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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 13 Dec 2008 03:28:35 -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/13/t1229164170viag1xm8wtt47bk.htm/, Retrieved Fri, 17 May 2024 02:02:04 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32949, Retrieved Fri, 17 May 2024 02:02:04 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

193

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

-     [(Partial) Autocorrelation Function] [ACF d=0 D=0 voor Xt] [2008-12-13 09:26:24] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   PD  [(Partial) Autocorrelation Function] [ACF d=0 D=1] [2008-12-13 09:29:39] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RMPD    [Spectral Analysis] [Spectral Analysis Xt] [2008-12-13 09:45:55] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   PD      [Spectral Analysis] [Spectral analysis...] [2008-12-13 09:51:22] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   P         [Spectral Analysis] [Spectral analysis...] [2008-12-13 10:03:15] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RM D            [(Partial) Autocorrelation Function] [ACF d=0 D=0 Yt] [2008-12-13 10:28:35] [e7b1048c2c3a353441b9143db4404b91] [Current]
-                   [(Partial) Autocorrelation Function] [ACF d=1 D=0] [2008-12-13 10:37:30] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-                     [(Partial) Autocorrelation Function] [ACF d=1 d=0 Yt] [2008-12-13 10:40:32] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-                     [(Partial) Autocorrelation Function] [ACF d=1 D=1] [2008-12-13 10:45:20] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-                       [(Partial) Autocorrelation Function] [ACF d=1 D=2] [2008-12-13 10:47:44] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-                       [(Partial) Autocorrelation Function] [ACF d=2 D=1] [2008-12-13 10:56:10] [b1bd16d1f47bfe13feacf1c27a0abba5] 
- RM                      [Spectral Analysis] [Spectral analysis...] [2008-12-13 11:06:55] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-                           [Spectral Analysis] [Spectral analysis] [2008-12-13 11:11:24] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-                             [Spectral Analysis] [Spectral analysis...] [2008-12-13 11:14:56] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-                               [Spectral Analysis] [ACF D=1 d=2] [2008-12-13 11:17:54] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-   P                             [Spectral Analysis] [Spectral Analysis...] [2008-12-22 20:25:12] [b1bd16d1f47bfe13feacf1c27a0abba5] 

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Dataseries X:

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Boxplots

6.4
6.8
7.5
7.5
7.6
7.6
7.4
7.3
7.1
6.9
6.8
7.5
7.6
7.8
8
8.1
8.2
8.3
8.2
8
7.9
7.6
7.6
8.2
8.3
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.5
