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(87,93,89,88,90,91,91,90,90,90,88,85,91,93,94,90,91,93,93,92,92,92,94,93,95,98,98,95,97,100,100,100,98,98,98,99,97,100,104,96,99,102,101,101,99,99,101,102,103,102,104,103,103,102,101,101,103,103,103,103,103,104,98,102,103,103,102,103,102,102,103,103)
> 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. 1.2.327 (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/1purx1457703478.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/28g7j1457703478.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/3kqwc1457703478.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 -0.269559781 -0.301392081  0.023596234  0.105504567
 [6]  0.036013604 -0.097745596 -0.038776550  0.110993842  0.067156648
[11] -0.198465222 -0.058673420  0.232594143  0.160388697 -0.300599437
[16] -0.069738664  0.127401356  0.055195910 -0.005272267 -0.066352158
[21] -0.031201739  0.084771436 -0.146365038  0.112863986  0.038555773
[26]  0.035435814 -0.012339290 -0.171752260  0.104987087  0.093111967
[31]  0.002784485 -0.131242340  0.007670122 -0.010933855  0.083667550
[36] -0.055176525  0.034531166  0.063984996 -0.145435620  0.050404507
[41] -0.016983688 -0.023429843  0.040968167 -0.006195223 -0.003618592
[46] -0.019163998 -0.001791526  0.100953327 -0.087363145
> (mypacf <- c(rpacf$acf))
 [1] -0.269559781 -0.403363982 -0.256483141 -0.142103441 -0.045121760
 [6] -0.099781429 -0.112617683 -0.002041536  0.085525517 -0.114948239
[11] -0.163921356  0.042871035  0.260761261 -0.011106440 -0.031405730
[16] -0.044648507 -0.037448199  0.054205865  0.062819499 -0.063406831
[21] -0.053507175 -0.215261281  0.113629448  0.012339540  0.028864598
[26]  0.089004239 -0.027267787  0.067732834  0.092391987  0.127946286
[31] -0.035178321 -0.036901607 -0.079198181  0.057452207 -0.039210341
[36] -0.056342141  0.040656014 -0.159498738  0.042525174  0.015461638
[41] -0.199088753 -0.185863999 -0.068381662  0.072871097  0.079344958
[46] -0.066589280  0.063587248 -0.044891968
> 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/476741457703478.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/5pr0h1457703478.tab") 
> 
> try(system("convert tmp/1purx1457703478.ps tmp/1purx1457703478.png",intern=TRUE))
character(0)
> try(system("convert tmp/28g7j1457703478.ps tmp/28g7j1457703478.png",intern=TRUE))
character(0)
> try(system("convert tmp/3kqwc1457703478.ps tmp/3kqwc1457703478.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.169   0.236   1.411