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(0.63709,0.64218,0.65711,0.66977,0.68255,0.68902,0.71322,0.70224,0.70045,0.69919,0.69693,0.69763,0.69278,0.70196,0.69215,0.6769,0.67124,0.66533,0.67157,0.66428,0.66576,0.66942,0.68130,0.69144,0.69862,0.695,0.69867,0.68968,0.69233,0.68293,0.68399,0.66895,0.68756,0.68527,0.6776,0.68137,0.67933,0.67922,0.68598,0.68297,0.68935,0.69463,0.6833,0.68666,0.68782,0.67669,0.67511,0.67254,0.67397,0.67286,0.66341,0.668,0.68021,0.67934,0.68136,0.67562,0.6744,0.67766,0.68887,0.69614,0.70896,0.72064,0.74725,0.75094,0.77494,0.79487,0.79209,0.79152,0.79308,0.79279,0.79924,0.78668)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1vmdx1244205207.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2sh211244205207.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.167516380  0.290528170  0.204100165  0.103359094
 [6]  0.048841888 -0.042227963 -0.156483347  0.024032082 -0.177859467
[11] -0.065833077 -0.051679505 -0.036221689 -0.140603144 -0.028135999
[16] -0.092940180  0.032433789 -0.010848779 -0.012968330  0.053533685
[21]  0.032567318  0.018994405  0.036335284 -0.148226395  0.034289498
[26] -0.148585904  0.068816777 -0.035010603 -0.069688323 -0.004925858
[31]  0.080135096 -0.151324363  0.026054141 -0.113758864 -0.037298811
[36]  0.015371921 -0.024068659 -0.028436437  0.091021262 -0.036614818
[41]  0.074879101  0.009939132  0.026320904 -0.097782639 -0.098426261
[46] -0.163350792 -0.065963697 -0.130238598 -0.116916121
> (mypacf <- c(rpacf$acf))
 [1]  0.167516380  0.270044346  0.136880532 -0.011961739 -0.057150741
 [6] -0.105861490 -0.179043619  0.103653266 -0.084937652 -0.002346917
[11]  0.030142900  0.021827497 -0.160708552 -0.012036340 -0.024515704
[16]  0.057301169  0.055564684 -0.020959096  0.017796687 -0.026227611
[21]  0.003402129 -0.033683879 -0.178696513  0.052239226 -0.083215672
[26]  0.178829971  0.005210704 -0.100411125 -0.035897863  0.091479107
[31] -0.182925621 -0.026118145 -0.014756074 -0.018693776  0.125912539
[36]  0.005054521 -0.082923855 -0.029323506  0.047216351 -0.007715731
[41] -0.026643190  0.043655474 -0.181582525 -0.090878555 -0.100490192
[46] -0.065992939 -0.004303003 -0.010396866
> 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/361rw1244205207.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/49rk01244205207.tab") 
> 
> system("convert tmp/1vmdx1244205207.ps tmp/1vmdx1244205207.png")
> system("convert tmp/2sh211244205207.ps tmp/2sh211244205207.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.563   0.301   0.689