R version 3.2.2 (2015-08-14) -- "Fire Safety"
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Platform: x86_64-pc-linux-gnu (64-bit)

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> x <- c(82.75,83.4,84.12,83.88,83.61,83.58,83.58,83.27,83.59,83.64,83.72,83.88,83.61,85.36,87.2,88.28,88.64,88.67,88.34,89.21,89.55,89.65,88.43,91.15,94.11,96.78,97.94,97.57,96.48,96.18,95,93.84,95.54,94.06,93.92,92.55,93.88,92.19,91.42,91.39,89.12,90.27,91.76,95.68,97.54,98.47,100.11,99.9,101.11,98.86,102.71,102.02,100.61,100.62,99.51,98.63,97.44,96.5,94.3,92.92,96.07,95,93.27,91.94,91.62,91.01,90.62,97.72,99.09,99.72,100.22,99.15,101.16,101.8,103.31,101.19,99.09,95.91,94.56,95.76,100.36,102.67,103.58,100.89,103.46,104.86,104.88,104.46,103.83,101,99.36,96.71,95.23,95.62,95.8,94.79,95.39,94.9,94.84,94.68,94.17,94.1,93.84,94.2,97.76,98.26,99.63,98.75)
> 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/1n7641445545067.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/2z9cc1445545067.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/3dsut1445545067.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  0.93874262  0.85971266  0.77439606  0.69583894  0.62825875
 [7]  0.56413227  0.50292893  0.43059882  0.37170093  0.32852714  0.29725119
[13]  0.27789131  0.25129995  0.22860233  0.20702498  0.20425873  0.21268355
[19]  0.21258480  0.20644697  0.19275381  0.17671352  0.15918173  0.13914936
[25]  0.13234477  0.12012481  0.10818098  0.09613097  0.09236076  0.09263637
[31]  0.09495219  0.09024108  0.07381336  0.06516044  0.05789310  0.05146707
[37]  0.03872356  0.02285571 -0.01389198 -0.05570467 -0.09213258 -0.12952012
[43] -0.15346511 -0.17549213 -0.18944134 -0.20243983 -0.20537631 -0.20117801
[49] -0.19036052
> (mypacf <- c(rpacf$acf))
 [1]  9.387426e-01 -1.812447e-01 -7.647570e-02  2.241982e-02  3.436468e-02
 [6] -4.069210e-02 -2.527582e-02 -1.371583e-01  1.010976e-01  7.507065e-02
[11]  1.584445e-02  3.774580e-02 -9.367756e-02  4.145262e-02  1.893401e-02
[16]  1.246612e-01  3.148482e-02 -1.045864e-01 -2.903511e-02  1.875923e-02
[21] -1.196650e-02 -2.558550e-02 -7.146268e-02  1.188429e-01 -1.497135e-02
[26]  8.640596e-05  2.088703e-03  4.429192e-02 -2.198719e-03  2.617162e-02
[31] -9.453219e-02 -5.089979e-02  8.771052e-02 -2.246708e-02 -1.569128e-02
[36] -9.873417e-02  4.443433e-03 -1.846072e-01  3.355165e-02 -1.715136e-03
[41] -9.240828e-02  6.779620e-02 -3.795415e-03  5.287539e-02 -3.120487e-02
[46]  6.780930e-03 -2.856401e-02  7.871988e-02
> 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/4gfmh1445545067.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/5ol901445545067.tab") 
> 
> try(system("convert tmp/1n7641445545067.ps tmp/1n7641445545067.png",intern=TRUE))
character(0)
> try(system("convert tmp/2z9cc1445545067.ps tmp/2z9cc1445545067.png",intern=TRUE))
character(0)
> try(system("convert tmp/3dsut1445545067.ps tmp/3dsut1445545067.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.179   0.205   1.392