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(11703.7,16283.6,16726.5,14968.9,14861,14583.3,15305.8,17903.9,16379.4,15420.3,17870.5,15912.8,13866.5,17823.2,17872,17420.4,16704.4,15991.2,16583.6,19123.5,17838.7,17209.4,18586.5,16258.1,15141.6,19202.1,17746.5,19090.1,18040.3,17515.5,17751.8,21072.4,17170,19439.5,19795.4,17574.9,16165.4,19464.6,19932.1,19961.2,17343.4,18924.2,18574.1,21350.6,18594.6,19823.1,20844.4,19640.2,17735.4,19813.6,22160,20664.3,17877.4,21211.2,21423.1,21688.7,23243.2,21490.2,22925.8,23184.8,18562.2)
> par5 = '12'
> par4 = '1'
> par3 = '0'
> par2 = '1'
> par1 = '60'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/freestat/rcomp/tmp/155ou1229379259.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/freestat/rcomp/tmp/2viko1229379259.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.133181047  0.105117965  0.425624296 -0.064091479
 [6]  0.011675142  0.236509981 -0.211688222  0.021619882  0.172949081
[11] -0.106140531 -0.097161414  0.072442462 -0.114251886 -0.091584389
[16]  0.036712486 -0.220543643 -0.005511649  0.034249140 -0.136171998
[21]  0.021245145  0.001142935 -0.175498688  0.194219859 -0.260446773
[26] -0.018381593  0.075411927 -0.149844738 -0.075143407  0.069639786
[31] -0.152294498 -0.076437604  0.012581870 -0.143421929 -0.064236967
[36]  0.030586180 -0.076094328 -0.039510877  0.079511675  0.007455228
[41] -0.015498016  0.111580508  0.026889607  0.035310885  0.106196534
[46] -0.014511820  0.024883696  0.037680294 -0.009589067
> (mypacf <- c(rpacf$acf))
 [1] -0.133181047  0.088958651  0.462012378  0.066970645 -0.129871586
 [6]  0.027760197 -0.185787438 -0.055987339  0.147234350  0.143805327
[11] -0.157209272 -0.176291213 -0.065327507 -0.027333957  0.060538906
[16] -0.099717917  0.027952852  0.008937799 -0.014462469  0.043730066
[21] -0.018167467 -0.182732131  0.132668974 -0.221011870  0.028791765
[26]  0.042077271 -0.002966971 -0.138541366 -0.089458701  0.017829200
[31] -0.120285242 -0.083932041 -0.012470460  0.058550346 -0.066881445
[36]  0.005757448  0.031148140 -0.064954600  0.091612010 -0.045482957
[41]  0.040015974  0.033634913  0.023832435 -0.035184074 -0.071669337
[46] -0.134636226  0.005652339 -0.101818255
> 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/3qiyc1229379259.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/4lwgl1229379259.tab") 
> 
> system("convert tmp/155ou1229379259.ps tmp/155ou1229379259.png")
> system("convert tmp/2viko1229379259.ps tmp/2viko1229379259.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.814   0.416   0.896