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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationSat, 13 Dec 2008 02:26:24 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/13/t12291604492b4k185ds39ggqr.htm/, Retrieved Sat, 25 May 2024 06:59:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32902, Retrieved Sat, 25 May 2024 06:59:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact246

Tree of Dependent Computations

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] [e7b1048c2c3a353441b9143db4404b91] [Current]
-   PD    [(Partial) Autocorrelation Function] [ACF d=0 D=1] [2008-12-13 09:29:39] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RMPD      [Standard Deviation-Mean Plot] [Standard Deviatio...] [2008-12-13 09:34:07] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RMPD      [Variance Reduction Matrix] [VRM Xt] [2008-12-13 09:39:37] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RMPD      [Spectral Analysis] [Spectral Analysis Xt] [2008-12-13 09:45:55] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   PD        [Spectral Analysis] [Spectral analysis...] [2008-12-13 09:51:22] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   P           [Spectral Analysis] [Spectral analysis...] [2008-12-13 10:03:15] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RM D            [Standard Deviation-Mean Plot] [Standard Deviatio...] [2008-12-13 10:17:49] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RM D            [(Partial) Autocorrelation Function] [ACF d=0 D=0 Yt] [2008-12-13 10:28:35] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                   [(Partial) Autocorrelation Function] [ACF d=1 D=0] [2008-12-13 10:37:30] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                     [(Partial) Autocorrelation Function] [ACF d=1 d=0 Yt] [2008-12-13 10:40:32] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                     [(Partial) Autocorrelation Function] [ACF d=1 D=1] [2008-12-13 10:45:20] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                       [(Partial) Autocorrelation Function] [ACF d=1 D=2] [2008-12-13 10:47:44] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                       [(Partial) Autocorrelation Function] [ACF d=2 D=1] [2008-12-13 10:56:10] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RM                      [Spectral Analysis] [Spectral analysis...] [2008-12-13 11:06:55] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                           [Spectral Analysis] [Spectral analysis] [2008-12-13 11:11:24] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                             [Spectral Analysis] [Spectral analysis...] [2008-12-13 11:14:56] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                               [Spectral Analysis] [ACF D=1 d=2] [2008-12-13 11:17:54] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   P                             [Spectral Analysis] [Spectral Analysis...] [2008-12-22 20:25:12] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RM D            [Variance Reduction Matrix] [VRM Yt] [2008-12-13 10:32:57] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RMPD      [Cross Correlation Function] [CCF met transform...] [2008-12-13 12:06:25] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RMPD      [ARIMA Backward Selection] [BSM consumptiegoe...] [2008-12-13 12:31:32] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RMPD      [ARIMA Backward Selection] [BSM werkloosheid] [2008-12-13 12:34:35] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RMPD      [ARIMA Forecasting] [ARIMA werkloosheid] [2008-12-13 12:40:21] [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] [b1bd16d1f47bfe13feacf1c27a0abba5]
-               [(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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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
97,8
107,4
117,5
105,6
97,4
99,5
98
104,3
100,6
101,1
103,9
96,9
95,5
108,4
117
103,8
100,8
110,6
104
112,6
107,3
98,9
109,8
104,9
102,2
123,9
124,9
112,7
121,9
100,6
104,3
120,4
107,5
102,9
125,6
107,5
108,8
128,4
121,1
119,5
128,7
108,7
105,5
119,8
111,3
110,6
120,1
97,5
107,7
127,3
117,2
119,8
116,2
111
112,4
130,6
109,1
118,8
123,9
101,6
112,8
128
129,6
125,8
119,5
115,7
113,6
129,7
112
116,8
127
112,1
114,2
121,1
131,6
125
120,4
117,7
117,5
120,6
127,5
112,3
124,5
115,2

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32902&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32902&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32902&T=0

