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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 03 Dec 2008 09:01:07 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/03/t122832010035z8ipkhlu2hyf8.htm/, Retrieved Fri, 17 May 2024 12:57:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28759, Retrieved Fri, 17 May 2024 12:57:03 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

210

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

-     [Univariate Data Series] [Uitvoer.Nederland] [2008-12-03 15:11:10] [988ab43f527fc78aae41c84649095267]
-   P   [Univariate Data Series] [Export From Belgi...] [2008-12-03 15:52:29] [988ab43f527fc78aae41c84649095267]
- RMP       [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-03 16:01:07] [5d823194959040fa9b19b8c8302177e6] [Current]
-   PD        [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-11 17:22:27] [988ab43f527fc78aae41c84649095267] 
-    D        [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-11 17:24:10] [988ab43f527fc78aae41c84649095267] 
-   PD          [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:08:14] [988ab43f527fc78aae41c84649095267] 
-                 [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:23:15] [988ab43f527fc78aae41c84649095267] 
-                 [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:25:37] [988ab43f527fc78aae41c84649095267] 
-   PD          [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:10:17] [988ab43f527fc78aae41c84649095267] 
-   PD          [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:13:07] [988ab43f527fc78aae41c84649095267] 
-   PD          [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:14:31] [988ab43f527fc78aae41c84649095267] 
-   PD          [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:17:27] [988ab43f527fc78aae41c84649095267] 
-   P           [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:27:42] [988ab43f527fc78aae41c84649095267] 
-   P           [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:30:07] [988ab43f527fc78aae41c84649095267] 
-   P         [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:32:50] [988ab43f527fc78aae41c84649095267] 
-   P         [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:35:20] [988ab43f527fc78aae41c84649095267] 

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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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28759&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28759&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28759&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.706686	5.474	0
2	0.620784	4.8086	5e-06
3	0.679309	5.2619	1e-06
4	0.572978	4.4383	2e-05
5	0.600332	4.6502	9e-06
6	0.664717	5.1489	2e-06
7	0.499374	3.8681	0.000136
8	0.40556	3.1415	0.001305
