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(547084.00,639842.00,770730.00,911599.00,971249.00,925102.00,906046.00,1006991.00,1013942.00,991188.00,819356.00,793778.00,601962.00,685640.00,785923.00,954888.00,1029140.00,972811.00,951330.00,1012865.00,1005502.00,987489.00,828421.00,817308.00,625827.00,683491.00,848657.00,978027.00,1019467.00,980306.00,992574.00,1080411.00,1047988.00,1023560.00,871245.00,824793.00,645999.00,736888.00,874488.00,992614.00,1107708.00,955938.00,1024122.00,1081598.00,1028158.00,1006457.00,826725.00,839116.00,591481.00,671244.00,788395.00,912291.00,987428.00,873452.00,952046.00,1037521.00,958597.00,965368.00,780741.00,814377.00,594739.00,668940.00,815882.00,928023.00,1025552.00,945840.00,1020639.00,1109899.00,1033403.00,1050530.00,840420.00,820378.00,609379.00,678402.00,889241.00,998445.00,1054502.00,1076699.00,1093802.00,1134793.00,1054084.00,1068675.00,857337.00,855380.00)
> 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/fisher/rcomp/tmp/14lwq1363701246.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/2dw8s1363701246.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/32z9z1363701246.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  0.130124423  0.144618724 -0.262761426 -0.223508313
 [6] -0.042144241 -0.297488997 -0.054233281 -0.225571049 -0.308316926
[11]  0.157055345  0.106505846  0.809268629  0.109550650  0.093565982
[16] -0.186704570 -0.207471266 -0.013489706 -0.249469770 -0.062306773
[21] -0.177473399 -0.288526432  0.140700218  0.104048540  0.650648315
[26]  0.099884058  0.065986859 -0.134805184 -0.169608263 -0.003829509
[31] -0.187579863 -0.069119194 -0.149853374 -0.244531155  0.113861008
[36]  0.101244571  0.498849285  0.096246256  0.063238126 -0.099067505
[41] -0.115729438 -0.024837988 -0.131630244 -0.083456103 -0.113678111
[46] -0.197555006  0.085014538  0.084918698  0.354302982
> (mypacf <- c(rpacf$acf))
 [1]  0.130124423  0.129885630 -0.306303266 -0.190962009  0.113051190
 [6] -0.367270204 -0.136120223 -0.156215032 -0.623944849  0.117186089
[11]  0.006498493  0.548553035 -0.088189500 -0.149266486 -0.000595169
[16]  0.007044159 -0.060574788  0.002180554 -0.006257653  0.038299105
[21]  0.046521398 -0.121562831  0.034577584 -0.004882881 -0.044140802
[26]  0.056127113 -0.058161224  0.025985436  0.024399448 -0.008599515
[31] -0.019206354  0.001710437  0.040144379 -0.027858164  0.006338761
[36] -0.070656513  0.041943414  0.075064566 -0.040453514  0.047840183
[41] -0.059011856  0.031219530 -0.017724120  0.051418361 -0.003253355
[46]  0.017840654 -0.017397181 -0.092815955
> 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/4ph6n1363701246.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/530sn1363701246.tab") 
> 
> try(system("convert tmp/14lwq1363701246.ps tmp/14lwq1363701246.png",intern=TRUE))
character(0)
> try(system("convert tmp/2dw8s1363701246.ps tmp/2dw8s1363701246.png",intern=TRUE))
character(0)
> try(system("convert tmp/32z9z1363701246.ps tmp/32z9z1363701246.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.795   0.277   2.049