As an alternative you can also use a QR Code:  
QR Code


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

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3640373.33650.000633
20.2107841.93190.028373
30.4891294.48291.2e-05
40.1899571.7410.042674
50.2783232.55090.006279
60.5420684.96812e-06
70.1703381.56120.061121
80.1697111.55540.061802
90.3788713.47240.000409
100.0444380.40730.342418
110.2325452.13130.017993
120.6093395.58470
130.1505961.38020.085588
140.0760780.69730.24378
150.2421582.21940.014577
16-0.045404-0.41610.339185
170.1299331.19090.118532
180.2849992.61210.00533
19-0.038086-0.34910.363956
200.015510.14220.443649
210.132171.21140.114578
22-0.136006-1.24650.10802
230.0974760.89340.187102
240.2792642.55950.006137
25-0.006789-0.06220.475268
26-0.008165-0.07480.470262
270.0593020.54350.294108
28-0.164895-1.51130.067235
290.0296870.27210.393112
300.0823850.75510.226159
31-0.103009-0.94410.173916
32-0.050152-0.45970.323476
33-0.061039-0.55940.288679
34-0.186142-1.7060.04585
350.0216610.19850.421557
360.1428361.30910.097032
37-0.044231-0.40540.343114
38-0.039217-0.35940.360089
39-0.034015-0.31180.378
40-0.122005-1.11820.133335
41-0.022039-0.2020.420206
420.0013170.01210.495199
43-0.083756-0.76760.222427
44-0.067318-0.6170.269458
45-0.136082-1.24720.107893
46-0.192184-1.76140.040905
47-0.08186-0.75030.227598
48-0.006847-0.06280.475054

