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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 computationThu, 17 Dec 2009 09:51:16 -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/2009/Dec/17/t1261068776zq7scbwfjml91uh.htm/, Retrieved Mon, 12 May 2025 13:35:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68988, Retrieved Mon, 12 May 2025 13:35:55 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact268

Tree of Dependent Computations

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] [7773f496f69461f4a67891f0ef752622]
-    D                  [(Partial) Autocorrelation Function] [Appelen Jonagold ...] [2009-12-17 16:51:16] [5c2088b06970f9a7d6fea063ee8d5871] [Current]
-    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]
-   PD                    [(Partial) Autocorrelation Function] [ACFKoffie2d1D1] [2010-12-21 08:40:48] [3fb95cad3bbcce10c72dbbcc5bec5662]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.19
1.18
1.18
1.33
1.3
1.25
1.22
1.17
1.18
1.19
1.21
1.21
1.2
1.2
1.29
1.83
1.85
1.54
1.52
1.43
1.4
1.4
1.39
1.37
1.33
1.36
1.34
1.75
1.84
1.73
1.63
1.5
1.45
1.38
1.38
1.27
1.31
1.29
1.32
1.48
1.39
1.45
1.44
1.44
1.42
1.39
1.4
1.39
1.3
1.32
1.35
1.51
1.37
1.25
1.15
1.09
1.09
1.06
1.02
1.01
1
1
1.05
1.3
1.34
1.24
1.22
1.06
1
1
1
1.01

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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=68988&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=68988&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68988&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8267737.01540
20.6020345.10841e-06
30.428763.63820.000257
40.3021892.56420.006215
50.2390372.02830.023115
60.2000281.69730.04698
70.1746221.48170.071389
80.1622431.37670.086439
90.1984041.68350.048304
100.2372552.01320.023918
110.3236552.74630.003804
120.4099863.47880.000429
130.3201712.71670.004125
140.1762291.49530.069597
150.0487470.41360.340187
16-0.032867-0.27890.390564
17-0.075006-0.63650.26325
18-0.112717-0.95640.171025
19-0.134649-1.14250.128509
20-0.145413-1.23390.110632
21-0.109739-0.93120.17744
22-0.076045-0.64530.260405
23-0.037416-0.31750.375896
24-0.034753-0.29490.384462
25-0.115123-0.97690.165956
26-0.184286-1.56370.061134
27-0.240541-2.04110.022456
28-0.262328-2.22590.014575
29-0.259664-2.20330.015386
30-0.253034-2.14710.017578
31-0.237602-2.01610.02376
32-0.230221-1.95350.027324
33-0.192688-1.6350.053206
34-0.152185-1.29130.10036
35-0.100655-0.85410.197945
36-0.101091-0.85780.196928