9	0.464304	3.5965	0.000327
10	0.30599	2.3702	0.010505
11	0.352486	2.7303	0.004147
12	0.473028	3.6641	0.000264
13	0.273478	2.1184	0.019148
14	0.225809	1.7491	0.042693
15	0.235101	1.8211	0.03679
16	0.146626	1.1358	0.130286
17	0.191813	1.4858	0.071286
18	0.224209	1.7367	0.043785
19	0.086328	0.6687	0.253129
20	0.017534	0.1358	0.446209
21	0.017155	0.1329	0.447367
22	-0.111612	-0.8645	0.195367
23	-0.027879	-0.216	0.414878
24	0.000176	0.0014	0.499458
25	-0.114017	-0.8832	0.190334
26	-0.154784	-1.199	0.11763
27	-0.177556	-1.3753	0.087069
28	-0.222162	-1.7209	0.045215
29	-0.191082	-1.4801	0.072037
30	-0.160391	-1.2424	0.109464
31	-0.248948	-1.9283	0.029274
32	-0.266305	-2.0628	0.021734
33	-0.297492	-2.3044	0.01234
34	-0.345319	-2.6748	0.004811
35	-0.292606	-2.2665	0.013519
36	-0.252628	-1.9568	0.027512
37	-0.315185	-2.4414	0.008798
38	-0.349659	-2.7084	0.004398
39	-0.344736	-2.6703	0.004869
40	-0.339496	-2.6297	0.00542
41	-0.31168	-2.4143	0.009417
42	-0.272018	-2.107	0.019651
43	-0.298593	-2.3129	0.012087
44	-0.302947	-2.3466	0.011132
45	-0.315947	-2.4473	0.008669
46	-0.31459	-2.4368	0.008901
47	-0.294256	-2.2793	0.01311
48	-0.249004	-1.9288	0.029247

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.706686 & 5.474 & 0 \tabularnewline
2 & 0.620784 & 4.8086 & 5e-06 \tabularnewline
3 & 0.679309 & 5.2619 & 1e-06 \tabularnewline
4 & 0.572978 & 4.4383 & 2e-05 \tabularnewline
5 & 0.600332 & 4.6502 & 9e-06 \tabularnewline
6 & 0.664717 & 5.1489 & 2e-06 \tabularnewline
7 & 0.499374 & 3.8681 & 0.000136 \tabularnewline
8 & 0.40556 & 3.1415 & 0.001305 \tabularnewline
9 & 0.464304 & 3.5965 & 0.000327 \tabularnewline
10 & 0.30599 & 2.3702 & 0.010505 \tabularnewline
11 & 0.352486 & 2.7303 & 0.004147 \tabularnewline
12 & 0.473028 & 3.6641 & 0.000264 \tabularnewline
13 & 0.273478 & 2.1184 & 0.019148 \tabularnewline
14 & 0.225809 & 1.7491 & 0.042693 \tabularnewline
15 & 0.235101 & 1.8211 & 0.03679 \tabularnewline
16 & 0.146626 & 1.1358 & 0.130286 \tabularnewline
17 & 0.191813 & 1.4858 & 0.071286 \tabularnewline
18 & 0.224209 & 1.7367 & 0.043785 \tabularnewline
19 & 0.086328 & 0.6687 & 0.253129 \tabularnewline
20 & 0.017534 & 0.1358 & 0.446209 \tabularnewline
21 & 0.017155 & 0.1329 & 0.447367 \tabularnewline
22 & -0.111612 & -0.8645 & 0.195367 \tabularnewline
23 & -0.027879 & -0.216 & 0.414878 \tabularnewline
24 & 0.000176 & 0.0014 & 0.499458 \tabularnewline
25 & -0.114017 & -0.8832 & 0.190334 \tabularnewline
26 & -0.154784 & -1.199 & 0.11763 \tabularnewline
27 & -0.177556 & -1.3753 & 0.087069 \tabularnewline
28 & -0.222162 & -1.7209 & 0.045215 \tabularnewline
29 & -0.191082 & -1.4801 & 0.072037 \tabularnewline
30 & -0.160391 & -1.2424 & 0.109464 \tabularnewline
31 & -0.248948 & -1.9283 & 0.029274 \tabularnewline
32 & -0.266305 & -2.0628 & 0.021734 \tabularnewline
33 & -0.297492 & -2.3044 & 0.01234 \tabularnewline
