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(1.4369,1.4975,1.577,1.5553,1.5557,1.575,1.5527,1.4748,1.4718,1.457,1.4684,1.4227,1.3896,1.3622,1.3716,1.3419,1.3511,1.3516,1.3242,1.3074,1.2999,1.3213,1.2881,1.2611,1.2727,1.2811,1.2684,1.265,1.277,1.2271,1.202,1.1938,1.2103,1.1856,1.1786,1.2015,1.2256,1.2292,1.2037,1.2165,1.2694,1.2938,1.3201,1.3014,1.3119,1.3408,1.2991,1.249,1.2218,1.2176,1.2266,1.2138,1.2007,1.1985,1.2262,1.2646,1.2613,1.2286,1.1702,1.1692,1.1222,1.1139,1.1372,1.1663,1.1582,1.0848,1.0807,1.0773,1.0622,1.0183,1.0014,0.9811)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/11biz1229018704.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/22x4k1229018704.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.933437264  0.850504575  0.765100128  0.692782558
 [6]  0.613477769  0.532112720  0.461216580  0.417547730  0.372125865
[11]  0.319808409  0.263129847  0.211897611  0.173040508  0.137342385
[16]  0.111043859  0.094579286  0.080735258  0.060768381  0.035363857
[21]  0.007071213 -0.016938396 -0.036432570 -0.057913496 -0.079207494
[26] -0.093727105 -0.090716776 -0.077146230 -0.070148655 -0.061427390
[31] -0.035021944 -0.009456813  0.008284035  0.015040236  0.029185677
[36]  0.048143144  0.056752622  0.053111828  0.045273183  0.036520205
[41]  0.023173352 -0.009614525 -0.045744280 -0.081696095 -0.107269134
[46] -0.133960417 -0.163270015 -0.185014682 -0.203848121
> (mypacf <- c(rpacf$acf))
 [1]  0.933437264 -0.161626879 -0.049774436  0.058857922 -0.123422985
 [6] -0.053448041  0.048766920  0.137535831 -0.102454731 -0.077145712
[11] -0.030951498 -0.028823344  0.043603197 -0.002900941  0.071020722
[16]  0.019444955 -0.054781481 -0.072733686 -0.037922234 -0.021626062
[21]  0.006027871  0.033717284 -0.042382300 -0.041036628  0.007226907
[26]  0.098111435  0.062990520 -0.051408558  0.047531093  0.127407236
[31] -0.075490961 -0.049807868  0.004162030  0.077074882 -0.014183810
[36] -0.073845008 -0.004925626 -0.033833650 -0.053861414 -0.037631514
[41] -0.087267487  0.002481942 -0.077255395  0.031826937 -0.031671618
[46] -0.064354478  0.028244998 -0.058897866
> 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/3fakk1229018704.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/4b6pu1229018704.tab") 
> 
> system("convert tmp/11biz1229018704.ps tmp/11biz1229018704.png")
> system("convert tmp/22x4k1229018704.ps tmp/22x4k1229018704.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.589   0.337   1.050