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(1.83,1.89,1.9,2.01,2.04,2.04,2.03,2.04,1.87,1.85,1.82,1.79,1.88,2.01,1.9,1.96,1.94,1.92,1.79,1.77,1.74,1.75,1.86,1.84,1.77,1.98,1.94,1.85,1.84,1.82,1.83,1.91,1.85,1.81,1.83,1.79,1.8,1.82,1.88,2.01,1.97,1.92,1.98,2.02,1.9,1.94,1.96,1.84,1.87,1.84,2.07,2.08,2.14,2.15,2.05,2.05,1.95,2.02,2.02,1.88,1.96,1.93,2.03,2.1,1.95,2.07,2.09,2.01,1.92,1.99,2.11,2)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/freestat/rcomp/tmp/1r1v71228915013.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/freestat/rcomp/tmp/2em7x1228915013.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.182638503 -0.132874529  0.112695409 -0.150015482
 [6] -0.072785844 -0.186094491 -0.043532218  0.038943773  0.029888877
[11]  0.133636667 -0.145514017  0.275650325  0.029205566 -0.073043695
[16]  0.004192036 -0.127527593 -0.034412656 -0.017662319  0.008663679
[21]  0.094466625 -0.043017289 -0.095779608 -0.024883982  0.111389978
[26] -0.063586167  0.032989778  0.164453059 -0.025073948 -0.083603599
[31]  0.014736364 -0.057369216 -0.037349810 -0.007477497 -0.164551453
[36]  0.108103316  0.020371403  0.043400911  0.103937884 -0.023016764
[41]  0.102130784  0.009691777 -0.167767399 -0.086126193 -0.016293852
[46]  0.084885601 -0.098447541  0.071379316  0.084138525
> (mypacf <- c(rpacf$acf))
 [1] -0.182638503 -0.171967646  0.056335801 -0.147521114 -0.114765855
 [6] -0.302214147 -0.194073332 -0.148124690 -0.067380936  0.025333922
[11] -0.252996615  0.141146986  0.002039214  0.099247382 -0.021650818
[16] -0.043261809 -0.068896904  0.023306512  0.084198285  0.115681223
[21]  0.001016613 -0.289066870 -0.168065258 -0.043441083 -0.052760935
[26] -0.001946528  0.079092047  0.001049479 -0.100137492 -0.003267263
[31] -0.024148618 -0.027712540 -0.050094986 -0.212826676  0.061984113
[36] -0.124872415  0.035380700 -0.057965635 -0.190306524 -0.078301898
[41]  0.122800228  0.021012350 -0.133028560 -0.121751560 -0.083892539
[46]  0.023288238 -0.003352158  0.025523516
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/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/freestat/rcomp/tmp/3aou21228915013.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/freestat/rcomp/tmp/4i6bh1228915013.tab") 
> 
> system("convert tmp/1r1v71228915013.ps tmp/1r1v71228915013.png")
> system("convert tmp/2em7x1228915013.ps tmp/2em7x1228915013.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.798   0.414   0.930