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(30.06,30.46,30.46,30.49,30.49,30.5,30.5,30.5,30.51,30.51,30.61,30.88,30.95,31.09,31.28,31.31,31.32,31.34,31.34,31.34,31.34,31.36,31.36,31.36,31.72,32.07,32.13,32.19,32.26,32.27,32.28,32.28,32.28,32.29,32.61,32.68,32.69,32.74,32.86,32.86,32.9,32.95,32.95,32.96,32.99,33,33.06,33.42,33.48,33.5,33.51,33.52,33.55,33.56,33.56,33.56,33.6,33.61,33.62,33.72,33.83,33.96,34.06,34.11,34.11,34.21,34.19,34.17,34.12,34.15,34.15,34.15)
> 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> if (par1 == 'Default') {
+ par1 = 10*log10(length(x))
+ } else {
+ par1 <- as.numeric(par1)
+ }
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/www/html/rcomp/tmp/1ovn21242318745.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/24r6j1242318745.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.95867475  0.92243684  0.88451060  0.84584027  0.80506373
 [7]  0.76370367  0.72121949  0.67947361  0.63731100  0.59359423  0.54992184
[13]  0.51177252  0.47432406  0.43712334  0.40130984  0.36493617  0.32835755
[19]  0.29144591  0.25374753  0.21549291  0.17657556  0.13703873  0.09546878
[25]  0.05039220  0.01114213 -0.01661958 -0.04332563 -0.07001008 -0.09552342
[31] -0.12111509 -0.14685804 -0.17259562 -0.19830680 -0.22589329 -0.24635540
[37] -0.26607140 -0.28742525 -0.30843216 -0.32290010 -0.33770323 -0.35220642
[43] -0.36603789 -0.37980163 -0.39324076 -0.40521404 -0.41673987 -0.42780531
[49] -0.42688342
> (mypacf <- c(rpacf$acf))
 [1]  0.958674748  0.041752611 -0.036025773 -0.031585963 -0.047970573
 [6] -0.032670978 -0.037497680 -0.016412630 -0.027724385 -0.045221556
[11] -0.028616769  0.041293426 -0.007401804 -0.022174116 -0.009468671
[16] -0.033988825 -0.033163950 -0.034595714 -0.038946383 -0.038853871
[21] -0.043582040 -0.041726435 -0.056408959 -0.083269051  0.028365233
[26]  0.122451012  0.004353317 -0.030783908 -0.022302008 -0.040458586
[31] -0.043572426 -0.039097609 -0.035196650 -0.069940668  0.034934421
[36] -0.002795190 -0.033727528 -0.027857909  0.054408973 -0.015972774
[41] -0.036163156 -0.029050647 -0.039490004 -0.043827885 -0.029220205
[46] -0.021760819 -0.035629826  0.100950043
> 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/319h91242318745.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/4qtr61242318745.tab") 
> system("convert tmp/1ovn21242318745.ps tmp/1ovn21242318745.png")
> system("convert tmp/24r6j1242318745.ps tmp/24r6j1242318745.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.581   0.322   0.682