R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
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> x <- c(134.93,134.37,132.98,130.1,128.24,127.52,126.94,127.38,130.95,128.65,127.37,127.04,125.95,124.06,121.55,119.82,119.19,118.77,118.31,119.47,119.79,117.46,115.74,114.97,112.83,111.44,110.6,109.67,107.96,107.56,116.12,114.38,113.96,113.95,114.99,113.64,112.53,110.59,110.1,109.38,110.43,114.67,114.48,114.76,113.27,111.56,109.89,108.04,107.53,106.11,104.11,103,104.74,104.14,101.98,100.91,100.02,98.49,97.38,95.86,93.99,94.09,93.44,93.61,98.31,103.97,104.12,107.63,105.22,104.59,101.54,99.47)
> 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/12ur11476871449.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/2qa8p1476871449.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/3k0ny1476871449.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  0.213985366  0.094451293  0.015810717 -0.082544625
 [6] -0.260510732 -0.237685754 -0.121875122 -0.066756636 -0.056036225
[11]  0.061221076  0.298857164  0.117177514  0.026666122 -0.056889109
[16] -0.091902428 -0.205931112 -0.192971413 -0.087995213 -0.100240014
[21] -0.146936973 -0.029487871  0.318215091  0.182987235  0.134371688
[26]  0.048762343  0.031018220 -0.185878208 -0.140243036 -0.116048470
[31] -0.104717058  0.024621256  0.045931234  0.178247838  0.204630840
[36]  0.248596692 -0.009827653  0.048588056 -0.146285344 -0.083926269
[41] -0.124539955 -0.076999072 -0.026945793 -0.061110686  0.056468296
[46]  0.085764614  0.049582163  0.055167782  0.028794479
> (mypacf <- c(rpacf$acf))
 [1]  0.213985366  0.050996681 -0.015006710 -0.092127642 -0.238886458
 [6] -0.146989340 -0.022564872 -0.015914818 -0.064373192  0.010268613
[11]  0.234655869 -0.028282391 -0.076239292 -0.124284096 -0.066838733
[16] -0.077604346 -0.062535217 -0.017505230 -0.109626252 -0.180553824
[21] -0.102631463  0.239946870  0.049969755 -0.007491616 -0.103727564
[26] -0.023732318 -0.104002252  0.008639218 -0.060042114 -0.076406984
[31]  0.157139492  0.029336027 -0.049038852  0.008588032  0.145577949
[36] -0.122140479  0.076282995 -0.027420947  0.075047619 -0.035768100
[41]  0.002220608  0.056365930 -0.038114864 -0.017673106 -0.036340108
[46] -0.098297228  0.079627228  0.000365323
> 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/4zxh21476871449.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/5i7co1476871449.tab") 
> 
> try(system("convert tmp/12ur11476871449.ps tmp/12ur11476871449.png",intern=TRUE))
character(0)
> try(system("convert tmp/2qa8p1476871449.ps tmp/2qa8p1476871449.png",intern=TRUE))
character(0)
> try(system("convert tmp/3k0ny1476871449.ps tmp/3k0ny1476871449.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.162   0.068   1.255