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

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> x <- c(0.9808,0.9811,1.0014,1.0183,1.0622,1.0773,1.0807,1.0848,1.1582,1.1663,1.1372,1.1139,1.1222,1.1692,1.1702,1.2286,1.2613,1.2646,1.2262,1.1985,1.2007,1.2138,1.2266,1.2176,1.2218,1.249,1.2991,1.3408,1.3119,1.3014,1.3201,1.2938,1.2694,1.2165,1.2037,1.2292,1.2256,1.2015,1.1786,1.1856,1.2103,1.1938,1.202,1.2271,1.277,1.265,1.2684,1.2811,1.2727,1.2611,1.2881,1.3213,1.2999,1.3074,1.3242,1.3516,1.3511,1.3419,1.3716,1.3622,1.3896,1.4227,1.4684,1.457,1.4718,1.4748,1.5527,1.575,1.5557,1.5553,1.577,1.4975)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1ilj51228470334.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2yaes1228470334.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.929071985  0.835515438  0.752493431  0.673510115
 [6]  0.591420143  0.514894289  0.455295304  0.397973310  0.354091048
[11]  0.308312541  0.264323850  0.217544115  0.173757915  0.138158500
[16]  0.104129002  0.080041224  0.065651428  0.057779002  0.041381417
[21]  0.014859268 -0.013471994 -0.030746796 -0.045942148 -0.068437656
[26] -0.089029705 -0.095234270 -0.090845446 -0.079755502 -0.063138720
[31] -0.038622683 -0.007364100  0.013056233  0.034220568  0.052041659
[36]  0.062639876  0.069163418  0.070787109  0.071856972  0.061091372
[41]  0.037029617  0.006333512 -0.033128559 -0.070575467 -0.107049854
[46] -0.133929201 -0.157875434 -0.175327213 -0.188157567
> (mypacf <- c(rpacf$acf))
 [1]  9.290720e-01 -2.021507e-01  5.434346e-02 -4.648026e-02 -6.856299e-02
 [6]  1.517221e-03  5.973004e-02 -5.884877e-02  8.198062e-02 -8.877145e-02
[11]  3.899457e-04 -6.364540e-02  5.926216e-05  1.417566e-02 -1.841896e-02
[16]  3.876590e-02  3.760197e-02 -2.857187e-03 -7.264601e-02 -7.653447e-02
[21] -2.704291e-02  6.907734e-02 -2.971360e-02 -4.728699e-02 -8.282287e-03
[26]  6.272925e-02  2.038406e-02  4.810227e-02  2.624160e-02  6.874585e-02
[31]  5.037078e-02 -7.206737e-02  5.831017e-02 -2.352935e-02 -2.878338e-02
[36] -9.084685e-04 -3.111037e-02  1.736543e-02 -6.938008e-02 -1.223631e-01
[41] -3.455457e-02 -9.530198e-02  3.823636e-02 -3.634198e-02  1.182217e-02
[46] -2.342994e-02  9.516322e-03 -3.360056e-02
> 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/3r8qq1228470334.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/4izqx1228470334.tab") 
> 
> system("convert tmp/1ilj51228470334.ps tmp/1ilj51228470334.png")
> system("convert tmp/2yaes1228470334.ps tmp/2yaes1228470334.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.579   0.312   0.998