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(0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.35,0.35,0.35,0.35,0.35,0.35,0.35,0.36,0.36,0.38,0.38,0.39,0.39,0.39,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.39,0.39,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.41,0.41,0.41,0.41,0.41,0.41,0.42,0.42,0.42,0.42)
> 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/wessaorg/rcomp/tmp/1hpl41353676648.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/25ote1353676648.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/3t0zi1353676648.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 -0.082362193  0.186798456  0.005451491  0.014459856
 [6]  0.103417459  0.012172017  0.101129620 -0.080217345  0.098841782
[11] -0.072352899  0.016604704 -0.074640738 -0.075784657  0.113426753
[16] -0.067920212 -0.159165654 -0.070208050 -0.161453493 -0.072495889
[21]  0.106563237 -0.154732966 -0.155876886 -0.136716237 -0.037606349
[26]  0.061503539 -0.039894187  0.049063416 -0.032029742 -0.033173661
[31] -0.034317581 -0.035461500 -0.126706942 -0.037749339  0.141309788
[36] -0.040037177 -0.041181097  0.047776507 -0.043468935  0.135590191
[41]  0.044344749  0.043200829 -0.048044613  0.040912991 -0.040180167
[46]  0.138878959 -0.052620290  0.046489597  0.055497962
> (mypacf <- c(rpacf$acf))
 [1] -0.082362193  0.181244402  0.034328742 -0.017301250  0.099936834
 [6]  0.028346111  0.069772966 -0.081538654  0.060168875 -0.047618747
[11] -0.023496388 -0.077913185 -0.077357213  0.120934221 -0.008247973
[16] -0.236741172 -0.057533236 -0.101544525 -0.075644662  0.160474252
[21] -0.108945904 -0.212460464 -0.110591899  0.023112720  0.145786799
[26] -0.008309652  0.034027007 -0.024837948 -0.123644154  0.005265745
[31] -0.035328846 -0.173087309 -0.078921740  0.030141398 -0.019595259
[36] -0.049073447  0.065388864 -0.052448302 -0.008446219 -0.005187771
[41]  0.008436514 -0.056391533  0.067103203 -0.150859431  0.024357556
[46]  0.003851027  0.017415960 -0.025869169
> 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/4b6u61353676649.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/5pf801353676649.tab") 
> 
> try(system("convert tmp/1hpl41353676648.ps tmp/1hpl41353676648.png",intern=TRUE))
character(0)
> try(system("convert tmp/25ote1353676648.ps tmp/25ote1353676648.png",intern=TRUE))
character(0)
> try(system("convert tmp/3t0zi1353676648.ps tmp/3t0zi1353676648.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.688   0.345   2.017