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(6848,5772,5251,11232,5908,6812,9962,6155,5673,7985,5780,11999,6973,5817,5844,11178,5533,6870,9521,5363,6031,9245,5621,11802,8364,6286,5071,10773,5821,7794,10636,6405,5811,8981,6228,11950,7523,6067,4825,12162,6989,8012,10893,6647,5938,9005,6262,12022,7683,6004,4724,10343,6604,7241,9331,6418,7094,10340,6814,12003,7481,5452,6380,11425,5905,8536,10785,6672,7293,9809,5658,12364,8078,5269,7787,11729,6236,8576,11216,6814,6019,9351,5464,12518)
> 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/1krjp1352718449.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/266n11352718449.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/3gxwz1352718449.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 -0.35213178 -0.17736832  0.16630341 -0.07223406 -0.14743513
 [7]  0.41339628 -0.17938934  0.01807270  0.12631700 -0.17232806 -0.30942540
[13]  0.80228875 -0.32751537 -0.14025001  0.13220986 -0.08136440 -0.09758764
[19]  0.35628358 -0.16320854  0.03465044  0.05575505 -0.16264535 -0.25365180
[25]  0.64241468 -0.28642283 -0.09384280  0.10549457 -0.07883716 -0.07171989
[31]  0.25259951 -0.15833187  0.05180038  0.03613710 -0.13521613 -0.19195747
[37]  0.53734374 -0.23634676 -0.09085660  0.08720220 -0.10379608 -0.04815386
[43]  0.21138223 -0.14404770  0.06675805  0.03427609 -0.11247251 -0.15209843
[49]  0.38484976
> (mypacf <- c(rpacf$acf))
 [1] -0.352131779 -0.344022837 -0.050214011 -0.095498555 -0.218842079
 [6]  0.308510881  0.081836702  0.234055421  0.230855536  0.026048366
[11] -0.465104439  0.602139537  0.013858719 -0.008197389 -0.217029436
[16]  0.010446570  0.082954962 -0.010700907  0.163070027 -0.030331336
[21] -0.029969618 -0.105037111 -0.013591392 -0.074691459 -0.121296517
[26] -0.046186182 -0.029474220  0.077569231  0.061755548 -0.046416947
[31] -0.044877623 -0.036832764  0.105870418  0.002817964  0.002431530
[36]  0.030582843  0.066568670 -0.008756761  0.016271921 -0.088556489
[41] -0.073061415  0.002672620  0.011840530  0.013812828 -0.021174004
[46]  0.072608272  0.054903142 -0.141012153
> 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/41o3n1352718449.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/5u1qb1352718449.tab") 
> 
> try(system("convert tmp/1krjp1352718449.ps tmp/1krjp1352718449.png",intern=TRUE))
character(0)
> try(system("convert tmp/266n11352718449.ps tmp/266n11352718449.png",intern=TRUE))
character(0)
> try(system("convert tmp/3gxwz1352718449.ps tmp/3gxwz1352718449.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.099   0.369   2.442