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)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(98.98,98.97,98.91,98.98,98.95,98.96,98.96,99.04,99.33,100.04,100.14,100.21,100.21,100.27,100.44,100.57,100.51,100.47,100.47,100.49,101,101.61,101.65,101.74,101.74,101.73,101.77,101.82,101.97,102.09,102.09,102.08,102.42,102.78,103.04,103.08,99.16,99.19,99.23,99.31,99.46,99.49,99.95,100.14,100.43,101.1,101.26,101.28,101.04,101.12,101.07,100.97,101.01,100.99,101.19,101.25,101.33,101.79,102.06,102.09,102.27,102.26,102.46,102.46,102.51,102.56,102.59,102.26,102.33,102.84,102.93,102.95)
> 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/1lmgf1476909568.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/2str81476909568.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/3pi4y1476909568.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  0.883539959  0.755477696  0.631845431  0.527954535
 [6]  0.437851520  0.338205845  0.250549432  0.171788279  0.110223967
[11]  0.082672806  0.063082913  0.033084373 -0.020338653 -0.078347017
[16] -0.135429065 -0.170424662 -0.189456337 -0.212945016 -0.229870110
[21] -0.250914907 -0.266523825 -0.256160039 -0.234737580 -0.214892822
[26] -0.206569846 -0.206016852 -0.196929992 -0.153709227 -0.093344177
[31] -0.026539505  0.046075556  0.104286519  0.169860798  0.259076011
[36]  0.350489513  0.438552149  0.380356675  0.315117895  0.252926875
[41]  0.198111314  0.150583780  0.102168982  0.060565792  0.023085899
[46] -0.007563832 -0.027169366 -0.043608326 -0.060637758
> (mypacf <- c(rpacf$acf))
 [1]  0.883539959 -0.114722330 -0.050187476  0.013692510 -0.013056159
 [6] -0.112188041 -0.006997076 -0.028511969  0.002659199  0.092758812
[11] -0.006966266 -0.081083858 -0.123817393 -0.059497366 -0.073818341
[16]  0.033179005  0.020107763 -0.055238351  0.004526202 -0.058402376
[21] -0.056477726  0.048318175  0.015569541 -0.028194267 -0.022421970
[26] -0.028049280 -0.003007577  0.129464321  0.067608348  0.056213241
[31]  0.109785228  0.008868496  0.066313072  0.174983254  0.095298225
[36]  0.112010324 -0.555450073  0.068773414 -0.009974149 -0.045319674
[41] -0.037165074  0.048291059 -0.023804912  0.003257694 -0.042395825
[46] -0.130209839 -0.031403515  0.039938033
> 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/4qoaw1476909568.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/5uq581476909568.tab") 
> 
> try(system("convert tmp/1lmgf1476909568.ps tmp/1lmgf1476909568.png",intern=TRUE))
character(0)
> try(system("convert tmp/2str81476909568.ps tmp/2str81476909568.png",intern=TRUE))
character(0)
> try(system("convert tmp/3pi4y1476909568.ps tmp/3pi4y1476909568.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.319   0.075   1.408