FreeStatistics.org

Free Statistics

of Irreproducible Research!

Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationSat, 13 Dec 2008 02:29:39 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/13/t1229160626drbts52or2ilvvr.htm/, Retrieved Fri, 24 May 2024 05:06:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32905, Retrieved Fri, 24 May 2024 05:06:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact230

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [ACF d=0 D=0 voor Xt] [2008-12-13 09:26:24] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   PD    [(Partial) Autocorrelation Function] [ACF d=0 D=1] [2008-12-13 09:29:39] [e7b1048c2c3a353441b9143db4404b91] [Current]
- RMPD      [Standard Deviation-Mean Plot] [Standard Deviatio...] [2008-12-13 09:34:07] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RMPD      [Variance Reduction Matrix] [VRM Xt] [2008-12-13 09:39:37] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RMPD      [Spectral Analysis] [Spectral Analysis Xt] [2008-12-13 09:45:55] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   PD        [Spectral Analysis] [Spectral analysis...] [2008-12-13 09:51:22] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   P           [Spectral Analysis] [Spectral analysis...] [2008-12-13 10:03:15] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RM D            [Standard Deviation-Mean Plot] [Standard Deviatio...] [2008-12-13 10:17:49] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RM D            [(Partial) Autocorrelation Function] [ACF d=0 D=0 Yt] [2008-12-13 10:28:35] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                   [(Partial) Autocorrelation Function] [ACF d=1 D=0] [2008-12-13 10:37:30] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                     [(Partial) Autocorrelation Function] [ACF d=1 d=0 Yt] [2008-12-13 10:40:32] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                     [(Partial) Autocorrelation Function] [ACF d=1 D=1] [2008-12-13 10:45:20] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                       [(Partial) Autocorrelation Function] [ACF d=1 D=2] [2008-12-13 10:47:44] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                       [(Partial) Autocorrelation Function] [ACF d=2 D=1] [2008-12-13 10:56:10] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RM                      [Spectral Analysis] [Spectral analysis...] [2008-12-13 11:06:55] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                           [Spectral Analysis] [Spectral analysis] [2008-12-13 11:11:24] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                             [Spectral Analysis] [Spectral analysis...] [2008-12-13 11:14:56] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                               [Spectral Analysis] [ACF D=1 d=2] [2008-12-13 11:17:54] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   P                             [Spectral Analysis] [Spectral Analysis...] [2008-12-22 20:25:12] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RM D            [Variance Reduction Matrix] [VRM Yt] [2008-12-13 10:32:57] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RMPD      [Cross Correlation Function] [CCF met transform...] [2008-12-13 12:06:25] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RMPD      [ARIMA Backward Selection] [BSM consumptiegoe...] [2008-12-13 12:31:32] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RMPD      [ARIMA Backward Selection] [BSM werkloosheid] [2008-12-13 12:34:35] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RMPD      [ARIMA Forecasting] [ARIMA werkloosheid] [2008-12-13 12:40:21] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   PD      [(Partial) Autocorrelation Function] [step 1 ACF d=0 D=0] [2008-12-13 13:32:41] [b1bd16d1f47bfe13feacf1c27a0abba5]
-             [(Partial) Autocorrelation Function] [step 1 ACF d=1 D=0] [2008-12-13 13:35:54] [b1bd16d1f47bfe13feacf1c27a0abba5]
-               [(Partial) Autocorrelation Function] [step 1 ACF d=1 D=1] [2008-12-13 13:38:15] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                 [(Partial) Autocorrelation Function] [step 1 ACF d=1 D=2] [2008-12-13 13:42:02] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                   [(Partial) Autocorrelation Function] [step 5 ACF d=2 D=1] [2008-12-13 13:44:59] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RM                [Variance Reduction Matrix] [step 1 VRM] [2008-12-13 13:47:47] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RM                [Spectral Analysis] [step 1 SA d=0 D=0] [2008-12-13 13:50:36] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                     [Spectral Analysis] [step 1 SA d=1 D=0] [2008-12-13 13:53:15] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                       [Spectral Analysis] [step 1 SA d=1 D=1] [2008-12-13 13:55:28] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                         [Spectral Analysis] [step 1 SA d=2 D=1] [2008-12-13 14:01:12] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RM                        [Standard Deviation-Mean Plot] [step 1 SDMP] [2008-12-13 14:06:36] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                   [(Partial) Autocorrelation Function] [step 1 d=2 D=1] [2008-12-13 14:13:29] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RM                [ARIMA Backward Selection] [step 1 BSM ] [2008-12-13 14:17:36] [b1bd16d1f47bfe13feacf1c27a0abba5]
F RM                [ARIMA Forecasting] [step 1 ARIMA fore...] [2008-12-13 14:21:46] [b1bd16d1f47bfe13feacf1c27a0abba5]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
97.8
107.4
117.5
105.6
97.4
99.5
98
104.3
100.6
101.1
103.9
96.9
95.5
108.4
117
103.8
100.8
110.6
104
112.6
107.3
98.9
109.8
104.9
102.2
123.9
124.9
112.7
121.9
100.6
104.3
120.4
107.5
102.9
125.6
107.5
108.8
128.4
121.1
119.5
128.7
108.7
105.5
119.8
111.3
110.6
120.1
97.5
107.7
127.3
117.2
119.8
116.2
111
112.4
130.6
109.1
118.8
123.9
101.6
112.8
128
129.6
125.8
119.5
115.7
113.6
129.7
112
116.8
127
112.1
114.2
121.1
131.6
125
120.4
117.7
117.5
120.6
127.5
112.3
124.5
115.2

