R version 2.15.3 (2013-03-01) -- "Security Blanket"
Copyright (C) 2013 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-pc-linux-gnu (32-bit)

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> x <- c(120.6,119.9,119.48,117.45,118.37,117.07,114.98,112.59,111.7,112.04,110.79,110.79,109.82,109.11,109.84,109.31,108.29,107.42,106.71,105.11,104.43,105.11,104.43,105.55,106.12,105.78,105.33,104.63,104.62,105.57,107.5,107.52,107.76,106.74,106.21,105.77,105.27,104.35,103.52,102.28,100.93,101.04,99.95,99.55,99.56,99.01,98.64,98.98,100.8,100.32,100.72,280.8,280.4,280.4,280.3,281,280.9,279.7,283.1,290.6,291.6,291.7,291.8,291.7,291.5,291.7,293.4,293.1,292.6,292.1,292.2,292,292.1,293.4,292.2,292.1,291.6,290.9,290.9,290.8,290.5,290,290.2,290.1)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '24'
> par8 <- ''
> par7 <- '0.95'
> par6 <- 'White Noise'
> par5 <- '12'
> par4 <- '0'
> par3 <- '1'
> par2 <- '1'
> par1 <- '24'
> #'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/18ugd1366050295.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/2f1aa1366050295.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/3j4kd1366050295.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 -0.009527346 -0.013525814 -0.001390329 -0.005301049
 [6] -0.014014178 -0.021404920  0.007587792  0.027213505 -0.013131914
[11] -0.011742532 -0.019511518 -0.020350104 -0.019144935 -0.017188033
[16] -0.007032217 -0.018287905 -0.020037651 -0.022634418 -0.012715991
[21] -0.015761585 -0.003560766 -0.002633117 -0.021746743 -0.019412095
> (mypacf <- c(rpacf$acf))
 [1] -0.009527346 -0.013617820 -0.001651147 -0.005516184 -0.014164590
 [6] -0.021839788  0.006763487  0.026713884 -0.012648046 -0.011716430
[11] -0.020566407 -0.021098039 -0.019257409 -0.017659859 -0.009536119
[16] -0.020948318 -0.021697606 -0.024752564 -0.014468072 -0.017579323
[21] -0.005593537 -0.005620771 -0.025221013 -0.022698400
> 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/44shw1366050295.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/5mhvu1366050295.tab") 
> 
> try(system("convert tmp/18ugd1366050295.ps tmp/18ugd1366050295.png",intern=TRUE))
character(0)
> try(system("convert tmp/2f1aa1366050295.ps tmp/2f1aa1366050295.png",intern=TRUE))
character(0)
> try(system("convert tmp/3j4kd1366050295.ps tmp/3j4kd1366050295.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  3.109   0.627   3.699