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(55.64,56.13,56.69,56.8,56.93,57,57.01,57.21,57.17,57.36,57.29,57.26,57.29,57.68,58.19,58.34,58.46,58.67,58.72,58.74,58.77,58.84,59.13,59.12,59.12,59.33,59.49,59.67,59.7,59.73,59.74,59.62,59.6,59.98,60.05,60.06,60.1,60.18,60.38,60.52,60.78,60.72,60.72,60.86,60.99,61.11,61.17,61.19,61.19,61.22,61.19,60.82,60.6,60.15,60.14,60.2,60.36,60.38,60.44,60.47)
> 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/1rrcd1395094111.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/2ptas1395094111.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/39g0m1395094111.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  0.93790806  0.88106545  0.83544783  0.79046539  0.74807127
 [7]  0.70504976  0.65984156  0.61331569  0.56138238  0.51007422  0.45422632
[13]  0.39297291  0.32641551  0.26646183  0.21938317  0.17570486  0.13388559
[19]  0.09775558  0.06143071  0.02274679 -0.01591866 -0.05445714 -0.08537328
[25] -0.11865584 -0.15443305 -0.18648649 -0.21519575 -0.23602371 -0.25617017
[31] -0.27705290 -0.29838862 -0.32508111 -0.35427073 -0.37269316 -0.38815355
[37] -0.40183606 -0.41504234 -0.42589627 -0.42837385 -0.42534351 -0.41419351
[43] -0.40590115 -0.39902232 -0.38819281 -0.37274737 -0.35305045 -0.32651717
[49] -0.29576416
> (mypacf <- c(rpacf$acf))
 [1]  0.937908058  0.011584327  0.064808166 -0.012184185  0.005325510
 [6] -0.025892855 -0.039165086 -0.039655287 -0.077350154 -0.034383825
[11] -0.081700488 -0.089444656 -0.104583311 -0.009956857  0.054525455
[16]  0.006018411  0.003869587  0.029994044 -0.010432276 -0.037079317
[21] -0.033128381 -0.043062756  0.017603014 -0.060422131 -0.071126167
[26] -0.043171215 -0.032488672  0.027168858 -0.018708321 -0.023217761
[31] -0.028880131 -0.066224163 -0.072376108  0.024717019 -0.019666399
[36] -0.012210061 -0.027113184 -0.026401799  0.025546011  0.025559875
[41]  0.068814045 -0.019191302 -0.007282630  0.010829162  0.018096289
[46] -0.002765548  0.032299501  0.043094574
> 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/46l8d1395094111.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/5xme81395094111.tab") 
> 
> try(system("convert tmp/1rrcd1395094111.ps tmp/1rrcd1395094111.png",intern=TRUE))
character(0)
> try(system("convert tmp/2ptas1395094111.ps tmp/2ptas1395094111.png",intern=TRUE))
character(0)
> try(system("convert tmp/39g0m1395094111.ps tmp/39g0m1395094111.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.256   0.442   2.702