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)

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(55.7,59.2,59.8,61.6,65.8,64.2,67,62.8,65.5,75.2,80.9,83.2,83.7,86.4,85.9,80.4,81.8,87.5,83.7,87,99.7,101.4,101.9,115.7,123.2,136.9,146.8,149.6,146.5,157,147.9,133.6,128.7,100.8,91.8,89.3,96.7,91.6,93.3,93.3,101,100.4,86.9,83.9,80.3,87.7,92.7,95.5,92,87.4,86.8,83.7,85,81.7,90.9,101.5,113.8,120.1,122.1,132.5,140,149.4,144.3,154.4,151.4,145.5,136.8,146.6,145.1,133.6,131.4,127.5,130.1,131.1,132.3,128.6,125.1,128.7,156.1,163.2,159.8,157.4,156.2,152.5,149.4,145.9,144.8,135.9,137.6,136,117.7,111.5,107.8,107.3,102.6,101,98.3,102.7,110.8,112.8,113.4,104.3,93.8,90.5)
> 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/1kjn91419934534.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/2gd7i1419934534.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/3yf0h1419934534.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  0.346332394  0.149021784  0.100038042  0.087404532
 [6] -0.010217635 -0.021846371 -0.073844987 -0.208462285 -0.053813702
[11] -0.090889050  0.077301461 -0.160718845 -0.194117243 -0.086810900
[16]  0.086516947  0.070383448  0.009663695  0.091061340  0.085449491
[21]  0.112879432  0.033700877 -0.051044907 -0.121689264 -0.193042425
[26] -0.110139993 -0.104651460 -0.055422770 -0.108432651 -0.136489771
[31] -0.121942306  0.032996048  0.102037711  0.031266094  0.029422566
[36]  0.026889860  0.037463820  0.081707845  0.148337050  0.019629403
[41] -0.038522993 -0.025149252  0.024837494  0.021138815 -0.071682153
[46] -0.216099384 -0.117554071 -0.070837375 -0.005511795
> (mypacf <- c(rpacf$acf))
 [1]  0.346332394  0.033038497  0.044011054  0.041120513 -0.068175488
 [6] -0.010529554 -0.071401712 -0.184340583  0.100483646 -0.082428590
[11]  0.182407178 -0.262894426 -0.104861190  0.042313797  0.131085272
[16]  0.031825329 -0.036372022  0.054071100  0.096672852 -0.056039922
[21] -0.040001115 -0.171239660  0.036279879 -0.150627168 -0.003000829
[26] -0.105037343  0.095695834 -0.012490693 -0.141883132 -0.130472293
[31]  0.185857793  0.106942520  0.019026730 -0.201859584  0.054162725
[36] -0.078389167  0.117263001 -0.046569992  0.001319125  0.004958846
[41]  0.044731170 -0.102938931  0.039462013 -0.053683942 -0.056339338
[46] -0.108180202 -0.040015191  0.066701556
> 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/4g1541419934534.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/5bje81419934534.tab") 
> 
> try(system("convert tmp/1kjn91419934534.ps tmp/1kjn91419934534.png",intern=TRUE))
character(0)
> try(system("convert tmp/2gd7i1419934534.ps tmp/2gd7i1419934534.png",intern=TRUE))
character(0)
> try(system("convert tmp/3yf0h1419934534.ps tmp/3yf0h1419934534.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.379   0.229   1.614