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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 07 Apr 2012 12:19:00 -0400

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/2012/Apr/07/t1333815569jqeda4xvfurq51o.htm/, Retrieved Fri, 03 May 2024 11:51:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=164333, Retrieved Fri, 03 May 2024 11:51:11 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W12

Estimated Impact

228

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

-       [(Partial) Autocorrelation Function] [KDGP2W12] [2012-04-07 16:19:00] [d77480184cff5133157c4adeb3391928] [Current]
- R PD    [(Partial) Autocorrelation Function] [KDGP2W11] [2012-05-28 15:15:59] [6285f4e2f27456c551d88825e9bb3ea0] 
-    D    [(Partial) Autocorrelation Function] [KDGP2W11] [2012-05-28 15:26:59] [6285f4e2f27456c551d88825e9bb3ea0] 
- RMPD    [Univariate Data Series] [KDG201161] [2012-05-28 15:31:20] [6285f4e2f27456c551d88825e9bb3ea0] 
- RMPD    [Mean Plot] [KDG201161] [2012-05-28 15:40:09] [6285f4e2f27456c551d88825e9bb3ea0] 
- RMP     [Mean Plot] [KDG201162] [2012-05-28 15:50:14] [6285f4e2f27456c551d88825e9bb3ea0] 
- RMPD    [Standard Deviation Plot] [KDGP2W82] [2012-05-28 16:18:16] [6285f4e2f27456c551d88825e9bb3ea0] 
- RMPD    [Classical Decomposition] [KDGP2W91] [2012-05-28 18:49:22] [6285f4e2f27456c551d88825e9bb3ea0] 
- RMP     [Classical Decomposition] [KDGP2W92] [2012-05-28 19:12:23] [6285f4e2f27456c551d88825e9bb3ea0] 
- RMPD    [Exponential Smoothing] [KDGP2W101] [2012-05-28 19:19:39] [2f0f353a58a70fd7baf0f5141860d820] 
- RMP     [Exponential Smoothing] [KDGP2W102] [2012-05-28 19:30:19] [2f0f353a58a70fd7baf0f5141860d820] 

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Dataseries X:

Download CSV

Histogram

Boxplots

3,9
5,9
5,7
3,6
4,9
5,3
8,7
6,8
8,9
9,6
11,2
9,9
9,3
9,2
9,4
12,7
13,6
16,1
14,8
14,1
13,2
8,7
4,9
-1,3
-3,9
-6
-6,6
-8,7
-11,6
-14,6
-12,9
-13,8
-14,1
-13,2
-10,4
-3,3
1
3,1
4,5
1,9
3,9
7
5,6
8,1
6,1
8
6,5
5,6
4,8
5,1
7,8
10,3
8,6
6,8
4,9
5,4
5,5
4,7
4,2
5
5
6
2,9
3,6
5,1
2,9
4,7
3
5
2,6
3,2
2,4
3,2
2,6
2,4
2,1
2,7
4,4
4,3
4,2
5,5
8,8
10,1
7
5,7
5,2
5,5
7,3
5,9
7,1
6,9
6,7
4,7
6,7
8,5
2,1
-0,9
-4,7
4,8
2,6
1,7
-1,8
0,2
1,9
3,2
3,1
4,2
16,2
18,3
21,6
12,6
9,8
10,6
13
9,7
7,9
3,3
3,4
0,4
0,7
1,4
3,8
4
8
6
5,8
3,9
6,4
11