34 & -0.345319 & -2.6748 & 0.004811 \tabularnewline
35 & -0.292606 & -2.2665 & 0.013519 \tabularnewline
36 & -0.252628 & -1.9568 & 0.027512 \tabularnewline
37 & -0.315185 & -2.4414 & 0.008798 \tabularnewline
38 & -0.349659 & -2.7084 & 0.004398 \tabularnewline
39 & -0.344736 & -2.6703 & 0.004869 \tabularnewline
40 & -0.339496 & -2.6297 & 0.00542 \tabularnewline
41 & -0.31168 & -2.4143 & 0.009417 \tabularnewline
42 & -0.272018 & -2.107 & 0.019651 \tabularnewline
43 & -0.298593 & -2.3129 & 0.012087 \tabularnewline
44 & -0.302947 & -2.3466 & 0.011132 \tabularnewline
45 & -0.315947 & -2.4473 & 0.008669 \tabularnewline
46 & -0.31459 & -2.4368 & 0.008901 \tabularnewline
47 & -0.294256 & -2.2793 & 0.01311 \tabularnewline
48 & -0.249004 & -1.9288 & 0.029247 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28759&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]0.706686[/C][C]5.474[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.620784[/C][C]4.8086[/C][C]5e-06[/C][/ROW]
[ROW][C]3[/C][C]0.679309[/C][C]5.2619[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.572978[/C][C]4.4383[/C][C]2e-05[/C][/ROW]
[ROW][C]5[/C][C]0.600332[/C][C]4.6502[/C][C]9e-06[/C][/ROW]
[ROW][C]6[/C][C]0.664717[/C][C]5.1489[/C][C]2e-06[/C][/ROW]
[ROW][C]7[/C][C]0.499374[/C][C]3.8681[/C][C]0.000136[/C][/ROW]
[ROW][C]8[/C][C]0.40556[/C][C]3.1415[/C][C]0.001305[/C][/ROW]
[ROW][C]9[/C][C]0.464304[/C][C]3.5965[/C][C]0.000327[/C][/ROW]
[ROW][C]10[/C][C]0.30599[/C][C]2.3702[/C][C]0.010505[/C][/ROW]
[ROW][C]11[/C][C]0.352486[/C][C]2.7303[/C][C]0.004147[/C][/ROW]
[ROW][C]12[/C][C]0.473028[/C][C]3.6641[/C][C]0.000264[/C][/ROW]
[ROW][C]13[/C][C]0.273478[/C][C]2.1184[/C][C]0.019148[/C][/ROW]
[ROW][C]14[/C][C]0.225809[/C][C]1.7491[/C][C]0.042693[/C][/ROW]
[ROW][C]15[/C][C]0.235101[/C][C]1.8211[/C][C]0.03679[/C][/ROW]
[ROW][C]16[/C][C]0.146626[/C][C]1.1358[/C][C]0.130286[/C][/ROW]
[ROW][C]17[/C][C]0.191813[/C][C]1.4858[/C][C]0.071286[/C][/ROW]
[ROW][C]18[/C][C]0.224209[/C][C]1.7367[/C][C]0.043785[/C][/ROW]
[ROW][C]19[/C][C]0.086328[/C][C]0.6687[/C][C]0.253129[/C][/ROW]
[ROW][C]20[/C][C]0.017534[/C][C]0.1358[/C][C]0.446209[/C][/ROW]
[ROW][C]21[/C][C]0.017155[/C][C]0.1329[/C][C]0.447367[/C][/ROW]
[ROW][C]22[/C][C]-0.111612[/C][C]-0.8645[/C][C]0.195367[/C][/ROW]
[ROW][C]23[/C][C]-0.027879[/C][C]-0.216[/C][C]0.414878[/C][/ROW]
[ROW][C]24[/C][C]0.000176[/C][C]0.0014[/C][C]0.499458[/C][/ROW]
[ROW][C]25[/C][C]-0.114017[/C][C]-0.8832[/C][C]0.190334[/C][/ROW]
[ROW][C]26[/C][C]-0.154784[/C][C]-1.199[/C][C]0.11763[/C][/ROW]
[ROW][C]27[/C][C]-0.177556[/C][C]-1.3753[/C][C]0.087069[/C][/ROW]
[ROW][C]28[/C][C]-0.222162[/C][C]-1.7209[/C][C]0.045215[/C][/ROW]
[ROW][C]29[/C][C]-0.191082[/C][C]-1.4801[/C][C]0.072037[/C][/ROW]
[ROW][C]30[/C][C]-0.160391[/C][C]-1.2424[/C][C]0.109464[/C][/ROW]
[ROW][C]31[/C][C]-0.248948[/C][C]-1.9283[/C][C]0.029274[/C][/ROW]
