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(Partial) Autocorrelation Function

Date of computation

Wed, 28 Dec 2016 19:45:40 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/28/t1482954365xhw9wv16cn273no.htm/, Retrieved Sun, 05 May 2024 20:45:26 +0200

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Sun, 05 May 2024 20:45:26 +0200

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Gwilym Jenkins' @ jenkins.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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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	3 seconds
R Server	'Gwilym Jenkins' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.99592	38.0671	0
2	0.991439	37.8958	0
3	0.986802	37.7185	0
4	0.981971	37.5339	0
5	0.976879	37.3393	0
6	0.97158	37.1367	0
7	0.966155	36.9294	0
8	0.960443	36.711	0
9	0.954726	36.4925	0
10	0.949052	36.2756	0
11	0.943466	36.0621	0
12	0.937728	35.8428	0
13	0.931943	35.6217	0
14	0.926342	35.4076	0
15	0.920634	35.1894	0
16	0.915132	34.9791	0
17	0.909819	34.776	0
18	0.904678	34.5795	0
19	0.899494	34.3814	0
20	0.894331	34.1841	0
21	0.889467	33.9981	0
22	0.884472	33.8072	0
23	0.879725	33.6257	0
24	0.87511	33.4493	0
25	0.870495	33.273	0
26	0.865832	33.0947	0
27	0.861156	32.916	0
28	0.856636	32.7432	0
29	0.852008	32.5663	0
30	0.847534	32.3953	0
31	0.843179	32.2289	0
32	0.838908	32.0656	0
33	0.834569	31.8998	0
34	0.830196	31.7326	0
35	0.82592	31.5692	0
36	0.821414	31.3969	0
37	0.817002	31.2283	0
38	0.812677	31.063	0
39	0.808446	30.9013	0
40	0.804146	30.7369	0
41	0.799833	30.572	0
42	0.795707	30.4143	0
43	0.791388	30.2492	0
44	0.787274	30.092	0
45	0.783297	29.94	0
46	0.779502	29.7949	0
47	0.775671	29.6485	0
48	0.771843	29.5022	0

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.99592 & 38.0671 & 0 \tabularnewline
2 & 0.991439 & 37.8958 & 0 \tabularnewline
3 & 0.986802 & 37.7185 & 0 \tabularnewline
4 & 0.981971 & 37.5339 & 0 \tabularnewline
5 & 0.976879 & 37.3393 & 0 \tabularnewline
6 & 0.97158 & 37.1367 & 0 \tabularnewline
7 & 0.966155 & 36.9294 & 0 \tabularnewline
8 & 0.960443 & 36.711 & 0 \tabularnewline
9 & 0.954726 & 36.4925 & 0 \tabularnewline
10 & 0.949052 & 36.2756 & 0 \tabularnewline
11 & 0.943466 & 36.0621 & 0 \tabularnewline
12 & 0.937728 & 35.8428 & 0 \tabularnewline
13 & 0.931943 & 35.6217 & 0 \tabularnewline
14 & 0.926342 & 35.4076 & 0 \tabularnewline
15 & 0.920634 & 35.1894 & 0 \tabularnewline
16 & 0.915132 & 34.9791 & 0 \tabularnewline
17 & 0.909819 & 34.776 & 0 \tabularnewline
18 & 0.904678 & 34.5795 & 0 \tabularnewline
19 & 0.899494 & 34.3814 & 0 \tabularnewline
20 & 0.894331 & 34.1841 & 0 \tabularnewline
21 & 0.889467 & 33.9981 & 0 \tabularnewline
22 & 0.884472 & 33.8072 & 0 \tabularnewline
23 & 0.879725 & 33.6257 & 0 \tabularnewline
24 & 0.87511 & 33.4493 & 0 \tabularnewline
25 & 0.870495 & 33.273 & 0 \tabularnewline
