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(4,4,4,4,4,4,4,4,4.06,4.07,4.07,4.07,4.07,4.07,4.3,4.44,4.52,4.52,4.52,4.53,4.53,4.53,4.53,4.53,4.53,4.53,4.53,4.61,4.63,4.63,4.63,4.63,4.63,4.63,4.63,4.63,4.63,4.63,4.66,4.7,4.72,4.73,4.73,4.74,4.74,4.74,4.76,4.88,4.88,4.88,4.88,4.89,4.97,4.97,4.97,4.97,4.97,4.97,4.97,4.97)
> 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/1dk401333529120.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/2eua11333529120.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/3f18q1333529120.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  0.952341157  0.896456409  0.837426461  0.778154574
 [6]  0.718205261  0.655852692  0.590532345  0.523211974  0.464867519
[11]  0.407345653  0.349694754  0.290237382  0.227812232  0.169387130
[16]  0.131208240  0.105247241  0.086157292  0.067756868  0.049162893
[21]  0.030633435  0.011676553 -0.004554491 -0.019120191 -0.034911713
[26] -0.053380686 -0.074946471 -0.097480010 -0.113545728 -0.128280786
[31] -0.143435203 -0.159202531 -0.177389243 -0.197874369 -0.217520776
[36] -0.237183313 -0.257071658 -0.278218083 -0.301574213 -0.325660189
[41] -0.347407428 -0.367404646 -0.385837329 -0.404286141 -0.422085751
[46] -0.435143369 -0.438547644 -0.424342835 -0.399637899
> (mypacf <- c(rpacf$acf))
 [1]  0.952341157 -0.112817694 -0.056400368 -0.029933722 -0.039924221
 [6] -0.060174314 -0.066032215 -0.057437635  0.059108385 -0.045079517
[11] -0.047461026 -0.060637919 -0.075108282 -0.003327047  0.167222025
[16]  0.063636881  0.030185106 -0.034068051 -0.038591699 -0.043454266
[21] -0.058450728 -0.008513246  0.021674761 -0.027957918 -0.052246388
[26] -0.080176163 -0.067523458  0.040549442  0.019428517  0.016955358
[31]  0.009372552 -0.049800657 -0.069383944 -0.045884151 -0.055624878
[36] -0.013269469 -0.022595195 -0.051337547 -0.061318850 -0.059585246
[41] -0.058763777 -0.009052357 -0.019391056 -0.003361917  0.026066723
[46]  0.051437699  0.137613083  0.066970051
> 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/4gu8s1333529120.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/5f6re1333529120.tab") 
> 
> try(system("convert tmp/1dk401333529120.ps tmp/1dk401333529120.png",intern=TRUE))
character(0)
> try(system("convert tmp/2eua11333529120.ps tmp/2eua11333529120.png",intern=TRUE))
character(0)
> try(system("convert tmp/3f18q1333529120.ps tmp/3f18q1333529120.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.945   0.192   1.136