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	'Herman Ole Andreas Wold' @ wold.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164333&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164333&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164333&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	'Herman Ole Andreas Wold' @ wold.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.901236	10.2361	0
2	0.784845	8.9141	0
3	0.648082	7.3608	0
4	0.55394	6.2916	0
5	0.433396	4.9224	1e-06
6	0.278673	3.1651	0.000967
7	0.131903	1.4981	0.068271
8	0.012669	0.1439	0.442905
9	-0.083747	-0.9512	0.171645
10	-0.190157	-2.1598	0.01632
11	-0.281703	-3.1995	0.000866
12	-0.354211	-4.0231	4.9e-05
13	-0.3562	-4.0457	4.5e-05
14	-0.341547	-3.8792	8.3e-05
15	-0.325146	-3.693	0.000163
16	-0.320189	-3.6366	0.000199
17	-0.314866	-3.5762	0.000246
18	-0.285597	-3.2438	0.000751
19	-0.246069	-2.7948	0.002993
20	-0.217002	-2.4647	0.007515
21	-0.186907	-2.1229	0.017838
22	-0.182059	-2.0678	0.020329
23	-0.1498	-1.7014	0.045638
24	-0.120739	-1.3713	0.086326
25	-0.072843	-0.8273	0.204786
26	-0.040618	-0.4613	0.32267
27	-0.023397	-0.2657	0.395434
28	-0.002862	-0.0325	0.487061
29	0.017642	0.2004	0.420751
30	0.045388	0.5155	0.30354
31	0.04268	0.4847	0.314338
32	0.050529	0.5739	0.283517
33	0.050808	0.5771	0.282451
34	0.061767	0.7015	0.242116
35	0.058081	0.6597	0.25532
36	0.051772	0.588	0.278774
37	0.053155	0.6037	0.273542
38	0.051813	0.5885	0.278621
39	0.065933	0.7489	0.227654
40	0.068436	0.7773	0.219208
41	0.079965	0.9082	0.182726
42	0.072924	0.8283	0.204526
43	0.067812	0.7702	0.221298
44	0.052485	0.5961	0.27607
45	0.035507	0.4033	0.343706
46	0.025139	0.2855	0.387851
47	0.005366	0.0609	0.475748
48	-0.018539	-0.2106	0.41678

