Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 12:04:55 -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/2009/Dec/16/t1260990434xgwfe5vta13xi7q.htm/, Retrieved Sun, 28 Apr 2024 16:06:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68544, Retrieved Sun, 28 Apr 2024 16:06:58 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

164

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
-    D          [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c]
-    D            [(Partial) Autocorrelation Function] [methode 1 (d=0 D= 0)] [2009-11-27 20:21:42] [4b453aa14d54730625f8d3de5f1f6d82]
-    D                [(Partial) Autocorrelation Function] [koffie en thee] [2009-12-16 19:04:55] [5c2088b06970f9a7d6fea063ee8d5871] [Current]
-    D                  [(Partial) Autocorrelation Function] [Thee] [2009-12-17 09:19:07] [7773f496f69461f4a67891f0ef752622] 
-   PD                    [(Partial) Autocorrelation Function] [Appelen Golden Au...] [2009-12-17 20:34:29] [7773f496f69461f4a67891f0ef752622] 
-   PD                      [(Partial) Autocorrelation Function] [WS8 3] [2010-11-25 16:55:40] [717f3d787904f94c39256c5c1fc72d4c] 
-    D                        [(Partial) Autocorrelation Function] [WS8 5] [2010-11-25 18:02:52] [717f3d787904f94c39256c5c1fc72d4c] 
-   PD                    [(Partial) Autocorrelation Function] [Correlatiefunctie...] [2009-12-17 20:39:59] [7773f496f69461f4a67891f0ef752622] 
-   PD                    [(Partial) Autocorrelation Function] [appelen Golden au...] [2009-12-17 20:48:17] [7773f496f69461f4a67891f0ef752622] 
-   PD                  [(Partial) Autocorrelation Function] [Thee] [2009-12-17 09:27:16] [7773f496f69461f4a67891f0ef752622] 
-    D                  [(Partial) Autocorrelation Function] [Appelen Jonagold ...] [2009-12-17 16:51:16] [7773f496f69461f4a67891f0ef752622] 
-    D                    [(Partial) Autocorrelation Function] [Correlatie z diff...] [2010-12-02 14:07:07] [ff7c1e95cf99a1dae07ec89975494dde] 
-    D                    [(Partial) Autocorrelation Function] [biefstuk 3] [2010-12-14 15:31:38] [3df61981e9f4dafed65341be376c4457] 
- R  D                      [(Partial) Autocorrelation Function] [restaurant 2] [2010-12-17 12:15:05] [3df61981e9f4dafed65341be376c4457] 
-   PD                        [(Partial) Autocorrelation Function] [restaurant 3] [2010-12-17 12:25:43] [3df61981e9f4dafed65341be376c4457] 
- R PD                    [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-15 16:35:33] [717f3d787904f94c39256c5c1fc72d4c] 
-   PD                      [(Partial) Autocorrelation Function] [autocorrelation] [2010-12-23 07:02:17] [717f3d787904f94c39256c5c1fc72d4c] 
- R PD                    [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-15 16:36:14] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [(Partial) Autocorrelation Function] [autocorrelation] [2010-12-23 07:04:44] [717f3d787904f94c39256c5c1fc72d4c] 
