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(1.65,1.66,1.66,1.67,1.68,1.68,1.68,1.68,1.69,1.7,1.7,1.71,1.72,1.73,1.74,1.74,1.75,1.75,1.75,1.76,1.79,1.83,1.84,1.85,1.87,1.87,1.87,1.88,1.88,1.88,1.88,1.89,1.89,1.89,1.9,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.9,1.9,1.92,1.93,1.92,1.95,1.96,1.96,1.96,1.96,1.96,1.97,1.97,1.97,1.97,1.97,1.97)
> 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/fisher/rcomp/tmp/1g5v81353062820.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/2bqfy1353062820.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/3iw4k1353062820.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  0.954868302  0.908660713  0.859467994  0.808900871
 [6]  0.758899679  0.706361126  0.653405899  0.597913311  0.542837397
[11]  0.488625928  0.431727841  0.377516372  0.329785122  0.281245401
[16]  0.237183374  0.196019412  0.156913945  0.118436600  0.078615946
[21]  0.040853789  0.010759685 -0.008115305 -0.024036259 -0.037749460
[26] -0.046002361 -0.053807492 -0.062358906 -0.068254797 -0.074299945
[31] -0.080792863 -0.088032063 -0.092615741 -0.097199419 -0.103126406
[36] -0.107293409 -0.115160731 -0.125266900 -0.139284833 -0.152226876
[41] -0.167109254 -0.183782709 -0.199977301 -0.216918174 -0.234306817
[46] -0.252889513 -0.270694831 -0.289843457 -0.309887622
> (mypacf <- c(rpacf$acf))
 [1]  0.954868302 -0.035281463 -0.057947869 -0.041407409 -0.020178651
 [6] -0.056565018 -0.035362015 -0.059571523 -0.028601951 -0.024644100
[11] -0.066548306 -0.009509911  0.038136620 -0.047301460  0.008640259
[16] -0.002404863 -0.014924895 -0.033411270 -0.054619628 -0.021172496
[21]  0.052846910  0.090483022 -0.005214887 -0.003706955  0.037596493
[26] -0.021260852 -0.036343769  0.003645490 -0.023501848 -0.030266700
[31] -0.036799793  0.006479295 -0.006589956 -0.022631587 -0.000136832
[36] -0.042618754 -0.030327736 -0.067653256 -0.012912809 -0.044696434
[41] -0.039761846 -0.007972420 -0.017080520 -0.020496381 -0.031180383
[46] -0.007355178 -0.041954982 -0.044245996
> 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/4gsvs1353062820.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/5rnib1353062820.tab") 
> 
> try(system("convert tmp/1g5v81353062820.ps tmp/1g5v81353062820.png",intern=TRUE))
character(0)
> try(system("convert tmp/2bqfy1353062820.ps tmp/2bqfy1353062820.png",intern=TRUE))
character(0)
> try(system("convert tmp/3iw4k1353062820.ps tmp/3iw4k1353062820.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.944   0.460   2.399