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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 19:52:07 +0000

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/2010/Dec/21/t12929610081zldbaonu00cg6g.htm/, Retrieved Mon, 10 Nov 2025 02:30:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113911, Retrieved Mon, 10 Nov 2025 02:30:37 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

307

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 09:05:21] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [W9 ACF origineel] [2010-12-03 11:36:39] [56d90b683fcd93137645f9226b43c62b]
-   P       [(Partial) Autocorrelation Function] [Autocorrelatiefun...] [2010-12-07 20:51:20] [608064602fec1c42028cf50c6f981c88]
-   P         [(Partial) Autocorrelation Function] [AF zonder lags] [2010-12-07 21:06:36] [608064602fec1c42028cf50c6f981c88]
-   PD            [(Partial) Autocorrelation Function] [ACF-48 lags] [2010-12-21 19:52:07] [8bf9de033bd61652831a8b7489bc3566] [Current]
-                   [(Partial) Autocorrelation Function] [ACF-D=1] [2010-12-21 20:02:05] [608064602fec1c42028cf50c6f981c88] 

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Dataseries X:

Download CSV

Histogram

Boxplots

8.1
9.9
11.5
23.4
25.4
27.9
26.1
18.8
14.1
11.5
15.8
12.4
4.5
-2.2
-4.2
-9.4
-14.5
-17.9
-15.1
-15.2
-15.7
-18
-18.1
-13.5
-9.9
-4.8
-1.7
-0.1
2.2
10.2
7.6
10.8
3.8
11
10.8
20.1
14.9
13
10.9
9.6
4
-1.1
-7.7
-8.9
-8
-7.1
-5.3
-2.5
-2.4
-2.9
-4.8
-7.2
1.7
2.2
13.4
12.3
13.7
4.4
-2.5

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113911&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]2 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=113911&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113911&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.918415	7.0545	0
2	0.807254	6.2006	0
3	0.649171	4.9864	3e-06
4	0.512327	3.9353	0.000111
5	0.362863	2.7872	0.003571
6	0.212592	1.6329	0.053903
7	0.055837	0.4289	0.334782
8	-0.097922	-0.7521	0.227476
9	-0.24951	-1.9165	0.030073
10	-0.386274	-2.967	0.002169
11	-0.50757	-3.8987	0.000125
12	-0.592977	-4.5547	1.3e-05
13	-0.628616	-4.8285	5e-06
14	-0.622069	-4.7782	6e-06
15	-0.57851	-4.4436	2e-05
16	-0.527219	-4.0496	7.6e-05
17	-0.447738	-3.4391	0.000538
18	-0.358787	-2.7559	0.003887
19	-0.245076	-1.8825	0.032354
20	-0.150699	-1.1575	0.125858
21	-0.05048	-0.3877	0.349801
22	0.024477	0.188	0.425756
23	0.127023	0.9757	0.166604
24	0.211295	1.623	0.054962
25	0.284095	2.1822	0.016545
26	0.315048	2.4199	0.009311
27	0.320388	2.4609	0.008401
28	0.31882	2.4489	0.00866
29	0.300765	2.3102	0.012196
30	0.268994	2.0662	0.021605
31	0.211823	1.627	0.054529
32	0.149501	1.1483	0.127732
33	0.087494	0.6721	0.252086
34	0.029985	0.2303	0.409319
35	-0.030852	-0.237	0.406749
36	-0.092839	-0.7131	0.239293
37	-0.15334	-1.1778	0.121798
38	-0.194812	-1.4964	0.069943
39	-0.216284	-1.6613	0.050978
40	-0.207374	-1.5929	0.058267
41	-0.178402	-1.3703	0.087887
42	-0.142131	-1.0917	0.139696
43	-0.108536	-0.8337	0.203911
44	-0.077053	-0.5919	0.278103
45	-0.058538	-0.4496	0.327309
46	-0.041861	-0.3215	0.374469
47	-0.023534	-0.1808	0.428585
48	0.010356	0.0795	0.468435

