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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 05:54:41 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/04/t125993260915ukxyd15qzbmcx.htm/, Retrieved Sun, 28 Apr 2024 16:49:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63473, Retrieved Sun, 28 Apr 2024 16:49:41 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

114

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] [WS8 Identifying I...] [2009-11-27 16:18:42] [8733f8ed033058987ec00f5e71b74854]
-   PD          [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 16:57:28] [8733f8ed033058987ec00f5e71b74854]
-                 [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 17:05:41] [8733f8ed033058987ec00f5e71b74854]
-                   [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 17:12:07] [8733f8ed033058987ec00f5e71b74854]
-                     [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 17:21:03] [8733f8ed033058987ec00f5e71b74854]
-   P                     [(Partial) Autocorrelation Function] [WS9 Estimation of...] [2009-12-04 12:54:41] [c6e373ff11c42d4585d53e9e88ed5606] [Current]

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Dataseries X:

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Histogram

Boxplots

7.1
6.9
6.8
7.5
7.6
7.8
8.0
8.1
8.2
8.3
8.2
8.0
7.9
7.6
7.6
8.3
8.4
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.0
8.2
8.1
8.1
8.0
7.9
7.9
8.0
8.0
7.9
8.0
7.7
7.2
7.5
7.3
7.0
7.0
7.0
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8.0
8.0
7.7
7.3
7.4
8.1
8.3
8.2

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

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63473&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63473&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63473&T=0

As an alternative you can also use a QR Code:

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

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

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.249461	2.1748	0.01638
2	-0.196184	-1.7103	0.045646
3	-0.536536	-4.6774	6e-06
4	-0.443302	-3.8646	0.000116
5	-0.05716	-0.4983	0.309854
6	0.220622	1.9233	0.029091
7	0.356159	3.1049	0.001337
8	0.20699	1.8045	0.037558
9	-0.036701	-0.32	0.374942
10	-0.135578	-1.1819	0.120458
11	-0.108545	-0.9463	0.173505
12	-0.231747	-2.0203	0.023437
13	-0.021878	-0.1907	0.424624
14	0.146188	1.2744	0.103196
15	0.192054	1.6743	0.049093
16	0.069065	0.6021	0.274451
17	-0.089592	-0.781	0.218602
18	-0.08025	-0.6996	0.243155
19	-0.169425	-1.477	0.071902
20	0.044582	0.3887	0.349309
21	0.219496	1.9135	0.029724
22	0.067901	0.592	0.27782
23	-0.045885	-0.4	0.345135
24	-0.230151	-2.0064	0.024185
25	-0.036904	-0.3217	0.374274
26	0.105053	0.9158	0.181326
27	0.150205	1.3095	0.097162
28	0.023008	0.2006	0.420782
29	-0.085356	-0.7441	0.229549
30	-0.230245	-2.0072	0.02414
31	0.040546	0.3535	0.362358
32	0.149045	1.2993	0.098877
33	0.146259	1.2751	0.103086
34	0.071709	0.6251	0.266876
35	-0.1356	-1.1821	0.120419
36	-0.19674	-1.7151	0.045198
37	-0.141029	-1.2295	0.111345
38	0.083892	0.7314	0.233406
39	0.19496	1.6996	0.046646
40	0.134106	1.1691	0.123007
41	0.077033	0.6716	0.251952
42	-0.067928	-0.5922	0.277744
43	-0.145189	-1.2657	0.104738
44	-0.213034	-1.8572	0.033579
45	-0.1208	-1.0531	0.147815
46	0.091709	0.7995	0.213246
47	0.226033	1.9705	0.026211
48	0.25863	2.2547	0.013516

