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 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1h23m1228471252.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2xqc01228471252.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.149664834 -0.140445141 -0.088394331  0.152818716
 [6] -0.033764865 -0.133401833 -0.080813341  0.062956944 -0.007441804
[11] -0.051146539  0.040335097  0.040773024 -0.037905036  0.054997055
[16] -0.012659868 -0.100548533 -0.053882057  0.054732601  0.107460937
[21] -0.069040760 -0.097168442  0.102914874  0.056383028 -0.091963492
[26] -0.189589741 -0.008863768 -0.017687099 -0.093652941 -0.160379246
[31] -0.048038864  0.044314382 -0.061361597 -0.189815295 -0.015996110
[36]  0.099399851  0.052772735 -0.040368833  0.079571074  0.095670308
[41]  0.141288033 -0.035022800  0.017615385  0.009535500 -0.151592685
[46] -0.007789227  0.025360792  0.028258100 -0.063037797
> (mypacf <- c(rpacf$acf))
 [1]  0.149664834 -0.166575931 -0.040971851  0.159546826 -0.114237395
 [6] -0.077008007 -0.038017308  0.020530379 -0.037478780 -0.015864320
[11]  0.064518097 -0.024627932 -0.038265852  0.105394827 -0.076339013
[16] -0.097168750  0.015654121  0.019267678  0.081077063 -0.072768379
[21] -0.039244721  0.095923617 -0.058779915 -0.035062241 -0.139210057
[26] -0.021307463 -0.065638607 -0.093947938 -0.098923641 -0.094929123
[31] -0.013786164 -0.113648823 -0.232109056 -0.005434979  0.008528560
[36] -0.050824223 -0.032234414  0.070759320  0.044733188  0.127598274
[41] -0.067329711  0.073413573  0.033357166 -0.191258579  0.089699307
[46] -0.057785275  0.069912434 -0.059925365
> 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/3qowo1228471252.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/40n9q1228471252.tab") 
> 
> system("convert tmp/1h23m1228471252.ps tmp/1h23m1228471252.png")
> system("convert tmp/2xqc01228471252.ps tmp/2xqc01228471252.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.564   0.309   0.697