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.918415 & 7.0545 & 0 \tabularnewline
2 & 0.807254 & 6.2006 & 0 \tabularnewline
3 & 0.649171 & 4.9864 & 3e-06 \tabularnewline
4 & 0.512327 & 3.9353 & 0.000111 \tabularnewline
5 & 0.362863 & 2.7872 & 0.003571 \tabularnewline
6 & 0.212592 & 1.6329 & 0.053903 \tabularnewline
7 & 0.055837 & 0.4289 & 0.334782 \tabularnewline
8 & -0.097922 & -0.7521 & 0.227476 \tabularnewline
9 & -0.24951 & -1.9165 & 0.030073 \tabularnewline
10 & -0.386274 & -2.967 & 0.002169 \tabularnewline
11 & -0.50757 & -3.8987 & 0.000125 \tabularnewline
12 & -0.592977 & -4.5547 & 1.3e-05 \tabularnewline
13 & -0.628616 & -4.8285 & 5e-06 \tabularnewline
14 & -0.622069 & -4.7782 & 6e-06 \tabularnewline
15 & -0.57851 & -4.4436 & 2e-05 \tabularnewline
16 & -0.527219 & -4.0496 & 7.6e-05 \tabularnewline
17 & -0.447738 & -3.4391 & 0.000538 \tabularnewline
18 & -0.358787 & -2.7559 & 0.003887 \tabularnewline
19 & -0.245076 & -1.8825 & 0.032354 \tabularnewline
20 & -0.150699 & -1.1575 & 0.125858 \tabularnewline
21 & -0.05048 & -0.3877 & 0.349801 \tabularnewline
22 & 0.024477 & 0.188 & 0.425756 \tabularnewline
23 & 0.127023 & 0.9757 & 0.166604 \tabularnewline
24 & 0.211295 & 1.623 & 0.054962 \tabularnewline
25 & 0.284095 & 2.1822 & 0.016545 \tabularnewline
26 & 0.315048 & 2.4199 & 0.009311 \tabularnewline
27 & 0.320388 & 2.4609 & 0.008401 \tabularnewline
28 & 0.31882 & 2.4489 & 0.00866 \tabularnewline
29 & 0.300765 & 2.3102 & 0.012196 \tabularnewline
30 & 0.268994 & 2.0662 & 0.021605 \tabularnewline
31 & 0.211823 & 1.627 & 0.054529 \tabularnewline
32 & 0.149501 & 1.1483 & 0.127732 \tabularnewline
33 & 0.087494 & 0.6721 & 0.252086 \tabularnewline
34 & 0.029985 & 0.2303 & 0.409319 \tabularnewline
35 & -0.030852 & -0.237 & 0.406749 \tabularnewline
36 & -0.092839 & -0.7131 & 0.239293 \tabularnewline
37 & -0.15334 & -1.1778 & 0.121798 \tabularnewline
38 & -0.194812 & -1.4964 & 0.069943 \tabularnewline
39 & -0.216284 & -1.6613 & 0.050978 \tabularnewline
40 & -0.207374 & -1.5929 & 0.058267 \tabularnewline
41 & -0.178402 & -1.3703 & 0.087887 \tabularnewline
42 & -0.142131 & -1.0917 & 0.139696 \tabularnewline
43 & -0.108536 & -0.8337 & 0.203911 \tabularnewline
44 & -0.077053 & -0.5919 & 0.278103 \tabularnewline
45 & -0.058538 & -0.4496 & 0.327309 \tabularnewline
46 & -0.041861 & -0.3215 & 0.374469 \tabularnewline
47 & -0.023534 & -0.1808 & 0.428585 \tabularnewline
48 & 0.010356 & 0.0795 & 0.468435 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113911&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]0.918415[/C][C]7.0545[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.807254[/C][C]6.2006[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.649171[/C][C]4.9864[/C][C]3e-06[/C][/ROW]
[ROW][C]4[/C][C]0.512327[/C][C]3.9353[/C][C]0.000111[/C][/ROW]
[ROW][C]5[/C][C]0.362863[/C][C]2.7872[/C][C]0.003571[/C][/ROW]
[ROW][C]6[/C][C]0.212592[/C][C]1.6329[/C][C]0.053903[/C][/ROW]
[ROW][C]7[/C][C]0.055837[/C][C]0.4289[/C][C]0.334782[/C][/ROW]
[ROW][C]8[/C][C]-0.097922[/C][C]-0.7521[/C][C]0.227476[/C][/ROW]
[ROW][C]9[/C][C]-0.24951[/C][C]-1.9165[/C][C]0.030073[/C][/ROW]
[ROW][C]10[/C][C]-0.386274[/C][C]-2.967[/C][C]0.002169[/C][/ROW]
[ROW][C]11[/C][C]-0.50757[/C][C]-3.8987[/C][C]0.000125[/C][/ROW]
[ROW][C]12[/C][C]-0.592977[/C][C]-4.5547[/C][C]1.3e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.628616[/C][C]-4.8285[/C][C]5e-06[/C][/ROW]
[ROW][C]14[/C][C]-0.622069[/C][C]-4.7782[/C][C]6e-06[/C][/ROW]
[ROW][C]15[/C][C]-0.57851[/C][C]-4.4436[/C][C]2e-05[/C][/ROW]
[ROW][C]16[/C][C]-0.527219[/C][C]-4.0496[/C][C]7.6e-05[/C][/ROW]