- R PD                    [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-15 16:41:13] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [(Partial) Autocorrelation Function] [autocorrelatie d=...] [2010-12-17 15:00:38] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                    [Spectral Analysis] [spectral analysis] [2010-12-15 16:43:36] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                    [Spectral Analysis] [spectral analysis] [2010-12-15 16:46:49] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [Spectral Analysis] [autocorrelatie d=...] [2010-12-17 15:27:09] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [Spectral Analysis] [spectral analysis...] [2010-12-17 15:27:09] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                    [Variance Reduction Matrix] [Variance reductio...] [2010-12-15 16:49:31] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [Variance Reduction Matrix] [Variance reductio...] [2010-12-18 09:04:51] [717f3d787904f94c39256c5c1fc72d4c] 
- R PD                    [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-15 16:52:15] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [(Partial) Autocorrelation Function] [autocorrelation] [2010-12-23 07:12:39] [717f3d787904f94c39256c5c1fc72d4c] 
- R PD                    [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-15 16:54:02] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [(Partial) Autocorrelation Function] [autocorrelation] [2010-12-23 07:14:00] [717f3d787904f94c39256c5c1fc72d4c] 
- R PD                    [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-15 16:55:24] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-18 09:15:00] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                    [Spectral Analysis] [spectral analysis] [2010-12-15 16:57:12] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                    [Spectral Analysis] [spectral analysis] [2010-12-15 16:58:49] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [Spectral Analysis] [spectral analysis] [2010-12-18 09:26:50] [717f3d787904f94c39256c5c1fc72d4c] 
- RMP                       [Standard Deviation-Mean Plot] [standard deviatio...] [2010-12-18 09:33:15] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                      [Standard Deviation-Mean Plot] [standard deviatio...] [2010-12-18 09:36:23] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                      [Standard Deviation-Mean Plot] [standard deviatio...] [2010-12-18 09:45:45] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                    [Standard Deviation-Mean Plot] [standard deviatio...] [2010-12-15 17:01:32] [717f3d787904f94c39256c5c1fc72d4c] 
-   PD                    [(Partial) Autocorrelation Function] [ACFKoffie] [2010-12-20 13:05:39] [3fb95cad3bbcce10c72dbbcc5bec5662] 
