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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 02 Dec 2011 11:43:02 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/02/t1322844219cvlivuej5me1epf.htm/, Retrieved Sun, 28 Apr 2024 23:40:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=150322, Retrieved Sun, 28 Apr 2024 23:40:12 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

117

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] [ACF van Y(t) (d=0...] [2009-11-26 00:58:58] [9717cb857c153ca3061376906953b329]
- R PD            [(Partial) Autocorrelation Function] [WS9 ACF] [2011-12-02 16:43:02] [c98b04636162cea751932dfe577607eb] [Current]
- RMPD              [Classical Decomposition] [WS 9] [2011-12-05 15:30:04] [fbaf17a8836493f6de0f4e0e997711e1] 
- RMPD              [Standard Deviation-Mean Plot] [WS 9 - Standard D...] [2011-12-05 16:03:35] [fbaf17a8836493f6de0f4e0e997711e1] 
-   PD              [(Partial) Autocorrelation Function] [WS 9 - autocorrel...] [2011-12-05 16:14:07] [fbaf17a8836493f6de0f4e0e997711e1] 
-   PD              [(Partial) Autocorrelation Function] [WS 9 - autocorrel...] [2011-12-05 16:21:21] [fbaf17a8836493f6de0f4e0e997711e1] 
-   PD              [(Partial) Autocorrelation Function] [WS 9 - autocorrel...] [2011-12-05 16:27:57] [fbaf17a8836493f6de0f4e0e997711e1] 
- RMPD              [Variance Reduction Matrix] [WS 9 - VRM] [2011-12-05 16:34:12] [fbaf17a8836493f6de0f4e0e997711e1] 
- RMPD              [Spectral Analysis] [WS 9 - spectral a...] [2011-12-05 16:55:09] [fbaf17a8836493f6de0f4e0e997711e1] 

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Dataseries X:

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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	'Gwilym Jenkins' @ jenkins.wessa.net

\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' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150322&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150322&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150322&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' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.371589	3.4259	0.000473
2	0.174859	1.6121	0.055321
3	-0.03997	-0.3685	0.356705
4	-0.2081	-1.9186	0.029197
5	-0.274001	-2.5262	0.006693
6	-0.502064	-4.6288	7e-06
7	-0.253953	-2.3413	0.010778
8	-0.184777	-1.7036	0.046059
9	-0.057195	-0.5273	0.299675
10	0.076813	0.7082	0.240386
11	0.261638	2.4122	0.009004
12	0.757193	6.981	0
13	0.254573	2.3471	0.010624
14	0.081456	0.751	0.227367
15	-0.125173	-1.154	0.12586
16	-0.243986	-2.2494	0.013535
17	-0.280671	-2.5877	0.005681
18	-0.446278	-4.1145	4.5e-05
19	-0.237954	-2.1938	0.015489
20	-0.157835	-1.4552	0.074654
21	-0.059382	-0.5475	0.292744
22	0.016778	0.1547	0.438719
23	0.198581	1.8308	0.035315
