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(-2.5,4.4,13.7,12.3,13.4,2.2,1.7,-7.2,-4.8,-2.9,-2.4,-2.5,-5.3,-7.1,-8,-8.9,-7.7,-1.1,4,9.6,10.9,13,14.9,20.1,10.8,11,3.8,10.8,7.6,10.2,2.2,-0.1,-1.7,-4.8,-9.9,-13.5,-18.1,-18,-15.7,-15.2,-15.1,-17.9,-14.5,-9.4,-4.2,-2.2,4.5,12.4,15.8,11.5,14.1,18.8,26.1,27.9,25.4,23.4,11.5,9.9,8.1,12.6,8.2,5.4,1,-2.9,-3.7,-7,-7.2,-11.8,-2.1,1.2,2.5,4.8,-6.6,-16,-22.7,-17.7,-18.2,-18.9,-16,-12.2,-17.1,-18.6,-17.5,-24.9)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '36'
> par8 <- ''
> par7 <- '0.95'
> par6 <- 'White Noise'
> par5 <- '12'
> par4 <- '0'
> par3 <- '0'
> par2 <- '1'
> par1 <- '36'
> #'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/19rrd1384796811.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/2gdh01384796811.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/3h5oe1384796811.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  0.903811948  0.793008807  0.646513676  0.529052733
 [6]  0.421382366  0.318662561  0.207702778  0.083278473 -0.039811146
[11] -0.176816720 -0.296574658 -0.392843667 -0.430492979 -0.439748654
[16] -0.417780954 -0.383702774 -0.366971666 -0.347160192 -0.320000044
[21] -0.291853340 -0.254067044 -0.219582171 -0.153921594 -0.095892121
[26] -0.038865876 -0.015773825  0.001073543  0.011615983  0.037949075
[31]  0.067933655  0.090778051  0.104779064  0.095230326  0.088171920
[36]  0.079835133  0.090917324
> (mypacf <- c(rpacf$acf))
 [1]  0.903811948 -0.130333730 -0.254615575  0.102337766 -0.006111844
 [6] -0.123485652 -0.125373760 -0.145749275 -0.078906332 -0.206679671
[11] -0.082996219  0.006007792  0.153409687  0.010353896  0.034521312
[16]  0.077305005 -0.145465859 -0.050525224  0.028235849 -0.149145515
[21] -0.076341843 -0.112955593  0.165832714 -0.009876174 -0.033342764
[26] -0.054350961  0.070004373  0.021845054 -0.002736313  0.004432654
[31] -0.046249973 -0.110321476 -0.098835023  0.015460524  0.091529307
[36]  0.088250846
> 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/4lthe1384796811.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/55ww11384796811.tab") 
> 
> try(system("convert tmp/19rrd1384796811.ps tmp/19rrd1384796811.png",intern=TRUE))
character(0)
> try(system("convert tmp/2gdh01384796811.ps tmp/2gdh01384796811.png",intern=TRUE))
character(0)
> try(system("convert tmp/3h5oe1384796811.ps tmp/3h5oe1384796811.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.474   0.536   2.980