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(100.00,94.97,107.50,124.27,107.06,79.71,163.41,144.83,166.82,154.26,132.60,157.51,104.02,106.03,113.23,117.64,113.34,66.62,185.99,174.57,208.19,163.81,162.46,148.16,113.41,105.63,111.79,132.36,110.75,67.37,178.29,156.38,189.71,152.80,150.80,160.40,127.25,108.47,117.09,147.25,116.19,75.83,181.94,179.12,183.15,197.90,155.42,162.54,125.90,105.50,121.11,137.51,97.20,69.74,152.58,146.59,161.16,152.84,121.95,140.12)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1r8wx1259350552.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/20oia1259350552.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.371262185  0.172842250  0.003510096 -0.144125111
 [6] -0.259601980 -0.540784997 -0.324670800 -0.206419352 -0.069750055
[11]  0.071004484  0.249342626  0.745149283  0.275961151  0.120265872
[16] -0.003271063 -0.109712355 -0.207961650 -0.445061296 -0.274794969
[21] -0.179854245 -0.079076415  0.023527245  0.171464721  0.536123636
[26]  0.240696347  0.105920651  0.032683796 -0.068794625 -0.113166148
[31] -0.309785702 -0.206964731 -0.151961446 -0.094926346 -0.016370044
[36]  0.065553647  0.304695233
> (mypacf <- c(rpacf$acf))
 [1]  0.371262185  0.040603208 -0.084959891 -0.147558918 -0.178923156
 [6] -0.451546103 -0.023642037 -0.063335847 -0.044084129 -0.009713593
[11]  0.121617468  0.624616482 -0.352364219 -0.155168361 -0.018511756
[16]  0.004019970 -0.035741587  0.132813311  0.029068919 -0.064474878
[21] -0.066775917 -0.028543644 -0.040936985 -0.076383568  0.161728278
[26]  0.003287044  0.012864464 -0.078650623  0.113286550 -0.017693197
[31] -0.033883529 -0.024536209  0.004224732 -0.036313414 -0.102166790
[36] -0.100616452
> 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/325h21259350552.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/48hpg1259350552.tab") 
> 
> system("convert tmp/1r8wx1259350552.ps tmp/1r8wx1259350552.png")
> system("convert tmp/20oia1259350552.ps tmp/20oia1259350552.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.547   0.321   0.651