24	0.612738	5.6492	0
25	0.257526	2.3743	0.009918
26	0.123255	1.1364	0.129501
27	-0.052542	-0.4844	0.31467
28	-0.162373	-1.497	0.069048
29	-0.177473	-1.6362	0.052746
30	-0.339784	-3.1327	0.001188
31	-0.168594	-1.5544	0.061907
32	-0.096631	-0.8909	0.18775
33	-0.031381	-0.2893	0.386521
34	0.034869	0.3215	0.374318
35	0.15732	1.4504	0.075311
36	0.491054	4.5273	1e-05
37	0.229832	2.1189	0.018506
38	0.109667	1.0111	0.157425
39	-0.040299	-0.3715	0.355581
40	-0.142758	-1.3162	0.095829
41	-0.149716	-1.3803	0.085554
42	-0.281818	-2.5982	0.005522
43	-0.134124	-1.2366	0.109827
44	-0.084113	-0.7755	0.220104
45	-0.041906	-0.3864	0.3501
46	0.018295	0.1687	0.433228
47	0.097115	0.8954	0.186562
48	0.354541	3.2687	0.00078

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.371589 & 3.4259 & 0.000473 \tabularnewline
2 & 0.174859 & 1.6121 & 0.055321 \tabularnewline
3 & -0.03997 & -0.3685 & 0.356705 \tabularnewline
4 & -0.2081 & -1.9186 & 0.029197 \tabularnewline
5 & -0.274001 & -2.5262 & 0.006693 \tabularnewline
6 & -0.502064 & -4.6288 & 7e-06 \tabularnewline
7 & -0.253953 & -2.3413 & 0.010778 \tabularnewline
8 & -0.184777 & -1.7036 & 0.046059 \tabularnewline
9 & -0.057195 & -0.5273 & 0.299675 \tabularnewline
10 & 0.076813 & 0.7082 & 0.240386 \tabularnewline
11 & 0.261638 & 2.4122 & 0.009004 \tabularnewline
12 & 0.757193 & 6.981 & 0 \tabularnewline
13 & 0.254573 & 2.3471 & 0.010624 \tabularnewline
14 & 0.081456 & 0.751 & 0.227367 \tabularnewline
15 & -0.125173 & -1.154 & 0.12586 \tabularnewline
16 & -0.243986 & -2.2494 & 0.013535 \tabularnewline
17 & -0.280671 & -2.5877 & 0.005681 \tabularnewline
18 & -0.446278 & -4.1145 & 4.5e-05 \tabularnewline
19 & -0.237954 & -2.1938 & 0.015489 \tabularnewline
20 & -0.157835 & -1.4552 & 0.074654 \tabularnewline
21 & -0.059382 & -0.5475 & 0.292744 \tabularnewline
22 & 0.016778 & 0.1547 & 0.438719 \tabularnewline
23 & 0.198581 & 1.8308 & 0.035315 \tabularnewline
24 & 0.612738 & 5.6492 & 0 \tabularnewline
25 & 0.257526 & 2.3743 & 0.009918 \tabularnewline
26 & 0.123255 & 1.1364 & 0.129501 \tabularnewline
27 & -0.052542 & -0.4844 & 0.31467 \tabularnewline
28 & -0.162373 & -1.497 & 0.069048 \tabularnewline
29 & -0.177473 & -1.6362 & 0.052746 \tabularnewline
30 & -0.339784 & -3.1327 & 0.001188 \tabularnewline
31 & -0.168594 & -1.5544 & 0.061907 \tabularnewline
32 & -0.096631 & -0.8909 & 0.18775 \tabularnewline
33 & -0.031381 & -0.2893 & 0.386521 \tabularnewline
34 & 0.034869 & 0.3215 & 0.374318 \tabularnewline
35 & 0.15732 & 1.4504 & 0.075311 \tabularnewline
36 & 0.491054 & 4.5273 & 1e-05 \tabularnewline
37 & 0.229832 & 2.1189 & 0.018506 \tabularnewline
38 & 0.109667 & 1.0111 & 0.157425 \tabularnewline
39 & -0.040299 & -0.3715 & 0.355581 \tabularnewline
40 & -0.142758 & -1.3162 & 0.095829 \tabularnewline
