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(1.63,1.63,1.62,1.62,1.61,1.6,1.6,1.6,1.59,1.59,1.58,1.58,1.58,1.58,1.58,1.58,1.56,1.56,1.55,1.55,1.55,1.54,1.54,1.53,1.53,1.53,1.53,1.52,1.52,1.52,1.52,1.51,1.51,1.51,1.5,1.49,1.49,1.49,1.48,1.47,1.47,1.47,1.46,1.46,1.45,1.45,1.44,1.43,1.43,1.43,1.42,1.41,1.4,1.4,1.4,1.4,1.39,1.38,1.38,1.38,1.37,1.37,1.37,1.37,1.37,1.37,1.37,1.36,1.36,1.36,1.35,1.34,1.34,1.34,1.34,1.34,1.34,1.34,1.33,1.33,1.33,1.32,1.32,1.32,1.32)
> par5 = '12'
> par4 = '0'
> par3 = '1'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1eczg1229519695.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/222wo1229519695.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.165897557 -0.155097158 -0.022264731  0.098419710
 [6]  0.016453683 -0.036246746 -0.025446346  0.170886908 -0.206496016
[11] -0.010162762  0.215436092 -0.069180405  0.063652021 -0.018314007
[16] -0.007513607 -0.025978807 -0.032296022  0.042005206  0.082071205
[21] -0.156162078  0.132937604 -0.105295680  0.044654361 -0.100812495
[26]  0.002754332  0.042820331 -0.178295338 -0.028345297  0.121604743
[31] -0.023862112 -0.013061713 -0.065762141 -0.054961742  0.112105914
[36] -0.045508927  0.133706713 -0.058143357 -0.169374984  0.044075885
[41]  0.084141884 -0.090590571  0.059359470 -0.022606558  0.080960269
[46] -0.157273014  0.009794641  0.084095869 -0.014987773
> (mypacf <- c(rpacf$acf))
 [1] -0.165897557 -0.187787443 -0.089513600  0.050444524  0.031102969
 [6] -0.001556456 -0.018312876  0.162903811 -0.169637074 -0.029507279
[11]  0.186304863 -0.052367989  0.141317385  0.042410335 -0.015076268
[16] -0.059763418 -0.007709503 -0.007931033  0.022192255 -0.038946478
[21]  0.097553743 -0.127616130  0.052910284 -0.162204133 -0.058339488
[26]  0.009519427 -0.243842989  0.001879085 -0.003843158  0.005331745
[31]  0.030942403 -0.092397934 -0.056815296 -0.002113060  0.091945102
[36]  0.166956608 -0.013877829 -0.031458667 -0.023748777  0.023881311
[41] -0.043304319 -0.017263235  0.101342618  0.032256802 -0.093591916
[46]  0.040156871 -0.146227038 -0.033312430
> 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/3czbn1229519695.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/4rog51229519696.tab") 
> 
> system("convert tmp/1eczg1229519695.ps tmp/1eczg1229519695.png")
> system("convert tmp/222wo1229519695.ps tmp/222wo1229519695.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.640   0.347   1.435