[ROW][C]32[/C][C]-0.266305[/C][C]-2.0628[/C][C]0.021734[/C][/ROW]
[ROW][C]33[/C][C]-0.297492[/C][C]-2.3044[/C][C]0.01234[/C][/ROW]
[ROW][C]34[/C][C]-0.345319[/C][C]-2.6748[/C][C]0.004811[/C][/ROW]
[ROW][C]35[/C][C]-0.292606[/C][C]-2.2665[/C][C]0.013519[/C][/ROW]
[ROW][C]36[/C][C]-0.252628[/C][C]-1.9568[/C][C]0.027512[/C][/ROW]
[ROW][C]37[/C][C]-0.315185[/C][C]-2.4414[/C][C]0.008798[/C][/ROW]
[ROW][C]38[/C][C]-0.349659[/C][C]-2.7084[/C][C]0.004398[/C][/ROW]
[ROW][C]39[/C][C]-0.344736[/C][C]-2.6703[/C][C]0.004869[/C][/ROW]
[ROW][C]40[/C][C]-0.339496[/C][C]-2.6297[/C][C]0.00542[/C][/ROW]
[ROW][C]41[/C][C]-0.31168[/C][C]-2.4143[/C][C]0.009417[/C][/ROW]
[ROW][C]42[/C][C]-0.272018[/C][C]-2.107[/C][C]0.019651[/C][/ROW]
[ROW][C]43[/C][C]-0.298593[/C][C]-2.3129[/C][C]0.012087[/C][/ROW]
[ROW][C]44[/C][C]-0.302947[/C][C]-2.3466[/C][C]0.011132[/C][/ROW]
[ROW][C]45[/C][C]-0.315947[/C][C]-2.4473[/C][C]0.008669[/C][/ROW]
[ROW][C]46[/C][C]-0.31459[/C][C]-2.4368[/C][C]0.008901[/C][/ROW]
[ROW][C]47[/C][C]-0.294256[/C][C]-2.2793[/C][C]0.01311[/C][/ROW]
[ROW][C]48[/C][C]-0.249004[/C][C]-1.9288[/C][C]0.029247[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28759&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28759&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	0.706686	5.474	0
2	0.620784	4.8086	5e-06
3	0.679309	5.2619	1e-06
4	0.572978	4.4383	2e-05
5	0.600332	4.6502	9e-06
6	0.664717	5.1489	2e-06
7	0.499374	3.8681	0.000136
8	0.40556	3.1415	0.001305
9	0.464304	3.5965	0.000327
10	0.30599	2.3702	0.010505
11	0.352486	2.7303	0.004147
12	0.473028	3.6641	0.000264
13	0.273478	2.1184	0.019148
14	0.225809	1.7491	0.042693
15	0.235101	1.8211	0.03679
16	0.146626	1.1358	0.130286
17	0.191813	1.4858	0.071286
18	0.224209	1.7367	0.043785
19	0.086328	0.6687	0.253129
20	0.017534	0.1358	0.446209
21	0.017155	0.1329	0.447367
22	-0.111612	-0.8645	0.195367
23	-0.027879	-0.216	0.414878
24	0.000176	0.0014	0.499458
25	-0.114017	-0.8832	0.190334
26	-0.154784	-1.199	0.11763
27	-0.177556	-1.3753	0.087069
28	-0.222162	-1.7209	0.045215
29	-0.191082	-1.4801	0.072037
30	-0.160391	-1.2424	0.109464
31	-0.248948	-1.9283	0.029274
32	-0.266305	-2.0628	0.021734
33	-0.297492	-2.3044	0.01234
34	-0.345319	-2.6748	0.004811
35	-0.292606	-2.2665	0.013519
36	-0.252628	-1.9568	0.027512
37	-0.315185	-2.4414	0.008798
38	-0.349659	-2.7084	0.004398
39	-0.344736	-2.6703	0.004869
40	-0.339496	-2.6297	0.00542
41	-0.31168	-2.4143	0.009417
42	-0.272018	-2.107	0.019651
43	-0.298593	-2.3129	0.012087
44	-0.302947	-2.3466	0.011132
45	-0.315947	-2.4473	0.008669
46	-0.31459	-2.4368	0.008901
47	-0.294256	-2.2793	0.01311
48	-0.249004	-1.9288	0.029247

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.706686	5.474	0
2	0.242469	1.8782	0.032611
3	0.372761	2.8874	0.002697
4	-0.047697	-0.3695	0.356544
5	0.231686	1.7946	0.038875