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.249461 & 2.1748 & 0.01638 \tabularnewline
2 & -0.196184 & -1.7103 & 0.045646 \tabularnewline
3 & -0.536536 & -4.6774 & 6e-06 \tabularnewline
4 & -0.443302 & -3.8646 & 0.000116 \tabularnewline
5 & -0.05716 & -0.4983 & 0.309854 \tabularnewline
6 & 0.220622 & 1.9233 & 0.029091 \tabularnewline
7 & 0.356159 & 3.1049 & 0.001337 \tabularnewline
8 & 0.20699 & 1.8045 & 0.037558 \tabularnewline
9 & -0.036701 & -0.32 & 0.374942 \tabularnewline
10 & -0.135578 & -1.1819 & 0.120458 \tabularnewline
11 & -0.108545 & -0.9463 & 0.173505 \tabularnewline
12 & -0.231747 & -2.0203 & 0.023437 \tabularnewline
13 & -0.021878 & -0.1907 & 0.424624 \tabularnewline
14 & 0.146188 & 1.2744 & 0.103196 \tabularnewline
15 & 0.192054 & 1.6743 & 0.049093 \tabularnewline
16 & 0.069065 & 0.6021 & 0.274451 \tabularnewline
17 & -0.089592 & -0.781 & 0.218602 \tabularnewline
18 & -0.08025 & -0.6996 & 0.243155 \tabularnewline
19 & -0.169425 & -1.477 & 0.071902 \tabularnewline
20 & 0.044582 & 0.3887 & 0.349309 \tabularnewline
21 & 0.219496 & 1.9135 & 0.029724 \tabularnewline
22 & 0.067901 & 0.592 & 0.27782 \tabularnewline
23 & -0.045885 & -0.4 & 0.345135 \tabularnewline
24 & -0.230151 & -2.0064 & 0.024185 \tabularnewline
25 & -0.036904 & -0.3217 & 0.374274 \tabularnewline
26 & 0.105053 & 0.9158 & 0.181326 \tabularnewline
27 & 0.150205 & 1.3095 & 0.097162 \tabularnewline
28 & 0.023008 & 0.2006 & 0.420782 \tabularnewline
29 & -0.085356 & -0.7441 & 0.229549 \tabularnewline
30 & -0.230245 & -2.0072 & 0.02414 \tabularnewline
31 & 0.040546 & 0.3535 & 0.362358 \tabularnewline
32 & 0.149045 & 1.2993 & 0.098877 \tabularnewline
33 & 0.146259 & 1.2751 & 0.103086 \tabularnewline
34 & 0.071709 & 0.6251 & 0.266876 \tabularnewline
35 & -0.1356 & -1.1821 & 0.120419 \tabularnewline
36 & -0.19674 & -1.7151 & 0.045198 \tabularnewline
37 & -0.141029 & -1.2295 & 0.111345 \tabularnewline
38 & 0.083892 & 0.7314 & 0.233406 \tabularnewline
39 & 0.19496 & 1.6996 & 0.046646 \tabularnewline
40 & 0.134106 & 1.1691 & 0.123007 \tabularnewline
41 & 0.077033 & 0.6716 & 0.251952 \tabularnewline
42 & -0.067928 & -0.5922 & 0.277744 \tabularnewline
43 & -0.145189 & -1.2657 & 0.104738 \tabularnewline
44 & -0.213034 & -1.8572 & 0.033579 \tabularnewline
45 & -0.1208 & -1.0531 & 0.147815 \tabularnewline
46 & 0.091709 & 0.7995 & 0.213246 \tabularnewline
47 & 0.226033 & 1.9705 & 0.026211 \tabularnewline
48 & 0.25863 & 2.2547 & 0.013516 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63473&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]0.249461[/C][C]2.1748[/C][C]0.01638[/C][/ROW]
[ROW][C]2[/C][C]-0.196184[/C][C]-1.7103[/C][C]0.045646[/C][/ROW]
[ROW][C]3[/C][C]-0.536536[/C][C]-4.6774[/C][C]6e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.443302[/C][C]-3.8646[/C][C]0.000116[/C][/ROW]
[ROW][C]5[/C][C]-0.05716[/C][C]-0.4983[/C][C]0.309854[/C][/ROW]
[ROW][C]6[/C][C]0.220622[/C][C]1.9233[/C][C]0.029091[/C][/ROW]
[ROW][C]7[/C][C]0.356159[/C][C]3.1049[/C][C]0.001337[/C][/ROW]
[ROW][C]8[/C][C]0.20699[/C][C]1.8045[/C][C]0.037558[/C][/ROW]
[ROW][C]9[/C][C]-0.036701[/C][C]-0.32[/C][C]0.374942[/C][/ROW]
[ROW][C]10[/C][C]-0.135578[/C][C]-1.1819[/C][C]0.120458[/C][/ROW]
[ROW][C]11[/C][C]-0.108545[/C][C]-0.9463[/C][C]0.173505[/C][/ROW]
[ROW][C]12[/C][C]-0.231747[/C][C]-2.0203[/C][C]0.023437[/C][/ROW]
[ROW][C]13[/C][C]-0.021878[/C][C]-0.1907[/C][C]0.424624[/C][/ROW]
[ROW][C]14[/C][C]0.146188[/C][C]1.2744[/C][C]0.103196[/C][/ROW]
[ROW][C]15[/C][C]0.192054[/C][C]1.6743[/C][C]0.049093[/C][/ROW]
[ROW][C]16[/C][C]0.069065[/C][C]0.6021[/C][C]0.274451[/C][/ROW]
