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(1.1608,1.1208,1.0883,1.0704,1.0628,1.0378,1.0353,1.0604,1.0501,1.0706,1.0338,1.011,1.0137,0.9834,0.9643,0.947,0.906,0.9492,0.9397,0.9041,0.8721,0.8552,0.8564,0.8973,0.9383,0.9217,0.9095,0.892,0.8742,0.8532,0.8607,0.9005,0.9111,0.9059,0.8883,0.8924,0.8833,0.87,0.8758,0.8858,0.917,0.9554,0.9922,0.9778,0.9808,0.9811,1.0014,1.0183,1.0622,1.0773,1.0807,1.0848,1.1582,1.1663,1.1372,1.1139,1.1222,1.1692,1.1702,1.2286)
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '36'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1f9q21230123737.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2by2x1230123737.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.281674276  0.041519785 -0.068811199 -0.037997785
 [6]  0.082344061  0.124399889  0.211771160  0.192916279  0.186700860
[11]  0.191034292  0.171925756 -0.026059002 -0.059344767  0.013311316
[16]  0.073177033  0.062510475  0.266404656  0.182805983  0.011409974
[21] -0.109715519 -0.076113448 -0.116634005 -0.081789008  0.085072883
[26]  0.027929618 -0.023855356 -0.060022760  0.007321315 -0.025701020
[31] -0.178390684 -0.148413488 -0.150256415 -0.020831351 -0.002167847
[36]  0.139039927 -0.082658799
> (mypacf <- c(rpacf$acf))
 [1]  0.281674276 -0.041079909 -0.075525061  0.004406387  0.102897214
 [6]  0.074129211  0.165475429  0.115872302  0.140576293  0.160903163
[11]  0.142162167 -0.098334345 -0.044461460 -0.001598510 -0.033865329
[16] -0.102543473  0.201468178  0.002163304 -0.095218187 -0.105695764
[21] -0.013071111 -0.190591767 -0.093659166  0.045807694 -0.133119784
[26] -0.119738403 -0.023218989  0.007102172  0.011089258 -0.070992093
[31] -0.001363057 -0.119075987  0.112658758 -0.035521057  0.162530028
[36] -0.086721033
> 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/3p11y1230123737.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/41syn1230123737.tab") 
> 
> system("convert tmp/1f9q21230123737.ps tmp/1f9q21230123737.png")
> system("convert tmp/2by2x1230123737.ps tmp/2by2x1230123737.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.540   0.316   1.472