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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 09:06:53 -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/Nov/25/t1259165389mbm2sl140w8t0z3.htm/, Retrieved Tue, 07 May 2024 11:33:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59424, Retrieved Tue, 07 May 2024 11:33:43 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

192

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 D=0 en d=0] [2009-11-25 16:06:53] [82f421ff86a0429b20e3ed68bd89f1bd] [Current]
-    D            [(Partial) Autocorrelation Function] [ws 8 d=0 D=0] [2009-11-25 20:46:27] [134dc66689e3d457a82860db6471d419] 
-                   [(Partial) Autocorrelation Function] [ws 8 d=0 D=1] [2009-11-25 20:56:17] [134dc66689e3d457a82860db6471d419] 
-    D              [(Partial) Autocorrelation Function] [WS 8 d = 0 en D = 0] [2009-11-26 20:15:56] [3425351e86519d261a643e224a0c8ee1] 
-   PD                [(Partial) Autocorrelation Function] [WS 8 d=0 D=1] [2009-11-26 20:29:03] [3425351e86519d261a643e224a0c8ee1] 
-   P                   [(Partial) Autocorrelation Function] [Rev3WS8-ACF] [2009-12-04 10:28:07] [f15cfb7053d35072d573abca87df96a0] 
-   PD                [(Partial) Autocorrelation Function] [WS 8 d=1 D=1] [2009-11-26 20:32:03] [3425351e86519d261a643e224a0c8ee1] 
-   PD                [(Partial) Autocorrelation Function] [WS8 d=2 D=1] [2009-11-26 20:35:54] [3425351e86519d261a643e224a0c8ee1] 
-   P                   [(Partial) Autocorrelation Function] [WS 8: Verbetering...] [2009-11-28 17:57:15] [b00a5c3d5f6ccb867aa9e2de58adfa61] 
-   P                 [(Partial) Autocorrelation Function] [d=2 D=0] [2009-12-07 18:07:47] [3425351e86519d261a643e224a0c8ee1] 
-    D                [(Partial) Autocorrelation Function] [d=0 D=0] [2009-12-07 18:11:31] [3425351e86519d261a643e224a0c8ee1] 
-    D                  [(Partial) Autocorrelation Function] [Paper ACF d=0 D=0] [2009-12-15 10:58:22] [3425351e86519d261a643e224a0c8ee1] 
-   PD                    [(Partial) Autocorrelation Function] [ACF d=1 D=1] [2009-12-15 19:35:54] [3425351e86519d261a643e224a0c8ee1] 
-    D                    [(Partial) Autocorrelation Function] [] [2009-12-16 15:57:43] [3425351e86519d261a643e224a0c8ee1] 
-   PD                      [(Partial) Autocorrelation Function] [D=0 d=1] [2009-12-16 16:06:47] [3425351e86519d261a643e224a0c8ee1] 
-    D                        [(Partial) Autocorrelation Function] [ACF d = 1 en D = 0] [2009-12-21 01:13:47] [76ab39dc7a55316678260825bd5ad46c] 
-   PD                      [(Partial) Autocorrelation Function] [D=1 d=1] [2009-12-16 16:10:37] [3425351e86519d261a643e224a0c8ee1] 
