Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 22 Dec 2011 04:51:52 -0500

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/2011/Dec/22/t1324547526l2v1j2lm4q0b4p4.htm/, Retrieved Fri, 03 May 2024 13:38:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=159214, Retrieved Fri, 03 May 2024 13:38:00 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

118

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:09:37] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [] [2010-12-15 16:30:30] [8d263c682820d5327cb5f02a8c3630cf]
-   PD      [(Partial) Autocorrelation Function] [] [2010-12-17 08:16:08] [4dfa50539945b119a90a7606969443b9]
- R           [(Partial) Autocorrelation Function] [] [2010-12-17 11:19:45] [c6813a60da787bb62b5d86150b8926dd]
-   PD          [(Partial) Autocorrelation Function] [] [2010-12-27 20:40:18] [c6813a60da787bb62b5d86150b8926dd]
- R  D            [(Partial) Autocorrelation Function] [autocorrelatie] [2011-12-21 12:06:53] [74be16979710d4c4e7c6647856088456]
-  M                  [(Partial) Autocorrelation Function] [autocorrelatie] [2011-12-22 09:51:52] [cfea828c93f35e07cca4521b1fb38047] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=159214&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=159214&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159214&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	0.225636	1.7331	0.044147
2	0.307996	2.3658	0.010649
3	0.289686	2.2251	0.014955
4	0.049618	0.3811	0.35224
5	0.129842	0.9973	0.161337
6	0.063969	0.4914	0.312498
7	0.011326	0.087	0.465484
8	0.000477	0.0037	0.498543
9	-0.197721	-1.5187	0.067087
10	-0.00338	-0.026	0.489687
11	0.001378	0.0106	0.495797
12	-0.079755	-0.6126	0.271243
13	0.005771	0.0443	0.482397
14	-0.170692	-1.3111	0.097451
15	-0.095973	-0.7372	0.231966
16	-0.21429	-1.646	0.052541
17	-0.148289	-1.139	0.129647
18	-0.149729	-1.1501	0.127374
19	-0.181524	-1.3943	0.084226
20	-0.135032	-1.0372	0.151938
21	-0.199566	-1.5329	0.065324
22	-0.127058	-0.976	0.166536
23	-0.068315	-0.5247	0.300866
24	-0.228697	-1.7567	0.042083
25	-0.084477	-0.6489	0.259468
26	-0.103049	-0.7915	0.2159
27	-0.194035	-1.4904	0.070722
28	-0.05259	-0.4039	0.343855
29	-0.031677	-0.2433	0.404302
30	0.069643	0.5349	0.297351
31	0.043963	0.3377	0.368399
32	0.064267	0.4936	0.311696
33	0.078448	0.6026	0.274552
34	0.099812	0.7667	0.223167
35	0.117566	0.903	0.185088
36	0.166186	1.2765	0.10339
37	0.113107	0.8688	0.194241
38	0.041398	0.318	0.37581
39	0.049638	0.3813	0.352185
40	0.086811	0.6668	0.253747
41	0.041704	0.3203	0.374924
42	0.009646	0.0741	0.470595
43	0.070766	0.5436	0.294395
44	-0.064857	-0.4982	0.310106
45	-0.007888	-0.0606	0.475945
46	0.01489	0.1144	0.454667
