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(12.8,12.1,11.4,11.4,10.6,10.4,10.9,11.6,13.3,15.2,17.4,19.1,19.9,19.4,18.2,15.8,13.5,12.1,10.3,8.8,8.2,6.8,5.9,4.9,3.9,3.6,2.8,4,4.2,4.2,4.8,4,3.8,4,3.7,4,4.6,4.6,4.6,4.5,4.1,4.1,4.4,4.2,4.4,3.2,2.8,1.7,-0.2,-2.9,-5.2,-5.3,-4.8,-2.2,-0.8,-1.1,-1.5,-2,-2.8,-3.4,-4.1,-5.5,-8.6,-7.6,-8.6,-8.7,-4.6,-4.3,-1.5,1.2,1.8,0)
> 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/14w1o1425590293.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/2rljw1425590293.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/3jqa71425590293.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  0.530529215  0.370583487  0.227099555 -0.155187508
 [6] -0.215531964 -0.224767386 -0.260604842 -0.288661393 -0.163332739
[11] -0.099840059 -0.098760941  0.009458838  0.052213072  0.035777751
[16]  0.089407024  0.030233690 -0.030236081 -0.153831429 -0.136366843
[21] -0.170293819 -0.111264621 -0.024439481 -0.024968948  0.074764746
[26]  0.068373969  0.093074910  0.091922288  0.058398597  0.039904697
[31]  0.100125523  0.101676281  0.066618054  0.121453766  0.041471355
[36] -0.056048280 -0.010743322 -0.142558175 -0.135427496 -0.073635678
[41] -0.074964881  0.027368524  0.041242275  0.099831732  0.075205385
[46]  0.061839135  0.065833530 -0.020956888 -0.081779819
> (mypacf <- c(rpacf$acf))
 [1]  0.530529215  0.124032613 -0.015439569 -0.426391909 -0.049143015
 [6]  0.055870966  0.010322360 -0.271241851  0.028821665  0.075027399
[11] -0.059485090 -0.105812423  0.033532623  0.031287886  0.003587689
[16] -0.176948960 -0.048655509 -0.189834326  0.075067511 -0.093195305
[21]  0.084581110 -0.119032696 -0.030936146  0.015193774 -0.008649790
[26] -0.053491332 -0.040848771 -0.010604017 -0.007491053  0.141881108
[31]  0.034487366 -0.077014095  0.102363746 -0.020189541 -0.071652265
[36] -0.040509967 -0.110694024  0.082998839  0.024739444  0.030082905
[41]  0.041593744  0.006777295  0.038490161  0.028253473 -0.035473085
[46] -0.019156049 -0.046524844 -0.074664117
> 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/44d9v1425590293.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/5y76o1425590293.tab") 
> 
> try(system("convert tmp/14w1o1425590293.ps tmp/14w1o1425590293.png",intern=TRUE))
character(0)
> try(system("convert tmp/2rljw1425590293.ps tmp/2rljw1425590293.png",intern=TRUE))
character(0)
> try(system("convert tmp/3jqa71425590293.ps tmp/3jqa71425590293.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.209   0.239   1.452