[ROW][C]17[/C][C]-0.089592[/C][C]-0.781[/C][C]0.218602[/C][/ROW]
[ROW][C]18[/C][C]-0.08025[/C][C]-0.6996[/C][C]0.243155[/C][/ROW]
[ROW][C]19[/C][C]-0.169425[/C][C]-1.477[/C][C]0.071902[/C][/ROW]
[ROW][C]20[/C][C]0.044582[/C][C]0.3887[/C][C]0.349309[/C][/ROW]
[ROW][C]21[/C][C]0.219496[/C][C]1.9135[/C][C]0.029724[/C][/ROW]
[ROW][C]22[/C][C]0.067901[/C][C]0.592[/C][C]0.27782[/C][/ROW]
[ROW][C]23[/C][C]-0.045885[/C][C]-0.4[/C][C]0.345135[/C][/ROW]
[ROW][C]24[/C][C]-0.230151[/C][C]-2.0064[/C][C]0.024185[/C][/ROW]
[ROW][C]25[/C][C]-0.036904[/C][C]-0.3217[/C][C]0.374274[/C][/ROW]
[ROW][C]26[/C][C]0.105053[/C][C]0.9158[/C][C]0.181326[/C][/ROW]
[ROW][C]27[/C][C]0.150205[/C][C]1.3095[/C][C]0.097162[/C][/ROW]
[ROW][C]28[/C][C]0.023008[/C][C]0.2006[/C][C]0.420782[/C][/ROW]
[ROW][C]29[/C][C]-0.085356[/C][C]-0.7441[/C][C]0.229549[/C][/ROW]
[ROW][C]30[/C][C]-0.230245[/C][C]-2.0072[/C][C]0.02414[/C][/ROW]
[ROW][C]31[/C][C]0.040546[/C][C]0.3535[/C][C]0.362358[/C][/ROW]
[ROW][C]32[/C][C]0.149045[/C][C]1.2993[/C][C]0.098877[/C][/ROW]
[ROW][C]33[/C][C]0.146259[/C][C]1.2751[/C][C]0.103086[/C][/ROW]
[ROW][C]34[/C][C]0.071709[/C][C]0.6251[/C][C]0.266876[/C][/ROW]
[ROW][C]35[/C][C]-0.1356[/C][C]-1.1821[/C][C]0.120419[/C][/ROW]
[ROW][C]36[/C][C]-0.19674[/C][C]-1.7151[/C][C]0.045198[/C][/ROW]
[ROW][C]37[/C][C]-0.141029[/C][C]-1.2295[/C][C]0.111345[/C][/ROW]
[ROW][C]38[/C][C]0.083892[/C][C]0.7314[/C][C]0.233406[/C][/ROW]
[ROW][C]39[/C][C]0.19496[/C][C]1.6996[/C][C]0.046646[/C][/ROW]
[ROW][C]40[/C][C]0.134106[/C][C]1.1691[/C][C]0.123007[/C][/ROW]
[ROW][C]41[/C][C]0.077033[/C][C]0.6716[/C][C]0.251952[/C][/ROW]
[ROW][C]42[/C][C]-0.067928[/C][C]-0.5922[/C][C]0.277744[/C][/ROW]
[ROW][C]43[/C][C]-0.145189[/C][C]-1.2657[/C][C]0.104738[/C][/ROW]
[ROW][C]44[/C][C]-0.213034[/C][C]-1.8572[/C][C]0.033579[/C][/ROW]
[ROW][C]45[/C][C]-0.1208[/C][C]-1.0531[/C][C]0.147815[/C][/ROW]
[ROW][C]46[/C][C]0.091709[/C][C]0.7995[/C][C]0.213246[/C][/ROW]
[ROW][C]47[/C][C]0.226033[/C][C]1.9705[/C][C]0.026211[/C][/ROW]
[ROW][C]48[/C][C]0.25863[/C][C]2.2547[/C][C]0.013516[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63473&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63473&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	0.249461	2.1748	0.01638
2	-0.196184	-1.7103	0.045646
3	-0.536536	-4.6774	6e-06
4	-0.443302	-3.8646	0.000116
5	-0.05716	-0.4983	0.309854
6	0.220622	1.9233	0.029091
7	0.356159	3.1049	0.001337
8	0.20699	1.8045	0.037558
9	-0.036701	-0.32	0.374942
10	-0.135578	-1.1819	0.120458
11	-0.108545	-0.9463	0.173505
12	-0.231747	-2.0203	0.023437
13	-0.021878	-0.1907	0.424624
14	0.146188	1.2744	0.103196
15	0.192054	1.6743	0.049093
16	0.069065	0.6021	0.274451
17	-0.089592	-0.781	0.218602
18	-0.08025	-0.6996	0.243155
19	-0.169425	-1.477	0.071902
20	0.044582	0.3887	0.349309
21	0.219496	1.9135	0.029724
22	0.067901	0.592	0.27782
23	-0.045885	-0.4	0.345135
24	-0.230151	-2.0064	0.024185
25	-0.036904	-0.3217	0.374274
26	0.105053	0.9158	0.181326
27	0.150205	1.3095	0.097162
28	0.023008	0.2006	0.420782
29	-0.085356	-0.7441	0.229549
30	-0.230245	-2.0072	0.02414
31	0.040546	0.3535	0.362358
32	0.149045	1.2993	0.098877
33	0.146259	1.2751	0.103086
34	0.071709	0.6251	0.266876
35	-0.1356	-1.1821	0.120419
36	-0.19674	-1.7151	0.045198
37	-0.141029	-1.2295	0.111345
38	0.083892	0.7314	0.233406
39	0.19496	1.6996	0.046646
40	0.134106	1.1691	0.123007
41	0.077033	0.6716	0.251952
42	-0.067928	-0.5922	0.277744
43	-0.145189	-1.2657	0.104738
44	-0.213034	-1.8572	0.033579
45	-0.1208	-1.0531	0.147815
46	0.091709	0.7995	0.213246
47	0.226033	1.9705	0.026211
48	0.25863	2.2547	0.013516