47	-0.008745	-0.0672	0.473337
48	0.004196	0.0322	0.4872

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.225636 & 1.7331 & 0.044147 \tabularnewline
2 & 0.307996 & 2.3658 & 0.010649 \tabularnewline
3 & 0.289686 & 2.2251 & 0.014955 \tabularnewline
4 & 0.049618 & 0.3811 & 0.35224 \tabularnewline
5 & 0.129842 & 0.9973 & 0.161337 \tabularnewline
6 & 0.063969 & 0.4914 & 0.312498 \tabularnewline
7 & 0.011326 & 0.087 & 0.465484 \tabularnewline
8 & 0.000477 & 0.0037 & 0.498543 \tabularnewline
9 & -0.197721 & -1.5187 & 0.067087 \tabularnewline
10 & -0.00338 & -0.026 & 0.489687 \tabularnewline
11 & 0.001378 & 0.0106 & 0.495797 \tabularnewline
12 & -0.079755 & -0.6126 & 0.271243 \tabularnewline
13 & 0.005771 & 0.0443 & 0.482397 \tabularnewline
14 & -0.170692 & -1.3111 & 0.097451 \tabularnewline
15 & -0.095973 & -0.7372 & 0.231966 \tabularnewline
16 & -0.21429 & -1.646 & 0.052541 \tabularnewline
17 & -0.148289 & -1.139 & 0.129647 \tabularnewline
18 & -0.149729 & -1.1501 & 0.127374 \tabularnewline
19 & -0.181524 & -1.3943 & 0.084226 \tabularnewline
20 & -0.135032 & -1.0372 & 0.151938 \tabularnewline
21 & -0.199566 & -1.5329 & 0.065324 \tabularnewline
22 & -0.127058 & -0.976 & 0.166536 \tabularnewline
23 & -0.068315 & -0.5247 & 0.300866 \tabularnewline
24 & -0.228697 & -1.7567 & 0.042083 \tabularnewline
25 & -0.084477 & -0.6489 & 0.259468 \tabularnewline
26 & -0.103049 & -0.7915 & 0.2159 \tabularnewline
27 & -0.194035 & -1.4904 & 0.070722 \tabularnewline
28 & -0.05259 & -0.4039 & 0.343855 \tabularnewline
29 & -0.031677 & -0.2433 & 0.404302 \tabularnewline
30 & 0.069643 & 0.5349 & 0.297351 \tabularnewline
31 & 0.043963 & 0.3377 & 0.368399 \tabularnewline
32 & 0.064267 & 0.4936 & 0.311696 \tabularnewline
33 & 0.078448 & 0.6026 & 0.274552 \tabularnewline
34 & 0.099812 & 0.7667 & 0.223167 \tabularnewline
35 & 0.117566 & 0.903 & 0.185088 \tabularnewline
36 & 0.166186 & 1.2765 & 0.10339 \tabularnewline
37 & 0.113107 & 0.8688 & 0.194241 \tabularnewline
38 & 0.041398 & 0.318 & 0.37581 \tabularnewline
39 & 0.049638 & 0.3813 & 0.352185 \tabularnewline
40 & 0.086811 & 0.6668 & 0.253747 \tabularnewline
41 & 0.041704 & 0.3203 & 0.374924 \tabularnewline
42 & 0.009646 & 0.0741 & 0.470595 \tabularnewline
43 & 0.070766 & 0.5436 & 0.294395 \tabularnewline
44 & -0.064857 & -0.4982 & 0.310106 \tabularnewline
45 & -0.007888 & -0.0606 & 0.475945 \tabularnewline
46 & 0.01489 & 0.1144 & 0.454667 \tabularnewline
47 & -0.008745 & -0.0672 & 0.473337 \tabularnewline
48 & 0.004196 & 0.0322 & 0.4872 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159214&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]0.225636[/C][C]1.7331[/C][C]0.044147[/C][/ROW]
