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(655362,873127,1107897,1555964,1671159,1493308,2957796,2638691,1305669,1280496,921900,867888,652586,913831,1108544,1555827,1699283,1509458,3268975,2425016,1312703,1365498,934453,775019,651142,843192,1146766,1652601,1465906,1652734,2922334,2702805,1458956,1410363,1019279,936574,708917,885295,1099663,1576220,1487870,1488635,2882530,2677026,1404398,1344370,936865,872705,628151,953712,1160384,1400618,1661511,1495347,2918786,2775677,1407026,1370199,964526,850851,683118,847224,1073256,1514326,1503734,1507712,2865698,2788128,1391596,1366378,946295,859626)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> par3 = '0'
> par2 = '1'
> par1 = '48'
> par8 <- ''
> par7 <- '0.95'
> par6 <- 'White Noise'
> par5 <- '12'
> par4 <- '1'
> 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/11k251356219129.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/2mtnv1356219129.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/3y49v1356219129.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 -0.316648088  0.190317550  0.087479295 -0.029325632
 [6]  0.076200487 -0.071919019 -0.176452807 -0.052345268 -0.043458735
[11] -0.229343280  0.180567283 -0.426666875  0.112804579 -0.002853430
[16] -0.010012138  0.012634177  0.067570077  0.170222719  0.032824112
[21]  0.032033477  0.136064245 -0.040763960  0.155522117 -0.082880861
[26] -0.013864211  0.007818742 -0.090577824  0.009220450 -0.043179716
[31] -0.197404109  0.064056148  0.070366300 -0.222102491  0.185404969
[36] -0.136896245  0.105230436  0.007978154  0.004153867  0.031219259
[41]  0.004908741 -0.013757447  0.074826835 -0.034445680 -0.072221023
[46]  0.089686398 -0.073629305  0.025727772 -0.040911691
> (mypacf <- c(rpacf$acf))
 [1] -0.316648088  0.100086848  0.194677893  0.034242915  0.030075013
 [6] -0.070430173 -0.272882885 -0.222209683 -0.037029966 -0.184094277
[11]  0.150914339 -0.295595915 -0.176761145 -0.025234622  0.066028363
[16] -0.051199263  0.024827524  0.206611209 -0.024439106 -0.196181063
[21]  0.125377225 -0.131383759  0.244203716 -0.070410683 -0.027724514
[26]  0.005305070 -0.003510558  0.025104817  0.053877429 -0.027506270
[31]  0.054997007  0.036323784 -0.015275403 -0.074449977  0.088937042
[36] -0.039483346 -0.082713375  0.052888444 -0.031660477 -0.104061828
[41] -0.043038689 -0.012984547 -0.012959871 -0.030404927 -0.006173431
[46] -0.088201245  0.028428362  0.032264700
> 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/4q1c91356219129.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/5lc3y1356219129.tab") 
> 
> try(system("convert tmp/11k251356219129.ps tmp/11k251356219129.png",intern=TRUE))
character(0)
> try(system("convert tmp/2mtnv1356219129.ps tmp/2mtnv1356219129.png",intern=TRUE))
character(0)
> try(system("convert tmp/3y49v1356219129.ps tmp/3y49v1356219129.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.988   0.460   2.499