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)

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> x <- c(19.4,19.4,19.4,19.5,19.5,19.5,28.7,28.7,28.7,21.8,21.8,21.8,20,20,20,22.6,22.6,22.6,22.4,22.4,22.4,18.6,18.6,18.6,16.2,16.2,16.2,13.8,13.8,13.8,24.1,24.1,24.1,19.9,19.9,19.9,22.3,22.3,22.3,20.9,20.9,20.9,23.5,23.5,23.5,23.1,23.1,23.1,25.7,25.7,25.7,19.7,19.7,19.7,23.1,23.1,23.1,20.7,20.7,20.7,18,18,18,16.9,16.9,16.9,24.4,24.4,24.4,15.5,15.5,15.5,18.4,18.4,18.4,16.2,16.2,16.2,20.6,20.6,20.6,19.8,19.8,19.8)
> 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/1scwl1384333858.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/28sh21384333858.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/3d6071384333858.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]  1.000000e+00 -3.586820e-06 -3.629520e-06 -5.183600e-01 -9.917131e-06
 [6] -9.959831e-06  1.083989e-01  1.104548e-04  1.104121e-04 -1.919845e-01
[11]  2.969802e-05  2.965532e-05  3.094058e-01  3.931625e-05  3.927355e-05
[16] -2.350152e-01 -1.663174e-05 -1.667444e-05  1.805163e-01  4.792034e-05
[21]  4.787764e-05 -4.316966e-01  4.376775e-06  4.334074e-06  4.146171e-01
[26] -4.093885e-05 -4.098155e-05 -2.466464e-01 -8.359639e-05 -8.363909e-05
[31]  1.423569e-01  3.766161e-05  3.761891e-05 -1.846210e-01 -5.284155e-05
[36] -5.288425e-05  2.946130e-01 -8.668149e-06 -8.710849e-06 -2.274670e-01
[41] -2.474479e-05 -2.478749e-05  2.055485e-01  2.120067e-05  2.115797e-05
[46] -2.537831e-01  5.124029e-06  5.081328e-06  2.364085e-01
> (mypacf <- c(rpacf$acf))
 [1] -3.586820e-06 -3.629533e-06 -5.183600e-01 -1.997931e-05 -2.008291e-05
 [6] -2.191954e-01  1.342070e-04  1.340387e-04 -3.405802e-01  2.843720e-04
[11]  2.840458e-04  7.197079e-02  3.305549e-04  3.301200e-04 -5.333327e-02
[16]  3.330604e-04  3.325605e-04  9.726402e-02  2.484717e-04  2.479985e-04
[21] -4.279096e-01  3.908822e-04  3.902553e-04 -1.233282e-01  3.495078e-04
[26]  3.487960e-04 -2.264330e-01  5.894764e-04  5.883777e-04 -1.843019e-01
[31]  8.701203e-04  8.683981e-04 -1.469690e-01  1.152792e-03  1.150197e-03
[36]  1.992769e-02  9.871858e-04  9.846294e-04 -4.098849e-02  9.811008e-04
[41]  9.782674e-04 -6.926692e-02  8.929209e-04  8.900801e-04 -1.503155e-01
[46]  1.105151e-03  1.101636e-03 -1.919635e-01
> 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/4n11n1384333858.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/5t62u1384333858.tab") 
> 
> try(system("convert tmp/1scwl1384333858.ps tmp/1scwl1384333858.png",intern=TRUE))
character(0)
> try(system("convert tmp/28sh21384333858.ps tmp/28sh21384333858.png",intern=TRUE))
character(0)
> try(system("convert tmp/3d6071384333858.ps tmp/3d6071384333858.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.889   0.386   2.254