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.826773 & 7.0154 & 0 \tabularnewline
2 & 0.602034 & 5.1084 & 1e-06 \tabularnewline
3 & 0.42876 & 3.6382 & 0.000257 \tabularnewline
4 & 0.302189 & 2.5642 & 0.006215 \tabularnewline
5 & 0.239037 & 2.0283 & 0.023115 \tabularnewline
6 & 0.200028 & 1.6973 & 0.04698 \tabularnewline
7 & 0.174622 & 1.4817 & 0.071389 \tabularnewline
8 & 0.162243 & 1.3767 & 0.086439 \tabularnewline
9 & 0.198404 & 1.6835 & 0.048304 \tabularnewline
10 & 0.237255 & 2.0132 & 0.023918 \tabularnewline
11 & 0.323655 & 2.7463 & 0.003804 \tabularnewline
12 & 0.409986 & 3.4788 & 0.000429 \tabularnewline
13 & 0.320171 & 2.7167 & 0.004125 \tabularnewline
14 & 0.176229 & 1.4953 & 0.069597 \tabularnewline
15 & 0.048747 & 0.4136 & 0.340187 \tabularnewline
16 & -0.032867 & -0.2789 & 0.390564 \tabularnewline
17 & -0.075006 & -0.6365 & 0.26325 \tabularnewline
18 & -0.112717 & -0.9564 & 0.171025 \tabularnewline
19 & -0.134649 & -1.1425 & 0.128509 \tabularnewline
20 & -0.145413 & -1.2339 & 0.110632 \tabularnewline
21 & -0.109739 & -0.9312 & 0.17744 \tabularnewline
22 & -0.076045 & -0.6453 & 0.260405 \tabularnewline
23 & -0.037416 & -0.3175 & 0.375896 \tabularnewline
24 & -0.034753 & -0.2949 & 0.384462 \tabularnewline
25 & -0.115123 & -0.9769 & 0.165956 \tabularnewline
26 & -0.184286 & -1.5637 & 0.061134 \tabularnewline
27 & -0.240541 & -2.0411 & 0.022456 \tabularnewline
28 & -0.262328 & -2.2259 & 0.014575 \tabularnewline
29 & -0.259664 & -2.2033 & 0.015386 \tabularnewline
30 & -0.253034 & -2.1471 & 0.017578 \tabularnewline
31 & -0.237602 & -2.0161 & 0.02376 \tabularnewline
32 & -0.230221 & -1.9535 & 0.027324 \tabularnewline
33 & -0.192688 & -1.635 & 0.053206 \tabularnewline
34 & -0.152185 & -1.2913 & 0.10036 \tabularnewline
35 & -0.100655 & -0.8541 & 0.197945 \tabularnewline
36 & -0.101091 & -0.8578 & 0.196928 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68988&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]0.826773[/C][C]7.0154[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.602034[/C][C]5.1084[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.42876[/C][C]3.6382[/C][C]0.000257[/C][/ROW]
[ROW][C]4[/C][C]0.302189[/C][C]2.5642[/C][C]0.006215[/C][/ROW]
[ROW][C]5[/C][C]0.239037[/C][C]2.0283[/C][C]0.023115[/C][/ROW]
[ROW][C]6[/C][C]0.200028[/C][C]1.6973[/C][C]0.04698[/C][/ROW]
[ROW][C]7[/C][C]0.174622[/C][C]1.4817[/C][C]0.071389[/C][/ROW]
[ROW][C]8[/C][C]0.162243[/C][C]1.3767[/C][C]0.086439[/C][/ROW]
[ROW][C]9[/C][C]0.198404[/C][C]1.6835[/C][C]0.048304[/C][/ROW]
[ROW][C]10[/C][C]0.237255[/C][C]2.0132[/C][C]0.023918[/C][/ROW]
[ROW][C]11[/C][C]0.323655[/C][C]2.7463[/C][C]0.003804[/C][/ROW]