26 & 0.865832 & 33.0947 & 0 \tabularnewline
27 & 0.861156 & 32.916 & 0 \tabularnewline
28 & 0.856636 & 32.7432 & 0 \tabularnewline
29 & 0.852008 & 32.5663 & 0 \tabularnewline
30 & 0.847534 & 32.3953 & 0 \tabularnewline
31 & 0.843179 & 32.2289 & 0 \tabularnewline
32 & 0.838908 & 32.0656 & 0 \tabularnewline
33 & 0.834569 & 31.8998 & 0 \tabularnewline
34 & 0.830196 & 31.7326 & 0 \tabularnewline
35 & 0.82592 & 31.5692 & 0 \tabularnewline
36 & 0.821414 & 31.3969 & 0 \tabularnewline
37 & 0.817002 & 31.2283 & 0 \tabularnewline
38 & 0.812677 & 31.063 & 0 \tabularnewline
39 & 0.808446 & 30.9013 & 0 \tabularnewline
40 & 0.804146 & 30.7369 & 0 \tabularnewline
41 & 0.799833 & 30.572 & 0 \tabularnewline
42 & 0.795707 & 30.4143 & 0 \tabularnewline
43 & 0.791388 & 30.2492 & 0 \tabularnewline
44 & 0.787274 & 30.092 & 0 \tabularnewline
45 & 0.783297 & 29.94 & 0 \tabularnewline
46 & 0.779502 & 29.7949 & 0 \tabularnewline
47 & 0.775671 & 29.6485 & 0 \tabularnewline
48 & 0.771843 & 29.5022 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]0.99592[/C][C]38.0671[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.991439[/C][C]37.8958[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.986802[/C][C]37.7185[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.981971[/C][C]37.5339[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.976879[/C][C]37.3393[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.97158[/C][C]37.1367[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.966155[/C][C]36.9294[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.960443[/C][C]36.711[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.954726[/C][C]36.4925[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.949052[/C][C]36.2756[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.943466[/C][C]36.0621[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.937728[/C][C]35.8428[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.931943[/C][C]35.6217[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.926342[/C][C]35.4076[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.920634[/C][C]35.1894[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.915132[/C][C]34.9791[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.909819[/C][C]34.776[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.904678[/C][C]34.5795[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.899494[/C][C]34.3814[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.894331[/C][C]34.1841[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.889467[/C][C]33.9981[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.884472[/C][C]33.8072[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.879725[/C][C]33.6257[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.87511[/C][C]33.4493[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.870495[/C][C]33.273[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.865832[/C][C]33.0947[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.861156[/C][C]32.916[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]0.856636[/C][C]32.7432[/C][C]0[/C][/ROW]