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.249461	2.1748	0.01638
2	-0.275563	-2.4023	0.009367
3	-0.467789	-4.0781	5.5e-05
4	-0.369166	-3.2183	0.000948
5	-0.220379	-1.9212	0.029227
6	-0.268919	-2.3444	0.010836
7	-0.185486	-1.617	0.055008
8	-0.183264	-1.5977	0.057135
9	-0.196828	-1.7159	0.045126
10	-0.052321	-0.4561	0.324801
11	0.096776	0.8437	0.20075
12	-0.265813	-2.3173	0.011591
13	-0.057018	-0.4971	0.310287
14	0.086713	0.7559	0.226009
15	-0.002467	-0.0215	0.49145
16	-0.114083	-0.9946	0.161555
17	-0.094618	-0.8249	0.206017
18	0.006454	0.0563	0.477639
19	-0.252388	-2.2003	0.015413
20	-0.036892	-0.3216	0.374313
21	0.165472	1.4426	0.076628
22	-0.118459	-1.0327	0.15251
23	0.059294	0.5169	0.303359
24	-0.116161	-1.0127	0.157215
25	0.066125	0.5765	0.283001
26	0.169369	1.4765	0.071967
27	0.171117	1.4918	0.06995
28	-0.097011	-0.8457	0.200182
29	-0.013632	-0.1188	0.452857
30	-0.120259	-1.0484	0.14889
31	-0.003384	-0.0295	0.488272
32	-0.06757	-0.5891	0.278785
33	0.04723	0.4117	0.340845
34	0.112674	0.9823	0.164543
35	0.084331	0.7352	0.232247
36	-0.158782	-1.3842	0.085169
37	-0.01675	-0.146	0.442144
38	0.129208	1.1264	0.131769
39	0.045114	0.3933	0.347603
40	-0.106665	-0.9299	0.177687
41	0.11884	1.036	0.151738
42	0.033939	0.2959	0.384069
43	0.08672	0.756	0.225992
44	-0.050341	-0.4389	0.331004
45	-0.062873	-0.5481	0.29261
46	-0.051397	-0.4481	0.327689
47	-0.005852	-0.051	0.479723
48	-0.093493	-0.815	0.208796