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.901236 & 10.2361 & 0 \tabularnewline
2 & 0.784845 & 8.9141 & 0 \tabularnewline
3 & 0.648082 & 7.3608 & 0 \tabularnewline
4 & 0.55394 & 6.2916 & 0 \tabularnewline
5 & 0.433396 & 4.9224 & 1e-06 \tabularnewline
6 & 0.278673 & 3.1651 & 0.000967 \tabularnewline
7 & 0.131903 & 1.4981 & 0.068271 \tabularnewline
8 & 0.012669 & 0.1439 & 0.442905 \tabularnewline
9 & -0.083747 & -0.9512 & 0.171645 \tabularnewline
10 & -0.190157 & -2.1598 & 0.01632 \tabularnewline
11 & -0.281703 & -3.1995 & 0.000866 \tabularnewline
12 & -0.354211 & -4.0231 & 4.9e-05 \tabularnewline
13 & -0.3562 & -4.0457 & 4.5e-05 \tabularnewline
14 & -0.341547 & -3.8792 & 8.3e-05 \tabularnewline
15 & -0.325146 & -3.693 & 0.000163 \tabularnewline
16 & -0.320189 & -3.6366 & 0.000199 \tabularnewline
17 & -0.314866 & -3.5762 & 0.000246 \tabularnewline
18 & -0.285597 & -3.2438 & 0.000751 \tabularnewline
19 & -0.246069 & -2.7948 & 0.002993 \tabularnewline
20 & -0.217002 & -2.4647 & 0.007515 \tabularnewline
21 & -0.186907 & -2.1229 & 0.017838 \tabularnewline
22 & -0.182059 & -2.0678 & 0.020329 \tabularnewline
23 & -0.1498 & -1.7014 & 0.045638 \tabularnewline
24 & -0.120739 & -1.3713 & 0.086326 \tabularnewline
25 & -0.072843 & -0.8273 & 0.204786 \tabularnewline
26 & -0.040618 & -0.4613 & 0.32267 \tabularnewline
27 & -0.023397 & -0.2657 & 0.395434 \tabularnewline
28 & -0.002862 & -0.0325 & 0.487061 \tabularnewline
29 & 0.017642 & 0.2004 & 0.420751 \tabularnewline
30 & 0.045388 & 0.5155 & 0.30354 \tabularnewline
31 & 0.04268 & 0.4847 & 0.314338 \tabularnewline
32 & 0.050529 & 0.5739 & 0.283517 \tabularnewline
33 & 0.050808 & 0.5771 & 0.282451 \tabularnewline
34 & 0.061767 & 0.7015 & 0.242116 \tabularnewline
35 & 0.058081 & 0.6597 & 0.25532 \tabularnewline
36 & 0.051772 & 0.588 & 0.278774 \tabularnewline
37 & 0.053155 & 0.6037 & 0.273542 \tabularnewline
38 & 0.051813 & 0.5885 & 0.278621 \tabularnewline
39 & 0.065933 & 0.7489 & 0.227654 \tabularnewline
40 & 0.068436 & 0.7773 & 0.219208 \tabularnewline
41 & 0.079965 & 0.9082 & 0.182726 \tabularnewline
42 & 0.072924 & 0.8283 & 0.204526 \tabularnewline
43 & 0.067812 & 0.7702 & 0.221298 \tabularnewline
44 & 0.052485 & 0.5961 & 0.27607 \tabularnewline
45 & 0.035507 & 0.4033 & 0.343706 \tabularnewline
46 & 0.025139 & 0.2855 & 0.387851 \tabularnewline
47 & 0.005366 & 0.0609 & 0.475748 \tabularnewline
48 & -0.018539 & -0.2106 & 0.41678 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164333&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]0.901236[/C][C]10.2361[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.784845[/C][C]8.9141[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.648082[/C][C]7.3608[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.55394[/C][C]6.2916[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.433396[/C][C]4.9224[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.278673[/C][C]3.1651[/C][C]0.000967[/C][/ROW]
[ROW][C]7[/C][C]0.131903[/C][C]1.4981[/C][C]0.068271[/C][/ROW]
[ROW][C]8[/C][C]0.012669[/C][C]0.1439[/C][C]0.442905[/C][/ROW]
[ROW][C]9[/C][C]-0.083747[/C][C]-0.9512[/C][C]0.171645[/C][/ROW]
[ROW][C]10[/C][C]-0.190157[/C][C]-2.1598[/C][C]0.01632[/C][/ROW]
[ROW][C]11[/C][C]-0.281703[/C][C]-3.1995[/C][C]0.000866[/C][/ROW]
[ROW][C]12[/C][C]-0.354211[/C][C]-4.0231[/C][C]4.9e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.3562[/C][C]-4.0457[/C][C]4.5e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.341547[/C][C]-3.8792[/C][C]8.3e-05[/C][/ROW]
[ROW][C]15[/C][C]-0.325146[/C][C]-3.693[/C][C]0.000163[/C][/ROW]