[ROW][C]12[/C][C]0.409986[/C][C]3.4788[/C][C]0.000429[/C][/ROW]
[ROW][C]13[/C][C]0.320171[/C][C]2.7167[/C][C]0.004125[/C][/ROW]
[ROW][C]14[/C][C]0.176229[/C][C]1.4953[/C][C]0.069597[/C][/ROW]
[ROW][C]15[/C][C]0.048747[/C][C]0.4136[/C][C]0.340187[/C][/ROW]
[ROW][C]16[/C][C]-0.032867[/C][C]-0.2789[/C][C]0.390564[/C][/ROW]
[ROW][C]17[/C][C]-0.075006[/C][C]-0.6365[/C][C]0.26325[/C][/ROW]
[ROW][C]18[/C][C]-0.112717[/C][C]-0.9564[/C][C]0.171025[/C][/ROW]
[ROW][C]19[/C][C]-0.134649[/C][C]-1.1425[/C][C]0.128509[/C][/ROW]
[ROW][C]20[/C][C]-0.145413[/C][C]-1.2339[/C][C]0.110632[/C][/ROW]
[ROW][C]21[/C][C]-0.109739[/C][C]-0.9312[/C][C]0.17744[/C][/ROW]
[ROW][C]22[/C][C]-0.076045[/C][C]-0.6453[/C][C]0.260405[/C][/ROW]
[ROW][C]23[/C][C]-0.037416[/C][C]-0.3175[/C][C]0.375896[/C][/ROW]
[ROW][C]24[/C][C]-0.034753[/C][C]-0.2949[/C][C]0.384462[/C][/ROW]
[ROW][C]25[/C][C]-0.115123[/C][C]-0.9769[/C][C]0.165956[/C][/ROW]
[ROW][C]26[/C][C]-0.184286[/C][C]-1.5637[/C][C]0.061134[/C][/ROW]
[ROW][C]27[/C][C]-0.240541[/C][C]-2.0411[/C][C]0.022456[/C][/ROW]
[ROW][C]28[/C][C]-0.262328[/C][C]-2.2259[/C][C]0.014575[/C][/ROW]
[ROW][C]29[/C][C]-0.259664[/C][C]-2.2033[/C][C]0.015386[/C][/ROW]
[ROW][C]30[/C][C]-0.253034[/C][C]-2.1471[/C][C]0.017578[/C][/ROW]
[ROW][C]31[/C][C]-0.237602[/C][C]-2.0161[/C][C]0.02376[/C][/ROW]
[ROW][C]32[/C][C]-0.230221[/C][C]-1.9535[/C][C]0.027324[/C][/ROW]
[ROW][C]33[/C][C]-0.192688[/C][C]-1.635[/C][C]0.053206[/C][/ROW]
[ROW][C]34[/C][C]-0.152185[/C][C]-1.2913[/C][C]0.10036[/C][/ROW]
[ROW][C]35[/C][C]-0.100655[/C][C]-0.8541[/C][C]0.197945[/C][/ROW]
[ROW][C]36[/C][C]-0.101091[/C][C]-0.8578[/C][C]0.196928[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68988&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68988&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
10.8267737.01540
20.6020345.10841e-06
30.428763.63820.000257
40.3021892.56420.006215
50.2390372.02830.023115
60.2000281.69730.04698
70.1746221.48170.071389
80.1622431.37670.086439
90.1984041.68350.048304
100.2372552.01320.023918
110.3236552.74630.003804
120.4099863.47880.000429
130.3201712.71670.004125
140.1762291.49530.069597
150.0487470.41360.340187
16-0.032867-0.27890.390564
17-0.075006-0.63650.26325
18-0.112717-0.95640.171025
19-0.134649-1.14250.128509
20-0.145413-1.23390.110632
21-0.109739-0.93120.17744
22-0.076045-0.64530.260405
23-0.037416-0.31750.375896
24-0.034753-0.29490.384462
25-0.115123-0.97690.165956
26-0.184286-1.56370.061134
27-0.240541-2.04110.022456
28-0.262328-2.22590.014575
29-0.259664-2.20330.015386
30-0.253034-2.14710.017578
31-0.237602-2.01610.02376
32-0.230221-1.95350.027324
33-0.192688-1.6350.053206
34-0.152185-1.29130.10036
35-0.100655-0.85410.197945
36-0.101091-0.85780.196928






