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(2.07,2.08,2.08,2.08,2.09,2.09,2.09,2.1,2.1,2.1,2.11,2.11,2.11,2.13,2.18,2.2,2.21,2.21,2.22,2.22,2.23,2.23,2.23,2.23,2.24,2.25,2.26,2.27,2.28,2.29,2.3,2.3,2.3,2.32,2.32,2.32,2.33,2.34,2.34,2.34,2.35,2.35,2.36,2.37,2.37,2.37,2.38,2.38,2.38,2.39,2.4,2.41,2.42,2.43,2.43,2.43,2.43,2.44,2.44,2.45,2.45,2.48,2.49,2.49,2.5,2.51,2.52,2.53,2.54,2.54,2.56,2.56)
> 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/1lzdl1352718494.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/2x5vw1352718494.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/30bkk1352718494.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  0.150396076 -0.054877950 -0.023897682  0.035146734
 [6] -0.204491554 -0.037486085 -0.100434797 -0.197747770  0.016222190
[11]  0.014270042 -0.014314409 -0.064662891  0.130406724 -0.012438895
[16]  0.080969782  0.024321185 -0.046359486 -0.062343707  0.104661762
[21] -0.059947889 -0.096264298 -0.010587580 -0.006239614 -0.001891648
[26] -0.078872433  0.020836358 -0.096808802  0.070196667  0.007247955
[31] -0.116697320 -0.106049239  0.040624042  0.018339706 -0.072673152
[36]  0.053667941  0.092380169  0.137392511 -0.014616911  0.044427504
[41] -0.113882032 -0.062569576 -0.064521724  0.014854880 -0.082458093
[46]  0.003218624  0.041930852  0.168271946  0.070958973
> (mypacf <- c(rpacf$acf))
 [1]  0.150396076 -0.079290398 -0.003155639  0.036213241 -0.224699421
 [6]  0.040436185 -0.137415598 -0.188988944  0.098150832 -0.105312234
[11]  0.005067599 -0.092551110  0.061493939 -0.044181438  0.051931956
[16] -0.016868899 -0.089464942  0.006485641  0.070071392 -0.103496587
[21] -0.006047022 -0.042939943 -0.013231037  0.025317334 -0.153019047
[26]  0.045254410 -0.119419249  0.039036264 -0.033967708 -0.226623498
[31]  0.006105796 -0.101589353 -0.005947643 -0.120281139 -0.043560233
[36]  0.122070610 -0.003241650 -0.088292051  0.013736324 -0.159207327
[41] -0.017917456 -0.132740793 -0.005866483 -0.053150220 -0.075758862
[46]  0.042045508  0.059447498 -0.056281822
> 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/4avrh1352718494.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/5hctv1352718494.tab") 
> 
> try(system("convert tmp/1lzdl1352718494.ps tmp/1lzdl1352718494.png",intern=TRUE))
character(0)
> try(system("convert tmp/2x5vw1352718494.ps tmp/2x5vw1352718494.png",intern=TRUE))
character(0)
> try(system("convert tmp/30bkk1352718494.ps tmp/30bkk1352718494.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.050   0.329   2.360