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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/174vi1241782955.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2mjgc1241782955.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000 -0.037870143 -0.029448021 -0.099679215  0.000964645
 [6] -0.104457378 -0.030660129 -0.126577000  0.082469124  0.095583357
[11] -0.012136349  0.130276969  0.219843579 -0.085476862 -0.146928488
[16]  0.025354709 -0.004243776  0.004903930  0.018647002  0.053069221
[21] -0.032616915 -0.016261740  0.004374381 -0.020314318  0.193641592
[26] -0.047972565 -0.081223157  0.077273942 -0.110864667 -0.043646047
[31]  0.058037817 -0.128843113  0.054299659  0.047460328 -0.012951294
[36] -0.059576819  0.028949787 -0.094539280 -0.027320660 -0.005015696
[41] -0.169548636  0.126495021 -0.005144773  0.068652476 -0.026442067
[46]  0.051950548 -0.106632602 -0.059464290 -0.006660607
> (mypacf <- c(rpacf$acf))
 [1] -0.037870143 -0.030926522 -0.102244382 -0.008248167 -0.112711011
 [6] -0.051801782 -0.143882315  0.044146083  0.081619647 -0.039876052
[11]  0.145776452  0.238627519 -0.049071138 -0.110250866  0.090383372
[16]  0.030362723  0.004251234  0.068661692  0.094178204 -0.117143400
[21] -0.087309183  0.068119254 -0.089100456  0.158485174  0.068769970
[26] -0.067190580  0.032096417 -0.165220197 -0.028676286  0.044132595
[31] -0.150297667  0.122609121  0.004967549 -0.091211949 -0.127395528
[36] -0.101533131 -0.028491256 -0.038576009  0.025603368 -0.134990434
[41]  0.053190787 -0.094620635  0.058861652 -0.002038514  0.040019450
[46] -0.007907606 -0.030816665  0.033165401
> 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/3ssal1241782955.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/4fdbr1241782955.tab") 
> 
> system("convert tmp/174vi1241782955.ps tmp/174vi1241782955.png")
> system("convert tmp/2mjgc1241782955.ps tmp/2mjgc1241782955.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.583   0.311   0.734