[ROW][C]29[/C][C]0.852008[/C][C]32.5663[/C][C]0[/C][/ROW]
[ROW][C]30[/C][C]0.847534[/C][C]32.3953[/C][C]0[/C][/ROW]
[ROW][C]31[/C][C]0.843179[/C][C]32.2289[/C][C]0[/C][/ROW]
[ROW][C]32[/C][C]0.838908[/C][C]32.0656[/C][C]0[/C][/ROW]
[ROW][C]33[/C][C]0.834569[/C][C]31.8998[/C][C]0[/C][/ROW]
[ROW][C]34[/C][C]0.830196[/C][C]31.7326[/C][C]0[/C][/ROW]
[ROW][C]35[/C][C]0.82592[/C][C]31.5692[/C][C]0[/C][/ROW]
[ROW][C]36[/C][C]0.821414[/C][C]31.3969[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.817002[/C][C]31.2283[/C][C]0[/C][/ROW]
[ROW][C]38[/C][C]0.812677[/C][C]31.063[/C][C]0[/C][/ROW]
[ROW][C]39[/C][C]0.808446[/C][C]30.9013[/C][C]0[/C][/ROW]
[ROW][C]40[/C][C]0.804146[/C][C]30.7369[/C][C]0[/C][/ROW]
[ROW][C]41[/C][C]0.799833[/C][C]30.572[/C][C]0[/C][/ROW]
[ROW][C]42[/C][C]0.795707[/C][C]30.4143[/C][C]0[/C][/ROW]
[ROW][C]43[/C][C]0.791388[/C][C]30.2492[/C][C]0[/C][/ROW]
[ROW][C]44[/C][C]0.787274[/C][C]30.092[/C][C]0[/C][/ROW]
[ROW][C]45[/C][C]0.783297[/C][C]29.94[/C][C]0[/C][/ROW]
[ROW][C]46[/C][C]0.779502[/C][C]29.7949[/C][C]0[/C][/ROW]
[ROW][C]47[/C][C]0.775671[/C][C]29.6485[/C][C]0[/C][/ROW]
[ROW][C]48[/C][C]0.771843[/C][C]29.5022[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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	0.99592	38.0671	0
2	0.991439	37.8958	0
3	0.986802	37.7185	0
4	0.981971	37.5339	0
5	0.976879	37.3393	0
6	0.97158	37.1367	0
7	0.966155	36.9294	0
8	0.960443	36.711	0
9	0.954726	36.4925	0
10	0.949052	36.2756	0
11	0.943466	36.0621	0
12	0.937728	35.8428	0
13	0.931943	35.6217	0
14	0.926342	35.4076	0
15	0.920634	35.1894	0
16	0.915132	34.9791	0
17	0.909819	34.776	0
18	0.904678	34.5795	0
19	0.899494	34.3814	0
20	0.894331	34.1841	0
21	0.889467	33.9981	0
22	0.884472	33.8072	0
23	0.879725	33.6257	0
24	0.87511	33.4493	0
25	0.870495	33.273	0
26	0.865832	33.0947	0
27	0.861156	32.916	0
28	0.856636	32.7432	0
29	0.852008	32.5663	0
30	0.847534	32.3953	0
31	0.843179	32.2289	0
32	0.838908	32.0656	0
33	0.834569	31.8998	0
34	0.830196	31.7326	0
35	0.82592	31.5692	0
36	0.821414	31.3969	0
37	0.817002	31.2283	0
38	0.812677	31.063	0
39	0.808446	30.9013	0
40	0.804146	30.7369	0
41	0.799833	30.572	0
42	0.795707	30.4143	0
43	0.791388	30.2492	0
44	0.787274	30.092	0
45	0.783297	29.94	0
46	0.779502	29.7949	0
47	0.775671	29.6485	0
48	0.771843	29.5022	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.99592	38.0671	0
2	-0.051281	-1.9601	0.025087
3	-0.019036	-0.7276	0.233479
4	-0.024453	-0.9347	0.175052
5	-0.032035	-1.2245	0.110484
6	-0.024541	-0.938	0.174189
7	-0.014409	-0.5508	0.290937
