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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 13 Dec 2008 06:35:54 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/13/t12291754132zdxfsh0zlr1heb.htm/, Retrieved Fri, 17 May 2024 05:03:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33073, Retrieved Fri, 17 May 2024 05:03:13 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

195

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [(Partial) Autocorrelation Function] [ACF d=0 D=0 voor Xt] [2008-12-13 09:26:24] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   PD  [(Partial) Autocorrelation Function] [ACF d=0 D=1] [2008-12-13 09:29:39] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   PD    [(Partial) Autocorrelation Function] [step 1 ACF d=0 D=0] [2008-12-13 13:32:41] [b1bd16d1f47bfe13feacf1c27a0abba5]
-             [(Partial) Autocorrelation Function] [step 1 ACF d=1 D=0] [2008-12-13 13:35:54] [e7b1048c2c3a353441b9143db4404b91] [Current]
-               [(Partial) Autocorrelation Function] [step 1 ACF d=1 D=1] [2008-12-13 13:38:15] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-                 [(Partial) Autocorrelation Function] [step 1 ACF d=1 D=2] [2008-12-13 13:42:02] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-                   [(Partial) Autocorrelation Function] [step 5 ACF d=2 D=1] [2008-12-13 13:44:59] [b1bd16d1f47bfe13feacf1c27a0abba5] 
- RM                [Variance Reduction Matrix] [step 1 VRM] [2008-12-13 13:47:47] [b1bd16d1f47bfe13feacf1c27a0abba5] 
- RM                [Spectral Analysis] [step 1 SA d=0 D=0] [2008-12-13 13:50:36] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-                     [Spectral Analysis] [step 1 SA d=1 D=0] [2008-12-13 13:53:15] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-                       [Spectral Analysis] [step 1 SA d=1 D=1] [2008-12-13 13:55:28] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-                         [Spectral Analysis] [step 1 SA d=2 D=1] [2008-12-13 14:01:12] [b1bd16d1f47bfe13feacf1c27a0abba5] 
- RM                        [Standard Deviation-Mean Plot] [step 1 SDMP] [2008-12-13 14:06:36] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-                   [(Partial) Autocorrelation Function] [step 1 d=2 D=1] [2008-12-13 14:13:29] [b1bd16d1f47bfe13feacf1c27a0abba5] 
- RM                [ARIMA Backward Selection] [step 1 BSM ] [2008-12-13 14:17:36] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F RM                [ARIMA Forecasting] [step 1 ARIMA fore...] [2008-12-13 14:21:46] [b1bd16d1f47bfe13feacf1c27a0abba5] 

