R version 3.0.3 (2014-03-06) -- "Warm Puppy"
Copyright (C) 2014 The R Foundation for Statistical Computing
Platform: i686-pc-linux-gnu (32-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(8584,5522,6423,5173,5583,5716,4752,4977,4999,5285,5747,1713,9923,6737,7433,6388,6855,7658,6585,6847,6353,7361,6929,1714,11798,8378,8131,7676,7505,8168,6455,6141,6554,6888,5339,1624,9187,5047,5289,4169,3862,4253,3768,3066,4108,3890,3420,1221,5984,4064,5151,4027,3530,4819,3855,3584,4322,4154,4656,1464,7780,5060,6084,4778,4989,4903,4142,4101,4595,5034,5407,1782,8395,5291,6116,4210,4621,5299,4293,4542,3831,4360,4088,1508)
> 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/1v6jp1395058643.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/2awcr1395058643.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/3e0p21395058643.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  0.136861667  0.358883481  0.284061363  0.321760329
 [6]  0.303513611  0.085412142  0.241235127  0.232705803  0.130275579
[11]  0.159406582 -0.088830348  0.648297406 -0.083939312  0.095143282
[16]  0.009837726  0.041789355  0.041462335 -0.145112372 -0.026861673
[21] -0.021060516 -0.108434220 -0.061956022 -0.256251812  0.336772028
[26] -0.188511031 -0.044629490 -0.111607362 -0.051122847 -0.034745508
[31] -0.164567458 -0.057519426 -0.024903910 -0.082366304 -0.034486995
[36] -0.198514457  0.281656543 -0.137771386 -0.031763774 -0.097414419
[41] -0.046978279 -0.030425124 -0.139129596 -0.050609323 -0.038968371
[46] -0.070608242 -0.050585971 -0.199697178  0.193754717
> (mypacf <- c(rpacf$acf))
 [1]  0.136861667  0.346645421  0.236898420  0.209179819  0.167979593
 [6] -0.153684312 -0.010575175  0.116954147 -0.017779174  0.016537586
[11] -0.275327376  0.682666531 -0.344865538 -0.317199561 -0.225064773
[16] -0.085455033 -0.018995879  0.127691727 -0.013465995 -0.091246670
[21] -0.003770966  0.083836734  0.196295938 -0.149439466  0.050978020
[26] -0.055810545 -0.025606175  0.057128458  0.022593571 -0.050237402
[31]  0.022404144  0.091004012  0.075789527 -0.006965560 -0.164965510
[36] -0.004413633 -0.196063844 -0.048606842  0.025769145 -0.037905672
[41]  0.007257844  0.054475123  0.070720321 -0.068895037  0.010871177
[46] -0.089169086 -0.049126032 -0.085318606
> 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/4589t1395058643.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/58exp1395058643.tab") 
> 
> try(system("convert tmp/1v6jp1395058643.ps tmp/1v6jp1395058643.png",intern=TRUE))
character(0)
> try(system("convert tmp/2awcr1395058643.ps tmp/2awcr1395058643.png",intern=TRUE))
character(0)
> try(system("convert tmp/3e0p21395058643.ps tmp/3e0p21395058643.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.002   0.398   2.404