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(10,11,12,13,14,15,16,17,18,19,21,22,23,24,25,26,27,28,29,30,31,32,35,36,37,38,39,40,41,42,43,44,45,46,50,51,52,53,54,55,56,57,58,59,60,61,67,68,69,70,71,72,73,74,75,76,77,78,83,84,85,86,87,88,89,90,91,92,93,94,100,101)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '48'
> par8 <- ''
> par7 <- '0.95'
> par6 <- 'White Noise'
> par5 <- '12'
> par4 <- '0'
> par3 <- '1'
> 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/12p8e1352709189.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/2uf1f1352709189.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/3ixc51352709189.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 -0.07682458 -0.05895220 -0.06001921 -0.06108621 -0.06215322
 [7] -0.06322023 -0.06428724 -0.06535425 -0.06642125 -0.06370038 -0.06476739
[13]  0.78132469 -0.06690141 -0.05281690 -0.05388391 -0.05495092 -0.05601793
[19] -0.05708493 -0.05815194 -0.05921895 -0.06028596 -0.05377721 -0.05484422
[25]  0.61643726 -0.05697823 -0.03910585 -0.04017286 -0.04123986 -0.04230687
[31] -0.04337388 -0.04444089 -0.04550790 -0.04657490 -0.03627828 -0.03734528
[37]  0.33810286 -0.03947930 -0.02918267 -0.03024968 -0.03131669 -0.03238370
[43] -0.03345070 -0.03451771 -0.03558472 -0.03665173 -0.01877934 -0.01984635
[49]  0.16734422
> (mypacf <- c(rpacf$acf))
 [1] -0.076824584 -0.065239258 -0.070570727 -0.077042818 -0.084596798
 [6] -0.093541244 -0.104324684 -0.117611907 -0.134431722 -0.152361156
[11] -0.180831132  0.749482607  0.018692606 -0.013355114 -0.017829067
[16] -0.015141668 -0.011603470 -0.007693786 -0.003453484  0.001107656
[21]  0.005772862  0.014496797 -0.010830787  0.003870449 -0.007654305
[26]  0.009595337  0.012336468  0.013908360  0.015220282  0.016564334
[31]  0.017955674  0.019345141  0.020504461  0.027442784  0.029600066
[36] -0.380558438 -0.026587146 -0.015507086 -0.012774112 -0.016312108
[41] -0.020759029 -0.025756439 -0.031290099 -0.037493440 -0.044514132
[46] -0.032971713 -0.005132927  0.024053664
> 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/47i8z1352709189.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/5l5pt1352709189.tab") 
> 
> try(system("convert tmp/12p8e1352709189.ps tmp/12p8e1352709189.png",intern=TRUE))
character(0)
> try(system("convert tmp/2uf1f1352709189.ps tmp/2uf1f1352709189.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ixc51352709189.ps tmp/3ixc51352709189.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.942   0.704   3.608