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Dataseries X:

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Histogram

Boxplots

6.4
6.8
7.5
7.5
7.6
7.6
7.4
7.3
7.1
6.9
6.8
7.5
7.6
7.8
8
8.1
8.2
8.3
8.2
8
7.9
7.6
7.6
8.2
8.3
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.5
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.6
8.2
8.1
8
8.6
8.7
8.8
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.1
8.2
8.1
8.1
7.9
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.6
6.2
6.2
6.8

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33073&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33073&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33073&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.357231	3.2545	0.000822
2	-0.13493	-1.2293	0.111222
3	-0.42042	-3.8302	0.000124
4	-0.375246	-3.4187	0.000489
5	-0.034896	-0.3179	0.375672
6	0.260156	2.3701	0.01005
7	0.129468	1.1795	0.120782
8	-0.116825	-1.0643	0.145133
9	-0.182292	-1.6608	0.050268
10	-0.086855	-0.7913	0.215517
11	0.178524	1.6264	0.053824
12	0.527792	4.8084	3e-06
13	0.154885	1.4111	0.08098
14	-0.076511	-0.697	0.24386
15	-0.242504	-2.2093	0.014954
16	-0.194636	-1.7732	0.039931
17	-0.025	-0.2278	0.410197
18	0.154629	1.4087	0.081325
19	0.057808	0.5267	0.299918
20	-0.077967	-0.7103	0.239751
21	-0.113336	-1.0325	0.15241
22	-0.015446	-0.1407	0.444216
23	0.091724	0.8356	0.202876
24	0.302828	2.7589	0.003567
25	0.064195	0.5848	0.280121
26	-0.056562	-0.5153	0.303856
27	-0.160982	-1.4666	0.073129
28	-0.105635	-0.9624	0.169327
29	-0.021325	-0.1943	0.423214
30	0.026361	0.2402	0.405398
31	0.02492	0.227	0.410478
32	-0.035823	-0.3264	0.372486
33	0.011682	0.1064	0.457749
34	0.029272	0.2667	0.39519
35	0.001215	0.0111	0.495597
36	0.120951	1.1019	0.136841
37	-0.06215	-0.5662	0.286388
38	-0.053781	-0.49	0.312725
39	-0.05666	-0.5162	0.303544
40	0.046195	0.4209	0.337473
41	0.09532	0.8684	0.193837
42	0.074077	0.6749	0.250817
43	-0.042668	-0.3887	0.349239
44	-0.189873	-1.7298	0.043689
45	-0.112331	-1.0234	0.15455
46	-0.063751	-0.5808	0.281475
47	0.03211	0.2925	0.385303
48	0.187031	1.7039	0.046068

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.357231 & 3.2545 & 0.000822 \tabularnewline
2 & -0.13493 & -1.2293 & 0.111222 \tabularnewline
3 & -0.42042 & -3.8302 & 0.000124 \tabularnewline
4 & -0.375246 & -3.4187 & 0.000489 \tabularnewline
5 & -0.034896 & -0.3179 & 0.375672 \tabularnewline
6 & 0.260156 & 2.3701 & 0.01005 \tabularnewline
7 & 0.129468 & 1.1795 & 0.120782 \tabularnewline
8 & -0.116825 & -1.0643 & 0.145133 \tabularnewline
9 & -0.182292 & -1.6608 & 0.050268 \tabularnewline
10 & -0.086855 & -0.7913 & 0.215517 \tabularnewline
