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)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(20.7,20.4,20.3,20.4,19.8,19.5,23.1,23.5,23.5,22.9,21.9,21.5,20.5,20.2,19.4,19.2,18.8,18.8,22.6,23.3,23,21.4,19.9,18.8,18.6,18.4,18.6,19.9,19.2,18.4,21.1,20.5,19.1,18.1,17,17.1,17.4,16.8,15.3,14.3,13.4,15.3,22.1,23.7,22.2,19.5,16.6,17.3,19.8,21.2,21.5,20.6,19.1,19.6,23.4,24.3,24.1,22.8,22.5,23.8,24.9,25.2,24.3,22.8,20.7,19.8,22.5,22.6,22.5,21.8,21.2,20.6,19.9,18.7,17.6,16.4,15.9,16.8,22.8,24,22.2,17.9,16,16)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '60'
> par8 <- ''
> par7 <- '0.95'
> par6 <- 'White Noise'
> par5 <- '12'
> par4 <- '0'
> par3 <- '0'
> par2 <- '1'
> par1 <- '60'
> #'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/1pck11352997639.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/2983r1352997639.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/3z9d51352997639.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  0.775709664  0.397825763  0.124825916  0.076301124
 [6]  0.193696205  0.296658365  0.252113747  0.136600015  0.064249555
[11]  0.082670906  0.174070218  0.213013102  0.037145271 -0.172222102
[16] -0.283971676 -0.275086678 -0.201369453 -0.180184719 -0.276748662
[21] -0.397568074 -0.432534760 -0.350813579 -0.185583599 -0.073287513
[26] -0.161996987 -0.296369841 -0.351033142 -0.303501132 -0.207076655
[31] -0.165576464 -0.221771756 -0.279211017 -0.230635840 -0.066565451
[36]  0.143970114  0.258163896  0.149791273 -0.015804129 -0.091118574
[41] -0.044822418  0.075360995  0.156797197  0.130264268  0.063541992
[46]  0.028788889  0.052771286  0.132180790  0.202518629  0.181550805
[51]  0.139158843  0.110922531  0.095980441  0.082601172  0.054944352
[56]  0.009840931 -0.007002507  0.016863871  0.065024255  0.115802188
[61]  0.131074976
> (mypacf <- c(rpacf$acf))
 [1]  0.775709664 -0.511957737  0.188407516  0.223276721  0.132602081
 [6] -0.065581660 -0.126142486  0.147260664  0.064990151  0.005100918
[11]  0.087004102 -0.107146552 -0.463284230  0.279695993 -0.113436795
[16] -0.256361812 -0.083773273 -0.078171296 -0.164167216 -0.137914409
[21]  0.072554409  0.070798405 -0.029677815 -0.025007918 -0.064729910
[26]  0.115321436 -0.016536283 -0.079201935 -0.070934317 -0.079012307
[31] -0.072864450 -0.047274242  0.102739403  0.083135159 -0.057218517
[36]  0.000618419 -0.074074203 -0.005047381 -0.045802380 -0.076152987
[41]  0.016870646 -0.036093206 -0.089471753 -0.025354577 -0.166204629
[46] -0.110586177 -0.020705546  0.063778101  0.132656327 -0.093181490
[51] -0.097300310  0.063765358 -0.080890881  0.030400385  0.097644882
[56] -0.015337995 -0.081095154 -0.030208525 -0.022823522 -0.026313949
> 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/42axg1352997639.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/58vv61352997639.tab") 
> 
> try(system("convert tmp/1pck11352997639.ps tmp/1pck11352997639.png",intern=TRUE))
character(0)
> try(system("convert tmp/2983r1352997639.ps tmp/2983r1352997639.png",intern=TRUE))
character(0)
> try(system("convert tmp/3z9d51352997639.ps tmp/3z9d51352997639.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.108   0.412   2.542