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32905&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32905&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32905&T=0

As an alternative you can also use a QR Code:  
QR Code


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

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0519540.44080.330322
20.0549790.46650.321129
30.2355171.99840.024724
4-0.03109-0.26380.396342
50.020080.17040.432593
60.2152061.82610.035992
7-0.135017-1.14570.127866
80.0934810.79320.215131
90.2412812.04730.022137
10-0.154771-1.31330.09663
11-0.108411-0.91990.180348
12-0.13759-1.16750.123432
13-0.197828-1.67860.04878
140.0713560.60550.273385
15-0.067591-0.57350.284038
16-0.120953-1.02630.154089
170.1683251.42830.078767
18-0.010456-0.08870.464775
19-0.21703-1.84160.034829
20-0.007498-0.06360.474725
210.0071010.06030.476059
22-0.123649-1.04920.148799
230.1474541.25120.107458
24-0.248789-2.1110.019121
25-0.09443-0.80130.212807
260.0547880.46490.321705
270.0223780.18990.424966
28-0.12716-1.0790.142096
290.0776320.65870.256087
30-0.002124-0.0180.492837
310.0746490.63340.264233
320.0864110.73320.232903
33-0.14639-1.24220.109104
340.03480.29530.384311
350.1438161.22030.113163
360.0350140.29710.383621
370.145691.23620.110196
380.0653250.55430.290546
39-0.037974-0.32220.374109
400.0626240.53140.298395
41-0.050057-0.42470.336145
42-0.150069-1.27340.103489
430.0551450.46790.320628
440.0585020.49640.310561
45-0.109865-0.93220.177165
460.0768430.6520.258227
47-0.074428-0.63150.264842
48-0.130368-1.10620.136159

