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 = '1'
> 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/1vpqr1333528657.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/2kmck1333528658.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/32ed31333528658.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]  1.000000000  0.250127113  0.138546904 -0.014968331  0.021302744
 [6]  0.094312240 -0.002914316  0.261180641  0.035527082 -0.043094054
[11]  0.077976164  0.136970574  0.167029344  0.109076523  0.153111010
[16]  0.030759657 -0.102504566 -0.067335802 -0.012656148  0.052959996
[21] -0.012252324  0.070457501  0.019646076 -0.007607408  0.005727742
[26]  0.050321258  0.122307180 -0.046656144 -0.077452767 -0.239487284
[31] -0.123023148 -0.218627733 -0.035269120 -0.018414451  0.009904243
[36]  0.035915960 -0.048767882  0.002022192 -0.109180081 -0.048303870
[41] -0.065203512 -0.074379110 -0.071263949 -0.113209652 -0.050435893
[46] -0.056186455  0.003642561 -0.008320306 -0.068847808
> (mypacf <- c(rpacf$acf))
 [1]  0.250127113  0.081054384 -0.072038324  0.031653775  0.101299627
 [6] -0.059996007  0.277633886 -0.087462095 -0.115187069  0.181561126
[11]  0.109394125  0.013154205  0.114439387  0.045226900 -0.072084114
[16] -0.066457162 -0.068034996 -0.049438245  0.052509473 -0.054716455
[21]  0.035801064  0.003963429 -0.008755638 -0.008874429  0.029855084
[26]  0.066289883 -0.075069113 -0.075704025 -0.207372792  0.022309999
[31] -0.208942504  0.034542421 -0.049842326  0.061361049  0.071031592
[36]  0.026962896 -0.042021148 -0.021949823  0.007021344 -0.044769259
[41]  0.052889617  0.012070477 -0.009319276  0.007653161 -0.038221314
[46] -0.005850205 -0.064537784 -0.072212247
> 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/4tfm21333528658.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/5ucl01333528658.tab") 
> 
> try(system("convert tmp/1vpqr1333528657.ps tmp/1vpqr1333528657.png",intern=TRUE))
character(0)
> try(system("convert tmp/2kmck1333528658.ps tmp/2kmck1333528658.png",intern=TRUE))
character(0)
> try(system("convert tmp/32ed31333528658.ps tmp/32ed31333528658.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.968   0.228   1.197