R version 3.3.3 (2017-03-06) -- "Another Canoe"
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Platform: x86_64-pc-linux-gnu (64-bit)

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> x <- c(93.43,93.59,95.28,94.95,94.49,94.45,94.35,95.52,96.89,97.54,97.65,97.35,98.2,99.46,100.35,99.72,99.69,99.62,99.77,100.19,100.82,100.36,101.08,100.73,101.51,102.12,102.88,103.47,103.53,103.67,103.68,103.76,103.67,103.01,103.39,103.43,103.4,104.8,105.53,107.45,108.73,109.04,108.75,108.75,108.76,108.41,110.15,109.93,110.6,112.17,113.47,113.35,114.12,115,114.01,113.86,113.83,112.7,111.79,113.77)
> 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/11rkz1490092861.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/22k6l1490092861.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/3qhx81490092861.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  0.94822729  0.90107687  0.85564496  0.80121187  0.74375723
 [7]  0.68562181  0.61948338  0.55988787  0.51128417  0.46289382  0.41591628
[13]  0.37028516  0.32623865  0.28218283  0.24767278  0.20698981  0.16596003
[19]  0.12453280  0.08191700  0.04152468  0.00750103 -0.02157146 -0.04713098
[25] -0.06924693 -0.09069973 -0.11166214 -0.12984706 -0.15046788 -0.17239269
[31] -0.19440920 -0.21816650 -0.24162548 -0.26735380 -0.29500204 -0.31807371
[37] -0.33933818 -0.35873797 -0.37624426 -0.38884043 -0.39728586 -0.39872263
[43] -0.39847084 -0.39979825 -0.40156204 -0.40356274 -0.40973776 -0.40517356
[49] -0.39750498
> (mypacf <- c(rpacf$acf))
 [1]  0.948227287  0.019252333 -0.005818076 -0.112234460 -0.068100623
 [6] -0.046281341 -0.110523920  0.022438318  0.079916228 -0.002547004
[11] -0.017721207 -0.039012975 -0.024531157 -0.049768298  0.047324907
[16] -0.076040031 -0.029332326 -0.052753009 -0.048930508 -0.014625187
[21]  0.021813343  0.043522799  0.021910624 -0.008233250 -0.037113026
[26] -0.051613126 -0.022989047 -0.060851780 -0.027888166 -0.034026542
[31] -0.035262447 -0.027336287 -0.062338971 -0.051343373  0.010937506
[36] -0.013702884 -0.014787223 -0.033157108 -0.001468685 -0.004123944
[41]  0.030710616 -0.014217769 -0.035819941 -0.043262835 -0.049046190
[46] -0.080655038  0.072271045  0.031650448
> 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/4ycn41490092861.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/5d5um1490092861.tab") 
> 
> try(system("convert tmp/11rkz1490092861.ps tmp/11rkz1490092861.png",intern=TRUE))
character(0)
> try(system("convert tmp/22k6l1490092861.ps tmp/22k6l1490092861.png",intern=TRUE))
character(0)
> try(system("convert tmp/3qhx81490092861.ps tmp/3qhx81490092861.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.359   0.125   1.549