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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 20:02:05 +0000

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/2010/Dec/21/t12929616225wbcm3gizso9xjm.htm/, Retrieved Thu, 09 May 2024 05:34:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113919, Retrieved Thu, 09 May 2024 05:34:59 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

142

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [W9 ACF origineel] [2010-12-03 11:36:39] [56d90b683fcd93137645f9226b43c62b]
-   P       [(Partial) Autocorrelation Function] [Autocorrelatiefun...] [2010-12-07 20:51:20] [608064602fec1c42028cf50c6f981c88]
-   P         [(Partial) Autocorrelation Function] [AF zonder lags] [2010-12-07 21:06:36] [608064602fec1c42028cf50c6f981c88]
-   PD          [(Partial) Autocorrelation Function] [ACF-48 lags] [2010-12-21 19:52:07] [608064602fec1c42028cf50c6f981c88]
-                   [(Partial) Autocorrelation Function] [ACF-D=1] [2010-12-21 20:02:05] [8bf9de033bd61652831a8b7489bc3566] [Current]

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Dataseries X:

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Histogram

Boxplots

8.1
9.9
11.5
23.4
25.4
27.9
26.1
18.8
14.1
11.5
15.8
12.4
4.5
-2.2
-4.2
-9.4
-14.5
-17.9
-15.1
-15.2
-15.7
-18
-18.1
-13.5
-9.9
-4.8
-1.7
-0.1
2.2
10.2
7.6
10.8
3.8
11
10.8
20.1
14.9
13
10.9
9.6
4
-1.1
-7.7
-8.9
-8
-7.1
-5.3
-2.5
-2.4
-2.9
-4.8
-7.2
1.7
2.2
13.4
12.3
13.7
4.4
-2.5

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=113919&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=113919&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113919&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	0.938672	6.4352	0
2	0.833382	5.7134	0
3	0.675019	4.6277	1.5e-05
4	0.529748	3.6318	0.000347
5	0.365513	2.5058	0.007869
6	0.204745	1.4037	0.083497
7	0.035805	0.2455	0.403583
8	-0.112122	-0.7687	0.222968
9	-0.249678	-1.7117	0.046772
10	-0.37147	-2.5467	0.007105
11	-0.481344	-3.2999	0.000925
12	-0.561506	-3.8495	0.000178
13	-0.591219	-4.0532	9.4e-05
14	-0.580376	-3.9789	0.000119
15	-0.53014	-3.6345	0.000344
16	-0.474198	-3.2509	0.001065
17	-0.392332	-2.6897	0.004934
18	-0.307174	-2.1059	0.020292
19	-0.198649	-1.3619	0.089866
20	-0.106482	-0.73	0.234505
21	-0.012717	-0.0872	0.465447
22	0.058167	0.3988	0.345932
23	0.137801	0.9447	0.174818
24	0.199609	1.3684	0.088839
25	0.252701	1.7324	0.044878
26	0.273369	1.8741	0.033568
27	0.271444	1.8609	0.034508
28	0.246989	1.6933	0.048512
29	0.205044	1.4057	0.083193
30	0.15333	1.0512	0.149276
31	0.094704	0.6493	0.259667
32	0.040198	0.2756	0.392039
33	-0.009292	-0.0637	0.474738