-    D                        [(Partial) Autocorrelation Function] [ACF d = 1 en D = 1] [2009-12-21 01:28:39] [76ab39dc7a55316678260825bd5ad46c] 
-   P               [(Partial) Autocorrelation Function] [Paper PAF IGP] [2009-12-12 16:38:49] [134dc66689e3d457a82860db6471d419] 
-    D              [(Partial) Autocorrelation Function] [Paper PAF ICP] [2009-12-12 16:53:58] [134dc66689e3d457a82860db6471d419] 
-   P               [(Partial) Autocorrelation Function] [Paper PAF IGP d=1...] [2009-12-12 17:58:39] [134dc66689e3d457a82860db6471d419] 
-   P               [(Partial) Autocorrelation Function] [Paper PAF IGP d=0...] [2009-12-12 18:13:42] [134dc66689e3d457a82860db6471d419] 
-   P               [(Partial) Autocorrelation Function] [Paper PAF IGP d=1...] [2009-12-12 18:25:21] [134dc66689e3d457a82860db6471d419] 
-   P               [(Partial) Autocorrelation Function] [Paper PAF IGP d=2...] [2009-12-12 18:59:40] [134dc66689e3d457a82860db6471d419] 
-    D              [(Partial) Autocorrelation Function] [Paper PAF ICP d=0...] [2009-12-12 19:15:40] [134dc66689e3d457a82860db6471d419] 
-   PD              [(Partial) Autocorrelation Function] [Paper PAF ICP d=1...] [2009-12-12 19:35:13] [134dc66689e3d457a82860db6471d419] 
-   PD              [(Partial) Autocorrelation Function] [Paper PAF ICP d=1...] [2009-12-12 19:45:42] [134dc66689e3d457a82860db6471d419] 
-    D              [(Partial) Autocorrelation Function] [WS8] [2009-12-13 15:05:34] [85be98bd9ebcfd4d73e77f8552419c9a] 
-    D                [(Partial) Autocorrelation Function] [WS9] [2009-12-13 18:59:07] [85be98bd9ebcfd4d73e77f8552419c9a] 
-   PD                  [(Partial) Autocorrelation Function] [WS9] [2009-12-13 19:01:13] [85be98bd9ebcfd4d73e77f8552419c9a] 
-   P                     [(Partial) Autocorrelation Function] [WS9] [2009-12-13 19:03:21] [85be98bd9ebcfd4d73e77f8552419c9a] 
-   P                       [(Partial) Autocorrelation Function] [WS9] [2009-12-13 19:11:37] [85be98bd9ebcfd4d73e77f8552419c9a] 
-   PD              [(Partial) Autocorrelation Function] [WS8] [2009-12-13 15:08:56] [85be98bd9ebcfd4d73e77f8552419c9a] 
-   PD              [(Partial) Autocorrelation Function] [WS8] [2009-12-13 15:12:12] [85be98bd9ebcfd4d73e77f8552419c9a] 
-   PD            [(Partial) Autocorrelation Function] [paper rev] [2009-12-25 20:55:04] [6e4e01d7eb22a9f33d58ebb35753a195] 

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Dataseries X:

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Histogram

Boxplots

7,55
7,55
7,59
7,59
7,59
7,57
7,57
7,59
7,6
7,64
7,64
7,76
7,76
7,76
7,77
7,83
7,94
7,94
7,94
8,09
8,18
8,26
8,28
8,28
8,28
8,29
8,3
8,3
8,31
8,33
8,33
8,34
8,48
8,59
8,67
8,67
8,67
8,71
8,72
8,72
8,72
