R version 2.15.3 (2013-03-01) -- "Security Blanket"
Copyright (C) 2013 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-pc-linux-gnu (32-bit)

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> x <- c(8.5,8.5,8.5,8.6,8.6,8.4,8.2,8,8,8,8,7.9,7.9,7.9,7.9,8,7.9,7.4,7.2,7,6.9,7.1,7.2,7.2,7.1,6.9,6.8,6.8,6.8,6.9,7.1,7.2,7.2,7.1,7.1,7.2,7.5,7.7,7.8,7.7,7.7,7.8,8,8.1,8.1,8,8.1,8.2,8.4,8.5,8.5,8.5,8.5,8.5,8.4,8.3,8.2,8.1,7.9,7.6,7.3,7.1,7,7.1,7.1,7.1,7.3,7.3,7.3,7.2,7.2,7.1)
> 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/wessaorg/rcomp/tmp/144ik1363355983.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/2oz0j1363355983.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/3ryqp1363355983.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]  1.00000000  0.94748842  0.86162871  0.76245933  0.66447304  0.57269792
 [7]  0.48461993  0.38441536  0.28125308  0.17276693  0.06080548 -0.04812432
[13] -0.14869861 -0.24195258 -0.32478064 -0.40065809 -0.47845805 -0.54561027
[19] -0.58407276 -0.60249680 -0.60480134 -0.59993345 -0.59831904 -0.59234201
[25] -0.57209406 -0.53476536 -0.47946860 -0.42047471 -0.36066746 -0.30086020
[31] -0.23661639 -0.17192892 -0.10058661 -0.02480775  0.05540767  0.12815489
[37]  0.19032831  0.23253722  0.26491176  0.29277581  0.32463275  0.35294045
[43]  0.37104407  0.36918318  0.35312531  0.33085626  0.30733018  0.28454353
[49]  0.26419698
> (mypacf <- c(rpacf$acf))
 [1]  0.947488416 -0.353056671 -0.085304553  0.008547070 -0.008895824
 [6] -0.060557574 -0.216818138 -0.023413915 -0.117085552 -0.119406968
[11] -0.066775232 -0.047449462 -0.068837015 -0.058236405 -0.084658170
[16] -0.178216032  0.001319522  0.147011985 -0.061571155 -0.058776585
[21] -0.079077708 -0.112068280 -0.027319866  0.005410716  0.033772933
[26]  0.002020713 -0.140516355 -0.027299352 -0.028951912  0.028307794
[31] -0.025860041  0.026355043 -0.023572828  0.028542618 -0.048328766
[36] -0.034328010 -0.092015705 -0.005204564 -0.033815456  0.033681556
[41] -0.044048212 -0.030671846 -0.079745120 -0.063658503  0.008838303
[46] -0.014816968  0.006570283  0.033807403
> 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/4g8cg1363355983.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/5j8ki1363355983.tab") 
> 
> try(system("convert tmp/144ik1363355983.ps tmp/144ik1363355983.png",intern=TRUE))
character(0)
> try(system("convert tmp/2oz0j1363355983.ps tmp/2oz0j1363355983.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ryqp1363355983.ps tmp/3ryqp1363355983.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.825   0.277   2.096