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(3.42,3.42,3.43,3.47,3.51,3.52,3.52,3.52,3.52,3.52,3.52,3.52,3.52,3.52,3.58,3.6,3.61,3.61,3.61,3.63,3.68,3.69,3.69,3.69,3.69,3.69,3.69,3.69,3.69,3.78,3.79,3.79,3.8,3.8,3.8,3.8,3.81,3.95,3.99,4,4.06,4.16,4.19,4.2,4.2,4.2,4.2,4.2,4.23,4.38,4.43,4.44,4.44,4.44,4.44,4.44,4.45,4.45,4.45,4.45,4.45,4.45,4.45,4.45,4.46,4.46,4.46,4.48,4.58,4.67,4.68,4.68)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1azle1242067218.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/2ekx41242067218.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.000000000  0.326575390 -0.092381679 -0.069179739 -0.007429295
 [6] -0.099125240 -0.131685518 -0.081386569  0.184831417  0.066822562
[11] -0.080963828  0.021122138  0.203477979 -0.078954654 -0.180588601
[16] -0.132167843 -0.166606312 -0.078761776 -0.050472309  0.097638457
[21]  0.202149659 -0.035552850 -0.133011013 -0.070257651 -0.147712167
[26] -0.112949322 -0.012158032  0.092517285  0.041831551  0.018005774
[31] -0.026078939  0.064026720  0.035897515 -0.038384134 -0.006082997
[36]  0.053078097 -0.029263363 -0.003763830  0.002643799  0.048766964
[41]  0.015459056 -0.066627115 -0.069282214 -0.052973053 -0.020799560
[46]  0.035972766  0.040958075  0.001924420  0.022865237
> (mypacf <- c(rpacf$acf))
 [1]  0.326575390 -0.222794532  0.047668355 -0.020041550 -0.119789134
 [6] -0.059115553 -0.048609247  0.232659162 -0.138085959 -0.013893329
[11]  0.079966643  0.146876305 -0.237557341  0.010504621 -0.073459326
[16] -0.247268941  0.099173505 -0.092044109  0.181526348 -0.081230806
[21] -0.083772150  0.004527200 -0.142659009 -0.119146534  0.050755958
[26]  0.023046413  0.004625577 -0.026409537 -0.016318348 -0.049639602
[31] -0.027507415 -0.037224476  0.100164992 -0.043055490  0.053246028
[36]  0.033014246 -0.095787967 -0.031034136 -0.082120477 -0.013039832
[41] -0.064761930 -0.007686696 -0.060720652  0.067411600 -0.037005295
[46] -0.069710211 -0.023582490  0.003442158
> 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/3l2ev1242067218.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/448kt1242067218.tab") 
> 
> system("convert tmp/1azle1242067218.ps tmp/1azle1242067218.png")
> system("convert tmp/2ekx41242067218.ps tmp/2ekx41242067218.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.569   0.314   0.695