R version 2.8.1 (2008-12-22)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- c(4.43,4.43,4.44,4.44,4.44,4.45,4.47,4.48,4.48,4.5,4.52,4.52,4.53,4.53,4.63,4.66,4.67,4.68,4.69,4.69,4.7,4.71,4.72,4.72,4.72,4.73,4.74,4.76,4.81,4.82,4.83,4.83,4.84,4.89,4.92,4.95,4.95,5.01,5.05,5.08,5.11,5.14,5.17,5.18,5.2,5.22,5.24,5.28,5.29,5.33,5.4,5.43,5.46,5.46,5.46,5.47,5.49,5.5,5.54,5.55,5.55,5.56,5.6,5.61,5.63,5.64,5.66,5.67,5.69,5.77,5.77,5.78,5.8,5.82,5.85,5.87,5.88,5.9,5.91,5.94,5.97,5.98,6,6.01,6.02)
> par5 = '12'
> par4 = '0'
> par3 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1plbn1241085376.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2ccfc1241085376.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.969907932  0.938693549  0.906849559  0.874454990
 [6]  0.841064933  0.807690491  0.774810781  0.741269757  0.707155507
[11]  0.672895298  0.638820801  0.604554571  0.570026639  0.534925481
[16]  0.502333637  0.469716108  0.439492736  0.409238670  0.378595062
[21]  0.347387287  0.315876033  0.284415615  0.252538480  0.220937168
[26]  0.188535138  0.155380192  0.122102948  0.090023528  0.058945618
[31]  0.027986488 -0.003280651 -0.035539760 -0.068506491 -0.099523012
[36] -0.129248614 -0.156288675
> (mypacf <- c(rpacf$acf))
 [1]  0.9699079316 -0.0342087528 -0.0263920237 -0.0256331155 -0.0336986002
 [6] -0.0171389810 -0.0097257174 -0.0297516592 -0.0285150818 -0.0221157746
[11] -0.0171955162 -0.0236145510 -0.0253841798 -0.0317485656  0.0200749157
[16] -0.0230439508  0.0183173098 -0.0233944993 -0.0302010045 -0.0322407603
[21] -0.0281379383 -0.0233292301 -0.0312488267 -0.0213125272 -0.0400927300
[26] -0.0401425582 -0.0299070513 -0.0096254531 -0.0109292845 -0.0285799285
[31] -0.0328602905 -0.0491907335 -0.0438918073 -0.0008904932 -0.0135473333
[36]  0.0105475875
> 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/3afqp1241085376.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/4cjfw1241085376.tab") 
> 
> system("convert tmp/1plbn1241085376.ps tmp/1plbn1241085376.png")
> system("convert tmp/2ccfc1241085376.ps tmp/2ccfc1241085376.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.545   0.310   0.754