R version 3.2.3 (2015-12-10) -- "Wooden Christmas-Tree"
Copyright (C) 2015 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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> x <- c(99.1,98.9,98.8,98.8,99.2,99.6,100.5,100.6,100.7,101,101.3,101.5,102.3,103,102.9,103.5,103.8,103.6,103.4,103.4,103.3,103.2,103.2,103.5,104.5,105.7,106.5,107,106.7,107.1,106.1,106.2,106.5,106.8,107,107.2,107.8,107.9,107.9,108.2,108.9,109.1,109.3,109.8,109.8,109.9,109.9,109.9,108.8,108.5,108.8,108.8,108.8,108.9,108.8,108.4,107.7,107.3,107,107.7)
> 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. 1.2.327 (Mon, 30 Nov 2015 06:58:35 +0000)
> #Author: root
> #To cite this work: Wessa P., (2015), (Partial) Autocorrelation Function (v1.0.12) 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)
> x <- na.omit(x)
> 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/1vd961452281547.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/2wf5z1452281547.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/3nx3x1452281547.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  0.95973899  0.91249851  0.85876529  0.80137223  0.74459266
 [7]  0.69183356  0.64698437  0.60017708  0.55198995  0.50274840  0.45381676
[13]  0.40342359  0.35470608  0.31044503  0.26268967  0.22030503  0.17824650
[19]  0.13439398  0.08594624  0.03475010 -0.01783221 -0.07165700 -0.12362230
[25] -0.17134596 -0.20617709 -0.23004141 -0.24795673 -0.26371532 -0.28394375
[31] -0.29995802 -0.32924235 -0.35547189 -0.37868257 -0.39678102 -0.41241846
[37] -0.42337193 -0.42548152 -0.42649371 -0.42781582 -0.42641630 -0.41861560
[43] -0.40809467 -0.39386601 -0.37384262 -0.35175054 -0.32559080 -0.29985297
[49] -0.27250005
> (mypacf <- c(rpacf$acf))
 [1]  0.959738987 -0.109002452 -0.100575638 -0.063914877 -0.012320028
 [6]  0.023493022  0.063639159 -0.075880902 -0.061539133 -0.044207903
[11] -0.015893614 -0.040686058 -0.006220788  0.010920724 -0.095265730
[16]  0.030043817 -0.035532317 -0.066034041 -0.093967734 -0.065394265
[21] -0.061831545 -0.044762596 -0.030112592 -0.014458281  0.092821734
[26]  0.076567616 -0.001302754 -0.046522800 -0.100643129  0.031260740
[31] -0.186229816  0.022222271 -0.006275510  0.005096625 -0.040559317
[36]  0.013290961  0.051414608 -0.002952898 -0.042375912  0.010344784
[41]  0.050225526  0.004060648  0.001990883 -0.018374831  0.004734902
[46]  0.014871003 -0.013086119  0.019213291
> 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/4smx61452281547.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/5hjig1452281547.tab") 
> 
> try(system("convert tmp/1vd961452281547.ps tmp/1vd961452281547.png",intern=TRUE))
character(0)
> try(system("convert tmp/2wf5z1452281547.ps tmp/2wf5z1452281547.png",intern=TRUE))
character(0)
> try(system("convert tmp/3nx3x1452281547.ps tmp/3nx3x1452281547.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.346   0.285   1.649