34	-0.04904	-0.3362	0.369109
35	-0.086007	-0.5896	0.27913
36	-0.119454	-0.8189	0.208479
37	-0.150153	-1.0294	0.154281
38	-0.162924	-1.117	0.134846
39	-0.158981	-1.0899	0.140653
40	-0.128795	-0.883	0.190872
41	-0.092316	-0.6329	0.264937
42	-0.052911	-0.3627	0.359212
43	-0.025824	-0.177	0.430119
44	-0.008906	-0.0611	0.475788
45	-0.002292	-0.0157	0.493764
46	6.5e-05	4e-04	0.499824
47	NA	NA	NA
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.938672 & 6.4352 & 0 \tabularnewline
2 & 0.833382 & 5.7134 & 0 \tabularnewline
3 & 0.675019 & 4.6277 & 1.5e-05 \tabularnewline
4 & 0.529748 & 3.6318 & 0.000347 \tabularnewline
5 & 0.365513 & 2.5058 & 0.007869 \tabularnewline
6 & 0.204745 & 1.4037 & 0.083497 \tabularnewline
7 & 0.035805 & 0.2455 & 0.403583 \tabularnewline
8 & -0.112122 & -0.7687 & 0.222968 \tabularnewline
9 & -0.249678 & -1.7117 & 0.046772 \tabularnewline
10 & -0.37147 & -2.5467 & 0.007105 \tabularnewline
11 & -0.481344 & -3.2999 & 0.000925 \tabularnewline
12 & -0.561506 & -3.8495 & 0.000178 \tabularnewline
13 & -0.591219 & -4.0532 & 9.4e-05 \tabularnewline
14 & -0.580376 & -3.9789 & 0.000119 \tabularnewline
15 & -0.53014 & -3.6345 & 0.000344 \tabularnewline
16 & -0.474198 & -3.2509 & 0.001065 \tabularnewline
17 & -0.392332 & -2.6897 & 0.004934 \tabularnewline
18 & -0.307174 & -2.1059 & 0.020292 \tabularnewline
19 & -0.198649 & -1.3619 & 0.089866 \tabularnewline
20 & -0.106482 & -0.73 & 0.234505 \tabularnewline
21 & -0.012717 & -0.0872 & 0.465447 \tabularnewline
22 & 0.058167 & 0.3988 & 0.345932 \tabularnewline
23 & 0.137801 & 0.9447 & 0.174818 \tabularnewline
24 & 0.199609 & 1.3684 & 0.088839 \tabularnewline
25 & 0.252701 & 1.7324 & 0.044878 \tabularnewline
26 & 0.273369 & 1.8741 & 0.033568 \tabularnewline
27 & 0.271444 & 1.8609 & 0.034508 \tabularnewline
28 & 0.246989 & 1.6933 & 0.048512 \tabularnewline
29 & 0.205044 & 1.4057 & 0.083193 \tabularnewline
30 & 0.15333 & 1.0512 & 0.149276 \tabularnewline
31 & 0.094704 & 0.6493 & 0.259667 \tabularnewline
32 & 0.040198 & 0.2756 & 0.392039 \tabularnewline
33 & -0.009292 & -0.0637 & 0.474738 \tabularnewline
34 & -0.04904 & -0.3362 & 0.369109 \tabularnewline
35 & -0.086007 & -0.5896 & 0.27913 \tabularnewline
36 & -0.119454 & -0.8189 & 0.208479 \tabularnewline
37 & -0.150153 & -1.0294 & 0.154281 \tabularnewline
38 & -0.162924 & -1.117 & 0.134846 \tabularnewline
39 & -0.158981 & -1.0899 & 0.140653 \tabularnewline
40 & -0.128795 & -0.883 & 0.190872 \tabularnewline
41 & -0.092316 & -0.6329 & 0.264937 \tabularnewline
42 & -0.052911 & -0.3627 & 0.359212 \tabularnewline
43 & -0.025824 & -0.177 & 0.430119 \tabularnewline