[ROW][C]16[/C][C]-0.320189[/C][C]-3.6366[/C][C]0.000199[/C][/ROW]
[ROW][C]17[/C][C]-0.314866[/C][C]-3.5762[/C][C]0.000246[/C][/ROW]
[ROW][C]18[/C][C]-0.285597[/C][C]-3.2438[/C][C]0.000751[/C][/ROW]
[ROW][C]19[/C][C]-0.246069[/C][C]-2.7948[/C][C]0.002993[/C][/ROW]
[ROW][C]20[/C][C]-0.217002[/C][C]-2.4647[/C][C]0.007515[/C][/ROW]
[ROW][C]21[/C][C]-0.186907[/C][C]-2.1229[/C][C]0.017838[/C][/ROW]
[ROW][C]22[/C][C]-0.182059[/C][C]-2.0678[/C][C]0.020329[/C][/ROW]
[ROW][C]23[/C][C]-0.1498[/C][C]-1.7014[/C][C]0.045638[/C][/ROW]
[ROW][C]24[/C][C]-0.120739[/C][C]-1.3713[/C][C]0.086326[/C][/ROW]
[ROW][C]25[/C][C]-0.072843[/C][C]-0.8273[/C][C]0.204786[/C][/ROW]
[ROW][C]26[/C][C]-0.040618[/C][C]-0.4613[/C][C]0.32267[/C][/ROW]
[ROW][C]27[/C][C]-0.023397[/C][C]-0.2657[/C][C]0.395434[/C][/ROW]
[ROW][C]28[/C][C]-0.002862[/C][C]-0.0325[/C][C]0.487061[/C][/ROW]
[ROW][C]29[/C][C]0.017642[/C][C]0.2004[/C][C]0.420751[/C][/ROW]
[ROW][C]30[/C][C]0.045388[/C][C]0.5155[/C][C]0.30354[/C][/ROW]
[ROW][C]31[/C][C]0.04268[/C][C]0.4847[/C][C]0.314338[/C][/ROW]
[ROW][C]32[/C][C]0.050529[/C][C]0.5739[/C][C]0.283517[/C][/ROW]
[ROW][C]33[/C][C]0.050808[/C][C]0.5771[/C][C]0.282451[/C][/ROW]
[ROW][C]34[/C][C]0.061767[/C][C]0.7015[/C][C]0.242116[/C][/ROW]
[ROW][C]35[/C][C]0.058081[/C][C]0.6597[/C][C]0.25532[/C][/ROW]
[ROW][C]36[/C][C]0.051772[/C][C]0.588[/C][C]0.278774[/C][/ROW]
[ROW][C]37[/C][C]0.053155[/C][C]0.6037[/C][C]0.273542[/C][/ROW]
[ROW][C]38[/C][C]0.051813[/C][C]0.5885[/C][C]0.278621[/C][/ROW]
[ROW][C]39[/C][C]0.065933[/C][C]0.7489[/C][C]0.227654[/C][/ROW]
[ROW][C]40[/C][C]0.068436[/C][C]0.7773[/C][C]0.219208[/C][/ROW]
[ROW][C]41[/C][C]0.079965[/C][C]0.9082[/C][C]0.182726[/C][/ROW]
[ROW][C]42[/C][C]0.072924[/C][C]0.8283[/C][C]0.204526[/C][/ROW]
[ROW][C]43[/C][C]0.067812[/C][C]0.7702[/C][C]0.221298[/C][/ROW]
[ROW][C]44[/C][C]0.052485[/C][C]0.5961[/C][C]0.27607[/C][/ROW]
[ROW][C]45[/C][C]0.035507[/C][C]0.4033[/C][C]0.343706[/C][/ROW]
[ROW][C]46[/C][C]0.025139[/C][C]0.2855[/C][C]0.387851[/C][/ROW]
[ROW][C]47[/C][C]0.005366[/C][C]0.0609[/C][C]0.475748[/C][/ROW]
[ROW][C]48[/C][C]-0.018539[/C][C]-0.2106[/C][C]0.41678[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164333&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164333&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	0.901236	10.2361	0
2	0.784845	8.9141	0
3	0.648082	7.3608	0
4	0.55394	6.2916	0
5	0.433396	4.9224	1e-06
6	0.278673	3.1651	0.000967
7	0.131903	1.4981	0.068271
8	0.012669	0.1439	0.442905
9	-0.083747	-0.9512	0.171645
10	-0.190157	-2.1598	0.01632
11	-0.281703	-3.1995	0.000866
12	-0.354211	-4.0231	4.9e-05
13	-0.3562	-4.0457	4.5e-05
14	-0.341547	-3.8792	8.3e-05
15	-0.325146	-3.693	0.000163
16	-0.320189	-3.6366	0.000199
17	-0.314866	-3.5762	0.000246
18	-0.285597	-3.2438	0.000751
19	-0.246069	-2.7948	0.002993
20	-0.217002	-2.4647	0.007515
21	-0.186907	-2.1229	0.017838
22	-0.182059	-2.0678	0.020329
23	-0.1498	-1.7014	0.045638
24	-0.120739	-1.3713	0.086326
25	-0.072843	-0.8273	0.204786
26	-0.040618	-0.4613	0.32267
27	-0.023397	-0.2657	0.395434
28	-0.002862	-0.0325	0.487061
29	0.017642	0.2004	0.420751
30	0.045388	0.5155	0.30354
31	0.04268	0.4847	0.314338
32	0.050529	0.5739	0.283517
33	0.050808	0.5771	0.282451
34	0.061767	0.7015	0.242116
35	0.058081	0.6597	0.25532
36	0.051772	0.588	0.278774
37	0.053155	0.6037	0.273542
38	0.051813	0.5885	0.278621
39	0.065933	0.7489	0.227654
40	0.068436	0.7773	0.219208
41	0.079965	0.9082	0.182726
42	0.072924	0.8283	0.204526
43	0.067812	0.7702	0.221298
44	0.052485	0.5961	0.27607
45	0.035507	0.4033	0.343706
46	0.025139	0.2855	0.387851
47	0.005366	0.0609	0.475748
48	-0.018539	-0.2106	0.41678