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.051954 & 0.4408 & 0.330322 \tabularnewline
2 & 0.054979 & 0.4665 & 0.321129 \tabularnewline
3 & 0.235517 & 1.9984 & 0.024724 \tabularnewline
4 & -0.03109 & -0.2638 & 0.396342 \tabularnewline
5 & 0.02008 & 0.1704 & 0.432593 \tabularnewline
6 & 0.215206 & 1.8261 & 0.035992 \tabularnewline
7 & -0.135017 & -1.1457 & 0.127866 \tabularnewline
8 & 0.093481 & 0.7932 & 0.215131 \tabularnewline
9 & 0.241281 & 2.0473 & 0.022137 \tabularnewline
10 & -0.154771 & -1.3133 & 0.09663 \tabularnewline
11 & -0.108411 & -0.9199 & 0.180348 \tabularnewline
12 & -0.13759 & -1.1675 & 0.123432 \tabularnewline
13 & -0.197828 & -1.6786 & 0.04878 \tabularnewline
14 & 0.071356 & 0.6055 & 0.273385 \tabularnewline
15 & -0.067591 & -0.5735 & 0.284038 \tabularnewline
16 & -0.120953 & -1.0263 & 0.154089 \tabularnewline
17 & 0.168325 & 1.4283 & 0.078767 \tabularnewline
18 & -0.010456 & -0.0887 & 0.464775 \tabularnewline
19 & -0.21703 & -1.8416 & 0.034829 \tabularnewline
20 & -0.007498 & -0.0636 & 0.474725 \tabularnewline
21 & 0.007101 & 0.0603 & 0.476059 \tabularnewline
22 & -0.123649 & -1.0492 & 0.148799 \tabularnewline
23 & 0.147454 & 1.2512 & 0.107458 \tabularnewline
24 & -0.248789 & -2.111 & 0.019121 \tabularnewline
25 & -0.09443 & -0.8013 & 0.212807 \tabularnewline
26 & 0.054788 & 0.4649 & 0.321705 \tabularnewline
27 & 0.022378 & 0.1899 & 0.424966 \tabularnewline
28 & -0.12716 & -1.079 & 0.142096 \tabularnewline
29 & 0.077632 & 0.6587 & 0.256087 \tabularnewline
30 & -0.002124 & -0.018 & 0.492837 \tabularnewline
31 & 0.074649 & 0.6334 & 0.264233 \tabularnewline
32 & 0.086411 & 0.7332 & 0.232903 \tabularnewline
33 & -0.14639 & -1.2422 & 0.109104 \tabularnewline
34 & 0.0348 & 0.2953 & 0.384311 \tabularnewline
35 & 0.143816 & 1.2203 & 0.113163 \tabularnewline
36 & 0.035014 & 0.2971 & 0.383621 \tabularnewline
37 & 0.14569 & 1.2362 & 0.110196 \tabularnewline
38 & 0.065325 & 0.5543 & 0.290546 \tabularnewline
39 & -0.037974 & -0.3222 & 0.374109 \tabularnewline
40 & 0.062624 & 0.5314 & 0.298395 \tabularnewline
41 & -0.050057 & -0.4247 & 0.336145 \tabularnewline
42 & -0.150069 & -1.2734 & 0.103489 \tabularnewline
43 & 0.055145 & 0.4679 & 0.320628 \tabularnewline
44 & 0.058502 & 0.4964 & 0.310561 \tabularnewline
45 & -0.109865 & -0.9322 & 0.177165 \tabularnewline
46 & 0.076843 & 0.652 & 0.258227 \tabularnewline
47 & -0.074428 & -0.6315 & 0.264842 \tabularnewline
48 & -0.130368 & -1.1062 & 0.136159 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32905&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]0.051954[/C][C]0.4408[/C][C]0.330322[/C][/ROW]
[ROW][C]2[/C][C]0.054979[/C][C]0.4665[/C][C]0.321129[/C][/ROW]
[ROW][C]3[/C][C]0.235517[/C][C]1.9984[/C][C]0.024724[/C][/ROW]
[ROW][C]4[/C][C]-0.03109[/C][C]-0.2638[/C][C]0.396342[/C][/ROW]
[ROW][C]5[/C][C]0.02008[/C][C]0.1704[/C][C]0.432593[/C][/ROW]