-   PD                      [(Partial) Autocorrelation Function] [ACFKoffied1] [2010-12-20 13:19:03] [3fb95cad3bbcce10c72dbbcc5bec5662] 
-   PD                      [(Partial) Autocorrelation Function] [ACFKoffied1D1] [2010-12-20 13:39:08] [3fb95cad3bbcce10c72dbbcc5bec5662] 
-   PD                      [(Partial) Autocorrelation Function] [ACFKoffie] [2010-12-24 10:01:53] [3fb95cad3bbcce10c72dbbcc5bec5662] 
-   PD                      [(Partial) Autocorrelation Function] [ACFKoffied1] [2010-12-24 10:04:57] [3fb95cad3bbcce10c72dbbcc5bec5662] 
-   PD                      [(Partial) Autocorrelation Function] [ACFKoffied1D1] [2010-12-24 10:09:53] [3fb95cad3bbcce10c72dbbcc5bec5662] 
-   PD                      [(Partial) Autocorrelation Function] [ACFKoffie2] [2010-12-24 10:17:12] [3fb95cad3bbcce10c72dbbcc5bec5662] 
-   PD                      [(Partial) Autocorrelation Function] [ACFKoffie2d1] [2010-12-24 10:21:46] [3fb95cad3bbcce10c72dbbcc5bec5662] 
-   PD                      [(Partial) Autocorrelation Function] [ACFKoffie2d1D1] [2010-12-24 10:24:34] [3fb95cad3bbcce10c72dbbcc5bec5662] 
-   PD                    [(Partial) Autocorrelation Function] [ACFKoffie2] [2010-12-21 08:31:37] [3fb95cad3bbcce10c72dbbcc5bec5662] 
-   PD                    [(Partial) Autocorrelation Function] [ACFKoffie2d1] [2010-12-21 08:37:22] [3fb95cad3bbcce10c72dbbcc5bec5662] 

[Truncated]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

8.32
8.27
8.28
8.32
8.3
8.26
8.29
8.17
8.04
8
7.98
7.97
7.92
7.96
7.99
7.93
7.97
7.95
7.96
7.97
7.9
7.76
7.74
7.72
7.68
7.72
7.71
7.71
7.68
7.7
7.69
7.66
7.61
7.33
7.24
7.14

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68544&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68544&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68544&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.848477	5.0909	6e-06
2	0.704954	4.2297	7.7e-05
3	0.566392	3.3984	0.000835
4	0.479988	2.8799	0.003329
5	0.407648	2.4459	0.009734
6	0.348397	2.0904	0.021853
7	0.286453	1.7187	0.047128
8	0.23197	1.3918	0.086259
9	0.205971	1.2358	0.112263
10	0.18152	1.0891	0.141669
11	0.157349	0.9441	0.175707
12	0.115416	0.6925	0.246534
13	0.071339	0.428	0.335588
14	0.006188	0.0371	0.485294
15	-0.070192	-0.4212	0.338074
16	-0.105704	-0.6342	0.264971
17	-0.136274	-0.8176	0.209469
18	-0.163284	-0.9797	0.166885
19	-0.195175	-1.1711	0.124636
20	-0.223321	-1.3399	0.094333
21	-0.252249	-1.5135	0.069443
22	-0.24942	-1.4965	0.071617
23	-0.252986	-1.5179	0.068885
24	-0.270791	-1.6247	0.056471
25	-0.277739	-1.6664	0.052153
26	-0.303154	-1.8189	0.038625
27	-0.338547	-2.0313	0.02483
28	-0.370507	-2.223	0.01629
29	-0.372774	-2.2366	0.015798
30	-0.350071	-2.1004	0.02138
31	-0.331817	-1.9909	0.027062
32	-0.298905	-1.7934	0.040654
33	-0.256964	-1.5418	0.065936
34	-0.185972	-1.1158	0.135943
35	-0.106217	-0.6373	0.263981
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.848477 & 5.0909 & 6e-06 \tabularnewline
2 & 0.704954 & 4.2297 & 7.7e-05 \tabularnewline
