R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(3028,3017,3007,2986,3193,3183,3028,2924,2935,2935,2945,2966,2955,3038,3069,3038,3152,3079,2914,2873,2873,2893,2811,2873,2821,2873,2955,2986,3059,3028,2842,2769,2738,2769,2718,2738,2676,2780,2831,2842,3038,3038,2780,2718,2718,2749,2614,2552,2480,2501,2594,2521,2718,2749,2552,2480,2439,2480,2366,2325,2160,2201,2211,2222,2418,2397,2160,2056,2015,2067,1870,1736,1488,1509,1509,1488,1664,1674,1467,1426,1343,1457,1250,1126,889,940,878,899,1054,1085,982,971,971,1106,868,713,444,661,630,641,889,858,744,796,796,982,765,641,444,703,682,692,909,889,816,827,878,992,816,672)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '48'
> 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/www/rcomp/tmp/1hqvq1343994739.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/www/rcomp/tmp/2ugto1343994739.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/www/rcomp/tmp/3p0jm1343994739.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]  1.00000000  0.97755843  0.95635755  0.93892667  0.92222140  0.90223838
 [7]  0.88172723  0.86473720  0.84965413  0.83175505  0.81611021  0.80182429
[13]  0.78238211  0.75241105  0.72263331  0.69637482  0.66955680  0.64049810
[19]  0.61027248  0.58433549  0.56048203  0.53434351  0.51014077  0.48886981
[25]  0.46251549  0.42953143  0.39772169  0.36906199  0.33965000  0.30799365
[31]  0.27476103  0.24579560  0.21890632  0.19199745  0.16634908  0.14436770
[37]  0.12054419  0.09194404  0.06391235  0.03891112  0.01320600 -0.01533249
[43] -0.04593299 -0.07021534 -0.09214186 -0.11484533 -0.13594991 -0.15320101
[49] -0.17051800
> (mypacf <- c(rpacf$acf))
 [1]  0.977558428  0.016608262  0.074891437  0.012153402 -0.074819088
 [6] -0.023484131  0.057591042  0.034292215 -0.054429035  0.049413360
[11]  0.009413412 -0.126670908 -0.246909344 -0.050056662  0.016757291
[16] -0.017791251 -0.020284052 -0.058036229  0.026767706  0.020559583
[21] -0.040994608  0.015392212  0.048920483 -0.078695289 -0.116541613
[26] -0.017672199 -0.001877121 -0.018066477 -0.015040930 -0.074652026
[31] -0.004404214  0.011727578  0.009090233 -0.013202120  0.056993308
[36]  0.006280907 -0.076397328 -0.030910167 -0.002782502 -0.020687385
[41] -0.024736520 -0.071764076  0.036627232  0.011996989 -0.014116510
[46] -0.014997619  0.032006520  0.018614229
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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/www/rcomp/tmp/4zv351343994739.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/www/rcomp/tmp/5i5ys1343994739.tab") 
> 
> try(system("convert tmp/1hqvq1343994739.ps tmp/1hqvq1343994739.png",intern=TRUE))
character(0)
> try(system("convert tmp/2ugto1343994739.ps tmp/2ugto1343994739.png",intern=TRUE))
character(0)
> try(system("convert tmp/3p0jm1343994739.ps tmp/3p0jm1343994739.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.870   0.600   1.418