6	0.205464	1.5915	0.058375
7	-0.217149	-1.682	0.048881
8	-0.224797	-1.7413	0.043381
9	0.067336	0.5216	0.301942
10	-0.280246	-2.1708	0.016958
11	0.184169	1.4266	0.079444
12	0.271525	2.1032	0.019824
13	-0.181048	-1.4024	0.082975
14	-0.040787	-0.3159	0.376575
15	-0.119554	-0.9261	0.179062
16	0.006184	0.0479	0.480978
17	0.042484	0.3291	0.371621
18	-0.122038	-0.9453	0.174149
19	0.030204	0.234	0.407906
20	-0.152528	-1.1815	0.121038
21	-0.142893	-1.1068	0.13639
22	-0.060293	-0.467	0.321087
23	0.119342	0.9244	0.179486
24	-0.027124	-0.2101	0.417149
25	0.117865	0.913	0.182455
26	-0.108134	-0.8376	0.202789
27	0.023728	0.1838	0.427397
28	-0.039415	-0.3053	0.380593
29	-0.139629	-1.0816	0.141887
30	0.006334	0.0491	0.480517
31	-0.023088	-0.1788	0.429335
32	-0.042398	-0.3284	0.37187
33	0.004871	0.0377	0.485015
34	-0.003789	-0.0293	0.488343
35	-0.053509	-0.4145	0.340002
36	0.129925	1.0064	0.159133
37	-0.109445	-0.8478	0.199972
38	0.027723	0.2147	0.41535
39	0.052828	0.4092	0.341925
40	-0.003718	-0.0288	0.488561
41	-0.03639	-0.2819	0.389504
42	-0.048055	-0.3722	0.355515
43	-0.019979	-0.1548	0.438765
44	0.036355	0.2816	0.389607
45	-0.079674	-0.6171	0.269736
46	0.025169	0.195	0.423043
47	-0.033459	-0.2592	0.398193
48	-0.072582	-0.5622	0.288031

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.706686 & 5.474 & 0 \tabularnewline
2 & 0.242469 & 1.8782 & 0.032611 \tabularnewline
3 & 0.372761 & 2.8874 & 0.002697 \tabularnewline
4 & -0.047697 & -0.3695 & 0.356544 \tabularnewline
5 & 0.231686 & 1.7946 & 0.038875 \tabularnewline
6 & 0.205464 & 1.5915 & 0.058375 \tabularnewline
7 & -0.217149 & -1.682 & 0.048881 \tabularnewline
8 & -0.224797 & -1.7413 & 0.043381 \tabularnewline
9 & 0.067336 & 0.5216 & 0.301942 \tabularnewline
10 & -0.280246 & -2.1708 & 0.016958 \tabularnewline
11 & 0.184169 & 1.4266 & 0.079444 \tabularnewline
12 & 0.271525 & 2.1032 & 0.019824 \tabularnewline
13 & -0.181048 & -1.4024 & 0.082975 \tabularnewline
14 & -0.040787 & -0.3159 & 0.376575 \tabularnewline
15 & -0.119554 & -0.9261 & 0.179062 \tabularnewline
16 & 0.006184 & 0.0479 & 0.480978 \tabularnewline
17 & 0.042484 & 0.3291 & 0.371621 \tabularnewline
18 & -0.122038 & -0.9453 & 0.174149 \tabularnewline
19 & 0.030204 & 0.234 & 0.407906 \tabularnewline
20 & -0.152528 & -1.1815 & 0.121038 \tabularnewline
21 & -0.142893 & -1.1068 & 0.13639 \tabularnewline
22 & -0.060293 & -0.467 & 0.321087 \tabularnewline
23 & 0.119342 & 0.9244 & 0.179486 \tabularnewline
24 & -0.027124 & -0.2101 & 0.417149 \tabularnewline
25 & 0.117865 & 0.913 & 0.182455 \tabularnewline
26 & -0.108134 & -0.8376 & 0.202789 \tabularnewline
27 & 0.023728 & 0.1838 & 0.427397 \tabularnewline
28 & -0.039415 & -0.3053 & 0.380593 \tabularnewline
29 & -0.139629 & -1.0816 & 0.141887 \tabularnewline
30 & 0.006334 & 0.0491 & 0.480517 \tabularnewline
31 & -0.023088 & -0.1788 & 0.429335 \tabularnewline