11 & 0.178524 & 1.6264 & 0.053824 \tabularnewline
12 & 0.527792 & 4.8084 & 3e-06 \tabularnewline
13 & 0.154885 & 1.4111 & 0.08098 \tabularnewline
14 & -0.076511 & -0.697 & 0.24386 \tabularnewline
15 & -0.242504 & -2.2093 & 0.014954 \tabularnewline
16 & -0.194636 & -1.7732 & 0.039931 \tabularnewline
17 & -0.025 & -0.2278 & 0.410197 \tabularnewline
18 & 0.154629 & 1.4087 & 0.081325 \tabularnewline
19 & 0.057808 & 0.5267 & 0.299918 \tabularnewline
20 & -0.077967 & -0.7103 & 0.239751 \tabularnewline
21 & -0.113336 & -1.0325 & 0.15241 \tabularnewline
22 & -0.015446 & -0.1407 & 0.444216 \tabularnewline
23 & 0.091724 & 0.8356 & 0.202876 \tabularnewline
24 & 0.302828 & 2.7589 & 0.003567 \tabularnewline
25 & 0.064195 & 0.5848 & 0.280121 \tabularnewline
26 & -0.056562 & -0.5153 & 0.303856 \tabularnewline
27 & -0.160982 & -1.4666 & 0.073129 \tabularnewline
28 & -0.105635 & -0.9624 & 0.169327 \tabularnewline
29 & -0.021325 & -0.1943 & 0.423214 \tabularnewline
30 & 0.026361 & 0.2402 & 0.405398 \tabularnewline
31 & 0.02492 & 0.227 & 0.410478 \tabularnewline
32 & -0.035823 & -0.3264 & 0.372486 \tabularnewline
33 & 0.011682 & 0.1064 & 0.457749 \tabularnewline
34 & 0.029272 & 0.2667 & 0.39519 \tabularnewline
35 & 0.001215 & 0.0111 & 0.495597 \tabularnewline
36 & 0.120951 & 1.1019 & 0.136841 \tabularnewline
37 & -0.06215 & -0.5662 & 0.286388 \tabularnewline
38 & -0.053781 & -0.49 & 0.312725 \tabularnewline
39 & -0.05666 & -0.5162 & 0.303544 \tabularnewline
40 & 0.046195 & 0.4209 & 0.337473 \tabularnewline
41 & 0.09532 & 0.8684 & 0.193837 \tabularnewline
42 & 0.074077 & 0.6749 & 0.250817 \tabularnewline
43 & -0.042668 & -0.3887 & 0.349239 \tabularnewline
44 & -0.189873 & -1.7298 & 0.043689 \tabularnewline
45 & -0.112331 & -1.0234 & 0.15455 \tabularnewline
46 & -0.063751 & -0.5808 & 0.281475 \tabularnewline
47 & 0.03211 & 0.2925 & 0.385303 \tabularnewline
48 & 0.187031 & 1.7039 & 0.046068 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33073&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.357231[/C][C]3.2545[/C][C]0.000822[/C][/ROW]
[ROW][C]2[/C][C]-0.13493[/C][C]-1.2293[/C][C]0.111222[/C][/ROW]
[ROW][C]3[/C][C]-0.42042[/C][C]-3.8302[/C][C]0.000124[/C][/ROW]
[ROW][C]4[/C][C]-0.375246[/C][C]-3.4187[/C][C]0.000489[/C][/ROW]
[ROW][C]5[/C][C]-0.034896[/C][C]-0.3179[/C][C]0.375672[/C][/ROW]
[ROW][C]6[/C][C]0.260156[/C][C]2.3701[/C][C]0.01005[/C][/ROW]
[ROW][C]7[/C][C]0.129468[/C][C]1.1795[/C][C]0.120782[/C][/ROW]
[ROW][C]8[/C][C]-0.116825[/C][C]-1.0643[/C][C]0.145133[/C][/ROW]
[ROW][C]9[/C][C]-0.182292[/C][C]-1.6608[/C][C]0.050268[/C][/ROW]
[ROW][C]10[/C][C]-0.086855[/C][C]-0.7913[/C][C]0.215517[/C][/ROW]