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.364037 & 3.3365 & 0.000633 \tabularnewline
2 & 0.210784 & 1.9319 & 0.028373 \tabularnewline
3 & 0.489129 & 4.4829 & 1.2e-05 \tabularnewline
4 & 0.189957 & 1.741 & 0.042674 \tabularnewline
5 & 0.278323 & 2.5509 & 0.006279 \tabularnewline
6 & 0.542068 & 4.9681 & 2e-06 \tabularnewline
7 & 0.170338 & 1.5612 & 0.061121 \tabularnewline
8 & 0.169711 & 1.5554 & 0.061802 \tabularnewline
9 & 0.378871 & 3.4724 & 0.000409 \tabularnewline
10 & 0.044438 & 0.4073 & 0.342418 \tabularnewline
11 & 0.232545 & 2.1313 & 0.017993 \tabularnewline
12 & 0.609339 & 5.5847 & 0 \tabularnewline
13 & 0.150596 & 1.3802 & 0.085588 \tabularnewline
14 & 0.076078 & 0.6973 & 0.24378 \tabularnewline
15 & 0.242158 & 2.2194 & 0.014577 \tabularnewline
16 & -0.045404 & -0.4161 & 0.339185 \tabularnewline
17 & 0.129933 & 1.1909 & 0.118532 \tabularnewline
18 & 0.284999 & 2.6121 & 0.00533 \tabularnewline
19 & -0.038086 & -0.3491 & 0.363956 \tabularnewline
20 & 0.01551 & 0.1422 & 0.443649 \tabularnewline
21 & 0.13217 & 1.2114 & 0.114578 \tabularnewline
22 & -0.136006 & -1.2465 & 0.10802 \tabularnewline
23 & 0.097476 & 0.8934 & 0.187102 \tabularnewline
24 & 0.279264 & 2.5595 & 0.006137 \tabularnewline
25 & -0.006789 & -0.0622 & 0.475268 \tabularnewline
26 & -0.008165 & -0.0748 & 0.470262 \tabularnewline
27 & 0.059302 & 0.5435 & 0.294108 \tabularnewline
28 & -0.164895 & -1.5113 & 0.067235 \tabularnewline
29 & 0.029687 & 0.2721 & 0.393112 \tabularnewline
30 & 0.082385 & 0.7551 & 0.226159 \tabularnewline
31 & -0.103009 & -0.9441 & 0.173916 \tabularnewline
32 & -0.050152 & -0.4597 & 0.323476 \tabularnewline
33 & -0.061039 & -0.5594 & 0.288679 \tabularnewline
34 & -0.186142 & -1.706 & 0.04585 \tabularnewline
35 & 0.021661 & 0.1985 & 0.421557 \tabularnewline
36 & 0.142836 & 1.3091 & 0.097032 \tabularnewline
37 & -0.044231 & -0.4054 & 0.343114 \tabularnewline
38 & -0.039217 & -0.3594 & 0.360089 \tabularnewline
39 & -0.034015 & -0.3118 & 0.378 \tabularnewline
40 & -0.122005 & -1.1182 & 0.133335 \tabularnewline
41 & -0.022039 & -0.202 & 0.420206 \tabularnewline
42 & 0.001317 & 0.0121 & 0.495199 \tabularnewline
43 & -0.083756 & -0.7676 & 0.222427 \tabularnewline
44 & -0.067318 & -0.617 & 0.269458 \tabularnewline
45 & -0.136082 & -1.2472 & 0.107893 \tabularnewline
46 & -0.192184 & -1.7614 & 0.040905 \tabularnewline
47 & -0.08186 & -0.7503 & 0.227598 \tabularnewline
48 & -0.006847 & -0.0628 & 0.475054 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32902&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]0.364037[/C][C]3.3365[/C][C]0.000633[/C][/ROW]
[ROW][C]2[/C][C]0.210784[/C][C]1.9319[/C][C]0.028373[/C][/ROW]
[ROW][C]3[/C][C]0.489129[/C][C]4.4829[/C][C]1.2e-05[/C][/ROW]
[ROW][C]4[/C][C]0.189957[/C][C]1.741[/C][C]0.042674[/C][/ROW]
[ROW][C]5[/C][C]0.278323[/C][C]2.5509[/C][C]0.006279[/C][/ROW]
[ROW][C]6[/C][C]0.542068[/C][C]4.9681[/C][C]2e-06[/C][/ROW]
[ROW][C]7[/C][C]0.170338[/C][C]1.5612[/C][C]0.061121[/C][/ROW]
[ROW][C]8[/C][C]0.169711[/C][C]1.5554[/C][C]0.061802[/C][/ROW]
[ROW][C]9[/C][C]0.378871[/C][C]3.4724[/C][C]0.000409[/C][/ROW]
[ROW][C]10[/C][C]0.044438[/C][C]0.4073[/C][C]0.342418[/C][/ROW]
[ROW][C]11[/C][C]0.232545[/C][C]2.1313[/C][C]0.017993[/C][/ROW]
[ROW][C]12[/C][C]0.609339[/C][C]5.5847[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.150596[/C][C]1.3802[/C][C]0.085588[/C][/ROW]
[ROW][C]14[/C][C]0.076078[/C][C]0.6973[/C][C]0.24378[/C][/ROW]
[ROW][C]15[/C][C]0.242158[/C][C]2.2194[/C][C]0.014577[/C][/ROW]
[ROW][C]16[/C][C]-0.045404[/C][C]-0.4161[/C][C]0.339185[/C][/ROW]
[ROW][C]17[/C][C]0.129933[/C][C]1.1909[/C][C]0.118532[/C][/ROW]
[ROW][C]18[/C][C]0.284999[/C][C]2.6121[/C][C]0.00533[/C][/ROW]
[ROW][C]19[/C][C]-0.038086[/C][C]-0.3491[/C][C]0.363956[/C][/ROW]
[ROW][C]20[/C][C]0.01551[/C][C]0.1422[/C][C]0.443649[/C][/ROW]
[ROW][C]21[/C][C]0.13217[/C][C]1.2114[/C][C]0.114578[/C][/ROW]
[ROW][C]22[/C][C]-0.136006[/C][C]-1.2465[/C][C]0.10802[/C][/ROW]
[ROW][C]23[/C][C]0.097476[/C][C]0.8934[/C][C]0.187102[/C][/ROW]
[ROW][C]24[/C][C]0.279264[/C][C]2.5595[/C][C]0.006137[/C][/ROW]
[ROW][C]25[/C][C]-0.006789[/C][C]-0.0622[/C][C]0.475268[/C][/ROW]
[ROW][C]26[/C][C]-0.008165[/C][C]-0.0748[/C][C]0.470262[/C][/ROW]
[ROW][C]27[/C][C]0.059302[/C][C]0.5435[/C][C]0.294108[/C][/ROW]
[ROW][C]28[/C][C]-0.164895[/C][C]-1.5113[/C][C]0.067235[/C][/ROW]
[ROW][C]29[/C][C]0.029687[/C][C]0.2721[/C][C]0.393112[/C][/ROW]
[ROW][C]30[/C][C]0.082385[/C][C]0.7551[/C][C]0.226159[/C][/ROW]
[ROW][C]31[/C][C]-0.103009[/C][C]-0.9441[/C][C]0.173916[/C][/ROW]
[ROW][C]32[/C][C]-0.050152[/C][C]-0.4597[/C][C]0.323476[/C][/ROW]
[ROW][C]33[/C][C]-0.061039[/C][C]-0.5594[/C][C]0.288679[/C][/ROW]
[ROW][C]34[/C][C]-0.186142[/C][C]-1.706[/C][C]0.04585[/C][/ROW]
[ROW][C]35[/C][C]0.021661[/C][C]0.1985[/C][C]0.421557[/C][/ROW]
[ROW][C]36[/C][C]0.142836[/C][C]1.3091[/C][C]0.097032[/C][/ROW]
[ROW][C]37[/C][C]-0.044231[/C][C]-0.4054[/C][C]0.343114[/C][/ROW]
[ROW][C]38[/C][C]-0.039217[/C][C]-0.3594[/C][C]0.360089[/C][/ROW]
[ROW][C]39[/C][C]-0.034015[/C][C]-0.3118[/C][C]0.378[/C][/ROW]
[ROW][C]40[/C][C]-0.122005[/C][C]-1.1182[/C][C]0.133335[/C][/ROW]
[ROW][C]41[/C][C]-0.022039[/C][C]-0.202[/C][C]0.420206[/C][/ROW]
[ROW][C]42[/C][C]0.001317[/C][C]0.0121[/C][C]0.495199[/C][/ROW]
[ROW][C]43[/C][C]-0.083756[/C][C]-0.7676[/C][C]0.222427[/C][/ROW]
[ROW][C]44[/C][C]-0.067318[/C][C]-0.617[/C][C]0.269458[/C][/ROW]
[ROW][C]45[/C][C]-0.136082[/C][C]-1.2472[/C][C]0.107893[/C][/ROW]
[ROW][C]46[/C][C]-0.192184[/C][C]-1.7614[/C][C]0.040905[/C][/ROW]
[ROW][C]47[/C][C]-0.08186[/C][C]-0.7503[/C][C]0.227598[/C][/ROW]
[ROW][C]48[/C][C]-0.006847[/C][C]-0.0628[/C][C]0.475054[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32902&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32902&T=1

