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(1.26,1.26,1.28,1.34,1.39,1.47,1.57,1.63,1.72,1.43,1.35,1.41,1.44,1.43,1.43,1.42,1.45,1.51,1.48,1.48,1.45,1.38,1.46,1.45,1.41,1.45,1.47,1.47,1.53,1.56,1.66,1.79,1.78,1.46,1.41,1.43,1.43,1.45,1.35,1.35,1.29,1.29,1.26,1.3,1.3,1.16,1.24,1.15,1.21,1.22,1.17,1.13,1.15,1.2,1.23,1.25,1.38,1.28,1.26,1.25,1.26,1.28,1.31,1.22,1.23,1.36,1.54,1.58,1.44,1.29,1.28,1.23)
> 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/1x7qf1363641616.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/22w5u1363641616.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/3w3671363641616.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  0.82886798  0.61863829  0.46264381  0.39159743  0.37907988
 [7]  0.35055655  0.30109270  0.26404351  0.26936624  0.25125363  0.22384216
[13]  0.19611930  0.10533128  0.03386451 -0.04679212 -0.08607787 -0.08647018
[19] -0.08730578 -0.11728260 -0.14766150 -0.15536247 -0.12557220 -0.04555640
[25]  0.01535979 -0.05878773 -0.13401324 -0.21173908 -0.24868112 -0.24652456
[31] -0.25444534 -0.26990650 -0.29218267 -0.26090686 -0.20405988 -0.12900628
[37] -0.10037642 -0.14243727 -0.17473858 -0.21634424 -0.20115848 -0.17997833
[43] -0.16431448 -0.15950830 -0.14482260 -0.12828501 -0.11764746 -0.07410995
[49] -0.01940520
> (mypacf <- c(rpacf$acf))
 [1]  0.828867984 -0.218494203  0.063549406  0.135152479  0.099087343
 [6] -0.057173212 -0.003838938  0.067056610  0.110224101 -0.114410534
[11]  0.026240216  0.033180411 -0.243992460  0.023719465 -0.143954217
[16]  0.050751711 -0.004177109 -0.057530094 -0.070044616  0.027227588
[21] -0.017986687  0.127116222  0.144903343  0.029949078 -0.324361897
[26]  0.094950320 -0.119440941 -0.084626353 -0.037008600 -0.050340935
[31] -0.019587268 -0.159714516  0.134440892  0.099184708  0.036111223
[36] -0.093947614  0.047308667  0.017143272 -0.050032839  0.002645671
[41] -0.022880353 -0.013253536 -0.077709490  0.021627265 -0.058554219
[46] -0.076660252 -0.040216891  0.182032385
> 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/4zcr91363641616.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/5qtui1363641616.tab") 
> 
> try(system("convert tmp/1x7qf1363641616.ps tmp/1x7qf1363641616.png",intern=TRUE))
character(0)
> try(system("convert tmp/22w5u1363641616.ps tmp/22w5u1363641616.png",intern=TRUE))
character(0)
> try(system("convert tmp/3w3671363641616.ps tmp/3w3671363641616.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.952   0.282   2.207