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.6
8.2
8.1
8
8.6
8.7
8.8
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.1
8.2
8.1
8.1
7.9
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.6
6.2
6.2
6.8

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=32949&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=32949&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32949&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	0.858059	7.8642	0
2	0.643532	5.8981	0
3	0.482071	4.4183	1.5e-05
4	0.415411	3.8073	0.000133
5	0.43282	3.9669	7.6e-05
6	0.465382	4.2653	2.6e-05
7	0.444063	4.0699	5.3e-05
8	0.390506	3.579	0.000288
9	0.347403	3.184	0.001019
10	0.333209	3.0539	0.001513
11	0.332592	3.0483	0.001539
12	0.330526	3.0293	0.001628
13	0.232342	2.1295	0.018072
14	0.102628	0.9406	0.174804
15	0.009188	0.0842	0.466544
16	-0.024034	-0.2203	0.413096
17	-0.01741	-0.1596	0.436804
18	0.000653	0.006	0.49762
19	-0.015824	-0.145	0.442519
20	-0.053969	-0.4946	0.311076
21	-0.08029	-0.7359	0.231929
22	-0.0952	-0.8725	0.192704
23	-0.101679	-0.9319	0.177028
24	-0.104167	-0.9547	0.171234
25	-0.160624	-1.4721	0.07236
26	-0.228859	-2.0975	0.019476
27	-0.280394	-2.5699	0.00597
28	-0.294427	-2.6985	0.00421
29	-0.277268	-2.5412	0.006443
30	-0.241994	-2.2179	0.01463
31	-0.215698	-1.9769	0.025667
32	-0.218409	-2.0017	0.02427
33	-0.246529	-2.2595	0.013221
34	-0.285587	-2.6174	0.005253
35	-0.311381	-2.8539	0.002719
36	-0.29185	-2.6749	0.004492
37	-0.280518	-2.571	0.005951
38	-0.272928	-2.5014	0.007155
39	-0.274135	-2.5125	0.00695
40	-0.279925	-2.5656	0.006038
41	-0.280425	-2.5701	0.005965
42	-0.292543	-2.6812	0.004415
43	-0.318444	-2.9186	0.002256
44	-0.341248	-3.1276	0.001211
45	-0.34378	-3.1508	0.001128
46	-0.314163	-2.8793	0.002527
47	-0.259458	-2.378	0.009839
48	-0.188983	-1.7321	0.043467

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.858059 & 7.8642 & 0 \tabularnewline
2 & 0.643532 & 5.8981 & 0 \tabularnewline
3 & 0.482071 & 4.4183 & 1.5e-05 \tabularnewline
4 & 0.415411 & 3.8073 & 0.000133 \tabularnewline
5 & 0.43282 & 3.9669 & 7.6e-05 \tabularnewline
6 & 0.465382 & 4.2653 & 2.6e-05 \tabularnewline
7 & 0.444063 & 4.0699 & 5.3e-05 \tabularnewline
8 & 0.390506 & 3.579 & 0.000288 \tabularnewline
9 & 0.347403 & 3.184 & 0.001019 \tabularnewline
10 & 0.333209 & 3.0539 & 0.001513 \tabularnewline
11 & 0.332592 & 3.0483 & 0.001539 \tabularnewline
12 & 0.330526 & 3.0293 & 0.001628 \tabularnewline
13 & 0.232342 & 2.1295 & 0.018072 \tabularnewline
14 & 0.102628 & 0.9406 & 0.174804 \tabularnewline
15 & 0.009188 & 0.0842 & 0.466544 \tabularnewline
16 & -0.024034 & -0.2203 & 0.413096 \tabularnewline
17 & -0.01741 & -0.1596 & 0.436804 \tabularnewline
18 & 0.000653 & 0.006 & 0.49762 \tabularnewline
19 & -0.015824 & -0.145 & 0.442519 \tabularnewline
20 & -0.053969 & -0.4946 & 0.311076 \tabularnewline
21 & -0.08029 & -0.7359 & 0.231929 \tabularnewline
22 & -0.0952 & -0.8725 & 0.192704 \tabularnewline
