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(19.644,18.483,18.079,19.178,18.391,18.441,18.584,20.108,20.148,19.394,17.745,17.696,17.032,16.438,15.683,15.594,15.713,15.937,16.171,15.928,16.348,15.579,15.305,15.648,14.954,15.137,15.839,16.05,15.168,17.064,16.005,14.886,14.931,14.544,13.812,13.031,12.574,11.964,11.451,11.346,11.353,10.702,10.646,10.556,10.463,10.407,10.625,10.872,10.805,10.653,10.574,10.431,10.383,10.296,10.872,10.635,10.297,10.57,10.662,10.709,10.413,10.846,10.371,9.924,9.828,9.897,9.721,10.171,10.738,10.812,10.511,10.244,10.368,10.457,10.186,10.166,10.827,10.997,10.94,10.756,10.893,10.236,9.96,10.018,10.063,10.002,9.728,10.002,10.177,9.948,9.394,9.308,9.155,9.103,9.732,9.984)
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = 'Default'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/14b2m1228896162.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/22kit1228896162.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1] 1.0000000 0.9593465 0.9251256 0.8934571 0.8507860 0.8101901 0.7739502
 [8] 0.7399565 0.6958763 0.6510355 0.6067238 0.5732375 0.5369209 0.5046714
[15] 0.4766744 0.4551367 0.4367214 0.4195998 0.4023262 0.3806588
> (mypacf <- c(rpacf$acf))
 [1]  0.95934655  0.06000678  0.02054665 -0.14996648 -0.01674391  0.02768226
 [7]  0.03545479 -0.14493106 -0.06810099 -0.03929181  0.15461965 -0.02883780
[13]  0.01737769 -0.02120422  0.10925770  0.05409154  0.01924023 -0.08822860
[19] -0.08232031
> 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/35bim1228896162.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/4ossz1228896162.tab") 
> 
> system("convert tmp/14b2m1228896162.ps tmp/14b2m1228896162.png")
> system("convert tmp/22kit1228896162.ps tmp/22kit1228896162.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.525   0.301   0.997