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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 10:50:06 +0000

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/2010/Dec/21/t1292928464hfnvgpb5m6179io.htm/, Retrieved Sat, 18 May 2024 04:05:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113252, Retrieved Sat, 18 May 2024 04:05:30 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

145

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

-     [Univariate Data Series] [] [2008-12-08 19:22:39] [d2d412c7f4d35ffbf5ee5ee89db327d4]
F RMP   [(Partial) Autocorrelation Function] [WS 9] [2010-12-07 20:24:41] [9b13650c94c5192ca5135ec8a1fa39f7]
-    D    [(Partial) Autocorrelation Function] [ACF Paper] [2010-12-19 13:35:17] [9b13650c94c5192ca5135ec8a1fa39f7]
-   P       [(Partial) Autocorrelation Function] [] [2010-12-21 10:32:09] [9b13650c94c5192ca5135ec8a1fa39f7]
-             [(Partial) Autocorrelation Function] [] [2010-12-21 10:39:04] [9b13650c94c5192ca5135ec8a1fa39f7]
-   P           [(Partial) Autocorrelation Function] [] [2010-12-21 10:40:43] [9b13650c94c5192ca5135ec8a1fa39f7]
-   P               [(Partial) Autocorrelation Function] [] [2010-12-21 10:50:06] [5fd8c857995b7937a45335fd5ccccdde] [Current]
- RMP                 [Spectral Analysis] [] [2010-12-21 11:01:31] [9b13650c94c5192ca5135ec8a1fa39f7] 
-   P                   [Spectral Analysis] [] [2010-12-21 11:12:16] [9b13650c94c5192ca5135ec8a1fa39f7] 
-   P                     [Spectral Analysis] [] [2010-12-21 11:21:27] [9b13650c94c5192ca5135ec8a1fa39f7] 
- RMP                       [Variance Reduction Matrix] [] [2010-12-21 11:45:42] [9b13650c94c5192ca5135ec8a1fa39f7] 
- RM                          [Standard Deviation-Mean Plot] [] [2010-12-21 12:07:57] [9b13650c94c5192ca5135ec8a1fa39f7] 
- RM                          [ARIMA Backward Selection] [] [2010-12-21 12:35:49] [9b13650c94c5192ca5135ec8a1fa39f7] 
- RMP                           [ARIMA Forecasting] [] [2010-12-22 19:05:16] [9b13650c94c5192ca5135ec8a1fa39f7] 
-   P                             [ARIMA Forecasting] [] [2010-12-22 19:15:24] [9b13650c94c5192ca5135ec8a1fa39f7] 

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Dataseries X:

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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	2 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 2 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113252&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113252&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113252&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	2 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.392051	-3.5718	0.000297
2	0.10011	0.912	0.182194
3	-0.135083	-1.2307	0.110963
4	-0.059338	-0.5406	0.295116
5	0.023101	0.2105	0.416912
6	0.033635	0.3064	0.380022
7	-0.057534	-0.5242	0.300782
8	0.139599	1.2718	0.103497
9	0.092468	0.8424	0.200987
10	-0.097793	-0.8909	0.187769
11	-0.030485	-0.2777	0.390954
12	-0.165608	-1.5088	0.067579
13	-0.084359	-0.7685	0.222172
14	0.081172	0.7395	0.230842
15	0.10826	0.9863	0.163427
16	-0.05346	-0.487	0.313756
17	0.014322	0.1305	0.44825
18	0.020296	0.1849	0.426876
19	-0.107418	-0.9786	0.165304
20	-0.016781	-0.1529	0.439432
21	0.124314	1.1326	0.130331
22	-0.289833	-2.6405	0.004944
23	0.420085	3.8272	0.000125
24	-0.230755	-2.1023	0.01928
25	0.146743	1.3369	0.092456
26	-0.009358	-0.0853	0.466133
27	-0.027004	-0.246	0.403139
28	-0.081579	-0.7432	0.229723
29	0.127866	1.1649	0.123695
30	-0.083963	-0.7649	0.223239
31	0.050289	0.4582	0.324019
32	0.041668	0.3796	0.352602
33	-0.11119	-1.013	0.157004
34	0.121233	1.1045	0.136286
35	-0.026606	-0.2424	0.404536
36	-0.111398	-1.0149	0.156555
37	0.038539	0.3511	0.3632
38	-0.045782	-0.4171	0.338843
39	-1.6e-05	-1e-04	0.499942
40	0.031855	0.2902	0.386189
41	-0.042416	-0.3864	0.350083
42	0.015951	0.1453	0.442405
43	0.016938	0.1543	0.43887
44	0.079727	0.7263	0.234835
45	-0.165452	-1.5073	0.06776
46	0.149747	1.3643	0.088087
47	-0.104034	-0.9478	0.172993
48	-0.008647	-0.0788	0.4687

