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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 24 Nov 2009 10:27:24 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/24/t1259083784onoymwx00pci2xd.htm/, Retrieved Thu, 18 Apr 2024 12:15:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59178, Retrieved Thu, 18 Apr 2024 12:15:35 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

226

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] [acc980be4047884b6edd254cd7beb9fa] [Current]
-    D            [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c] 
-   P               [(Partial) Autocorrelation Function] [Methode 1 (d=1, D=0)] [2009-11-27 16:13:28] [76ab39dc7a55316678260825bd5ad46c] 
-   P                 [(Partial) Autocorrelation Function] [Methode 1 (d=1,D=1)] [2009-11-27 16:26:44] [76ab39dc7a55316678260825bd5ad46c] 
-    D                  [(Partial) Autocorrelation Function] [methode 1 ( d=1 D...] [2009-11-27 20:29:59] [4b453aa14d54730625f8d3de5f1f6d82] 
-    D                [(Partial) Autocorrelation Function] [methode 1 (d= 1 D...] [2009-11-27 20:25:46] [4b453aa14d54730625f8d3de5f1f6d82] 
-    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] [Thee] [2009-12-17 09:19:07] [7773f496f69461f4a67891f0ef752622] 
-   PD                    [(Partial) Autocorrelation Function] [Appelen Golden Au...] [2009-12-17 20:34:29] [7773f496f69461f4a67891f0ef752622] 
-   PD                      [(Partial) Autocorrelation Function] [WS8 3] [2010-11-25 16:55:40] [717f3d787904f94c39256c5c1fc72d4c] 
-    D                        [(Partial) Autocorrelation Function] [WS8 5] [2010-11-25 18:02:52] [717f3d787904f94c39256c5c1fc72d4c] 
-   PD                    [(Partial) Autocorrelation Function] [Correlatiefunctie...] [2009-12-17 20:39:59] [7773f496f69461f4a67891f0ef752622] 
-   PD                    [(Partial) Autocorrelation Function] [appelen Golden au...] [2009-12-17 20:48:17] [7773f496f69461f4a67891f0ef752622] 
-   PD                  [(Partial) Autocorrelation Function] [Thee] [2009-12-17 09:27:16] [7773f496f69461f4a67891f0ef752622] 
-    D                  [(Partial) Autocorrelation Function] [Appelen Jonagold ...] [2009-12-17 16:51:16] [7773f496f69461f4a67891f0ef752622] 
-    D                    [(Partial) Autocorrelation Function] [Correlatie z diff...] [2010-12-02 14:07:07] [ff7c1e95cf99a1dae07ec89975494dde] 
-    D                    [(Partial) Autocorrelation Function] [biefstuk 3] [2010-12-14 15:31:38] [3df61981e9f4dafed65341be376c4457] 
- R  D                      [(Partial) Autocorrelation Function] [restaurant 2] [2010-12-17 12:15:05] [3df61981e9f4dafed65341be376c4457] 
-   PD                        [(Partial) Autocorrelation Function] [restaurant 3] [2010-12-17 12:25:43] [3df61981e9f4dafed65341be376c4457] 
- R PD                    [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-15 16:35:33] [717f3d787904f94c39256c5c1fc72d4c] 
-   PD                      [(Partial) Autocorrelation Function] [autocorrelation] [2010-12-23 07:02:17] [717f3d787904f94c39256c5c1fc72d4c] 
- R PD                    [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-15 16:36:14] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [(Partial) Autocorrelation Function] [autocorrelation] [2010-12-23 07:04:44] [717f3d787904f94c39256c5c1fc72d4c] 
- R PD                    [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-15 16:41:13] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [(Partial) Autocorrelation Function] [autocorrelatie d=...] [2010-12-17 15:00:38] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                    [Spectral Analysis] [spectral analysis] [2010-12-15 16:43:36] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                    [Spectral Analysis] [spectral analysis] [2010-12-15 16:46:49] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [Spectral Analysis] [autocorrelatie d=...] [2010-12-17 15:27:09] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [Spectral Analysis] [spectral analysis...] [2010-12-17 15:27:09] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                    [Variance Reduction Matrix] [Variance reductio...] [2010-12-15 16:49:31] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [Variance Reduction Matrix] [Variance reductio...] [2010-12-18 09:04:51] [717f3d787904f94c39256c5c1fc72d4c] 
- R PD                    [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-15 16:52:15] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [(Partial) Autocorrelation Function] [autocorrelation] [2010-12-23 07:12:39] [717f3d787904f94c39256c5c1fc72d4c] 
- R PD                    [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-15 16:54:02] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [(Partial) Autocorrelation Function] [autocorrelation] [2010-12-23 07:14:00] [717f3d787904f94c39256c5c1fc72d4c] 
- R PD                    [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-15 16:55:24] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-18 09:15:00] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                    [Spectral Analysis] [spectral analysis] [2010-12-15 16:57:12] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                    [Spectral Analysis] [spectral analysis] [2010-12-15 16:58:49] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                       [Spectral Analysis] [spectral analysis] [2010-12-18 09:26:50] [717f3d787904f94c39256c5c1fc72d4c] 
- RMP                       [Standard Deviation-Mean Plot] [standard deviatio...] [2010-12-18 09:33:15] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                      [Standard Deviation-Mean Plot] [standard deviatio...] [2010-12-18 09:36:23] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                      [Standard Deviation-Mean Plot] [standard deviatio...] [2010-12-18 09:45:45] [717f3d787904f94c39256c5c1fc72d4c] 
- RMPD                    [Standard Deviation-Mean Plot] [standard deviatio...] [2010-12-15 17:01:32] [717f3d787904f94c39256c5c1fc72d4c] 
-   PD                    [(Partial) Autocorrelation Function] [ACFKoffie] [2010-12-20 13:05:39] [3fb95cad3bbcce10c72dbbcc5bec5662] 
-   PD                      [(Partial) Autocorrelation Function] [ACFKoffied1] [2010-12-20 13:19:03] [3fb95cad3bbcce10c72dbbcc5bec5662] 
-   PD                      [(Partial) Autocorrelation Function] [ACFKoffied1D1] [2010-12-20 13:39:08] [3fb95cad3bbcce10c72dbbcc5bec5662] 
-   PD                      [(Partial) Autocorrelation Function] [ACFKoffie] [2010-12-24 10:01:53] [3fb95cad3bbcce10c72dbbcc5bec5662] 