44 & -0.008906 & -0.0611 & 0.475788 \tabularnewline
45 & -0.002292 & -0.0157 & 0.493764 \tabularnewline
46 & 6.5e-05 & 4e-04 & 0.499824 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113919&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]0.938672[/C][C]6.4352[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.833382[/C][C]5.7134[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.675019[/C][C]4.6277[/C][C]1.5e-05[/C][/ROW]
[ROW][C]4[/C][C]0.529748[/C][C]3.6318[/C][C]0.000347[/C][/ROW]
[ROW][C]5[/C][C]0.365513[/C][C]2.5058[/C][C]0.007869[/C][/ROW]
[ROW][C]6[/C][C]0.204745[/C][C]1.4037[/C][C]0.083497[/C][/ROW]
[ROW][C]7[/C][C]0.035805[/C][C]0.2455[/C][C]0.403583[/C][/ROW]
[ROW][C]8[/C][C]-0.112122[/C][C]-0.7687[/C][C]0.222968[/C][/ROW]
[ROW][C]9[/C][C]-0.249678[/C][C]-1.7117[/C][C]0.046772[/C][/ROW]
[ROW][C]10[/C][C]-0.37147[/C][C]-2.5467[/C][C]0.007105[/C][/ROW]
[ROW][C]11[/C][C]-0.481344[/C][C]-3.2999[/C][C]0.000925[/C][/ROW]
[ROW][C]12[/C][C]-0.561506[/C][C]-3.8495[/C][C]0.000178[/C][/ROW]
[ROW][C]13[/C][C]-0.591219[/C][C]-4.0532[/C][C]9.4e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.580376[/C][C]-3.9789[/C][C]0.000119[/C][/ROW]
[ROW][C]15[/C][C]-0.53014[/C][C]-3.6345[/C][C]0.000344[/C][/ROW]
[ROW][C]16[/C][C]-0.474198[/C][C]-3.2509[/C][C]0.001065[/C][/ROW]
[ROW][C]17[/C][C]-0.392332[/C][C]-2.6897[/C][C]0.004934[/C][/ROW]
[ROW][C]18[/C][C]-0.307174[/C][C]-2.1059[/C][C]0.020292[/C][/ROW]
[ROW][C]19[/C][C]-0.198649[/C][C]-1.3619[/C][C]0.089866[/C][/ROW]
[ROW][C]20[/C][C]-0.106482[/C][C]-0.73[/C][C]0.234505[/C][/ROW]
[ROW][C]21[/C][C]-0.012717[/C][C]-0.0872[/C][C]0.465447[/C][/ROW]
[ROW][C]22[/C][C]0.058167[/C][C]0.3988[/C][C]0.345932[/C][/ROW]
[ROW][C]23[/C][C]0.137801[/C][C]0.9447[/C][C]0.174818[/C][/ROW]
[ROW][C]24[/C][C]0.199609[/C][C]1.3684[/C][C]0.088839[/C][/ROW]
[ROW][C]25[/C][C]0.252701[/C][C]1.7324[/C][C]0.044878[/C][/ROW]
[ROW][C]26[/C][C]0.273369[/C][C]1.8741[/C][C]0.033568[/C][/ROW]
[ROW][C]27[/C][C]0.271444[/C][C]1.8609[/C][C]0.034508[/C][/ROW]
[ROW][C]28[/C][C]0.246989[/C][C]1.6933[/C][C]0.048512[/C][/ROW]
[ROW][C]29[/C][C]0.205044[/C][C]1.4057[/C][C]0.083193[/C][/ROW]
[ROW][C]30[/C][C]0.15333[/C][C]1.0512[/C][C]0.149276[/C][/ROW]
[ROW][C]31[/C][C]0.094704[/C][C]0.6493[/C][C]0.259667[/C][/ROW]
[ROW][C]32[/C][C]0.040198[/C][C]0.2756[/C][C]0.392039[/C][/ROW]
[ROW][C]33[/C][C]-0.009292[/C][C]-0.0637[/C][C]0.474738[/C][/ROW]
[ROW][C]34[/C][C]-0.04904[/C][C]-0.3362[/C][C]0.369109[/C][/ROW]
[ROW][C]35[/C][C]-0.086007[/C][C]-0.5896[/C][C]0.27913[/C][/ROW]
[ROW][C]36[/C][C]-0.119454[/C][C]-0.8189[/C][C]0.208479[/C][/ROW]
[ROW][C]37[/C][C]-0.150153[/C][C]-1.0294[/C][C]0.154281[/C][/ROW]