3 & 0.566392 & 3.3984 & 0.000835 \tabularnewline
4 & 0.479988 & 2.8799 & 0.003329 \tabularnewline
5 & 0.407648 & 2.4459 & 0.009734 \tabularnewline
6 & 0.348397 & 2.0904 & 0.021853 \tabularnewline
7 & 0.286453 & 1.7187 & 0.047128 \tabularnewline
8 & 0.23197 & 1.3918 & 0.086259 \tabularnewline
9 & 0.205971 & 1.2358 & 0.112263 \tabularnewline
10 & 0.18152 & 1.0891 & 0.141669 \tabularnewline
11 & 0.157349 & 0.9441 & 0.175707 \tabularnewline
12 & 0.115416 & 0.6925 & 0.246534 \tabularnewline
13 & 0.071339 & 0.428 & 0.335588 \tabularnewline
14 & 0.006188 & 0.0371 & 0.485294 \tabularnewline
15 & -0.070192 & -0.4212 & 0.338074 \tabularnewline
16 & -0.105704 & -0.6342 & 0.264971 \tabularnewline
17 & -0.136274 & -0.8176 & 0.209469 \tabularnewline
18 & -0.163284 & -0.9797 & 0.166885 \tabularnewline
19 & -0.195175 & -1.1711 & 0.124636 \tabularnewline
20 & -0.223321 & -1.3399 & 0.094333 \tabularnewline
21 & -0.252249 & -1.5135 & 0.069443 \tabularnewline
22 & -0.24942 & -1.4965 & 0.071617 \tabularnewline
23 & -0.252986 & -1.5179 & 0.068885 \tabularnewline
24 & -0.270791 & -1.6247 & 0.056471 \tabularnewline
25 & -0.277739 & -1.6664 & 0.052153 \tabularnewline
26 & -0.303154 & -1.8189 & 0.038625 \tabularnewline
27 & -0.338547 & -2.0313 & 0.02483 \tabularnewline
28 & -0.370507 & -2.223 & 0.01629 \tabularnewline
29 & -0.372774 & -2.2366 & 0.015798 \tabularnewline
30 & -0.350071 & -2.1004 & 0.02138 \tabularnewline
31 & -0.331817 & -1.9909 & 0.027062 \tabularnewline
32 & -0.298905 & -1.7934 & 0.040654 \tabularnewline
33 & -0.256964 & -1.5418 & 0.065936 \tabularnewline
34 & -0.185972 & -1.1158 & 0.135943 \tabularnewline
35 & -0.106217 & -0.6373 & 0.263981 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68544&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]0.848477[/C][C]5.0909[/C][C]6e-06[/C][/ROW]
[ROW][C]2[/C][C]0.704954[/C][C]4.2297[/C][C]7.7e-05[/C][/ROW]
[ROW][C]3[/C][C]0.566392[/C][C]3.3984[/C][C]0.000835[/C][/ROW]
[ROW][C]4[/C][C]0.479988[/C][C]2.8799[/C][C]0.003329[/C][/ROW]
[ROW][C]5[/C][C]0.407648[/C][C]2.4459[/C][C]0.009734[/C][/ROW]
[ROW][C]6[/C][C]0.348397[/C][C]2.0904[/C][C]0.021853[/C][/ROW]
[ROW][C]7[/C][C]0.286453[/C][C]1.7187[/C][C]0.047128[/C][/ROW]
[ROW][C]8[/C][C]0.23197[/C][C]1.3918[/C][C]0.086259[/C][/ROW]
[ROW][C]9[/C][C]0.205971[/C][C]1.2358[/C][C]0.112263[/C][/ROW]
[ROW][C]10[/C][C]0.18152[/C][C]1.0891[/C][C]0.141669[/C][/ROW]
[ROW][C]11[/C][C]0.157349[/C][C]0.9441[/C][C]0.175707[/C][/ROW]
[ROW][C]12[/C][C]0.115416[/C][C]0.6925[/C][C]0.246534[/C][/ROW]
[ROW][C]13[/C][C]0.071339[/C][C]0.428[/C][C]0.335588[/C][/ROW]
[ROW][C]14[/C][C]0.006188[/C][C]0.0371[/C][C]0.485294[/C][/ROW]
[ROW][C]15[/C][C]-0.070192[/C][C]-0.4212[/C][C]0.338074[/C][/ROW]
[ROW][C]16[/C][C]-0.105704[/C][C]-0.6342[/C][C]0.264971[/C][/ROW]
[ROW][C]17[/C][C]-0.136274[/C][C]-0.8176[/C][C]0.209469[/C][/ROW]
[ROW][C]18[/C][C]-0.163284[/C][C]-0.9797[/C][C]0.166885[/C][/ROW]
