R version 3.2.2 (2015-08-14) -- "Fire Safety"
Copyright (C) 2015 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(91.04,91.37,91.36,91.4,91.54,91.57,91.57,91.47,91.55,91.71,91.71,92.12,93.28,94.02,94.26,94.19,94.34,94.62,94.9,96.08,96.85,96.61,96.47,96.68,96.43,96.35,96.14,95.39,95.08,94.86,94.8,95.62,96.35,96.77,96.97,96.78,97.71,98.04,98.41,100.05,100.9,100.61,100.71,100.06,100.57,101.03,100.93,100.98,100.46,101.52,101.29,101.84,102.03,101.72,102.23,102.38,102.5,101.5,101.96,101.61)
> 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/16jhh1445586702.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/2qfpq1445586702.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/36agl1445586702.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  0.154251510  0.088728106 -0.022487565 -0.124981358
 [6]  0.051007567 -0.016754087  0.087762705 -0.151421881 -0.121821903
[11] -0.224928593 -0.136789009 -0.139897344 -0.006417378 -0.058121643
[16] -0.136078182 -0.008094798 -0.103389696 -0.025978876  0.191403938
[21]  0.197346134  0.037561396  0.020820271 -0.055160601 -0.032248389
[26] -0.001960855  0.061630342  0.098318373  0.006766678 -0.039004053
[31]  0.029784114 -0.021284022  0.079227347  0.017392209 -0.088854831
[36]  0.035458076  0.003825577 -0.030054489 -0.026783987  0.006258251
[41] -0.039452824 -0.004823348  0.009868193  0.002880040 -0.046349772
[46] -0.068597884 -0.016395902 -0.033906263  0.002573154
> (mypacf <- c(rpacf$acf))
 [1]  0.154251510  0.066517258 -0.046840839 -0.124720602  0.096664305
 [6] -0.018381886  0.076620237 -0.198241946 -0.068845317 -0.191517083
[11] -0.042482879 -0.171315860  0.050569042 -0.139952743 -0.098601073
[16] -0.043321488 -0.074264399 -0.137281610  0.186793603  0.052044784
[21] -0.095375842 -0.074463145 -0.062428637 -0.089549601 -0.088082591
[26] -0.051123903  0.027204222 -0.004830772 -0.070825351  0.108352248
[31]  0.002336007  0.054537545 -0.071758307 -0.049721442  0.024976602
[36]  0.072645468 -0.060415442 -0.031369144 -0.045782924 -0.018622309
[41]  0.024805273  0.070445987  0.018828751 -0.006990422 -0.030465635
[46] -0.051086913 -0.021994509 -0.029451893
> 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/47gft1445586702.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/5s8p71445586702.tab") 
> 
> try(system("convert tmp/16jhh1445586702.ps tmp/16jhh1445586702.png",intern=TRUE))
character(0)
> try(system("convert tmp/2qfpq1445586702.ps tmp/2qfpq1445586702.png",intern=TRUE))
character(0)
> try(system("convert tmp/36agl1445586702.ps tmp/36agl1445586702.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.095   0.225   1.329