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(38,35,33,35,33,32,33,38,45,42,40,44,50,37,37,35,33,40,38,39,52,48,49,50,48,45,42,39,38,44,47,45,51,51,47,49,44,40,40,38,36,45,39,43,50,49,47,49,58,43,39,44,45,57,54,52,61,59,60,58,52,49,60,51,52,56,56,57,58,100,70,70)
> 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/1ck4x1363455064.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/26ly21363455064.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/3vz081363455064.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  0.692227860  0.576048169  0.414493219  0.320091235
 [6]  0.246243095  0.192584494  0.199361884  0.205533218  0.283494431
[11]  0.299920023  0.342476513  0.364109817  0.324680930  0.217942946
[16]  0.149524123  0.062369623 -0.030447551 -0.047249247 -0.120138778
[21] -0.081925406  0.076417907  0.076187885  0.112453821  0.108804034
[26]  0.065283852  0.002794636 -0.057879771 -0.095101005 -0.157330003
[31] -0.143410895 -0.127089390 -0.076904323  0.002156520  0.043984400
[36]  0.059589047  0.111929724  0.061284613 -0.011591488 -0.040717432
[41] -0.101751107 -0.150925568 -0.165789901 -0.178584243 -0.123805913
[46] -0.064447751 -0.056344090 -0.061538395 -0.076531997
> (mypacf <- c(rpacf$acf))
 [1]  0.692227860  0.185992568 -0.077260461  0.003681616  0.019174499
 [6]  0.004542092  0.097831000  0.063664557  0.171061482  0.039675491
[11]  0.078451282  0.085132104 -0.044538589 -0.159334945 -0.019671078
[16] -0.071430620 -0.128389730  0.011409748 -0.143161061  0.024275375
[21]  0.314039556 -0.145094003 -0.026363543  0.050389583 -0.126025304
[26] -0.013156655  0.005968736 -0.007702891 -0.009152778  0.017569724
[31]  0.059024146  0.067797150 -0.014103140 -0.021074277  0.042926391
[36]  0.055257458 -0.090298193 -0.070282732 -0.001448552  0.056494733
[41] -0.062177625 -0.127725507 -0.030861945  0.046703008 -0.030858790
[46] -0.107050620 -0.026631713 -0.057929551
> 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/4qakm1363455064.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/5nm6f1363455064.tab") 
> 
> try(system("convert tmp/1ck4x1363455064.ps tmp/1ck4x1363455064.png",intern=TRUE))
character(0)
> try(system("convert tmp/26ly21363455064.ps tmp/26ly21363455064.png",intern=TRUE))
character(0)
> try(system("convert tmp/3vz081363455064.ps tmp/3vz081363455064.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.965   0.263   2.204