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(100.8,100.9,101.5,101.8,102.3,102.7,103.3,104.3,103.9,104.1,104.5,104,105.3,105.3,105.7,105.7,105.3,105.6,106.5,107,106.6,106.4,105.6,105.8,106.3,105.2,104.1,103.4,102.6,101.6,101.7,101,100.7,100.8,100.3,99.8,100,100.3,100.1,100.8,100.1,99.9,100.5,100.6,99.9,99.5,99.2,98.9,98.8,98.4,98.9,98.4,98.3,98.1,98.2,97.6,96.8,96.6,96,94.9,95.2,95,93.7,92.9,92.3,93.2,89.6,89.2,88.7,88.4,88.9,88.3,85.8,86.8,86.9,85.7,84.5,84,85,85.2,85,84.8,84.5,85)
> par8 = ''
> par7 = '0.95'
> par6 = 'White Noise'
> par5 = '12'
> par4 = '1'
> par3 = '0'
> par2 = '1'
> par1 = '48'
> par8 <- ''
> par7 <- '0.95'
> par6 <- 'White Noise'
> par5 <- '12'
> par4 <- '1'
> 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/1izop1425497141.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/2s6wh1425497141.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/3o9pv1425497141.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  0.92520216  0.85564340  0.78998520  0.72082517  0.64239683
 [7]  0.54074621  0.43894824  0.34727121  0.25946190  0.17120368  0.08123286
[13] -0.01499574 -0.06962742 -0.12381384 -0.16012518 -0.19189543 -0.20601550
[19] -0.20184670 -0.19606248 -0.17305873 -0.14666902 -0.12143716 -0.09550593
[25] -0.05865175 -0.01568760  0.02620995  0.05704357  0.08119285  0.10041966
[31]  0.12068252  0.13795722  0.14035959  0.14035227  0.14233720  0.14654980
[37]  0.14264237  0.13229695  0.11092182  0.08458180  0.06643205  0.03233059
[43] -0.01653738 -0.06750846 -0.10559945 -0.14487749 -0.18804789 -0.23666540
[49] -0.27997905
> (mypacf <- c(rpacf$acf))
 [1]  0.925202160 -0.002469702 -0.009222679 -0.059248254 -0.105590432
 [6] -0.217285893 -0.089361879 -0.010463176 -0.025567069 -0.045405435
[11] -0.059804985 -0.134777450  0.186456486 -0.046223909  0.098486547
[16] -0.007908793  0.085309474  0.019745728 -0.026791715  0.085176338
[21]  0.001500378 -0.048099784 -0.043606569  0.022929995  0.091186556
[26] -0.018977405 -0.001024522 -0.066559027 -0.014138321  0.023323324
[31]  0.006413565  0.002209955  0.017927276  0.043132517  0.015681776
[36] -0.006178944  0.030629980 -0.084906470 -0.059345484  0.026685081
[41] -0.120376807 -0.123219847 -0.061965207  0.042577622 -0.062466011
[46] -0.035033975 -0.042863482 -0.024205235
> 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/4kntn1425497141.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/5k22j1425497141.tab") 
> 
> try(system("convert tmp/1izop1425497141.ps tmp/1izop1425497141.png",intern=TRUE))
character(0)
> try(system("convert tmp/2s6wh1425497141.ps tmp/2s6wh1425497141.png",intern=TRUE))
character(0)
> try(system("convert tmp/3o9pv1425497141.ps tmp/3o9pv1425497141.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.242   0.246   1.498