[ROW][C]17[/C][C]-0.447738[/C][C]-3.4391[/C][C]0.000538[/C][/ROW]
[ROW][C]18[/C][C]-0.358787[/C][C]-2.7559[/C][C]0.003887[/C][/ROW]
[ROW][C]19[/C][C]-0.245076[/C][C]-1.8825[/C][C]0.032354[/C][/ROW]
[ROW][C]20[/C][C]-0.150699[/C][C]-1.1575[/C][C]0.125858[/C][/ROW]
[ROW][C]21[/C][C]-0.05048[/C][C]-0.3877[/C][C]0.349801[/C][/ROW]
[ROW][C]22[/C][C]0.024477[/C][C]0.188[/C][C]0.425756[/C][/ROW]
[ROW][C]23[/C][C]0.127023[/C][C]0.9757[/C][C]0.166604[/C][/ROW]
[ROW][C]24[/C][C]0.211295[/C][C]1.623[/C][C]0.054962[/C][/ROW]
[ROW][C]25[/C][C]0.284095[/C][C]2.1822[/C][C]0.016545[/C][/ROW]
[ROW][C]26[/C][C]0.315048[/C][C]2.4199[/C][C]0.009311[/C][/ROW]
[ROW][C]27[/C][C]0.320388[/C][C]2.4609[/C][C]0.008401[/C][/ROW]
[ROW][C]28[/C][C]0.31882[/C][C]2.4489[/C][C]0.00866[/C][/ROW]
[ROW][C]29[/C][C]0.300765[/C][C]2.3102[/C][C]0.012196[/C][/ROW]
[ROW][C]30[/C][C]0.268994[/C][C]2.0662[/C][C]0.021605[/C][/ROW]
[ROW][C]31[/C][C]0.211823[/C][C]1.627[/C][C]0.054529[/C][/ROW]
[ROW][C]32[/C][C]0.149501[/C][C]1.1483[/C][C]0.127732[/C][/ROW]
[ROW][C]33[/C][C]0.087494[/C][C]0.6721[/C][C]0.252086[/C][/ROW]
[ROW][C]34[/C][C]0.029985[/C][C]0.2303[/C][C]0.409319[/C][/ROW]
[ROW][C]35[/C][C]-0.030852[/C][C]-0.237[/C][C]0.406749[/C][/ROW]
[ROW][C]36[/C][C]-0.092839[/C][C]-0.7131[/C][C]0.239293[/C][/ROW]
[ROW][C]37[/C][C]-0.15334[/C][C]-1.1778[/C][C]0.121798[/C][/ROW]
[ROW][C]38[/C][C]-0.194812[/C][C]-1.4964[/C][C]0.069943[/C][/ROW]
[ROW][C]39[/C][C]-0.216284[/C][C]-1.6613[/C][C]0.050978[/C][/ROW]
[ROW][C]40[/C][C]-0.207374[/C][C]-1.5929[/C][C]0.058267[/C][/ROW]
[ROW][C]41[/C][C]-0.178402[/C][C]-1.3703[/C][C]0.087887[/C][/ROW]
[ROW][C]42[/C][C]-0.142131[/C][C]-1.0917[/C][C]0.139696[/C][/ROW]
[ROW][C]43[/C][C]-0.108536[/C][C]-0.8337[/C][C]0.203911[/C][/ROW]
[ROW][C]44[/C][C]-0.077053[/C][C]-0.5919[/C][C]0.278103[/C][/ROW]
[ROW][C]45[/C][C]-0.058538[/C][C]-0.4496[/C][C]0.327309[/C][/ROW]
[ROW][C]46[/C][C]-0.041861[/C][C]-0.3215[/C][C]0.374469[/C][/ROW]
[ROW][C]47[/C][C]-0.023534[/C][C]-0.1808[/C][C]0.428585[/C][/ROW]
[ROW][C]48[/C][C]0.010356[/C][C]0.0795[/C][C]0.468435[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113911&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113911&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	0.918415	7.0545	0
2	0.807254	6.2006	0
3	0.649171	4.9864	3e-06
4	0.512327	3.9353	0.000111
5	0.362863	2.7872	0.003571
6	0.212592	1.6329	0.053903
7	0.055837	0.4289	0.334782
8	-0.097922	-0.7521	0.227476
9	-0.24951	-1.9165	0.030073
10	-0.386274	-2.967	0.002169
11	-0.50757	-3.8987	0.000125
12	-0.592977	-4.5547	1.3e-05
13	-0.628616	-4.8285	5e-06
14	-0.622069	-4.7782	6e-06
15	-0.57851	-4.4436	2e-05
16	-0.527219	-4.0496	7.6e-05
17	-0.447738	-3.4391	0.000538
18	-0.358787	-2.7559	0.003887
19	-0.245076	-1.8825	0.032354
20	-0.150699	-1.1575	0.125858
21	-0.05048	-0.3877	0.349801
22	0.024477	0.188	0.425756
23	0.127023	0.9757	0.166604
24	0.211295	1.623	0.054962
25	0.284095	2.1822	0.016545
26	0.315048	2.4199	0.009311
27	0.320388	2.4609	0.008401
28	0.31882	2.4489	0.00866
29	0.300765	2.3102	0.012196
30	0.268994	2.0662	0.021605
31	0.211823	1.627	0.054529
32	0.149501	1.1483	0.127732
33	0.087494	0.6721	0.252086
34	0.029985	0.2303	0.409319
35	-0.030852	-0.237	0.406749
36	-0.092839	-0.7131	0.239293
37	-0.15334	-1.1778	0.121798
38	-0.194812	-1.4964	0.069943
39	-0.216284	-1.6613	0.050978
40	-0.207374	-1.5929	0.058267
41	-0.178402	-1.3703	0.087887
42	-0.142131	-1.0917	0.139696
43	-0.108536	-0.8337	0.203911
44	-0.077053	-0.5919	0.278103
45	-0.058538	-0.4496	0.327309
46	-0.041861	-0.3215	0.374469
47	-0.023534	-0.1808	0.428585
48	0.010356	0.0795	0.468435

