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(9.27,9.30,9.35,9.33,9.37,9.42,9.45,9.38,9.40,9.43,9.45,9.49,9.47,9.48,9.52,9.53,9.53,9.54,9.57,9.61,9.61,9.63,9.64,9.60,9.64,9.66,9.67,9.70,9.72,9.73,9.77,9.72,9.68,9.62,9.79,9.77,9.79,9.77,9.78,9.81,9.74,9.70,9.78,9.85,9.83,9.90,9.93,9.85,9.95,9.97,10.02,9.97,9.95,9.95,9.98,10.00,10.04,10.05,10.06,10.09,10.14,10.13,10.12,10.10,10.12,10.06,10.21,10.18,10.26,10.39,10.41,10.46)
> 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/fisher/rcomp/tmp/1o1v01385056447.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/2iwds1385056447.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/3rbky1385056447.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 -0.217021467 -0.030970379 -0.024103099 -0.019383695
 [6] -0.030664144 -0.034954897 -0.054726737  0.009177567  0.074356035
[11]  0.024513934  0.006562327  0.051936652 -0.139401317  0.112332904
[16] -0.028830323  0.111323571 -0.205810750  0.077377110 -0.143685276
[21]  0.092067293  0.113496443 -0.179064723  0.052810749  0.152746579
[26]  0.011319418  0.068115709 -0.125770587 -0.024196546 -0.065165008
[31]  0.087530297 -0.177982197  0.195998921 -0.108248146  0.085193091
[36] -0.001727171 -0.118754099 -0.006650006 -0.086544166  0.003380379
[41]  0.042638718 -0.003817748  0.016410048 -0.075606868  0.089293103
[46] -0.003142467 -0.052320183 -0.010877563 -0.003345897
> (mypacf <- c(rpacf$acf))
 [1] -0.217021467 -0.081927336 -0.051933104 -0.041666548 -0.051641407
 [6] -0.062648850 -0.090864667 -0.039146095  0.054196189  0.046237875
[11]  0.024836465  0.066144327 -0.117148624  0.070406150  0.014396525
[16]  0.143819093 -0.155035888  0.013523243 -0.174946583  0.028688920
[21]  0.132398878 -0.128738914 -0.012976883  0.127220708  0.076632135
[26]  0.119569018 -0.044894988 -0.039789585 -0.064643151  0.017726547
[31] -0.110256410  0.116950430 -0.047303407  0.027995974 -0.048452478
[36] -0.198316289 -0.023561142 -0.094248175 -0.073145599  0.007777422
[41] -0.042718880 -0.003283501  0.040348142 -0.035434642  0.073577323
[46] -0.114103920  0.039412709 -0.092528938
> 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/4h8wt1385056447.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/5xsrd1385056447.tab") 
> 
> try(system("convert tmp/1o1v01385056447.ps tmp/1o1v01385056447.png",intern=TRUE))
character(0)
> try(system("convert tmp/2iwds1385056447.ps tmp/2iwds1385056447.png",intern=TRUE))
character(0)
> try(system("convert tmp/3rbky1385056447.ps tmp/3rbky1385056447.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.731   0.412   2.125