[ROW][C]11[/C][C]0.178524[/C][C]1.6264[/C][C]0.053824[/C][/ROW]
[ROW][C]12[/C][C]0.527792[/C][C]4.8084[/C][C]3e-06[/C][/ROW]
[ROW][C]13[/C][C]0.154885[/C][C]1.4111[/C][C]0.08098[/C][/ROW]
[ROW][C]14[/C][C]-0.076511[/C][C]-0.697[/C][C]0.24386[/C][/ROW]
[ROW][C]15[/C][C]-0.242504[/C][C]-2.2093[/C][C]0.014954[/C][/ROW]
[ROW][C]16[/C][C]-0.194636[/C][C]-1.7732[/C][C]0.039931[/C][/ROW]
[ROW][C]17[/C][C]-0.025[/C][C]-0.2278[/C][C]0.410197[/C][/ROW]
[ROW][C]18[/C][C]0.154629[/C][C]1.4087[/C][C]0.081325[/C][/ROW]
[ROW][C]19[/C][C]0.057808[/C][C]0.5267[/C][C]0.299918[/C][/ROW]
[ROW][C]20[/C][C]-0.077967[/C][C]-0.7103[/C][C]0.239751[/C][/ROW]
[ROW][C]21[/C][C]-0.113336[/C][C]-1.0325[/C][C]0.15241[/C][/ROW]
[ROW][C]22[/C][C]-0.015446[/C][C]-0.1407[/C][C]0.444216[/C][/ROW]
[ROW][C]23[/C][C]0.091724[/C][C]0.8356[/C][C]0.202876[/C][/ROW]
[ROW][C]24[/C][C]0.302828[/C][C]2.7589[/C][C]0.003567[/C][/ROW]
[ROW][C]25[/C][C]0.064195[/C][C]0.5848[/C][C]0.280121[/C][/ROW]
[ROW][C]26[/C][C]-0.056562[/C][C]-0.5153[/C][C]0.303856[/C][/ROW]
[ROW][C]27[/C][C]-0.160982[/C][C]-1.4666[/C][C]0.073129[/C][/ROW]
[ROW][C]28[/C][C]-0.105635[/C][C]-0.9624[/C][C]0.169327[/C][/ROW]
[ROW][C]29[/C][C]-0.021325[/C][C]-0.1943[/C][C]0.423214[/C][/ROW]
[ROW][C]30[/C][C]0.026361[/C][C]0.2402[/C][C]0.405398[/C][/ROW]
[ROW][C]31[/C][C]0.02492[/C][C]0.227[/C][C]0.410478[/C][/ROW]
[ROW][C]32[/C][C]-0.035823[/C][C]-0.3264[/C][C]0.372486[/C][/ROW]
[ROW][C]33[/C][C]0.011682[/C][C]0.1064[/C][C]0.457749[/C][/ROW]
[ROW][C]34[/C][C]0.029272[/C][C]0.2667[/C][C]0.39519[/C][/ROW]
[ROW][C]35[/C][C]0.001215[/C][C]0.0111[/C][C]0.495597[/C][/ROW]
[ROW][C]36[/C][C]0.120951[/C][C]1.1019[/C][C]0.136841[/C][/ROW]
[ROW][C]37[/C][C]-0.06215[/C][C]-0.5662[/C][C]0.286388[/C][/ROW]
[ROW][C]38[/C][C]-0.053781[/C][C]-0.49[/C][C]0.312725[/C][/ROW]
[ROW][C]39[/C][C]-0.05666[/C][C]-0.5162[/C][C]0.303544[/C][/ROW]
[ROW][C]40[/C][C]0.046195[/C][C]0.4209[/C][C]0.337473[/C][/ROW]
[ROW][C]41[/C][C]0.09532[/C][C]0.8684[/C][C]0.193837[/C][/ROW]
[ROW][C]42[/C][C]0.074077[/C][C]0.6749[/C][C]0.250817[/C][/ROW]
[ROW][C]43[/C][C]-0.042668[/C][C]-0.3887[/C][C]0.349239[/C][/ROW]
[ROW][C]44[/C][C]-0.189873[/C][C]-1.7298[/C][C]0.043689[/C][/ROW]
[ROW][C]45[/C][C]-0.112331[/C][C]-1.0234[/C][C]0.15455[/C][/ROW]
[ROW][C]46[/C][C]-0.063751[/C][C]-0.5808[/C][C]0.281475[/C][/ROW]
[ROW][C]47[/C][C]0.03211[/C][C]0.2925[/C][C]0.385303[/C][/ROW]
[ROW][C]48[/C][C]0.187031[/C][C]1.7039[/C][C]0.046068[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33073&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33073&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.357231	3.2545	0.000822