8	-0.034826	-1.3312	0.091671
9	0.001885	0.072	0.471292
10	0.005098	0.1948	0.422771
11	0.010007	0.3825	0.351079
12	-0.020416	-0.7804	0.217652
13	-0.006263	-0.2394	0.405415
14	0.020675	0.7903	0.214755
15	-0.017401	-0.6651	0.253034
16	0.023585	0.9015	0.183735
17	0.01781	0.6808	0.248067
18	0.014875	0.5686	0.284868
19	-0.010287	-0.3932	0.347109
20	-0.002011	-0.0768	0.469377
21	0.029776	1.1381	0.127626
22	-0.024049	-0.9192	0.179067
23	0.026465	1.0116	0.155957
24	0.009202	0.3517	0.362552
25	-0.007829	-0.2993	0.382392
26	-0.00869	-0.3322	0.369902
27	-0.005473	-0.2092	0.417156
28	0.012258	0.4685	0.319737
29	-0.017001	-0.6498	0.257958
30	0.016418	0.6275	0.265201
31	0.011465	0.4382	0.330644
32	0.004834	0.1848	0.426716
33	-0.009445	-0.361	0.359074
34	-0.006038	-0.2308	0.408761
35	0.004861	0.1858	0.426307
36	-0.02931	-1.1203	0.131379
37	0.011012	0.4209	0.336941
38	0.009004	0.3441	0.365392
39	0.007806	0.2984	0.382729
40	-0.008231	-0.3146	0.37655
41	-0.00194	-0.0742	0.470449
42	0.015841	0.6055	0.272467
43	-0.024431	-0.9338	0.17527
44	0.023589	0.9017	0.183696
45	0.012887	0.4926	0.311186
46	0.017051	0.6517	0.257333
47	-0.005964	-0.228	0.409858
48	-0.001655	-0.0633	0.474782

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.99592 & 38.0671 & 0 \tabularnewline
2 & -0.051281 & -1.9601 & 0.025087 \tabularnewline
3 & -0.019036 & -0.7276 & 0.233479 \tabularnewline
4 & -0.024453 & -0.9347 & 0.175052 \tabularnewline
5 & -0.032035 & -1.2245 & 0.110484 \tabularnewline
6 & -0.024541 & -0.938 & 0.174189 \tabularnewline
7 & -0.014409 & -0.5508 & 0.290937 \tabularnewline
8 & -0.034826 & -1.3312 & 0.091671 \tabularnewline
9 & 0.001885 & 0.072 & 0.471292 \tabularnewline
10 & 0.005098 & 0.1948 & 0.422771 \tabularnewline
11 & 0.010007 & 0.3825 & 0.351079 \tabularnewline
12 & -0.020416 & -0.7804 & 0.217652 \tabularnewline
13 & -0.006263 & -0.2394 & 0.405415 \tabularnewline
14 & 0.020675 & 0.7903 & 0.214755 \tabularnewline
15 & -0.017401 & -0.6651 & 0.253034 \tabularnewline
16 & 0.023585 & 0.9015 & 0.183735 \tabularnewline
17 & 0.01781 & 0.6808 & 0.248067 \tabularnewline
18 & 0.014875 & 0.5686 & 0.284868 \tabularnewline
19 & -0.010287 & -0.3932 & 0.347109 \tabularnewline
20 & -0.002011 & -0.0768 & 0.469377 \tabularnewline
21 & 0.029776 & 1.1381 & 0.127626 \tabularnewline
22 & -0.024049 & -0.9192 & 0.179067 \tabularnewline
23 & 0.026465 & 1.0116 & 0.155957 \tabularnewline
24 & 0.009202 & 0.3517 & 0.362552 \tabularnewline
25 & -0.007829 & -0.2993 & 0.382392 \tabularnewline
26 & -0.00869 & -0.3322 & 0.369902 \tabularnewline
27 & -0.005473 & -0.2092 & 0.417156 \tabularnewline
28 & 0.012258 & 0.4685 & 0.319737 \tabularnewline
29 & -0.017001 & -0.6498 & 0.257958 \tabularnewline
30 & 0.016418 & 0.6275 & 0.265201 \tabularnewline
31 & 0.011465 & 0.4382 & 0.330644 \tabularnewline
32 & 0.004834 & 0.1848 & 0.426716 \tabularnewline
