R version 2.6.0 (2007-10-03)
Copyright (C) 2007 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- c(0.88,0.87,0.88,0.89,0.92,0.96,0.99,0.98,0.98,0.98,1.00,1.02,1.06,1.08,1.08,1.08,1.16,1.17,1.14,1.11,1.12,1.17,1.17,1.23,1.26,1.26,1.23,1.20,1.20,1.21,1.23,1.22,1.22,1.25,1.30,1.34,1.31,1.30,1.32,1.29,1.27,1.22,1.20,1.23,1.23,1.20,1.18,1.19,1.21,1.19,1.20,1.23,1.28,1.27,1.27,1.28,1.27,1.26,1.29,1.32)
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = 'Default'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1ugwj1200503808.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2ejue1200503808.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1] 1.00000000 0.92292017 0.83282408 0.75527815 0.68299742 0.61192511
 [7] 0.54906133 0.49979213 0.44472257 0.39171594 0.33785479 0.28724771
[13] 0.23712399 0.19837656 0.16454045 0.12447240 0.08401594 0.07363155
> (mypacf <- c(rpacf$acf))
 [1]  0.9229201732 -0.1279029860  0.0437753351 -0.0232204706 -0.0328200717
 [6]  0.0149425552  0.0439709555 -0.0817660566 -0.0007107589 -0.0515660244
[11] -0.0117987922 -0.0342931049  0.0437889326 -0.0210154136 -0.0639795029
[16] -0.0292168123  0.1724802377
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 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 1:par1) {
+ 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(mytstat,lengthx),6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/3u2mu1200503808.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-1,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(mytstat,lengthx),6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/4mxl41200503808.tab") 
> 
> system("convert tmp/1ugwj1200503808.ps tmp/1ugwj1200503808.png")
> system("convert tmp/2ejue1200503808.ps tmp/2ejue1200503808.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.772   0.313   0.951