23 & -0.101679 & -0.9319 & 0.177028 \tabularnewline
24 & -0.104167 & -0.9547 & 0.171234 \tabularnewline
25 & -0.160624 & -1.4721 & 0.07236 \tabularnewline
26 & -0.228859 & -2.0975 & 0.019476 \tabularnewline
27 & -0.280394 & -2.5699 & 0.00597 \tabularnewline
28 & -0.294427 & -2.6985 & 0.00421 \tabularnewline
29 & -0.277268 & -2.5412 & 0.006443 \tabularnewline
30 & -0.241994 & -2.2179 & 0.01463 \tabularnewline
31 & -0.215698 & -1.9769 & 0.025667 \tabularnewline
32 & -0.218409 & -2.0017 & 0.02427 \tabularnewline
33 & -0.246529 & -2.2595 & 0.013221 \tabularnewline
34 & -0.285587 & -2.6174 & 0.005253 \tabularnewline
35 & -0.311381 & -2.8539 & 0.002719 \tabularnewline
36 & -0.29185 & -2.6749 & 0.004492 \tabularnewline
37 & -0.280518 & -2.571 & 0.005951 \tabularnewline
38 & -0.272928 & -2.5014 & 0.007155 \tabularnewline
39 & -0.274135 & -2.5125 & 0.00695 \tabularnewline
40 & -0.279925 & -2.5656 & 0.006038 \tabularnewline
41 & -0.280425 & -2.5701 & 0.005965 \tabularnewline
42 & -0.292543 & -2.6812 & 0.004415 \tabularnewline
43 & -0.318444 & -2.9186 & 0.002256 \tabularnewline
44 & -0.341248 & -3.1276 & 0.001211 \tabularnewline
45 & -0.34378 & -3.1508 & 0.001128 \tabularnewline
46 & -0.314163 & -2.8793 & 0.002527 \tabularnewline
47 & -0.259458 & -2.378 & 0.009839 \tabularnewline
48 & -0.188983 & -1.7321 & 0.043467 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32949&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]0.858059[/C][C]7.8642[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.643532[/C][C]5.8981[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.482071[/C][C]4.4183[/C][C]1.5e-05[/C][/ROW]
[ROW][C]4[/C][C]0.415411[/C][C]3.8073[/C][C]0.000133[/C][/ROW]
[ROW][C]5[/C][C]0.43282[/C][C]3.9669[/C][C]7.6e-05[/C][/ROW]
[ROW][C]6[/C][C]0.465382[/C][C]4.2653[/C][C]2.6e-05[/C][/ROW]
[ROW][C]7[/C][C]0.444063[/C][C]4.0699[/C][C]5.3e-05[/C][/ROW]
[ROW][C]8[/C][C]0.390506[/C][C]3.579[/C][C]0.000288[/C][/ROW]
[ROW][C]9[/C][C]0.347403[/C][C]3.184[/C][C]0.001019[/C][/ROW]
[ROW][C]10[/C][C]0.333209[/C][C]3.0539[/C][C]0.001513[/C][/ROW]
[ROW][C]11[/C][C]0.332592[/C][C]3.0483[/C][C]0.001539[/C][/ROW]
[ROW][C]12[/C][C]0.330526[/C][C]3.0293[/C][C]0.001628[/C][/ROW]
[ROW][C]13[/C][C]0.232342[/C][C]2.1295[/C][C]0.018072[/C][/ROW]
[ROW][C]14[/C][C]0.102628[/C][C]0.9406[/C][C]0.174804[/C][/ROW]
[ROW][C]15[/C][C]0.009188[/C][C]0.0842[/C][C]0.466544[/C][/ROW]
[ROW][C]16[/C][C]-0.024034[/C][C]-0.2203[/C][C]0.413096[/C][/ROW]
[ROW][C]17[/C][C]-0.01741[/C][C]-0.1596[/C][C]0.436804[/C][/ROW]
[ROW][C]18[/C][C]0.000653[/C][C]0.006[/C][C]0.49762[/C][/ROW]
[ROW][C]19[/C][C]-0.015824[/C][C]-0.145[/C][C]0.442519[/C][/ROW]
[ROW][C]20[/C][C]-0.053969[/C][C]-0.4946[/C][C]0.311076[/C][/ROW]
[ROW][C]21[/C][C]-0.08029[/C][C]-0.7359[/C][C]0.231929[/C][/ROW]
[ROW][C]22[/C][C]-0.0952[/C][C]-0.8725[/C][C]0.192704[/C][/ROW]
[ROW][C]23[/C][C]-0.101679[/C][C]-0.9319[/C][C]0.177028[/C][/ROW]
[ROW][C]24[/C][C]-0.104167[/C][C]-0.9547[/C][C]0.171234[/C][/ROW]