2	-0.13493	-1.2293	0.111222
3	-0.42042	-3.8302	0.000124
4	-0.375246	-3.4187	0.000489
5	-0.034896	-0.3179	0.375672
6	0.260156	2.3701	0.01005
7	0.129468	1.1795	0.120782
8	-0.116825	-1.0643	0.145133
9	-0.182292	-1.6608	0.050268
10	-0.086855	-0.7913	0.215517
11	0.178524	1.6264	0.053824
12	0.527792	4.8084	3e-06
13	0.154885	1.4111	0.08098
14	-0.076511	-0.697	0.24386
15	-0.242504	-2.2093	0.014954
16	-0.194636	-1.7732	0.039931
17	-0.025	-0.2278	0.410197
18	0.154629	1.4087	0.081325
19	0.057808	0.5267	0.299918
20	-0.077967	-0.7103	0.239751
21	-0.113336	-1.0325	0.15241
22	-0.015446	-0.1407	0.444216
23	0.091724	0.8356	0.202876
24	0.302828	2.7589	0.003567
25	0.064195	0.5848	0.280121
26	-0.056562	-0.5153	0.303856
27	-0.160982	-1.4666	0.073129
28	-0.105635	-0.9624	0.169327
29	-0.021325	-0.1943	0.423214
30	0.026361	0.2402	0.405398
31	0.02492	0.227	0.410478
32	-0.035823	-0.3264	0.372486
33	0.011682	0.1064	0.457749
34	0.029272	0.2667	0.39519
35	0.001215	0.0111	0.495597
36	0.120951	1.1019	0.136841
37	-0.06215	-0.5662	0.286388
38	-0.053781	-0.49	0.312725
39	-0.05666	-0.5162	0.303544
40	0.046195	0.4209	0.337473
41	0.09532	0.8684	0.193837
42	0.074077	0.6749	0.250817
43	-0.042668	-0.3887	0.349239
44	-0.189873	-1.7298	0.043689
45	-0.112331	-1.0234	0.15455
46	-0.063751	-0.5808	0.281475
47	0.03211	0.2925	0.385303
48	0.187031	1.7039	0.046068

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.357231	3.2545	0.000822
2	-0.300949	-2.7418	0.003741
3	-0.315368	-2.8731	0.002579
4	-0.179063	-1.6313	0.053303
5	0.052796	0.481	0.315894
6	0.090037	0.8203	0.207204
7	-0.2122	-1.9332	0.028309
8	-0.188119	-1.7138	0.045145
9	0.009155	0.0834	0.466864
10	0.02271	0.2069	0.418299
11	0.108014	0.9841	0.163975
12	0.426755	3.8879	0.000101
13	-0.200985	-1.8311	0.03534
14	0.205977	1.8765	0.032048
15	0.132537	1.2075	0.115341
16	0.135798	1.2372	0.109756
17	-0.021338	-0.1944	0.423169
18	0.023649	0.2155	0.414971
19	0.01183	0.1078	0.457217
20	-0.006829	-0.0622	0.475269
21	-0.084223	-0.7673	0.222537
22	0.057125	0.5204	0.302074
23	-0.134258	-1.2232	0.112367
24	0.046325	0.422	0.337044
25	-0.065329	-0.5952	0.276672
26	-0.007427	-0.0677	0.473109
27	-0.044291	-0.4035	0.343805
28	0.007089	0.0646	0.474332
29	-0.023313	-0.2124	0.416161
30	-0.158333	-1.4425	0.076465
31	0.080452	0.733	0.232826
32	-0.034489	-0.3142	0.377074
33	0.090369	0.8233	0.206348
34	-0.124282	-1.1323	0.130392
35	-0.013245	-0.1207	0.452123
36	0.038919	0.3546	0.361904
37	-0.115523	-1.0525	0.147821
38	-0.006234	-0.0568	0.477424
39	0.019991	0.1821	0.427965
40	0.054542	0.4969	0.310287
41	0.155894	1.4203	0.079638
42	0.08422	0.7673	0.222546
43	-0.017273	-0.1574	0.43767
44	-0.097007	-0.8838	0.189684