8,74
8,74
8,74
8,74
8,79
8,85
8,86
8,87
8,92
8,96
8,97
8,99
8,98
8,98
9,01
9,01
9,03
9,05
9,05

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59424&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]0 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=59424&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59424&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.96019	7.4376	0
2	0.916359	7.0981	0
3	0.873149	6.7634	0
4	0.828652	6.4187	0
5	0.781345	6.0523	0
6	0.731401	5.6654	0
7	0.680252	5.2692	1e-06
8	0.628525	4.8685	4e-06
9	0.576094	4.4624	1.8e-05
10	0.524062	4.0594	7.2e-05
11	0.472183	3.6575	0.000269
12	0.426873	3.3065	0.000799
13	0.378913	2.935	0.00236
14	0.327382	2.5359	0.006919
15	0.276397	2.141	0.018175
16	0.229288	1.7761	0.040397
17	0.18588	1.4398	0.077558
18	0.139491	1.0805	0.142123
19	0.090514	0.7011	0.242969
20	0.049032	0.3798	0.352717
21	0.011474	0.0889	0.464739
22	-0.023752	-0.184	0.427323
23	-0.059074	-0.4576	0.324453
24	-0.094166	-0.7294	0.234296
25	-0.130292	-1.0092	0.158457
26	-0.167445	-1.297	0.099794
27	-0.202251	-1.5666	0.061231
28	-0.233014	-1.8049	0.038053
29	-0.257489	-1.9945	0.025323
30	-0.281481	-2.1803	0.016582
31	-0.30746	-2.3816	0.010214
32	-0.333203	-2.581	0.006157
33	-0.351934	-2.7261	0.004195
34	-0.365663	-2.8324	0.00314
35	-0.375829	-2.9112	0.002524
36	-0.38656	-2.9943	0.001996

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.96019 & 7.4376 & 0 \tabularnewline
2 & 0.916359 & 7.0981 & 0 \tabularnewline
3 & 0.873149 & 6.7634 & 0 \tabularnewline
4 & 0.828652 & 6.4187 & 0 \tabularnewline
5 & 0.781345 & 6.0523 & 0 \tabularnewline
6 & 0.731401 & 5.6654 & 0 \tabularnewline
7 & 0.680252 & 5.2692 & 1e-06 \tabularnewline
8 & 0.628525 & 4.8685 & 4e-06 \tabularnewline
9 & 0.576094 & 4.4624 & 1.8e-05 \tabularnewline
10 & 0.524062 & 4.0594 & 7.2e-05 \tabularnewline
11 & 0.472183 & 3.6575 & 0.000269 \tabularnewline
12 & 0.426873 & 3.3065 & 0.000799 \tabularnewline
13 & 0.378913 & 2.935 & 0.00236 \tabularnewline
14 & 0.327382 & 2.5359 & 0.006919 \tabularnewline
15 & 0.276397 & 2.141 & 0.018175 \tabularnewline
16 & 0.229288 & 1.7761 & 0.040397 \tabularnewline
17 & 0.18588 & 1.4398 & 0.077558 \tabularnewline
18 & 0.139491 & 1.0805 & 0.142123 \tabularnewline
19 & 0.090514 & 0.7011 & 0.242969 \tabularnewline
20 & 0.049032 & 0.3798 & 0.352717 \tabularnewline
21 & 0.011474 & 0.0889 & 0.464739 \tabularnewline
22 & -0.023752 & -0.184 & 0.427323 \tabularnewline
23 & -0.059074 & -0.4576 & 0.324453 \tabularnewline
24 & -0.094166 & -0.7294 & 0.234296 \tabularnewline
25 & -0.130292 & -1.0092 & 0.158457 \tabularnewline
26 & -0.167445 & -1.297 & 0.099794 \tabularnewline
27 & -0.202251 & -1.5666 & 0.061231 \tabularnewline