[ROW][C]19[/C][C]-0.195175[/C][C]-1.1711[/C][C]0.124636[/C][/ROW]
[ROW][C]20[/C][C]-0.223321[/C][C]-1.3399[/C][C]0.094333[/C][/ROW]
[ROW][C]21[/C][C]-0.252249[/C][C]-1.5135[/C][C]0.069443[/C][/ROW]
[ROW][C]22[/C][C]-0.24942[/C][C]-1.4965[/C][C]0.071617[/C][/ROW]
[ROW][C]23[/C][C]-0.252986[/C][C]-1.5179[/C][C]0.068885[/C][/ROW]
[ROW][C]24[/C][C]-0.270791[/C][C]-1.6247[/C][C]0.056471[/C][/ROW]
[ROW][C]25[/C][C]-0.277739[/C][C]-1.6664[/C][C]0.052153[/C][/ROW]
[ROW][C]26[/C][C]-0.303154[/C][C]-1.8189[/C][C]0.038625[/C][/ROW]
[ROW][C]27[/C][C]-0.338547[/C][C]-2.0313[/C][C]0.02483[/C][/ROW]
[ROW][C]28[/C][C]-0.370507[/C][C]-2.223[/C][C]0.01629[/C][/ROW]
[ROW][C]29[/C][C]-0.372774[/C][C]-2.2366[/C][C]0.015798[/C][/ROW]
[ROW][C]30[/C][C]-0.350071[/C][C]-2.1004[/C][C]0.02138[/C][/ROW]
[ROW][C]31[/C][C]-0.331817[/C][C]-1.9909[/C][C]0.027062[/C][/ROW]
[ROW][C]32[/C][C]-0.298905[/C][C]-1.7934[/C][C]0.040654[/C][/ROW]
[ROW][C]33[/C][C]-0.256964[/C][C]-1.5418[/C][C]0.065936[/C][/ROW]
[ROW][C]34[/C][C]-0.185972[/C][C]-1.1158[/C][C]0.135943[/C][/ROW]
[ROW][C]35[/C][C]-0.106217[/C][C]-0.6373[/C][C]0.263981[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68544&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68544&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	0.848477	5.0909	6e-06
2	0.704954	4.2297	7.7e-05
3	0.566392	3.3984	0.000835
4	0.479988	2.8799	0.003329
5	0.407648	2.4459	0.009734
6	0.348397	2.0904	0.021853
7	0.286453	1.7187	0.047128
8	0.23197	1.3918	0.086259
9	0.205971	1.2358	0.112263
10	0.18152	1.0891	0.141669
11	0.157349	0.9441	0.175707
12	0.115416	0.6925	0.246534
13	0.071339	0.428	0.335588
14	0.006188	0.0371	0.485294
15	-0.070192	-0.4212	0.338074
16	-0.105704	-0.6342	0.264971
17	-0.136274	-0.8176	0.209469
18	-0.163284	-0.9797	0.166885
19	-0.195175	-1.1711	0.124636
20	-0.223321	-1.3399	0.094333
21	-0.252249	-1.5135	0.069443
22	-0.24942	-1.4965	0.071617
23	-0.252986	-1.5179	0.068885
24	-0.270791	-1.6247	0.056471
25	-0.277739	-1.6664	0.052153
26	-0.303154	-1.8189	0.038625
27	-0.338547	-2.0313	0.02483
28	-0.370507	-2.223	0.01629
29	-0.372774	-2.2366	0.015798
30	-0.350071	-2.1004	0.02138
31	-0.331817	-1.9909	0.027062
32	-0.298905	-1.7934	0.040654
33	-0.256964	-1.5418	0.065936
34	-0.185972	-1.1158	0.135943
35	-0.106217	-0.6373	0.263981
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.848477	5.0909	6e-06
2	-0.053409	-0.3205	0.37524
3	-0.065792	-0.3947	0.347679
4	0.099829	0.599	0.276471
5	-0.004532	-0.0272	0.489229
6	-0.004305	-0.0258	0.489768
7	-0.029846	-0.1791	0.429442
8	-0.008875	-0.0533	0.478913
9	0.072215	0.4333	0.333695
10	-0.017651	-0.1059	0.458123
11	-0.016797	-0.1008	0.460141
12	-0.058654	-0.3519	0.363473
13	-0.034515	-0.2071	0.418552
14	-0.107927	-0.6476	0.260689
15	-0.115526	-0.6932	0.24633
16	0.077584	0.4655	0.322188
17	-0.044257	-0.2655	0.396053
18	-0.057778	-0.3467	0.36543
19	-0.038878	-0.2333	0.408437
20	-0.039956	-0.2397	0.405948
21	-0.048546	-0.2913	0.386257
22	0.043625	0.2618	0.397502
