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(107.11,107.57,107.81,108.75,109.43,109.62,109.54,109.53,109.84,109.67,109.79,109.56,110.22,110.40,110.69,110.72,110.89,110.58,110.94,110.91,111.22,111.09,111.00,111.06,111.55,112.32,112.64,112.36,112.04,112.37,112.59,112.89,113.22,112.85,113.06,112.99,113.32,113.74,113.91,114.52,114.96,114.91,115.30,115.44,115.52,116.08,115.94,115.56,115.88,116.66,117.41,117.68,117.85,118.21,118.92,119.03,119.17,118.95,118.92,118.90)
> par7 = '0.95'
> par6 = 'MA'
> par5 = '12'
> par4 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/152801259407530.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2ix1r1259407530.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.83229275  0.69622897  0.60798713  0.55329891  0.53051718
 [7]  0.45136562  0.34499067  0.32004399  0.30492916  0.25449233  0.20921538
[13]  0.09661154  0.10392514  0.07512012 -0.01402319 -0.06120441 -0.12654863
[19] -0.17050822 -0.15403522 -0.18874697 -0.25044546 -0.28535695 -0.33679893
[25] -0.34307477 -0.35181429 -0.35288631 -0.30790946 -0.31005810 -0.31436933
[31] -0.30420488 -0.30486219 -0.29620136 -0.27929549 -0.29124961 -0.27286179
[37] -0.22734547
> (mypacf <- c(rpacf$acf))
 [1]  0.832292745  0.011447718  0.083406516  0.078784656  0.108523376
 [6] -0.149282775 -0.124411057  0.175307890  0.012826785 -0.132548851
[11]  0.020931795 -0.207214728  0.260039401 -0.228816684 -0.157837816
[16]  0.112201159 -0.130116991 -0.059184927  0.084596639 -0.034963604
[21] -0.119787892 -0.126448595  0.025712018 -0.083472201  0.052415725
[26]  0.080236770  0.034835406 -0.059949005 -0.072655089 -0.028094995
[31]  0.089526831 -0.140517557 -0.037186253  0.048893677 -0.003320735
[36]  0.034201253
> 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/3684u1259407530.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/4ynzw1259407530.tab") 
> system("convert tmp/152801259407530.ps tmp/152801259407530.png")
> system("convert tmp/2ix1r1259407530.ps tmp/2ix1r1259407530.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.543   0.314   0.691