28 & -0.233014 & -1.8049 & 0.038053 \tabularnewline
29 & -0.257489 & -1.9945 & 0.025323 \tabularnewline
30 & -0.281481 & -2.1803 & 0.016582 \tabularnewline
31 & -0.30746 & -2.3816 & 0.010214 \tabularnewline
32 & -0.333203 & -2.581 & 0.006157 \tabularnewline
33 & -0.351934 & -2.7261 & 0.004195 \tabularnewline
34 & -0.365663 & -2.8324 & 0.00314 \tabularnewline
35 & -0.375829 & -2.9112 & 0.002524 \tabularnewline
36 & -0.38656 & -2.9943 & 0.001996 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59424&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]0.96019[/C][C]7.4376[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.916359[/C][C]7.0981[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.873149[/C][C]6.7634[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.828652[/C][C]6.4187[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.781345[/C][C]6.0523[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.731401[/C][C]5.6654[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.680252[/C][C]5.2692[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.628525[/C][C]4.8685[/C][C]4e-06[/C][/ROW]
[ROW][C]9[/C][C]0.576094[/C][C]4.4624[/C][C]1.8e-05[/C][/ROW]
[ROW][C]10[/C][C]0.524062[/C][C]4.0594[/C][C]7.2e-05[/C][/ROW]
[ROW][C]11[/C][C]0.472183[/C][C]3.6575[/C][C]0.000269[/C][/ROW]
[ROW][C]12[/C][C]0.426873[/C][C]3.3065[/C][C]0.000799[/C][/ROW]
[ROW][C]13[/C][C]0.378913[/C][C]2.935[/C][C]0.00236[/C][/ROW]
[ROW][C]14[/C][C]0.327382[/C][C]2.5359[/C][C]0.006919[/C][/ROW]
[ROW][C]15[/C][C]0.276397[/C][C]2.141[/C][C]0.018175[/C][/ROW]
[ROW][C]16[/C][C]0.229288[/C][C]1.7761[/C][C]0.040397[/C][/ROW]
[ROW][C]17[/C][C]0.18588[/C][C]1.4398[/C][C]0.077558[/C][/ROW]
[ROW][C]18[/C][C]0.139491[/C][C]1.0805[/C][C]0.142123[/C][/ROW]
[ROW][C]19[/C][C]0.090514[/C][C]0.7011[/C][C]0.242969[/C][/ROW]
[ROW][C]20[/C][C]0.049032[/C][C]0.3798[/C][C]0.352717[/C][/ROW]
[ROW][C]21[/C][C]0.011474[/C][C]0.0889[/C][C]0.464739[/C][/ROW]
[ROW][C]22[/C][C]-0.023752[/C][C]-0.184[/C][C]0.427323[/C][/ROW]
[ROW][C]23[/C][C]-0.059074[/C][C]-0.4576[/C][C]0.324453[/C][/ROW]
[ROW][C]24[/C][C]-0.094166[/C][C]-0.7294[/C][C]0.234296[/C][/ROW]
[ROW][C]25[/C][C]-0.130292[/C][C]-1.0092[/C][C]0.158457[/C][/ROW]
[ROW][C]26[/C][C]-0.167445[/C][C]-1.297[/C][C]0.099794[/C][/ROW]
[ROW][C]27[/C][C]-0.202251[/C][C]-1.5666[/C][C]0.061231[/C][/ROW]
[ROW][C]28[/C][C]-0.233014[/C][C]-1.8049[/C][C]0.038053[/C][/ROW]
[ROW][C]29[/C][C]-0.257489[/C][C]-1.9945[/C][C]0.025323[/C][/ROW]
[ROW][C]30[/C][C]-0.281481[/C][C]-2.1803[/C][C]0.016582[/C][/ROW]
[ROW][C]31[/C][C]-0.30746[/C][C]-2.3816[/C][C]0.010214[/C][/ROW]
[ROW][C]32[/C][C]-0.333203[/C][C]-2.581[/C][C]0.006157[/C][/ROW]