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.392051 & -3.5718 & 0.000297 \tabularnewline
2 & 0.10011 & 0.912 & 0.182194 \tabularnewline
3 & -0.135083 & -1.2307 & 0.110963 \tabularnewline
4 & -0.059338 & -0.5406 & 0.295116 \tabularnewline
5 & 0.023101 & 0.2105 & 0.416912 \tabularnewline
6 & 0.033635 & 0.3064 & 0.380022 \tabularnewline
7 & -0.057534 & -0.5242 & 0.300782 \tabularnewline
8 & 0.139599 & 1.2718 & 0.103497 \tabularnewline
9 & 0.092468 & 0.8424 & 0.200987 \tabularnewline
10 & -0.097793 & -0.8909 & 0.187769 \tabularnewline
11 & -0.030485 & -0.2777 & 0.390954 \tabularnewline
12 & -0.165608 & -1.5088 & 0.067579 \tabularnewline
13 & -0.084359 & -0.7685 & 0.222172 \tabularnewline
14 & 0.081172 & 0.7395 & 0.230842 \tabularnewline
15 & 0.10826 & 0.9863 & 0.163427 \tabularnewline
16 & -0.05346 & -0.487 & 0.313756 \tabularnewline
17 & 0.014322 & 0.1305 & 0.44825 \tabularnewline
18 & 0.020296 & 0.1849 & 0.426876 \tabularnewline
19 & -0.107418 & -0.9786 & 0.165304 \tabularnewline
20 & -0.016781 & -0.1529 & 0.439432 \tabularnewline
21 & 0.124314 & 1.1326 & 0.130331 \tabularnewline
22 & -0.289833 & -2.6405 & 0.004944 \tabularnewline
23 & 0.420085 & 3.8272 & 0.000125 \tabularnewline
24 & -0.230755 & -2.1023 & 0.01928 \tabularnewline
25 & 0.146743 & 1.3369 & 0.092456 \tabularnewline
26 & -0.009358 & -0.0853 & 0.466133 \tabularnewline
27 & -0.027004 & -0.246 & 0.403139 \tabularnewline
28 & -0.081579 & -0.7432 & 0.229723 \tabularnewline
29 & 0.127866 & 1.1649 & 0.123695 \tabularnewline
30 & -0.083963 & -0.7649 & 0.223239 \tabularnewline
31 & 0.050289 & 0.4582 & 0.324019 \tabularnewline
32 & 0.041668 & 0.3796 & 0.352602 \tabularnewline
33 & -0.11119 & -1.013 & 0.157004 \tabularnewline
34 & 0.121233 & 1.1045 & 0.136286 \tabularnewline
35 & -0.026606 & -0.2424 & 0.404536 \tabularnewline
36 & -0.111398 & -1.0149 & 0.156555 \tabularnewline
37 & 0.038539 & 0.3511 & 0.3632 \tabularnewline
38 & -0.045782 & -0.4171 & 0.338843 \tabularnewline
39 & -1.6e-05 & -1e-04 & 0.499942 \tabularnewline
40 & 0.031855 & 0.2902 & 0.386189 \tabularnewline
41 & -0.042416 & -0.3864 & 0.350083 \tabularnewline
42 & 0.015951 & 0.1453 & 0.442405 \tabularnewline
43 & 0.016938 & 0.1543 & 0.43887 \tabularnewline
44 & 0.079727 & 0.7263 & 0.234835 \tabularnewline
45 & -0.165452 & -1.5073 & 0.06776 \tabularnewline
46 & 0.149747 & 1.3643 & 0.088087 \tabularnewline
47 & -0.104034 & -0.9478 & 0.172993 \tabularnewline
48 & -0.008647 & -0.0788 & 0.4687 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113252&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]-0.392051[/C][C]-3.5718[/C][C]0.000297[/C][/ROW]
[ROW][C]2[/C][C]0.10011[/C][C]0.912[/C][C]0.182194[/C][/ROW]
[ROW][C]3[/C][C]-0.135083[/C][C]-1.2307[/C][C]0.110963[/C][/ROW]
[ROW][C]4[/C][C]-0.059338[/C][C]-0.5406[/C][C]0.295116[/C][/ROW]
[ROW][C]5[/C][C]0.023101[/C][C]0.2105[/C][C]0.416912[/C][/ROW]
[ROW][C]6[/C][C]0.033635[/C][C]0.3064[/C][C]0.380022[/C][/ROW]
[ROW][C]7[/C][C]-0.057534[/C][C]-0.5242[/C][C]0.300782[/C][/ROW]
[ROW][C]8[/C][C]0.139599[/C][C]1.2718[/C][C]0.103497[/C][/ROW]
[ROW][C]9[/C][C]0.092468[/C][C]0.8424[/C][C]0.200987[/C][/ROW]
[ROW][C]10[/C][C]-0.097793[/C][C]-0.8909[/C][C]0.187769[/C][/ROW]
[ROW][C]11[/C][C]-0.030485[/C][C]-0.2777[/C][C]0.390954[/C][/ROW]
[ROW][C]12[/C][C]-0.165608[/C][C]-1.5088[/C][C]0.067579[/C][/ROW]
[ROW][C]13[/C][C]-0.084359[/C][C]-0.7685[/C][C]0.222172[/C][/ROW]
[ROW][C]14[/C][C]0.081172[/C][C]0.7395[/C][C]0.230842[/C][/ROW]
[ROW][C]15[/C][C]0.10826[/C][C]0.9863[/C][C]0.163427[/C][/ROW]
[ROW][C]16[/C][C]-0.05346[/C][C]-0.487[/C][C]0.313756[/C][/ROW]
