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)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(67.22,67.31,67.14,67.22,67.17,67.27,67.27,67.27,67.48,67.38,67.22,67.2,67.2,67.19,67.32,67.61,67.85,67.74,67.74,67.61,67.85,67.89,67.97,67.94,67.94,68.07,67.85,67.84,67.89,67.86,67.86,67.89,67.7,68.05,68.18,68.19,68.19,68.27,68.22,68.14,68.36,68.34,68.34,68.24,68.14,68.23,68.09,68.03,68.03,67.89,67.63,67.61,67.41,67.29,67.29,67.49,67.68,68.05,67.7,67.86)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '60'
> #'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/1dmbu1333537857.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/2xq6p1333537857.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/3dg3r1333537857.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 -0.057614159  0.058612752 -0.034595701 -0.047986440
 [6] -0.053329762 -0.011886342 -0.023288672  0.075897448  0.015660166
[11] -0.150710333 -0.095262422  0.012898042 -0.084352467 -0.059996048
[16]  0.099663267 -0.150845624  0.110092090 -0.086384530  0.022395699
[21]  0.128222535 -0.031073684  0.103328891 -0.020462738  0.029961823
[26] -0.067546922  0.137901532 -0.060829887 -0.042175024 -0.047722215
[31] -0.076524146 -0.145981776  0.087659142 -0.057345811 -0.022859785
[36]  0.002961778 -0.066576041  0.036245755 -0.229333185  0.103569181
[41]  0.085744955  0.163893079  0.022425946 -0.012212096 -0.018546224
[46] -0.042920105 -0.048634469 -0.033460342  0.069808608  0.046992293
[51] -0.040151715  0.032403583  0.022532994 -0.062803369  0.034210859
[56] -0.068000480  0.083396675 -0.044533509  0.009466927
> (mypacf <- c(rpacf$acf))
 [1] -0.057614159  0.055477512 -0.028391162 -0.055006820 -0.055876171
 [6] -0.013271195 -0.022173893  0.069424400  0.020310156 -0.165587651
[11] -0.119895317  0.026226950 -0.071750289 -0.098294218  0.080767259
[16] -0.168339280  0.055641444 -0.053493880  0.010458841  0.113692447
[21] -0.065468529  0.108407166 -0.048909111  0.010842001 -0.041524555
[26]  0.128696050 -0.060809287 -0.081319836 -0.060028621 -0.077408624
[31] -0.117434008  0.047939211  0.031804377 -0.137941597 -0.016022611
[36] -0.006532302  0.001117582 -0.260096201  0.077019891  0.123290777
[41]  0.015820430  0.030487756 -0.062546301 -0.059156274 -0.081404088
[46] -0.007621720 -0.072208195 -0.026389847 -0.016662526  0.015569853
[51]  0.094513288 -0.050770372  0.060878501 -0.032565673 -0.007323873
[56]  0.034296702 -0.012078461  0.009490814
> 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/4l98u1333537857.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/5vf181333537857.tab") 
> 
> try(system("convert tmp/1dmbu1333537857.ps tmp/1dmbu1333537857.png",intern=TRUE))
character(0)
> try(system("convert tmp/2xq6p1333537857.ps tmp/2xq6p1333537857.png",intern=TRUE))
character(0)
> try(system("convert tmp/3dg3r1333537857.ps tmp/3dg3r1333537857.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.952   0.207   1.157