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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/19fql1241720402.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/22a0v1241720402.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.233676069  0.047412944  0.174045689  0.078104327
 [6]  0.031440897 -0.083628916 -0.053651859 -0.156813895  0.031764631
[11]  0.037926132 -0.023432002 -0.151296343 -0.094083411 -0.034970301
[16] -0.103549109  0.022070208 -0.135943614  0.014378009  0.168373307
[21]  0.200123863  0.019307913  0.027242913  0.210500943  0.046279875
[26]  0.023305323 -0.025131605 -0.085476311 -0.070067280 -0.036543226
[31] -0.091440757 -0.128983335 -0.080004504 -0.128568111 -0.031198097
[36] -0.077988205 -0.143020015 -0.125964164 -0.131710441  0.015824255
[41] -0.032739352  0.020799904  0.165674352  0.124458098  0.002927681
[46] -0.013586268  0.030958815 -0.053961518 -0.081496495
> (mypacf <- c(rpacf$acf))
 [1]  0.233676069 -0.007606934  0.174180253 -0.001639199  0.014735140
 [6] -0.131796893 -0.018696327 -0.168195525  0.157558101  0.007049566
[11]  0.046474669 -0.217782658 -0.018830601 -0.090159835  0.004571319
[16]  0.074439534 -0.102513904  0.091273595  0.113311323  0.154083438
[21] -0.116338312  0.048463973  0.086674606  0.003745909 -0.037992224
[26] -0.014115619 -0.101932332 -0.002372879 -0.084979695 -0.063515209
[31]  0.005161737 -0.021363214 -0.086355003  0.017561608 -0.025867926
[36] -0.084560041 -0.045322399 -0.152967586  0.033013869 -0.010665593
[41]  0.090446994  0.091958301  0.005481325 -0.149351825 -0.102691006
[46] -0.022958047 -0.001738875 -0.048417882
> 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/32oyr1241720402.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/4jm9n1241720402.tab") 
> 
> system("convert tmp/19fql1241720402.ps tmp/19fql1241720402.png")
> system("convert tmp/22a0v1241720402.ps tmp/22a0v1241720402.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.583   0.323   0.743