As an alternative you can also use a QR Code:  
QR Code


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

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3640373.33650.000633
20.2107841.93190.028373
30.4891294.48291.2e-05
40.1899571.7410.042674
50.2783232.55090.006279
60.5420684.96812e-06
70.1703381.56120.061121
80.1697111.55540.061802
90.3788713.47240.000409
100.0444380.40730.342418
110.2325452.13130.017993
120.6093395.58470
130.1505961.38020.085588
140.0760780.69730.24378
150.2421582.21940.014577
16-0.045404-0.41610.339185
170.1299331.19090.118532
180.2849992.61210.00533
19-0.038086-0.34910.363956
200.015510.14220.443649
210.132171.21140.114578
22-0.136006-1.24650.10802
230.0974760.89340.187102
240.2792642.55950.006137
25-0.006789-0.06220.475268
26-0.008165-0.07480.470262
270.0593020.54350.294108
28-0.164895-1.51130.067235
290.0296870.27210.393112
300.0823850.75510.226159
31-0.103009-0.94410.173916
32-0.050152-0.45970.323476
33-0.061039-0.55940.288679
34-0.186142-1.7060.04585
350.0216610.19850.421557
360.1428361.30910.097032
37-0.044231-0.40540.343114
38-0.039217-0.35940.360089
39-0.034015-0.31180.378
40-0.122005-1.11820.133335
41-0.022039-0.2020.420206
420.0013170.01210.495199
43-0.083756-0.76760.222427
44-0.067318-0.6170.269458
45-0.136082-1.24720.107893
46-0.192184-1.76140.040905
47-0.08186-0.75030.227598
48-0.006847-0.06280.475054