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.901236	10.2361	0
2	-0.145824	-1.6562	0.050052
3	-0.168534	-1.9142	0.028906
4	0.170056	1.9315	0.027809
5	-0.245187	-2.7848	0.003082
6	-0.312392	-3.5481	0.000271
7	0.074641	0.8478	0.199073
8	0.001689	0.0192	0.492361
9	-0.139463	-1.584	0.057822
10	-0.112191	-1.2742	0.102434
11	0.058987	0.67	0.252041
12	-0.067526	-0.767	0.222255
13	0.198545	2.255	0.012908
14	0.026735	0.3037	0.380939
15	-0.13978	-1.5876	0.057413
16	-0.016699	-0.1897	0.424935
17	-0.109957	-1.2489	0.106988
18	-0.067698	-0.7689	0.221677
19	0.066533	0.7557	0.225612
20	-0.088776	-1.0083	0.157598
21	0.026386	0.2997	0.38245
22	-0.190848	-2.1676	0.016012
23	0.121542	1.3804	0.084918
24	0.033954	0.3856	0.350198
25	0.104201	1.1835	0.119395
26	0.008105	0.0921	0.4634
27	-0.160019	-1.8175	0.035733
28	0.025009	0.2841	0.388413
29	-0.063141	-0.7171	0.237292
30	0.005573	0.0633	0.474815
31	-0.067614	-0.7679	0.221961
32	0.06288	0.7142	0.238204
33	2.4e-05	3e-04	0.499889
34	-0.184007	-2.0899	0.019295
35	0.138606	1.5743	0.058939
36	0.07224	0.8205	0.206726
37	0.050989	0.5791	0.281757
38	-0.032356	-0.3675	0.356925
39	0.007714	0.0876	0.465161
40	-0.019541	-0.2219	0.412352
41	-0.024733	-0.2809	0.389612
42	-0.030297	-0.3441	0.365662
43	-0.022181	-0.2519	0.400751
44	-0.085811	-0.9746	0.165785
45	-0.011082	-0.1259	0.450019
46	-0.008528	-0.0969	0.461493
47	0.010066	0.1143	0.45458
48	-0.018065	-0.2052	0.418878

