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)

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> x <- c(0,-2,-4,-6,-2,1,7,2,2,13,7,-1,1,0,0,5,3,6,7,-6,-8,-5,-14,-13,-15,-14,-10,-14,-18,-22,-24,-17,-16,-17,-22,-25,-18,-23,-20,-9,-4,0,3,14,13,12,16,7,2,1,7,10,3,2,12,14,11,13,17,14,7,16,5,5,15,9,4,-9,-14,-4,-19,-10,-22)
> 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/1f1ee1395071772.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/2irxz1395071772.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/3e7bk1395071772.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 -0.170157448 -0.074035753  0.163716040 -0.066649798
 [6]  0.128207417 -0.125586659  0.023017202  0.103031332 -0.171560115
[11]  0.110978817  0.010918909 -0.007594507 -0.094312901 -0.006031815
[16]  0.159490707 -0.149385207 -0.119471943  0.140699416 -0.016220505
[21] -0.061208974 -0.083996250 -0.017458815  0.023258682 -0.170347801
[26]  0.117952002 -0.037990442 -0.092306532  0.018290133 -0.136154901
[31]  0.057069720 -0.111070383 -0.066380587  0.117308439 -0.021174612
[36] -0.008855925 -0.069016076  0.086825270  0.085667261 -0.091748470
[41]  0.077340802 -0.011613310 -0.069319371  0.044542481 -0.044016481
[46]  0.051980430  0.082642398 -0.090520269  0.122160292
> (mypacf <- c(rpacf$acf))
 [1] -0.170157448 -0.106060128  0.137206602 -0.022094240  0.144836695
 [6] -0.119127515  0.020320999  0.050411963 -0.106061165  0.059375799
[11]  0.019537047  0.043246429 -0.148126960  0.011823806  0.098258211
[16] -0.072744981 -0.139202215  0.062897604  0.035561752 -0.056338864
[21] -0.085698679 -0.077507148 -0.017258496 -0.119774819  0.092141693
[26] -0.077573267 -0.020305173 -0.034055209 -0.157337206 -0.062797979
[31] -0.071587997 -0.008807172 -0.041925011  0.085129841 -0.008269241
[36] -0.098239341  0.017289345  0.080583173 -0.006033052 -0.005967737
[41] -0.006196199 -0.092383927 -0.038533012 -0.065135270 -0.003570315
[46]  0.107566376 -0.015368321  0.021000345
> 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/4x1qo1395071772.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/5snno1395071772.tab") 
> 
> try(system("convert tmp/1f1ee1395071772.ps tmp/1f1ee1395071772.png",intern=TRUE))
character(0)
> try(system("convert tmp/2irxz1395071772.ps tmp/2irxz1395071772.png",intern=TRUE))
character(0)
> try(system("convert tmp/3e7bk1395071772.ps tmp/3e7bk1395071772.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.995   0.626   3.598