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.918415	7.0545	0
2	-0.23149	-1.7781	0.040269
3	-0.345945	-2.6573	0.00506
4	0.144391	1.1091	0.135946
5	-0.162494	-1.2481	0.108455
6	-0.217728	-1.6724	0.04987
7	-0.076574	-0.5882	0.279328
8	-0.129652	-0.9959	0.161689
9	-0.188249	-1.446	0.076739
10	-0.091299	-0.7013	0.242941
11	-0.11817	-0.9077	0.18387
12	-0.023307	-0.179	0.429266
13	0.137018	1.0525	0.14844
14	0.001292	0.0099	0.496056
15	0.017104	0.1314	0.447963
16	-0.081174	-0.6235	0.267678
17	0.081966	0.6296	0.265696
18	-0.001066	-0.0082	0.496747
19	0.012315	0.0946	0.46248
20	-0.202494	-1.5554	0.062601
21	0.00206	0.0158	0.493715
22	-0.113694	-0.8733	0.193019
23	0.188901	1.451	0.076041
24	-0.01506	-0.1157	0.454149
25	-0.122298	-0.9394	0.17568
26	-0.022172	-0.1703	0.432675
27	-0.034267	-0.2632	0.396653
28	0.123431	0.9481	0.173475
29	-0.063557	-0.4882	0.313613
30	-0.066321	-0.5094	0.306179
31	-0.086135	-0.6616	0.255396
32	0.005689	0.0437	0.482645
33	0.008575	0.0659	0.473852
34	-0.03695	-0.2838	0.38877
35	0.002398	0.0184	0.492684
36	-0.070748	-0.5434	0.294441
37	0.0024	0.0184	0.492677
38	-0.052782	-0.4054	0.343314
39	0.113743	0.8737	0.192918
40	0.119621	0.9188	0.180964
41	0.151464	1.1634	0.124673
42	-0.176106	-1.3527	0.090657
43	-0.122427	-0.9404	0.175429
44	-0.033745	-0.2592	0.398191
45	-0.056844	-0.4366	0.331987
46	0.005035	0.0387	0.484639
47	-0.085299	-0.6552	0.257444
48	0.014279	0.1097	0.456518

