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(13807.9,14101.7,16010.3,14633.1,14478.5,15327.3,14179.5,11398.2,16111.5,15887.4,14529.3,13923.1,13960.2,14807.8,17511.5,15845.9,14594.2,17252.2,14832.8,13132.1,17665.9,16913,17318.8,16224.2,15469.6,16557.5,19414.8,17335,16525.2,18160.4,15553.8,15262.2,18581,17564.1,18948.6,17187.8,17564.8,17668.4,20811.7,17257.8,18984.2,20532.6,17082.3,16894.9,20274.9,20078.6,19900.9,17012.2,19642.9,19024,21691,18835.9,19873.4,21468.2,19406.8,18385.3,20739.3,22268.3,21569,17514.8)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1fdw51229016245.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2qgjn1229016245.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.62519773  0.48946319  0.57908866  0.57612354  0.52719639
 [7]  0.57352854  0.45465269  0.42308278  0.38358833  0.23836668  0.29996968
[13]  0.51113069  0.22033993  0.13416561  0.16538490  0.15598304  0.13014224
[19]  0.17596714  0.06833975  0.03623597 -0.01372162 -0.11971964 -0.01761105
[25]  0.07731284 -0.13314617 -0.17041851 -0.14698045 -0.14151608 -0.16416371
[31] -0.12201274 -0.17916633 -0.19052119 -0.26031607 -0.33508201 -0.23820135
[37] -0.17120135 -0.30068672 -0.34480437 -0.30853684 -0.28514634 -0.29755952
[43] -0.25910445 -0.27619605 -0.27751144 -0.30875037 -0.31437092 -0.26066052
[49] -0.21774798
> (mypacf <- c(rpacf$acf))
 [1]  0.625197731  0.161856000  0.373274185  0.177876030  0.123143809
 [6]  0.209078702 -0.144185549  0.019118095 -0.171111812 -0.317673121
[11]  0.076729869  0.419475842 -0.343997845  0.050944453 -0.184387808
[16]  0.023031714  0.028869482  0.004774633  0.023987197 -0.089592153
[21] -0.135574738 -0.022692220  0.097668667 -0.121082809  0.034299133
[26] -0.057411570  0.027910573  0.067990989 -0.103457658  0.016655042
[31]  0.009499469 -0.069284693 -0.053480032 -0.113763321 -0.148936172
[36]  0.090070177 -0.015883480 -0.015875188  0.124337809 -0.055014660
[41]  0.048857947  0.004234899 -0.068236979 -0.033111975  0.020268723
[46] -0.017833593 -0.054668446 -0.094908923
> 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/3mmy71229016245.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/4573n1229016245.tab") 
> 
> system("convert tmp/1fdw51229016245.ps tmp/1fdw51229016245.png")
> system("convert tmp/2qgjn1229016245.ps tmp/2qgjn1229016245.png")
> 
> 
> proc.time()
   user  system elapsed 
  1.520   0.565   1.612