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3640373.33650.000633
20.0902170.82690.205332
30.4491734.11674.5e-05
4-0.15054-1.37970.085668
50.2891762.65030.004804
60.272742.49970.007188
7-0.135616-1.24290.108675
80.0126250.11570.454078
90.0563790.51670.303355
10-0.182698-1.67450.04888
110.2093331.91860.029218
120.4063483.72420.000177
13-0.161157-1.4770.071704
14-0.211484-1.93830.027974
15-0.160284-1.4690.07278
16-0.108628-0.99560.161155
170.0065690.06020.476067
18-0.081018-0.74250.229915
190.0676210.61980.268547
20-0.037977-0.34810.36433
21-0.012998-0.11910.45273
220.0074850.06860.472733
230.0941230.86270.195392
24-0.069489-0.63690.26297
250.1025620.940.174958
26-0.05121-0.46930.320018
270.0452990.41520.339536
28-0.090424-0.82880.204797
29-0.001207-0.01110.495601
30-0.123402-1.1310.130637
310.1380781.26550.104594
32-0.10385-0.95180.171964
33-0.028659-0.26270.396728
34-0.001861-0.01710.493216
350.0544170.49870.309632
360.1195341.09550.138205
37-0.005083-0.04660.481476
38-0.057106-0.52340.301041
390.0238780.21880.41365
400.0225750.20690.418292
41-0.08077-0.74030.2306
42-0.031265-0.28650.387581
430.0032210.02950.48826
44-0.046644-0.42750.335054
45-0.03125-0.28640.387634
46-0.092511-0.84790.199457
47-0.072329-0.66290.254603
48-0.131208-1.20250.116266

