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(8.64
+ ,8.89
+ ,8.87
+ ,8.81
+ ,8.87
+ ,9.06
+ ,9.12
+ ,8.66
+ ,8.17
+ ,8.04
+ ,7.71
+ ,7.55
+ ,7.52
+ ,7.38
+ ,7.52
+ ,7.31
+ ,6.92
+ ,7.09
+ ,7.05
+ ,7.37
+ ,7.05
+ ,6.79
+ ,6.35
+ ,6.44
+ ,6.89
+ ,7.16
+ ,7.46
+ ,7.91
+ ,7.86
+ ,8.02
+ ,8.38
+ ,8.50
+ ,8.40
+ ,8.24
+ ,8.33
+ ,8.28
+ ,8.15
+ ,8.06
+ ,7.79
+ ,7.28
+ ,7.52
+ ,7.23
+ ,7.13
+ ,7.21
+ ,6.99
+ ,6.77
+ ,6.69
+ ,6.39
+ ,6.85
+ ,6.74
+ ,6.56
+ ,6.62
+ ,6.71
+ ,6.67
+ ,6.54
+ ,6.14
+ ,6.13
+ ,5.86
+ ,5.88
+ ,5.75
+ ,5.53
+ ,5.86
+ ,5.90
+ ,5.95
+ ,5.69
+ ,5.53
+ ,5.71
+ ,5.60
+ ,5.73
+ ,5.60
+ ,5.41
+ ,5.13
+ ,5.00
+ ,5.04
+ ,5.10
+ ,4.96
+ ,4.90
+ ,4.80
+ ,4.48
+ ,4.29
+ ,4.27
+ ,4.18
+ ,4.02
+ ,3.82
+ ,4.13
+ ,4.16
+ ,3.98
+ ,4.26
+ ,4.70
+ ,4.96
+ ,5.13
+ ,5.35
+ ,5.41
+ ,5.42
+ ,5.51
+ ,5.75
+ ,5.67
+ ,5.46
+ ,5.56
+ ,5.56
+ ,5.54
+ ,5.53
+ ,5.65
+ ,5.58
+ ,5.57
+ ,5.36
+ ,5.23
+ ,5.11
+ ,5.07
+ ,5.04
+ ,5.34
+ ,5.43
+ ,5.31
+ ,5.12
+ ,4.97
+ ,5.00
+ ,4.64
+ ,4.80
+ ,5.10
+ ,5.11
+ ,5.12
+ ,5.36
+ ,5.26
+ ,5.27
+ ,5.10
+ ,4.94
+ ,4.68
+ ,4.41
+ ,4.60
+ ,4.53
+ ,4.18
+ ,4.00
+ ,3.87
+ ,4.09
+ ,4.13
+ ,3.74
+ ,3.81
+ ,4.11
+ ,4.14
+ ,3.99
+ ,4.28
+ ,4.37
+ ,4.24
+ ,4.19
+ ,4.01
+ ,3.95
+ ,4.30
+ ,4.37
+ ,4.40
+ ,4.29
+ ,4.12
+ ,4.07
+ ,3.93
+ ,3.79
+ ,3.67
+ ,3.53
+ ,3.69
+ ,3.69
+ ,3.48
+ ,3.31
+ ,3.16
+ ,3.25
+ ,3.14
+ ,3.19
+ ,3.43
+ ,3.45
+ ,3.31
+ ,3.51
+ ,3.53
+ ,3.83
+ ,4.02
+ ,3.99
+ ,4.11
+ ,3.96
+ ,3.83
+ ,3.71
+ ,3.81
+ ,3.73
+ ,3.99
+ ,4.17
+ ,4.00
+ ,4.10
+ ,4.24
+ ,4.45
+ ,4.62
+ ,4.49
+ ,4.45
+ ,4.49
+ ,4.36
+ ,4.32
+ ,4.45
+ ,4.13
+ ,4.14
+ ,4.30
+ ,4.42
+ ,4.67
+ ,4.96
+ ,4.73
+ ,4.52
+ ,4.36
+ ,4.15
+ ,3.92
+ ,3.88
+ ,4.20
+ ,3.95
+ ,3.78
+ ,3.69
+ ,3.77
+ ,3.66
+ ,3.53
+ ,3.50
+ ,3.14
+ ,3.42
+ ,3.30
+ ,2.81
+ ,3.15
+ ,3.37
+ ,4.05
+ ,4.00
+ ,4.20
+ ,4.21
+ ,4.24
+ ,4.24
+ ,4.17
+ ,4.12
+ ,4.35
+ ,3.98
+ ,3.62
+ ,4.39
+ ,5.01
+ ,4.07
+ ,3.70
+ ,3.59
+ ,3.44
+ ,3.33
+ ,2.98
+ ,3.14
+ ,2.55
+ ,2.49
+ ,2.53
+ ,2.43)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> par3 = '1'
> par2 = '1'
> par1 = 'Default'
> par8 <- ''
> par7 <- '0.95'
> par6 <- 'White Noise'
> par5 <- '12'
> par4 <- '1'
> par3 <- '1'
> par2 <- '1'
> par1 <- 'Default'
> #'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/1nuqk1354190474.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/2vgqa1354190474.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/3hver1354190474.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  0.116993897 -0.002933298  0.217514662  0.024233138
 [6]  0.100032308  0.030315949  0.006739426  0.058172495 -0.121078160
[11]  0.012670907 -0.146099225 -0.462977768 -0.032201328 -0.139818053
[16] -0.137608796 -0.006915178 -0.133083782 -0.037155444 -0.024313802
[21] -0.095683284 -0.019676820  0.038900291  0.133758639
> (mypacf <- c(rpacf$acf))
 [1]  0.116993897 -0.016851526  0.222949228 -0.030598832  0.118423417
 [6] -0.049537552  0.022736548  0.006565991 -0.133676703  0.039205920
[11] -0.203072119 -0.407315961  0.022286808 -0.141938147  0.071300899
[16]  0.022437812  0.011717092  0.014868393  0.037029144 -0.044660339
[21] -0.091640804  0.090500915  0.006664302
> 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/4yla11354190475.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/534d71354190475.tab") 
> 
> try(system("convert tmp/1nuqk1354190474.ps tmp/1nuqk1354190474.png",intern=TRUE))
character(0)
> try(system("convert tmp/2vgqa1354190474.ps tmp/2vgqa1354190474.png",intern=TRUE))
character(0)
> try(system("convert tmp/3hver1354190474.ps tmp/3hver1354190474.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.886   0.371   2.237