41 & -0.149716 & -1.3803 & 0.085554 \tabularnewline
42 & -0.281818 & -2.5982 & 0.005522 \tabularnewline
43 & -0.134124 & -1.2366 & 0.109827 \tabularnewline
44 & -0.084113 & -0.7755 & 0.220104 \tabularnewline
45 & -0.041906 & -0.3864 & 0.3501 \tabularnewline
46 & 0.018295 & 0.1687 & 0.433228 \tabularnewline
47 & 0.097115 & 0.8954 & 0.186562 \tabularnewline
48 & 0.354541 & 3.2687 & 0.00078 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150322&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]0.371589[/C][C]3.4259[/C][C]0.000473[/C][/ROW]
[ROW][C]2[/C][C]0.174859[/C][C]1.6121[/C][C]0.055321[/C][/ROW]
[ROW][C]3[/C][C]-0.03997[/C][C]-0.3685[/C][C]0.356705[/C][/ROW]
[ROW][C]4[/C][C]-0.2081[/C][C]-1.9186[/C][C]0.029197[/C][/ROW]
[ROW][C]5[/C][C]-0.274001[/C][C]-2.5262[/C][C]0.006693[/C][/ROW]
[ROW][C]6[/C][C]-0.502064[/C][C]-4.6288[/C][C]7e-06[/C][/ROW]
[ROW][C]7[/C][C]-0.253953[/C][C]-2.3413[/C][C]0.010778[/C][/ROW]
[ROW][C]8[/C][C]-0.184777[/C][C]-1.7036[/C][C]0.046059[/C][/ROW]
[ROW][C]9[/C][C]-0.057195[/C][C]-0.5273[/C][C]0.299675[/C][/ROW]
[ROW][C]10[/C][C]0.076813[/C][C]0.7082[/C][C]0.240386[/C][/ROW]
[ROW][C]11[/C][C]0.261638[/C][C]2.4122[/C][C]0.009004[/C][/ROW]
[ROW][C]12[/C][C]0.757193[/C][C]6.981[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.254573[/C][C]2.3471[/C][C]0.010624[/C][/ROW]
[ROW][C]14[/C][C]0.081456[/C][C]0.751[/C][C]0.227367[/C][/ROW]
[ROW][C]15[/C][C]-0.125173[/C][C]-1.154[/C][C]0.12586[/C][/ROW]
[ROW][C]16[/C][C]-0.243986[/C][C]-2.2494[/C][C]0.013535[/C][/ROW]
[ROW][C]17[/C][C]-0.280671[/C][C]-2.5877[/C][C]0.005681[/C][/ROW]
[ROW][C]18[/C][C]-0.446278[/C][C]-4.1145[/C][C]4.5e-05[/C][/ROW]
[ROW][C]19[/C][C]-0.237954[/C][C]-2.1938[/C][C]0.015489[/C][/ROW]
[ROW][C]20[/C][C]-0.157835[/C][C]-1.4552[/C][C]0.074654[/C][/ROW]
[ROW][C]21[/C][C]-0.059382[/C][C]-0.5475[/C][C]0.292744[/C][/ROW]
[ROW][C]22[/C][C]0.016778[/C][C]0.1547[/C][C]0.438719[/C][/ROW]
[ROW][C]23[/C][C]0.198581[/C][C]1.8308[/C][C]0.035315[/C][/ROW]
[ROW][C]24[/C][C]0.612738[/C][C]5.6492[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.257526[/C][C]2.3743[/C][C]0.009918[/C][/ROW]
[ROW][C]26[/C][C]0.123255[/C][C]1.1364[/C][C]0.129501[/C][/ROW]
[ROW][C]27[/C][C]-0.052542[/C][C]-0.4844[/C][C]0.31467[/C][/ROW]
[ROW][C]28[/C][C]-0.162373[/C][C]-1.497[/C][C]0.069048[/C][/ROW]
[ROW][C]29[/C][C]-0.177473[/C][C]-1.6362[/C][C]0.052746[/C][/ROW]
[ROW][C]30[/C][C]-0.339784[/C][C]-3.1327[/C][C]0.001188[/C][/ROW]
[ROW][C]31[/C][C]-0.168594[/C][C]-1.5544[/C][C]0.061907[/C][/ROW]
[ROW][C]32[/C][C]-0.096631[/C][C]-0.8909[/C][C]0.18775[/C][/ROW]
[ROW][C]33[/C][C]-0.031381[/C][C]-0.2893[/C][C]0.386521[/C][/ROW]
[ROW][C]34[/C][C]0.034869[/C][C]0.3215[/C][C]0.374318[/C][/ROW]
[ROW][C]35[/C][C]0.15732[/C][C]1.4504[/C][C]0.075311[/C][/ROW]