33 & -0.009445 & -0.361 & 0.359074 \tabularnewline
34 & -0.006038 & -0.2308 & 0.408761 \tabularnewline
35 & 0.004861 & 0.1858 & 0.426307 \tabularnewline
36 & -0.02931 & -1.1203 & 0.131379 \tabularnewline
37 & 0.011012 & 0.4209 & 0.336941 \tabularnewline
38 & 0.009004 & 0.3441 & 0.365392 \tabularnewline
39 & 0.007806 & 0.2984 & 0.382729 \tabularnewline
40 & -0.008231 & -0.3146 & 0.37655 \tabularnewline
41 & -0.00194 & -0.0742 & 0.470449 \tabularnewline
42 & 0.015841 & 0.6055 & 0.272467 \tabularnewline
43 & -0.024431 & -0.9338 & 0.17527 \tabularnewline
44 & 0.023589 & 0.9017 & 0.183696 \tabularnewline
45 & 0.012887 & 0.4926 & 0.311186 \tabularnewline
46 & 0.017051 & 0.6517 & 0.257333 \tabularnewline
47 & -0.005964 & -0.228 & 0.409858 \tabularnewline
48 & -0.001655 & -0.0633 & 0.474782 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]0.99592[/C][C]38.0671[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.051281[/C][C]-1.9601[/C][C]0.025087[/C][/ROW]
[ROW][C]3[/C][C]-0.019036[/C][C]-0.7276[/C][C]0.233479[/C][/ROW]
[ROW][C]4[/C][C]-0.024453[/C][C]-0.9347[/C][C]0.175052[/C][/ROW]
[ROW][C]5[/C][C]-0.032035[/C][C]-1.2245[/C][C]0.110484[/C][/ROW]
[ROW][C]6[/C][C]-0.024541[/C][C]-0.938[/C][C]0.174189[/C][/ROW]
[ROW][C]7[/C][C]-0.014409[/C][C]-0.5508[/C][C]0.290937[/C][/ROW]
[ROW][C]8[/C][C]-0.034826[/C][C]-1.3312[/C][C]0.091671[/C][/ROW]
[ROW][C]9[/C][C]0.001885[/C][C]0.072[/C][C]0.471292[/C][/ROW]
[ROW][C]10[/C][C]0.005098[/C][C]0.1948[/C][C]0.422771[/C][/ROW]
[ROW][C]11[/C][C]0.010007[/C][C]0.3825[/C][C]0.351079[/C][/ROW]
[ROW][C]12[/C][C]-0.020416[/C][C]-0.7804[/C][C]0.217652[/C][/ROW]
[ROW][C]13[/C][C]-0.006263[/C][C]-0.2394[/C][C]0.405415[/C][/ROW]
[ROW][C]14[/C][C]0.020675[/C][C]0.7903[/C][C]0.214755[/C][/ROW]
[ROW][C]15[/C][C]-0.017401[/C][C]-0.6651[/C][C]0.253034[/C][/ROW]
[ROW][C]16[/C][C]0.023585[/C][C]0.9015[/C][C]0.183735[/C][/ROW]
[ROW][C]17[/C][C]0.01781[/C][C]0.6808[/C][C]0.248067[/C][/ROW]
[ROW][C]18[/C][C]0.014875[/C][C]0.5686[/C][C]0.284868[/C][/ROW]
[ROW][C]19[/C][C]-0.010287[/C][C]-0.3932[/C][C]0.347109[/C][/ROW]
[ROW][C]20[/C][C]-0.002011[/C][C]-0.0768[/C][C]0.469377[/C][/ROW]
[ROW][C]21[/C][C]0.029776[/C][C]1.1381[/C][C]0.127626[/C][/ROW]
[ROW][C]22[/C][C]-0.024049[/C][C]-0.9192[/C][C]0.179067[/C][/ROW]
[ROW][C]23[/C][C]0.026465[/C][C]1.0116[/C][C]0.155957[/C][/ROW]
[ROW][C]24[/C][C]0.009202[/C][C]0.3517[/C][C]0.362552[/C][/ROW]
[ROW][C]25[/C][C]-0.007829[/C][C]-0.2993[/C][C]0.382392[/C][/ROW]
[ROW][C]26[/C][C]-0.00869[/C][C]-0.3322[/C][C]0.369902[/C][/ROW]
[ROW][C]27[/C][C]-0.005473[/C][C]-0.2092[/C][C]0.417156[/C][/ROW]
[ROW][C]28[/C][C]0.012258[/C][C]0.4685[/C][C]0.319737[/C][/ROW]
[ROW][C]29[/C][C]-0.017001[/C][C]-0.6498[/C][C]0.257958[/C][/ROW]
[ROW][C]30[/C][C]0.016418[/C][C]0.6275[/C][C]0.265201[/C][/ROW]
[ROW][C]31[/C][C]0.011465[/C][C]0.4382[/C][C]0.330644[/C][/ROW]
