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(26.73,26.85,27.01,27.09,27.11,27.16,27.13,27.19,27.49,27.63,27.72,27.77,27.81,27.92,28.07,28.14,28.17,28.2,28.21,28.2,28.19,28.24,28.25,28.26,28.33,28.67,28.81,28.99,29.16,29.25,29.25,29.38,29.48,29.65,29.69,29.73,29.81,30.05,30.29,30.37,30.5,30.67,30.76,30.84,30.86,31.09,31.2,31.19,31.18,31.31,31.39,31.39,31.37,31.36,31.37,31.35,31.34,31.47,31.48,31.54)
> 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/19ojn1338294651.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/2gbkt1338294651.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/3tzzk1338294651.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  0.95754764  0.91456635  0.87194918  0.83014926  0.78567600
 [7]  0.73912634  0.68952268  0.63827390  0.58945360  0.54104468  0.49350297
[13]  0.44653483  0.39710911  0.34690507  0.29902235  0.25421481  0.20812430
[19]  0.16139390  0.11423510  0.06772813  0.02102370 -0.02505027 -0.06862382
[25] -0.11016922 -0.15142814 -0.18772888 -0.22222970 -0.25197851 -0.27847268
[31] -0.30291127 -0.32884255 -0.35239441 -0.37308389 -0.38911545 -0.40325553
[37] -0.41259666 -0.42060104 -0.42526016 -0.42621112 -0.42539972 -0.42293851
[43] -0.41820937 -0.41221868 -0.40480211 -0.39698903 -0.38423273 -0.36740325
[49] -0.34930676
> (mypacf <- c(rpacf$acf))
 [1]  0.957547643 -0.028051329 -0.018026735 -0.012974408 -0.055156928
 [6] -0.049538396 -0.063740424 -0.050178761 -0.001912055 -0.025645709
[11] -0.018313583 -0.021280566 -0.061729992 -0.044625465 -0.011632759
[16] -0.002648393 -0.050340798 -0.043846610 -0.043669027 -0.035557860
[21] -0.049795888 -0.041094082 -0.015311336 -0.019580549 -0.041715344
[26]  0.014764809 -0.026175120  0.008373883 -0.004282040 -0.018768401
[31] -0.060682344 -0.022483602 -0.016440434  0.011173430 -0.020136743
[36]  0.019835228 -0.015757700  0.004030865  0.006416163 -0.016825530
[41] -0.013361420 -0.005294995 -0.013453303 -0.011321105 -0.028349094
[46]  0.027862939  0.029163909 -0.001646321
> 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/4zpzu1338294651.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/5844k1338294651.tab") 
> 
> try(system("convert tmp/19ojn1338294651.ps tmp/19ojn1338294651.png",intern=TRUE))
character(0)
> try(system("convert tmp/2gbkt1338294651.ps tmp/2gbkt1338294651.png",intern=TRUE))
character(0)
> try(system("convert tmp/3tzzk1338294651.ps tmp/3tzzk1338294651.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.098   0.253   1.346