45	0.014242	0.1298	0.448537
46	-0.10958	-0.9983	0.160513
47	-0.051439	-0.4686	0.320281
48	-0.020466	-0.1865	0.426272

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.357231 & 3.2545 & 0.000822 \tabularnewline
2 & -0.300949 & -2.7418 & 0.003741 \tabularnewline
3 & -0.315368 & -2.8731 & 0.002579 \tabularnewline
4 & -0.179063 & -1.6313 & 0.053303 \tabularnewline
5 & 0.052796 & 0.481 & 0.315894 \tabularnewline
6 & 0.090037 & 0.8203 & 0.207204 \tabularnewline
7 & -0.2122 & -1.9332 & 0.028309 \tabularnewline
8 & -0.188119 & -1.7138 & 0.045145 \tabularnewline
9 & 0.009155 & 0.0834 & 0.466864 \tabularnewline
10 & 0.02271 & 0.2069 & 0.418299 \tabularnewline
11 & 0.108014 & 0.9841 & 0.163975 \tabularnewline
12 & 0.426755 & 3.8879 & 0.000101 \tabularnewline
13 & -0.200985 & -1.8311 & 0.03534 \tabularnewline
14 & 0.205977 & 1.8765 & 0.032048 \tabularnewline
15 & 0.132537 & 1.2075 & 0.115341 \tabularnewline
16 & 0.135798 & 1.2372 & 0.109756 \tabularnewline
17 & -0.021338 & -0.1944 & 0.423169 \tabularnewline
18 & 0.023649 & 0.2155 & 0.414971 \tabularnewline
19 & 0.01183 & 0.1078 & 0.457217 \tabularnewline
20 & -0.006829 & -0.0622 & 0.475269 \tabularnewline
21 & -0.084223 & -0.7673 & 0.222537 \tabularnewline
22 & 0.057125 & 0.5204 & 0.302074 \tabularnewline
23 & -0.134258 & -1.2232 & 0.112367 \tabularnewline
24 & 0.046325 & 0.422 & 0.337044 \tabularnewline
25 & -0.065329 & -0.5952 & 0.276672 \tabularnewline
26 & -0.007427 & -0.0677 & 0.473109 \tabularnewline
27 & -0.044291 & -0.4035 & 0.343805 \tabularnewline
28 & 0.007089 & 0.0646 & 0.474332 \tabularnewline
29 & -0.023313 & -0.2124 & 0.416161 \tabularnewline
30 & -0.158333 & -1.4425 & 0.076465 \tabularnewline
31 & 0.080452 & 0.733 & 0.232826 \tabularnewline
32 & -0.034489 & -0.3142 & 0.377074 \tabularnewline
33 & 0.090369 & 0.8233 & 0.206348 \tabularnewline
34 & -0.124282 & -1.1323 & 0.130392 \tabularnewline
35 & -0.013245 & -0.1207 & 0.452123 \tabularnewline
36 & 0.038919 & 0.3546 & 0.361904 \tabularnewline
37 & -0.115523 & -1.0525 & 0.147821 \tabularnewline
38 & -0.006234 & -0.0568 & 0.477424 \tabularnewline
39 & 0.019991 & 0.1821 & 0.427965 \tabularnewline
40 & 0.054542 & 0.4969 & 0.310287 \tabularnewline
41 & 0.155894 & 1.4203 & 0.079638 \tabularnewline
42 & 0.08422 & 0.7673 & 0.222546 \tabularnewline
43 & -0.017273 & -0.1574 & 0.43767 \tabularnewline
44 & -0.097007 & -0.8838 & 0.189684 \tabularnewline
45 & 0.014242 & 0.1298 & 0.448537 \tabularnewline
46 & -0.10958 & -0.9983 & 0.160513 \tabularnewline
47 & -0.051439 & -0.4686 & 0.320281 \tabularnewline