[ROW][C]17[/C][C]0.014322[/C][C]0.1305[/C][C]0.44825[/C][/ROW]
[ROW][C]18[/C][C]0.020296[/C][C]0.1849[/C][C]0.426876[/C][/ROW]
[ROW][C]19[/C][C]-0.107418[/C][C]-0.9786[/C][C]0.165304[/C][/ROW]
[ROW][C]20[/C][C]-0.016781[/C][C]-0.1529[/C][C]0.439432[/C][/ROW]
[ROW][C]21[/C][C]0.124314[/C][C]1.1326[/C][C]0.130331[/C][/ROW]
[ROW][C]22[/C][C]-0.289833[/C][C]-2.6405[/C][C]0.004944[/C][/ROW]
[ROW][C]23[/C][C]0.420085[/C][C]3.8272[/C][C]0.000125[/C][/ROW]
[ROW][C]24[/C][C]-0.230755[/C][C]-2.1023[/C][C]0.01928[/C][/ROW]
[ROW][C]25[/C][C]0.146743[/C][C]1.3369[/C][C]0.092456[/C][/ROW]
[ROW][C]26[/C][C]-0.009358[/C][C]-0.0853[/C][C]0.466133[/C][/ROW]
[ROW][C]27[/C][C]-0.027004[/C][C]-0.246[/C][C]0.403139[/C][/ROW]
[ROW][C]28[/C][C]-0.081579[/C][C]-0.7432[/C][C]0.229723[/C][/ROW]
[ROW][C]29[/C][C]0.127866[/C][C]1.1649[/C][C]0.123695[/C][/ROW]
[ROW][C]30[/C][C]-0.083963[/C][C]-0.7649[/C][C]0.223239[/C][/ROW]
[ROW][C]31[/C][C]0.050289[/C][C]0.4582[/C][C]0.324019[/C][/ROW]
[ROW][C]32[/C][C]0.041668[/C][C]0.3796[/C][C]0.352602[/C][/ROW]
[ROW][C]33[/C][C]-0.11119[/C][C]-1.013[/C][C]0.157004[/C][/ROW]
[ROW][C]34[/C][C]0.121233[/C][C]1.1045[/C][C]0.136286[/C][/ROW]
[ROW][C]35[/C][C]-0.026606[/C][C]-0.2424[/C][C]0.404536[/C][/ROW]
[ROW][C]36[/C][C]-0.111398[/C][C]-1.0149[/C][C]0.156555[/C][/ROW]
[ROW][C]37[/C][C]0.038539[/C][C]0.3511[/C][C]0.3632[/C][/ROW]
[ROW][C]38[/C][C]-0.045782[/C][C]-0.4171[/C][C]0.338843[/C][/ROW]
[ROW][C]39[/C][C]-1.6e-05[/C][C]-1e-04[/C][C]0.499942[/C][/ROW]
[ROW][C]40[/C][C]0.031855[/C][C]0.2902[/C][C]0.386189[/C][/ROW]
[ROW][C]41[/C][C]-0.042416[/C][C]-0.3864[/C][C]0.350083[/C][/ROW]
[ROW][C]42[/C][C]0.015951[/C][C]0.1453[/C][C]0.442405[/C][/ROW]
[ROW][C]43[/C][C]0.016938[/C][C]0.1543[/C][C]0.43887[/C][/ROW]
[ROW][C]44[/C][C]0.079727[/C][C]0.7263[/C][C]0.234835[/C][/ROW]
[ROW][C]45[/C][C]-0.165452[/C][C]-1.5073[/C][C]0.06776[/C][/ROW]
[ROW][C]46[/C][C]0.149747[/C][C]1.3643[/C][C]0.088087[/C][/ROW]
[ROW][C]47[/C][C]-0.104034[/C][C]-0.9478[/C][C]0.172993[/C][/ROW]
[ROW][C]48[/C][C]-0.008647[/C][C]-0.0788[/C][C]0.4687[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113252&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113252&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	-0.392051	-3.5718	0.000297
2	0.10011	0.912	0.182194
3	-0.135083	-1.2307	0.110963
4	-0.059338	-0.5406	0.295116
5	0.023101	0.2105	0.416912
6	0.033635	0.3064	0.380022
7	-0.057534	-0.5242	0.300782
8	0.139599	1.2718	0.103497
9	0.092468	0.8424	0.200987
10	-0.097793	-0.8909	0.187769
11	-0.030485	-0.2777	0.390954
12	-0.165608	-1.5088	0.067579
13	-0.084359	-0.7685	0.222172
14	0.081172	0.7395	0.230842
15	0.10826	0.9863	0.163427
16	-0.05346	-0.487	0.313756
17	0.014322	0.1305	0.44825
18	0.020296	0.1849	0.426876
19	-0.107418	-0.9786	0.165304
20	-0.016781	-0.1529	0.439432
21	0.124314	1.1326	0.130331
22	-0.289833	-2.6405	0.004944
23	0.420085	3.8272	0.000125
24	-0.230755	-2.1023	0.01928
25	0.146743	1.3369	0.092456
26	-0.009358	-0.0853	0.466133
27	-0.027004	-0.246	0.403139
28	-0.081579	-0.7432	0.229723
29	0.127866	1.1649	0.123695
30	-0.083963	-0.7649	0.223239
31	0.050289	0.4582	0.324019
32	0.041668	0.3796	0.352602
33	-0.11119	-1.013	0.157004
34	0.121233	1.1045	0.136286
35	-0.026606	-0.2424	0.404536
36	-0.111398	-1.0149	0.156555
37	0.038539	0.3511	0.3632
38	-0.045782	-0.4171	0.338843
39	-1.6e-05	-1e-04	0.499942
40	0.031855	0.2902	0.386189
41	-0.042416	-0.3864	0.350083
42	0.015951	0.1453	0.442405
43	0.016938	0.1543	0.43887
44	0.079727	0.7263	0.234835
45	-0.165452	-1.5073	0.06776
46	0.149747	1.3643	0.088087
47	-0.104034	-0.9478	0.172993
48	-0.008647	-0.0788	0.4687

