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(4.2,4.19,4.19,4.19,4.19,4.18,4.2,4.19,4.17,4.21,4.22,4.23,4.21,4.23,4.23,4.22,4.25,4.28,4.3,4.32,4.33,4.32,4.34,4.33,4.31,4.31,4.3,4.3,4.29,4.33,4.32,4.32,4.35,4.37,4.39,4.4,4.41,4.44,4.47,4.47,4.47,4.48,4.47,4.48,4.46,4.44,4.43,4.41,4.41,4.38,4.35,4.37,4.4,4.39,4.36,4.34,4.33,4.33,4.34,4.34,4.35,4.37,4.39,4.4,4.38,4.37,4.36,4.33,4.33,4.33,4.32,4.33,4.34)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1gi0k1241720152.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/23vla1241720152.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.96171333  0.91052875  0.85700081  0.79525902  0.72960715
 [7]  0.65946137  0.59673135  0.53282830  0.46951445  0.41380917  0.35849491
[13]  0.30650690  0.25570261  0.21369333  0.17266157  0.13319920  0.09998491
[19]  0.07966318  0.06304531  0.04328598  0.01687417 -0.01265500 -0.03807858
[25] -0.07601978 -0.12217481 -0.16989388 -0.22015718 -0.26768610 -0.31599971
[31] -0.35377218 -0.39075728 -0.42324847 -0.44518780 -0.45716178 -0.46327600
[37] -0.46332425 -0.45437395 -0.43233025 -0.39680213 -0.36146416 -0.32416579
[43] -0.28432052 -0.25385675 -0.22613540 -0.20250357 -0.18336564 -0.16793961
[49] -0.15544347
> (mypacf <- c(rpacf$acf))
 [1]  0.961713328 -0.191242926 -0.030558102 -0.136914188 -0.054469964
 [6] -0.089827079  0.090091261 -0.087775522 -0.008062646  0.037562642
[11] -0.060372403 -0.005146648 -0.039519452  0.072565556 -0.079345980
[16]  0.013387863  0.001968504  0.141584505 -0.050572934 -0.061233726
[21] -0.162998194 -0.057321804  0.051616988 -0.205525437 -0.082833805
[26] -0.071586122 -0.024542293 -0.022902604 -0.030717219  0.058516389
[31] -0.077455028  0.031863782  0.004913282  0.094595198 -0.020610318
[36]  0.075014555 -0.040624242  0.107704825  0.151244366 -0.084577827
[41] -0.009415820 -0.065939037 -0.120416090 -0.017278896  0.035858789
[46] -0.090205250  0.044206807 -0.002340315
> 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/39ece1241720153.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/4u1vs1241720153.tab") 
> 
> system("convert tmp/1gi0k1241720152.ps tmp/1gi0k1241720152.png")
> system("convert tmp/23vla1241720152.ps tmp/23vla1241720152.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.562   0.324   2.821