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(1.65,1.66,1.66,1.67,1.68,1.68,1.68,1.68,1.69,1.7,1.7,1.71,1.72,1.73,1.74,1.74,1.75,1.75,1.75,1.76,1.79,1.83,1.84,1.85,1.87,1.87,1.87,1.88,1.88,1.88,1.88,1.89,1.89,1.89,1.9,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.89,1.9,1.9,1.92,1.93,1.92,1.95,1.96,1.96,1.96,1.96,1.96,1.97,1.97,1.97,1.97,1.97,1.97)
> 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/1hxy41358282376.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/2urku1358282376.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/3w5171358282376.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  0.258686780  0.113396287  0.299923976  0.042701665
 [6]  0.058774808  0.023427497  0.059671095  0.064664693  0.009146927
[11]  0.085731434  0.019134123  0.031229994  0.027132682 -0.180657810
[16] -0.106061940 -0.080897887 -0.035563380 -0.019490237 -0.075008003
[21] -0.011491677 -0.059907170 -0.135595391 -0.029749520 -0.056005922
[26] -0.181125960 -0.023859635 -0.079377401 -0.103645166 -0.067401569
[31] -0.031157971 -0.086675736 -0.131113956  0.046322823  0.031145967
[36] -0.042553617  0.155053617  0.121694942 -0.054845551  0.102420775
[41]  0.078153009  0.022635243 -0.062143886 -0.106582106 -0.009827145
[46] -0.025004001  0.011239597 -0.053369078 -0.059455026
> (mypacf <- c(rpacf$acf))
 [1]  0.258686780  0.049810712  0.278443363 -0.112714720  0.057057595
 [6] -0.097974039  0.116116869 -0.007857307  0.024055782  0.036283301
[11] -0.028656247  0.035632270 -0.034641336 -0.199305933 -0.047279839
[16] -0.044843751  0.129292189 -0.020839128 -0.028053200 -0.046545146
[21] -0.030723174 -0.091979642  0.047820383 -0.012439853 -0.126728778
[26]  0.089648019 -0.080680385 -0.012643351 -0.111847080  0.048593150
[31] -0.086883610 -0.009212703  0.102676056  0.051196525 -0.023135731
[36]  0.123059264  0.051676198 -0.118599370  0.058428473  0.017576413
[41]  0.015000843 -0.154112552 -0.144411802 -0.003497190  0.020698582
[46]  0.020914993 -0.139095600 -0.007631707
> 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/49hjc1358282376.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/5eh2q1358282376.tab") 
> 
> try(system("convert tmp/1hxy41358282376.ps tmp/1hxy41358282376.png",intern=TRUE))
character(0)
> try(system("convert tmp/2urku1358282376.ps tmp/2urku1358282376.png",intern=TRUE))
character(0)
> try(system("convert tmp/3w5171358282376.ps tmp/3w5171358282376.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.820   0.281   2.095