[Truncated]

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Dataseries X:

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Histogram

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8.2
8
7.5
6.8
6.5
6.6
7.6
8
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5
8
8.1
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	'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=59178&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=59178&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59178&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

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

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.830854	6.9016	0
2	0.539975	4.4854	1.4e-05
3	0.310379	2.5782	0.006035
4	0.272556	2.264	0.01336
5	0.367642	3.0539	0.001604
6	0.443825	3.6867	0.000224
7	0.376713	3.1292	0.001284
8	0.227099	1.8864	0.031723
9	0.107046	0.8892	0.188494
10	0.101833	0.8459	0.200269
11	0.181307	1.506	0.06831
12	0.252577	2.0981	0.019782
13	0.210898	1.7518	0.042121
14	0.118556	0.9848	0.164082
15	0.01113	0.0925	0.463303
16	-0.052707	-0.4378	0.331444
17	-0.08423	-0.6997	0.243243
18	-0.09473	-0.7869	0.217022
19	-0.127358	-1.0579	0.146892
20	-0.17287	-1.436	0.077765
21	-0.221018	-1.8359	0.03534
22	-0.268574	-2.2309	0.014469
23	-0.283483	-2.3548	0.010692
24	-0.263505	-2.1888	0.015998
25	-0.225023	-1.8692	0.032921
26	-0.166031	-1.3792	0.08615
27	-0.139095	-1.1554	0.125954
28	-0.164097	-1.3631	0.088643
29	-0.2362	-1.962	0.026897
30	-0.309127	-2.5678	0.006202
31	-0.349149	-2.9002	0.002499
32	-0.347084	-2.8831	0.002623
33	-0.306495	-2.5459	0.006568
34	-0.253496	-2.1057	0.019436
35	-0.19916	-1.6543	0.0513
36	-0.160872	-1.3363	0.09292