23	-0.057085	-0.3425	0.36698
24	-0.071784	-0.4307	0.334626
25	0.032261	0.1936	0.423801
26	-0.105155	-0.6309	0.266036
27	-0.112843	-0.6771	0.251349
28	-0.0348	-0.2088	0.417891
29	0.013497	0.081	0.467953
30	0.029616	0.1777	0.429978
31	-0.046743	-0.2805	0.390366
32	0.040698	0.2442	0.404237
33	0.045419	0.2725	0.393393
34	0.104408	0.6264	0.267487
35	0.065238	0.3914	0.348894
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.848477 & 5.0909 & 6e-06 \tabularnewline
2 & -0.053409 & -0.3205 & 0.37524 \tabularnewline
3 & -0.065792 & -0.3947 & 0.347679 \tabularnewline
4 & 0.099829 & 0.599 & 0.276471 \tabularnewline
5 & -0.004532 & -0.0272 & 0.489229 \tabularnewline
6 & -0.004305 & -0.0258 & 0.489768 \tabularnewline
7 & -0.029846 & -0.1791 & 0.429442 \tabularnewline
8 & -0.008875 & -0.0533 & 0.478913 \tabularnewline
9 & 0.072215 & 0.4333 & 0.333695 \tabularnewline
10 & -0.017651 & -0.1059 & 0.458123 \tabularnewline
11 & -0.016797 & -0.1008 & 0.460141 \tabularnewline
12 & -0.058654 & -0.3519 & 0.363473 \tabularnewline
13 & -0.034515 & -0.2071 & 0.418552 \tabularnewline
14 & -0.107927 & -0.6476 & 0.260689 \tabularnewline
15 & -0.115526 & -0.6932 & 0.24633 \tabularnewline
16 & 0.077584 & 0.4655 & 0.322188 \tabularnewline
17 & -0.044257 & -0.2655 & 0.396053 \tabularnewline
18 & -0.057778 & -0.3467 & 0.36543 \tabularnewline
19 & -0.038878 & -0.2333 & 0.408437 \tabularnewline
20 & -0.039956 & -0.2397 & 0.405948 \tabularnewline
21 & -0.048546 & -0.2913 & 0.386257 \tabularnewline
22 & 0.043625 & 0.2618 & 0.397502 \tabularnewline
23 & -0.057085 & -0.3425 & 0.36698 \tabularnewline
24 & -0.071784 & -0.4307 & 0.334626 \tabularnewline
25 & 0.032261 & 0.1936 & 0.423801 \tabularnewline
26 & -0.105155 & -0.6309 & 0.266036 \tabularnewline
27 & -0.112843 & -0.6771 & 0.251349 \tabularnewline
28 & -0.0348 & -0.2088 & 0.417891 \tabularnewline
29 & 0.013497 & 0.081 & 0.467953 \tabularnewline
30 & 0.029616 & 0.1777 & 0.429978 \tabularnewline
31 & -0.046743 & -0.2805 & 0.390366 \tabularnewline
32 & 0.040698 & 0.2442 & 0.404237 \tabularnewline
33 & 0.045419 & 0.2725 & 0.393393 \tabularnewline
34 & 0.104408 & 0.6264 & 0.267487 \tabularnewline
35 & 0.065238 & 0.3914 & 0.348894 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68544&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]0.848477[/C][C]5.0909[/C][C]6e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.053409[/C][C]-0.3205[/C][C]0.37524[/C][/ROW]
[ROW][C]3[/C][C]-0.065792[/C][C]-0.3947[/C][C]0.347679[/C][/ROW]
[ROW][C]4[/C][C]0.099829[/C][C]0.599[/C][C]0.276471[/C][/ROW]
[ROW][C]5[/C][C]-0.004532[/C][C]-0.0272[/C][C]0.489229[/C][/ROW]
[ROW][C]6[/C][C]-0.004305[/C][C]-0.0258[/C][C]0.489768[/C][/ROW]
[ROW][C]7[/C][C]-0.029846[/C][C]-0.1791[/C][C]0.429442[/C][/ROW]
[ROW][C]8[/C][C]-0.008875[/C][C]-0.0533[/C][C]0.478913[/C][/ROW]
[ROW][C]9[/C][C]0.072215[/C][C]0.4333[/C][C]0.333695[/C][/ROW]
[ROW][C]10[/C][C]-0.017651[/C][C]-0.1059[/C][C]0.458123[/C][/ROW]
