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(1.54,1.55,1.53,1.55,1.55,1.53,1.54,1.54,1.54,1.53,1.53,1.53,1.54,1.53,1.53,1.54,1.55,1.53,1.53,1.53,1.53,1.52,1.54,1.53,1.52,1.54,1.53,1.54,1.54,1.53,1.54,1.54,1.52,1.52,1.57,1.6,1.59,1.6,1.6,1.62,1.61,1.61,1.62,1.61,1.62,1.61,1.62,1.61,1.61,1.58,1.57,1.57,1.66,1.66,1.67,1.68,1.66,1.66,1.64,1.61,1.58,1.57,1.54,1.61,1.65,1.6,1.57,1.56,1.55,1.54,1.51,1.5,1.5,1.49,1.47,1.47,1.49,1.49,1.49,1.51,1.49,1.48,1.46,1.46,1.45,1.45,1.44,1.47,1.47,1.45,1.43,1.44,1.38,1.4,1.37,1.41)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1ml1q1241782798.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/204vs1241782798.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.92566548  0.84196044  0.77048025  0.70265684  0.65357449
 [7]  0.61194285  0.57968173  0.56699459  0.54528738  0.50344750  0.46578753
[13]  0.41398798  0.34178151  0.27831579  0.23661812  0.19523534  0.16054144
[19]  0.11863553  0.07453556  0.02458472 -0.02860645 -0.08037044 -0.12638516
[25] -0.16728036 -0.22893293 -0.28243391 -0.31782361 -0.35826172 -0.38379333
[31] -0.40152379 -0.41569904 -0.39995463 -0.40270748 -0.43301324 -0.45230799
[37] -0.46219666 -0.46567580 -0.44950985 -0.42400892 -0.39794932 -0.34747557
[43] -0.31361481 -0.28243571 -0.25860573 -0.26114527 -0.26957123 -0.26378650
[49] -0.24232836
> (mypacf <- c(rpacf$acf))
 [1]  0.925665481 -0.104064478  0.044707702 -0.025832893  0.096926214
 [6]  0.006507170  0.055136910  0.117680429 -0.066077556 -0.117915899
[11]  0.032776856 -0.117422854 -0.168349905  0.004967249  0.099834341
[16] -0.102251166 -0.022575870 -0.068542593 -0.045734073 -0.134173572
[21]  0.007777069 -0.004232834 -0.057905100 -0.025079284 -0.193807957
[26] -0.035405557  0.016614389 -0.085962061  0.080958208  0.007538188
[31]  0.016859104  0.162424743 -0.142014779 -0.170742590  0.048089179
[36]  0.095962669  0.054371198  0.077761424  0.061347765 -0.045392896
[41]  0.121517428 -0.037452672  0.075376307 -0.081583617 -0.073295012
[46] -0.023467013 -0.031628776  0.017154426
> 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/306fg1241782798.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/49wrj1241782798.tab") 
> 
> system("convert tmp/1ml1q1241782798.ps tmp/1ml1q1241782798.png")
> system("convert tmp/204vs1241782798.ps tmp/204vs1241782798.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.579   0.315   0.892