[ROW][C]33[/C][C]-0.351934[/C][C]-2.7261[/C][C]0.004195[/C][/ROW]
[ROW][C]34[/C][C]-0.365663[/C][C]-2.8324[/C][C]0.00314[/C][/ROW]
[ROW][C]35[/C][C]-0.375829[/C][C]-2.9112[/C][C]0.002524[/C][/ROW]
[ROW][C]36[/C][C]-0.38656[/C][C]-2.9943[/C][C]0.001996[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59424&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59424&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	0.96019	7.4376	0
2	0.916359	7.0981	0
3	0.873149	6.7634	0
4	0.828652	6.4187	0
5	0.781345	6.0523	0
6	0.731401	5.6654	0
7	0.680252	5.2692	1e-06
8	0.628525	4.8685	4e-06
9	0.576094	4.4624	1.8e-05
10	0.524062	4.0594	7.2e-05
11	0.472183	3.6575	0.000269
12	0.426873	3.3065	0.000799
13	0.378913	2.935	0.00236
14	0.327382	2.5359	0.006919
15	0.276397	2.141	0.018175
16	0.229288	1.7761	0.040397
17	0.18588	1.4398	0.077558
18	0.139491	1.0805	0.142123
19	0.090514	0.7011	0.242969
20	0.049032	0.3798	0.352717
21	0.011474	0.0889	0.464739
22	-0.023752	-0.184	0.427323
23	-0.059074	-0.4576	0.324453
24	-0.094166	-0.7294	0.234296
25	-0.130292	-1.0092	0.158457
26	-0.167445	-1.297	0.099794
27	-0.202251	-1.5666	0.061231
28	-0.233014	-1.8049	0.038053
29	-0.257489	-1.9945	0.025323
30	-0.281481	-2.1803	0.016582
31	-0.30746	-2.3816	0.010214
32	-0.333203	-2.581	0.006157
33	-0.351934	-2.7261	0.004195
34	-0.365663	-2.8324	0.00314
35	-0.375829	-2.9112	0.002524
36	-0.38656	-2.9943	0.001996

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.96019	7.4376	0
2	-0.071839	-0.5565	0.289981
3	-0.012369	-0.0958	0.461995
4	-0.040561	-0.3142	0.377236
5	-0.058846	-0.4558	0.325083
6	-0.057682	-0.4468	0.328313
7	-0.042109	-0.3262	0.372713
8	-0.036612	-0.2836	0.388848
9	-0.038937	-0.3016	0.381999
10	-0.025376	-0.1966	0.422419
11	-0.031127	-0.2411	0.405145
12	0.051882	0.4019	0.344602
13	-0.073148	-0.5666	0.286549
14	-0.075724	-0.5866	0.279851
15	-0.03106	-0.2406	0.405348
16	0.004948	0.0383	0.484778
17	0.004644	0.036	0.485711
18	-0.077275	-0.5986	0.275856
19	-0.070053	-0.5426	0.294697
20	0.053439	0.4139	0.340199
21	0.001451	0.0112	0.495534
22	-0.010765	-0.0834	0.466912
23	-0.035681	-0.2764	0.391601
24	-0.04688	-0.3631	0.358891
25	-0.066885	-0.5181	0.303151
26	-0.057453	-0.445	0.328949
27	-0.010441	-0.0809	0.467904
28	0.006457	0.05	0.480138
29	0.025046	0.194	0.423413
30	-0.045222	-0.3503	0.363674
31	-0.045577	-0.353	0.362649
32	-0.039204	-0.3037	0.381214
33	0.032945	0.2552	0.399725
34	0.002265	0.0175	0.493031
35	0.00635	0.0492	0.480468
36	-0.040173	-0.3112	0.378372

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.96019 & 7.4376 & 0 \tabularnewline
2 & -0.071839 & -0.5565 & 0.289981 \tabularnewline
3 & -0.012369 & -0.0958 & 0.461995 \tabularnewline
4 & -0.040561 & -0.3142 & 0.377236 \tabularnewline
