R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
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Platform: x86_64-pc-linux-gnu (64-bit)

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> x <- c(102.8,103.66,103.55,103.87,104.03,104.02,104.02,102.97,103.18,103.53,103.78,103.85,103.85,104.78,104.76,104.84,104.85,104.83,104.83,103.71,103.84,104.37,104.44,104.4,99.54,100.42,100.34,100.36,100.37,100.42,100.41,99.13,99.42,99.76,99.92,99.92,100.47,100.44,100.47,100.61,100.73,100.64,99.99,99.74,99.49,99.41,99.49,99.53,99.91,99.84,99.67,99.39,99.38,99.29,97.91,97.62,97.67,97.64,97.63,97.66)
> 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/12bgy1476864209.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/2m1gv1476864209.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/3m3u41476864209.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  0.92381073  0.85477184  0.78851198  0.72873854  0.66776270
 [7]  0.59469253  0.55476358  0.49928907  0.44542749  0.39929977  0.35741063
[13]  0.32544285  0.27882147  0.22748417  0.18151426  0.14399242  0.11459983
[19]  0.07528682  0.04523222  0.01644124 -0.01711648 -0.04834139 -0.07848081
[25] -0.10369784 -0.11678091 -0.13442933 -0.15573723 -0.18509638 -0.21689012
[31] -0.22779339 -0.25455615 -0.28128388 -0.30901888 -0.33647230 -0.36253808
[37] -0.40699398 -0.40038191 -0.39367913 -0.38776124 -0.38780701 -0.38897835
[43] -0.36962175 -0.34573376 -0.32010541 -0.29307826 -0.26539803 -0.23688860
[49] -0.22406186
> (mypacf <- c(rpacf$acf))
 [1]  0.923810729  0.009180212 -0.016150666  0.008939957 -0.038708473
 [6] -0.118198841  0.178361577 -0.126238352 -0.029857963  0.037313095
[11] -0.009354795  0.009383712 -0.061505910 -0.115094057  0.003968581
[16]  0.034563843  0.012666917 -0.066669024  0.008903450 -0.033654753
[21] -0.049602766 -0.008461145 -0.021710089 -0.046813961  0.099915768
[26] -0.045456336 -0.071372025 -0.075231412 -0.083960290  0.104365001
[31] -0.096563010 -0.079093807 -0.030703725 -0.055581840 -0.051175556
[36] -0.123535317  0.243035144 -0.029111025 -0.020318248 -0.020657751
[41] -0.029945388  0.002375365  0.177036116 -0.065394441  0.019749930
[46]  0.036347938 -0.042164337 -0.046188584
> 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/4w8aw1476864209.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/5xctn1476864209.tab") 
> 
> try(system("convert tmp/12bgy1476864209.ps tmp/12bgy1476864209.png",intern=TRUE))
character(0)
> try(system("convert tmp/2m1gv1476864209.ps tmp/2m1gv1476864209.png",intern=TRUE))
character(0)
> try(system("convert tmp/3m3u41476864209.ps tmp/3m3u41476864209.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.162   0.052   1.231