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(2.27,2.35,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.54,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.66,2.93,2.93,2.93,2.93,2.93,2.93,2.93,2.93,2.93,2.93,2.93,2.93,2.93,3.07,3.07,3.07,3.07,3.07,3.07,3.07,3.07,3.07,3.07)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> par3 = '0'
> par2 = '0.0'
> par1 = '48'
> par8 <- ''
> par7 <- '0.95'
> par6 <- 'White Noise'
> par5 <- '12'
> par4 <- '1'
> par3 <- '0'
> par2 <- '0.0'
> 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/13tum1363733445.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/2ls7i1363733445.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/35gql1363733445.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  0.776689409  0.604780603  0.499919930  0.395059257
 [6]  0.290198583  0.185337910  0.080477237 -0.024383436 -0.129244109
[11] -0.234104783 -0.335010738 -0.401633091 -0.260690129 -0.212958076
[16] -0.165226022 -0.117493968 -0.069761914 -0.022029860  0.025702194
[21]  0.073434247  0.121166301  0.168898355  0.216630409  0.230078860
[26]  0.118975352  0.073179619  0.027383887 -0.018411846 -0.064207579
[31] -0.110003311 -0.155799044 -0.201594777 -0.247390510 -0.293186242
[36] -0.338981975 -0.299734675 -0.168044907 -0.145224857 -0.122404806
[41] -0.099584756 -0.076764705 -0.053944655 -0.031124604 -0.008304554
[46]  0.014515496  0.037335547  0.060155597 -0.002067385
> (mypacf <- c(rpacf$acf))
 [1]  0.776689409  0.003866797  0.073110149 -0.041796349 -0.051799486
 [6] -0.076186810 -0.087143031 -0.099699799 -0.112116694 -0.127159336
[11] -0.135428849 -0.070780881  0.435578933 -0.092548481  0.129811468
[16] -0.039001932  0.014441314 -0.032079782 -0.019972828 -0.028719067
[21] -0.014470032  0.003568039  0.072664889  0.022522940 -0.098749515
[26] -0.063452586 -0.010702195 -0.063631536 -0.018328710 -0.046160686
[31] -0.025332185 -0.033869605 -0.025749801 -0.040499222 -0.074621319
[36]  0.116564764  0.117296783 -0.094209659 -0.023380047 -0.088627557
[41] -0.044254401 -0.066389876 -0.042637342 -0.044884924 -0.029614642
[46]  0.004770541  0.052181478 -0.057312894
> 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/47gm21363733445.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/5ef5f1363733445.tab") 
> 
> try(system("convert tmp/13tum1363733445.ps tmp/13tum1363733445.png",intern=TRUE))
character(0)
> try(system("convert tmp/2ls7i1363733445.ps tmp/2ls7i1363733445.png",intern=TRUE))
character(0)
> try(system("convert tmp/35gql1363733445.ps tmp/35gql1363733445.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.794   0.243   2.025