R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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> x <- c(92.1,93.91,95.46,94.54,95.63,96.32,96.42,96.95,96.52,96.82,96.4,96.69,96.72,98.57,98.6,96.44,97.09,97.36,97.74,96.78,96.45,97.66,98.69,98.21,97.33,99.05,100.09,98.1,97.68,97.44,99.19,98.32,97.83,97.71,97.51,97.62,96.49,98.92,99.69,97.06,97.63,97.97,99.01,97.89,97.23,96.93,96.97,97.68,97.73,99.03,100.35,99.38,99.3,99.77,101.11,101.15,101.59,100.95,99.23,100.41)
> 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/17s6g1476818011.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/253fo1476818011.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/3gqbj1476818011.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  0.710826040  0.530365752  0.500778986  0.437354597
 [6]  0.341910245  0.202075459  0.193108911  0.180525510  0.118215871
[11]  0.027932457  0.029456392  0.124628142  0.015320661 -0.001871962
[16]  0.069719151  0.094439476  0.073605690  0.001145370  0.036244365
[21] -0.002488141 -0.051706734 -0.117794185 -0.079188702  0.041824756
[26] -0.024131970 -0.038650184  0.026060597  0.075215972  0.070263709
[31] -0.006270723  0.029983213  0.024168722  0.032116258 -0.023141188
[36] -0.055413517 -0.030146485 -0.112428113 -0.121504414 -0.076694837
[41] -0.079127251 -0.075904282 -0.086153492 -0.049339998 -0.076587650
[46] -0.089285810 -0.145173767 -0.212562543 -0.233264658
> (mypacf <- c(rpacf$acf))
 [1]  0.710826040  0.050719136  0.216534438  0.003437240 -0.035180046
 [6] -0.172852454  0.121552644 -0.011022103 -0.007626818 -0.124974950
[11]  0.084385012  0.164053502 -0.229707146  0.130121078  0.064019537
[16]  0.012678857 -0.043770636 -0.056054922  0.029747884 -0.171699138
[21]  0.030243334 -0.092668765  0.152653981  0.113227024 -0.041307820
[26]  0.007931847  0.029487129  0.050910472 -0.032116387 -0.085797766
[31] -0.015963148 -0.060702591  0.093011584 -0.072297075 -0.025063176
[36] -0.079180801  0.016282092  0.049642695  0.067583965 -0.103984281
[41]  0.039505812 -0.006998925 -0.058577563 -0.081550437 -0.013111306
[46] -0.094977912 -0.148626185 -0.112104294
> 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/4ihrz1476818011.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/5v3b01476818011.tab") 
> 
> try(system("convert tmp/17s6g1476818011.ps tmp/17s6g1476818011.png",intern=TRUE))
character(0)
> try(system("convert tmp/253fo1476818011.ps tmp/253fo1476818011.png",intern=TRUE))
character(0)
> try(system("convert tmp/3gqbj1476818011.ps tmp/3gqbj1476818011.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.182   0.086   1.283