x <- c(2341
,2115
,2402
,2180
,2453
,2507
,2679
,2622
,2618
,2648
,2523
,2473
,2513
,2466
,2544
,2537
,2564
,2582
,2716
,2904
,2851
,2932
,2772
,2811
,2935
,2783
,3003
,2995
,3127
,2985
,3287
,3236
,3252
,3228
,2856
,3176
,3362
,3036
,3330
,3251
,3318
,3238
,3597
,3708
,3902
,3745
,3426
,3526
,3483
,3458
,3824
,3696
,3518
,3814
,3996
,4136
,4037
,3915
,3760
,3955
,4160
,4115
,4202
,4018
,4233
,4029
,4401
,4645
,4491
,4379
,4394
,4472
,4614
,4160
,4328
,4202
,4635
,4542
,4920
,4774
,4698
,4916
,4703
,4616
,4873
,4375
,4801
,4427
,4684
,4648
,5225
,5174
,5181
,5266
,4839
,5032
,5221
,4658
,5014
,4980
,4952
,4946
,5365
,5456
,5397
,5436
,4995
,5019
,5249
,4799
,5137
,4979
,4951
,5265
,5612
,5572
,5403
,5373
,5252
,5437
,5296
,5011
,5294
,5335
,5398
,5396
,5724
,5898
,5718
,5625
,5380
,5488
,5678
,5224
,5596
,5184
,5620
,5531
,5816
,6086
,6175
,6112
,5813
,5740
,5821
,5294
,5881
,5589
,5845
,5706
,6355
,6404
,6426
,6375
,5869
,5994
,6105
,5792
,6011
,5968
,6255
,6208
,6897
,6814
,6897
,6596
,6188
,6406
,6548
,5842
,6555
,6424
,6596
,6645
,7203
,7128
,7133
,6778
,6593
,6591
,6120
,5612
,6070
,5983
,6145
,6303
,6588
,6640
,6719
,6575
,6487
,6510
,6365
,5844
,5974
,5880
,6279
,6342
,6598
,6801
,6529
,6369
,6028
,6187
,6164
,5866
,6198
,5898
,6462
,6063
,6496
,6678
,6554
,6513
,6210
,5928
,6268
,5582
,5869
,5764
,6082
,6062
,6810
,6727
,6537
,6175
,6014
,6109)
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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_autocorrelation.wasp/
#Source of accompanying publication: 
#
if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
x <- na.omit(x)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
postscript(file="/var/wessaorg/rcomp/tmp/1q79n1457434521.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
postscript(file="/var/wessaorg/rcomp/tmp/2tb0c1457434521.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
postscript(file="/var/wessaorg/rcomp/tmp/38mc31457434521.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
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/4oz921457434521.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/5cg6d1457434521.tab") 

try(system("convert tmp/1q79n1457434521.ps tmp/1q79n1457434521.png",intern=TRUE))
try(system("convert tmp/2tb0c1457434521.ps tmp/2tb0c1457434521.png",intern=TRUE))
try(system("convert tmp/38mc31457434521.ps tmp/38mc31457434521.png",intern=TRUE))

