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(1.33,1.32,1.32,1.4,1.43,1.43,1.45,1.45,1.33,1.27,1.27,1.29,1.25,1.26,1.32,1.36,1.4,1.41,1.42,1.39,1.38,1.41,1.47,1.44,1.47,1.45,1.47,1.49,1.54,1.61,1.63,1.55,1.53,1.41,1.26,1.19,1.17,1.21,1.24,1.26,1.32,1.39,1.35,1.41,1.37,1.32,1.38,1.38,1.41,1.4,1.45,1.49,1.51,1.48,1.47,1.46,1.46,1.45,1.47,1.53,1.55,1.55,1.6,1.65,1.68,1.63,1.62,1.63,1.66,1.63,1.6,1.6)
> 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/fisher/rcomp/tmp/1zbz21352741162.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/fisher/rcomp/tmp/22prg1352741162.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/fisher/rcomp/tmp/3mc591352741162.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  0.368955609  0.113743988  0.027200900 -0.111181524
 [6] -0.296797702 -0.351478282 -0.228115026 -0.005022119 -0.056796451
[11]  0.013646075  0.239606607  0.042239922  0.006261670 -0.005462455
[16] -0.058936121 -0.096381980 -0.161606153 -0.117831582 -0.048200101
[21] -0.140584649  0.034579321  0.173082096  0.145890172  0.105538066
[26]  0.167985998  0.167915827 -0.009145750 -0.203673776 -0.206553641
[31] -0.113942533 -0.151320805 -0.048233691 -0.007066052  0.110359191
[36]  0.086170067  0.134386079  0.108825901 -0.002029246 -0.051351131
[41] -0.009275893 -0.050767325 -0.061670749 -0.030274279  0.013760986
[46]  0.068407432  0.063538574  0.045779884  0.042446219
> (mypacf <- c(rpacf$acf))
 [1]  0.368955609 -0.025911547 -0.007289295 -0.134549708 -0.247101046
 [6] -0.196283503 -0.042126628  0.129393590 -0.132261969 -0.033493463
[11]  0.151581211 -0.232049814  0.011664831 -0.019593792 -0.081457255
[16] -0.039022710 -0.092802177 -0.065346330 -0.118379069 -0.141906286
[21]  0.088698877  0.001296367  0.042851629 -0.070608408  0.074331508
[26]  0.081517086 -0.124343046 -0.097777452 -0.132417118  0.020483698
[31]  0.012819976 -0.017302445 -0.150367871 -0.030549946 -0.036774582
[36]  0.065999614 -0.036781760 -0.097589872 -0.000490616  0.046379566
[41] -0.020913277 -0.006272821 -0.046311098 -0.004761367  0.039832216
[46]  0.076375637 -0.132963099 -0.112706441
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/fisher/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/fisher/rcomp/tmp/4o9bl1352741162.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/fisher/rcomp/tmp/5ajtp1352741162.tab") 
> 
> try(system("convert tmp/1zbz21352741162.ps tmp/1zbz21352741162.png",intern=TRUE))
character(0)
> try(system("convert tmp/22prg1352741162.ps tmp/22prg1352741162.png",intern=TRUE))
character(0)
> try(system("convert tmp/3mc591352741162.ps tmp/3mc591352741162.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.729   0.418   2.134