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(3851.3,3851.8,3854.1,3858.4,3861.6,3856.3,3855.8,3860.4,3855.1,3839.5,3833,3833.6,3826.8,3818.2,3811.4,3806.8,3810.3,3818.2,3858.9,3867.8,3872.3,3873.3,3876.7,3882.6,3883.5,3882.2,3888.1,3893.7,3901.9,3914.3,3930.3,3948.3,3971.5,3990.1,3993,3998,4015.8,4041.2,4060.7,4076.7,4103,4125.3,4139.7,4146.7,4158,4155.1,4144.8,4148.2,4142.5,4142.1,4145.4,4146.3,4143.5,4149.2,4158.9,4166.1,4179.1,4194.4,4211.7,4226.3,4235.8,4243.6,4258.7,4278.2,4298,4315.1,4334.3,4356,4374,4395.5,4417.8,4432.8,4446.3)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1tzu21243958562.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2o3m91243958562.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.695552792  0.493363560  0.419772881  0.358588995
 [6]  0.233805771  0.141127291  0.129269735  0.056325973 -0.019944405
[11] -0.002940944  0.018958802 -0.020744025 -0.072973339 -0.058723256
[16] -0.127455136 -0.229117072 -0.239006602 -0.145348801 -0.099644582
[21] -0.096718641 -0.078638655 -0.029948302 -0.053361717 -0.062027365
[26] -0.017096638  0.030724111 -0.064687428 -0.120113488 -0.025806260
[31] -0.018945775 -0.009458557  0.018845789  0.068180409  0.056278596
[36]  0.059397229  0.117142245  0.148304575  0.152808785  0.147913551
[41]  0.153541875  0.093091918  0.028489496  0.006923731  0.006040304
[46] -0.004666726 -0.005317216 -0.021587767 -0.053501062
> (mypacf <- c(rpacf$acf))
 [1]  0.695552792  0.018538855  0.135805431  0.030043436 -0.111134070
 [6] -0.032382624  0.060734298 -0.107106337 -0.042466133  0.088275007
[11]  0.012023660 -0.051860253 -0.055109164  0.012858474 -0.171131577
[16] -0.122395039  0.011558899  0.137064801  0.058938717  0.024939654
[21] -0.041537112  0.012432041 -0.090123723 -0.024844922  0.030293379
[26]  0.082536739 -0.156942300 -0.044477866  0.164348369 -0.077663252
[31]  0.063761721 -0.026885716 -0.006740613  0.006418987  0.113534016
[36]  0.035507166  0.048533170  0.067708961 -0.027630509 -0.060286019
[41] -0.070070473 -0.020449237 -0.086593318 -0.008627816  0.054508282
[46]  0.101259503 -0.043965700 -0.056526358
> 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/3yw5b1243958562.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/4ehw91243958562.tab") 
> 
> system("convert tmp/1tzu21243958562.ps tmp/1tzu21243958562.png")
> system("convert tmp/2o3m91243958562.ps tmp/2o3m91243958562.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.549   0.310   0.664