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)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(219.20,232.50,235.60,171.00,165.90,187.60,218.20,249.80,256.50,224.90,200.00,182.50,230.30,252.80,270.60,196.90,184.70,202.50,258.20,283.10,268.50,283.80,231.10,212.10,238.50,262.80,245.50,198.20,167.20,184.20,254.90,246.40,264.50,242.40,186.70,254.70,230.10,253.60,228.00,183.80,150.00,178.50,228.40,228.70,236.70,218.20,173.50,189.10,194.60,213.70,216.30,173.90,156.90,182.90,216.40,234.00,257.30,225.70,201.70,189.20)
> 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/141k21337779183.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/29vzu1337779183.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/3rt7x1337779183.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  0.531560659 -0.032212959 -0.358828225 -0.219000796
 [6]  0.226673908  0.430884501  0.241877725 -0.193944828 -0.377675552
[11] -0.165301565  0.328117832  0.600222028  0.299717516 -0.145596674
[16] -0.436507820 -0.293930228  0.032167772  0.189719413  0.050634120
[21] -0.256620630 -0.352359453 -0.197113333  0.196872087  0.319382753
[26]  0.127420932 -0.229674279 -0.396482357 -0.236911011 -0.018099868
[31]  0.098501823 -0.009670701 -0.240063669 -0.276596032 -0.126759589
[36]  0.138822925  0.246872975  0.126876378 -0.101586683 -0.203439515
[41] -0.125930814  0.020109034  0.137220439  0.098585748 -0.028879753
[46] -0.099196856 -0.034805845  0.073484078  0.146788434
> (mypacf <- c(rpacf$acf))
 [1]  0.531560659 -0.438738098 -0.174295371  0.197230068  0.337346871
 [6] -0.023060791 -0.119778330 -0.186852568  0.090432546  0.114520571
[11]  0.314262072  0.144836484 -0.252232742 -0.006323959 -0.058302926
[16] -0.072613905 -0.233103301 -0.155609121 -0.013375173  0.033166552
[21]  0.066865718 -0.112464191  0.086283960 -0.105488969  0.042219587
[26] -0.157934611  0.044122848 -0.033640631 -0.075426550 -0.036691736
[31]  0.068565178 -0.147489079  0.025113792 -0.081731055 -0.046820344
[36]  0.076589076  0.070943517  0.086750226 -0.040910690 -0.053697869
[41]  0.027635050  0.074999958  0.079967107 -0.069311680 -0.045809655
[46]  0.006524863 -0.079248831 -0.123725811
> 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/4l4fz1337779183.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/5qeyb1337779183.tab") 
> 
> try(system("convert tmp/141k21337779183.ps tmp/141k21337779183.png",intern=TRUE))
character(0)
> try(system("convert tmp/29vzu1337779183.ps tmp/29vzu1337779183.png",intern=TRUE))
character(0)
> try(system("convert tmp/3rt7x1337779183.ps tmp/3rt7x1337779183.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.090   0.280   1.367