R version 3.0.2 (2013-09-25) -- "Frisbee Sailing"
Copyright (C) 2013 The R Foundation for Statistical Computing
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(16.3,16.37,16.38,16.37,16.42,16.43,16.44,16.53,16.55,16.56,16.6,16.61,16.62,16.64,16.61,16.74,16.87,16.89,16.89,16.99,17.06,17.1,17.11,17.17,17.17,17.21,17.37,17.43,17.44,17.46,17.42,17.47,17.45,17.44,17.46,17.47,17.47,17.56,17.61,17.61,17.6,17.57,17.59,17.59,17.68,17.73,17.75,17.75,17.75,17.85,18.06,18.05,18.16,18.2,18.21,18.33,18.36,18.37,18.4,18.47,18.49,18.5,18.53,18.56,18.6,18.61,18.62,18.61,18.65,18.77,18.78,18.78,18.8,18.85,18.85,18.98,19.06,19.08,19.19,19.21,19.29,19.3,19.36,19.36)
> 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/wessaorg/rcomp/tmp/114vc1384333698.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/2trg91384333698.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/34e4n1384333698.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  0.012875228 -0.101411266  0.059543626 -0.088160474
 [6]  0.051620970  0.131230551 -0.018914311 -0.087404566 -0.061720376
[11] -0.027591013  0.069251833 -0.062752044 -0.105288182 -0.152147764
[16] -0.139548215 -0.070858189 -0.176840711  0.024121175  0.124554564
[21] -0.136648366 -0.059513166 -0.080075716  0.063471092  0.073952624
[26]  0.080628450  0.092044599  0.020730322 -0.002064550  0.101192862
[31]  0.134871726  0.032513368 -0.015153079  0.030070661  0.075946615
[36] -0.003321994 -0.013139808  0.013418484  0.001818846 -0.065239225
[41]  0.013395396 -0.134301980 -0.015902425  0.101488550 -0.063200031
[46] -0.088960128 -0.094978958 -0.113067126 -0.020756164
> (mypacf <- c(rpacf$acf))
 [1]  1.287523e-02 -1.015939e-01  6.295007e-02 -1.020599e-01  7.037404e-02
 [6]  1.064500e-01 -3.429587e-04 -8.080062e-02 -6.677961e-02 -2.341968e-02
[11]  5.572609e-02 -9.368949e-02 -9.103681e-02 -1.609904e-01 -1.286323e-01
[16] -1.252007e-01 -2.560041e-01 -1.735010e-02  1.066989e-01 -1.078702e-01
[21] -9.050867e-02 -1.750943e-01  8.390792e-02 -2.705846e-02  1.953883e-02
[26]  6.672806e-02  5.283940e-02 -7.516233e-03 -3.726134e-02 -3.001411e-05
[31]  2.361371e-03 -6.481475e-02  3.213517e-02  2.365183e-02 -3.123503e-02
[36] -4.932344e-02 -7.000415e-02  3.358530e-02 -2.308403e-02  9.684615e-02
[41] -9.733301e-02  3.435839e-02  1.887477e-01 -1.738207e-02 -6.808580e-02
[46] -7.296738e-02  3.857324e-03 -3.007064e-02
> 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/40ep01384333698.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/567up1384333698.tab") 
> 
> try(system("convert tmp/114vc1384333698.ps tmp/114vc1384333698.png",intern=TRUE))
character(0)
> try(system("convert tmp/2trg91384333698.ps tmp/2trg91384333698.png",intern=TRUE))
character(0)
> try(system("convert tmp/34e4n1384333698.ps tmp/34e4n1384333698.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.928   0.407   2.313