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(103.1,113.5,115.7,113.1,112.7,121.9,120.3,108.7,102.8,83.4,79.4,77.8,85.7,83.2,82,86.9,95.7,97.9,89.3,91.5,86.8,91,93.8,96.8,95.7,91.4,88.7,88.2,87.7,89.5,95.6,100.5,106.3,112,117.7,125,132.4,138.1,134.7,136.7,134.3,131.6,129.8,131.9,129.8,119.4,116.7,112.8,116,117.5,118.8,118.7,116.3,115.2,131.7,133.7,132.5,126.9,122.2,120.2,117.9,117.2,116.4,112.3,113.6,114.2,108,102.8,102.8,101.6,100.3,101.7)
> 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/1b9su1420386400.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/2vmqd1420386400.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/3li5z1420386400.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  0.94429944  0.85632257  0.75748088  0.66242267  0.56365475
 [7]  0.47163032  0.38866360  0.30780011  0.25320544  0.21414761  0.18275686
[13]  0.13686924  0.10893795  0.09398260  0.08142763  0.06795869  0.05351670
[19]  0.03050332 -0.02019843 -0.08004278 -0.15461126 -0.23200577 -0.30687371
[25] -0.36616070 -0.41213632 -0.44641273 -0.45881396 -0.45636050 -0.43725560
[31] -0.40839937 -0.36413906 -0.32424126 -0.29096460 -0.25963112 -0.22556624
[37] -0.19622551 -0.16725306 -0.14287265 -0.14306113 -0.14940796 -0.15126638
[43] -0.14769566 -0.15174034 -0.15591518 -0.15123691 -0.12994052 -0.09776122
[49] -0.05537980
> (mypacf <- c(rpacf$acf))
 [1]  0.944299436 -0.326678879 -0.070518505  0.016580372 -0.124701618
 [6]  0.026805679  0.000511026 -0.098461479  0.225689127 -0.037365609
[11] -0.054671067 -0.167805416  0.213056596  0.008247512 -0.080002531
[16] -0.002976311 -0.016309964 -0.108116039 -0.233015209 -0.095946730
[21] -0.116933663  0.003065518  0.016094214 -0.064247054  0.015338844
[26]  0.033834909  0.013349231 -0.047713788  0.063314229  0.096073466
[31]  0.024929374 -0.111712341 -0.076263243  0.025338092  0.070374114
[36] -0.048176543  0.115238134 -0.026560817 -0.157454697  0.044155136
[41]  0.016695939 -0.060958286 -0.036720617 -0.032263436 -0.002055477
[46]  0.105498994 -0.073545843 -0.037866424
> 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/4j6ex1420386400.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/5w5vh1420386400.tab") 
> 
> try(system("convert tmp/1b9su1420386400.ps tmp/1b9su1420386400.png",intern=TRUE))
character(0)
> try(system("convert tmp/2vmqd1420386400.ps tmp/2vmqd1420386400.png",intern=TRUE))
character(0)
> try(system("convert tmp/3li5z1420386400.ps tmp/3li5z1420386400.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.229   0.219   1.455