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 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1x6io1259408229.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2gay31259408229.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.037036036 -0.166434036 -0.133910321 -0.055739483
 [6]  0.255673343  0.095673229 -0.242440662 -0.074484596  0.077734759
[11]  0.082212711  0.265576028 -0.425653994  0.026268350  0.170085353
[16]  0.006164214  0.084371414 -0.170319478 -0.184804253  0.100138216
[21]  0.201564414  0.049741869  0.008312655 -0.200467766  0.004135579
[26] -0.008911524 -0.112641884  0.044801463 -0.070609329  0.033424182
[31]  0.002807397  0.071662980 -0.070488404 -0.035724300 -0.069462974
[36]  0.015216644  0.047402358
> (mypacf <- c(rpacf$acf))
 [1] -0.037036036 -0.168036194 -0.151822821 -0.105089727  0.207711779
 [6]  0.089217575 -0.194152984 -0.027687982  0.079532536 -0.009598139
[11]  0.238889547 -0.363450329  0.188284343  0.091868445 -0.091741105
[16]  0.035542839 -0.051951230 -0.077713073 -0.088410924  0.171595843
[21]  0.118438399 -0.028928732  0.110553263 -0.261778109 -0.112094064
[26] -0.098298794 -0.048006966  0.047720512  0.038125905 -0.122461443
[31]  0.107629313 -0.008252182 -0.083366369 -0.137558838  0.043571793
[36] -0.053114124
> 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/398vb1259408229.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/4kfl01259408229.tab") 
> system("convert tmp/1x6io1259408229.ps tmp/1x6io1259408229.png")
> system("convert tmp/2gay31259408229.ps tmp/2gay31259408229.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.551   0.300   0.659