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(435,431,434,439,455,452,426,428,433,438,442,446,442,436,444,454,469,471,443,437,444,451,457,460,454,439,441,446,459,456,433,424,430,428,424,419,409,397,397,401,413,413,390,385,397,398,406,412,409,404,412,418,434,431,406,416,424,427,438,444,442,443,453,471,476,476,461,462,460,463,467,468,465,459,465,471,472,472,456,455,456,462,463,461)
> 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/1lam11352710830.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/2lkxz1352710830.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/38os41352710830.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  0.91181216  0.78674747  0.72283478  0.71567802  0.73521685
 [7]  0.71627703  0.61837848  0.48380935  0.37593258  0.33157990  0.34880466
[13]  0.33162134  0.19100276  0.03021503 -0.06690357 -0.10669579 -0.11723019
[19] -0.15304853 -0.24844286 -0.37045221 -0.45650969 -0.47204609 -0.43062030
[25] -0.41108792 -0.48098882 -0.55707131 -0.56999713 -0.53575849 -0.47229425
[31] -0.42745859 -0.43447677 -0.45838636 -0.44628607 -0.38947720 -0.29682927
[37] -0.23538260 -0.24775407 -0.26443784 -0.23514963 -0.17725785 -0.09861036
[43] -0.04470214 -0.03663697 -0.04376472 -0.02598562  0.02439671  0.09120958
[49]  0.13000545
> (mypacf <- c(rpacf$acf))
 [1]  0.911812156 -0.264853582  0.363385849  0.141204835  0.198011854
 [6] -0.167366906 -0.308147624 -0.241043834 -0.173231452  0.035337077
[11]  0.279365669 -0.095612722 -0.534244313  0.053659622  0.004110627
[16] -0.071373574 -0.077957496  0.006296566  0.024664875 -0.052998172
[21]  0.032343502  0.010838773 -0.003193079  0.108906179 -0.022892812
[26]  0.089544546  0.041043182 -0.067356125  0.049764289 -0.035286872
[31] -0.001220619  0.074655191  0.041679335 -0.199121932 -0.045431261
[36] -0.130596769 -0.039942189 -0.093938279 -0.056566916 -0.048010734
[41]  0.058064922 -0.027944734  0.081338743 -0.049570363  0.006430264
[46]  0.049063312 -0.023460314  0.096739937
> 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/47io91352710830.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/5c5691352710831.tab") 
> 
> try(system("convert tmp/1lam11352710830.ps tmp/1lam11352710830.png",intern=TRUE))
character(0)
> try(system("convert tmp/2lkxz1352710830.ps tmp/2lkxz1352710830.png",intern=TRUE))
character(0)
> try(system("convert tmp/38os41352710830.ps tmp/38os41352710830.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  3.272   0.712   3.978