R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(31.1,31.8,32.5,34.4,35.5,35.5,36.6,37.1,37.9,38.1,39,41.5,41.8,41.9,44.6,46.1,46.4,47.2,47.7,49.2,49.3,49.3,49.5,50.1,51.9,52.6,53.2,53.5,53.7,53.7,53.9,54.1,54.8,55.4,55.9,56.8,58.4,59.3,60.3,60.5,60.8,61,61.1,61.3,61.4,61.5,63.9,63.9,64,64.1,64.5,64.5,65.9,66.8,68.7,69.2,69.6,70.2,70.6,70.7,70.7,71,72.1,73.7,77.4,79.7,91.6,93.6,94.3,97.3,101.7,103,103.1,104.6,107.2,107.7,108.3,108.8,113.1,113.8,113.8,116.5,116.9,117.6)
> 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/wessaorg/rcomp/tmp/10iqd1337512437.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/2h2f01337512437.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/3r6qx1337512437.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  0.956907941  0.912363217  0.866409603  0.822007400
 [6]  0.775512731  0.727848526  0.684284046  0.639912094  0.594471333
[11]  0.548127850  0.503719617  0.461099394  0.416189436  0.371230072
[16]  0.331464168  0.294480024  0.257238782  0.221535375  0.197941059
[21]  0.177128382  0.159104854  0.141997192  0.125494152  0.109075819
[26]  0.093110733  0.077138515  0.061343426  0.045628393  0.029500561
[31]  0.012987685 -0.002301493 -0.017320772 -0.031326766 -0.045647914
[36] -0.059895484 -0.074198389 -0.087767053 -0.101221760 -0.112068168
[41] -0.123291868 -0.134996655 -0.147051636 -0.159941377 -0.173302041
[46] -0.186861954 -0.200809461 -0.212661833 -0.224416062
> (mypacf <- c(rpacf$acf))
 [1]  0.956907941 -0.039247014 -0.039748749 -0.005650412 -0.049590868
 [6] -0.039944117  0.022910796 -0.037604143 -0.041063431 -0.035945255
[11] -0.008557520 -0.009919619 -0.055239455 -0.031446888  0.029629426
[16] -0.001901134 -0.032542474 -0.007749395  0.110828835  0.001915883
[21]  0.011747607 -0.003258610 -0.022621767 -0.025359358 -0.002530641
[26] -0.019757285 -0.023632246 -0.025059713 -0.019648978 -0.020115448
[31] -0.012446398 -0.019307692  0.004650884 -0.016258647 -0.018824711
[36] -0.014732597  0.006944017 -0.013591379  0.021846539 -0.019695205
[41] -0.026499045 -0.023951422 -0.028838928 -0.029359296 -0.022352846
[46] -0.030325358  0.001433015 -0.022846844
> 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/413541337512437.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/5d34o1337512437.tab") 
> 
> try(system("convert tmp/10iqd1337512437.ps tmp/10iqd1337512437.png",intern=TRUE))
character(0)
> try(system("convert tmp/2h2f01337512437.ps tmp/2h2f01337512437.png",intern=TRUE))
character(0)
> try(system("convert tmp/3r6qx1337512437.ps tmp/3r6qx1337512437.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.969   0.298   1.265