[ROW][C]2[/C][C]0.307996[/C][C]2.3658[/C][C]0.010649[/C][/ROW]
[ROW][C]3[/C][C]0.289686[/C][C]2.2251[/C][C]0.014955[/C][/ROW]
[ROW][C]4[/C][C]0.049618[/C][C]0.3811[/C][C]0.35224[/C][/ROW]
[ROW][C]5[/C][C]0.129842[/C][C]0.9973[/C][C]0.161337[/C][/ROW]
[ROW][C]6[/C][C]0.063969[/C][C]0.4914[/C][C]0.312498[/C][/ROW]
[ROW][C]7[/C][C]0.011326[/C][C]0.087[/C][C]0.465484[/C][/ROW]
[ROW][C]8[/C][C]0.000477[/C][C]0.0037[/C][C]0.498543[/C][/ROW]
[ROW][C]9[/C][C]-0.197721[/C][C]-1.5187[/C][C]0.067087[/C][/ROW]
[ROW][C]10[/C][C]-0.00338[/C][C]-0.026[/C][C]0.489687[/C][/ROW]
[ROW][C]11[/C][C]0.001378[/C][C]0.0106[/C][C]0.495797[/C][/ROW]
[ROW][C]12[/C][C]-0.079755[/C][C]-0.6126[/C][C]0.271243[/C][/ROW]
[ROW][C]13[/C][C]0.005771[/C][C]0.0443[/C][C]0.482397[/C][/ROW]
[ROW][C]14[/C][C]-0.170692[/C][C]-1.3111[/C][C]0.097451[/C][/ROW]
[ROW][C]15[/C][C]-0.095973[/C][C]-0.7372[/C][C]0.231966[/C][/ROW]
[ROW][C]16[/C][C]-0.21429[/C][C]-1.646[/C][C]0.052541[/C][/ROW]
[ROW][C]17[/C][C]-0.148289[/C][C]-1.139[/C][C]0.129647[/C][/ROW]
[ROW][C]18[/C][C]-0.149729[/C][C]-1.1501[/C][C]0.127374[/C][/ROW]
[ROW][C]19[/C][C]-0.181524[/C][C]-1.3943[/C][C]0.084226[/C][/ROW]
[ROW][C]20[/C][C]-0.135032[/C][C]-1.0372[/C][C]0.151938[/C][/ROW]
[ROW][C]21[/C][C]-0.199566[/C][C]-1.5329[/C][C]0.065324[/C][/ROW]
[ROW][C]22[/C][C]-0.127058[/C][C]-0.976[/C][C]0.166536[/C][/ROW]
[ROW][C]23[/C][C]-0.068315[/C][C]-0.5247[/C][C]0.300866[/C][/ROW]
[ROW][C]24[/C][C]-0.228697[/C][C]-1.7567[/C][C]0.042083[/C][/ROW]
[ROW][C]25[/C][C]-0.084477[/C][C]-0.6489[/C][C]0.259468[/C][/ROW]
[ROW][C]26[/C][C]-0.103049[/C][C]-0.7915[/C][C]0.2159[/C][/ROW]
[ROW][C]27[/C][C]-0.194035[/C][C]-1.4904[/C][C]0.070722[/C][/ROW]
[ROW][C]28[/C][C]-0.05259[/C][C]-0.4039[/C][C]0.343855[/C][/ROW]
[ROW][C]29[/C][C]-0.031677[/C][C]-0.2433[/C][C]0.404302[/C][/ROW]
[ROW][C]30[/C][C]0.069643[/C][C]0.5349[/C][C]0.297351[/C][/ROW]
[ROW][C]31[/C][C]0.043963[/C][C]0.3377[/C][C]0.368399[/C][/ROW]
[ROW][C]32[/C][C]0.064267[/C][C]0.4936[/C][C]0.311696[/C][/ROW]
[ROW][C]33[/C][C]0.078448[/C][C]0.6026[/C][C]0.274552[/C][/ROW]
[ROW][C]34[/C][C]0.099812[/C][C]0.7667[/C][C]0.223167[/C][/ROW]
[ROW][C]35[/C][C]0.117566[/C][C]0.903[/C][C]0.185088[/C][/ROW]
[ROW][C]36[/C][C]0.166186[/C][C]1.2765[/C][C]0.10339[/C][/ROW]
[ROW][C]37[/C][C]0.113107[/C][C]0.8688[/C][C]0.194241[/C][/ROW]
[ROW][C]38[/C][C]0.041398[/C][C]0.318[/C][C]0.37581[/C][/ROW]
[ROW][C]39[/C][C]0.049638[/C][C]0.3813[/C][C]0.352185[/C][/ROW]
[ROW][C]40[/C][C]0.086811[/C][C]0.6668[/C][C]0.253747[/C][/ROW]
[ROW][C]41[/C][C]0.041704[/C][C]0.3203[/C][C]0.374924[/C][/ROW]
[ROW][C]42[/C][C]0.009646[/C][C]0.0741[/C][C]0.470595[/C][/ROW]