[ROW][C]25[/C][C]-0.160624[/C][C]-1.4721[/C][C]0.07236[/C][/ROW]
[ROW][C]26[/C][C]-0.228859[/C][C]-2.0975[/C][C]0.019476[/C][/ROW]
[ROW][C]27[/C][C]-0.280394[/C][C]-2.5699[/C][C]0.00597[/C][/ROW]
[ROW][C]28[/C][C]-0.294427[/C][C]-2.6985[/C][C]0.00421[/C][/ROW]
[ROW][C]29[/C][C]-0.277268[/C][C]-2.5412[/C][C]0.006443[/C][/ROW]
[ROW][C]30[/C][C]-0.241994[/C][C]-2.2179[/C][C]0.01463[/C][/ROW]
[ROW][C]31[/C][C]-0.215698[/C][C]-1.9769[/C][C]0.025667[/C][/ROW]
[ROW][C]32[/C][C]-0.218409[/C][C]-2.0017[/C][C]0.02427[/C][/ROW]
[ROW][C]33[/C][C]-0.246529[/C][C]-2.2595[/C][C]0.013221[/C][/ROW]
[ROW][C]34[/C][C]-0.285587[/C][C]-2.6174[/C][C]0.005253[/C][/ROW]
[ROW][C]35[/C][C]-0.311381[/C][C]-2.8539[/C][C]0.002719[/C][/ROW]
[ROW][C]36[/C][C]-0.29185[/C][C]-2.6749[/C][C]0.004492[/C][/ROW]
[ROW][C]37[/C][C]-0.280518[/C][C]-2.571[/C][C]0.005951[/C][/ROW]
[ROW][C]38[/C][C]-0.272928[/C][C]-2.5014[/C][C]0.007155[/C][/ROW]
[ROW][C]39[/C][C]-0.274135[/C][C]-2.5125[/C][C]0.00695[/C][/ROW]
[ROW][C]40[/C][C]-0.279925[/C][C]-2.5656[/C][C]0.006038[/C][/ROW]
[ROW][C]41[/C][C]-0.280425[/C][C]-2.5701[/C][C]0.005965[/C][/ROW]
[ROW][C]42[/C][C]-0.292543[/C][C]-2.6812[/C][C]0.004415[/C][/ROW]
[ROW][C]43[/C][C]-0.318444[/C][C]-2.9186[/C][C]0.002256[/C][/ROW]
[ROW][C]44[/C][C]-0.341248[/C][C]-3.1276[/C][C]0.001211[/C][/ROW]
[ROW][C]45[/C][C]-0.34378[/C][C]-3.1508[/C][C]0.001128[/C][/ROW]
[ROW][C]46[/C][C]-0.314163[/C][C]-2.8793[/C][C]0.002527[/C][/ROW]
[ROW][C]47[/C][C]-0.259458[/C][C]-2.378[/C][C]0.009839[/C][/ROW]
[ROW][C]48[/C][C]-0.188983[/C][C]-1.7321[/C][C]0.043467[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32949&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32949&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	0.858059	7.8642	0
2	0.643532	5.8981	0
3	0.482071	4.4183	1.5e-05
4	0.415411	3.8073	0.000133
5	0.43282	3.9669	7.6e-05
6	0.465382	4.2653	2.6e-05
7	0.444063	4.0699	5.3e-05
8	0.390506	3.579	0.000288
9	0.347403	3.184	0.001019
10	0.333209	3.0539	0.001513
11	0.332592	3.0483	0.001539
12	0.330526	3.0293	0.001628
13	0.232342	2.1295	0.018072
14	0.102628	0.9406	0.174804
15	0.009188	0.0842	0.466544
16	-0.024034	-0.2203	0.413096
17	-0.01741	-0.1596	0.436804
18	0.000653	0.006	0.49762
19	-0.015824	-0.145	0.442519
20	-0.053969	-0.4946	0.311076
21	-0.08029	-0.7359	0.231929
22	-0.0952	-0.8725	0.192704
23	-0.101679	-0.9319	0.177028
24	-0.104167	-0.9547	0.171234
25	-0.160624	-1.4721	0.07236
26	-0.228859	-2.0975	0.019476
27	-0.280394	-2.5699	0.00597
28	-0.294427	-2.6985	0.00421
29	-0.277268	-2.5412	0.006443
30	-0.241994	-2.2179	0.01463
31	-0.215698	-1.9769	0.025667
32	-0.218409	-2.0017	0.02427
33	-0.246529	-2.2595	0.013221
34	-0.285587	-2.6174	0.005253
35	-0.311381	-2.8539	0.002719
36	-0.29185	-2.6749	0.004492
37	-0.280518	-2.571	0.005951
38	-0.272928	-2.5014	0.007155
39	-0.274135	-2.5125	0.00695
40	-0.279925	-2.5656	0.006038
41	-0.280425	-2.5701	0.005965
42	-0.292543	-2.6812	0.004415
43	-0.318444	-2.9186	0.002256
