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(0.45,0.44,0.42,0.43,0.43,0.47,0.47,0.47,0.47,0.48,0.48,0.48,0.49,0.49,0.47,0.5,0.51,0.5,0.49,0.5,0.51,0.51,0.5,0.53,0.5,0.49,0.46,0.46,0.47,0.49,0.5,0.5,0.51,0.5,0.52,0.5,0.48,0.47,0.43,0.42,0.45,0.5,0.52,0.52,0.51,0.52,0.52,0.51,0.51,0.51,0.48,0.49,0.47,0.51,0.5,0.51,0.51,0.52,0.51,0.52,0.48,0.49,0.47,0.44,0.44,0.47,0.51,0.51,0.52,0.52,0.52,0.52)
> 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/127ge1395133851.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/2avjp1395133852.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/39i141395133852.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  0.761589938  0.496539459  0.181796754 -0.018384684
 [6] -0.184200234 -0.230893995 -0.204719114 -0.111332630 -0.032300571
[11]  0.104846972  0.219914618  0.276044392  0.199819393  0.055685006
[16] -0.133032829 -0.230789466 -0.271402533 -0.282758492 -0.277965723
[21] -0.209549957 -0.109659124  0.040746325  0.176249090  0.343226921
[26]  0.385425925  0.271520561  0.086665462 -0.053057930 -0.155649217
[31] -0.195988154 -0.198372598 -0.115054148 -0.006067195  0.129834304
[36]  0.226410660  0.316083934  0.262212960  0.154238764 -0.025657080
[41] -0.164283954 -0.229892660 -0.232277104 -0.209815433 -0.176039685
[46] -0.132744162 -0.061013920 -0.047523765 -0.010707670
> (mypacf <- c(rpacf$acf))
 [1]  0.761589938 -0.198770470 -0.297847751  0.046017253 -0.132446792
 [6]  0.030691404  0.062184159  0.032079899 -0.029936448  0.195074909
[11]  0.091794732 -0.055315037 -0.146526524 -0.117418922 -0.123280173
[16]  0.113387842  0.030836089 -0.202409970 -0.096950037  0.077955359
[21]  0.043764386  0.136306847  0.068191730  0.178579896 -0.004225878
[26] -0.199487933 -0.024902432  0.063884550 -0.031260441  0.015877184
[31] -0.002621129  0.053091623  0.056629755  0.048510797 -0.082113416
[36]  0.053779882 -0.121510946  0.006108934  0.045638634 -0.014492644
[41]  0.011164947 -0.057059275  0.008349603 -0.074931369 -0.050855546
[46] -0.030120121 -0.209252543  0.034895538
> 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/4m8vz1395133852.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/5kikj1395133852.tab") 
> 
> try(system("convert tmp/127ge1395133851.ps tmp/127ge1395133851.png",intern=TRUE))
character(0)
> try(system("convert tmp/2avjp1395133852.ps tmp/2avjp1395133852.png",intern=TRUE))
character(0)
> try(system("convert tmp/39i141395133852.ps tmp/39i141395133852.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.689   0.625   3.308