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(1.64,1.65,1.65,1.66,1.67,1.67,1.68,1.68,1.69,1.7,1.71,1.72,1.72,1.73,1.73,1.73,1.73,1.74,1.75,1.75,1.75,1.76,1.76,1.76,1.77,1.78,1.78,1.79,1.79,1.79,1.79,1.79,1.83,1.83,1.83,1.83,1.84,1.84,1.84,1.85,1.85,1.85,1.86,1.86,1.86,1.87,1.87,1.88,1.88,1.88,1.89,1.89,1.9,1.91,1.91,1.91,1.91,1.91,1.92,1.92,1.92,1.93,1.94,1.94,1.94,1.95,1.95,1.95,1.95,1.96,1.96,1.97)
> 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/1zeoj1413831382.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/21ykd1413831382.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/3e6us1413831382.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  0.95312578  0.91019437  0.86568584  0.82401613  0.78314593
 [7]  0.74006777  0.69826225  0.65581493  0.61369399  0.57284570  0.53530937
[13]  0.50076958  0.46496809  0.43028154  0.39589946  0.35883627  0.32051138
[19]  0.28377456  0.24783726  0.21251986  0.17798007  0.14392437  0.11064628
[25]  0.07563335  0.04189307  0.01256875 -0.01943669 -0.04686847 -0.07571966
[31] -0.10693654 -0.13706038 -0.16844592 -0.18937863 -0.20953373 -0.23063511
[37] -0.25284047 -0.27078759 -0.29031184 -0.31062465 -0.32950710 -0.33975917
[43] -0.35127294 -0.36072550 -0.37080891 -0.38246944 -0.38955631 -0.39727403
[49] -0.40057580
> (mypacf <- c(rpacf$acf))
 [1]  0.953125780  0.019067126 -0.037981097  0.005894179 -0.011465038
 [6] -0.047245925 -0.012134379 -0.029299310 -0.024225786 -0.011437490
[11]  0.011864786  0.010141888 -0.034523573 -0.012365048 -0.017922827
[16] -0.056139013 -0.044285204 -0.010278355 -0.020689089 -0.022301071
[21] -0.016139031 -0.020736024 -0.021201873 -0.048290193 -0.019696456
[26]  0.015470726 -0.060756577  0.014874812 -0.036330895 -0.063913186
[31] -0.022786486 -0.043826781  0.071845629 -0.012760838 -0.044143393
[36] -0.037142265  0.016924263 -0.052676713 -0.040681153 -0.021127424
[41]  0.059708673 -0.036691051 -0.003988460 -0.022771080 -0.049508708
[46]  0.016302279 -0.026244709  0.010008268
> 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/405c71413831382.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/5cjg81413831382.tab") 
> 
> try(system("convert tmp/1zeoj1413831382.ps tmp/1zeoj1413831382.png",intern=TRUE))
character(0)
> try(system("convert tmp/21ykd1413831382.ps tmp/21ykd1413831382.png",intern=TRUE))
character(0)
> try(system("convert tmp/3e6us1413831382.ps tmp/3e6us1413831382.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.178   0.212   1.406