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.249461 & 2.1748 & 0.01638 \tabularnewline
2 & -0.275563 & -2.4023 & 0.009367 \tabularnewline
3 & -0.467789 & -4.0781 & 5.5e-05 \tabularnewline
4 & -0.369166 & -3.2183 & 0.000948 \tabularnewline
5 & -0.220379 & -1.9212 & 0.029227 \tabularnewline
6 & -0.268919 & -2.3444 & 0.010836 \tabularnewline
7 & -0.185486 & -1.617 & 0.055008 \tabularnewline
8 & -0.183264 & -1.5977 & 0.057135 \tabularnewline
9 & -0.196828 & -1.7159 & 0.045126 \tabularnewline
10 & -0.052321 & -0.4561 & 0.324801 \tabularnewline
11 & 0.096776 & 0.8437 & 0.20075 \tabularnewline
12 & -0.265813 & -2.3173 & 0.011591 \tabularnewline
13 & -0.057018 & -0.4971 & 0.310287 \tabularnewline
14 & 0.086713 & 0.7559 & 0.226009 \tabularnewline
15 & -0.002467 & -0.0215 & 0.49145 \tabularnewline
16 & -0.114083 & -0.9946 & 0.161555 \tabularnewline
17 & -0.094618 & -0.8249 & 0.206017 \tabularnewline
18 & 0.006454 & 0.0563 & 0.477639 \tabularnewline
19 & -0.252388 & -2.2003 & 0.015413 \tabularnewline
20 & -0.036892 & -0.3216 & 0.374313 \tabularnewline
21 & 0.165472 & 1.4426 & 0.076628 \tabularnewline
22 & -0.118459 & -1.0327 & 0.15251 \tabularnewline
23 & 0.059294 & 0.5169 & 0.303359 \tabularnewline
24 & -0.116161 & -1.0127 & 0.157215 \tabularnewline
25 & 0.066125 & 0.5765 & 0.283001 \tabularnewline
26 & 0.169369 & 1.4765 & 0.071967 \tabularnewline
27 & 0.171117 & 1.4918 & 0.06995 \tabularnewline
28 & -0.097011 & -0.8457 & 0.200182 \tabularnewline
29 & -0.013632 & -0.1188 & 0.452857 \tabularnewline
30 & -0.120259 & -1.0484 & 0.14889 \tabularnewline
31 & -0.003384 & -0.0295 & 0.488272 \tabularnewline
32 & -0.06757 & -0.5891 & 0.278785 \tabularnewline
33 & 0.04723 & 0.4117 & 0.340845 \tabularnewline
34 & 0.112674 & 0.9823 & 0.164543 \tabularnewline
35 & 0.084331 & 0.7352 & 0.232247 \tabularnewline
36 & -0.158782 & -1.3842 & 0.085169 \tabularnewline
37 & -0.01675 & -0.146 & 0.442144 \tabularnewline
38 & 0.129208 & 1.1264 & 0.131769 \tabularnewline
39 & 0.045114 & 0.3933 & 0.347603 \tabularnewline
40 & -0.106665 & -0.9299 & 0.177687 \tabularnewline
41 & 0.11884 & 1.036 & 0.151738 \tabularnewline
42 & 0.033939 & 0.2959 & 0.384069 \tabularnewline
43 & 0.08672 & 0.756 & 0.225992 \tabularnewline
44 & -0.050341 & -0.4389 & 0.331004 \tabularnewline
45 & -0.062873 & -0.5481 & 0.29261 \tabularnewline
46 & -0.051397 & -0.4481 & 0.327689 \tabularnewline
47 & -0.005852 & -0.051 & 0.479723 \tabularnewline