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.918415 & 7.0545 & 0 \tabularnewline
2 & -0.23149 & -1.7781 & 0.040269 \tabularnewline
3 & -0.345945 & -2.6573 & 0.00506 \tabularnewline
4 & 0.144391 & 1.1091 & 0.135946 \tabularnewline
5 & -0.162494 & -1.2481 & 0.108455 \tabularnewline
6 & -0.217728 & -1.6724 & 0.04987 \tabularnewline
7 & -0.076574 & -0.5882 & 0.279328 \tabularnewline
8 & -0.129652 & -0.9959 & 0.161689 \tabularnewline
9 & -0.188249 & -1.446 & 0.076739 \tabularnewline
10 & -0.091299 & -0.7013 & 0.242941 \tabularnewline
11 & -0.11817 & -0.9077 & 0.18387 \tabularnewline
12 & -0.023307 & -0.179 & 0.429266 \tabularnewline
13 & 0.137018 & 1.0525 & 0.14844 \tabularnewline
14 & 0.001292 & 0.0099 & 0.496056 \tabularnewline
15 & 0.017104 & 0.1314 & 0.447963 \tabularnewline
16 & -0.081174 & -0.6235 & 0.267678 \tabularnewline
17 & 0.081966 & 0.6296 & 0.265696 \tabularnewline
18 & -0.001066 & -0.0082 & 0.496747 \tabularnewline
19 & 0.012315 & 0.0946 & 0.46248 \tabularnewline
20 & -0.202494 & -1.5554 & 0.062601 \tabularnewline
21 & 0.00206 & 0.0158 & 0.493715 \tabularnewline
22 & -0.113694 & -0.8733 & 0.193019 \tabularnewline
23 & 0.188901 & 1.451 & 0.076041 \tabularnewline
24 & -0.01506 & -0.1157 & 0.454149 \tabularnewline
25 & -0.122298 & -0.9394 & 0.17568 \tabularnewline
26 & -0.022172 & -0.1703 & 0.432675 \tabularnewline
27 & -0.034267 & -0.2632 & 0.396653 \tabularnewline
28 & 0.123431 & 0.9481 & 0.173475 \tabularnewline
29 & -0.063557 & -0.4882 & 0.313613 \tabularnewline
30 & -0.066321 & -0.5094 & 0.306179 \tabularnewline
31 & -0.086135 & -0.6616 & 0.255396 \tabularnewline
32 & 0.005689 & 0.0437 & 0.482645 \tabularnewline
33 & 0.008575 & 0.0659 & 0.473852 \tabularnewline
34 & -0.03695 & -0.2838 & 0.38877 \tabularnewline
35 & 0.002398 & 0.0184 & 0.492684 \tabularnewline
36 & -0.070748 & -0.5434 & 0.294441 \tabularnewline
37 & 0.0024 & 0.0184 & 0.492677 \tabularnewline
38 & -0.052782 & -0.4054 & 0.343314 \tabularnewline
39 & 0.113743 & 0.8737 & 0.192918 \tabularnewline
40 & 0.119621 & 0.9188 & 0.180964 \tabularnewline
41 & 0.151464 & 1.1634 & 0.124673 \tabularnewline
42 & -0.176106 & -1.3527 & 0.090657 \tabularnewline
43 & -0.122427 & -0.9404 & 0.175429 \tabularnewline
44 & -0.033745 & -0.2592 & 0.398191 \tabularnewline
45 & -0.056844 & -0.4366 & 0.331987 \tabularnewline
46 & 0.005035 & 0.0387 & 0.484639 \tabularnewline
47 & -0.085299 & -0.6552 & 0.257444 \tabularnewline
