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)

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(79.57,77.45,75.79,74.88,74.5,74.59,74.59,73.57,73.3,73.23,73,72.31,72.31,71.24,70.82,70.66,69.94,69.87,69.87,68.88,68.09,68.38,66.78,67.2,67.2,66.67,65.86,66.05,66.31,66.39,66.39,65.72,65.52,64.93,65.27,65.04,65.02,64.72,64.68,64.41,64.79,64.71,64.71,64.83,64.77,64.19,64.27,64.23,64.23,63.03,62.85,62.15,61.69,62.1,62.1,61.81,61.28,61.05,61.08,60.98,60.98,61.11,60.58,60.37,59.44,59.29,59.29,59.33,59.06,58.75,58.92,58.73)
> 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/1qdyx1363609890.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/2jqfd1363609890.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/3v64b1363609890.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  0.099164439  0.051872829  0.007656570 -0.025609709
 [6] -0.028782762  0.276426866  0.024054672 -0.101300853  0.063961451
[11] -0.045423730  0.073386696  0.158701383  0.151426484 -0.056506528
[16]  0.072878395 -0.100410006  0.036570540  0.124170475  0.157238290
[21]  0.006026915 -0.084191107 -0.170219079  0.073050711  0.047157810
[26]  0.041286214 -0.096609094 -0.098499648 -0.159170870  0.064868132
[31]  0.111492213 -0.004515795  0.015153293 -0.091074127 -0.065261452
[36] -0.062100199  0.020320673 -0.066612082  0.028028278 -0.159598631
[41] -0.086458256 -0.131171214  0.043174165 -0.009307762 -0.013717226
[46] -0.081086901 -0.067480229  0.003201058  0.086600601
> (mypacf <- c(rpacf$acf))
 [1]  0.099164439  0.042456745 -0.001496562 -0.028732426 -0.024201757
 [6]  0.287762371 -0.030911594 -0.144148026  0.095481484 -0.030414801
[11]  0.102974243  0.065373121  0.120218865 -0.030916609  0.026700220
[16] -0.091341452  0.047460322  0.077353158  0.098530276  0.006786583
[21] -0.141633880 -0.142638076  0.159001924 -0.055794310 -0.038675749
[26] -0.160863275  0.003315703 -0.073598468  0.049849644  0.046244441
[31] -0.045092083 -0.002151500 -0.036311392  0.028323598 -0.052680988
[36] -0.075180465  0.005351754 -0.006772276 -0.076371945  0.002451235
[41] -0.070926260  0.015055339 -0.042790795 -0.020559176  0.034782668
[46]  0.031982614  0.038488215  0.063136094
> 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/4cby21363609890.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/5ks2l1363609890.tab") 
> 
> try(system("convert tmp/1qdyx1363609890.ps tmp/1qdyx1363609890.png",intern=TRUE))
character(0)
> try(system("convert tmp/2jqfd1363609890.ps tmp/2jqfd1363609890.png",intern=TRUE))
character(0)
> try(system("convert tmp/3v64b1363609890.ps tmp/3v64b1363609890.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.336   0.346   2.672