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.364037 & 3.3365 & 0.000633 \tabularnewline
2 & 0.090217 & 0.8269 & 0.205332 \tabularnewline
3 & 0.449173 & 4.1167 & 4.5e-05 \tabularnewline
4 & -0.15054 & -1.3797 & 0.085668 \tabularnewline
5 & 0.289176 & 2.6503 & 0.004804 \tabularnewline
6 & 0.27274 & 2.4997 & 0.007188 \tabularnewline
7 & -0.135616 & -1.2429 & 0.108675 \tabularnewline
8 & 0.012625 & 0.1157 & 0.454078 \tabularnewline
9 & 0.056379 & 0.5167 & 0.303355 \tabularnewline
10 & -0.182698 & -1.6745 & 0.04888 \tabularnewline
11 & 0.209333 & 1.9186 & 0.029218 \tabularnewline
12 & 0.406348 & 3.7242 & 0.000177 \tabularnewline
13 & -0.161157 & -1.477 & 0.071704 \tabularnewline
14 & -0.211484 & -1.9383 & 0.027974 \tabularnewline
15 & -0.160284 & -1.469 & 0.07278 \tabularnewline
16 & -0.108628 & -0.9956 & 0.161155 \tabularnewline
17 & 0.006569 & 0.0602 & 0.476067 \tabularnewline
18 & -0.081018 & -0.7425 & 0.229915 \tabularnewline
19 & 0.067621 & 0.6198 & 0.268547 \tabularnewline
20 & -0.037977 & -0.3481 & 0.36433 \tabularnewline
21 & -0.012998 & -0.1191 & 0.45273 \tabularnewline
22 & 0.007485 & 0.0686 & 0.472733 \tabularnewline
23 & 0.094123 & 0.8627 & 0.195392 \tabularnewline
24 & -0.069489 & -0.6369 & 0.26297 \tabularnewline
25 & 0.102562 & 0.94 & 0.174958 \tabularnewline
26 & -0.05121 & -0.4693 & 0.320018 \tabularnewline
27 & 0.045299 & 0.4152 & 0.339536 \tabularnewline
28 & -0.090424 & -0.8288 & 0.204797 \tabularnewline
29 & -0.001207 & -0.0111 & 0.495601 \tabularnewline
30 & -0.123402 & -1.131 & 0.130637 \tabularnewline
31 & 0.138078 & 1.2655 & 0.104594 \tabularnewline
32 & -0.10385 & -0.9518 & 0.171964 \tabularnewline
33 & -0.028659 & -0.2627 & 0.396728 \tabularnewline
34 & -0.001861 & -0.0171 & 0.493216 \tabularnewline
35 & 0.054417 & 0.4987 & 0.309632 \tabularnewline
36 & 0.119534 & 1.0955 & 0.138205 \tabularnewline
37 & -0.005083 & -0.0466 & 0.481476 \tabularnewline
38 & -0.057106 & -0.5234 & 0.301041 \tabularnewline
39 & 0.023878 & 0.2188 & 0.41365 \tabularnewline
40 & 0.022575 & 0.2069 & 0.418292 \tabularnewline
41 & -0.08077 & -0.7403 & 0.2306 \tabularnewline
42 & -0.031265 & -0.2865 & 0.387581 \tabularnewline
43 & 0.003221 & 0.0295 & 0.48826 \tabularnewline
44 & -0.046644 & -0.4275 & 0.335054 \tabularnewline
45 & -0.03125 & -0.2864 & 0.387634 \tabularnewline
46 & -0.092511 & -0.8479 & 0.199457 \tabularnewline
47 & -0.072329 & -0.6629 & 0.254603 \tabularnewline
48 & -0.131208 & -1.2025 & 0.116266 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32902&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]0.364037[/C][C]3.3365[/C][C]0.000633[/C][/ROW]
[ROW][C]2[/C][C]0.090217[/C][C]0.8269[/C][C]0.205332[/C][/ROW]
[ROW][C]3[/C][C]0.449173[/C][C]4.1167[/C][C]4.5e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.15054[/C][C]-1.3797[/C][C]0.085668[/C][/ROW]
[ROW][C]5[/C][C]0.289176[/C][C]2.6503[/C][C]0.004804[/C][/ROW]
[ROW][C]6[/C][C]0.27274[/C][C]2.4997[/C][C]0.007188[/C][/ROW]
[ROW][C]7[/C][C]-0.135616[/C][C]-1.2429[/C][C]0.108675[/C][/ROW]
[ROW][C]8[/C][C]0.012625[/C][C]0.1157[/C][C]0.454078[/C][/ROW]
[ROW][C]9[/C][C]0.056379[/C][C]0.5167[/C][C]0.303355[/C][/ROW]
[ROW][C]10[/C][C]-0.182698[/C][C]-1.6745[/C][C]0.04888[/C][/ROW]
[ROW][C]11[/C][C]0.209333[/C][C]1.9186[/C][C]0.029218[/C][/ROW]
[ROW][C]12[/C][C]0.406348[/C][C]3.7242[/C][C]0.000177[/C][/ROW]
[ROW][C]13[/C][C]-0.161157[/C][C]-1.477[/C][C]0.071704[/C][/ROW]
[ROW][C]14[/C][C]-0.211484[/C][C]-1.9383[/C][C]0.027974[/C][/ROW]
[ROW][C]15[/C][C]-0.160284[/C][C]-1.469[/C][C]0.07278[/C][/ROW]
[ROW][C]16[/C][C]-0.108628[/C][C]-0.9956[/C][C]0.161155[/C][/ROW]
[ROW][C]17[/C][C]0.006569[/C][C]0.0602[/C][C]0.476067[/C][/ROW]
[ROW][C]18[/C][C]-0.081018[/C][C]-0.7425[/C][C]0.229915[/C][/ROW]
[ROW][C]19[/C][C]0.067621[/C][C]0.6198[/C][C]0.268547[/C][/ROW]
[ROW][C]20[/C][C]-0.037977[/C][C]-0.3481[/C][C]0.36433[/C][/ROW]
[ROW][C]21[/C][C]-0.012998[/C][C]-0.1191[/C][C]0.45273[/C][/ROW]
[ROW][C]22[/C][C]0.007485[/C][C]0.0686[/C][C]0.472733[/C][/ROW]
[ROW][C]23[/C][C]0.094123[/C][C]0.8627[/C][C]0.195392[/C][/ROW]
[ROW][C]24[/C][C]-0.069489[/C][C]-0.6369[/C][C]0.26297[/C][/ROW]
[ROW][C]25[/C][C]0.102562[/C][C]0.94[/C][C]0.174958[/C][/ROW]
[ROW][C]26[/C][C]-0.05121[/C][C]-0.4693[/C][C]0.320018[/C][/ROW]
[ROW][C]27[/C][C]0.045299[/C][C]0.4152[/C][C]0.339536[/C][/ROW]
[ROW][C]28[/C][C]-0.090424[/C][C]-0.8288[/C][C]0.204797[/C][/ROW]
[ROW][C]29[/C][C]-0.001207[/C][C]-0.0111[/C][C]0.495601[/C][/ROW]
[ROW][C]30[/C][C]-0.123402[/C][C]-1.131[/C][C]0.130637[/C][/ROW]
[ROW][C]31[/C][C]0.138078[/C][C]1.2655[/C][C]0.104594[/C][/ROW]
[ROW][C]32[/C][C]-0.10385[/C][C]-0.9518[/C][C]0.171964[/C][/ROW]
[ROW][C]33[/C][C]-0.028659[/C][C]-0.2627[/C][C]0.396728[/C][/ROW]
[ROW][C]34[/C][C]-0.001861[/C][C]-0.0171[/C][C]0.493216[/C][/ROW]
[ROW][C]35[/C][C]0.054417[/C][C]0.4987[/C][C]0.309632[/C][/ROW]
[ROW][C]36[/C][C]0.119534[/C][C]1.0955[/C][C]0.138205[/C][/ROW]
[ROW][C]37[/C][C]-0.005083[/C][C]-0.0466[/C][C]0.481476[/C][/ROW]
[ROW][C]38[/C][C]-0.057106[/C][C]-0.5234[/C][C]0.301041[/C][/ROW]
[ROW][C]39[/C][C]0.023878[/C][C]0.2188[/C][C]0.41365[/C][/ROW]
[ROW][C]40[/C][C]0.022575[/C][C]0.2069[/C][C]0.418292[/C][/ROW]
[ROW][C]41[/C][C]-0.08077[/C][C]-0.7403[/C][C]0.2306[/C][/ROW]
[ROW][C]42[/C][C]-0.031265[/C][C]-0.2865[/C][C]0.387581[/C][/ROW]
[ROW][C]43[/C][C]0.003221[/C][C]0.0295[/C][C]0.48826[/C][/ROW]
[ROW][C]44[/C][C]-0.046644[/C][C]-0.4275[/C][C]0.335054[/C][/ROW]
[ROW][C]45[/C][C]-0.03125[/C][C]-0.2864[/C][C]0.387634[/C][/ROW]
[ROW][C]46[/C][C]-0.092511[/C][C]-0.8479[/C][C]0.199457[/C][/ROW]
[ROW][C]47[/C][C]-0.072329[/C][C]-0.6629[/C][C]0.254603[/C][/ROW]
[ROW][C]48[/C][C]-0.131208[/C][C]-1.2025[/C][C]0.116266[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32902&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32902&T=2