48 & -0.093493 & -0.815 & 0.208796 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63473&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]0.249461[/C][C]2.1748[/C][C]0.01638[/C][/ROW]
[ROW][C]2[/C][C]-0.275563[/C][C]-2.4023[/C][C]0.009367[/C][/ROW]
[ROW][C]3[/C][C]-0.467789[/C][C]-4.0781[/C][C]5.5e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.369166[/C][C]-3.2183[/C][C]0.000948[/C][/ROW]
[ROW][C]5[/C][C]-0.220379[/C][C]-1.9212[/C][C]0.029227[/C][/ROW]
[ROW][C]6[/C][C]-0.268919[/C][C]-2.3444[/C][C]0.010836[/C][/ROW]
[ROW][C]7[/C][C]-0.185486[/C][C]-1.617[/C][C]0.055008[/C][/ROW]
[ROW][C]8[/C][C]-0.183264[/C][C]-1.5977[/C][C]0.057135[/C][/ROW]
[ROW][C]9[/C][C]-0.196828[/C][C]-1.7159[/C][C]0.045126[/C][/ROW]
[ROW][C]10[/C][C]-0.052321[/C][C]-0.4561[/C][C]0.324801[/C][/ROW]
[ROW][C]11[/C][C]0.096776[/C][C]0.8437[/C][C]0.20075[/C][/ROW]
[ROW][C]12[/C][C]-0.265813[/C][C]-2.3173[/C][C]0.011591[/C][/ROW]
[ROW][C]13[/C][C]-0.057018[/C][C]-0.4971[/C][C]0.310287[/C][/ROW]
[ROW][C]14[/C][C]0.086713[/C][C]0.7559[/C][C]0.226009[/C][/ROW]
[ROW][C]15[/C][C]-0.002467[/C][C]-0.0215[/C][C]0.49145[/C][/ROW]
[ROW][C]16[/C][C]-0.114083[/C][C]-0.9946[/C][C]0.161555[/C][/ROW]
[ROW][C]17[/C][C]-0.094618[/C][C]-0.8249[/C][C]0.206017[/C][/ROW]
[ROW][C]18[/C][C]0.006454[/C][C]0.0563[/C][C]0.477639[/C][/ROW]
[ROW][C]19[/C][C]-0.252388[/C][C]-2.2003[/C][C]0.015413[/C][/ROW]
[ROW][C]20[/C][C]-0.036892[/C][C]-0.3216[/C][C]0.374313[/C][/ROW]
[ROW][C]21[/C][C]0.165472[/C][C]1.4426[/C][C]0.076628[/C][/ROW]
[ROW][C]22[/C][C]-0.118459[/C][C]-1.0327[/C][C]0.15251[/C][/ROW]
[ROW][C]23[/C][C]0.059294[/C][C]0.5169[/C][C]0.303359[/C][/ROW]
[ROW][C]24[/C][C]-0.116161[/C][C]-1.0127[/C][C]0.157215[/C][/ROW]
[ROW][C]25[/C][C]0.066125[/C][C]0.5765[/C][C]0.283001[/C][/ROW]
[ROW][C]26[/C][C]0.169369[/C][C]1.4765[/C][C]0.071967[/C][/ROW]
[ROW][C]27[/C][C]0.171117[/C][C]1.4918[/C][C]0.06995[/C][/ROW]
[ROW][C]28[/C][C]-0.097011[/C][C]-0.8457[/C][C]0.200182[/C][/ROW]
[ROW][C]29[/C][C]-0.013632[/C][C]-0.1188[/C][C]0.452857[/C][/ROW]
[ROW][C]30[/C][C]-0.120259[/C][C]-1.0484[/C][C]0.14889[/C][/ROW]
[ROW][C]31[/C][C]-0.003384[/C][C]-0.0295[/C][C]0.488272[/C][/ROW]
[ROW][C]32[/C][C]-0.06757[/C][C]-0.5891[/C][C]0.278785[/C][/ROW]
[ROW][C]33[/C][C]0.04723[/C][C]0.4117[/C][C]0.340845[/C][/ROW]
[ROW][C]34[/C][C]0.112674[/C][C]0.9823[/C][C]0.164543[/C][/ROW]
[ROW][C]35[/C][C]0.084331[/C][C]0.7352[/C][C]0.232247[/C][/ROW]
[ROW][C]36[/C][C]-0.158782[/C][C]-1.3842[/C][C]0.085169[/C][/ROW]
[ROW][C]37[/C][C]-0.01675[/C][C]-0.146[/C][C]0.442144[/C][/ROW]
