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(95.77,97.63,100.87,100.39,98.62,97.42,95.62,97.22,97.56,97.06,97.68,98.18,98.54,98.24,98.1,96.32,96.15,96.67,94.7,93.94,96.69,96.54,95.94,95.6,99.15,100.33,99.86,96.09,94.42,93.85,93.73,94.63,95.54,95.48,95.84,96.29,97.63,98.8,99.84,100.73,100.44,100.54,100.25,100.29,100.7,100.62,100.43,99.73,99.17,98.9,98.94,98.91,99.5,99.52,99.1,99.12,99,98.66,98.3,98.18,97.95,97.84,98.61,99.54,99.64,99.69,99.77,99.85,99.87,100.23,100.46,100.36)
> 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/1bx751476874007.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/2qw9g1476874007.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/37ui41476874007.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  0.283262548 -0.191855222 -0.230753525 -0.082653742
 [6] -0.054247143 -0.054178866 -0.113018815 -0.058180907 -0.018003431
[11] -0.021201524 -0.050892893  0.160799854  0.113976103  0.035433936
[16] -0.005713079 -0.177548157 -0.074603138  0.036844272 -0.015002676
[21] -0.171012098 -0.036536079  0.150792213  0.156071742  0.079921669
[26] -0.141063300 -0.145804623 -0.040509543 -0.004747975  0.050451113
[31]  0.053463154  0.035595494  0.009322207 -0.038433839 -0.018704974
[36] -0.008400133  0.017407894  0.034671259  0.045686469  0.038555990
[41] -0.033620182 -0.004591734  0.064650285  0.058902675 -0.001679592
[46] -0.003631147 -0.043048237 -0.069256549 -0.034431526
> (mypacf <- c(rpacf$acf))
 [1]  0.283262548 -0.295829569 -0.091190898 -0.034461530 -0.113688159
 [6] -0.063138910 -0.150926857 -0.048231647 -0.090931008 -0.097769161
[11] -0.108893843  0.156940539 -0.083023392  0.033776235  0.019781599
[16] -0.236274618  0.085435876 -0.067180529 -0.087601509 -0.192294585
[21]  0.026263475  0.043051363  0.006618773  0.016942254 -0.226409754
[26] -0.025259144 -0.195616739 -0.005240833 -0.017127891 -0.076656429
[31]  0.015861036 -0.057897537 -0.063023381 -0.101517562 -0.065265951
[36] -0.234453286  0.049297227 -0.005335451 -0.004948121 -0.028033783
[41] -0.109882832  0.106988471 -0.079473212 -0.002890532 -0.040513406
[46] -0.089787401 -0.050007397  0.049335413
> 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/4ms1j1476874007.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/5trxl1476874007.tab") 
> 
> try(system("convert tmp/1bx751476874007.ps tmp/1bx751476874007.png",intern=TRUE))
character(0)
> try(system("convert tmp/2qw9g1476874007.ps tmp/2qw9g1476874007.png",intern=TRUE))
character(0)
> try(system("convert tmp/37ui41476874007.ps tmp/37ui41476874007.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.179   0.088   1.282