5 & -0.058846 & -0.4558 & 0.325083 \tabularnewline
6 & -0.057682 & -0.4468 & 0.328313 \tabularnewline
7 & -0.042109 & -0.3262 & 0.372713 \tabularnewline
8 & -0.036612 & -0.2836 & 0.388848 \tabularnewline
9 & -0.038937 & -0.3016 & 0.381999 \tabularnewline
10 & -0.025376 & -0.1966 & 0.422419 \tabularnewline
11 & -0.031127 & -0.2411 & 0.405145 \tabularnewline
12 & 0.051882 & 0.4019 & 0.344602 \tabularnewline
13 & -0.073148 & -0.5666 & 0.286549 \tabularnewline
14 & -0.075724 & -0.5866 & 0.279851 \tabularnewline
15 & -0.03106 & -0.2406 & 0.405348 \tabularnewline
16 & 0.004948 & 0.0383 & 0.484778 \tabularnewline
17 & 0.004644 & 0.036 & 0.485711 \tabularnewline
18 & -0.077275 & -0.5986 & 0.275856 \tabularnewline
19 & -0.070053 & -0.5426 & 0.294697 \tabularnewline
20 & 0.053439 & 0.4139 & 0.340199 \tabularnewline
21 & 0.001451 & 0.0112 & 0.495534 \tabularnewline
22 & -0.010765 & -0.0834 & 0.466912 \tabularnewline
23 & -0.035681 & -0.2764 & 0.391601 \tabularnewline
24 & -0.04688 & -0.3631 & 0.358891 \tabularnewline
25 & -0.066885 & -0.5181 & 0.303151 \tabularnewline
26 & -0.057453 & -0.445 & 0.328949 \tabularnewline
27 & -0.010441 & -0.0809 & 0.467904 \tabularnewline
28 & 0.006457 & 0.05 & 0.480138 \tabularnewline
29 & 0.025046 & 0.194 & 0.423413 \tabularnewline
30 & -0.045222 & -0.3503 & 0.363674 \tabularnewline
31 & -0.045577 & -0.353 & 0.362649 \tabularnewline
32 & -0.039204 & -0.3037 & 0.381214 \tabularnewline
33 & 0.032945 & 0.2552 & 0.399725 \tabularnewline
34 & 0.002265 & 0.0175 & 0.493031 \tabularnewline
35 & 0.00635 & 0.0492 & 0.480468 \tabularnewline
36 & -0.040173 & -0.3112 & 0.378372 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59424&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]0.96019[/C][C]7.4376[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.071839[/C][C]-0.5565[/C][C]0.289981[/C][/ROW]
[ROW][C]3[/C][C]-0.012369[/C][C]-0.0958[/C][C]0.461995[/C][/ROW]
[ROW][C]4[/C][C]-0.040561[/C][C]-0.3142[/C][C]0.377236[/C][/ROW]
[ROW][C]5[/C][C]-0.058846[/C][C]-0.4558[/C][C]0.325083[/C][/ROW]
[ROW][C]6[/C][C]-0.057682[/C][C]-0.4468[/C][C]0.328313[/C][/ROW]
[ROW][C]7[/C][C]-0.042109[/C][C]-0.3262[/C][C]0.372713[/C][/ROW]
[ROW][C]8[/C][C]-0.036612[/C][C]-0.2836[/C][C]0.388848[/C][/ROW]
[ROW][C]9[/C][C]-0.038937[/C][C]-0.3016[/C][C]0.381999[/C][/ROW]
[ROW][C]10[/C][C]-0.025376[/C][C]-0.1966[/C][C]0.422419[/C][/ROW]
[ROW][C]11[/C][C]-0.031127[/C][C]-0.2411[/C][C]0.405145[/C][/ROW]
[ROW][C]12[/C][C]0.051882[/C][C]0.4019[/C][C]0.344602[/C][/ROW]
[ROW][C]13[/C][C]-0.073148[/C][C]-0.5666[/C][C]0.286549[/C][/ROW]
[ROW][C]14[/C][C]-0.075724[/C][C]-0.5866[/C][C]0.279851[/C][/ROW]
[ROW][C]15[/C][C]-0.03106[/C][C]-0.2406[/C][C]0.405348[/C][/ROW]