[ROW][C]38[/C][C]0.129208[/C][C]1.1264[/C][C]0.131769[/C][/ROW]
[ROW][C]39[/C][C]0.045114[/C][C]0.3933[/C][C]0.347603[/C][/ROW]
[ROW][C]40[/C][C]-0.106665[/C][C]-0.9299[/C][C]0.177687[/C][/ROW]
[ROW][C]41[/C][C]0.11884[/C][C]1.036[/C][C]0.151738[/C][/ROW]
[ROW][C]42[/C][C]0.033939[/C][C]0.2959[/C][C]0.384069[/C][/ROW]
[ROW][C]43[/C][C]0.08672[/C][C]0.756[/C][C]0.225992[/C][/ROW]
[ROW][C]44[/C][C]-0.050341[/C][C]-0.4389[/C][C]0.331004[/C][/ROW]
[ROW][C]45[/C][C]-0.062873[/C][C]-0.5481[/C][C]0.29261[/C][/ROW]
[ROW][C]46[/C][C]-0.051397[/C][C]-0.4481[/C][C]0.327689[/C][/ROW]
[ROW][C]47[/C][C]-0.005852[/C][C]-0.051[/C][C]0.479723[/C][/ROW]
[ROW][C]48[/C][C]-0.093493[/C][C]-0.815[/C][C]0.208796[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63473&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63473&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	0.249461	2.1748	0.01638
2	-0.275563	-2.4023	0.009367
3	-0.467789	-4.0781	5.5e-05
4	-0.369166	-3.2183	0.000948
5	-0.220379	-1.9212	0.029227
6	-0.268919	-2.3444	0.010836
7	-0.185486	-1.617	0.055008
8	-0.183264	-1.5977	0.057135
9	-0.196828	-1.7159	0.045126
10	-0.052321	-0.4561	0.324801
11	0.096776	0.8437	0.20075
12	-0.265813	-2.3173	0.011591
13	-0.057018	-0.4971	0.310287
14	0.086713	0.7559	0.226009
15	-0.002467	-0.0215	0.49145
16	-0.114083	-0.9946	0.161555
17	-0.094618	-0.8249	0.206017
18	0.006454	0.0563	0.477639
19	-0.252388	-2.2003	0.015413
20	-0.036892	-0.3216	0.374313
21	0.165472	1.4426	0.076628
22	-0.118459	-1.0327	0.15251
23	0.059294	0.5169	0.303359
24	-0.116161	-1.0127	0.157215
25	0.066125	0.5765	0.283001
26	0.169369	1.4765	0.071967
27	0.171117	1.4918	0.06995
28	-0.097011	-0.8457	0.200182
29	-0.013632	-0.1188	0.452857
30	-0.120259	-1.0484	0.14889
31	-0.003384	-0.0295	0.488272
32	-0.06757	-0.5891	0.278785
33	0.04723	0.4117	0.340845
34	0.112674	0.9823	0.164543
35	0.084331	0.7352	0.232247
36	-0.158782	-1.3842	0.085169
37	-0.01675	-0.146	0.442144
38	0.129208	1.1264	0.131769
39	0.045114	0.3933	0.347603
40	-0.106665	-0.9299	0.177687
41	0.11884	1.036	0.151738
42	0.033939	0.2959	0.384069
43	0.08672	0.756	0.225992
44	-0.050341	-0.4389	0.331004
45	-0.062873	-0.5481	0.29261
46	-0.051397	-0.4481	0.327689
47	-0.005852	-0.051	0.479723
48	-0.093493	-0.815	0.208796

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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

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

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code