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(50,45,43,40,43,47,44,41,31,41,40,31,43,22,17,21,29,23,15,24,24,27,17,22,26,12,13,20,15,23,27,17,22,16,20,8,24,18,28,25,11,33,34,23,13,23,26,15,29,23,26,17,32,25,26,32,24,24,28,26,27,45,47,29,40,25,35,26,32,21,32,16,35,19,28,29,29,26,35,38,27,28,29,26,40,20,28,34,38,32,51,27,23,44,37,26)
> 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/163l51425563471.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/2cfat1425563471.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/30qn61425563471.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  0.432948633  0.438929338  0.437114976  0.435766281
 [6]  0.287436658  0.334784096  0.235727839  0.146174095  0.215538840
[11]  0.144369232  0.102900433  0.142025942 -0.049169278  0.041509423
[16] -0.033967602 -0.013328095 -0.094790878  0.008747017 -0.114790701
[21] -0.008580072 -0.131826748 -0.059677704 -0.130134259 -0.132559809
[26] -0.142683413 -0.074060824 -0.146195721 -0.178778045 -0.066339123
[31] -0.163154359 -0.151964006 -0.079533622 -0.177217132 -0.159124239
[36] -0.232835612 -0.094115621 -0.176572798 -0.079379612 -0.209402710
[41] -0.147411022 -0.108731778 -0.115299821 -0.174488211 -0.239594450
[46] -0.085745140 -0.138074646 -0.166887980 -0.069161218
> (mypacf <- c(rpacf$acf))
 [1]  0.432948633  0.309498644  0.233965358  0.187616242 -0.063408447
 [6]  0.059495373 -0.067298585 -0.130886172  0.087338384 -0.026628986
[11] -0.002208965  0.079205688 -0.262433154  0.070098249 -0.097454621
[16]  0.009125296  0.019454835  0.046145400 -0.037105060  0.109973085
[21] -0.217151301  0.100649912 -0.118824718 -0.082119481  0.091523782
[26] -0.006402206 -0.004915113 -0.070677804  0.043978591 -0.107902054
[31]  0.027178407 -0.010068166 -0.011762763 -0.080503047 -0.135536865
[36]  0.094911554  0.009934774  0.021936039 -0.043637005 -0.098470236
[41]  0.046526272  0.019951263 -0.172398785 -0.134043037  0.183189293
[46] -0.033189598 -0.037113826  0.085467568
> 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/4wswh1425563471.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/5hymf1425563471.tab") 
> 
> try(system("convert tmp/163l51425563471.ps tmp/163l51425563471.png",intern=TRUE))
character(0)
> try(system("convert tmp/2cfat1425563471.ps tmp/2cfat1425563471.png",intern=TRUE))
character(0)
> try(system("convert tmp/30qn61425563471.ps tmp/30qn61425563471.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.172   0.215   1.394