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(66.6,71.7,75.4,80.9,80.7,85,91.5,87.7,95.3,102.4,114.2,111.7,113.7,118.8,129,136.4,155,166,168.7,145.5,127.3,91.5,69,54,56.3,54.2,59.3,63.4,73.3,86.7,81.3,89.6,85.3,92.4,96.8,93.6,97.6,94.2,99.9,106.4,96,94.9,94.8,95.9,96.2,103.1,106.9,114.2,118.2,123.9,137.1,146.2,136.4,133.2,135.9,127.1,128.5,126.6,132.6,130.9)
> 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/1zryl1333552281.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/256tr1333552281.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/3oozt1333552281.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  0.917689973  0.775336676  0.590284845  0.396378666
 [6]  0.210511502  0.050442384 -0.067765685 -0.163948949 -0.241395158
[11] -0.289769385 -0.308309088 -0.318958165 -0.321979191 -0.309278217
[16] -0.282398033 -0.246756153 -0.191985496 -0.124884866 -0.054757757
[21] -0.010177410  0.009655663 -0.005740300 -0.041218541 -0.094962649
[26] -0.131256808 -0.166243132 -0.177884621 -0.167927484 -0.137322872
[31] -0.081262683 -0.030906940  0.030961416  0.085720539  0.129015313
[36]  0.162688291  0.185666725  0.207227770  0.216492636  0.217516688
[41]  0.207494707  0.173315876  0.118450859  0.060895438  0.010998755
[46] -0.031251673 -0.066011158 -0.092726159 -0.109095338
> (mypacf <- c(rpacf$acf))
 [1]  0.917689973 -0.423315047 -0.262106004 -0.048316519 -0.044347877
 [6] -0.003847339  0.062060332 -0.159308327 -0.115531961  0.062736903
[11]  0.038562702 -0.160256202 -0.061453686  0.040740429  0.003560698
[16] -0.004118961  0.102390213 -0.035326336 -0.038937373 -0.141984993
[21] -0.078032212 -0.168177019  0.018826332 -0.061746729  0.118926356
[26] -0.180194535  0.092332529  0.023317194  0.004779411  0.068957292
[31] -0.118751594  0.069695337  0.016641495 -0.008911342  0.044214410
[36] -0.057589154  0.058483425 -0.058352401  0.021011400 -0.052745658
[41] -0.085446484 -0.036939679  0.174277135 -0.009241327  0.032245904
[46] -0.073242162 -0.032633992 -0.031861788
> 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/44ikl1333552281.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/5yojn1333552281.tab") 
> 
> try(system("convert tmp/1zryl1333552281.ps tmp/1zryl1333552281.png",intern=TRUE))
character(0)
> try(system("convert tmp/256tr1333552281.ps tmp/256tr1333552281.png",intern=TRUE))
character(0)
> try(system("convert tmp/3oozt1333552281.ps tmp/3oozt1333552281.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.993   0.193   1.184