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.830854 & 6.9016 & 0 \tabularnewline
2 & 0.539975 & 4.4854 & 1.4e-05 \tabularnewline
3 & 0.310379 & 2.5782 & 0.006035 \tabularnewline
4 & 0.272556 & 2.264 & 0.01336 \tabularnewline
5 & 0.367642 & 3.0539 & 0.001604 \tabularnewline
6 & 0.443825 & 3.6867 & 0.000224 \tabularnewline
7 & 0.376713 & 3.1292 & 0.001284 \tabularnewline
8 & 0.227099 & 1.8864 & 0.031723 \tabularnewline
9 & 0.107046 & 0.8892 & 0.188494 \tabularnewline
10 & 0.101833 & 0.8459 & 0.200269 \tabularnewline
11 & 0.181307 & 1.506 & 0.06831 \tabularnewline
12 & 0.252577 & 2.0981 & 0.019782 \tabularnewline
13 & 0.210898 & 1.7518 & 0.042121 \tabularnewline
14 & 0.118556 & 0.9848 & 0.164082 \tabularnewline
15 & 0.01113 & 0.0925 & 0.463303 \tabularnewline
16 & -0.052707 & -0.4378 & 0.331444 \tabularnewline
17 & -0.08423 & -0.6997 & 0.243243 \tabularnewline
18 & -0.09473 & -0.7869 & 0.217022 \tabularnewline
19 & -0.127358 & -1.0579 & 0.146892 \tabularnewline
20 & -0.17287 & -1.436 & 0.077765 \tabularnewline
21 & -0.221018 & -1.8359 & 0.03534 \tabularnewline
22 & -0.268574 & -2.2309 & 0.014469 \tabularnewline
23 & -0.283483 & -2.3548 & 0.010692 \tabularnewline
24 & -0.263505 & -2.1888 & 0.015998 \tabularnewline
25 & -0.225023 & -1.8692 & 0.032921 \tabularnewline
26 & -0.166031 & -1.3792 & 0.08615 \tabularnewline
27 & -0.139095 & -1.1554 & 0.125954 \tabularnewline
28 & -0.164097 & -1.3631 & 0.088643 \tabularnewline
29 & -0.2362 & -1.962 & 0.026897 \tabularnewline
30 & -0.309127 & -2.5678 & 0.006202 \tabularnewline
31 & -0.349149 & -2.9002 & 0.002499 \tabularnewline
32 & -0.347084 & -2.8831 & 0.002623 \tabularnewline
33 & -0.306495 & -2.5459 & 0.006568 \tabularnewline
34 & -0.253496 & -2.1057 & 0.019436 \tabularnewline
35 & -0.19916 & -1.6543 & 0.0513 \tabularnewline
36 & -0.160872 & -1.3363 & 0.09292 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59178&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]0.830854[/C][C]6.9016[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.539975[/C][C]4.4854[/C][C]1.4e-05[/C][/ROW]
[ROW][C]3[/C][C]0.310379[/C][C]2.5782[/C][C]0.006035[/C][/ROW]
[ROW][C]4[/C][C]0.272556[/C][C]2.264[/C][C]0.01336[/C][/ROW]
[ROW][C]5[/C][C]0.367642[/C][C]3.0539[/C][C]0.001604[/C][/ROW]
[ROW][C]6[/C][C]0.443825[/C][C]3.6867[/C][C]0.000224[/C][/ROW]
[ROW][C]7[/C][C]0.376713[/C][C]3.1292[/C][C]0.001284[/C][/ROW]
[ROW][C]8[/C][C]0.227099[/C][C]1.8864[/C][C]0.031723[/C][/ROW]
[ROW][C]9[/C][C]0.107046[/C][C]0.8892[/C][C]0.188494[/C][/ROW]
[ROW][C]10[/C][C]0.101833[/C][C]0.8459[/C][C]0.200269[/C][/ROW]
[ROW][C]11[/C][C]0.181307[/C][C]1.506[/C][C]0.06831[/C][/ROW]
[ROW][C]12[/C][C]0.252577[/C][C]2.0981[/C][C]0.019782[/C][/ROW]