[ROW][C]16[/C][C]0.004948[/C][C]0.0383[/C][C]0.484778[/C][/ROW]
[ROW][C]17[/C][C]0.004644[/C][C]0.036[/C][C]0.485711[/C][/ROW]
[ROW][C]18[/C][C]-0.077275[/C][C]-0.5986[/C][C]0.275856[/C][/ROW]
[ROW][C]19[/C][C]-0.070053[/C][C]-0.5426[/C][C]0.294697[/C][/ROW]
[ROW][C]20[/C][C]0.053439[/C][C]0.4139[/C][C]0.340199[/C][/ROW]
[ROW][C]21[/C][C]0.001451[/C][C]0.0112[/C][C]0.495534[/C][/ROW]
[ROW][C]22[/C][C]-0.010765[/C][C]-0.0834[/C][C]0.466912[/C][/ROW]
[ROW][C]23[/C][C]-0.035681[/C][C]-0.2764[/C][C]0.391601[/C][/ROW]
[ROW][C]24[/C][C]-0.04688[/C][C]-0.3631[/C][C]0.358891[/C][/ROW]
[ROW][C]25[/C][C]-0.066885[/C][C]-0.5181[/C][C]0.303151[/C][/ROW]
[ROW][C]26[/C][C]-0.057453[/C][C]-0.445[/C][C]0.328949[/C][/ROW]
[ROW][C]27[/C][C]-0.010441[/C][C]-0.0809[/C][C]0.467904[/C][/ROW]
[ROW][C]28[/C][C]0.006457[/C][C]0.05[/C][C]0.480138[/C][/ROW]
[ROW][C]29[/C][C]0.025046[/C][C]0.194[/C][C]0.423413[/C][/ROW]
[ROW][C]30[/C][C]-0.045222[/C][C]-0.3503[/C][C]0.363674[/C][/ROW]
[ROW][C]31[/C][C]-0.045577[/C][C]-0.353[/C][C]0.362649[/C][/ROW]
[ROW][C]32[/C][C]-0.039204[/C][C]-0.3037[/C][C]0.381214[/C][/ROW]
[ROW][C]33[/C][C]0.032945[/C][C]0.2552[/C][C]0.399725[/C][/ROW]
[ROW][C]34[/C][C]0.002265[/C][C]0.0175[/C][C]0.493031[/C][/ROW]
[ROW][C]35[/C][C]0.00635[/C][C]0.0492[/C][C]0.480468[/C][/ROW]
[ROW][C]36[/C][C]-0.040173[/C][C]-0.3112[/C][C]0.378372[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59424&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59424&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	0.96019	7.4376	0
2	-0.071839	-0.5565	0.289981
3	-0.012369	-0.0958	0.461995
4	-0.040561	-0.3142	0.377236
5	-0.058846	-0.4558	0.325083
6	-0.057682	-0.4468	0.328313
7	-0.042109	-0.3262	0.372713
8	-0.036612	-0.2836	0.388848
9	-0.038937	-0.3016	0.381999
10	-0.025376	-0.1966	0.422419
11	-0.031127	-0.2411	0.405145
12	0.051882	0.4019	0.344602
13	-0.073148	-0.5666	0.286549
14	-0.075724	-0.5866	0.279851
15	-0.03106	-0.2406	0.405348
16	0.004948	0.0383	0.484778
17	0.004644	0.036	0.485711
18	-0.077275	-0.5986	0.275856
19	-0.070053	-0.5426	0.294697
20	0.053439	0.4139	0.340199
21	0.001451	0.0112	0.495534
22	-0.010765	-0.0834	0.466912
23	-0.035681	-0.2764	0.391601
24	-0.04688	-0.3631	0.358891
25	-0.066885	-0.5181	0.303151
26	-0.057453	-0.445	0.328949
27	-0.010441	-0.0809	0.467904
28	0.006457	0.05	0.480138
29	0.025046	0.194	0.423413
30	-0.045222	-0.3503	0.363674
31	-0.045577	-0.353	0.362649
32	-0.039204	-0.3037	0.381214
33	0.032945	0.2552	0.399725
34	0.002265	0.0175	0.493031
35	0.00635	0.0492	0.480468
36	-0.040173	-0.3112	0.378372

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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