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(46.56,46.72,47.01,47.26,47.49,47.51,47.52,47.66,47.71,47.87,48,48,48.05,48.25,48.72,48.94,49.16,49.18,49.25,49.34,49.49,49.57,49.63,49.67,49.7,49.8,50.09,50.49,50.73,51.12,51.15,51.41,51.61,52.06,52.17,52.18,52.19,52.74,53.05,53.38,53.78,53.82,53.88,53.96,54.14,54.2,54.35,54.36,54.39,54.77,54.91,55.06,55.38,55.41,55.47,55.58,55.67,55.97,56.03,56.06,56.08,56.43,56.65,56.96,57.37,57.51,57.61,57.7,57.91,58.12,58.18,58.16)
> 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/fisher/rcomp/tmp/1b0kh1356537318.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/2yd431356537318.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/3j2uf1356537318.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  0.96085141  0.92017580  0.87967629  0.84036692  0.80207411
 [7]  0.76252981  0.72156277  0.68052318  0.64088515  0.60271973  0.56518635
[13]  0.52781213  0.48850416  0.44862413  0.41062444  0.37443945  0.33898897
[19]  0.30272766  0.26566745  0.22778388  0.19153151  0.15559628  0.11963484
[25]  0.08458719  0.04782671  0.01000293 -0.02653323 -0.06132506 -0.09468407
[31] -0.12633389 -0.15894657 -0.19094797 -0.22015583 -0.24529380 -0.26874071
[37] -0.28997860 -0.31247906 -0.33255896 -0.35085106 -0.36481230 -0.37552764
[43] -0.38499156 -0.39462321 -0.40188206 -0.40687100 -0.40936640 -0.40948369
[49] -0.40957519
> (mypacf <- c(rpacf$acf))
 [1]  0.960851411 -0.039857445 -0.018513046 -0.006106121 -0.008677641
 [6] -0.038036196 -0.040134124 -0.023737398 -0.006409831 -0.006489571
[11] -0.016441295 -0.021141135 -0.048619946 -0.032822105 -0.003478799
[16] -0.005509681 -0.018489249 -0.035923509 -0.035289849 -0.039143252
[21] -0.011084323 -0.029650577 -0.032061897 -0.018096799 -0.052616515
[26] -0.047843768 -0.021577995 -0.017365067 -0.020404371 -0.013182046
[31] -0.047104975 -0.028827710 -0.005170373  0.010784114 -0.016746040
[36] -0.005566869 -0.048237952 -0.001393880 -0.015449441  0.016951406
[41]  0.007768478 -0.011582707 -0.027028667  0.006239771 -0.002202011
[46] -0.001042899  0.004619984 -0.020414898
> 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/4fvr11356537318.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/5osy81356537318.tab") 
> 
> try(system("convert tmp/1b0kh1356537318.ps tmp/1b0kh1356537318.png",intern=TRUE))
character(0)
> try(system("convert tmp/2yd431356537318.ps tmp/2yd431356537318.png",intern=TRUE))
character(0)
> try(system("convert tmp/3j2uf1356537318.ps tmp/3j2uf1356537318.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.943   0.550   2.484