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)

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(0.9,0.9,0.9,0.9,0.9,0.91,0.91,0.91,0.91,0.91,0.92,0.92,0.92,0.92,0.92,0.93,0.93,0.93,0.93,0.93,0.92,0.93,0.93,0.93,0.94,0.95,0.95,0.96,0.97,0.97,0.97,0.98,0.98,0.98,0.98,0.98,0.98,1,1.01,1.01,1.02,1.02,1.02,1.02,1.03,1.03,1.03,1.03,1.03,1.04,1.05,1.05,1.05,1.05,1.06,1.06,1.06,1.06,1.06,1.06,1.06,1.07,1.08,1.09,1.09,1.09,1.09,1.09,1.09,1.09,1.09,1.09)
> 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/151pb1352718116.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/2no9f1352718116.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/3jr7k1352718116.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  0.047103375 -0.124346709  0.039108867 -0.076523607
 [6] -0.177218974  0.097871822 -0.017760652 -0.300845956  0.044999557
[11]  0.126694127 -0.085636460  0.245271946  0.297092302 -0.041810612
[16] -0.198323589  0.132584817 -0.038865267 -0.139560634  0.023894942
[21] -0.218309859 -0.095734786  0.082657897  0.149415360 -0.062915227
[26]  0.115477456  0.055662592 -0.045032775 -0.074973425 -0.078970679
[31] -0.082967933 -0.127845690 -0.005270617 -0.009267871  0.001671982
[36]  0.083366552 -0.032265923 -0.006388963  0.004550890  0.112188856
[41]  0.011493489 -0.089201878 -0.093199132 -0.153013996  0.040315794
[46] -0.004561963 -0.008559217  0.002380636  0.013320489
> (mypacf <- c(rpacf$acf))
 [1]  0.047103375 -0.126846876  0.052645901 -0.099550847 -0.159594024
 [6]  0.096768445 -0.070195694 -0.284013200  0.041989167  0.047789161
[11] -0.070893964  0.242055647  0.211784090  0.057048372 -0.184385350
[16]  0.107018433  0.073503615 -0.090980186 -0.068859018 -0.158767656
[21]  0.105642440 -0.077186301  0.019797115 -0.037945109  0.020707729
[26] -0.111767686  0.080445984 -0.120572878 -0.180487622 -0.043115718
[31] -0.078322310  0.072405346 -0.021257010  0.027519895 -0.050219064
[36] -0.080283765 -0.052432596 -0.023904028  0.061027340  0.013762084
[41]  0.011623070 -0.016514709 -0.110714543  0.024107034 -0.007678192
[46] -0.133967663  0.030663391 -0.044692961
> 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/4mlzw1352718116.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/5mmxh1352718116.tab") 
> 
> try(system("convert tmp/151pb1352718116.ps tmp/151pb1352718116.png",intern=TRUE))
character(0)
> try(system("convert tmp/2no9f1352718116.ps tmp/2no9f1352718116.png",intern=TRUE))
character(0)
> try(system("convert tmp/3jr7k1352718116.ps tmp/3jr7k1352718116.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.377   0.382   2.717