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(0.51,0.50,0.47,0.47,0.44,0.43,0.45,0.46,0.46,0.45,0.45,0.45,0.44,0.43,0.45,0.45,0.44,0.47,0.46,0.48,0.49,0.52,0.56,0.58,0.58,0.55,0.55,0.53,0.56,0.57,0.61,0.57,0.59,0.53,0.43,0.38,0.40,0.45,0.40,0.37,0.37,0.40,0.41,0.43,0.45,0.44,0.47,0.47,0.52,0.55,0.54,0.54,0.53,0.52,0.50,0.50,0.53,0.54,0.59,0.66,0.67,0.61,0.62,0.65,0.63,0.58,0.60,0.60,0.61,0.61,0.59,0.60)
> 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/1kp891358241557.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/2horg1358241557.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/3o9wo1358241557.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  0.916533411  0.801171688  0.692684564  0.598430616
 [6]  0.494865117  0.398910414  0.327495672  0.233729116  0.134066152
[11]  0.037116218 -0.043633935 -0.140846311 -0.216456704 -0.260628681
[16] -0.284667665 -0.300359654 -0.309412221 -0.295407449 -0.284841679
[21] -0.275513133 -0.270117797 -0.255162102 -0.255192824 -0.253747741
[26] -0.202960294 -0.127377261 -0.058900593 -0.016678274  0.045418005
[31]  0.102855099  0.134024211  0.154419598  0.176280566  0.206004546
[36]  0.214641202  0.235581921  0.244252660  0.232521148  0.193778637
[41]  0.142510521  0.096157214  0.038491667 -0.008856871 -0.051546226
[46] -0.076318000 -0.107718973 -0.133731379 -0.156318415
> (mypacf <- c(rpacf$acf))
 [1]  0.916533411 -0.242937130  0.017638568  0.006162207 -0.149008347
 [6]  0.019813650  0.070270506 -0.278144105 -0.009137425 -0.062249286
[11] -0.052846846 -0.190418620  0.125070213 -0.008850910  0.006136896
[16]  0.028053308 -0.013986513  0.028046338 -0.008172469 -0.048174021
[21] -0.069084816 -0.007110418 -0.146520026  0.004122825  0.293663341
[26]  0.020497430 -0.036169817  0.005107918  0.152214667 -0.035014428
[31] -0.042630757  0.004187283 -0.092323400  0.098487940 -0.056753631
[36]  0.018560905 -0.059129248 -0.004557509 -0.045743526 -0.105692637
[41]  0.065029156 -0.044106932  0.027836184 -0.006907269  0.015688445
[46] -0.031186198 -0.034269264 -0.010695355
> 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/4xcww1358241557.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/5nn8a1358241557.tab") 
> 
> try(system("convert tmp/1kp891358241557.ps tmp/1kp891358241557.png",intern=TRUE))
character(0)
> try(system("convert tmp/2horg1358241557.ps tmp/2horg1358241557.png",intern=TRUE))
character(0)
> try(system("convert tmp/3o9wo1358241557.ps tmp/3o9wo1358241557.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.814   0.568   2.380