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(113,95.4,86.2,111.7,97.5,99.7,111.5,91.8,86.3,88.7,95.1,105.1,104.5,89.1,82.6,102.7,91.8,94.1,103.1,93.2,91,94.3,99.4,115.7,116.8,99.8,96,115.9,109.1,117.3,109.8,112.8,110.7,100,113.3,122.4,112.5,104.2,92.5,117.2,109.3,106.1,118.8,105.3,106,102,112.9,116.5,114.8,100.5,85.4,114.6,109.9,100.7,115.5,100.7,99,102.3)
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '48'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/16wm81292231976.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/26wm81292231976.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.311548445  0.041910472  0.224819028  0.159132775
 [6]  0.379438145  0.409546261  0.294921680  0.124851184 -0.001647482
[11] -0.086590880  0.102686056  0.472030957  0.033594079 -0.228572275
[16] -0.134921789 -0.111396814  0.046537696  0.019180399 -0.033868984
[21] -0.143692862 -0.258759584 -0.263022586 -0.094247759  0.132969609
[26] -0.123202806 -0.325033802 -0.238876873 -0.139093179 -0.049458344
[31] -0.053184051 -0.049964465 -0.185477553 -0.170197921 -0.153413727
[36] -0.102390701  0.146490636 -0.063956457 -0.209496157 -0.055694267
[41] -0.070959660 -0.002877487  0.059182995  0.004004216 -0.087581933
[46] -0.039995006 -0.036287755 -0.032215326  0.128785759
> (mypacf <- c(rpacf$acf))
 [1]  0.311548445 -0.061080592  0.255671271  0.009217574  0.408829664
 [6]  0.182819345  0.263632391 -0.109709931 -0.120971538 -0.479683463
[11] -0.136586416  0.294944669 -0.196605385 -0.104869236 -0.194308384
[16]  0.166221510 -0.023374985  0.010683360 -0.012730766  0.037586227
[21]  0.060514585 -0.059396245 -0.015369241 -0.120293308 -0.007590299
[26] -0.103514627  0.013210365  0.010909084 -0.016027586  0.075656276
[31]  0.047773320 -0.067813632  0.119141750 -0.060600565 -0.101768041
[36] -0.052226329 -0.105087249  0.024663557  0.054955351 -0.078640513
[41] -0.026416361  0.094709855  0.026848136 -0.001989731 -0.043046945
[46]  0.006410869 -0.041914301 -0.099251863
> 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/3k63z1292231976.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/4vxk21292231976.tab") 
> 
> try(system("convert tmp/16wm81292231976.ps tmp/16wm81292231976.png",intern=TRUE))
character(0)
> try(system("convert tmp/26wm81292231976.ps tmp/26wm81292231976.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.569   0.324   9.305