[ROW][C]13[/C][C]0.210898[/C][C]1.7518[/C][C]0.042121[/C][/ROW]
[ROW][C]14[/C][C]0.118556[/C][C]0.9848[/C][C]0.164082[/C][/ROW]
[ROW][C]15[/C][C]0.01113[/C][C]0.0925[/C][C]0.463303[/C][/ROW]
[ROW][C]16[/C][C]-0.052707[/C][C]-0.4378[/C][C]0.331444[/C][/ROW]
[ROW][C]17[/C][C]-0.08423[/C][C]-0.6997[/C][C]0.243243[/C][/ROW]
[ROW][C]18[/C][C]-0.09473[/C][C]-0.7869[/C][C]0.217022[/C][/ROW]
[ROW][C]19[/C][C]-0.127358[/C][C]-1.0579[/C][C]0.146892[/C][/ROW]
[ROW][C]20[/C][C]-0.17287[/C][C]-1.436[/C][C]0.077765[/C][/ROW]
[ROW][C]21[/C][C]-0.221018[/C][C]-1.8359[/C][C]0.03534[/C][/ROW]
[ROW][C]22[/C][C]-0.268574[/C][C]-2.2309[/C][C]0.014469[/C][/ROW]
[ROW][C]23[/C][C]-0.283483[/C][C]-2.3548[/C][C]0.010692[/C][/ROW]
[ROW][C]24[/C][C]-0.263505[/C][C]-2.1888[/C][C]0.015998[/C][/ROW]
[ROW][C]25[/C][C]-0.225023[/C][C]-1.8692[/C][C]0.032921[/C][/ROW]
[ROW][C]26[/C][C]-0.166031[/C][C]-1.3792[/C][C]0.08615[/C][/ROW]
[ROW][C]27[/C][C]-0.139095[/C][C]-1.1554[/C][C]0.125954[/C][/ROW]
[ROW][C]28[/C][C]-0.164097[/C][C]-1.3631[/C][C]0.088643[/C][/ROW]
[ROW][C]29[/C][C]-0.2362[/C][C]-1.962[/C][C]0.026897[/C][/ROW]
[ROW][C]30[/C][C]-0.309127[/C][C]-2.5678[/C][C]0.006202[/C][/ROW]
[ROW][C]31[/C][C]-0.349149[/C][C]-2.9002[/C][C]0.002499[/C][/ROW]
[ROW][C]32[/C][C]-0.347084[/C][C]-2.8831[/C][C]0.002623[/C][/ROW]
[ROW][C]33[/C][C]-0.306495[/C][C]-2.5459[/C][C]0.006568[/C][/ROW]
[ROW][C]34[/C][C]-0.253496[/C][C]-2.1057[/C][C]0.019436[/C][/ROW]
[ROW][C]35[/C][C]-0.19916[/C][C]-1.6543[/C][C]0.0513[/C][/ROW]
[ROW][C]36[/C][C]-0.160872[/C][C]-1.3363[/C][C]0.09292[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59178&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59178&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	0.830854	6.9016	0
2	0.539975	4.4854	1.4e-05
3	0.310379	2.5782	0.006035
4	0.272556	2.264	0.01336
5	0.367642	3.0539	0.001604
6	0.443825	3.6867	0.000224
7	0.376713	3.1292	0.001284
8	0.227099	1.8864	0.031723
9	0.107046	0.8892	0.188494
10	0.101833	0.8459	0.200269
11	0.181307	1.506	0.06831
12	0.252577	2.0981	0.019782
13	0.210898	1.7518	0.042121
14	0.118556	0.9848	0.164082
15	0.01113	0.0925	0.463303
16	-0.052707	-0.4378	0.331444
17	-0.08423	-0.6997	0.243243
18	-0.09473	-0.7869	0.217022
19	-0.127358	-1.0579	0.146892
20	-0.17287	-1.436	0.077765
21	-0.221018	-1.8359	0.03534
22	-0.268574	-2.2309	0.014469
23	-0.283483	-2.3548	0.010692
24	-0.263505	-2.1888	0.015998
25	-0.225023	-1.8692	0.032921
26	-0.166031	-1.3792	0.08615
27	-0.139095	-1.1554	0.125954
28	-0.164097	-1.3631	0.088643
29	-0.2362	-1.962	0.026897
30	-0.309127	-2.5678	0.006202
31	-0.349149	-2.9002	0.002499
32	-0.347084	-2.8831	0.002623
33	-0.306495	-2.5459	0.006568
34	-0.253496	-2.1057	0.019436
35	-0.19916	-1.6543	0.0513
36	-0.160872	-1.3363	0.09292

