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)

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(1143,1162,1169,1184,1169,1189,1192,1198,1168,1179,1173,1172,1125,1127,1123,1132,1114,1127,1129,1139,1117,1131,1132,1140,1105,1126,1129,1139,1123,1101,1110,1128,1101,1134,1139,1137,1141,1165,1146,1134,1141,1159,1166,1192,1171,1179,1181,1195,1167,1176,1181,1197,1194,1173,1179,1184,1193,1193,1193,1191,1222,1198,1218,1219,1260,1235,1256,1258,1295,1294,1318,1262)
> 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/11ngm1413637948.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/2rlcb1413637948.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/3e9a71413637948.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 -0.362355468  0.182027391 -0.341639611  0.463026205
 [6] -0.295866336  0.252487933 -0.371449314  0.295174462 -0.173856899
[11]  0.180952492 -0.304882423  0.192741125 -0.102143739  0.040181063
[16] -0.103473498  0.119810506 -0.019759947  0.033513509 -0.041309644
[21]  0.052558645 -0.022555827 -0.077675753  0.016608384  0.070401932
[26] -0.052185779  0.008207817  0.070233253 -0.056502239 -0.019139785
[31] -0.037422731 -0.048683581  0.033277799  0.099185053 -0.064775095
[36] -0.032606805  0.002383396  0.091201771 -0.132168953  0.032795936
[41] -0.085718375  0.105296786 -0.003922349  0.059404728 -0.137823314
[46]  0.129198617 -0.127264196  0.119173789 -0.162732427
> (mypacf <- c(rpacf$acf))
 [1] -0.362355468  0.058392993 -0.298443578  0.319767847 -0.069048314
 [6]  0.090449575 -0.159871998 -0.016583682  0.062662687 -0.057805607
[11] -0.063888990 -0.059007844  0.047426781 -0.177752409  0.073195685
[16]  0.017108732  0.063473463  0.020736353 -0.004108417  0.069834292
[21] -0.087804778 -0.120161403 -0.010876008  0.103071158 -0.118972822
[26]  0.095472167  0.135393810 -0.118317475 -0.018307797 -0.074987976
[31] -0.104546055 -0.003391529  0.124138071  0.018096308 -0.013156086
[36] -0.086431428  0.071322971 -0.095007383 -0.055270811 -0.031555944
[41]  0.010646971  0.085764246 -0.006612095 -0.005789142  0.011406061
[46] -0.115006967  0.026745700 -0.014809021
> 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/4b5wf1413637948.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/5rxq41413637948.tab") 
> 
> try(system("convert tmp/11ngm1413637948.ps tmp/11ngm1413637948.png",intern=TRUE))
character(0)
> try(system("convert tmp/2rlcb1413637948.ps tmp/2rlcb1413637948.png",intern=TRUE))
character(0)
> try(system("convert tmp/3e9a71413637948.ps tmp/3e9a71413637948.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.179   0.182   1.367