[ROW][C]38[/C][C]-0.162924[/C][C]-1.117[/C][C]0.134846[/C][/ROW]
[ROW][C]39[/C][C]-0.158981[/C][C]-1.0899[/C][C]0.140653[/C][/ROW]
[ROW][C]40[/C][C]-0.128795[/C][C]-0.883[/C][C]0.190872[/C][/ROW]
[ROW][C]41[/C][C]-0.092316[/C][C]-0.6329[/C][C]0.264937[/C][/ROW]
[ROW][C]42[/C][C]-0.052911[/C][C]-0.3627[/C][C]0.359212[/C][/ROW]
[ROW][C]43[/C][C]-0.025824[/C][C]-0.177[/C][C]0.430119[/C][/ROW]
[ROW][C]44[/C][C]-0.008906[/C][C]-0.0611[/C][C]0.475788[/C][/ROW]
[ROW][C]45[/C][C]-0.002292[/C][C]-0.0157[/C][C]0.493764[/C][/ROW]
[ROW][C]46[/C][C]6.5e-05[/C][C]4e-04[/C][C]0.499824[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113919&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113919&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	0.938672	6.4352	0
2	0.833382	5.7134	0
3	0.675019	4.6277	1.5e-05
4	0.529748	3.6318	0.000347
5	0.365513	2.5058	0.007869
6	0.204745	1.4037	0.083497
7	0.035805	0.2455	0.403583
8	-0.112122	-0.7687	0.222968
9	-0.249678	-1.7117	0.046772
10	-0.37147	-2.5467	0.007105
11	-0.481344	-3.2999	0.000925
12	-0.561506	-3.8495	0.000178
13	-0.591219	-4.0532	9.4e-05
14	-0.580376	-3.9789	0.000119
15	-0.53014	-3.6345	0.000344
16	-0.474198	-3.2509	0.001065
17	-0.392332	-2.6897	0.004934
18	-0.307174	-2.1059	0.020292
19	-0.198649	-1.3619	0.089866
20	-0.106482	-0.73	0.234505
21	-0.012717	-0.0872	0.465447
22	0.058167	0.3988	0.345932
23	0.137801	0.9447	0.174818
24	0.199609	1.3684	0.088839
25	0.252701	1.7324	0.044878
26	0.273369	1.8741	0.033568
27	0.271444	1.8609	0.034508
28	0.246989	1.6933	0.048512
29	0.205044	1.4057	0.083193
30	0.15333	1.0512	0.149276
31	0.094704	0.6493	0.259667
32	0.040198	0.2756	0.392039
33	-0.009292	-0.0637	0.474738
34	-0.04904	-0.3362	0.369109
35	-0.086007	-0.5896	0.27913
36	-0.119454	-0.8189	0.208479
37	-0.150153	-1.0294	0.154281
38	-0.162924	-1.117	0.134846
39	-0.158981	-1.0899	0.140653
40	-0.128795	-0.883	0.190872
41	-0.092316	-0.6329	0.264937
42	-0.052911	-0.3627	0.359212
43	-0.025824	-0.177	0.430119
44	-0.008906	-0.0611	0.475788
45	-0.002292	-0.0157	0.493764
46	6.5e-05	4e-04	0.499824
47	NA	NA	NA
48	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.938672	6.4352	0
2	-0.401385	-2.7518	0.004197
3	-0.44592	-3.0571	0.00184
4	0.336043	2.3038	0.012852
5	-0.34496	-2.3649	0.011107
6	-0.280648	-1.924	0.030209
7	0.142683	0.9782	0.166496
8	-0.028121	-0.1928	0.423978
9	-0.303194	-2.0786	0.02157
10	-0.153008	-1.049	0.149778
11	0.12401	0.8502	0.199771
12	0.005573	0.0382	0.484842
13	0.168711	1.1566	0.126635
14	-0.119576	-0.8198	0.208242
15	0.022225	0.1524	0.439776
16	-0.073243	-0.5021	0.308961
17	0.10636	0.7292	0.234759