[ROW][C]6[/C][C]0.215206[/C][C]1.8261[/C][C]0.035992[/C][/ROW]
[ROW][C]7[/C][C]-0.135017[/C][C]-1.1457[/C][C]0.127866[/C][/ROW]
[ROW][C]8[/C][C]0.093481[/C][C]0.7932[/C][C]0.215131[/C][/ROW]
[ROW][C]9[/C][C]0.241281[/C][C]2.0473[/C][C]0.022137[/C][/ROW]
[ROW][C]10[/C][C]-0.154771[/C][C]-1.3133[/C][C]0.09663[/C][/ROW]
[ROW][C]11[/C][C]-0.108411[/C][C]-0.9199[/C][C]0.180348[/C][/ROW]
[ROW][C]12[/C][C]-0.13759[/C][C]-1.1675[/C][C]0.123432[/C][/ROW]
[ROW][C]13[/C][C]-0.197828[/C][C]-1.6786[/C][C]0.04878[/C][/ROW]
[ROW][C]14[/C][C]0.071356[/C][C]0.6055[/C][C]0.273385[/C][/ROW]
[ROW][C]15[/C][C]-0.067591[/C][C]-0.5735[/C][C]0.284038[/C][/ROW]
[ROW][C]16[/C][C]-0.120953[/C][C]-1.0263[/C][C]0.154089[/C][/ROW]
[ROW][C]17[/C][C]0.168325[/C][C]1.4283[/C][C]0.078767[/C][/ROW]
[ROW][C]18[/C][C]-0.010456[/C][C]-0.0887[/C][C]0.464775[/C][/ROW]
[ROW][C]19[/C][C]-0.21703[/C][C]-1.8416[/C][C]0.034829[/C][/ROW]
[ROW][C]20[/C][C]-0.007498[/C][C]-0.0636[/C][C]0.474725[/C][/ROW]
[ROW][C]21[/C][C]0.007101[/C][C]0.0603[/C][C]0.476059[/C][/ROW]
[ROW][C]22[/C][C]-0.123649[/C][C]-1.0492[/C][C]0.148799[/C][/ROW]
[ROW][C]23[/C][C]0.147454[/C][C]1.2512[/C][C]0.107458[/C][/ROW]
[ROW][C]24[/C][C]-0.248789[/C][C]-2.111[/C][C]0.019121[/C][/ROW]
[ROW][C]25[/C][C]-0.09443[/C][C]-0.8013[/C][C]0.212807[/C][/ROW]
[ROW][C]26[/C][C]0.054788[/C][C]0.4649[/C][C]0.321705[/C][/ROW]
[ROW][C]27[/C][C]0.022378[/C][C]0.1899[/C][C]0.424966[/C][/ROW]
[ROW][C]28[/C][C]-0.12716[/C][C]-1.079[/C][C]0.142096[/C][/ROW]
[ROW][C]29[/C][C]0.077632[/C][C]0.6587[/C][C]0.256087[/C][/ROW]
[ROW][C]30[/C][C]-0.002124[/C][C]-0.018[/C][C]0.492837[/C][/ROW]
[ROW][C]31[/C][C]0.074649[/C][C]0.6334[/C][C]0.264233[/C][/ROW]
[ROW][C]32[/C][C]0.086411[/C][C]0.7332[/C][C]0.232903[/C][/ROW]
[ROW][C]33[/C][C]-0.14639[/C][C]-1.2422[/C][C]0.109104[/C][/ROW]
[ROW][C]34[/C][C]0.0348[/C][C]0.2953[/C][C]0.384311[/C][/ROW]
[ROW][C]35[/C][C]0.143816[/C][C]1.2203[/C][C]0.113163[/C][/ROW]
[ROW][C]36[/C][C]0.035014[/C][C]0.2971[/C][C]0.383621[/C][/ROW]
[ROW][C]37[/C][C]0.14569[/C][C]1.2362[/C][C]0.110196[/C][/ROW]
[ROW][C]38[/C][C]0.065325[/C][C]0.5543[/C][C]0.290546[/C][/ROW]
[ROW][C]39[/C][C]-0.037974[/C][C]-0.3222[/C][C]0.374109[/C][/ROW]
[ROW][C]40[/C][C]0.062624[/C][C]0.5314[/C][C]0.298395[/C][/ROW]
[ROW][C]41[/C][C]-0.050057[/C][C]-0.4247[/C][C]0.336145[/C][/ROW]
[ROW][C]42[/C][C]-0.150069[/C][C]-1.2734[/C][C]0.103489[/C][/ROW]
[ROW][C]43[/C][C]0.055145[/C][C]0.4679[/C][C]0.320628[/C][/ROW]
[ROW][C]44[/C][C]0.058502[/C][C]0.4964[/C][C]0.310561[/C][/ROW]
[ROW][C]45[/C][C]-0.109865[/C][C]-0.9322[/C][C]0.177165[/C][/ROW]
[ROW][C]46[/C][C]0.076843[/C][C]0.652[/C][C]0.258227[/C][/ROW]
[ROW][C]47[/C][C]-0.074428[/C][C]-0.6315[/C][C]0.264842[/C][/ROW]
[ROW][C]48[/C][C]-0.130368[/C][C]-1.1062[/C][C]0.136159[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32905&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32905&T=1