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8267737.01540
2-0.257611-2.18590.016038
30.0533980.45310.325922
4-0.017474-0.14830.441272
50.0958050.81290.209468
6-0.019922-0.1690.433118
70.0326610.27710.391234
80.0264020.2240.411685
90.1736521.47350.072489
100.0015940.01350.494624
110.2705342.29560.012308
120.0525210.44570.328592
13-0.430629-3.6540.000244
140.0065590.05570.477886
15-0.042894-0.3640.358474
160.0156260.13260.447443
17-0.072082-0.61160.271353
18-0.098843-0.83870.202204
190.0396880.33680.368638
20-0.037936-0.32190.374232
210.0355260.30150.38197
22-0.002983-0.02530.489939
23-0.108975-0.92470.17911
24-0.201786-1.71220.045581
25-0.004317-0.03660.48544
260.1348411.14420.128173
27-0.048213-0.40910.341839
28-0.05574-0.4730.318834
290.0006820.00580.4977
300.048360.41030.341385
310.0148760.12620.449954
32-0.071465-0.60640.273078
330.0163060.13840.44517
34-0.023032-0.19540.422802
350.0217730.18470.426972
36-0.027141-0.23030.409257

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.826773 & 7.0154 & 0 \tabularnewline
2 & -0.257611 & -2.1859 & 0.016038 \tabularnewline
3 & 0.053398 & 0.4531 & 0.325922 \tabularnewline
4 & -0.017474 & -0.1483 & 0.441272 \tabularnewline
5 & 0.095805 & 0.8129 & 0.209468 \tabularnewline
6 & -0.019922 & -0.169 & 0.433118 \tabularnewline
7 & 0.032661 & 0.2771 & 0.391234 \tabularnewline
8 & 0.026402 & 0.224 & 0.411685 \tabularnewline
9 & 0.173652 & 1.4735 & 0.072489 \tabularnewline
10 & 0.001594 & 0.0135 & 0.494624 \tabularnewline
11 & 0.270534 & 2.2956 & 0.012308 \tabularnewline
12 & 0.052521 & 0.4457 & 0.328592 \tabularnewline
13 & -0.430629 & -3.654 & 0.000244 \tabularnewline
14 & 0.006559 & 0.0557 & 0.477886 \tabularnewline
15 & -0.042894 & -0.364 & 0.358474 \tabularnewline
16 & 0.015626 & 0.1326 & 0.447443 \tabularnewline
17 & -0.072082 & -0.6116 & 0.271353 \tabularnewline
18 & -0.098843 & -0.8387 & 0.202204 \tabularnewline
19 & 0.039688 & 0.3368 & 0.368638 \tabularnewline
20 & -0.037936 & -0.3219 & 0.374232 \tabularnewline
21 & 0.035526 & 0.3015 & 0.38197 \tabularnewline
22 & -0.002983 & -0.0253 & 0.489939 \tabularnewline
23 & -0.108975 & -0.9247 & 0.17911 \tabularnewline
24 & -0.201786 & -1.7122 & 0.045581 \tabularnewline
25 & -0.004317 & -0.0366 & 0.48544 \tabularnewline
26 & 0.134841 & 1.1442 & 0.128173 \tabularnewline
27 & -0.048213 & -0.4091 & 0.341839 \tabularnewline
28 & -0.05574 & -0.473 & 0.318834 \tabularnewline
29 & 0.000682 & 0.0058 & 0.4977 \tabularnewline
30 & 0.04836 & 0.4103 & 0.341385 \tabularnewline
31 & 0.014876 & 0.1262 & 0.449954 \tabularnewline
32 & -0.071465 & -0.6064 & 0.273078 \tabularnewline
33 & 0.016306 & 0.1384 & 0.44517 \tabularnewline
34 & -0.023032 & -0.1954 & 0.422802 \tabularnewline
35 & 0.021773 & 0.1847 & 0.426972 \tabularnewline
36 & -0.027141 & -0.2303 & 0.409257 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68988&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]0.826773[/C][C]7.0154[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.257611[/C][C]-2.1859[/C][C]0.016038[/C][/ROW]
[ROW][C]3[/C][C]0.053398[/C][C]0.4531[/C][C]0.325922[/C][/ROW]
[ROW][C]4[/C][C]-0.017474[/C][C]-0.1483[/C][C]0.441272[/C][/ROW]
[ROW][C]5[/C][C]0.095805[/C][C]0.8129[/C][C]0.209468[/C][/ROW]
