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(46,62,66,59,58,61,41,27,58,70,49,59,44,36,72,45,56,54,53,35,61,52,47,51,52,63,74,45,51,64,36,30,55,64,39,40,63,45,59,55,40,64,27,28,45,57,45,69,60,56,58,50,51,53,37,22,55,70,62,58,39,49,58,47,42,62,39,40,72,70,54,65)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '2'
> par3 = '2'
> par2 = '1'
> par1 = '48'
> par8 <- ''
> par7 <- '0.95'
> par6 <- 'White Noise'
> par5 <- '12'
> par4 <- '2'
> par3 <- '2'
> 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/16m9x1353944174.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/2wsmx1353944174.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/36yf01353944174.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 -0.665977659  0.234251034 -0.081335210  0.050804820
 [6] -0.015595039 -0.030460023  0.002559592  0.069416835 -0.051191837
[11] -0.144577359  0.427953206 -0.443988038  0.163769901  0.041674730
[16] -0.086172926  0.125560735 -0.190711584  0.171633389 -0.026985663
[21] -0.083780456  0.025974140  0.069355264 -0.048579470 -0.071369514
[26]  0.198988477 -0.236634708  0.213167385 -0.230926203  0.245527311
[31] -0.153795409  0.007564430  0.021681766  0.044981969 -0.012235025
[36] -0.058378046  0.088706131 -0.135614390  0.144489401 -0.133512182
[41]  0.138851262 -0.113501627  0.056557305 -0.009015745  0.029246196
[46] -0.048377166
> (mypacf <- c(rpacf$acf))
 [1] -6.659777e-01 -3.760738e-01 -2.451306e-01 -1.197248e-01 -2.619612e-02
 [6] -5.936718e-02 -1.213814e-01  1.106661e-02  7.785282e-02 -2.903941e-01
[11]  3.207195e-01  1.705916e-01 -2.035694e-01  1.911391e-02 -6.124206e-02
[16]  5.771770e-02 -4.456475e-02 -1.330191e-02  6.101046e-02 -1.158639e-03
[21] -1.662627e-02 -2.469785e-01  1.921454e-01 -3.547577e-03  7.234624e-02
[26]  3.676401e-04 -6.270927e-02 -9.362351e-03  1.354577e-02  2.706836e-03
[31] -1.787289e-02 -9.022127e-05  7.135300e-03  6.573123e-04  1.804082e-01
[36] -2.397868e-02 -9.534363e-02 -1.335868e-02 -7.481008e-02  4.595124e-02
[41] -6.324806e-02  8.966590e-02 -1.127528e-03  3.866873e-02 -2.341902e-02
> 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/47kac1353944175.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/5n1rs1353944175.tab") 
> 
> try(system("convert tmp/16m9x1353944174.ps tmp/16m9x1353944174.png",intern=TRUE))
character(0)
> try(system("convert tmp/2wsmx1353944174.ps tmp/2wsmx1353944174.png",intern=TRUE))
character(0)
> try(system("convert tmp/36yf01353944174.ps tmp/36yf01353944174.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.080   0.380   2.434