48 & 0.014279 & 0.1097 & 0.456518 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113911&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]0.918415[/C][C]7.0545[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.23149[/C][C]-1.7781[/C][C]0.040269[/C][/ROW]
[ROW][C]3[/C][C]-0.345945[/C][C]-2.6573[/C][C]0.00506[/C][/ROW]
[ROW][C]4[/C][C]0.144391[/C][C]1.1091[/C][C]0.135946[/C][/ROW]
[ROW][C]5[/C][C]-0.162494[/C][C]-1.2481[/C][C]0.108455[/C][/ROW]
[ROW][C]6[/C][C]-0.217728[/C][C]-1.6724[/C][C]0.04987[/C][/ROW]
[ROW][C]7[/C][C]-0.076574[/C][C]-0.5882[/C][C]0.279328[/C][/ROW]
[ROW][C]8[/C][C]-0.129652[/C][C]-0.9959[/C][C]0.161689[/C][/ROW]
[ROW][C]9[/C][C]-0.188249[/C][C]-1.446[/C][C]0.076739[/C][/ROW]
[ROW][C]10[/C][C]-0.091299[/C][C]-0.7013[/C][C]0.242941[/C][/ROW]
[ROW][C]11[/C][C]-0.11817[/C][C]-0.9077[/C][C]0.18387[/C][/ROW]
[ROW][C]12[/C][C]-0.023307[/C][C]-0.179[/C][C]0.429266[/C][/ROW]
[ROW][C]13[/C][C]0.137018[/C][C]1.0525[/C][C]0.14844[/C][/ROW]
[ROW][C]14[/C][C]0.001292[/C][C]0.0099[/C][C]0.496056[/C][/ROW]
[ROW][C]15[/C][C]0.017104[/C][C]0.1314[/C][C]0.447963[/C][/ROW]
[ROW][C]16[/C][C]-0.081174[/C][C]-0.6235[/C][C]0.267678[/C][/ROW]
[ROW][C]17[/C][C]0.081966[/C][C]0.6296[/C][C]0.265696[/C][/ROW]
[ROW][C]18[/C][C]-0.001066[/C][C]-0.0082[/C][C]0.496747[/C][/ROW]
[ROW][C]19[/C][C]0.012315[/C][C]0.0946[/C][C]0.46248[/C][/ROW]
[ROW][C]20[/C][C]-0.202494[/C][C]-1.5554[/C][C]0.062601[/C][/ROW]
[ROW][C]21[/C][C]0.00206[/C][C]0.0158[/C][C]0.493715[/C][/ROW]
[ROW][C]22[/C][C]-0.113694[/C][C]-0.8733[/C][C]0.193019[/C][/ROW]
[ROW][C]23[/C][C]0.188901[/C][C]1.451[/C][C]0.076041[/C][/ROW]
[ROW][C]24[/C][C]-0.01506[/C][C]-0.1157[/C][C]0.454149[/C][/ROW]
[ROW][C]25[/C][C]-0.122298[/C][C]-0.9394[/C][C]0.17568[/C][/ROW]
[ROW][C]26[/C][C]-0.022172[/C][C]-0.1703[/C][C]0.432675[/C][/ROW]
[ROW][C]27[/C][C]-0.034267[/C][C]-0.2632[/C][C]0.396653[/C][/ROW]
[ROW][C]28[/C][C]0.123431[/C][C]0.9481[/C][C]0.173475[/C][/ROW]
[ROW][C]29[/C][C]-0.063557[/C][C]-0.4882[/C][C]0.313613[/C][/ROW]
[ROW][C]30[/C][C]-0.066321[/C][C]-0.5094[/C][C]0.306179[/C][/ROW]
[ROW][C]31[/C][C]-0.086135[/C][C]-0.6616[/C][C]0.255396[/C][/ROW]
[ROW][C]32[/C][C]0.005689[/C][C]0.0437[/C][C]0.482645[/C][/ROW]
[ROW][C]33[/C][C]0.008575[/C][C]0.0659[/C][C]0.473852[/C][/ROW]
[ROW][C]34[/C][C]-0.03695[/C][C]-0.2838[/C][C]0.38877[/C][/ROW]
[ROW][C]35[/C][C]0.002398[/C][C]0.0184[/C][C]0.492684[/C][/ROW]
[ROW][C]36[/C][C]-0.070748[/C][C]-0.5434[/C][C]0.294441[/C][/ROW]