[ROW][C]43[/C][C]0.070766[/C][C]0.5436[/C][C]0.294395[/C][/ROW]
[ROW][C]44[/C][C]-0.064857[/C][C]-0.4982[/C][C]0.310106[/C][/ROW]
[ROW][C]45[/C][C]-0.007888[/C][C]-0.0606[/C][C]0.475945[/C][/ROW]
[ROW][C]46[/C][C]0.01489[/C][C]0.1144[/C][C]0.454667[/C][/ROW]
[ROW][C]47[/C][C]-0.008745[/C][C]-0.0672[/C][C]0.473337[/C][/ROW]
[ROW][C]48[/C][C]0.004196[/C][C]0.0322[/C][C]0.4872[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159214&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159214&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	0.225636	1.7331	0.044147
2	0.307996	2.3658	0.010649
3	0.289686	2.2251	0.014955
4	0.049618	0.3811	0.35224
5	0.129842	0.9973	0.161337
6	0.063969	0.4914	0.312498
7	0.011326	0.087	0.465484
8	0.000477	0.0037	0.498543
9	-0.197721	-1.5187	0.067087
10	-0.00338	-0.026	0.489687
11	0.001378	0.0106	0.495797
12	-0.079755	-0.6126	0.271243
13	0.005771	0.0443	0.482397
14	-0.170692	-1.3111	0.097451
15	-0.095973	-0.7372	0.231966
16	-0.21429	-1.646	0.052541
17	-0.148289	-1.139	0.129647
18	-0.149729	-1.1501	0.127374
19	-0.181524	-1.3943	0.084226
20	-0.135032	-1.0372	0.151938
21	-0.199566	-1.5329	0.065324
22	-0.127058	-0.976	0.166536
23	-0.068315	-0.5247	0.300866
24	-0.228697	-1.7567	0.042083
25	-0.084477	-0.6489	0.259468
26	-0.103049	-0.7915	0.2159
27	-0.194035	-1.4904	0.070722
28	-0.05259	-0.4039	0.343855
29	-0.031677	-0.2433	0.404302
30	0.069643	0.5349	0.297351
31	0.043963	0.3377	0.368399
32	0.064267	0.4936	0.311696
33	0.078448	0.6026	0.274552
34	0.099812	0.7667	0.223167
35	0.117566	0.903	0.185088
36	0.166186	1.2765	0.10339
37	0.113107	0.8688	0.194241
38	0.041398	0.318	0.37581
39	0.049638	0.3813	0.352185
40	0.086811	0.6668	0.253747
41	0.041704	0.3203	0.374924
42	0.009646	0.0741	0.470595
43	0.070766	0.5436	0.294395
44	-0.064857	-0.4982	0.310106
45	-0.007888	-0.0606	0.475945
46	0.01489	0.1144	0.454667
47	-0.008745	-0.0672	0.473337
48	0.004196	0.0322	0.4872

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.225636	1.7331	0.044147
2	0.270875	2.0806	0.020909
3	0.202281	1.5538	0.062796
4	-0.11973	-0.9197	0.180747
5	0.008172	0.0628	0.47508
6	0.00834	0.0641	0.47457
7	-0.012814	-0.0984	0.460965
8	-0.05119	-0.3932	0.347794
9	-0.232065	-1.7825	0.039905
10	0.08397	0.645	0.260719
11	0.143352	1.1011	0.137662
12	-0.020169	-0.1549	0.438707
13	-0.067655	-0.5197	0.302619
14	-0.190336	-1.462	0.074524
15	0.001089	0.0084	0.496677
16	-0.145246	-1.1157	0.134547
17	-0.0254	-0.1951	0.422992
18	-0.102909	-0.7905	0.216214
19	-0.004272	-0.0328	0.486966
20	0.029477	0.2264	0.41083
21	-0.124425	-0.9557	0.171554
22	-0.026576	-0.2041	0.419475
23	-0.020235	-0.1554	0.438508
24	-0.185871	-1.4277	0.079325
25	-0.086165	-0.6618	0.255324
26	-0.011302	-0.0868	0.465557