[ROW][C]11[/C][C]-0.016797[/C][C]-0.1008[/C][C]0.460141[/C][/ROW]
[ROW][C]12[/C][C]-0.058654[/C][C]-0.3519[/C][C]0.363473[/C][/ROW]
[ROW][C]13[/C][C]-0.034515[/C][C]-0.2071[/C][C]0.418552[/C][/ROW]
[ROW][C]14[/C][C]-0.107927[/C][C]-0.6476[/C][C]0.260689[/C][/ROW]
[ROW][C]15[/C][C]-0.115526[/C][C]-0.6932[/C][C]0.24633[/C][/ROW]
[ROW][C]16[/C][C]0.077584[/C][C]0.4655[/C][C]0.322188[/C][/ROW]
[ROW][C]17[/C][C]-0.044257[/C][C]-0.2655[/C][C]0.396053[/C][/ROW]
[ROW][C]18[/C][C]-0.057778[/C][C]-0.3467[/C][C]0.36543[/C][/ROW]
[ROW][C]19[/C][C]-0.038878[/C][C]-0.2333[/C][C]0.408437[/C][/ROW]
[ROW][C]20[/C][C]-0.039956[/C][C]-0.2397[/C][C]0.405948[/C][/ROW]
[ROW][C]21[/C][C]-0.048546[/C][C]-0.2913[/C][C]0.386257[/C][/ROW]
[ROW][C]22[/C][C]0.043625[/C][C]0.2618[/C][C]0.397502[/C][/ROW]
[ROW][C]23[/C][C]-0.057085[/C][C]-0.3425[/C][C]0.36698[/C][/ROW]
[ROW][C]24[/C][C]-0.071784[/C][C]-0.4307[/C][C]0.334626[/C][/ROW]
[ROW][C]25[/C][C]0.032261[/C][C]0.1936[/C][C]0.423801[/C][/ROW]
[ROW][C]26[/C][C]-0.105155[/C][C]-0.6309[/C][C]0.266036[/C][/ROW]
[ROW][C]27[/C][C]-0.112843[/C][C]-0.6771[/C][C]0.251349[/C][/ROW]
[ROW][C]28[/C][C]-0.0348[/C][C]-0.2088[/C][C]0.417891[/C][/ROW]
[ROW][C]29[/C][C]0.013497[/C][C]0.081[/C][C]0.467953[/C][/ROW]
[ROW][C]30[/C][C]0.029616[/C][C]0.1777[/C][C]0.429978[/C][/ROW]
[ROW][C]31[/C][C]-0.046743[/C][C]-0.2805[/C][C]0.390366[/C][/ROW]
[ROW][C]32[/C][C]0.040698[/C][C]0.2442[/C][C]0.404237[/C][/ROW]
[ROW][C]33[/C][C]0.045419[/C][C]0.2725[/C][C]0.393393[/C][/ROW]
[ROW][C]34[/C][C]0.104408[/C][C]0.6264[/C][C]0.267487[/C][/ROW]
[ROW][C]35[/C][C]0.065238[/C][C]0.3914[/C][C]0.348894[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68544&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68544&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	0.848477	5.0909	6e-06
2	-0.053409	-0.3205	0.37524
3	-0.065792	-0.3947	0.347679
4	0.099829	0.599	0.276471
5	-0.004532	-0.0272	0.489229
6	-0.004305	-0.0258	0.489768
7	-0.029846	-0.1791	0.429442
8	-0.008875	-0.0533	0.478913
9	0.072215	0.4333	0.333695
10	-0.017651	-0.1059	0.458123
11	-0.016797	-0.1008	0.460141
12	-0.058654	-0.3519	0.363473
13	-0.034515	-0.2071	0.418552
14	-0.107927	-0.6476	0.260689
15	-0.115526	-0.6932	0.24633
16	0.077584	0.4655	0.322188
17	-0.044257	-0.2655	0.396053
18	-0.057778	-0.3467	0.36543
19	-0.038878	-0.2333	0.408437
20	-0.039956	-0.2397	0.405948
21	-0.048546	-0.2913	0.386257
22	0.043625	0.2618	0.397502
23	-0.057085	-0.3425	0.36698
24	-0.071784	-0.4307	0.334626
25	0.032261	0.1936	0.423801
26	-0.105155	-0.6309	0.266036
27	-0.112843	-0.6771	0.251349
28	-0.0348	-0.2088	0.417891
29	0.013497	0.081	0.467953
30	0.029616	0.1777	0.429978
31	-0.046743	-0.2805	0.390366
32	0.040698	0.2442	0.404237
33	0.045419	0.2725	0.393393
34	0.104408	0.6264	0.267487
35	0.065238	0.3914	0.348894
36	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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