R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(16.41,16.38,16.12,16.03,16.02,16.01,16.01,15.94,15.88,15.75,15.8,15.84,15.84,15.79,15.79,15.75,15.63,15.63,15.63,15.62,15.59,15.55,15.61,15.58,15.58,15.64,15.56,15.57,15.46,15.5,15.5,15.58,15.69,15.78,15.8,15.79,15.79,15.79,15.75,15.71,15.76,15.76,15.76,15.76,15.78,15.84,15.82,15.86,15.86,15.87,15.84,15.84,15.89,15.89,15.89,15.91,15.95,16.08,16.08,16.09)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '48'
> #'GNU S' R Code compiled by R2WASP v. 1.2.291 ()
> #Author: root
> #To cite this work: Wessa P., (2012), (Partial) Autocorrelation Function (v1.0.11) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_autocorrelation.wasp/
> #Source of accompanying publication: 
> #
> 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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
> par7 <- as.numeric(par7)
> if (par8 != '') par8 <- as.numeric(par8)
> ox <- x
> if (par8 == '') {
+ if (par2 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par2 - 1) / par2
+ }
+ } else {
+ x <- log(x,base=par8)
+ }
> if (par3 > 0) x <- diff(x,lag=1,difference=par3)
> if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
> postscript(file="/var/wessaorg/rcomp/tmp/1q4x31333528472.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> op <- par(mfrow=c(2,1))
> plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
> if (par8=='') {
+ mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
+ mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
+ } else {
+ mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
+ mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
+ }
> plot(x,type='l', main=mytitle,xlab='time',ylab='value')
> par(op)
> dev.off()
null device 
          1 
> postscript(file="/var/wessaorg/rcomp/tmp/25wwm1333528472.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
> dev.off()
null device 
          1 
> postscript(file="/var/wessaorg/rcomp/tmp/380nc1333528472.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
> dev.off()
null device 
          1 
> (myacf <- c(racf$acf))
 [1]  1.00000000  0.84985836  0.68420015  0.57599557  0.51035569  0.45021882
 [7]  0.38588825  0.32146758  0.25062498  0.19897012  0.18710066  0.15018308
[13]  0.09025192  0.01401441 -0.05408345 -0.13967084 -0.20970263 -0.23433489
[19] -0.25234550 -0.26904981 -0.28806793 -0.29122715 -0.29524223 -0.32256068
[25] -0.34073946 -0.35927861 -0.40031482 -0.42858822 -0.44352526 -0.40679847
[31] -0.34784038 -0.27735073 -0.20305627 -0.17029045 -0.16000519 -0.16730255
[37] -0.16858940 -0.16613749 -0.16868109 -0.14296635 -0.10761193 -0.08433264
[43] -0.05599176 -0.02161483  0.02285222  0.05061352  0.06155794  0.07692881
[49]  0.07506089
> (mypacf <- c(rpacf$acf))
 [1]  0.849858358 -0.137030929  0.114849510  0.062399977 -0.011437120
 [6] -0.018326800 -0.023611477 -0.066032997  0.024185607  0.088668586
[11] -0.117997260 -0.055037788 -0.102098441 -0.061008391 -0.169804355
[16] -0.031783033  0.047764593 -0.041859664  0.009328056 -0.048118865
[21]  0.016724341 -0.049924117 -0.106505206 -0.025567633 -0.048113988
[26] -0.129115600 -0.030539331 -0.076548791  0.108089978  0.052672885
[31]  0.048443138  0.078337284 -0.083156229 -0.052637250 -0.135551540
[36] -0.049014219 -0.040388174 -0.045678847  0.054053072  0.022454091
[41] -0.080991977 -0.022570938 -0.050504458  0.010293603  0.011636045
[46] -0.044809246  0.091592346 -0.051113324
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/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/wessaorg/rcomp/tmp/45x1p1333528472.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/wessaorg/rcomp/tmp/55yg91333528472.tab") 
> 
> try(system("convert tmp/1q4x31333528472.ps tmp/1q4x31333528472.png",intern=TRUE))
character(0)
> try(system("convert tmp/25wwm1333528472.ps tmp/25wwm1333528472.png",intern=TRUE))
character(0)
> try(system("convert tmp/380nc1333528472.ps tmp/380nc1333528472.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.951   0.207   1.152