As an alternative you can also use a QR Code:  
QR Code


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

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0519540.44080.330322
20.0549790.46650.321129
30.2355171.99840.024724
4-0.03109-0.26380.396342
50.020080.17040.432593
60.2152061.82610.035992
7-0.135017-1.14570.127866
80.0934810.79320.215131
90.2412812.04730.022137
10-0.154771-1.31330.09663
11-0.108411-0.91990.180348
12-0.13759-1.16750.123432
13-0.197828-1.67860.04878
140.0713560.60550.273385
15-0.067591-0.57350.284038
16-0.120953-1.02630.154089
170.1683251.42830.078767
18-0.010456-0.08870.464775
19-0.21703-1.84160.034829
20-0.007498-0.06360.474725
210.0071010.06030.476059
22-0.123649-1.04920.148799
230.1474541.25120.107458
24-0.248789-2.1110.019121
25-0.09443-0.80130.212807
260.0547880.46490.321705
270.0223780.18990.424966
28-0.12716-1.0790.142096
290.0776320.65870.256087
30-0.002124-0.0180.492837
310.0746490.63340.264233
320.0864110.73320.232903
33-0.14639-1.24220.109104
340.03480.29530.384311
350.1438161.22030.113163
360.0350140.29710.383621
370.145691.23620.110196
380.0653250.55430.290546
39-0.037974-0.32220.374109
400.0626240.53140.298395
41-0.050057-0.42470.336145
42-0.150069-1.27340.103489
430.0551450.46790.320628
440.0585020.49640.310561
45-0.109865-0.93220.177165
460.0768430.6520.258227
47-0.074428-0.63150.264842
48-0.130368-1.10620.136159






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0519540.44080.330322
20.0524210.44480.328896
30.2313451.9630.026753
4-0.057476-0.48770.313623
50.0016820.01430.494328
60.1744111.47990.071628
7-0.147571-1.25220.107278
80.0957860.81280.209514
90.1816581.54140.0638
10-0.143677-1.21910.113385
11-0.182767-1.55080.062663
12-0.244979-2.07870.020604
13-0.063777-0.54120.295031
140.1335921.13360.130369
15-0.054291-0.46070.32321
160.0147060.12480.45052
170.1624381.37830.086185
180.0138440.11750.453406
19-0.195376-1.65780.050852
20-0.048854-0.41450.339857
210.2300991.95250.027386
22-0.107919-0.91570.181435
23-0.080513-0.68320.248344
24-0.357341-3.03210.001687
25-0.017171-0.14570.442284
26-0.015313-0.12990.448491
270.2063671.75110.042095
280.089850.76240.224156
290.1288051.09290.139031
300.0307270.26070.397523
31-0.079687-0.67620.25055
320.0094560.08020.468135
33-0.005213-0.04420.482421
340.0433550.36790.357021
35-0.037032-0.31420.37713
36-0.079426-0.6740.25125
370.0198880.16880.433233
38-0.056716-0.48120.3159
39-0.015075-0.12790.449287
400.0588060.4990.309655
410.0692430.58750.279336
420.0192260.16310.435433
43-0.101502-0.86130.195974
44-0.042304-0.3590.360337
45-0.079649-0.67580.250653
460.02940.24950.401855
470.0470720.39940.345384
48-0.188932-1.60310.056641