[ROW][C]32[/C][C]0.004834[/C][C]0.1848[/C][C]0.426716[/C][/ROW]
[ROW][C]33[/C][C]-0.009445[/C][C]-0.361[/C][C]0.359074[/C][/ROW]
[ROW][C]34[/C][C]-0.006038[/C][C]-0.2308[/C][C]0.408761[/C][/ROW]
[ROW][C]35[/C][C]0.004861[/C][C]0.1858[/C][C]0.426307[/C][/ROW]
[ROW][C]36[/C][C]-0.02931[/C][C]-1.1203[/C][C]0.131379[/C][/ROW]
[ROW][C]37[/C][C]0.011012[/C][C]0.4209[/C][C]0.336941[/C][/ROW]
[ROW][C]38[/C][C]0.009004[/C][C]0.3441[/C][C]0.365392[/C][/ROW]
[ROW][C]39[/C][C]0.007806[/C][C]0.2984[/C][C]0.382729[/C][/ROW]
[ROW][C]40[/C][C]-0.008231[/C][C]-0.3146[/C][C]0.37655[/C][/ROW]
[ROW][C]41[/C][C]-0.00194[/C][C]-0.0742[/C][C]0.470449[/C][/ROW]
[ROW][C]42[/C][C]0.015841[/C][C]0.6055[/C][C]0.272467[/C][/ROW]
[ROW][C]43[/C][C]-0.024431[/C][C]-0.9338[/C][C]0.17527[/C][/ROW]
[ROW][C]44[/C][C]0.023589[/C][C]0.9017[/C][C]0.183696[/C][/ROW]
[ROW][C]45[/C][C]0.012887[/C][C]0.4926[/C][C]0.311186[/C][/ROW]
[ROW][C]46[/C][C]0.017051[/C][C]0.6517[/C][C]0.257333[/C][/ROW]
[ROW][C]47[/C][C]-0.005964[/C][C]-0.228[/C][C]0.409858[/C][/ROW]
[ROW][C]48[/C][C]-0.001655[/C][C]-0.0633[/C][C]0.474782[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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	0.99592	38.0671	0
2	-0.051281	-1.9601	0.025087
3	-0.019036	-0.7276	0.233479
4	-0.024453	-0.9347	0.175052
5	-0.032035	-1.2245	0.110484
6	-0.024541	-0.938	0.174189
7	-0.014409	-0.5508	0.290937
8	-0.034826	-1.3312	0.091671
9	0.001885	0.072	0.471292
10	0.005098	0.1948	0.422771
11	0.010007	0.3825	0.351079
12	-0.020416	-0.7804	0.217652
13	-0.006263	-0.2394	0.405415
14	0.020675	0.7903	0.214755
15	-0.017401	-0.6651	0.253034
16	0.023585	0.9015	0.183735
17	0.01781	0.6808	0.248067
18	0.014875	0.5686	0.284868
19	-0.010287	-0.3932	0.347109
20	-0.002011	-0.0768	0.469377
21	0.029776	1.1381	0.127626
22	-0.024049	-0.9192	0.179067
23	0.026465	1.0116	0.155957
24	0.009202	0.3517	0.362552
25	-0.007829	-0.2993	0.382392
26	-0.00869	-0.3322	0.369902
27	-0.005473	-0.2092	0.417156
28	0.012258	0.4685	0.319737
29	-0.017001	-0.6498	0.257958
30	0.016418	0.6275	0.265201
31	0.011465	0.4382	0.330644
32	0.004834	0.1848	0.426716
33	-0.009445	-0.361	0.359074
34	-0.006038	-0.2308	0.408761
35	0.004861	0.1858	0.426307
36	-0.02931	-1.1203	0.131379
37	0.011012	0.4209	0.336941
38	0.009004	0.3441	0.365392
39	0.007806	0.2984	0.382729
40	-0.008231	-0.3146	0.37655
41	-0.00194	-0.0742	0.470449
42	0.015841	0.6055	0.272467
43	-0.024431	-0.9338	0.17527
44	0.023589	0.9017	0.183696
45	0.012887	0.4926	0.311186
46	0.017051	0.6517	0.257333
47	-0.005964	-0.228	0.409858
48	-0.001655	-0.0633	0.474782

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 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

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)
x <- na.omit(x)
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