[ROW][C]36[/C][C]0.491054[/C][C]4.5273[/C][C]1e-05[/C][/ROW]
[ROW][C]37[/C][C]0.229832[/C][C]2.1189[/C][C]0.018506[/C][/ROW]
[ROW][C]38[/C][C]0.109667[/C][C]1.0111[/C][C]0.157425[/C][/ROW]
[ROW][C]39[/C][C]-0.040299[/C][C]-0.3715[/C][C]0.355581[/C][/ROW]
[ROW][C]40[/C][C]-0.142758[/C][C]-1.3162[/C][C]0.095829[/C][/ROW]
[ROW][C]41[/C][C]-0.149716[/C][C]-1.3803[/C][C]0.085554[/C][/ROW]
[ROW][C]42[/C][C]-0.281818[/C][C]-2.5982[/C][C]0.005522[/C][/ROW]
[ROW][C]43[/C][C]-0.134124[/C][C]-1.2366[/C][C]0.109827[/C][/ROW]
[ROW][C]44[/C][C]-0.084113[/C][C]-0.7755[/C][C]0.220104[/C][/ROW]
[ROW][C]45[/C][C]-0.041906[/C][C]-0.3864[/C][C]0.3501[/C][/ROW]
[ROW][C]46[/C][C]0.018295[/C][C]0.1687[/C][C]0.433228[/C][/ROW]
[ROW][C]47[/C][C]0.097115[/C][C]0.8954[/C][C]0.186562[/C][/ROW]
[ROW][C]48[/C][C]0.354541[/C][C]3.2687[/C][C]0.00078[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150322&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150322&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	0.371589	3.4259	0.000473
2	0.174859	1.6121	0.055321
3	-0.03997	-0.3685	0.356705
4	-0.2081	-1.9186	0.029197
5	-0.274001	-2.5262	0.006693
6	-0.502064	-4.6288	7e-06
7	-0.253953	-2.3413	0.010778
8	-0.184777	-1.7036	0.046059
9	-0.057195	-0.5273	0.299675
10	0.076813	0.7082	0.240386
11	0.261638	2.4122	0.009004
12	0.757193	6.981	0
13	0.254573	2.3471	0.010624
14	0.081456	0.751	0.227367
15	-0.125173	-1.154	0.12586
16	-0.243986	-2.2494	0.013535
17	-0.280671	-2.5877	0.005681
18	-0.446278	-4.1145	4.5e-05
19	-0.237954	-2.1938	0.015489
20	-0.157835	-1.4552	0.074654
21	-0.059382	-0.5475	0.292744
22	0.016778	0.1547	0.438719
23	0.198581	1.8308	0.035315
24	0.612738	5.6492	0
25	0.257526	2.3743	0.009918
26	0.123255	1.1364	0.129501
27	-0.052542	-0.4844	0.31467
28	-0.162373	-1.497	0.069048
29	-0.177473	-1.6362	0.052746
30	-0.339784	-3.1327	0.001188
31	-0.168594	-1.5544	0.061907
32	-0.096631	-0.8909	0.18775
33	-0.031381	-0.2893	0.386521
34	0.034869	0.3215	0.374318
35	0.15732	1.4504	0.075311
36	0.491054	4.5273	1e-05
37	0.229832	2.1189	0.018506
38	0.109667	1.0111	0.157425
39	-0.040299	-0.3715	0.355581
40	-0.142758	-1.3162	0.095829
41	-0.149716	-1.3803	0.085554
42	-0.281818	-2.5982	0.005522
43	-0.134124	-1.2366	0.109827
44	-0.084113	-0.7755	0.220104
45	-0.041906	-0.3864	0.3501
46	0.018295	0.1687	0.433228
47	0.097115	0.8954	0.186562
48	0.354541	3.2687	0.00078

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.371589	3.4259	0.000473
2	0.042673	0.3934	0.347497
3	-0.137188	-1.2648	0.104698
4	-0.187956	-1.7329	0.043373
5	-0.144694	-1.334	0.092881
6	-0.402587	-3.7117	0.000183
7	0.025404	0.2342	0.407692
8	-0.113807	-1.0493	0.148518
9	-0.100983	-0.931	0.17724
10	-0.054932	-0.5065	0.306926
11	0.144133	1.3288	0.093728
12	0.65699	6.0571	0
13	-0.390677	-3.6019	0.000265