27	-0.08515	-0.6541	0.25781
28	-0.049596	-0.381	0.352302
29	0.072863	0.5597	0.28891
30	0.10237	0.7863	0.217413
31	-0.002337	-0.018	0.49287
32	-0.056119	-0.4311	0.333997
33	-0.139134	-1.0687	0.144777
34	0.045559	0.3499	0.363812
35	0.05948	0.4569	0.324718
36	0.01153	0.0886	0.464863
37	-0.036942	-0.2838	0.388794
38	-0.089031	-0.6839	0.248371
39	0.013788	0.1059	0.458007
40	0.022958	0.1763	0.430314
41	-0.084955	-0.6525	0.258291
42	-0.206582	-1.5868	0.058954
43	-0.002687	-0.0206	0.491802
44	-0.02303	-0.1769	0.430098
45	-0.03311	-0.2543	0.400064
46	0.01054	0.081	0.467874
47	-0.043949	-0.3376	0.368439
48	-0.051178	-0.3931	0.347828

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.225636 & 1.7331 & 0.044147 \tabularnewline
2 & 0.270875 & 2.0806 & 0.020909 \tabularnewline
3 & 0.202281 & 1.5538 & 0.062796 \tabularnewline
4 & -0.11973 & -0.9197 & 0.180747 \tabularnewline
5 & 0.008172 & 0.0628 & 0.47508 \tabularnewline
6 & 0.00834 & 0.0641 & 0.47457 \tabularnewline
7 & -0.012814 & -0.0984 & 0.460965 \tabularnewline
8 & -0.05119 & -0.3932 & 0.347794 \tabularnewline
9 & -0.232065 & -1.7825 & 0.039905 \tabularnewline
10 & 0.08397 & 0.645 & 0.260719 \tabularnewline
11 & 0.143352 & 1.1011 & 0.137662 \tabularnewline
12 & -0.020169 & -0.1549 & 0.438707 \tabularnewline
13 & -0.067655 & -0.5197 & 0.302619 \tabularnewline
14 & -0.190336 & -1.462 & 0.074524 \tabularnewline
15 & 0.001089 & 0.0084 & 0.496677 \tabularnewline
16 & -0.145246 & -1.1157 & 0.134547 \tabularnewline
17 & -0.0254 & -0.1951 & 0.422992 \tabularnewline
18 & -0.102909 & -0.7905 & 0.216214 \tabularnewline
19 & -0.004272 & -0.0328 & 0.486966 \tabularnewline
20 & 0.029477 & 0.2264 & 0.41083 \tabularnewline
21 & -0.124425 & -0.9557 & 0.171554 \tabularnewline
22 & -0.026576 & -0.2041 & 0.419475 \tabularnewline
23 & -0.020235 & -0.1554 & 0.438508 \tabularnewline
24 & -0.185871 & -1.4277 & 0.079325 \tabularnewline
25 & -0.086165 & -0.6618 & 0.255324 \tabularnewline
26 & -0.011302 & -0.0868 & 0.465557 \tabularnewline
27 & -0.08515 & -0.6541 & 0.25781 \tabularnewline
28 & -0.049596 & -0.381 & 0.352302 \tabularnewline
29 & 0.072863 & 0.5597 & 0.28891 \tabularnewline
30 & 0.10237 & 0.7863 & 0.217413 \tabularnewline
31 & -0.002337 & -0.018 & 0.49287 \tabularnewline
32 & -0.056119 & -0.4311 & 0.333997 \tabularnewline
33 & -0.139134 & -1.0687 & 0.144777 \tabularnewline
34 & 0.045559 & 0.3499 & 0.363812 \tabularnewline
35 & 0.05948 & 0.4569 & 0.324718 \tabularnewline
36 & 0.01153 & 0.0886 & 0.464863 \tabularnewline
37 & -0.036942 & -0.2838 & 0.388794 \tabularnewline
38 & -0.089031 & -0.6839 & 0.248371 \tabularnewline
39 & 0.013788 & 0.1059 & 0.458007 \tabularnewline
