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 = '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/1uxad1333529245.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/26t2u1333529245.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/3t5x51333529245.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  0.355092840  0.030749080 -0.155772836 -0.130967925
 [6] -0.024490810  0.008481322 -0.055532289 -0.048065418 -0.113826675
[11] -0.155380429 -0.051966022  0.018779504  0.118854348 -0.032853060
[16] -0.089703050 -0.072909628 -0.082157873 -0.072666500  0.010624015
[21]  0.030618571 -0.077726434 -0.051969835 -0.002663262  0.086458509
[26]  0.110242518 -0.027276076 -0.044172438 -0.050721348 -0.053480806
[31] -0.043989433  0.067592195  0.147820002  0.221783966 -0.076016327
[36] -0.065504052 -0.002925747  0.054548046  0.129307968 -0.005580504
[41] -0.078488079 -0.077890670 -0.079629226 -0.067438517 -0.022059824
[46] -0.050324542 -0.011123175  0.006258564  0.003499106
> (mypacf <- c(rpacf$acf))
 [1]  0.3550928403 -0.1090981289 -0.1495561697 -0.0207431633  0.0335226611
 [6] -0.0250446423 -0.0907811216  0.0014553193 -0.1069971439 -0.1227320775
[11]  0.0294825667 -0.0005977176  0.0665159533 -0.1566158640 -0.0330996349
[16] -0.0080616309 -0.1117794653 -0.0826474125  0.0247830465 -0.0112888832
[21] -0.1874033514  0.0183115050  0.0409501463 -0.0137615223 -0.0081318991
[26] -0.1273572778  0.0233748006 -0.0794664675 -0.0841517901 -0.0424543113
[31]  0.0767402011  0.0557182826  0.1113981629 -0.1940535801  0.0480189663
[36]  0.0304436027 -0.0080690102  0.0714619715 -0.0789072955 -0.0163466755
[41]  0.0007113388 -0.0103451550 -0.0441013254 -0.0929887601 -0.0447673844
[46] -0.0032203859  0.0650243820 -0.0676449883
> 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/43zzu1333529245.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/5md071333529245.tab") 
> 
> try(system("convert tmp/1uxad1333529245.ps tmp/1uxad1333529245.png",intern=TRUE))
character(0)
> try(system("convert tmp/26t2u1333529245.ps tmp/26t2u1333529245.png",intern=TRUE))
character(0)
> try(system("convert tmp/3t5x51333529245.ps tmp/3t5x51333529245.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.947   0.197   1.136