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(15.13,15.25,15.33,15.36,15.4,15.4,15.41,15.47,15.54,15.55,15.59,15.65,15.75,15.86,15.89,15.94,15.93,15.95,15.99,15.99,16.06,16.08,16.07,16.11,16.15,16.18,16.3,16.42,16.49,16.5,16.58,16.64,16.66,16.81,16.91,16.92,16.95,17.11,17.16,17.16,17.27,17.34,17.39,17.43,17.45,17.5,17.56,17.65,17.62,17.7,17.72,17.71,17.74,17.75,17.78,17.8,17.86,17.88,17.89,17.94,17.98,18.1,18.14,18.19,18.23,18.24,18.27,18.3,18.34,18.36,18.36,18.4,18.43,18.47,18.56,18.58,18.61,18.61,18.69,18.74,18.75,18.81,18.85,18.88)
> 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/1abjr1363687810.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/20dhs1363687810.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/3t98i1363687810.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  0.965319861  0.931772949  0.899005037  0.866107789
 [6]  0.832612579  0.798505618  0.764383642  0.729653429  0.695513552
[11]  0.660542895  0.626296221  0.592572527  0.559815653  0.528352932
[16]  0.496054533  0.463797740  0.430703744  0.397271377  0.363954757
[21]  0.329378148  0.295508183  0.261710753  0.227113851  0.194065291
[26]  0.161274256  0.128639429  0.097184434  0.067193488  0.038521961
[31]  0.009126248 -0.019293593 -0.047390337 -0.075716969 -0.102415212
[36] -0.127979949 -0.153021066 -0.179028880 -0.201399344 -0.222646981
[41] -0.243884725 -0.263427968 -0.281905163 -0.299291884 -0.315406172
[46] -0.330030323 -0.344440802 -0.357578084 -0.366957115
> (mypacf <- c(rpacf$acf))
 [1]  0.965319861 -0.001019486 -0.005674404 -0.018791175 -0.026332256
 [6] -0.027575338 -0.019670780 -0.028480834 -0.011605215 -0.032145222
[11] -0.010485389 -0.013162457 -0.006382202 -0.001262563 -0.031897777
[16] -0.021406203 -0.034840129 -0.029474240 -0.022707002 -0.043360787
[21] -0.016088244 -0.024573400 -0.038528370 -0.004130950 -0.023077697
[26] -0.024766829 -0.010742549 -0.007758403 -0.007684785 -0.038814887
[31] -0.015779248 -0.024782530 -0.034862894 -0.006264453 -0.013462777
[36] -0.021563532 -0.043128533  0.020318866 -0.010480204 -0.028294202
[41] -0.004902077 -0.013254893 -0.016369112 -0.009743083 -0.008254329
[46] -0.024864991 -0.010675358  0.027061500
> 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/4onkp1363687810.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/5u8jk1363687810.tab") 
> 
> try(system("convert tmp/1abjr1363687810.ps tmp/1abjr1363687810.png",intern=TRUE))
character(0)
> try(system("convert tmp/20dhs1363687810.ps tmp/20dhs1363687810.png",intern=TRUE))
character(0)
> try(system("convert tmp/3t98i1363687810.ps tmp/3t98i1363687810.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.790   0.280   2.055