R version 3.2.4 (2016-03-10) -- "Very Secure Dishes"
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> x <- c(10670.5,11129,13474.5,12317.8,11990.1,13478.3,11762.4,11149.1,13597.2,13367.9,13304.2,12407.2,13008.3,13379.5,15696,13529.6,14857,14375.1,12958.4,12612.8,14405.2,13655.8,13783.1,12336.1,13366.7,14042.4,15412,13566.5,13981.5,14042,13131,12771.2,13600.1,14886.9,13813.1,11551,13750.5,13415.4,15040.9,14349.5,13900.2,13956.6,13951,11802.1,14219.1,14914.5,14098.2,12773.6,14225,13513,14754.4,14447.7,13777.8,14328.6,14106.1,12157,15425.1,15448.8,13604.5,12269.3)
> 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/17mbm1458051903.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/25qcq1458051903.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/3nzio1458051903.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  0.239092388 -0.030982101  0.110012728  0.218472600
 [6]  0.080933275  0.287394820  0.059590931  0.087883654 -0.115275811
[11] -0.145345621  0.074752360  0.425746363 -0.079951105 -0.216874729
[16] -0.119781153  0.018367723 -0.009743311  0.081305020  0.009266955
[21]  0.025091825 -0.190896320 -0.097306044  0.046092263  0.254017856
[26] -0.009643196 -0.189764210 -0.110167767  0.112332557 -0.044762925
[31]  0.054775027  0.101291802 -0.017947165 -0.189551087 -0.009038178
[36] -0.007936777  0.128650415  0.001411989 -0.208545116 -0.104708767
[41]  0.062514401 -0.084930965  0.016450158  0.038594738 -0.130336002
[46] -0.188783037 -0.084931794 -0.073985562 -0.001425664
> (mypacf <- c(rpacf$acf))
 [1]  0.239092388 -0.093491742  0.150296339  0.162144057  0.003163097
 [6]  0.319379933 -0.144122833  0.157772356 -0.311358822 -0.154819770
[11]  0.153463890  0.316251135 -0.171740998 -0.142966996 -0.119481821
[16]  0.008421649  0.094280640 -0.072559875  0.136690178  0.003795790
[21] -0.036002547  0.039815610 -0.183377008  0.153164310  0.027829473
[26] -0.107090909  0.068151238 -0.004046613 -0.091591793  0.087573937
[31] -0.008824465 -0.033628216  0.040767899 -0.033007639 -0.067282598
[36] -0.038227544 -0.007055215 -0.032494002  0.034296930 -0.059255807
[41]  0.072551058 -0.065794311 -0.029848164 -0.075191149 -0.063041327
[46] -0.021159568 -0.053130923 -0.092990519
> 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/4yi8t1458051903.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/5ad751458051903.tab") 
> 
> try(system("convert tmp/17mbm1458051903.ps tmp/17mbm1458051903.png",intern=TRUE))
character(0)
> try(system("convert tmp/25qcq1458051903.ps tmp/25qcq1458051903.png",intern=TRUE))
character(0)
> try(system("convert tmp/3nzio1458051903.ps tmp/3nzio1458051903.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.349   0.226   1.583