R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- c(0.9,0.92,0.92,0.95,1.06,1.17,1.23,1.26,1.37,1.37,1.31,1.21,1.2,1.11,1.11,1.11,1.17,1.08,1.05,1.03,1.04,1.02,1.01,1.01,0.98,0.96,0.94,0.99,0.99,0.98,1.02,1.06,1.06,1.06,1.06,1.06,1.04,1.02,1.01,1,1.04,1.09,1.08,1.06,1.06,1.03,0.97,0.98,0.93,0.88,0.86,0.9,0.91,0.93,0.89,0.88,0.83,0.81,0.83,0.8,0.76,0.73,0.74,0.74,0.75,0.74,0.74,0.73,0.71,0.71,0.7,0.75,0.81,0.78,0.75)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1c7rf1249515787.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/20cne1249515787.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.363825939  0.167805097  0.036642280  0.148448468
 [6] -0.225366976 -0.121063527 -0.043505540 -0.038545602 -0.175708352
[11] -0.040772482  0.129620615 -0.025767918 -0.070434538 -0.058254343
[16] -0.065136079 -0.180231282 -0.116368054 -0.099668136 -0.034132612
[21] -0.044200753 -0.028167494  0.033503668  0.014904550  0.078248009
[26]  0.119862900  0.071682195  0.014789724  0.007060540 -0.059515437
[31] -0.078114555  0.076696797  0.063623040  0.025295332 -0.047495264
[36]  0.154976566  0.136219258  0.120806545 -0.037587604  0.034795301
[41] -0.138999804 -0.121486335 -0.067001533  0.011901072 -0.017240300
[46] -0.018280294  0.021334619  0.015277732  0.008554186
> (mypacf <- c(rpacf$acf))
 [1]  0.363825939  0.040842012 -0.042456909  0.163892674 -0.383914850
 [6]  0.090119674  0.063795476 -0.144695509 -0.005888040 -0.013873199
[11]  0.163580171 -0.161737204 -0.012710938 -0.065544788 -0.155034452
[16]  0.053746648 -0.099105781 -0.079480371  0.074499936 -0.038786756
[21] -0.089784853  0.053250920 -0.071387528  0.096281393  0.097308892
[26] -0.129758414  0.059881547 -0.071874550 -0.078002199  0.001233108
[31]  0.160823036 -0.043083111 -0.051587663  0.002858188  0.122649984
[36]  0.067978173  0.072869537 -0.174375029 -0.019314134  0.028758303
[41] -0.040440455  0.083117439 -0.047250000  0.052814674  0.001652478
[46] -0.047083076  0.010594983 -0.018326082
> 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/31m1k1249515787.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/4zbxw1249515787.tab") 
> 
> system("convert tmp/1c7rf1249515787.ps tmp/1c7rf1249515787.png")
> system("convert tmp/20cne1249515787.ps tmp/20cne1249515787.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.574   0.301   0.772