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 = '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/1f4k01352718583.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/2kpj31352718583.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/3it6a1352718583.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 -0.54836679 -0.08013589  0.23868374 -0.06962251 -0.25717804
 [7]  0.44866385 -0.29203423  0.01063074  0.17143789 -0.05272685 -0.47668408
[13]  0.82333009 -0.47075694 -0.04918043  0.19840667 -0.07707723 -0.19305414
[19]  0.37857713 -0.26374985  0.04455218  0.11367063 -0.04760025 -0.37486404
[25]  0.66669803 -0.40399814 -0.01829785  0.16301168 -0.07402957 -0.12987644
[31]  0.28838404 -0.23558320  0.06912990  0.08437096 -0.05097472 -0.29808168
[37]  0.54503593 -0.32488412 -0.02487704  0.15833164 -0.10063452 -0.09349739
[43]  0.24616580 -0.21341284  0.06968063  0.07554527 -0.04803778 -0.21817132
[49]  0.39625703
> (mypacf <- c(rpacf$acf))
 [1] -0.548366787 -0.544609415 -0.259894911 -0.081698911 -0.443674974
 [6] -0.014496400 -0.104698655 -0.024440189  0.116148104  0.300612331
[11] -0.615786040  0.288549674  0.082632060  0.179331807 -0.151959701
[16] -0.133882416  0.029082192 -0.090221332  0.119044943 -0.005282064
[21]  0.111418070 -0.103014645  0.052415726  0.018981839 -0.017035885
[26] -0.055290184 -0.125499091  0.019802307  0.056415625  0.061457302
[31] -0.018266353 -0.034220768  0.083805489  0.052922796 -0.001331033
[36] -0.084865681  0.026608594 -0.047963195  0.090640025 -0.058525441
[41] -0.119092959 -0.075683812 -0.026573712  0.054110836 -0.070412629
[46]  0.023018470  0.098610757 -0.030525647
> 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/4ryyf1352718584.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/5pug61352718584.tab") 
> 
> try(system("convert tmp/1f4k01352718583.ps tmp/1f4k01352718583.png",intern=TRUE))
character(0)
> try(system("convert tmp/2kpj31352718583.ps tmp/2kpj31352718583.png",intern=TRUE))
character(0)
> try(system("convert tmp/3it6a1352718583.ps tmp/3it6a1352718583.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.959   0.310   2.250