18	-0.075434	-0.5172	0.303738
19	-0.019714	-0.1352	0.446534
20	-0.077919	-0.5342	0.297866
21	0.01084	0.0743	0.470538
22	-0.046445	-0.3184	0.375792
23	0.052872	0.3625	0.359312
24	0.013655	0.0936	0.462906
25	-0.092949	-0.6372	0.263535
26	0.049542	0.3396	0.367818
27	-0.153268	-1.0508	0.149372
28	-0.050771	-0.3481	0.364671
29	-0.022685	-0.1555	0.43854
30	0.081277	0.5572	0.290014
31	0.044897	0.3078	0.379797
32	-0.145598	-0.9982	0.161655
33	0.08211	0.5629	0.288083
34	-0.009241	-0.0634	0.474878
35	0.027617	0.1893	0.425322
36	-0.172452	-1.1823	0.121522
37	0.125063	0.8574	0.19779
38	0.103353	0.7085	0.241052
39	-0.042605	-0.2921	0.385753
40	0.050199	0.3441	0.366135
41	-0.087588	-0.6005	0.275538
42	-0.121739	-0.8346	0.204082
43	-0.062716	-0.43	0.334595
44	-0.044568	-0.3055	0.380652
45	-0.075662	-0.5187	0.303197
46	0.095443	0.6543	0.258046
47	NA	NA	NA
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.938672 & 6.4352 & 0 \tabularnewline
2 & -0.401385 & -2.7518 & 0.004197 \tabularnewline
3 & -0.44592 & -3.0571 & 0.00184 \tabularnewline
4 & 0.336043 & 2.3038 & 0.012852 \tabularnewline
5 & -0.34496 & -2.3649 & 0.011107 \tabularnewline
6 & -0.280648 & -1.924 & 0.030209 \tabularnewline
7 & 0.142683 & 0.9782 & 0.166496 \tabularnewline
8 & -0.028121 & -0.1928 & 0.423978 \tabularnewline
9 & -0.303194 & -2.0786 & 0.02157 \tabularnewline
10 & -0.153008 & -1.049 & 0.149778 \tabularnewline
11 & 0.12401 & 0.8502 & 0.199771 \tabularnewline
12 & 0.005573 & 0.0382 & 0.484842 \tabularnewline
13 & 0.168711 & 1.1566 & 0.126635 \tabularnewline
14 & -0.119576 & -0.8198 & 0.208242 \tabularnewline
15 & 0.022225 & 0.1524 & 0.439776 \tabularnewline
16 & -0.073243 & -0.5021 & 0.308961 \tabularnewline
17 & 0.10636 & 0.7292 & 0.234759 \tabularnewline
18 & -0.075434 & -0.5172 & 0.303738 \tabularnewline
19 & -0.019714 & -0.1352 & 0.446534 \tabularnewline
20 & -0.077919 & -0.5342 & 0.297866 \tabularnewline
21 & 0.01084 & 0.0743 & 0.470538 \tabularnewline
22 & -0.046445 & -0.3184 & 0.375792 \tabularnewline
23 & 0.052872 & 0.3625 & 0.359312 \tabularnewline
24 & 0.013655 & 0.0936 & 0.462906 \tabularnewline
25 & -0.092949 & -0.6372 & 0.263535 \tabularnewline
26 & 0.049542 & 0.3396 & 0.367818 \tabularnewline
27 & -0.153268 & -1.0508 & 0.149372 \tabularnewline
28 & -0.050771 & -0.3481 & 0.364671 \tabularnewline
29 & -0.022685 & -0.1555 & 0.43854 \tabularnewline
30 & 0.081277 & 0.5572 & 0.290014 \tabularnewline
31 & 0.044897 & 0.3078 & 0.379797 \tabularnewline
32 & -0.145598 & -0.9982 & 0.161655 \tabularnewline
33 & 0.08211 & 0.5629 & 0.288083 \tabularnewline
34 & -0.009241 & -0.0634 & 0.474878 \tabularnewline