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.830854	6.9016	0
2	-0.485482	-4.0327	7e-05
3	0.199823	1.6599	0.050741
4	0.390188	3.2411	0.000917
5	0.067561	0.5612	0.288237
6	-0.118398	-0.9835	0.164401
7	-0.190406	-1.5816	0.059153
8	0.139262	1.1568	0.125673
9	0.062261	0.5172	0.303343
10	0.007941	0.066	0.4738
11	-0.006541	-0.0543	0.478413
12	0.025948	0.2155	0.414991
13	-0.147395	-1.2244	0.112491
14	0.167227	1.3891	0.084635
15	-0.201885	-1.677	0.049035
16	-0.148121	-1.2304	0.111365
17	-0.096724	-0.8035	0.212236
18	0.071687	0.5955	0.276738
19	-0.079452	-0.66	0.255734
20	-0.12805	-1.0637	0.145595
21	-0.021105	-0.1753	0.430675
22	-0.120653	-1.0022	0.15987
23	0.116418	0.967	0.16845
24	-0.009149	-0.076	0.469819
25	0.015937	0.1324	0.447532
26	0.063691	0.5291	0.299233
27	-0.017628	-0.1464	0.442006
28	-0.065654	-0.5454	0.293631
29	-0.103439	-0.8592	0.196594
30	-0.096354	-0.8004	0.213121
31	-0.035094	-0.2915	0.385767
32	-0.117575	-0.9766	0.166078
33	0.126645	1.052	0.148237
34	0.12501	1.0384	0.151352
35	0.025562	0.2123	0.416236
36	0.016244	0.1349	0.44653

