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(21.1,21.0,20.4,19.5,18.6,18.8,23.7,24.8,25.0,23.6,22.3,21.8,20.8,19.7,18.3,17.4,17.0,18.1,23.9,25.6,25.3,23.6,21.9,21.4,20.6,20.5,20.2,20.6,19.7,19.3,22.8,23.5,23.8,22.6,22.0,21.7,20.7,20.2,19.1,19.5,18.7,18.6,22.2,23.2,23.5,21.3,20.0,18.7,18.9,18.3,18.4,19.9,19.2,18.5,20.9,20.5,19.4,18.1,17.0,17.0,17.3,16.7,15.5,15.3,13.7,14.1,17.3,18.1)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/17w0n1229008342.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/28i7j1229008342.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.832636157  0.557867966  0.294921265  0.111585936
 [6]  0.032382346  0.004128877  0.015108687  0.049097631  0.133377085
[11]  0.250970273  0.395293011  0.477636679  0.344955762  0.165775457
[16]  0.013097186 -0.071310084 -0.096659246 -0.111394271 -0.114596603
[21] -0.105892283 -0.052972553  0.033169780  0.155056263  0.241785302
[26]  0.159200687  0.018635215 -0.126746151 -0.214904006 -0.244693846
[31] -0.241246001 -0.214134437 -0.176469072 -0.114219548 -0.054003540
[36]  0.017815866  0.058696332 -0.016274613 -0.116052522 -0.200260557
[41] -0.226973254 -0.212239089 -0.187073995 -0.177671410 -0.171809490
[46] -0.145683103 -0.103951960 -0.031272134  0.032054328
> (mypacf <- c(rpacf$acf))
 [1]  0.832636157 -0.441498157 -0.028545557  0.049761727  0.086489519
 [6] -0.075024883  0.073215423  0.051805251  0.218698761  0.116868660
[11]  0.244455297 -0.073025898 -0.548816417  0.382904051  0.047533201
[16] -0.146223397 -0.153034317  0.025722249  0.018984921 -0.005874188
[21]  0.055309372  0.028590516 -0.067631930  0.097463589 -0.127693487
[26] -0.144518235 -0.074226323  0.099344031 -0.012871220  0.011163430
[31] -0.047077207 -0.015408771 -0.011008807 -0.038832437 -0.072984263
[36] -0.049951678  0.051422106  0.076999685 -0.003102963 -0.090291996
[41] -0.017712828 -0.003756013 -0.093454243  0.054577194 -0.012213073
[46]  0.058223350 -0.011293808  0.018910282
> 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/3tts81229008342.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/4m44g1229008342.tab") 
> 
> system("convert tmp/17w0n1229008342.ps tmp/17w0n1229008342.png")
> system("convert tmp/28i7j1229008342.ps tmp/28i7j1229008342.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.579   0.304   0.671