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(51772,48439,45716,43851,41622,45180,72550,77681,71177,63390,57386,56765,55772,53605,50338,47314,44596,47029,72490,78086,71058,63276,56918,55170,52980,50466,48553,46307,43796,45642,70765,75685,69220,62898,56011,54148,46626,46018,42408,42483,40113,41381,62348,63611,58389,46175,40555,37909,37866,34418,31736,29533,27604,30575,51345,52455,43367,37077,33016,33117,32279,30369,28983,27864,24591,29528,46549,47932,41584,37295,34666,36773,39591,39833)
> par5 = '12'
> par4 = '0'
> par3 = '0'
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1shom1244014970.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2lora1244014970.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.828671825  0.552091219  0.346013375  0.245057209
 [6]  0.219437760  0.213434432  0.212113862  0.216848245  0.271876730
[11]  0.406221614  0.601590792  0.700405808  0.528415069  0.274575366
[16]  0.086935406 -0.011252342 -0.041967391 -0.051370166 -0.051340004
[21] -0.044012703 -0.003573400  0.096710626  0.237246999  0.298017501
[26]  0.148327215 -0.053261438 -0.195982964 -0.262791567 -0.277947517
[31] -0.272863199 -0.261367963 -0.244210023 -0.206961471 -0.131398073
[36] -0.027539200  0.010847150 -0.099353370 -0.240836346 -0.323042661
[41] -0.339907394 -0.316248799 -0.287136702 -0.272208222 -0.257313356
[46] -0.234694459 -0.177954830 -0.099701328 -0.064564580
> (mypacf <- c(rpacf$acf))
 [1]  0.828671825 -0.429634480  0.187802012  0.047157973  0.067916708
 [6] -0.005418515  0.075621370  0.049257352  0.236899255  0.293005173
[11]  0.384760665 -0.082424171 -0.626984594  0.182126726 -0.076343646
[16] -0.189940278 -0.084249631 -0.062473477 -0.027808364 -0.011097192
[21] -0.060569837 -0.019800716 -0.107759764  0.076079436 -0.039826909
[26]  0.057860782 -0.049613470  0.049837738 -0.047793468  0.047010011
[31] -0.079129088  0.011822281 -0.063385144 -0.055910056 -0.023751477
[36] -0.028168497  0.058404381 -0.051429238  0.082322429  0.061118245
[41]  0.053046320 -0.040017425 -0.069460932  0.031401903 -0.071533372
[46]  0.031393542 -0.061905073  0.041876871
> 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/3i0y31244014970.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/4491a1244014970.tab") 
> 
> system("convert tmp/1shom1244014970.ps tmp/1shom1244014970.png")
> system("convert tmp/2lora1244014970.ps tmp/2lora1244014970.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.583   0.323   1.029