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(2.1,2.1,2.11,2.12,2.13,2.13,2.13,2.13,2.14,2.15,2.16,2.17,2.16,2.2,2.19,2.2,2.2,2.2,2.21,2.22,2.25,2.33,2.33,2.35,2.37,2.38,2.38,2.41,2.41,2.41,2.41,2.42,2.42,2.43,2.44,2.44,2.43,2.44,2.44,2.44,2.44,2.44,2.43,2.42,2.43,2.43,2.43,2.43,2.43,2.44,2.43,2.43,2.44,2.43,2.43,2.44,2.46,2.48,2.49,2.5,2.53,2.55,2.57,2.56,2.56,2.57,2.56,2.57,2.58,2.58,2.58,2.59)
> 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/167ly1353966688.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/29yes1353966688.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/3g1001353966688.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  0.956201823  0.910871498  0.863834377  0.814963443
 [6]  0.766600578  0.717785214  0.664595688  0.611017171  0.556303437
[11]  0.501669088  0.448868553  0.398473410  0.348618090  0.305391491
[16]  0.260497789  0.220359300  0.181856161  0.143789643  0.106493169
[21]  0.069085554  0.037854160  0.020150119  0.001120333 -0.013709940
[26] -0.026111005 -0.037360975 -0.048674454 -0.055264474 -0.061608397
[31] -0.069532100 -0.079099089 -0.088467615 -0.097836140 -0.106434622
[36] -0.114898148 -0.123814174 -0.138191947 -0.152561782 -0.167130082
[41] -0.182341407 -0.199140449 -0.216646026 -0.236382346 -0.258349409
[46] -0.280054498 -0.297782356 -0.316399335 -0.335532322
> (mypacf <- c(rpacf$acf))
 [1]  0.956201823 -0.040272003 -0.043377050 -0.046080790 -0.019982141
 [6] -0.032131019 -0.079507389 -0.035387694 -0.044816085 -0.032176457
[11] -0.015110152 -0.007867255 -0.028804466  0.040561381 -0.054734844
[16]  0.019297690 -0.019633803 -0.031324077 -0.029984377 -0.044681300
[21]  0.038417529  0.120749305 -0.047620304  0.019075634  0.002128555
[26] -0.006968183 -0.025807461  0.015045337 -0.013049769 -0.049390239
[31] -0.043579648 -0.010897319 -0.017539851 -0.007226855 -0.002922524
[36] -0.030287188 -0.065005443 -0.021082081 -0.021679913 -0.035602897
[41] -0.043804200 -0.020334487 -0.034555888 -0.061104758 -0.013518337
[46]  0.020866340 -0.042378898 -0.038893604
> 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/47hy31353966688.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/5p7wi1353966688.tab") 
> 
> try(system("convert tmp/167ly1353966688.ps tmp/167ly1353966688.png",intern=TRUE))
character(0)
> try(system("convert tmp/29yes1353966688.ps tmp/29yes1353966688.png",intern=TRUE))
character(0)
> try(system("convert tmp/3g1001353966688.ps tmp/3g1001353966688.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.656   0.298   1.940