R version 2.7.0 (2008-04-22)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- c(1.82,1.76,1.79,1.74,1.78,1.80,1.80,1.80,1.79,1.82,1.82,1.83,1.77,1.77,1.77,1.77,1.74,1.78,1.78,1.78,1.78,1.81,1.84,1.80,1.78,1.76,1.74,1.72,1.73,1.77,1.81,1.83,1.87,1.89,1.82,1.79,1.79,1.82,1.82,1.81,1.81,1.78,1.80,1.79,1.83,1.82,1.80,1.82,1.84,1.82,1.81,1.79,1.87,1.89,1.92,1.9,1.91,1.95,2.04,1.99,1.94,1.93,1.89,1.87,1.89,1.9,1.93,1.94,1.88,1.89,1.92,1.91,1.89,1.89,1.98,2.02,2.02,1.99,1.97,1.96,1.95,1.98,2.00,2.00)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1mfj91228948912.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/287wf1228948912.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.89905893  0.78273134  0.69145825  0.64362894  0.59770883
 [7]  0.55786877  0.52866145  0.50249755  0.46911938  0.43611853  0.43498202
[13]  0.42132165  0.39265885  0.36608600  0.36455862  0.36189024  0.33265807
[19]  0.30058583  0.28236147  0.28463214  0.29714694  0.30663640  0.27552667
[25]  0.22960656  0.17629142  0.10324493  0.04175076 -0.02526087 -0.09341123
[31] -0.15376667 -0.18735948 -0.20273248 -0.17693013 -0.16383467 -0.16346867
[37] -0.17411274 -0.17944722 -0.19939324 -0.23110172 -0.25882461 -0.25410248
[43] -0.24179329 -0.22018439 -0.22229470 -0.23559357 -0.26274709 -0.27756879
[49] -0.27682999
> (mypacf <- c(rpacf$acf))
 [1]  0.899058932 -0.133419694  0.073286821  0.156252597 -0.042090393
 [6]  0.048556478  0.065188532 -0.005151653 -0.022934041  0.017693252
[11]  0.155570466 -0.100352974 -0.032262566  0.063637592  0.073464093
[16] -0.028798842 -0.097375586  0.030900350  0.018391448  0.061483292
[21]  0.100599138 -0.017977653 -0.210436041 -0.018897235 -0.037519769
[26] -0.256429391 -0.032685346 -0.122392485 -0.148568811 -0.048448360
[31]  0.037540803 -0.008181185  0.170679215 -0.002830568  0.020307101
[36] -0.041568090  0.007860045 -0.102964241 -0.065322181 -0.021094738
[41]  0.146458144 -0.012879958  0.113399129 -0.111471532 -0.005486921
[46] -0.082819234  0.094167461  0.071557833
> 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/3al3w1228948912.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/4eqgl1228948912.tab") 
> 
> system("convert tmp/1mfj91228948912.ps tmp/1mfj91228948912.png")
> system("convert tmp/287wf1228948912.ps tmp/287wf1228948912.png")
> 
> 
> proc.time()
   user  system elapsed 
  1.513   0.544   1.611