14	-0.254652	-2.3478	0.010605
15	-0.090482	-0.8342	0.203253
16	0.047018	0.4335	0.332882
17	0.008497	0.0783	0.468871
18	0.013341	0.123	0.4512
19	-0.231779	-2.1369	0.01774
20	-0.118452	-1.0921	0.138944
21	-0.037287	-0.3438	0.365934
22	-0.026838	-0.2474	0.402585
23	-0.03936	-0.3629	0.358798
24	-0.010476	-0.0966	0.461642
25	0.03747	0.3455	0.365303
26	0.047469	0.4376	0.331377
27	0.064396	0.5937	0.277145
28	-0.069929	-0.6447	0.260426
29	0.0287	0.2646	0.395978
30	-0.045514	-0.4196	0.337911
31	0.052686	0.4857	0.3142
32	0.014075	0.1298	0.448531
33	0.004587	0.0423	0.483184
34	0.084217	0.7764	0.219822
35	-0.073469	-0.6774	0.250011
36	-0.096518	-0.8898	0.188029
37	-0.02468	-0.2275	0.410275
38	-0.00534	-0.0492	0.480425
39	0.024215	0.2233	0.411937
40	0.041263	0.3804	0.352289
41	-0.075909	-0.6998	0.242967
42	0.038678	0.3566	0.36114
43	0.059556	0.5491	0.292194
44	-0.030123	-0.2777	0.390951
45	-0.053567	-0.4939	0.311338
46	0.022734	0.2096	0.417241
47	0.02823	0.2603	0.397643
48	-0.002765	-0.0255	0.48986

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.371589 & 3.4259 & 0.000473 \tabularnewline
2 & 0.042673 & 0.3934 & 0.347497 \tabularnewline
3 & -0.137188 & -1.2648 & 0.104698 \tabularnewline
4 & -0.187956 & -1.7329 & 0.043373 \tabularnewline
5 & -0.144694 & -1.334 & 0.092881 \tabularnewline
6 & -0.402587 & -3.7117 & 0.000183 \tabularnewline
7 & 0.025404 & 0.2342 & 0.407692 \tabularnewline
8 & -0.113807 & -1.0493 & 0.148518 \tabularnewline
9 & -0.100983 & -0.931 & 0.17724 \tabularnewline
10 & -0.054932 & -0.5065 & 0.306926 \tabularnewline
11 & 0.144133 & 1.3288 & 0.093728 \tabularnewline
12 & 0.65699 & 6.0571 & 0 \tabularnewline
13 & -0.390677 & -3.6019 & 0.000265 \tabularnewline
14 & -0.254652 & -2.3478 & 0.010605 \tabularnewline
15 & -0.090482 & -0.8342 & 0.203253 \tabularnewline
16 & 0.047018 & 0.4335 & 0.332882 \tabularnewline
17 & 0.008497 & 0.0783 & 0.468871 \tabularnewline
18 & 0.013341 & 0.123 & 0.4512 \tabularnewline
19 & -0.231779 & -2.1369 & 0.01774 \tabularnewline
20 & -0.118452 & -1.0921 & 0.138944 \tabularnewline
21 & -0.037287 & -0.3438 & 0.365934 \tabularnewline
22 & -0.026838 & -0.2474 & 0.402585 \tabularnewline
23 & -0.03936 & -0.3629 & 0.358798 \tabularnewline
24 & -0.010476 & -0.0966 & 0.461642 \tabularnewline
25 & 0.03747 & 0.3455 & 0.365303 \tabularnewline
26 & 0.047469 & 0.4376 & 0.331377 \tabularnewline
27 & 0.064396 & 0.5937 & 0.277145 \tabularnewline
28 & -0.069929 & -0.6447 & 0.260426 \tabularnewline
29 & 0.0287 & 0.2646 & 0.395978 \tabularnewline
30 & -0.045514 & -0.4196 & 0.337911 \tabularnewline
31 & 0.052686 & 0.4857 & 0.3142 \tabularnewline
32 & 0.014075 & 0.1298 & 0.448531 \tabularnewline
33 & 0.004587 & 0.0423 & 0.483184 \tabularnewline
34 & 0.084217 & 0.7764 & 0.219822 \tabularnewline