40 & 0.022958 & 0.1763 & 0.430314 \tabularnewline
41 & -0.084955 & -0.6525 & 0.258291 \tabularnewline
42 & -0.206582 & -1.5868 & 0.058954 \tabularnewline
43 & -0.002687 & -0.0206 & 0.491802 \tabularnewline
44 & -0.02303 & -0.1769 & 0.430098 \tabularnewline
45 & -0.03311 & -0.2543 & 0.400064 \tabularnewline
46 & 0.01054 & 0.081 & 0.467874 \tabularnewline
47 & -0.043949 & -0.3376 & 0.368439 \tabularnewline
48 & -0.051178 & -0.3931 & 0.347828 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159214&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]0.225636[/C][C]1.7331[/C][C]0.044147[/C][/ROW]
[ROW][C]2[/C][C]0.270875[/C][C]2.0806[/C][C]0.020909[/C][/ROW]
[ROW][C]3[/C][C]0.202281[/C][C]1.5538[/C][C]0.062796[/C][/ROW]
[ROW][C]4[/C][C]-0.11973[/C][C]-0.9197[/C][C]0.180747[/C][/ROW]
[ROW][C]5[/C][C]0.008172[/C][C]0.0628[/C][C]0.47508[/C][/ROW]
[ROW][C]6[/C][C]0.00834[/C][C]0.0641[/C][C]0.47457[/C][/ROW]
[ROW][C]7[/C][C]-0.012814[/C][C]-0.0984[/C][C]0.460965[/C][/ROW]
[ROW][C]8[/C][C]-0.05119[/C][C]-0.3932[/C][C]0.347794[/C][/ROW]
[ROW][C]9[/C][C]-0.232065[/C][C]-1.7825[/C][C]0.039905[/C][/ROW]
[ROW][C]10[/C][C]0.08397[/C][C]0.645[/C][C]0.260719[/C][/ROW]
[ROW][C]11[/C][C]0.143352[/C][C]1.1011[/C][C]0.137662[/C][/ROW]
[ROW][C]12[/C][C]-0.020169[/C][C]-0.1549[/C][C]0.438707[/C][/ROW]
[ROW][C]13[/C][C]-0.067655[/C][C]-0.5197[/C][C]0.302619[/C][/ROW]
[ROW][C]14[/C][C]-0.190336[/C][C]-1.462[/C][C]0.074524[/C][/ROW]
[ROW][C]15[/C][C]0.001089[/C][C]0.0084[/C][C]0.496677[/C][/ROW]
[ROW][C]16[/C][C]-0.145246[/C][C]-1.1157[/C][C]0.134547[/C][/ROW]
[ROW][C]17[/C][C]-0.0254[/C][C]-0.1951[/C][C]0.422992[/C][/ROW]
[ROW][C]18[/C][C]-0.102909[/C][C]-0.7905[/C][C]0.216214[/C][/ROW]
[ROW][C]19[/C][C]-0.004272[/C][C]-0.0328[/C][C]0.486966[/C][/ROW]
[ROW][C]20[/C][C]0.029477[/C][C]0.2264[/C][C]0.41083[/C][/ROW]
[ROW][C]21[/C][C]-0.124425[/C][C]-0.9557[/C][C]0.171554[/C][/ROW]
[ROW][C]22[/C][C]-0.026576[/C][C]-0.2041[/C][C]0.419475[/C][/ROW]
[ROW][C]23[/C][C]-0.020235[/C][C]-0.1554[/C][C]0.438508[/C][/ROW]
[ROW][C]24[/C][C]-0.185871[/C][C]-1.4277[/C][C]0.079325[/C][/ROW]
[ROW][C]25[/C][C]-0.086165[/C][C]-0.6618[/C][C]0.255324[/C][/ROW]
[ROW][C]26[/C][C]-0.011302[/C][C]-0.0868[/C][C]0.465557[/C][/ROW]
[ROW][C]27[/C][C]-0.08515[/C][C]-0.6541[/C][C]0.25781[/C][/ROW]
[ROW][C]28[/C][C]-0.049596[/C][C]-0.381[/C][C]0.352302[/C][/ROW]
[ROW][C]29[/C][C]0.072863[/C][C]0.5597[/C][C]0.28891[/C][/ROW]
[ROW][C]30[/C][C]0.10237[/C][C]0.7863[/C][C]0.217413[/C][/ROW]
[ROW][C]31[/C][C]-0.002337[/C][C]-0.018[/C][C]0.49287[/C][/ROW]
[ROW][C]32[/C][C]-0.056119[/C][C]-0.4311[/C][C]0.333997[/C][/ROW]
[ROW][C]33[/C][C]-0.139134[/C][C]-1.0687[/C][C]0.144777[/C][/ROW]
