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(14,19,16,16,11,13,12,11,6,9,6,15,17,13,12,13,10,14,13,10,11,12,7,11,9,13,12,5,13,11,8,8,8,8,0,3,0,-1,-1,-4,1,-1,0,-1,6,0,-3,-3,4,1,0,-4,-2,3,2,5,6,6,3,4,7,5,6,1,3,6,0,3,4,7,6,6,6,6,2,2,2,3,-1,-4,4,5,3,-1)
> 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/11d3r1352987985.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/2lubx1352987985.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/35lo11352987985.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  0.78230332  0.69047005  0.64469605  0.62874621  0.56757463
 [7]  0.47672615  0.44406723  0.43935955  0.41369074  0.38243076  0.42068994
[13]  0.43135222  0.33482053  0.27795622  0.26052001  0.23392624  0.16698403
[19]  0.06712525  0.03693288  0.03647725 -0.03427064 -0.07870553 -0.05745454
[25] -0.03231044 -0.03624502 -0.09022401 -0.03724832 -0.04686151 -0.06964960
[31] -0.12615497 -0.13422195 -0.13000677 -0.20259537 -0.27812912 -0.27284172
[37] -0.21379628 -0.19474035 -0.22858193 -0.19457019 -0.17156132 -0.14611351
[43] -0.13374857 -0.13607252 -0.13265805 -0.18811882 -0.22677846 -0.19954516
[49] -0.19440502
> (mypacf <- c(rpacf$acf))
 [1]  0.782303322  0.202245517  0.149318460  0.147748794 -0.028036026
 [6] -0.118755348  0.038095325  0.080365012  0.019556895  0.028449510
[11]  0.193182430  0.041685842 -0.261326666 -0.085381465 -0.007682394
[16] -0.067819260 -0.052413557 -0.108159492 -0.024598853  0.023740805
[21] -0.133742245 -0.039352472  0.079394245  0.085868672  0.093057732
[26] -0.102166109  0.157896113 -0.084756437 -0.024035520 -0.021133760
[31] -0.031087378  0.006562485 -0.102971436 -0.183965787 -0.012685260
[36]  0.111556503  0.116886945 -0.048686282 -0.007147829 -0.042542450
[41]  0.021891762  0.096215272 -0.018302729 -0.042177724 -0.037730388
[46] -0.009084463 -0.011227073 -0.102882998
> 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/4zpij1352987985.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/59lfu1352987985.tab") 
> 
> try(system("convert tmp/11d3r1352987985.ps tmp/11d3r1352987985.png",intern=TRUE))
character(0)
> try(system("convert tmp/2lubx1352987985.ps tmp/2lubx1352987985.png",intern=TRUE))
character(0)
> try(system("convert tmp/35lo11352987985.ps tmp/35lo11352987985.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.867   0.391   2.259