.9,1426.6,1080.4,1325.4,1230,1125.9,1174.5,1151.9,1439.3,1344.3,1319.1,1257.6,1249.1,1397.1,1348,1548.2,1377.6,1402.9,1167.6,1392.9,1547,1420,1266.4,1280.8,1128.6,1449.5,1511.7,1548.3,1652,1650.5,1370.8,1653.3,1474.3,1418.8,1554.1,1156.6,1223.4,1337.5,1098.9,1037.6,1202.5)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1f73q1259176055.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2wsgz1259176055.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.56547126  0.51314278  0.43005442  0.31771532  0.36121465
 [7]  0.29145076  0.21875391  0.14811167  0.14077644  0.05276803  0.17891909
[13]  0.28874948  0.13760505  0.20003512  0.04071433  0.13858055  0.08128878
[19]  0.01730923  0.01380129 -0.05825656 -0.05935735 -0.15134370 -0.12982224
[25] -0.13030612 -0.14144741 -0.16531484 -0.23027843 -0.10539486 -0.21539034
[31] -0.16996381 -0.19977224 -0.24012918 -0.20981106 -0.26099405 -0.24987769
[37] -0.19080166
> (mypacf <- c(rpacf$acf))
 [1]  0.565471258  0.284288479  0.098552180 -0.041064743  0.154551105
 [6]  0.013485694 -0.070965377 -0.089965778  0.053328584 -0.096830311
[11]  0.206994202  0.282368233 -0.187015579 -0.005439057 -0.167959634
[16]  0.169257502 -0.173356665 -0.097109980  0.007663705 -0.003821297
[21]  0.013864623 -0.095659119 -0.094457128 -0.016138202 -0.017203643
[26] -0.046560969 -0.067049480  0.061365429 -0.057687980 -0.035784695
[31] -0.004782845 -0.108449258 -0.050378071  0.019641014 -0.017585923
[36]  0.110749264
> 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/33p2e1259176055.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/4a4ar1259176055.tab") 
> 
> system("convert tmp/1f73q1259176055.ps tmp/1f73q1259176055.png")
> system("convert tmp/2wsgz1259176055.ps tmp/2wsgz1259176055.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.549   0.319   0.673