[ROW][C]34[/C][C]0.045559[/C][C]0.3499[/C][C]0.363812[/C][/ROW]
[ROW][C]35[/C][C]0.05948[/C][C]0.4569[/C][C]0.324718[/C][/ROW]
[ROW][C]36[/C][C]0.01153[/C][C]0.0886[/C][C]0.464863[/C][/ROW]
[ROW][C]37[/C][C]-0.036942[/C][C]-0.2838[/C][C]0.388794[/C][/ROW]
[ROW][C]38[/C][C]-0.089031[/C][C]-0.6839[/C][C]0.248371[/C][/ROW]
[ROW][C]39[/C][C]0.013788[/C][C]0.1059[/C][C]0.458007[/C][/ROW]
[ROW][C]40[/C][C]0.022958[/C][C]0.1763[/C][C]0.430314[/C][/ROW]
[ROW][C]41[/C][C]-0.084955[/C][C]-0.6525[/C][C]0.258291[/C][/ROW]
[ROW][C]42[/C][C]-0.206582[/C][C]-1.5868[/C][C]0.058954[/C][/ROW]
[ROW][C]43[/C][C]-0.002687[/C][C]-0.0206[/C][C]0.491802[/C][/ROW]
[ROW][C]44[/C][C]-0.02303[/C][C]-0.1769[/C][C]0.430098[/C][/ROW]
[ROW][C]45[/C][C]-0.03311[/C][C]-0.2543[/C][C]0.400064[/C][/ROW]
[ROW][C]46[/C][C]0.01054[/C][C]0.081[/C][C]0.467874[/C][/ROW]
[ROW][C]47[/C][C]-0.043949[/C][C]-0.3376[/C][C]0.368439[/C][/ROW]
[ROW][C]48[/C][C]-0.051178[/C][C]-0.3931[/C][C]0.347828[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159214&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159214&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	0.225636	1.7331	0.044147
2	0.270875	2.0806	0.020909
3	0.202281	1.5538	0.062796
4	-0.11973	-0.9197	0.180747
5	0.008172	0.0628	0.47508
6	0.00834	0.0641	0.47457
7	-0.012814	-0.0984	0.460965
8	-0.05119	-0.3932	0.347794
9	-0.232065	-1.7825	0.039905
10	0.08397	0.645	0.260719
11	0.143352	1.1011	0.137662
12	-0.020169	-0.1549	0.438707
13	-0.067655	-0.5197	0.302619
14	-0.190336	-1.462	0.074524
15	0.001089	0.0084	0.496677
16	-0.145246	-1.1157	0.134547
17	-0.0254	-0.1951	0.422992
18	-0.102909	-0.7905	0.216214
19	-0.004272	-0.0328	0.486966
20	0.029477	0.2264	0.41083
21	-0.124425	-0.9557	0.171554
22	-0.026576	-0.2041	0.419475
23	-0.020235	-0.1554	0.438508
24	-0.185871	-1.4277	0.079325
25	-0.086165	-0.6618	0.255324
26	-0.011302	-0.0868	0.465557
27	-0.08515	-0.6541	0.25781
28	-0.049596	-0.381	0.352302
29	0.072863	0.5597	0.28891
30	0.10237	0.7863	0.217413
31	-0.002337	-0.018	0.49287
32	-0.056119	-0.4311	0.333997
33	-0.139134	-1.0687	0.144777
34	0.045559	0.3499	0.363812
35	0.05948	0.4569	0.324718
36	0.01153	0.0886	0.464863
37	-0.036942	-0.2838	0.388794
38	-0.089031	-0.6839	0.248371
39	0.013788	0.1059	0.458007
40	0.022958	0.1763	0.430314
41	-0.084955	-0.6525	0.258291
42	-0.206582	-1.5868	0.058954
43	-0.002687	-0.0206	0.491802
44	-0.02303	-0.1769	0.430098
45	-0.03311	-0.2543	0.400064
46	0.01054	0.081	0.467874
47	-0.043949	-0.3376	0.368439
48	-0.051178	-0.3931	0.347828

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 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

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