As an alternative you can also use a QR Code:  
QR Code


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

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3640373.33650.000633
20.0902170.82690.205332
30.4491734.11674.5e-05
4-0.15054-1.37970.085668
50.2891762.65030.004804
60.272742.49970.007188
7-0.135616-1.24290.108675
80.0126250.11570.454078
90.0563790.51670.303355
10-0.182698-1.67450.04888
110.2093331.91860.029218
120.4063483.72420.000177
13-0.161157-1.4770.071704
14-0.211484-1.93830.027974
15-0.160284-1.4690.07278
16-0.108628-0.99560.161155
170.0065690.06020.476067
18-0.081018-0.74250.229915
190.0676210.61980.268547
20-0.037977-0.34810.36433
21-0.012998-0.11910.45273
220.0074850.06860.472733
230.0941230.86270.195392
24-0.069489-0.63690.26297
250.1025620.940.174958
26-0.05121-0.46930.320018
270.0452990.41520.339536
28-0.090424-0.82880.204797
29-0.001207-0.01110.495601
30-0.123402-1.1310.130637
310.1380781.26550.104594
32-0.10385-0.95180.171964
33-0.028659-0.26270.396728
34-0.001861-0.01710.493216
350.0544170.49870.309632
360.1195341.09550.138205
37-0.005083-0.04660.481476
38-0.057106-0.52340.301041
390.0238780.21880.41365
400.0225750.20690.418292
41-0.08077-0.74030.2306
42-0.031265-0.28650.387581
430.0032210.02950.48826
44-0.046644-0.42750.335054
45-0.03125-0.28640.387634
46-0.092511-0.84790.199457
47-0.072329-0.66290.254603
48-0.131208-1.20250.116266


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; 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')