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.392051	-3.5718	0.000297
2	-0.063328	-0.5769	0.282769
3	-0.140202	-1.2773	0.102528
4	-0.193174	-1.7599	0.041054
5	-0.096621	-0.8803	0.190629
6	-0.014563	-0.1327	0.447386
7	-0.101046	-0.9206	0.179972
8	0.075869	0.6912	0.245686
9	0.239129	2.1786	0.0161
10	0.049805	0.4537	0.325599
11	-0.030828	-0.2809	0.389761
12	-0.159269	-1.451	0.075273
13	-0.290041	-2.6424	0.004919
14	-0.205417	-1.8714	0.032404
15	0.005164	0.047	0.481295
16	-0.092009	-0.8382	0.202152
17	-0.148369	-1.3517	0.09007
18	0.028877	0.2631	0.396569
19	-0.046372	-0.4225	0.336887
20	-0.089003	-0.8109	0.209884
21	0.283594	2.5837	0.005764
22	-0.201874	-1.8392	0.034734
23	0.125525	1.1436	0.128042
24	-0.066667	-0.6074	0.272635
25	-0.075402	-0.6869	0.247015
26	0.031473	0.2867	0.387515
27	0.117822	1.0734	0.143099
28	-0.069972	-0.6375	0.262784
29	0.013787	0.1256	0.450176
30	0.05618	0.5118	0.305068
31	-0.047366	-0.4315	0.333602
32	-0.033255	-0.303	0.381335
33	-0.025543	-0.2327	0.408279
34	-0.012475	-0.1137	0.454893
35	0.029943	0.2728	0.392843
36	-0.074301	-0.6769	0.250171
37	0.015465	0.1409	0.444148
38	-0.099263	-0.9043	0.18422
39	-0.02187	-0.1992	0.42128
40	0.012997	0.1184	0.453014
41	-0.15481	-1.4104	0.081082
42	0.019362	0.1764	0.430207
43	0.06991	0.6369	0.262967
44	-0.003013	-0.0275	0.489082
45	0.079593	0.7251	0.235208
46	0.075443	0.6873	0.2469
47	0.066182	0.6029	0.274094
48	-0.157748	-1.4371	0.077217