44	-0.341248	-3.1276	0.001211
45	-0.34378	-3.1508	0.001128
46	-0.314163	-2.8793	0.002527
47	-0.259458	-2.378	0.009839
48	-0.188983	-1.7321	0.043467

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.858059	7.8642	0
2	-0.351617	-3.2226	0.000904
3	0.161952	1.4843	0.070734
4	0.164636	1.5089	0.067537
5	0.178647	1.6373	0.052652
6	0.021917	0.2009	0.420642
7	-0.088372	-0.8099	0.210132
8	0.069745	0.6392	0.262209
9	0.073832	0.6767	0.250234
10	0.037291	0.3418	0.366686
11	-0.028093	-0.2575	0.39872
12	0.022826	0.2092	0.417399
13	-0.376798	-3.4534	0.000435
14	0.038125	0.3494	0.363824
15	-0.03954	-0.3624	0.358985
16	-0.016129	-0.1478	0.441416
17	-0.08981	-0.8231	0.206385
18	0.005752	0.0527	0.479042
19	-0.02608	-0.239	0.405834
20	0.029101	0.2667	0.395171
21	0.035956	0.3295	0.371283
22	-0.059127	-0.5419	0.294659
23	0.053394	0.4894	0.312931
24	-0.048056	-0.4404	0.330375
25	-0.108081	-0.9906	0.162369
26	0.025578	0.2344	0.407611
27	-0.094434	-0.8655	0.194615
28	-0.023312	-0.2137	0.415667
29	-0.016462	-0.1509	0.440217
30	0.016252	0.149	0.440973
31	0.038008	0.3484	0.364223
32	-0.058276	-0.5341	0.29734
33	-0.09443	-0.8655	0.194624
34	-0.032508	-0.2979	0.383242
35	0.021991	0.2016	0.420377
36	0.053002	0.4858	0.314197
37	-0.069628	-0.6381	0.262557
38	0.029222	0.2678	0.394745
39	-0.04589	-0.4206	0.337566
40	-0.02782	-0.255	0.399685
41	-0.036005	-0.33	0.371115
42	-0.193801	-1.7762	0.039659
43	-0.07633	-0.6996	0.243062
44	-0.040328	-0.3696	0.3563
45	0.033678	0.3087	0.37917
46	0.078329	0.7179	0.237405
47	0.058316	0.5345	0.297214
48	0.021271	0.195	0.42295

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.858059 & 7.8642 & 0 \tabularnewline
2 & -0.351617 & -3.2226 & 0.000904 \tabularnewline
3 & 0.161952 & 1.4843 & 0.070734 \tabularnewline
4 & 0.164636 & 1.5089 & 0.067537 \tabularnewline
5 & 0.178647 & 1.6373 & 0.052652 \tabularnewline
6 & 0.021917 & 0.2009 & 0.420642 \tabularnewline
7 & -0.088372 & -0.8099 & 0.210132 \tabularnewline
8 & 0.069745 & 0.6392 & 0.262209 \tabularnewline
9 & 0.073832 & 0.6767 & 0.250234 \tabularnewline
10 & 0.037291 & 0.3418 & 0.366686 \tabularnewline
11 & -0.028093 & -0.2575 & 0.39872 \tabularnewline
12 & 0.022826 & 0.2092 & 0.417399 \tabularnewline
13 & -0.376798 & -3.4534 & 0.000435 \tabularnewline
14 & 0.038125 & 0.3494 & 0.363824 \tabularnewline
15 & -0.03954 & -0.3624 & 0.358985 \tabularnewline
16 & -0.016129 & -0.1478 & 0.441416 \tabularnewline
17 & -0.08981 & -0.8231 & 0.206385 \tabularnewline
18 & 0.005752 & 0.0527 & 0.479042 \tabularnewline
19 & -0.02608 & -0.239 & 0.405834 \tabularnewline
20 & 0.029101 & 0.2667 & 0.395171 \tabularnewline
21 & 0.035956 & 0.3295 & 0.371283 \tabularnewline
22 & -0.059127 & -0.5419 & 0.294659 \tabularnewline
23 & 0.053394 & 0.4894 & 0.312931 \tabularnewline
24 & -0.048056 & -0.4404 & 0.330375 \tabularnewline
25 & -0.108081 & -0.9906 & 0.162369 \tabularnewline
26 & 0.025578 & 0.2344 & 0.407611 \tabularnewline
27 & -0.094434 & -0.8655 & 0.194615 \tabularnewline
