R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(11.836,11.85,11.897,12.082,11.936,11.928,12.646,12.747,12.447,12.445,12.257,12.878,13.69,13.665,13.78,13.608,13.375,13.376,13.918,14.304,13.877,14.543,14.291,14.788,15.241,15.265,15.322,15.175,14.817,14.579,15.247,15.385,14.891,14.766,14.42,14.85,15.117,15.352,15.099,15.291,15.208,14.995,15.454,15.251,14.975,14.005,13.55,13.422,13.848,13.376,13.038,12.974,12.554,11.971,12.916,12.757,11.924,11.693,11.382,11.821)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1e5y71228241750.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2gy791228241750.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.913003023  0.812048281  0.731648525  0.665196467
 [6]  0.618005733  0.556414026  0.458673883  0.357276810  0.273338334
[11]  0.195773877  0.137695384  0.089883142  0.004289012 -0.084942585
[16] -0.144606433 -0.182046067 -0.209880106 -0.240766600 -0.296187542
[21] -0.345951304 -0.386613421 -0.409320626 -0.409425263 -0.405913767
[26] -0.427026332 -0.457815487 -0.456707075 -0.444966063 -0.424513037
[31] -0.415616105 -0.419297459 -0.414144985 -0.391979652 -0.364679945
[36] -0.326032068 -0.272651794
> (mypacf <- c(rpacf$acf))
 [1]  0.913003023 -0.129344610  0.076029687  0.017705235  0.078948760
 [6] -0.124760729 -0.219835466 -0.062821533  0.002539083 -0.079947639
[11]  0.036907288  0.031740813 -0.231815420 -0.056124602  0.074926416
[16]  0.031712570 -0.072012282 -0.045506810 -0.095353724 -0.011551451
[21] -0.127159432  0.022968845  0.046468229 -0.037955580 -0.124253049
[26] -0.054322719  0.108041243 -0.103100668 -0.046878486 -0.082689268
[31]  0.011552364 -0.040571573 -0.004642203 -0.035994308  0.025288884
[36]  0.066697649
> 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/30bvx1228241750.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/4y76p1228241750.tab") 
> 
> system("convert tmp/1e5y71228241750.ps tmp/1e5y71228241750.png")
> system("convert tmp/2gy791228241750.ps tmp/2gy791228241750.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.550   0.328   0.660