48 & -0.020466 & -0.1865 & 0.426272 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33073&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.357231[/C][C]3.2545[/C][C]0.000822[/C][/ROW]
[ROW][C]2[/C][C]-0.300949[/C][C]-2.7418[/C][C]0.003741[/C][/ROW]
[ROW][C]3[/C][C]-0.315368[/C][C]-2.8731[/C][C]0.002579[/C][/ROW]
[ROW][C]4[/C][C]-0.179063[/C][C]-1.6313[/C][C]0.053303[/C][/ROW]
[ROW][C]5[/C][C]0.052796[/C][C]0.481[/C][C]0.315894[/C][/ROW]
[ROW][C]6[/C][C]0.090037[/C][C]0.8203[/C][C]0.207204[/C][/ROW]
[ROW][C]7[/C][C]-0.2122[/C][C]-1.9332[/C][C]0.028309[/C][/ROW]
[ROW][C]8[/C][C]-0.188119[/C][C]-1.7138[/C][C]0.045145[/C][/ROW]
[ROW][C]9[/C][C]0.009155[/C][C]0.0834[/C][C]0.466864[/C][/ROW]
[ROW][C]10[/C][C]0.02271[/C][C]0.2069[/C][C]0.418299[/C][/ROW]
[ROW][C]11[/C][C]0.108014[/C][C]0.9841[/C][C]0.163975[/C][/ROW]
[ROW][C]12[/C][C]0.426755[/C][C]3.8879[/C][C]0.000101[/C][/ROW]
[ROW][C]13[/C][C]-0.200985[/C][C]-1.8311[/C][C]0.03534[/C][/ROW]
[ROW][C]14[/C][C]0.205977[/C][C]1.8765[/C][C]0.032048[/C][/ROW]
[ROW][C]15[/C][C]0.132537[/C][C]1.2075[/C][C]0.115341[/C][/ROW]
[ROW][C]16[/C][C]0.135798[/C][C]1.2372[/C][C]0.109756[/C][/ROW]
[ROW][C]17[/C][C]-0.021338[/C][C]-0.1944[/C][C]0.423169[/C][/ROW]
[ROW][C]18[/C][C]0.023649[/C][C]0.2155[/C][C]0.414971[/C][/ROW]
[ROW][C]19[/C][C]0.01183[/C][C]0.1078[/C][C]0.457217[/C][/ROW]
[ROW][C]20[/C][C]-0.006829[/C][C]-0.0622[/C][C]0.475269[/C][/ROW]
[ROW][C]21[/C][C]-0.084223[/C][C]-0.7673[/C][C]0.222537[/C][/ROW]
[ROW][C]22[/C][C]0.057125[/C][C]0.5204[/C][C]0.302074[/C][/ROW]
[ROW][C]23[/C][C]-0.134258[/C][C]-1.2232[/C][C]0.112367[/C][/ROW]
[ROW][C]24[/C][C]0.046325[/C][C]0.422[/C][C]0.337044[/C][/ROW]
[ROW][C]25[/C][C]-0.065329[/C][C]-0.5952[/C][C]0.276672[/C][/ROW]
[ROW][C]26[/C][C]-0.007427[/C][C]-0.0677[/C][C]0.473109[/C][/ROW]
[ROW][C]27[/C][C]-0.044291[/C][C]-0.4035[/C][C]0.343805[/C][/ROW]
[ROW][C]28[/C][C]0.007089[/C][C]0.0646[/C][C]0.474332[/C][/ROW]
[ROW][C]29[/C][C]-0.023313[/C][C]-0.2124[/C][C]0.416161[/C][/ROW]
[ROW][C]30[/C][C]-0.158333[/C][C]-1.4425[/C][C]0.076465[/C][/ROW]
[ROW][C]31[/C][C]0.080452[/C][C]0.733[/C][C]0.232826[/C][/ROW]
[ROW][C]32[/C][C]-0.034489[/C][C]-0.3142[/C][C]0.377074[/C][/ROW]
[ROW][C]33[/C][C]0.090369[/C][C]0.8233[/C][C]0.206348[/C][/ROW]
[ROW][C]34[/C][C]-0.124282[/C][C]-1.1323[/C][C]0.130392[/C][/ROW]
[ROW][C]35[/C][C]-0.013245[/C][C]-0.1207[/C][C]0.452123[/C][/ROW]
[ROW][C]36[/C][C]0.038919[/C][C]0.3546[/C][C]0.361904[/C][/ROW]
[ROW][C]37[/C][C]-0.115523[/C][C]-1.0525[/C][C]0.147821[/C][/ROW]
[ROW][C]38[/C][C]-0.006234[/C][C]-0.0568[/C][C]0.477424[/C][/ROW]
[ROW][C]39[/C][C]0.019991[/C][C]0.1821[/C][C]0.427965[/C][/ROW]
[ROW][C]40[/C][C]0.054542[/C][C]0.4969[/C][C]0.310287[/C][/ROW]
