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(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 = '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/1jml71353967252.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/26mpr1353967252.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/3wznx1353967252.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  0.094501084  0.157114687  0.173990691  0.066537728
 [6] -0.023307334  0.105013806 -0.038191788  0.093028214 -0.223142808
[11]  0.078680587  0.022226120  0.006248355 -0.001569650 -0.043315076
[16] -0.221736474 -0.047140909 -0.068379571 -0.066749434 -0.131363660
[21] -0.121573763 -0.098363209 -0.145369533 -0.049365335  0.003263299
[26] -0.048467096 -0.113081322 -0.055191791  0.030290612 -0.092945044
[31] -0.094213769  0.059875033 -0.126706125 -0.010731989  0.067127480
[36]  0.099249351  0.146080261  0.071481066  0.057865337  0.112856007
[41]  0.055864714  0.118478317 -0.080986672 -0.089878329  0.026095806
[46] -0.114210926 -0.033989421  0.089607648 -0.033091182
> (mypacf <- c(rpacf$acf))
 [1]  0.094501084  0.149519510  0.151957299  0.021736048 -0.080358100
 [6]  0.076566775 -0.051164223  0.095046199 -0.266511463  0.114562479
[11]  0.055480988  0.046181620 -0.019472687 -0.134283075 -0.172781233
[16] -0.038467339  0.083124570 -0.073177875 -0.082187320 -0.114793275
[21]  0.006615969 -0.082819819  0.013214534 -0.042791127  0.014223820
[26] -0.069636130 -0.044852747  0.078324183 -0.153640809 -0.110507263
[31]  0.032593790 -0.049705165  0.027467998  0.024156650  0.056113195
[36]  0.102208261 -0.004703059 -0.045721944 -0.007065646  0.073766860
[41]  0.004800359 -0.197060494 -0.128737809  0.014809961 -0.077699403
[46] -0.016915181  0.001338889 -0.039922927
> 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/4h5381353967252.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/5k3dc1353967252.tab") 
> 
> try(system("convert tmp/1jml71353967252.ps tmp/1jml71353967252.png",intern=TRUE))
character(0)
> try(system("convert tmp/26mpr1353967252.ps tmp/26mpr1353967252.png",intern=TRUE))
character(0)
> try(system("convert tmp/3wznx1353967252.ps tmp/3wznx1353967252.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.007   0.373   2.357