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(1.1216,1.0569,1.0486,1.038,0.9865,0.9332,0.9052,0.8683,0.9232,0.8725,0.8903,0.8959,0.8766,0.9188,0.9838,0.9994,1.0731,1.1372,1.1248,1.189,1.2497,1.2046,1.222,1.2977,1.3113,1.2594,1.2199,1.1884,1.2023,1.2582,1.2743,1.2887,1.3106,1.3481,1.3738,1.4486,1.4976,1.5622,1.505,1.318,1.3029,1.3632,1.4303,1.4779,1.3829,1.2708,1.291,1.3583,1.368,1.4391,1.4127,1.3482,1.3108,1.2814,1.2502,1.2967,1.3206,1.3062,1.3242,1.361,1.3696,1.3711,1.3256,1.2498,1.1261,1.1053,1.1117,1.0953)
> 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/1nu2x1457705109.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/2qz4x1457705109.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/3gj0c1457705109.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  0.94946163  0.86521358  0.79051919  0.72829949  0.68700203
 [7]  0.64226791  0.56960046  0.49312290  0.43172967  0.37716049  0.34207465
[13]  0.31393111  0.26516556  0.19850174  0.12824752  0.07227036  0.04219880
[19]  0.02276121 -0.01081550 -0.05595183 -0.10360808 -0.15065647 -0.18137434
[25] -0.20269403 -0.22854536 -0.26484277 -0.31057574 -0.36095139 -0.39414587
[31] -0.40453124 -0.40485811 -0.39062512 -0.37478489 -0.36420192 -0.34759221
[37] -0.32927113 -0.30935654 -0.28415596 -0.26844110 -0.27230880 -0.27470474
[43] -0.27112278 -0.26120003 -0.24621842 -0.23338774 -0.22615046 -0.21568187
[49] -0.19616685
> (mypacf <- c(rpacf$acf))
 [1]  0.949461628 -0.368075903  0.189450807 -0.026244597  0.179773351
 [6] -0.228951481 -0.202938123  0.109679217  0.055975323 -0.114643232
[11]  0.154544022 -0.052827435 -0.152855045 -0.167946638  0.001345012
[16]  0.144129940 -0.007649849 -0.084504230 -0.045486868  0.027158539
[21] -0.075589966 -0.157221067  0.088439445 -0.023408949 -0.056913055
[26] -0.149723666  0.021556567 -0.070503293  0.003858715 -0.014734637
[31]  0.121683172  0.218475876 -0.088831352 -0.051899891  0.041872344
[36] -0.080521969 -0.015190688 -0.038710411 -0.004117093 -0.080087254
[41]  0.008244136 -0.044629670  0.005989269 -0.155008807  0.112030386
[46] -0.002822601  0.074571225  0.034415722
> 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/459ib1457705109.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/5jyhp1457705109.tab") 
> 
> try(system("convert tmp/1nu2x1457705109.ps tmp/1nu2x1457705109.png",intern=TRUE))
character(0)
> try(system("convert tmp/2qz4x1457705109.ps tmp/2qz4x1457705109.png",intern=TRUE))
character(0)
> try(system("convert tmp/3gj0c1457705109.ps tmp/3gj0c1457705109.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.179   0.195   1.381