R version 3.3.2 (2016-10-31) -- "Sincere Pumpkin Patch"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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> x <- c(831.5,831,830,828.4,828.1,827.6,828.2,828.2,828.7,830.5,831,831.9,832.2,831.9,830.6,829.7,828.8,826.7,825.8,825.4,825,825.6,824.6,824.5,822.6,822,821.2,820.4,819.4,819.7,818.2,817.7,817.5,817.7,817.5,816.9,820.3,819.7,819.4,818.6,818.2,817.6,817.3,816.7,817,817.6,817.8,817.8,820.9,820.7,820.6,820.8,820.4,820.2,819.8,819.6,819.6,819.8,819.9,820.3,822.9,821.9,820.6,818.9,817.3,815.6,813.8,812.1,810.8,809.6,808.7,807.3)
> 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/1r8z91483629107.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/2xisq1483629107.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/3zicg1483629107.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  0.308445923  0.322507826  0.205594251  0.088292639
 [6] -0.071210759 -0.158237995 -0.097877319 -0.104313534 -0.050820726
[11] -0.001784686 -0.008767166  0.245010830  0.012432261 -0.046910648
[16]  0.023870501 -0.128853562 -0.155631550 -0.284866224 -0.226176365
[21] -0.178343991 -0.144358490 -0.099037051 -0.026334556  0.125659225
[26]  0.055556782 -0.034606768  0.092206087 -0.039763678 -0.109896261
[31] -0.141628307 -0.182302143 -0.120001285 -0.162820624 -0.109401279
[36] -0.028717667  0.053346678  0.141386029  0.102791766  0.217652723
[41]  0.099537365  0.062073305  0.023921705 -0.053700357  0.018685681
[46] -0.018868795  0.007723294  0.105599180  0.116763996
> (mypacf <- c(rpacf$acf))
 [1]  3.084459e-01  2.512750e-01  6.323858e-02 -6.129575e-02 -1.758520e-01
 [6] -1.594531e-01  3.532943e-02  4.839490e-02  5.896850e-02  3.507830e-02
[11] -5.979855e-02  2.516622e-01 -1.299970e-01 -2.219104e-01  3.234687e-02
[16] -1.134507e-01 -2.577364e-02 -1.360791e-01 -1.233120e-01  5.185453e-02
[21]  2.032672e-02 -5.329742e-02  2.062228e-02  1.536831e-02 -9.532052e-05
[26] -1.016831e-01 -1.213738e-02 -2.906041e-02 -1.014032e-01 -1.851060e-02
[31] -1.017958e-01 -5.316965e-02 -6.288767e-02 -7.837910e-02 -2.878400e-04
[36] -3.990216e-02  8.528800e-02  6.812705e-02  7.184453e-03 -9.084228e-02
[41] -1.631722e-02 -1.949357e-02 -1.671121e-02  4.395940e-02  2.720660e-02
[46]  3.176931e-02  4.827076e-02 -2.074815e-02
> 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/43zin1483629107.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/5x3fs1483629107.tab") 
> 
> try(system("convert tmp/1r8z91483629107.ps tmp/1r8z91483629107.png",intern=TRUE))
character(0)
> try(system("convert tmp/2xisq1483629107.ps tmp/2xisq1483629107.png",intern=TRUE))
character(0)
> try(system("convert tmp/3zicg1483629107.ps tmp/3zicg1483629107.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.292   0.079   1.391