35 & 0.027617 & 0.1893 & 0.425322 \tabularnewline
36 & -0.172452 & -1.1823 & 0.121522 \tabularnewline
37 & 0.125063 & 0.8574 & 0.19779 \tabularnewline
38 & 0.103353 & 0.7085 & 0.241052 \tabularnewline
39 & -0.042605 & -0.2921 & 0.385753 \tabularnewline
40 & 0.050199 & 0.3441 & 0.366135 \tabularnewline
41 & -0.087588 & -0.6005 & 0.275538 \tabularnewline
42 & -0.121739 & -0.8346 & 0.204082 \tabularnewline
43 & -0.062716 & -0.43 & 0.334595 \tabularnewline
44 & -0.044568 & -0.3055 & 0.380652 \tabularnewline
45 & -0.075662 & -0.5187 & 0.303197 \tabularnewline
46 & 0.095443 & 0.6543 & 0.258046 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113919&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]0.938672[/C][C]6.4352[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.401385[/C][C]-2.7518[/C][C]0.004197[/C][/ROW]
[ROW][C]3[/C][C]-0.44592[/C][C]-3.0571[/C][C]0.00184[/C][/ROW]
[ROW][C]4[/C][C]0.336043[/C][C]2.3038[/C][C]0.012852[/C][/ROW]
[ROW][C]5[/C][C]-0.34496[/C][C]-2.3649[/C][C]0.011107[/C][/ROW]
[ROW][C]6[/C][C]-0.280648[/C][C]-1.924[/C][C]0.030209[/C][/ROW]
[ROW][C]7[/C][C]0.142683[/C][C]0.9782[/C][C]0.166496[/C][/ROW]
[ROW][C]8[/C][C]-0.028121[/C][C]-0.1928[/C][C]0.423978[/C][/ROW]
[ROW][C]9[/C][C]-0.303194[/C][C]-2.0786[/C][C]0.02157[/C][/ROW]
[ROW][C]10[/C][C]-0.153008[/C][C]-1.049[/C][C]0.149778[/C][/ROW]
[ROW][C]11[/C][C]0.12401[/C][C]0.8502[/C][C]0.199771[/C][/ROW]
[ROW][C]12[/C][C]0.005573[/C][C]0.0382[/C][C]0.484842[/C][/ROW]
[ROW][C]13[/C][C]0.168711[/C][C]1.1566[/C][C]0.126635[/C][/ROW]
[ROW][C]14[/C][C]-0.119576[/C][C]-0.8198[/C][C]0.208242[/C][/ROW]
[ROW][C]15[/C][C]0.022225[/C][C]0.1524[/C][C]0.439776[/C][/ROW]
[ROW][C]16[/C][C]-0.073243[/C][C]-0.5021[/C][C]0.308961[/C][/ROW]
[ROW][C]17[/C][C]0.10636[/C][C]0.7292[/C][C]0.234759[/C][/ROW]
[ROW][C]18[/C][C]-0.075434[/C][C]-0.5172[/C][C]0.303738[/C][/ROW]
[ROW][C]19[/C][C]-0.019714[/C][C]-0.1352[/C][C]0.446534[/C][/ROW]
[ROW][C]20[/C][C]-0.077919[/C][C]-0.5342[/C][C]0.297866[/C][/ROW]
[ROW][C]21[/C][C]0.01084[/C][C]0.0743[/C][C]0.470538[/C][/ROW]
[ROW][C]22[/C][C]-0.046445[/C][C]-0.3184[/C][C]0.375792[/C][/ROW]
[ROW][C]23[/C][C]0.052872[/C][C]0.3625[/C][C]0.359312[/C][/ROW]
[ROW][C]24[/C][C]0.013655[/C][C]0.0936[/C][C]0.462906[/C][/ROW]
[ROW][C]25[/C][C]-0.092949[/C][C]-0.6372[/C][C]0.263535[/C][/ROW]
[ROW][C]26[/C][C]0.049542[/C][C]0.3396[/C][C]0.367818[/C][/ROW]
[ROW][C]27[/C][C]-0.153268[/C][C]-1.0508[/C][C]0.149372[/C][/ROW]
[ROW][C]28[/C][C]-0.050771[/C][C]-0.3481[/C][C]0.364671[/C][/ROW]
[ROW][C]29[/C][C]-0.022685[/C][C]-0.1555[/C][C]0.43854[/C][/ROW]
[ROW][C]30[/C][C]0.081277[/C][C]0.5572[/C][C]0.290014[/C][/ROW]