35 & -0.073469 & -0.6774 & 0.250011 \tabularnewline
36 & -0.096518 & -0.8898 & 0.188029 \tabularnewline
37 & -0.02468 & -0.2275 & 0.410275 \tabularnewline
38 & -0.00534 & -0.0492 & 0.480425 \tabularnewline
39 & 0.024215 & 0.2233 & 0.411937 \tabularnewline
40 & 0.041263 & 0.3804 & 0.352289 \tabularnewline
41 & -0.075909 & -0.6998 & 0.242967 \tabularnewline
42 & 0.038678 & 0.3566 & 0.36114 \tabularnewline
43 & 0.059556 & 0.5491 & 0.292194 \tabularnewline
44 & -0.030123 & -0.2777 & 0.390951 \tabularnewline
45 & -0.053567 & -0.4939 & 0.311338 \tabularnewline
46 & 0.022734 & 0.2096 & 0.417241 \tabularnewline
47 & 0.02823 & 0.2603 & 0.397643 \tabularnewline
48 & -0.002765 & -0.0255 & 0.48986 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150322&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]0.371589[/C][C]3.4259[/C][C]0.000473[/C][/ROW]
[ROW][C]2[/C][C]0.042673[/C][C]0.3934[/C][C]0.347497[/C][/ROW]
[ROW][C]3[/C][C]-0.137188[/C][C]-1.2648[/C][C]0.104698[/C][/ROW]
[ROW][C]4[/C][C]-0.187956[/C][C]-1.7329[/C][C]0.043373[/C][/ROW]
[ROW][C]5[/C][C]-0.144694[/C][C]-1.334[/C][C]0.092881[/C][/ROW]
[ROW][C]6[/C][C]-0.402587[/C][C]-3.7117[/C][C]0.000183[/C][/ROW]
[ROW][C]7[/C][C]0.025404[/C][C]0.2342[/C][C]0.407692[/C][/ROW]
[ROW][C]8[/C][C]-0.113807[/C][C]-1.0493[/C][C]0.148518[/C][/ROW]
[ROW][C]9[/C][C]-0.100983[/C][C]-0.931[/C][C]0.17724[/C][/ROW]
[ROW][C]10[/C][C]-0.054932[/C][C]-0.5065[/C][C]0.306926[/C][/ROW]
[ROW][C]11[/C][C]0.144133[/C][C]1.3288[/C][C]0.093728[/C][/ROW]
[ROW][C]12[/C][C]0.65699[/C][C]6.0571[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.390677[/C][C]-3.6019[/C][C]0.000265[/C][/ROW]
[ROW][C]14[/C][C]-0.254652[/C][C]-2.3478[/C][C]0.010605[/C][/ROW]
[ROW][C]15[/C][C]-0.090482[/C][C]-0.8342[/C][C]0.203253[/C][/ROW]
[ROW][C]16[/C][C]0.047018[/C][C]0.4335[/C][C]0.332882[/C][/ROW]
[ROW][C]17[/C][C]0.008497[/C][C]0.0783[/C][C]0.468871[/C][/ROW]
[ROW][C]18[/C][C]0.013341[/C][C]0.123[/C][C]0.4512[/C][/ROW]
[ROW][C]19[/C][C]-0.231779[/C][C]-2.1369[/C][C]0.01774[/C][/ROW]
[ROW][C]20[/C][C]-0.118452[/C][C]-1.0921[/C][C]0.138944[/C][/ROW]
[ROW][C]21[/C][C]-0.037287[/C][C]-0.3438[/C][C]0.365934[/C][/ROW]
[ROW][C]22[/C][C]-0.026838[/C][C]-0.2474[/C][C]0.402585[/C][/ROW]
[ROW][C]23[/C][C]-0.03936[/C][C]-0.3629[/C][C]0.358798[/C][/ROW]
[ROW][C]24[/C][C]-0.010476[/C][C]-0.0966[/C][C]0.461642[/C][/ROW]
[ROW][C]25[/C][C]0.03747[/C][C]0.3455[/C][C]0.365303[/C][/ROW]
[ROW][C]26[/C][C]0.047469[/C][C]0.4376[/C][C]0.331377[/C][/ROW]
[ROW][C]27[/C][C]0.064396[/C][C]0.5937[/C][C]0.277145[/C][/ROW]
[ROW][C]28[/C][C]-0.069929[/C][C]-0.6447[/C][C]0.260426[/C][/ROW]
[ROW][C]29[/C][C]0.0287[/C][C]0.2646[/C][C]0.395978[/C][/ROW]
[ROW][C]30[/C][C]-0.045514[/C][C]-0.4196[/C][C]0.337911[/C][/ROW]
