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(20.7,20.4,20.3,20.4,19.8,19.5,23.1,23.5,23.5,22.9,21.9,21.5,20.5,20.2,19.4,19.2,18.8,18.8,22.6,23.3,23,21.4,19.9,18.8,18.6,18.4,18.6,19.9,19.2,18.4,21.1,20.5,19.1,18.1,17,17.1,17.4,16.8,15.3,14.3,13.4,15.3,22.1,23.7,22.2,19.5,16.6,17.3,19.8,21.2,21.5,20.6,19.1,19.6,23.4,24.3,24.1,22.8,22.5,23.8,24.9,25.2,24.3,22.8,20.7,19.8,22.5,22.6,22.5,21.8,21.2,20.6,19.9,18.7,17.6,16.4,15.9,16.8,22.8,24,22.2,17.9,16,16)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = '60'
> par8 <- ''
> par7 <- '0.95'
> par6 <- 'White Noise'
> par5 <- '12'
> par4 <- '0'
> par3 <- '1'
> par2 <- '1'
> par1 <- '60'
> #'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/168z31358257531.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/2ifp31358257531.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/3cqpe1358257531.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  0.367614811 -0.218934643 -0.463522395 -0.364460190
 [6]  0.015150973  0.241438359  0.151913306 -0.096551235 -0.196995835
[11] -0.154836981  0.146674669  0.528642601  0.091273025 -0.221656597
[16] -0.276050003 -0.152194747  0.124793914  0.227351181  0.071458317
[21] -0.169217721 -0.250253781 -0.180751784  0.124902781  0.463970732
[26]  0.087994714 -0.185590494 -0.224350322 -0.111548908  0.118404727
[31]  0.162576501 -0.005220727 -0.225529972 -0.258951037 -0.113876991
[36]  0.206679181  0.489127125  0.125671841 -0.162924179 -0.241575923
[41] -0.147576517  0.062605544  0.126121909  0.057482620 -0.060583883
[46] -0.119841844 -0.101893613  0.030152042  0.207546927  0.045299986
[51] -0.016955711 -0.013875636  0.022956261  0.043258310 -0.013989192
[56] -0.057549135 -0.086791867 -0.079864027 -0.010852962  0.084052062
[61]  0.196600631
> (mypacf <- c(rpacf$acf))
 [1]  0.367614811 -0.409402166 -0.277241653 -0.200398678  0.039537797
 [6] -0.037557430 -0.123445978 -0.174454437 -0.068371412 -0.143139938
[11]  0.136264005  0.431292009 -0.436880377  0.178113889  0.145304836
[16]  0.002032576  0.012801972  0.051528014 -0.032667991 -0.127796464
[21] -0.118591405 -0.012361737 -0.014822219  0.007958443 -0.154404738
[26] -0.006750921  0.031093142 -0.003281068 -0.030279822 -0.053772533
[31] -0.070658616 -0.184632085 -0.122215653  0.005922003 -0.042669200
[36] -0.003909148  0.018047800  0.047337715  0.000159161  0.036790197
[41] -0.010685146 -0.013291519  0.082139139  0.107865960 -0.040416596
[46] -0.062300852 -0.152559193 -0.150041614  0.083565861  0.046884300
[51] -0.042059977  0.040260322 -0.074750913 -0.013149603  0.035253279
[56]  0.019050085 -0.025405156  0.028139125 -0.018601400  0.034784458
> 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/49urp1358257531.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/5bw6v1358257531.tab") 
> 
> try(system("convert tmp/168z31358257531.ps tmp/168z31358257531.png",intern=TRUE))
character(0)
> try(system("convert tmp/2ifp31358257531.ps tmp/2ifp31358257531.png",intern=TRUE))
character(0)
> try(system("convert tmp/3cqpe1358257531.ps tmp/3cqpe1358257531.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.801   0.344   2.132