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(102.89,102.64,103.33,103.56,103.6,104.24,105.31,105.4,105.89,105.89,105.54,106.15,106.14,105.85,106.27,106.51,106.82,106.53,107.14,107.39,107.33,107.53,107.42,108.25,108.26,108.93,109.43,109.61,109.74,110.12,110.16,110.44,111.23,112.86,112.77,113.04,112.79,113.87,114.28,115.51,116.76,116.91,116.47,116.94,117.24,116.82,117.48,117.11,117.31,117.77,118.37,117.91,118.12,118.02,117.77,117.85,118.68,118.9,118.6,118.21,118.37,117.43,117.5,116.71,116.98,117.74,117.44,117.85,118.54,118.73,118.68,118.19)
> 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/fisher/rcomp/tmp/1nenx1358204516.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/fisher/rcomp/tmp/26pxd1358204516.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/fisher/rcomp/tmp/31aob1358204516.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  0.966413304  0.928591336  0.891731189  0.854486820
 [6]  0.817515574  0.783725100  0.751625249  0.719647032  0.688679837
[11]  0.653814732  0.615376259  0.575962856  0.534860752  0.490031002
[16]  0.445148032  0.400880798  0.358475625  0.312587584  0.267525668
[21]  0.221618844  0.175826979  0.128451893  0.082337384  0.040227144
[26] -0.001995483 -0.044051828 -0.082472545 -0.122982999 -0.162844236
[31] -0.200737635 -0.240046746 -0.278909643 -0.312157013 -0.335559922
[36] -0.359130685 -0.380241841 -0.403049525 -0.420994859 -0.437646916
[41] -0.444309734 -0.442912701 -0.440932437 -0.441427477 -0.438524362
[46] -0.434884526 -0.432311551 -0.425639531 -0.418701667
> (mypacf <- c(rpacf$acf))
 [1]  0.966413304 -0.081206924 -0.001032151 -0.027402032 -0.014796603
 [6]  0.027372539  0.000974905 -0.017974330 -0.003353720 -0.080008437
[11] -0.065702213 -0.032793814 -0.049785180 -0.079828173 -0.030353559
[16] -0.030981554 -0.006676746 -0.094298271 -0.020564182 -0.052178962
[21] -0.032031210 -0.063171085 -0.016479283  0.019777648 -0.047537650
[26] -0.041456070  0.018035292 -0.078127128 -0.023256805 -0.017663209
[31] -0.062349261 -0.033489465  0.029047112  0.094031015 -0.043476261
[36] -0.009294517 -0.074183791  0.051418549 -0.013658321  0.131535092
[41]  0.093731919 -0.017407787 -0.075877896  0.027547127 -0.004203469
[46] -0.026525000  0.038413414 -0.022376880
> lengthx <- length(x)
> sqrtn <- sqrt(lengthx)
> 
> #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/fisher/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/fisher/rcomp/tmp/4rf5q1358204516.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/fisher/rcomp/tmp/5wa0w1358204516.tab") 
> 
> try(system("convert tmp/1nenx1358204516.ps tmp/1nenx1358204516.png",intern=TRUE))
character(0)
> try(system("convert tmp/26pxd1358204516.ps tmp/26pxd1358204516.png",intern=TRUE))
character(0)
> try(system("convert tmp/31aob1358204516.ps tmp/31aob1358204516.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.768   0.540   2.296