[ROW][C]6[/C][C]-0.019922[/C][C]-0.169[/C][C]0.433118[/C][/ROW]
[ROW][C]7[/C][C]0.032661[/C][C]0.2771[/C][C]0.391234[/C][/ROW]
[ROW][C]8[/C][C]0.026402[/C][C]0.224[/C][C]0.411685[/C][/ROW]
[ROW][C]9[/C][C]0.173652[/C][C]1.4735[/C][C]0.072489[/C][/ROW]
[ROW][C]10[/C][C]0.001594[/C][C]0.0135[/C][C]0.494624[/C][/ROW]
[ROW][C]11[/C][C]0.270534[/C][C]2.2956[/C][C]0.012308[/C][/ROW]
[ROW][C]12[/C][C]0.052521[/C][C]0.4457[/C][C]0.328592[/C][/ROW]
[ROW][C]13[/C][C]-0.430629[/C][C]-3.654[/C][C]0.000244[/C][/ROW]
[ROW][C]14[/C][C]0.006559[/C][C]0.0557[/C][C]0.477886[/C][/ROW]
[ROW][C]15[/C][C]-0.042894[/C][C]-0.364[/C][C]0.358474[/C][/ROW]
[ROW][C]16[/C][C]0.015626[/C][C]0.1326[/C][C]0.447443[/C][/ROW]
[ROW][C]17[/C][C]-0.072082[/C][C]-0.6116[/C][C]0.271353[/C][/ROW]
[ROW][C]18[/C][C]-0.098843[/C][C]-0.8387[/C][C]0.202204[/C][/ROW]
[ROW][C]19[/C][C]0.039688[/C][C]0.3368[/C][C]0.368638[/C][/ROW]
[ROW][C]20[/C][C]-0.037936[/C][C]-0.3219[/C][C]0.374232[/C][/ROW]
[ROW][C]21[/C][C]0.035526[/C][C]0.3015[/C][C]0.38197[/C][/ROW]
[ROW][C]22[/C][C]-0.002983[/C][C]-0.0253[/C][C]0.489939[/C][/ROW]
[ROW][C]23[/C][C]-0.108975[/C][C]-0.9247[/C][C]0.17911[/C][/ROW]
[ROW][C]24[/C][C]-0.201786[/C][C]-1.7122[/C][C]0.045581[/C][/ROW]
[ROW][C]25[/C][C]-0.004317[/C][C]-0.0366[/C][C]0.48544[/C][/ROW]
[ROW][C]26[/C][C]0.134841[/C][C]1.1442[/C][C]0.128173[/C][/ROW]
[ROW][C]27[/C][C]-0.048213[/C][C]-0.4091[/C][C]0.341839[/C][/ROW]
[ROW][C]28[/C][C]-0.05574[/C][C]-0.473[/C][C]0.318834[/C][/ROW]
[ROW][C]29[/C][C]0.000682[/C][C]0.0058[/C][C]0.4977[/C][/ROW]
[ROW][C]30[/C][C]0.04836[/C][C]0.4103[/C][C]0.341385[/C][/ROW]
[ROW][C]31[/C][C]0.014876[/C][C]0.1262[/C][C]0.449954[/C][/ROW]
[ROW][C]32[/C][C]-0.071465[/C][C]-0.6064[/C][C]0.273078[/C][/ROW]
[ROW][C]33[/C][C]0.016306[/C][C]0.1384[/C][C]0.44517[/C][/ROW]
[ROW][C]34[/C][C]-0.023032[/C][C]-0.1954[/C][C]0.422802[/C][/ROW]
[ROW][C]35[/C][C]0.021773[/C][C]0.1847[/C][C]0.426972[/C][/ROW]
[ROW][C]36[/C][C]-0.027141[/C][C]-0.2303[/C][C]0.409257[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68988&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68988&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
10.8267737.01540
2-0.257611-2.18590.016038
30.0533980.45310.325922
4-0.017474-0.14830.441272
50.0958050.81290.209468
6-0.019922-0.1690.433118
70.0326610.27710.391234
80.0264020.2240.411685
90.1736521.47350.072489
100.0015940.01350.494624
110.2705342.29560.012308
120.0525210.44570.328592
13-0.430629-3.6540.000244
140.0065590.05570.477886
15-0.042894-0.3640.358474
160.0156260.13260.447443
17-0.072082-0.61160.271353
18-0.098843-0.83870.202204
190.0396880.33680.368638
20-0.037936-0.32190.374232
210.0355260.30150.38197
22-0.002983-0.02530.489939
23-0.108975-0.92470.17911
24-0.201786-1.71220.045581
25-0.004317-0.03660.48544
260.1348411.14420.128173
27-0.048213-0.40910.341839
28-0.05574-0.4730.318834
290.0006820.00580.4977
300.048360.41030.341385
310.0148760.12620.449954
32-0.071465-0.60640.273078
330.0163060.13840.44517
34-0.023032-0.19540.422802
350.0217730.18470.426972
36-0.027141-0.23030.409257


Figures (Output of Computation)

Input Parameters & R Code

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')