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(92.86,94.06,95.51,96.05,96.71,97.91,97.74,97.64,98.55,98.46,99.19,99.18,99.95,100.66,101.12,101.14,100.73,99.92,100.06,100.64,100.89,100.87,100.72,100.72,100.98,100.15,100.13,100.39,99.87,99.93,99.96,99.61,99.57,99.71,99.78,99.92,100.3,100.83,100.84,97.87,97.99,98.03,97.58,97.45,97.47,98.31,98.29,98.13,98.44,98.05,98.32,97.55,97.74,98.01,97.93,99.23,101.03,100.81,100.57,100.1)
> 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/18mrq1457985574.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/2sm051457985574.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/3bra31457985574.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  0.177166357 -0.011493086  0.090330404 -0.016693284
 [6] -0.005537696 -0.078985988  0.069161200  0.200870593  0.027170241
[11]  0.153800099  0.162710265  0.033917352 -0.079096937  0.010582949
[16] -0.063309045 -0.130411444 -0.158964799  0.080370026  0.068997838
[21] -0.077186802 -0.032713197  0.088271849 -0.013130564 -0.056373127
[26] -0.049961363 -0.044302028 -0.133576911 -0.055232897 -0.088386556
[31] -0.071131099 -0.132405042  0.063594815  0.049471693 -0.105822978
[36] -0.016408955 -0.014806588 -0.145988955 -0.205132547 -0.160933672
[41] -0.021768175 -0.037517222  0.067862382  0.087789421  0.027645589
[46] -0.011464865 -0.042669837 -0.029955745  0.019359022
> (mypacf <- c(rpacf$acf))
 [1]  0.177166357 -0.044270564  0.103753561 -0.055349624  0.015620924
 [6] -0.097467464  0.116543244  0.165004813 -0.017081089  0.156969839
[11]  0.082957237  0.010571490 -0.105100830  0.068587914 -0.125932520
[16] -0.100987499 -0.161724956  0.091929023 -0.032905246 -0.075092014
[21] -0.049370353  0.078188263  0.012114938  0.037745254  0.020808802
[26] -0.039986670 -0.060445867  0.025191398 -0.132467841 -0.088680179
[31] -0.118815019  0.095270461 -0.053928200 -0.072977938  0.078920768
[36] -0.015908301 -0.110971983 -0.124072867  0.001706592 -0.052102993
[41]  0.016908619  0.103525732  0.021995516 -0.039751095  0.069531498
[46] -0.038890019 -0.013594509  0.129691802
> 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/46wcz1457985574.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/5fs211457985574.tab") 
> 
> try(system("convert tmp/18mrq1457985574.ps tmp/18mrq1457985574.png",intern=TRUE))
character(0)
> try(system("convert tmp/2sm051457985574.ps tmp/2sm051457985574.png",intern=TRUE))
character(0)
> try(system("convert tmp/3bra31457985574.ps tmp/3bra31457985574.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.292   0.196   1.496