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(164,96,73,49,39,59,169,169,210,278,298,245,200,188,90,79,78,91,167,169,289,247,275,203,223,104,107,85,75,99,135,211,335,488,326,346,261,224,141,148,145,223,272,445,560,612,467,404,518,404,300,210,196,186,247,343,464,680,711,610,513,292,273,322,189,257,324,404,677,858,895,664,628,308,324,248,272)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '48'
> 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/fisher/rcomp/tmp/18qjn1355752663.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/fisher/rcomp/tmp/2bb1p1355752663.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/fisher/rcomp/tmp/38jz81355752663.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  0.277631372  0.229729107 -0.131974138 -0.248477022
 [6] -0.412364846 -0.331554549 -0.336216111 -0.248678529  0.045809866
[11]  0.111424606  0.339382916  0.434239817  0.323028855  0.119397219
[16]  0.073812141 -0.268925123 -0.265656543 -0.316890536 -0.269873173
[21] -0.096580910 -0.008651852  0.100879929  0.125210781  0.334355816
[26]  0.260121173  0.187186640  0.080974925 -0.143177264 -0.233385559
[31] -0.219100985 -0.203045728 -0.178177732  0.019054990  0.002718336
[36]  0.200697415  0.192958587  0.248179133  0.047381561  0.101016150
[41] -0.162632144 -0.154768881 -0.146908291 -0.141575298 -0.101156370
[46] -0.011124336  0.051140870  0.058016824  0.189037609
> (mypacf <- c(rpacf$acf))
 [1]  2.776314e-01  1.653987e-01 -2.574712e-01 -2.296651e-01 -2.694603e-01
 [6] -1.550654e-01 -2.375490e-01 -3.256706e-01 -4.596775e-02 -1.612005e-01
[11] -2.573771e-02  1.565940e-01  4.113169e-03 -7.332565e-02  1.440370e-01
[16] -1.277299e-01 -2.248736e-05  4.709500e-03 -5.249376e-02  1.365080e-01
[21] -9.477496e-02 -7.354354e-02 -1.176641e-01  4.502102e-03  1.367192e-01
[26] -6.616389e-02  4.499797e-02  1.196480e-02 -7.057049e-02  9.020255e-02
[31]  3.629060e-02 -1.196862e-01  1.356757e-01 -7.518086e-02  1.047921e-01
[36]  1.561740e-02 -4.937873e-02 -2.324705e-02 -2.931454e-02 -1.369778e-01
[41]  2.398711e-02 -3.316844e-02  8.800846e-02 -4.651753e-02 -1.228269e-01
[46]  4.003495e-02 -1.235816e-01  6.242079e-03
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/fisher/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/fisher/rcomp/tmp/48omy1355752663.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/fisher/rcomp/tmp/558nw1355752663.tab") 
> 
> try(system("convert tmp/18qjn1355752663.ps tmp/18qjn1355752663.png",intern=TRUE))
character(0)
> try(system("convert tmp/2bb1p1355752663.ps tmp/2bb1p1355752663.png",intern=TRUE))
character(0)
> try(system("convert tmp/38jz81355752663.ps tmp/38jz81355752663.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.777   0.558   2.320