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.901236 & 10.2361 & 0 \tabularnewline
2 & -0.145824 & -1.6562 & 0.050052 \tabularnewline
3 & -0.168534 & -1.9142 & 0.028906 \tabularnewline
4 & 0.170056 & 1.9315 & 0.027809 \tabularnewline
5 & -0.245187 & -2.7848 & 0.003082 \tabularnewline
6 & -0.312392 & -3.5481 & 0.000271 \tabularnewline
7 & 0.074641 & 0.8478 & 0.199073 \tabularnewline
8 & 0.001689 & 0.0192 & 0.492361 \tabularnewline
9 & -0.139463 & -1.584 & 0.057822 \tabularnewline
10 & -0.112191 & -1.2742 & 0.102434 \tabularnewline
11 & 0.058987 & 0.67 & 0.252041 \tabularnewline
12 & -0.067526 & -0.767 & 0.222255 \tabularnewline
13 & 0.198545 & 2.255 & 0.012908 \tabularnewline
14 & 0.026735 & 0.3037 & 0.380939 \tabularnewline
15 & -0.13978 & -1.5876 & 0.057413 \tabularnewline
16 & -0.016699 & -0.1897 & 0.424935 \tabularnewline
17 & -0.109957 & -1.2489 & 0.106988 \tabularnewline
18 & -0.067698 & -0.7689 & 0.221677 \tabularnewline
19 & 0.066533 & 0.7557 & 0.225612 \tabularnewline
20 & -0.088776 & -1.0083 & 0.157598 \tabularnewline
21 & 0.026386 & 0.2997 & 0.38245 \tabularnewline
22 & -0.190848 & -2.1676 & 0.016012 \tabularnewline
23 & 0.121542 & 1.3804 & 0.084918 \tabularnewline
24 & 0.033954 & 0.3856 & 0.350198 \tabularnewline
25 & 0.104201 & 1.1835 & 0.119395 \tabularnewline
26 & 0.008105 & 0.0921 & 0.4634 \tabularnewline
27 & -0.160019 & -1.8175 & 0.035733 \tabularnewline
28 & 0.025009 & 0.2841 & 0.388413 \tabularnewline
29 & -0.063141 & -0.7171 & 0.237292 \tabularnewline
30 & 0.005573 & 0.0633 & 0.474815 \tabularnewline
31 & -0.067614 & -0.7679 & 0.221961 \tabularnewline
32 & 0.06288 & 0.7142 & 0.238204 \tabularnewline
33 & 2.4e-05 & 3e-04 & 0.499889 \tabularnewline
34 & -0.184007 & -2.0899 & 0.019295 \tabularnewline
35 & 0.138606 & 1.5743 & 0.058939 \tabularnewline
36 & 0.07224 & 0.8205 & 0.206726 \tabularnewline
37 & 0.050989 & 0.5791 & 0.281757 \tabularnewline
38 & -0.032356 & -0.3675 & 0.356925 \tabularnewline
39 & 0.007714 & 0.0876 & 0.465161 \tabularnewline
40 & -0.019541 & -0.2219 & 0.412352 \tabularnewline
41 & -0.024733 & -0.2809 & 0.389612 \tabularnewline
42 & -0.030297 & -0.3441 & 0.365662 \tabularnewline
43 & -0.022181 & -0.2519 & 0.400751 \tabularnewline
44 & -0.085811 & -0.9746 & 0.165785 \tabularnewline
45 & -0.011082 & -0.1259 & 0.450019 \tabularnewline
46 & -0.008528 & -0.0969 & 0.461493 \tabularnewline
47 & 0.010066 & 0.1143 & 0.45458 \tabularnewline
48 & -0.018065 & -0.2052 & 0.418878 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164333&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]0.901236[/C][C]10.2361[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.145824[/C][C]-1.6562[/C][C]0.050052[/C][/ROW]
[ROW][C]3[/C][C]-0.168534[/C][C]-1.9142[/C][C]0.028906[/C][/ROW]
[ROW][C]4[/C][C]0.170056[/C][C]1.9315[/C][C]0.027809[/C][/ROW]
[ROW][C]5[/C][C]-0.245187[/C][C]-2.7848[/C][C]0.003082[/C][/ROW]
[ROW][C]6[/C][C]-0.312392[/C][C]-3.5481[/C][C]0.000271[/C][/ROW]
[ROW][C]7[/C][C]0.074641[/C][C]0.8478[/C][C]0.199073[/C][/ROW]
[ROW][C]8[/C][C]0.001689[/C][C]0.0192[/C][C]0.492361[/C][/ROW]
[ROW][C]9[/C][C]-0.139463[/C][C]-1.584[/C][C]0.057822[/C][/ROW]
[ROW][C]10[/C][C]-0.112191[/C][C]-1.2742[/C][C]0.102434[/C][/ROW]
[ROW][C]11[/C][C]0.058987[/C][C]0.67[/C][C]0.252041[/C][/ROW]
[ROW][C]12[/C][C]-0.067526[/C][C]-0.767[/C][C]0.222255[/C][/ROW]
[ROW][C]13[/C][C]0.198545[/C][C]2.255[/C][C]0.012908[/C][/ROW]
[ROW][C]14[/C][C]0.026735[/C][C]0.3037[/C][C]0.380939[/C][/ROW]
[ROW][C]15[/C][C]-0.13978[/C][C]-1.5876[/C][C]0.057413[/C][/ROW]
[ROW][C]16[/C][C]-0.016699[/C][C]-0.1897[/C][C]0.424935[/C][/ROW]
[ROW][C]17[/C][C]-0.109957[/C][C]-1.2489[/C][C]0.106988[/C][/ROW]
