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)

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> x <- c(789,811,996,778,603,990,735,800,706,766,870,647,726,784,884,696,893,674,703,799,793,799,1022,758,1021,944,915,864,1022,891,1087,822,890,1092,967,833,1104,1063,1103,1039,1185,1047,1155,878,879,1133,920,943,938,900,781,1040,792,653,866,679,799,760,699,762)
> 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/124wx1445632880.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/2tc4d1445632880.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/3m4ao1445632880.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  0.349633720  0.448167294  0.544544530  0.424070541
 [6]  0.327451722  0.381145061  0.159185331  0.264532706  0.249563487
[11]  0.011642192  0.087620510  0.130761918 -0.165869877  0.020817767
[16] -0.092054465 -0.191776082 -0.153550978 -0.197047701 -0.277715904
[21] -0.201560942 -0.258331816 -0.332407636 -0.159538783 -0.252035627
[26] -0.319449615 -0.215394636 -0.246419707 -0.248467900 -0.267962386
[31] -0.291151372 -0.178164003 -0.141995883 -0.223843731 -0.194375844
[36] -0.006821645 -0.121624057 -0.044959751 -0.003470401 -0.033282165
[41]  0.073903554  0.008384287  0.035354804  0.054861807  0.074785992
[46]  0.025463598  0.126958621  0.063857797  0.024727345
> (mypacf <- c(rpacf$acf))
 [1]  0.349633720  0.371314418  0.417858961  0.188150259 -0.062699243
 [6] -0.026360136 -0.291184366 -0.022405993  0.117137493 -0.143184717
[11] -0.067250347  0.045690265 -0.255878745  0.041717464 -0.037604485
[16] -0.042910257 -0.069780469 -0.096163938  0.004412141 -0.045789210
[21]  0.044134077 -0.025655386  0.070831549  0.045039910 -0.094004904
[26] -0.140118815 -0.040853606 -0.009943561 -0.126074963 -0.113818213
[31]  0.100396367  0.118937674  0.025566402 -0.079500662  0.066995102
[36] -0.006331863  0.030044044  0.041605638 -0.096748143  0.026059156
[41] -0.112184685 -0.003132707 -0.085578183 -0.034256876  0.001222365
[46]  0.019618027 -0.074311222 -0.082962912
> 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/43wut1445632880.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/5tytd1445632880.tab") 
> 
> try(system("convert tmp/124wx1445632880.ps tmp/124wx1445632880.png",intern=TRUE))
character(0)
> try(system("convert tmp/2tc4d1445632880.ps tmp/2tc4d1445632880.png",intern=TRUE))
character(0)
> try(system("convert tmp/3m4ao1445632880.ps tmp/3m4ao1445632880.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.235   0.215   1.450