R version 3.0.2 (2013-09-25) -- "Frisbee Sailing"
Copyright (C) 2013 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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> x <- c(876,819,610,757,840,745,662,563,624,588,754,705,661,737,542,709,787,689,601,467,555,471,718,676,700,781,596,779,727,692,560,517,572,491,639,585,596,617,445,615,571,592,580,487,540,546,649,620,593,528,492,570,592,512,475,405,540,472,567,538,508,578,466,540,515,550,485,355,386,365,417,356)
> 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/1uls41413534657.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/27c8s1413534657.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/335hr1413534657.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 -0.396793970  0.078338433 -0.114318464 -0.290639546
 [6]  0.424652531 -0.288514034  0.403650814 -0.391735797  0.001281092
[11]  0.040317712 -0.282732264  0.677373686 -0.313167352  0.097382587
[16] -0.124271647 -0.206074756  0.318330717 -0.218864581  0.358202342
[21] -0.289880821 -0.022119859  0.019889377 -0.188334472  0.485929127
[26] -0.251091169  0.053427092 -0.099048025 -0.145069783  0.263801605
[31] -0.165418615  0.226754266 -0.165260856 -0.061120613  0.067615419
[36] -0.152873743  0.355031467 -0.160516628  0.043012105 -0.077746614
[41] -0.120054000  0.193758076 -0.103245278  0.152553558 -0.163807020
[46] -0.036635089  0.031565058 -0.068542673  0.223808613
> (mypacf <- c(rpacf$acf))
 [1] -0.39679397 -0.09388950 -0.14078160 -0.47092734  0.14127122 -0.15975629
 [7]  0.26083643 -0.31010242 -0.03617112 -0.25310498 -0.31527930  0.29867260
[13]  0.18396777 -0.07204627  0.10025394 -0.08534714 -0.07882442 -0.09692127
[19]  0.02515813  0.11968669  0.01182470 -0.06720026  0.07832645 -0.03178238
[25] -0.04376209 -0.14559616  0.03051875 -0.02840116  0.02453932 -0.01677732
[31] -0.07191005 -0.01603223 -0.07614578 -0.02362397  0.01431770  0.01212498
[37]  0.07740136  0.11730852 -0.04458775  0.05888489 -0.09756461  0.04955826
[43] -0.03064213 -0.10765107  0.03453815 -0.03212008 -0.04044646 -0.04991216
> 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/4k5l91413534657.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/5xm1p1413534657.tab") 
> 
> try(system("convert tmp/1uls41413534657.ps tmp/1uls41413534657.png",intern=TRUE))
character(0)
> try(system("convert tmp/27c8s1413534657.ps tmp/27c8s1413534657.png",intern=TRUE))
character(0)
> try(system("convert tmp/335hr1413534657.ps tmp/335hr1413534657.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.208   0.182   1.401