32 & -0.042398 & -0.3284 & 0.37187 \tabularnewline
33 & 0.004871 & 0.0377 & 0.485015 \tabularnewline
34 & -0.003789 & -0.0293 & 0.488343 \tabularnewline
35 & -0.053509 & -0.4145 & 0.340002 \tabularnewline
36 & 0.129925 & 1.0064 & 0.159133 \tabularnewline
37 & -0.109445 & -0.8478 & 0.199972 \tabularnewline
38 & 0.027723 & 0.2147 & 0.41535 \tabularnewline
39 & 0.052828 & 0.4092 & 0.341925 \tabularnewline
40 & -0.003718 & -0.0288 & 0.488561 \tabularnewline
41 & -0.03639 & -0.2819 & 0.389504 \tabularnewline
42 & -0.048055 & -0.3722 & 0.355515 \tabularnewline
43 & -0.019979 & -0.1548 & 0.438765 \tabularnewline
44 & 0.036355 & 0.2816 & 0.389607 \tabularnewline
45 & -0.079674 & -0.6171 & 0.269736 \tabularnewline
46 & 0.025169 & 0.195 & 0.423043 \tabularnewline
47 & -0.033459 & -0.2592 & 0.398193 \tabularnewline
48 & -0.072582 & -0.5622 & 0.288031 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28759&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]0.706686[/C][C]5.474[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.242469[/C][C]1.8782[/C][C]0.032611[/C][/ROW]
[ROW][C]3[/C][C]0.372761[/C][C]2.8874[/C][C]0.002697[/C][/ROW]
[ROW][C]4[/C][C]-0.047697[/C][C]-0.3695[/C][C]0.356544[/C][/ROW]
[ROW][C]5[/C][C]0.231686[/C][C]1.7946[/C][C]0.038875[/C][/ROW]
[ROW][C]6[/C][C]0.205464[/C][C]1.5915[/C][C]0.058375[/C][/ROW]
[ROW][C]7[/C][C]-0.217149[/C][C]-1.682[/C][C]0.048881[/C][/ROW]
[ROW][C]8[/C][C]-0.224797[/C][C]-1.7413[/C][C]0.043381[/C][/ROW]
[ROW][C]9[/C][C]0.067336[/C][C]0.5216[/C][C]0.301942[/C][/ROW]
[ROW][C]10[/C][C]-0.280246[/C][C]-2.1708[/C][C]0.016958[/C][/ROW]
[ROW][C]11[/C][C]0.184169[/C][C]1.4266[/C][C]0.079444[/C][/ROW]
[ROW][C]12[/C][C]0.271525[/C][C]2.1032[/C][C]0.019824[/C][/ROW]
[ROW][C]13[/C][C]-0.181048[/C][C]-1.4024[/C][C]0.082975[/C][/ROW]
[ROW][C]14[/C][C]-0.040787[/C][C]-0.3159[/C][C]0.376575[/C][/ROW]
[ROW][C]15[/C][C]-0.119554[/C][C]-0.9261[/C][C]0.179062[/C][/ROW]
[ROW][C]16[/C][C]0.006184[/C][C]0.0479[/C][C]0.480978[/C][/ROW]
[ROW][C]17[/C][C]0.042484[/C][C]0.3291[/C][C]0.371621[/C][/ROW]
[ROW][C]18[/C][C]-0.122038[/C][C]-0.9453[/C][C]0.174149[/C][/ROW]
[ROW][C]19[/C][C]0.030204[/C][C]0.234[/C][C]0.407906[/C][/ROW]
[ROW][C]20[/C][C]-0.152528[/C][C]-1.1815[/C][C]0.121038[/C][/ROW]
[ROW][C]21[/C][C]-0.142893[/C][C]-1.1068[/C][C]0.13639[/C][/ROW]
[ROW][C]22[/C][C]-0.060293[/C][C]-0.467[/C][C]0.321087[/C][/ROW]
[ROW][C]23[/C][C]0.119342[/C][C]0.9244[/C][C]0.179486[/C][/ROW]
[ROW][C]24[/C][C]-0.027124[/C][C]-0.2101[/C][C]0.417149[/C][/ROW]
[ROW][C]25[/C][C]0.117865[/C][C]0.913[/C][C]0.182455[/C][/ROW]
[ROW][C]26[/C][C]-0.108134[/C][C]-0.8376[/C][C]0.202789[/C][/ROW]
[ROW][C]27[/C][C]0.023728[/C][C]0.1838[/C][C]0.427397[/C][/ROW]
[ROW][C]28[/C][C]-0.039415[/C][C]-0.3053[/C][C]0.380593[/C][/ROW]
[ROW][C]29[/C][C]-0.139629[/C][C]-1.0816[/C][C]0.141887[/C][/ROW]