28 & -0.023312 & -0.2137 & 0.415667 \tabularnewline
29 & -0.016462 & -0.1509 & 0.440217 \tabularnewline
30 & 0.016252 & 0.149 & 0.440973 \tabularnewline
31 & 0.038008 & 0.3484 & 0.364223 \tabularnewline
32 & -0.058276 & -0.5341 & 0.29734 \tabularnewline
33 & -0.09443 & -0.8655 & 0.194624 \tabularnewline
34 & -0.032508 & -0.2979 & 0.383242 \tabularnewline
35 & 0.021991 & 0.2016 & 0.420377 \tabularnewline
36 & 0.053002 & 0.4858 & 0.314197 \tabularnewline
37 & -0.069628 & -0.6381 & 0.262557 \tabularnewline
38 & 0.029222 & 0.2678 & 0.394745 \tabularnewline
39 & -0.04589 & -0.4206 & 0.337566 \tabularnewline
40 & -0.02782 & -0.255 & 0.399685 \tabularnewline
41 & -0.036005 & -0.33 & 0.371115 \tabularnewline
42 & -0.193801 & -1.7762 & 0.039659 \tabularnewline
43 & -0.07633 & -0.6996 & 0.243062 \tabularnewline
44 & -0.040328 & -0.3696 & 0.3563 \tabularnewline
45 & 0.033678 & 0.3087 & 0.37917 \tabularnewline
46 & 0.078329 & 0.7179 & 0.237405 \tabularnewline
47 & 0.058316 & 0.5345 & 0.297214 \tabularnewline
48 & 0.021271 & 0.195 & 0.42295 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32949&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]0.858059[/C][C]7.8642[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.351617[/C][C]-3.2226[/C][C]0.000904[/C][/ROW]
[ROW][C]3[/C][C]0.161952[/C][C]1.4843[/C][C]0.070734[/C][/ROW]
[ROW][C]4[/C][C]0.164636[/C][C]1.5089[/C][C]0.067537[/C][/ROW]
[ROW][C]5[/C][C]0.178647[/C][C]1.6373[/C][C]0.052652[/C][/ROW]
[ROW][C]6[/C][C]0.021917[/C][C]0.2009[/C][C]0.420642[/C][/ROW]
[ROW][C]7[/C][C]-0.088372[/C][C]-0.8099[/C][C]0.210132[/C][/ROW]
[ROW][C]8[/C][C]0.069745[/C][C]0.6392[/C][C]0.262209[/C][/ROW]
[ROW][C]9[/C][C]0.073832[/C][C]0.6767[/C][C]0.250234[/C][/ROW]
[ROW][C]10[/C][C]0.037291[/C][C]0.3418[/C][C]0.366686[/C][/ROW]
[ROW][C]11[/C][C]-0.028093[/C][C]-0.2575[/C][C]0.39872[/C][/ROW]
[ROW][C]12[/C][C]0.022826[/C][C]0.2092[/C][C]0.417399[/C][/ROW]
[ROW][C]13[/C][C]-0.376798[/C][C]-3.4534[/C][C]0.000435[/C][/ROW]
[ROW][C]14[/C][C]0.038125[/C][C]0.3494[/C][C]0.363824[/C][/ROW]
[ROW][C]15[/C][C]-0.03954[/C][C]-0.3624[/C][C]0.358985[/C][/ROW]
[ROW][C]16[/C][C]-0.016129[/C][C]-0.1478[/C][C]0.441416[/C][/ROW]
[ROW][C]17[/C][C]-0.08981[/C][C]-0.8231[/C][C]0.206385[/C][/ROW]
[ROW][C]18[/C][C]0.005752[/C][C]0.0527[/C][C]0.479042[/C][/ROW]
[ROW][C]19[/C][C]-0.02608[/C][C]-0.239[/C][C]0.405834[/C][/ROW]
[ROW][C]20[/C][C]0.029101[/C][C]0.2667[/C][C]0.395171[/C][/ROW]
[ROW][C]21[/C][C]0.035956[/C][C]0.3295[/C][C]0.371283[/C][/ROW]
[ROW][C]22[/C][C]-0.059127[/C][C]-0.5419[/C][C]0.294659[/C][/ROW]
[ROW][C]23[/C][C]0.053394[/C][C]0.4894[/C][C]0.312931[/C][/ROW]
[ROW][C]24[/C][C]-0.048056[/C][C]-0.4404[/C][C]0.330375[/C][/ROW]
[ROW][C]25[/C][C]-0.108081[/C][C]-0.9906[/C][C]0.162369[/C][/ROW]
[ROW][C]26[/C][C]0.025578[/C][C]0.2344[/C][C]0.407611[/C][/ROW]
[ROW][C]27[/C][C]-0.094434[/C][C]-0.8655[/C][C]0.194615[/C][/ROW]
[ROW][C]28[/C][C]-0.023312[/C][C]-0.2137[/C][C]0.415667[/C][/ROW]