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.051954 & 0.4408 & 0.330322 \tabularnewline
2 & 0.052421 & 0.4448 & 0.328896 \tabularnewline
3 & 0.231345 & 1.963 & 0.026753 \tabularnewline
4 & -0.057476 & -0.4877 & 0.313623 \tabularnewline
5 & 0.001682 & 0.0143 & 0.494328 \tabularnewline
6 & 0.174411 & 1.4799 & 0.071628 \tabularnewline
7 & -0.147571 & -1.2522 & 0.107278 \tabularnewline
8 & 0.095786 & 0.8128 & 0.209514 \tabularnewline
9 & 0.181658 & 1.5414 & 0.0638 \tabularnewline
10 & -0.143677 & -1.2191 & 0.113385 \tabularnewline
11 & -0.182767 & -1.5508 & 0.062663 \tabularnewline
12 & -0.244979 & -2.0787 & 0.020604 \tabularnewline
13 & -0.063777 & -0.5412 & 0.295031 \tabularnewline
14 & 0.133592 & 1.1336 & 0.130369 \tabularnewline
15 & -0.054291 & -0.4607 & 0.32321 \tabularnewline
16 & 0.014706 & 0.1248 & 0.45052 \tabularnewline
17 & 0.162438 & 1.3783 & 0.086185 \tabularnewline
18 & 0.013844 & 0.1175 & 0.453406 \tabularnewline
19 & -0.195376 & -1.6578 & 0.050852 \tabularnewline
20 & -0.048854 & -0.4145 & 0.339857 \tabularnewline
21 & 0.230099 & 1.9525 & 0.027386 \tabularnewline
22 & -0.107919 & -0.9157 & 0.181435 \tabularnewline
23 & -0.080513 & -0.6832 & 0.248344 \tabularnewline
24 & -0.357341 & -3.0321 & 0.001687 \tabularnewline
25 & -0.017171 & -0.1457 & 0.442284 \tabularnewline
26 & -0.015313 & -0.1299 & 0.448491 \tabularnewline
27 & 0.206367 & 1.7511 & 0.042095 \tabularnewline
28 & 0.08985 & 0.7624 & 0.224156 \tabularnewline
29 & 0.128805 & 1.0929 & 0.139031 \tabularnewline
30 & 0.030727 & 0.2607 & 0.397523 \tabularnewline
31 & -0.079687 & -0.6762 & 0.25055 \tabularnewline
32 & 0.009456 & 0.0802 & 0.468135 \tabularnewline
33 & -0.005213 & -0.0442 & 0.482421 \tabularnewline
34 & 0.043355 & 0.3679 & 0.357021 \tabularnewline
35 & -0.037032 & -0.3142 & 0.37713 \tabularnewline
36 & -0.079426 & -0.674 & 0.25125 \tabularnewline
37 & 0.019888 & 0.1688 & 0.433233 \tabularnewline
38 & -0.056716 & -0.4812 & 0.3159 \tabularnewline
39 & -0.015075 & -0.1279 & 0.449287 \tabularnewline
40 & 0.058806 & 0.499 & 0.309655 \tabularnewline
41 & 0.069243 & 0.5875 & 0.279336 \tabularnewline
42 & 0.019226 & 0.1631 & 0.435433 \tabularnewline
43 & -0.101502 & -0.8613 & 0.195974 \tabularnewline
44 & -0.042304 & -0.359 & 0.360337 \tabularnewline
45 & -0.079649 & -0.6758 & 0.250653 \tabularnewline
46 & 0.0294 & 0.2495 & 0.401855 \tabularnewline
47 & 0.047072 & 0.3994 & 0.345384 \tabularnewline
48 & -0.188932 & -1.6031 & 0.056641 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32905&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]0.051954[/C][C]0.4408[/C][C]0.330322[/C][/ROW]
[ROW][C]2[/C][C]0.052421[/C][C]0.4448[/C][C]0.328896[/C][/ROW]
[ROW][C]3[/C][C]0.231345[/C][C]1.963[/C][C]0.026753[/C][/ROW]
[ROW][C]4[/C][C]-0.057476[/C][C]-0.4877[/C][C]0.313623[/C][/ROW]
[ROW][C]5[/C][C]0.001682[/C][C]0.0143[/C][C]0.494328[/C][/ROW]
