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(94.94,95.11,95.53,95.89,95.99,95.42,95.42,95.45,95.99,95.99,95.97,95.97,95.97,96.22,95.8,96.02,96.04,96.15,96.15,95.99,96.08,96.29,96.3,96.44,96.44,96.83,96.7,97.06,97.64,97.61,97.61,97.61,97.55,97.58,97.79,97.79,97.79,97.79,98,98.37,98.68,98.89,98.89,98.89,98.88,98.97,99.05,99.05,99,99.03,99.2,100.3,100.79,100.75,100.75,100.17,99.98,99.93,100.04,100.04,100.49,100.71,100.7,101.27,101.07,101.17,100.71,100.59,100.52,100.65,100.62,100.62)
> 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/1u74b1445690635.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/2uwrl1445690635.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/3syc81445690635.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  0.960252998  0.918097394  0.878406802  0.847004034
 [6]  0.819116926  0.783265905  0.743027368  0.702602583  0.667188584
[11]  0.633553655  0.596939022  0.557942241  0.517092344  0.476270713
[16]  0.431555903  0.390548437  0.349791169  0.303466147  0.255453405
[21]  0.203515015  0.156227195  0.120646191  0.085753024  0.049873325
[26]  0.009432388 -0.027941779 -0.068660108 -0.103745291 -0.131046999
[31] -0.158892614 -0.187570036 -0.215683278 -0.242219643 -0.265811575
[36] -0.284428983 -0.304742639 -0.327098171 -0.349767439 -0.369453254
[41] -0.384582033 -0.396606875 -0.406098594 -0.416081312 -0.428694192
[46] -0.436862279 -0.440434105 -0.441478370 -0.437498664
> (mypacf <- c(rpacf$acf))
 [1]  0.960252998 -0.051189988  0.010641835  0.083590353  0.022808210
 [6] -0.115544869 -0.059009838 -0.018485499  0.022391233 -0.018919245
[11] -0.053564269 -0.032840573 -0.039927440 -0.041593298 -0.094064372
[16]  0.020009195 -0.024398555 -0.109126543 -0.052772818 -0.079631976
[21]  0.001806979  0.097273626 -0.031983870 -0.023445547 -0.047774766
[26]  0.005715405 -0.120707904  0.017513522  0.081155412 -0.028169456
[31] -0.037378957  0.002821220 -0.027034042 -0.016807641  0.019926749
[36] -0.060920810 -0.022740161 -0.035692767 -0.031667325 -0.015371701
[41]  0.009704863  0.016188696 -0.019761483 -0.048138970  0.006279053
[46]  0.001142452 -0.008806829  0.025239812
> 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/4aibt1445690635.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/5te4s1445690635.tab") 
> 
> try(system("convert tmp/1u74b1445690635.ps tmp/1u74b1445690635.png",intern=TRUE))
character(0)
> try(system("convert tmp/2uwrl1445690635.ps tmp/2uwrl1445690635.png",intern=TRUE))
character(0)
> try(system("convert tmp/3syc81445690635.ps tmp/3syc81445690635.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.179   0.222   1.415