R version 3.0.2 (2013-09-25) -- "Frisbee Sailing"
Copyright (C) 2013 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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> x <- c(1.464,1.474,1.479,1.517,1.575,1.627,1.613,1.558,1.545,1.406,1.269,1.191,1.231,1.276,1.281,1.312,1.363,1.419,1.374,1.422,1.378,1.38,1.409,1.398,1.445,1.452,1.506,1.531,1.524,1.52,1.499,1.491,1.496,1.493,1.507,1.569,1.593,1.597,1.633,1.686,1.683,1.646,1.658,1.636,1.67,1.634,1.618,1.622,1.688,1.723,1.776,1.809,1.754,1.714,1.733,1.783,1.818,1.81,1.764,1.73,1.742,1.785,1.769,1.743,1.721,1.73,1.753,1.764,1.758,1.7,1.678,1.688)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '1'
> par1 = '48'
> par8 <- ''
> par7 <- '0.95'
> par6 <- 'White Noise'
> par5 <- '12'
> par4 <- '0'
> par3 <- '0'
> 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/1zcba1418912808.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/246r71418912808.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/3pfr61418912808.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]  1.00000000  0.95958200  0.89291164  0.81967278  0.75417321  0.70109697
 [7]  0.66082422  0.63696697  0.61904736  0.61035204  0.59071516  0.55600673
[13]  0.50276010  0.44077087  0.37588304  0.31432189  0.26342607  0.21927549
[19]  0.18530651  0.15054974  0.11823794  0.07810660  0.03587784 -0.01199686
[25] -0.06801945 -0.11539248 -0.15633652 -0.18742943 -0.21637030 -0.23482985
[31] -0.24901451 -0.25942982 -0.27697871 -0.30056829 -0.32243134 -0.34735246
[37] -0.37309375 -0.39943008 -0.41836836 -0.42989400 -0.43274077 -0.42636978
[43] -0.41469204 -0.40354296 -0.39795758 -0.39326638 -0.38653335 -0.37412206
[49] -0.35893265
> (mypacf <- c(rpacf$acf))
 [1]  0.959582004 -0.352085119 -0.013963997  0.091292072  0.062975963
 [6]  0.053899546  0.129156237 -0.037078637  0.119523874 -0.199920145
[11] -0.092769429 -0.140295662 -0.008235479 -0.076514202  0.003864473
[16] -0.012450062 -0.043180702 -0.010108111 -0.110458430  0.025045072
[21] -0.104962412  0.053866766 -0.096525007 -0.089116688  0.107118713
[26] -0.033025634 -0.035524634 -0.037108801  0.080350299 -0.007552740
[31]  0.041213597 -0.166134481  0.065614110  0.025704401 -0.078315747
[36] -0.124289855  0.027106709 -0.021728337  0.028646112 -0.057525339
[41]  0.078165676  0.047372223 -0.077119571 -0.037752348  0.015647529
[46]  0.139684895  0.025717254 -0.040462804
> 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/4q4iy1418912808.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/5b2dl1418912808.tab") 
> 
> try(system("convert tmp/1zcba1418912808.ps tmp/1zcba1418912808.png",intern=TRUE))
character(0)
> try(system("convert tmp/246r71418912808.ps tmp/246r71418912808.png",intern=TRUE))
character(0)
> try(system("convert tmp/3pfr61418912808.ps tmp/3pfr61418912808.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.228   0.202   1.434