[ROW][C]6[/C][C]0.174411[/C][C]1.4799[/C][C]0.071628[/C][/ROW]
[ROW][C]7[/C][C]-0.147571[/C][C]-1.2522[/C][C]0.107278[/C][/ROW]
[ROW][C]8[/C][C]0.095786[/C][C]0.8128[/C][C]0.209514[/C][/ROW]
[ROW][C]9[/C][C]0.181658[/C][C]1.5414[/C][C]0.0638[/C][/ROW]
[ROW][C]10[/C][C]-0.143677[/C][C]-1.2191[/C][C]0.113385[/C][/ROW]
[ROW][C]11[/C][C]-0.182767[/C][C]-1.5508[/C][C]0.062663[/C][/ROW]
[ROW][C]12[/C][C]-0.244979[/C][C]-2.0787[/C][C]0.020604[/C][/ROW]
[ROW][C]13[/C][C]-0.063777[/C][C]-0.5412[/C][C]0.295031[/C][/ROW]
[ROW][C]14[/C][C]0.133592[/C][C]1.1336[/C][C]0.130369[/C][/ROW]
[ROW][C]15[/C][C]-0.054291[/C][C]-0.4607[/C][C]0.32321[/C][/ROW]
[ROW][C]16[/C][C]0.014706[/C][C]0.1248[/C][C]0.45052[/C][/ROW]
[ROW][C]17[/C][C]0.162438[/C][C]1.3783[/C][C]0.086185[/C][/ROW]
[ROW][C]18[/C][C]0.013844[/C][C]0.1175[/C][C]0.453406[/C][/ROW]
[ROW][C]19[/C][C]-0.195376[/C][C]-1.6578[/C][C]0.050852[/C][/ROW]
[ROW][C]20[/C][C]-0.048854[/C][C]-0.4145[/C][C]0.339857[/C][/ROW]
[ROW][C]21[/C][C]0.230099[/C][C]1.9525[/C][C]0.027386[/C][/ROW]
[ROW][C]22[/C][C]-0.107919[/C][C]-0.9157[/C][C]0.181435[/C][/ROW]
[ROW][C]23[/C][C]-0.080513[/C][C]-0.6832[/C][C]0.248344[/C][/ROW]
[ROW][C]24[/C][C]-0.357341[/C][C]-3.0321[/C][C]0.001687[/C][/ROW]
[ROW][C]25[/C][C]-0.017171[/C][C]-0.1457[/C][C]0.442284[/C][/ROW]
[ROW][C]26[/C][C]-0.015313[/C][C]-0.1299[/C][C]0.448491[/C][/ROW]
[ROW][C]27[/C][C]0.206367[/C][C]1.7511[/C][C]0.042095[/C][/ROW]
[ROW][C]28[/C][C]0.08985[/C][C]0.7624[/C][C]0.224156[/C][/ROW]
[ROW][C]29[/C][C]0.128805[/C][C]1.0929[/C][C]0.139031[/C][/ROW]
[ROW][C]30[/C][C]0.030727[/C][C]0.2607[/C][C]0.397523[/C][/ROW]
[ROW][C]31[/C][C]-0.079687[/C][C]-0.6762[/C][C]0.25055[/C][/ROW]
[ROW][C]32[/C][C]0.009456[/C][C]0.0802[/C][C]0.468135[/C][/ROW]
[ROW][C]33[/C][C]-0.005213[/C][C]-0.0442[/C][C]0.482421[/C][/ROW]
[ROW][C]34[/C][C]0.043355[/C][C]0.3679[/C][C]0.357021[/C][/ROW]
[ROW][C]35[/C][C]-0.037032[/C][C]-0.3142[/C][C]0.37713[/C][/ROW]
[ROW][C]36[/C][C]-0.079426[/C][C]-0.674[/C][C]0.25125[/C][/ROW]
[ROW][C]37[/C][C]0.019888[/C][C]0.1688[/C][C]0.433233[/C][/ROW]
[ROW][C]38[/C][C]-0.056716[/C][C]-0.4812[/C][C]0.3159[/C][/ROW]
[ROW][C]39[/C][C]-0.015075[/C][C]-0.1279[/C][C]0.449287[/C][/ROW]
[ROW][C]40[/C][C]0.058806[/C][C]0.499[/C][C]0.309655[/C][/ROW]
[ROW][C]41[/C][C]0.069243[/C][C]0.5875[/C][C]0.279336[/C][/ROW]
[ROW][C]42[/C][C]0.019226[/C][C]0.1631[/C][C]0.435433[/C][/ROW]
[ROW][C]43[/C][C]-0.101502[/C][C]-0.8613[/C][C]0.195974[/C][/ROW]
[ROW][C]44[/C][C]-0.042304[/C][C]-0.359[/C][C]0.360337[/C][/ROW]
[ROW][C]45[/C][C]-0.079649[/C][C]-0.6758[/C][C]0.250653[/C][/ROW]
[ROW][C]46[/C][C]0.0294[/C][C]0.2495[/C][C]0.401855[/C][/ROW]
[ROW][C]47[/C][C]0.047072[/C][C]0.3994[/C][C]0.345384[/C][/ROW]
[ROW][C]48[/C][C]-0.188932[/C][C]-1.6031[/C][C]0.056641[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32905&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32905&T=2

