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(8.27,8.25,8.22,8.21,8.12,8.16,8.15,8.1,8.09,8.02,8.03,7.98,7.95,7.92,7.96,7.96,7.94,7.83,7.77,7.8,7.78,7.78,7.8,7.81,7.95,8.02,7.99,8.01,8.03,8.05,8.05,8.06,8.07,7.99,8,8.01,8,8.09,8.1,8.12,8.29,8.32,8.36,8.38,8.48,8.45,8.41,8.38,8.38,8.34,8.41,8.34,8.22,8.27,8.18,8.19,8.19,8.13,8.06,7.99,8,7.98,7.92,7.93,7.9,7.86,7.88,7.88,7.93,7.91,7.89,7.93)
> 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/16ffp1363730623.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/2emvy1363730623.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/3x19x1363730623.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  0.94743411  0.88459002  0.81499498  0.72493772  0.63519447
 [7]  0.52594147  0.41067018  0.30581315  0.20633596  0.11715790  0.02390833
[13] -0.05831990 -0.12761142 -0.20669967 -0.27089395 -0.33012706 -0.40244343
[19] -0.45118901 -0.48818059 -0.52887735 -0.54715465 -0.55284064 -0.54748435
[25] -0.52666890 -0.51010289 -0.48974796 -0.46804285 -0.43037617 -0.39216523
[31] -0.35868519 -0.31729239 -0.27868372 -0.24815526 -0.19273723 -0.13974744
[37] -0.08709259 -0.02958123  0.02303176  0.08213404  0.14113165  0.18715068
[43]  0.22544535  0.25473875  0.27544954  0.28146522  0.27905528  0.28195192
[49]  0.27440288
> (mypacf <- c(rpacf$acf))
 [1]  0.947434113 -0.127396238 -0.091014926 -0.232378389 -0.016861862
 [6] -0.248634613 -0.081285076  0.024483771  0.032741518  0.017923092
[11] -0.146260165  0.029979288 -0.027808756 -0.223816441  0.004395462
[16] -0.053139646 -0.228632711  0.077916168  0.064538757 -0.145381563
[21]  0.074951215  0.071490539 -0.037928123 -0.016133512 -0.179107640
[26] -0.094763514 -0.068638002  0.064361387 -0.078958545  0.086718707
[31] -0.039313424 -0.063633560 -0.097816135  0.151843829 -0.054578641
[36]  0.049934084 -0.084091938  0.007528704  0.073931371 -0.016354377
[41] -0.099363997  0.031694129 -0.054544234 -0.153656387 -0.050729633
[46]  0.032475251  0.019282076  0.022607201
> 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/4ikpi1363730623.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/5ne1l1363730623.tab") 
> 
> try(system("convert tmp/16ffp1363730623.ps tmp/16ffp1363730623.png",intern=TRUE))
character(0)
> try(system("convert tmp/2emvy1363730623.ps tmp/2emvy1363730623.png",intern=TRUE))
character(0)
> try(system("convert tmp/3x19x1363730623.ps tmp/3x19x1363730623.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.769   0.273   2.019