[ROW][C]37[/C][C]0.0024[/C][C]0.0184[/C][C]0.492677[/C][/ROW]
[ROW][C]38[/C][C]-0.052782[/C][C]-0.4054[/C][C]0.343314[/C][/ROW]
[ROW][C]39[/C][C]0.113743[/C][C]0.8737[/C][C]0.192918[/C][/ROW]
[ROW][C]40[/C][C]0.119621[/C][C]0.9188[/C][C]0.180964[/C][/ROW]
[ROW][C]41[/C][C]0.151464[/C][C]1.1634[/C][C]0.124673[/C][/ROW]
[ROW][C]42[/C][C]-0.176106[/C][C]-1.3527[/C][C]0.090657[/C][/ROW]
[ROW][C]43[/C][C]-0.122427[/C][C]-0.9404[/C][C]0.175429[/C][/ROW]
[ROW][C]44[/C][C]-0.033745[/C][C]-0.2592[/C][C]0.398191[/C][/ROW]
[ROW][C]45[/C][C]-0.056844[/C][C]-0.4366[/C][C]0.331987[/C][/ROW]
[ROW][C]46[/C][C]0.005035[/C][C]0.0387[/C][C]0.484639[/C][/ROW]
[ROW][C]47[/C][C]-0.085299[/C][C]-0.6552[/C][C]0.257444[/C][/ROW]
[ROW][C]48[/C][C]0.014279[/C][C]0.1097[/C][C]0.456518[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113911&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113911&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	0.918415	7.0545	0
2	-0.23149	-1.7781	0.040269
3	-0.345945	-2.6573	0.00506
4	0.144391	1.1091	0.135946
5	-0.162494	-1.2481	0.108455
6	-0.217728	-1.6724	0.04987
7	-0.076574	-0.5882	0.279328
8	-0.129652	-0.9959	0.161689
9	-0.188249	-1.446	0.076739
10	-0.091299	-0.7013	0.242941
11	-0.11817	-0.9077	0.18387
12	-0.023307	-0.179	0.429266
13	0.137018	1.0525	0.14844
14	0.001292	0.0099	0.496056
15	0.017104	0.1314	0.447963
16	-0.081174	-0.6235	0.267678
17	0.081966	0.6296	0.265696
18	-0.001066	-0.0082	0.496747
19	0.012315	0.0946	0.46248
20	-0.202494	-1.5554	0.062601
21	0.00206	0.0158	0.493715
22	-0.113694	-0.8733	0.193019
23	0.188901	1.451	0.076041
24	-0.01506	-0.1157	0.454149
25	-0.122298	-0.9394	0.17568
26	-0.022172	-0.1703	0.432675
27	-0.034267	-0.2632	0.396653
28	0.123431	0.9481	0.173475
29	-0.063557	-0.4882	0.313613
30	-0.066321	-0.5094	0.306179
31	-0.086135	-0.6616	0.255396
32	0.005689	0.0437	0.482645
33	0.008575	0.0659	0.473852
34	-0.03695	-0.2838	0.38877
35	0.002398	0.0184	0.492684
36	-0.070748	-0.5434	0.294441
37	0.0024	0.0184	0.492677
38	-0.052782	-0.4054	0.343314
39	0.113743	0.8737	0.192918
40	0.119621	0.9188	0.180964
41	0.151464	1.1634	0.124673
42	-0.176106	-1.3527	0.090657
43	-0.122427	-0.9404	0.175429
44	-0.033745	-0.2592	0.398191
45	-0.056844	-0.4366	0.331987
46	0.005035	0.0387	0.484639
47	-0.085299	-0.6552	0.257444
48	0.014279	0.1097	0.456518

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;

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 (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