[ROW][C]18[/C][C]-0.067698[/C][C]-0.7689[/C][C]0.221677[/C][/ROW]
[ROW][C]19[/C][C]0.066533[/C][C]0.7557[/C][C]0.225612[/C][/ROW]
[ROW][C]20[/C][C]-0.088776[/C][C]-1.0083[/C][C]0.157598[/C][/ROW]
[ROW][C]21[/C][C]0.026386[/C][C]0.2997[/C][C]0.38245[/C][/ROW]
[ROW][C]22[/C][C]-0.190848[/C][C]-2.1676[/C][C]0.016012[/C][/ROW]
[ROW][C]23[/C][C]0.121542[/C][C]1.3804[/C][C]0.084918[/C][/ROW]
[ROW][C]24[/C][C]0.033954[/C][C]0.3856[/C][C]0.350198[/C][/ROW]
[ROW][C]25[/C][C]0.104201[/C][C]1.1835[/C][C]0.119395[/C][/ROW]
[ROW][C]26[/C][C]0.008105[/C][C]0.0921[/C][C]0.4634[/C][/ROW]
[ROW][C]27[/C][C]-0.160019[/C][C]-1.8175[/C][C]0.035733[/C][/ROW]
[ROW][C]28[/C][C]0.025009[/C][C]0.2841[/C][C]0.388413[/C][/ROW]
[ROW][C]29[/C][C]-0.063141[/C][C]-0.7171[/C][C]0.237292[/C][/ROW]
[ROW][C]30[/C][C]0.005573[/C][C]0.0633[/C][C]0.474815[/C][/ROW]
[ROW][C]31[/C][C]-0.067614[/C][C]-0.7679[/C][C]0.221961[/C][/ROW]
[ROW][C]32[/C][C]0.06288[/C][C]0.7142[/C][C]0.238204[/C][/ROW]
[ROW][C]33[/C][C]2.4e-05[/C][C]3e-04[/C][C]0.499889[/C][/ROW]
[ROW][C]34[/C][C]-0.184007[/C][C]-2.0899[/C][C]0.019295[/C][/ROW]
[ROW][C]35[/C][C]0.138606[/C][C]1.5743[/C][C]0.058939[/C][/ROW]
[ROW][C]36[/C][C]0.07224[/C][C]0.8205[/C][C]0.206726[/C][/ROW]
[ROW][C]37[/C][C]0.050989[/C][C]0.5791[/C][C]0.281757[/C][/ROW]
[ROW][C]38[/C][C]-0.032356[/C][C]-0.3675[/C][C]0.356925[/C][/ROW]
[ROW][C]39[/C][C]0.007714[/C][C]0.0876[/C][C]0.465161[/C][/ROW]
[ROW][C]40[/C][C]-0.019541[/C][C]-0.2219[/C][C]0.412352[/C][/ROW]
[ROW][C]41[/C][C]-0.024733[/C][C]-0.2809[/C][C]0.389612[/C][/ROW]
[ROW][C]42[/C][C]-0.030297[/C][C]-0.3441[/C][C]0.365662[/C][/ROW]
[ROW][C]43[/C][C]-0.022181[/C][C]-0.2519[/C][C]0.400751[/C][/ROW]
[ROW][C]44[/C][C]-0.085811[/C][C]-0.9746[/C][C]0.165785[/C][/ROW]
[ROW][C]45[/C][C]-0.011082[/C][C]-0.1259[/C][C]0.450019[/C][/ROW]
[ROW][C]46[/C][C]-0.008528[/C][C]-0.0969[/C][C]0.461493[/C][/ROW]
[ROW][C]47[/C][C]0.010066[/C][C]0.1143[/C][C]0.45458[/C][/ROW]
[ROW][C]48[/C][C]-0.018065[/C][C]-0.2052[/C][C]0.418878[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164333&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164333&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	0.901236	10.2361	0
2	-0.145824	-1.6562	0.050052
3	-0.168534	-1.9142	0.028906
4	0.170056	1.9315	0.027809
5	-0.245187	-2.7848	0.003082
6	-0.312392	-3.5481	0.000271
7	0.074641	0.8478	0.199073
8	0.001689	0.0192	0.492361
9	-0.139463	-1.584	0.057822
10	-0.112191	-1.2742	0.102434
11	0.058987	0.67	0.252041
12	-0.067526	-0.767	0.222255
13	0.198545	2.255	0.012908
14	0.026735	0.3037	0.380939
15	-0.13978	-1.5876	0.057413
16	-0.016699	-0.1897	0.424935
17	-0.109957	-1.2489	0.106988
18	-0.067698	-0.7689	0.221677
19	0.066533	0.7557	0.225612
20	-0.088776	-1.0083	0.157598
21	0.026386	0.2997	0.38245
22	-0.190848	-2.1676	0.016012
23	0.121542	1.3804	0.084918
24	0.033954	0.3856	0.350198
25	0.104201	1.1835	0.119395
26	0.008105	0.0921	0.4634
27	-0.160019	-1.8175	0.035733
28	0.025009	0.2841	0.388413
29	-0.063141	-0.7171	0.237292
30	0.005573	0.0633	0.474815
31	-0.067614	-0.7679	0.221961
32	0.06288	0.7142	0.238204
33	2.4e-05	3e-04	0.499889
34	-0.184007	-2.0899	0.019295
35	0.138606	1.5743	0.058939
36	0.07224	0.8205	0.206726
37	0.050989	0.5791	0.281757
38	-0.032356	-0.3675	0.356925
39	0.007714	0.0876	0.465161
40	-0.019541	-0.2219	0.412352
41	-0.024733	-0.2809	0.389612
42	-0.030297	-0.3441	0.365662
43	-0.022181	-0.2519	0.400751
44	-0.085811	-0.9746	0.165785
45	-0.011082	-0.1259	0.450019
46	-0.008528	-0.0969	0.461493
47	0.010066	0.1143	0.45458
48	-0.018065	-0.2052	0.418878

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code