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.830854 & 6.9016 & 0 \tabularnewline
2 & -0.485482 & -4.0327 & 7e-05 \tabularnewline
3 & 0.199823 & 1.6599 & 0.050741 \tabularnewline
4 & 0.390188 & 3.2411 & 0.000917 \tabularnewline
5 & 0.067561 & 0.5612 & 0.288237 \tabularnewline
6 & -0.118398 & -0.9835 & 0.164401 \tabularnewline
7 & -0.190406 & -1.5816 & 0.059153 \tabularnewline
8 & 0.139262 & 1.1568 & 0.125673 \tabularnewline
9 & 0.062261 & 0.5172 & 0.303343 \tabularnewline
10 & 0.007941 & 0.066 & 0.4738 \tabularnewline
11 & -0.006541 & -0.0543 & 0.478413 \tabularnewline
12 & 0.025948 & 0.2155 & 0.414991 \tabularnewline
13 & -0.147395 & -1.2244 & 0.112491 \tabularnewline
14 & 0.167227 & 1.3891 & 0.084635 \tabularnewline
15 & -0.201885 & -1.677 & 0.049035 \tabularnewline
16 & -0.148121 & -1.2304 & 0.111365 \tabularnewline
17 & -0.096724 & -0.8035 & 0.212236 \tabularnewline
18 & 0.071687 & 0.5955 & 0.276738 \tabularnewline
19 & -0.079452 & -0.66 & 0.255734 \tabularnewline
20 & -0.12805 & -1.0637 & 0.145595 \tabularnewline
21 & -0.021105 & -0.1753 & 0.430675 \tabularnewline
22 & -0.120653 & -1.0022 & 0.15987 \tabularnewline
23 & 0.116418 & 0.967 & 0.16845 \tabularnewline
24 & -0.009149 & -0.076 & 0.469819 \tabularnewline
25 & 0.015937 & 0.1324 & 0.447532 \tabularnewline
26 & 0.063691 & 0.5291 & 0.299233 \tabularnewline
27 & -0.017628 & -0.1464 & 0.442006 \tabularnewline
28 & -0.065654 & -0.5454 & 0.293631 \tabularnewline
29 & -0.103439 & -0.8592 & 0.196594 \tabularnewline
30 & -0.096354 & -0.8004 & 0.213121 \tabularnewline
31 & -0.035094 & -0.2915 & 0.385767 \tabularnewline
32 & -0.117575 & -0.9766 & 0.166078 \tabularnewline
33 & 0.126645 & 1.052 & 0.148237 \tabularnewline
34 & 0.12501 & 1.0384 & 0.151352 \tabularnewline
35 & 0.025562 & 0.2123 & 0.416236 \tabularnewline
36 & 0.016244 & 0.1349 & 0.44653 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59178&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]0.830854[/C][C]6.9016[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.485482[/C][C]-4.0327[/C][C]7e-05[/C][/ROW]
[ROW][C]3[/C][C]0.199823[/C][C]1.6599[/C][C]0.050741[/C][/ROW]
[ROW][C]4[/C][C]0.390188[/C][C]3.2411[/C][C]0.000917[/C][/ROW]
[ROW][C]5[/C][C]0.067561[/C][C]0.5612[/C][C]0.288237[/C][/ROW]
[ROW][C]6[/C][C]-0.118398[/C][C]-0.9835[/C][C]0.164401[/C][/ROW]
[ROW][C]7[/C][C]-0.190406[/C][C]-1.5816[/C][C]0.059153[/C][/ROW]
[ROW][C]8[/C][C]0.139262[/C][C]1.1568[/C][C]0.125673[/C][/ROW]
[ROW][C]9[/C][C]0.062261[/C][C]0.5172[/C][C]0.303343[/C][/ROW]
[ROW][C]10[/C][C]0.007941[/C][C]0.066[/C][C]0.4738[/C][/ROW]
[ROW][C]11[/C][C]-0.006541[/C][C]-0.0543[/C][C]0.478413[/C][/ROW]
[ROW][C]12[/C][C]0.025948[/C][C]0.2155[/C][C]0.414991[/C][/ROW]
[ROW][C]13[/C][C]-0.147395[/C][C]-1.2244[/C][C]0.112491[/C][/ROW]