As an alternative you can also use a QR Code:  
QR Code


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

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0519540.44080.330322
20.0524210.44480.328896
30.2313451.9630.026753
4-0.057476-0.48770.313623
50.0016820.01430.494328
60.1744111.47990.071628
7-0.147571-1.25220.107278
80.0957860.81280.209514
90.1816581.54140.0638
10-0.143677-1.21910.113385
11-0.182767-1.55080.062663
12-0.244979-2.07870.020604
13-0.063777-0.54120.295031
140.1335921.13360.130369
15-0.054291-0.46070.32321
160.0147060.12480.45052
170.1624381.37830.086185
180.0138440.11750.453406
19-0.195376-1.65780.050852
20-0.048854-0.41450.339857
210.2300991.95250.027386
22-0.107919-0.91570.181435
23-0.080513-0.68320.248344
24-0.357341-3.03210.001687
25-0.017171-0.14570.442284
26-0.015313-0.12990.448491
270.2063671.75110.042095
280.089850.76240.224156
290.1288051.09290.139031
300.0307270.26070.397523
31-0.079687-0.67620.25055
320.0094560.08020.468135
33-0.005213-0.04420.482421
340.0433550.36790.357021
35-0.037032-0.31420.37713
36-0.079426-0.6740.25125
370.0198880.16880.433233
38-0.056716-0.48120.3159
39-0.015075-0.12790.449287
400.0588060.4990.309655
410.0692430.58750.279336
420.0192260.16310.435433
43-0.101502-0.86130.195974
44-0.042304-0.3590.360337
45-0.079649-0.67580.250653
460.02940.24950.401855
470.0470720.39940.345384
48-0.188932-1.60310.056641


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
R code (references can be found in the software module):
if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')