R version 3.1.0 (2014-04-10) -- "Spring Dance"
Copyright (C) 2014 The R Foundation for Statistical Computing
Platform: i686-pc-linux-gnu (32-bit)

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> x <- c(8.7,8.7,8.6,8.5,8.3,8,8.2,8.1,8.1,8,7.9,7.9,8,8,7.9,8,7.7,7.2,7.5,7.3,7,7,7,7.2,7.3,7.1,6.8,6.4,6.1,6.5,7.7,7.9,7.5,6.9,6.6,6.9,7.7,8,8,7.7,7.3,7.4,8.1,8.3,8.1,7.9,7.9,8.3,8.6,8.7,8.5,8.3,8,8,8.8,8.7,8.5,8.1,7.8,7.7,7.5,7.2,6.9,6.6,6.5,6.6,7.7,8,7.7,7.3,7,7,7.3,7.3,7.1,7.1,7,7,7.5,7.8,7.9,8.1,8.3,8.4)
> 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/1wmfq1400671926.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/20hs01400671927.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/3ayno1400671927.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  0.376393995 -0.255994615 -0.465720402 -0.328453967
 [6]  0.143609569  0.468286723  0.265227249 -0.142027769 -0.356065498
[11] -0.299958790  0.109528692  0.543009613  0.149986646 -0.243975426
[16] -0.276792584 -0.151403827  0.145086988  0.299323425  0.076503092
[21] -0.212067730 -0.321732674 -0.242571630  0.084618618  0.387656706
[26]  0.058426659 -0.246532185 -0.268172685 -0.107693193  0.118338387
[31]  0.243793278  0.072451703 -0.154521849 -0.216781894 -0.134248013
[36]  0.127972129  0.380034077  0.111885455 -0.139518021 -0.179940597
[41] -0.103953989  0.062795014  0.169824953  0.122497981 -0.006808781
[46] -0.046133532 -0.062602348 -0.012381572  0.136484778
> (mypacf <- c(rpacf$acf))
 [1]  0.376393995 -0.463304538 -0.223026071 -0.192456303  0.202308958
 [6]  0.183360047 -0.045724450 -0.075312956 -0.038328884 -0.095548049
[11]  0.145367522  0.324281464 -0.450079848  0.080418199  0.180642784
[16]  0.024407875 -0.092861974 -0.084589040 -0.029262842 -0.040647635
[21] -0.124299840 -0.136467887 -0.042991400 -0.009975557 -0.118446063
[26] -0.037426177 -0.146904173  0.102627010 -0.120620554 -0.005217492
[31] -0.050577495 -0.043046438  0.016965959  0.018772374  0.020185583
[36]  0.119369815  0.048995181  0.098777749  0.027833682 -0.093596139
[41]  0.003882843 -0.047365716  0.072743089  0.004730972  0.077167562
[46] -0.024121693 -0.131561377 -0.053458705
> 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/4uegj1400671927.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/5clh01400671927.tab") 
> 
> try(system("convert tmp/1wmfq1400671926.ps tmp/1wmfq1400671926.png",intern=TRUE))
character(0)
> try(system("convert tmp/20hs01400671927.ps tmp/20hs01400671927.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ayno1400671927.ps tmp/3ayno1400671927.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.609   0.362   2.001