[ROW][C]31[/C][C]0.052686[/C][C]0.4857[/C][C]0.3142[/C][/ROW]
[ROW][C]32[/C][C]0.014075[/C][C]0.1298[/C][C]0.448531[/C][/ROW]
[ROW][C]33[/C][C]0.004587[/C][C]0.0423[/C][C]0.483184[/C][/ROW]
[ROW][C]34[/C][C]0.084217[/C][C]0.7764[/C][C]0.219822[/C][/ROW]
[ROW][C]35[/C][C]-0.073469[/C][C]-0.6774[/C][C]0.250011[/C][/ROW]
[ROW][C]36[/C][C]-0.096518[/C][C]-0.8898[/C][C]0.188029[/C][/ROW]
[ROW][C]37[/C][C]-0.02468[/C][C]-0.2275[/C][C]0.410275[/C][/ROW]
[ROW][C]38[/C][C]-0.00534[/C][C]-0.0492[/C][C]0.480425[/C][/ROW]
[ROW][C]39[/C][C]0.024215[/C][C]0.2233[/C][C]0.411937[/C][/ROW]
[ROW][C]40[/C][C]0.041263[/C][C]0.3804[/C][C]0.352289[/C][/ROW]
[ROW][C]41[/C][C]-0.075909[/C][C]-0.6998[/C][C]0.242967[/C][/ROW]
[ROW][C]42[/C][C]0.038678[/C][C]0.3566[/C][C]0.36114[/C][/ROW]
[ROW][C]43[/C][C]0.059556[/C][C]0.5491[/C][C]0.292194[/C][/ROW]
[ROW][C]44[/C][C]-0.030123[/C][C]-0.2777[/C][C]0.390951[/C][/ROW]
[ROW][C]45[/C][C]-0.053567[/C][C]-0.4939[/C][C]0.311338[/C][/ROW]
[ROW][C]46[/C][C]0.022734[/C][C]0.2096[/C][C]0.417241[/C][/ROW]
[ROW][C]47[/C][C]0.02823[/C][C]0.2603[/C][C]0.397643[/C][/ROW]
[ROW][C]48[/C][C]-0.002765[/C][C]-0.0255[/C][C]0.48986[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150322&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150322&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	0.371589	3.4259	0.000473
2	0.042673	0.3934	0.347497
3	-0.137188	-1.2648	0.104698
4	-0.187956	-1.7329	0.043373
5	-0.144694	-1.334	0.092881
6	-0.402587	-3.7117	0.000183
7	0.025404	0.2342	0.407692
8	-0.113807	-1.0493	0.148518
9	-0.100983	-0.931	0.17724
10	-0.054932	-0.5065	0.306926
11	0.144133	1.3288	0.093728
12	0.65699	6.0571	0
13	-0.390677	-3.6019	0.000265
14	-0.254652	-2.3478	0.010605
15	-0.090482	-0.8342	0.203253
16	0.047018	0.4335	0.332882
17	0.008497	0.0783	0.468871
18	0.013341	0.123	0.4512
19	-0.231779	-2.1369	0.01774
20	-0.118452	-1.0921	0.138944
21	-0.037287	-0.3438	0.365934
22	-0.026838	-0.2474	0.402585
23	-0.03936	-0.3629	0.358798
24	-0.010476	-0.0966	0.461642
25	0.03747	0.3455	0.365303
26	0.047469	0.4376	0.331377
27	0.064396	0.5937	0.277145
28	-0.069929	-0.6447	0.260426
29	0.0287	0.2646	0.395978
30	-0.045514	-0.4196	0.337911
31	0.052686	0.4857	0.3142
32	0.014075	0.1298	0.448531
33	0.004587	0.0423	0.483184
34	0.084217	0.7764	0.219822
35	-0.073469	-0.6774	0.250011
36	-0.096518	-0.8898	0.188029
37	-0.02468	-0.2275	0.410275
38	-0.00534	-0.0492	0.480425
39	0.024215	0.2233	0.411937
40	0.041263	0.3804	0.352289
41	-0.075909	-0.6998	0.242967
42	0.038678	0.3566	0.36114
43	0.059556	0.5491	0.292194
44	-0.030123	-0.2777	0.390951
45	-0.053567	-0.4939	0.311338
46	0.022734	0.2096	0.417241
47	0.02823	0.2603	0.397643
48	-0.002765	-0.0255	0.48986

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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