[ROW][C]41[/C][C]0.155894[/C][C]1.4203[/C][C]0.079638[/C][/ROW]
[ROW][C]42[/C][C]0.08422[/C][C]0.7673[/C][C]0.222546[/C][/ROW]
[ROW][C]43[/C][C]-0.017273[/C][C]-0.1574[/C][C]0.43767[/C][/ROW]
[ROW][C]44[/C][C]-0.097007[/C][C]-0.8838[/C][C]0.189684[/C][/ROW]
[ROW][C]45[/C][C]0.014242[/C][C]0.1298[/C][C]0.448537[/C][/ROW]
[ROW][C]46[/C][C]-0.10958[/C][C]-0.9983[/C][C]0.160513[/C][/ROW]
[ROW][C]47[/C][C]-0.051439[/C][C]-0.4686[/C][C]0.320281[/C][/ROW]
[ROW][C]48[/C][C]-0.020466[/C][C]-0.1865[/C][C]0.426272[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33073&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33073&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.357231	3.2545	0.000822
2	-0.300949	-2.7418	0.003741
3	-0.315368	-2.8731	0.002579
4	-0.179063	-1.6313	0.053303
5	0.052796	0.481	0.315894
6	0.090037	0.8203	0.207204
7	-0.2122	-1.9332	0.028309
8	-0.188119	-1.7138	0.045145
9	0.009155	0.0834	0.466864
10	0.02271	0.2069	0.418299
11	0.108014	0.9841	0.163975
12	0.426755	3.8879	0.000101
13	-0.200985	-1.8311	0.03534
14	0.205977	1.8765	0.032048
15	0.132537	1.2075	0.115341
16	0.135798	1.2372	0.109756
17	-0.021338	-0.1944	0.423169
18	0.023649	0.2155	0.414971
19	0.01183	0.1078	0.457217
20	-0.006829	-0.0622	0.475269
21	-0.084223	-0.7673	0.222537
22	0.057125	0.5204	0.302074
23	-0.134258	-1.2232	0.112367
24	0.046325	0.422	0.337044
25	-0.065329	-0.5952	0.276672
26	-0.007427	-0.0677	0.473109
27	-0.044291	-0.4035	0.343805
28	0.007089	0.0646	0.474332
29	-0.023313	-0.2124	0.416161
30	-0.158333	-1.4425	0.076465
31	0.080452	0.733	0.232826
32	-0.034489	-0.3142	0.377074
33	0.090369	0.8233	0.206348
34	-0.124282	-1.1323	0.130392
35	-0.013245	-0.1207	0.452123
36	0.038919	0.3546	0.361904
37	-0.115523	-1.0525	0.147821
38	-0.006234	-0.0568	0.477424
39	0.019991	0.1821	0.427965
40	0.054542	0.4969	0.310287
41	0.155894	1.4203	0.079638
42	0.08422	0.7673	0.222546
43	-0.017273	-0.1574	0.43767
44	-0.097007	-0.8838	0.189684
45	0.014242	0.1298	0.448537
46	-0.10958	-0.9983	0.160513
47	-0.051439	-0.4686	0.320281
48	-0.020466	-0.1865	0.426272

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 0 ; par3 = 2 ; par4 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

R code (references can be found in the software module):

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 (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='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('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='mytable.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('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='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code