[ROW][C]14[/C][C]0.167227[/C][C]1.3891[/C][C]0.084635[/C][/ROW]
[ROW][C]15[/C][C]-0.201885[/C][C]-1.677[/C][C]0.049035[/C][/ROW]
[ROW][C]16[/C][C]-0.148121[/C][C]-1.2304[/C][C]0.111365[/C][/ROW]
[ROW][C]17[/C][C]-0.096724[/C][C]-0.8035[/C][C]0.212236[/C][/ROW]
[ROW][C]18[/C][C]0.071687[/C][C]0.5955[/C][C]0.276738[/C][/ROW]
[ROW][C]19[/C][C]-0.079452[/C][C]-0.66[/C][C]0.255734[/C][/ROW]
[ROW][C]20[/C][C]-0.12805[/C][C]-1.0637[/C][C]0.145595[/C][/ROW]
[ROW][C]21[/C][C]-0.021105[/C][C]-0.1753[/C][C]0.430675[/C][/ROW]
[ROW][C]22[/C][C]-0.120653[/C][C]-1.0022[/C][C]0.15987[/C][/ROW]
[ROW][C]23[/C][C]0.116418[/C][C]0.967[/C][C]0.16845[/C][/ROW]
[ROW][C]24[/C][C]-0.009149[/C][C]-0.076[/C][C]0.469819[/C][/ROW]
[ROW][C]25[/C][C]0.015937[/C][C]0.1324[/C][C]0.447532[/C][/ROW]
[ROW][C]26[/C][C]0.063691[/C][C]0.5291[/C][C]0.299233[/C][/ROW]
[ROW][C]27[/C][C]-0.017628[/C][C]-0.1464[/C][C]0.442006[/C][/ROW]
[ROW][C]28[/C][C]-0.065654[/C][C]-0.5454[/C][C]0.293631[/C][/ROW]
[ROW][C]29[/C][C]-0.103439[/C][C]-0.8592[/C][C]0.196594[/C][/ROW]
[ROW][C]30[/C][C]-0.096354[/C][C]-0.8004[/C][C]0.213121[/C][/ROW]
[ROW][C]31[/C][C]-0.035094[/C][C]-0.2915[/C][C]0.385767[/C][/ROW]
[ROW][C]32[/C][C]-0.117575[/C][C]-0.9766[/C][C]0.166078[/C][/ROW]
[ROW][C]33[/C][C]0.126645[/C][C]1.052[/C][C]0.148237[/C][/ROW]
[ROW][C]34[/C][C]0.12501[/C][C]1.0384[/C][C]0.151352[/C][/ROW]
[ROW][C]35[/C][C]0.025562[/C][C]0.2123[/C][C]0.416236[/C][/ROW]
[ROW][C]36[/C][C]0.016244[/C][C]0.1349[/C][C]0.44653[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59178&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59178&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	0.830854	6.9016	0
2	-0.485482	-4.0327	7e-05
3	0.199823	1.6599	0.050741
4	0.390188	3.2411	0.000917
5	0.067561	0.5612	0.288237
6	-0.118398	-0.9835	0.164401
7	-0.190406	-1.5816	0.059153
8	0.139262	1.1568	0.125673
9	0.062261	0.5172	0.303343
10	0.007941	0.066	0.4738
11	-0.006541	-0.0543	0.478413
12	0.025948	0.2155	0.414991
13	-0.147395	-1.2244	0.112491
14	0.167227	1.3891	0.084635
15	-0.201885	-1.677	0.049035
16	-0.148121	-1.2304	0.111365
17	-0.096724	-0.8035	0.212236
18	0.071687	0.5955	0.276738
19	-0.079452	-0.66	0.255734
20	-0.12805	-1.0637	0.145595
21	-0.021105	-0.1753	0.430675
22	-0.120653	-1.0022	0.15987
23	0.116418	0.967	0.16845
24	-0.009149	-0.076	0.469819
25	0.015937	0.1324	0.447532
26	0.063691	0.5291	0.299233
27	-0.017628	-0.1464	0.442006
28	-0.065654	-0.5454	0.293631
29	-0.103439	-0.8592	0.196594
30	-0.096354	-0.8004	0.213121
31	-0.035094	-0.2915	0.385767
32	-0.117575	-0.9766	0.166078
33	0.126645	1.052	0.148237
34	0.12501	1.0384	0.151352
35	0.025562	0.2123	0.416236
36	0.016244	0.1349	0.44653

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

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

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code