[ROW][C]31[/C][C]0.044897[/C][C]0.3078[/C][C]0.379797[/C][/ROW]
[ROW][C]32[/C][C]-0.145598[/C][C]-0.9982[/C][C]0.161655[/C][/ROW]
[ROW][C]33[/C][C]0.08211[/C][C]0.5629[/C][C]0.288083[/C][/ROW]
[ROW][C]34[/C][C]-0.009241[/C][C]-0.0634[/C][C]0.474878[/C][/ROW]
[ROW][C]35[/C][C]0.027617[/C][C]0.1893[/C][C]0.425322[/C][/ROW]
[ROW][C]36[/C][C]-0.172452[/C][C]-1.1823[/C][C]0.121522[/C][/ROW]
[ROW][C]37[/C][C]0.125063[/C][C]0.8574[/C][C]0.19779[/C][/ROW]
[ROW][C]38[/C][C]0.103353[/C][C]0.7085[/C][C]0.241052[/C][/ROW]
[ROW][C]39[/C][C]-0.042605[/C][C]-0.2921[/C][C]0.385753[/C][/ROW]
[ROW][C]40[/C][C]0.050199[/C][C]0.3441[/C][C]0.366135[/C][/ROW]
[ROW][C]41[/C][C]-0.087588[/C][C]-0.6005[/C][C]0.275538[/C][/ROW]
[ROW][C]42[/C][C]-0.121739[/C][C]-0.8346[/C][C]0.204082[/C][/ROW]
[ROW][C]43[/C][C]-0.062716[/C][C]-0.43[/C][C]0.334595[/C][/ROW]
[ROW][C]44[/C][C]-0.044568[/C][C]-0.3055[/C][C]0.380652[/C][/ROW]
[ROW][C]45[/C][C]-0.075662[/C][C]-0.5187[/C][C]0.303197[/C][/ROW]
[ROW][C]46[/C][C]0.095443[/C][C]0.6543[/C][C]0.258046[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113919&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113919&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	0.938672	6.4352	0
2	-0.401385	-2.7518	0.004197
3	-0.44592	-3.0571	0.00184
4	0.336043	2.3038	0.012852
5	-0.34496	-2.3649	0.011107
6	-0.280648	-1.924	0.030209
7	0.142683	0.9782	0.166496
8	-0.028121	-0.1928	0.423978
9	-0.303194	-2.0786	0.02157
10	-0.153008	-1.049	0.149778
11	0.12401	0.8502	0.199771
12	0.005573	0.0382	0.484842
13	0.168711	1.1566	0.126635
14	-0.119576	-0.8198	0.208242
15	0.022225	0.1524	0.439776
16	-0.073243	-0.5021	0.308961
17	0.10636	0.7292	0.234759
18	-0.075434	-0.5172	0.303738
19	-0.019714	-0.1352	0.446534
20	-0.077919	-0.5342	0.297866
21	0.01084	0.0743	0.470538
22	-0.046445	-0.3184	0.375792
23	0.052872	0.3625	0.359312
24	0.013655	0.0936	0.462906
25	-0.092949	-0.6372	0.263535
26	0.049542	0.3396	0.367818
27	-0.153268	-1.0508	0.149372
28	-0.050771	-0.3481	0.364671
29	-0.022685	-0.1555	0.43854
30	0.081277	0.5572	0.290014
31	0.044897	0.3078	0.379797
32	-0.145598	-0.9982	0.161655
33	0.08211	0.5629	0.288083
34	-0.009241	-0.0634	0.474878
35	0.027617	0.1893	0.425322
36	-0.172452	-1.1823	0.121522
37	0.125063	0.8574	0.19779
38	0.103353	0.7085	0.241052
39	-0.042605	-0.2921	0.385753
40	0.050199	0.3441	0.366135
41	-0.087588	-0.6005	0.275538
42	-0.121739	-0.8346	0.204082
43	-0.062716	-0.43	0.334595
44	-0.044568	-0.3055	0.380652
45	-0.075662	-0.5187	0.303197
46	0.095443	0.6543	0.258046
47	NA	NA	NA
48	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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