[ROW][C]30[/C][C]0.006334[/C][C]0.0491[/C][C]0.480517[/C][/ROW]
[ROW][C]31[/C][C]-0.023088[/C][C]-0.1788[/C][C]0.429335[/C][/ROW]
[ROW][C]32[/C][C]-0.042398[/C][C]-0.3284[/C][C]0.37187[/C][/ROW]
[ROW][C]33[/C][C]0.004871[/C][C]0.0377[/C][C]0.485015[/C][/ROW]
[ROW][C]34[/C][C]-0.003789[/C][C]-0.0293[/C][C]0.488343[/C][/ROW]
[ROW][C]35[/C][C]-0.053509[/C][C]-0.4145[/C][C]0.340002[/C][/ROW]
[ROW][C]36[/C][C]0.129925[/C][C]1.0064[/C][C]0.159133[/C][/ROW]
[ROW][C]37[/C][C]-0.109445[/C][C]-0.8478[/C][C]0.199972[/C][/ROW]
[ROW][C]38[/C][C]0.027723[/C][C]0.2147[/C][C]0.41535[/C][/ROW]
[ROW][C]39[/C][C]0.052828[/C][C]0.4092[/C][C]0.341925[/C][/ROW]
[ROW][C]40[/C][C]-0.003718[/C][C]-0.0288[/C][C]0.488561[/C][/ROW]
[ROW][C]41[/C][C]-0.03639[/C][C]-0.2819[/C][C]0.389504[/C][/ROW]
[ROW][C]42[/C][C]-0.048055[/C][C]-0.3722[/C][C]0.355515[/C][/ROW]
[ROW][C]43[/C][C]-0.019979[/C][C]-0.1548[/C][C]0.438765[/C][/ROW]
[ROW][C]44[/C][C]0.036355[/C][C]0.2816[/C][C]0.389607[/C][/ROW]
[ROW][C]45[/C][C]-0.079674[/C][C]-0.6171[/C][C]0.269736[/C][/ROW]
[ROW][C]46[/C][C]0.025169[/C][C]0.195[/C][C]0.423043[/C][/ROW]
[ROW][C]47[/C][C]-0.033459[/C][C]-0.2592[/C][C]0.398193[/C][/ROW]
[ROW][C]48[/C][C]-0.072582[/C][C]-0.5622[/C][C]0.288031[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28759&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28759&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	0.706686	5.474	0
2	0.242469	1.8782	0.032611
3	0.372761	2.8874	0.002697
4	-0.047697	-0.3695	0.356544
5	0.231686	1.7946	0.038875
6	0.205464	1.5915	0.058375
7	-0.217149	-1.682	0.048881
8	-0.224797	-1.7413	0.043381
9	0.067336	0.5216	0.301942
10	-0.280246	-2.1708	0.016958
11	0.184169	1.4266	0.079444
12	0.271525	2.1032	0.019824
13	-0.181048	-1.4024	0.082975
14	-0.040787	-0.3159	0.376575
15	-0.119554	-0.9261	0.179062
16	0.006184	0.0479	0.480978
17	0.042484	0.3291	0.371621
18	-0.122038	-0.9453	0.174149
19	0.030204	0.234	0.407906
20	-0.152528	-1.1815	0.121038
21	-0.142893	-1.1068	0.13639
22	-0.060293	-0.467	0.321087
23	0.119342	0.9244	0.179486
24	-0.027124	-0.2101	0.417149
25	0.117865	0.913	0.182455
26	-0.108134	-0.8376	0.202789
27	0.023728	0.1838	0.427397
28	-0.039415	-0.3053	0.380593
29	-0.139629	-1.0816	0.141887
30	0.006334	0.0491	0.480517
31	-0.023088	-0.1788	0.429335
32	-0.042398	-0.3284	0.37187
33	0.004871	0.0377	0.485015
34	-0.003789	-0.0293	0.488343
35	-0.053509	-0.4145	0.340002
36	0.129925	1.0064	0.159133
37	-0.109445	-0.8478	0.199972
38	0.027723	0.2147	0.41535
39	0.052828	0.4092	0.341925
40	-0.003718	-0.0288	0.488561
41	-0.03639	-0.2819	0.389504
42	-0.048055	-0.3722	0.355515
43	-0.019979	-0.1548	0.438765
44	0.036355	0.2816	0.389607
45	-0.079674	-0.6171	0.269736
46	0.025169	0.195	0.423043
47	-0.033459	-0.2592	0.398193
48	-0.072582	-0.5622	0.288031

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code