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(6.81,6.8,6.8,6.85,6.85,6.85,6.85,6.85,6.85,6.86,6.86,6.88,6.88,6.88,6.91,6.91,6.91,6.91,6.99,6.99,6.99,7.02,7.02,7.05,7.05,7.05,7.05,7.1,7.1,7.1,7.1,7.12,7.13,7.18,7.24,7.24,7.24,7.27,7.27,7.27,7.27,7.3,7.3,7.57,7.76,7.94,7.94,7.96,7.96,7.98,7.99,8,8,8.04,8.04,8.04,8.04,8.04,8.07,8.07,8.07,8.07,8.11,8.11,8.12,8.11,8.13,8.15,8.16,8.2,8.2,8.2)
> 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/1muc31352993559.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/2s6xm1352993559.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/3h37w1352993559.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  0.97040401  0.93584296  0.89793954  0.86236436  0.82592869
 [7]  0.78969302  0.75299299  0.71490803  0.67619949  0.63610086  0.59544947
[13]  0.55393372  0.51136223  0.46782252  0.42566302  0.38252502  0.33808921
[19]  0.29264399  0.24864937  0.20519893  0.16087814  0.11724316  0.07288674
[25]  0.02914361 -0.01591278 -0.06202064 -0.10968380 -0.14948329 -0.18203970
[31] -0.20457542 -0.22771370 -0.24966274 -0.27176586 -0.29262568 -0.31205121
[37] -0.33091153 -0.35001390 -0.36827552 -0.38428401 -0.39849728 -0.41318993
[43] -0.42672854 -0.44072551 -0.44603824 -0.44548207 -0.43723647 -0.42916598
[49] -0.42048692
> (mypacf <- c(rpacf$acf))
 [1]  0.970404010 -0.100160817 -0.068773892  0.029063344 -0.038246631
 [6] -0.018653212 -0.024906030 -0.045865524 -0.028102584 -0.044161148
[11] -0.031884196 -0.037070460 -0.044503413 -0.041271190 -0.002146352
[16] -0.050364783 -0.054328480 -0.042878641 -0.007217184 -0.028729271
[21] -0.055666060 -0.022108823 -0.051223775 -0.031436811 -0.063242708
[26] -0.064991751 -0.071846590  0.090492112  0.067185407  0.110102238
[31] -0.064738699 -0.017571373 -0.020258443 -0.015995606 -0.013889459
[36] -0.033614514 -0.052462867 -0.021630344 -0.006692841 -0.017346282
[41] -0.064527085 -0.017347906 -0.048514483  0.118076451  0.044328001
[46]  0.086689340 -0.034667878 -0.013488420
> 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/4pq7u1352993559.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/5ay5s1352993559.tab") 
> 
> try(system("convert tmp/1muc31352993559.ps tmp/1muc31352993559.png",intern=TRUE))
character(0)
> try(system("convert tmp/2s6xm1352993559.ps tmp/2s6xm1352993559.png",intern=TRUE))
character(0)
> try(system("convert tmp/3h37w1352993559.ps tmp/3h37w1352993559.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.881   0.306   2.186