R version 3.0.2 (2013-09-25) -- "Frisbee Sailing"
Copyright (C) 2013 The R Foundation for Statistical Computing
Platform: i686-pc-linux-gnu (32-bit)

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> x <- c(9,13,12,5,13,11,8,8,8,8,0,3,0,-1,-1,-4,1,-1,0,-1,6,0,-3,-3,4,1,0,-4,-2,3,2,5,6,6,3,4,7,5,6,1,3,6,0,3,4,7,6,6,6,6,2,2,2,3,-1,-4,4,5,3,-1,-4,0,-1,-1,3,2,-4,-3,-1,3,-2,-10)
> 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/1twxs1387802709.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/2ocma1387802709.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/39v3d1387802709.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]  1.000000e+00 -2.246733e-01 -2.262951e-01 -8.277375e-02  1.498280e-01
 [6]  1.389819e-01 -2.212987e-01  5.881156e-02  8.078039e-02 -2.771605e-02
[11] -2.508156e-01  4.020179e-02  3.140482e-01  5.215029e-02 -3.179467e-01
[16] -1.209554e-02  2.417440e-01 -3.453577e-02 -8.351025e-02 -1.278414e-01
[21]  2.018964e-01 -1.071623e-03 -1.417909e-01 -4.783483e-02  1.170646e-01
[26]  8.468459e-02 -2.577550e-01  1.174969e-01  3.798239e-02  1.030189e-01
[31] -2.047514e-01 -8.491414e-02  2.349449e-01  3.942490e-02 -6.294795e-02
[36] -2.054436e-01  1.113147e-01  7.944893e-02 -1.003648e-01  7.240865e-03
[41]  8.371435e-02 -7.242182e-06 -1.617462e-01 -4.250107e-02  1.069881e-01
[46]  1.658387e-01 -1.821323e-01 -5.631169e-02  4.110355e-02
> (mypacf <- c(rpacf$acf))
 [1] -0.224673323 -0.291486942 -0.246217922 -0.021537557  0.123799442
 [6] -0.129207414  0.063665041  0.072135606 -0.026545884 -0.265244604
[11] -0.113935327  0.163420123  0.207703246 -0.096789775  0.009042799
[16]  0.118960885 -0.072575849 -0.009650402 -0.122287751  0.000233345
[21]  0.036529000  0.067396013 -0.055456380 -0.087246220 -0.028079598
[26] -0.120901667  0.091387863 -0.092826243  0.079639464 -0.031973328
[31] -0.097258540  0.041248493  0.040470174  0.045589372 -0.080612468
[36] -0.078772413 -0.016527013 -0.049204385  0.032289726  0.022672234
[41] -0.008726710 -0.081993988 -0.059658308 -0.103765518 -0.048716358
[46] -0.028304363  0.046838954  0.029776629
> 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/4i5741387802709.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/5h9691387802710.tab") 
> 
> try(system("convert tmp/1twxs1387802709.ps tmp/1twxs1387802709.png",intern=TRUE))
character(0)
> try(system("convert tmp/2ocma1387802709.ps tmp/2ocma1387802709.png",intern=TRUE))
character(0)
> try(system("convert tmp/39v3d1387802709.ps tmp/39v3d1387802709.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.723   0.579   3.274