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> 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 = '1'
> par2 = '1'
> par1 = 'Default'
> par8 <- ''
> par7 <- '0.95'
> par6 <- 'White Noise'
> par5 <- '12'
> par4 <- '0'
> par3 <- '1'
> par2 <- '1'
> par1 <- 'Default'
> #'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/1ablq1463658510.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/20mi51463658510.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/3lt9j1463658510.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 -0.35163157  0.19561179 -0.10737354 -0.06565960 -0.11029797
 [7] -0.07342740 -0.14038320 -0.02968368 -0.05743038  0.15603409 -0.19691824
[13]  0.67005375 -0.28990577  0.22600999 -0.07227563 -0.08521177 -0.03997946
[19] -0.12300073 -0.11533667 -0.03798340 -0.05534823  0.13943661 -0.12929708
> (mypacf <- c(rpacf$acf))
 [1] -0.3516315689  0.0821208425 -0.0176490359 -0.1394144593 -0.1863604824
 [6] -0.1681211545 -0.2480660752 -0.2339523817 -0.2559287608 -0.0749013918
[11] -0.4101412932  0.4547210233  0.0697290429  0.0497531957  0.1477877599
[16]  0.0552180537  0.1383480593  0.0342848293  0.0496684391  0.0004173747
[21] -0.0529209628  0.0033096272 -0.0780125772
> 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/46o5h1463658510.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/58mli1463658510.tab") 
> 
> try(system("convert tmp/1ablq1463658510.ps tmp/1ablq1463658510.png",intern=TRUE))
character(0)
> try(system("convert tmp/20mi51463658510.ps tmp/20mi51463658510.png",intern=TRUE))
character(0)
> try(system("convert tmp/3lt9j1463658510.ps tmp/3lt9j1463658510.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.092   0.225   1.316