R version 2.15.2 (2012-10-26) -- "Trick or Treat"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-pc-linux-gnu (32-bit)

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> x <- c(1.894,1.757,3.582,5.321,5.561,5.907,4.944,4.966,3.258,1.964,1.743,1.262,2.086,1.793,3.548,5.672,6.084,4.914,4.990,5.139,3.218,2.179,2.238,1.442,2.205,2.025,3.531,4.977,7.998,4.880,5.231,5.202,3.303,2.683,2.202,1.376,2.422,1.997,3.163,5.964,5.657,6.415,6.208,4.500,2.939,2.702,2.090,1.504,2.549,1.931,3.013,6.204,5.788,5.611,5.594,4.647,3.490,2.487,1.992,1.507,2.306,2.002,3.075,5.331,5.589,5.813,4.876,4.665,3.601,2.192,2.111,1.580,2.288,1.993,3.228,5.000,5.480,5.770,4.962,4.685,3.607,2.222,2.467,1.594,2.228,1.910,3.157,4.809,6.249,4.607,4.975,4.784,3.028,2.461,2.218,1.351,2.070,1.887,3.024,4.596,6.398,4.459,5.382,4.359,2.687,2.249,2.154,1.169,2.429,1.762,2.846,5.627,5.749,4.502,5.720,4.403,2.867,2.635,2.059,1.511,2.359,1.741,2.917,6.249,5.760,6.250,5.134,4.831,3.695,2.462,2.146,1.579)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '1'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = 'Default'
> par8 <- ''
> par7 <- '0.95'
> par6 <- 'White Noise'
> par5 <- '1'
> par4 <- '0'
> par3 <- '0'
> par2 <- '1'
> par1 <- 'Default'
> #'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/156yz1355685742.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/2btju1355685742.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/3ikrd1355685742.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]  1.0000000000  0.7295539512  0.3858734356  0.0006332098 -0.4331312202
 [6] -0.7285739976 -0.8130022581 -0.7207495659 -0.3886182050  0.0308296890
[11]  0.3663433653  0.6874728929  0.8566254310  0.6651785020  0.3596338374
[16] -0.0121635850 -0.3896130785 -0.6426338217 -0.7384321071 -0.6531041660
[21] -0.3455815703  0.0071443247
> (mypacf <- c(rpacf$acf))
 [1]  0.729553951 -0.312934707 -0.333397668 -0.514378090 -0.357729325
 [6] -0.267459851 -0.312996785 -0.020073657 -0.008543671 -0.213707561
[11]  0.141314235  0.351783221 -0.172153869 -0.066494413  0.027935970
[16]  0.157987789  0.071028236  0.004340859  0.027254710  0.016092471
[21] -0.095614993
> 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/4a47c1355685742.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/55sas1355685742.tab") 
> 
> try(system("convert tmp/156yz1355685742.ps tmp/156yz1355685742.png",intern=TRUE))
character(0)
> try(system("convert tmp/2btju1355685742.ps tmp/2btju1355685742.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ikrd1355685742.ps tmp/3ikrd1355685742.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.725   0.333   2.042