[ROW][C]29[/C][C]-0.016462[/C][C]-0.1509[/C][C]0.440217[/C][/ROW]
[ROW][C]30[/C][C]0.016252[/C][C]0.149[/C][C]0.440973[/C][/ROW]
[ROW][C]31[/C][C]0.038008[/C][C]0.3484[/C][C]0.364223[/C][/ROW]
[ROW][C]32[/C][C]-0.058276[/C][C]-0.5341[/C][C]0.29734[/C][/ROW]
[ROW][C]33[/C][C]-0.09443[/C][C]-0.8655[/C][C]0.194624[/C][/ROW]
[ROW][C]34[/C][C]-0.032508[/C][C]-0.2979[/C][C]0.383242[/C][/ROW]
[ROW][C]35[/C][C]0.021991[/C][C]0.2016[/C][C]0.420377[/C][/ROW]
[ROW][C]36[/C][C]0.053002[/C][C]0.4858[/C][C]0.314197[/C][/ROW]
[ROW][C]37[/C][C]-0.069628[/C][C]-0.6381[/C][C]0.262557[/C][/ROW]
[ROW][C]38[/C][C]0.029222[/C][C]0.2678[/C][C]0.394745[/C][/ROW]
[ROW][C]39[/C][C]-0.04589[/C][C]-0.4206[/C][C]0.337566[/C][/ROW]
[ROW][C]40[/C][C]-0.02782[/C][C]-0.255[/C][C]0.399685[/C][/ROW]
[ROW][C]41[/C][C]-0.036005[/C][C]-0.33[/C][C]0.371115[/C][/ROW]
[ROW][C]42[/C][C]-0.193801[/C][C]-1.7762[/C][C]0.039659[/C][/ROW]
[ROW][C]43[/C][C]-0.07633[/C][C]-0.6996[/C][C]0.243062[/C][/ROW]
[ROW][C]44[/C][C]-0.040328[/C][C]-0.3696[/C][C]0.3563[/C][/ROW]
[ROW][C]45[/C][C]0.033678[/C][C]0.3087[/C][C]0.37917[/C][/ROW]
[ROW][C]46[/C][C]0.078329[/C][C]0.7179[/C][C]0.237405[/C][/ROW]
[ROW][C]47[/C][C]0.058316[/C][C]0.5345[/C][C]0.297214[/C][/ROW]
[ROW][C]48[/C][C]0.021271[/C][C]0.195[/C][C]0.42295[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32949&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32949&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	0.858059	7.8642	0
2	-0.351617	-3.2226	0.000904
3	0.161952	1.4843	0.070734
4	0.164636	1.5089	0.067537
5	0.178647	1.6373	0.052652
6	0.021917	0.2009	0.420642
7	-0.088372	-0.8099	0.210132
8	0.069745	0.6392	0.262209
9	0.073832	0.6767	0.250234
10	0.037291	0.3418	0.366686
11	-0.028093	-0.2575	0.39872
12	0.022826	0.2092	0.417399
13	-0.376798	-3.4534	0.000435
14	0.038125	0.3494	0.363824
15	-0.03954	-0.3624	0.358985
16	-0.016129	-0.1478	0.441416
17	-0.08981	-0.8231	0.206385
18	0.005752	0.0527	0.479042
19	-0.02608	-0.239	0.405834
20	0.029101	0.2667	0.395171
21	0.035956	0.3295	0.371283
22	-0.059127	-0.5419	0.294659
23	0.053394	0.4894	0.312931
24	-0.048056	-0.4404	0.330375
25	-0.108081	-0.9906	0.162369
26	0.025578	0.2344	0.407611
27	-0.094434	-0.8655	0.194615
28	-0.023312	-0.2137	0.415667
29	-0.016462	-0.1509	0.440217
30	0.016252	0.149	0.440973
31	0.038008	0.3484	0.364223
32	-0.058276	-0.5341	0.29734
33	-0.09443	-0.8655	0.194624
34	-0.032508	-0.2979	0.383242
35	0.021991	0.2016	0.420377
36	0.053002	0.4858	0.314197
37	-0.069628	-0.6381	0.262557
38	0.029222	0.2678	0.394745
39	-0.04589	-0.4206	0.337566
40	-0.02782	-0.255	0.399685
41	-0.036005	-0.33	0.371115
42	-0.193801	-1.7762	0.039659
43	-0.07633	-0.6996	0.243062
44	-0.040328	-0.3696	0.3563
45	0.033678	0.3087	0.37917
46	0.078329	0.7179	0.237405
47	0.058316	0.5345	0.297214
48	0.021271	0.195	0.42295

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 0 ; par3 = 2 ; par4 = 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