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.392051 & -3.5718 & 0.000297 \tabularnewline
2 & -0.063328 & -0.5769 & 0.282769 \tabularnewline
3 & -0.140202 & -1.2773 & 0.102528 \tabularnewline
4 & -0.193174 & -1.7599 & 0.041054 \tabularnewline
5 & -0.096621 & -0.8803 & 0.190629 \tabularnewline
6 & -0.014563 & -0.1327 & 0.447386 \tabularnewline
7 & -0.101046 & -0.9206 & 0.179972 \tabularnewline
8 & 0.075869 & 0.6912 & 0.245686 \tabularnewline
9 & 0.239129 & 2.1786 & 0.0161 \tabularnewline
10 & 0.049805 & 0.4537 & 0.325599 \tabularnewline
11 & -0.030828 & -0.2809 & 0.389761 \tabularnewline
12 & -0.159269 & -1.451 & 0.075273 \tabularnewline
13 & -0.290041 & -2.6424 & 0.004919 \tabularnewline
14 & -0.205417 & -1.8714 & 0.032404 \tabularnewline
15 & 0.005164 & 0.047 & 0.481295 \tabularnewline
16 & -0.092009 & -0.8382 & 0.202152 \tabularnewline
17 & -0.148369 & -1.3517 & 0.09007 \tabularnewline
18 & 0.028877 & 0.2631 & 0.396569 \tabularnewline
19 & -0.046372 & -0.4225 & 0.336887 \tabularnewline
20 & -0.089003 & -0.8109 & 0.209884 \tabularnewline
21 & 0.283594 & 2.5837 & 0.005764 \tabularnewline
22 & -0.201874 & -1.8392 & 0.034734 \tabularnewline
23 & 0.125525 & 1.1436 & 0.128042 \tabularnewline
24 & -0.066667 & -0.6074 & 0.272635 \tabularnewline
25 & -0.075402 & -0.6869 & 0.247015 \tabularnewline
26 & 0.031473 & 0.2867 & 0.387515 \tabularnewline
27 & 0.117822 & 1.0734 & 0.143099 \tabularnewline
28 & -0.069972 & -0.6375 & 0.262784 \tabularnewline
29 & 0.013787 & 0.1256 & 0.450176 \tabularnewline
30 & 0.05618 & 0.5118 & 0.305068 \tabularnewline
31 & -0.047366 & -0.4315 & 0.333602 \tabularnewline
32 & -0.033255 & -0.303 & 0.381335 \tabularnewline
33 & -0.025543 & -0.2327 & 0.408279 \tabularnewline
34 & -0.012475 & -0.1137 & 0.454893 \tabularnewline
35 & 0.029943 & 0.2728 & 0.392843 \tabularnewline
36 & -0.074301 & -0.6769 & 0.250171 \tabularnewline
37 & 0.015465 & 0.1409 & 0.444148 \tabularnewline
38 & -0.099263 & -0.9043 & 0.18422 \tabularnewline
39 & -0.02187 & -0.1992 & 0.42128 \tabularnewline
40 & 0.012997 & 0.1184 & 0.453014 \tabularnewline
41 & -0.15481 & -1.4104 & 0.081082 \tabularnewline
42 & 0.019362 & 0.1764 & 0.430207 \tabularnewline
43 & 0.06991 & 0.6369 & 0.262967 \tabularnewline
44 & -0.003013 & -0.0275 & 0.489082 \tabularnewline
45 & 0.079593 & 0.7251 & 0.235208 \tabularnewline
46 & 0.075443 & 0.6873 & 0.2469 \tabularnewline
47 & 0.066182 & 0.6029 & 0.274094 \tabularnewline
48 & -0.157748 & -1.4371 & 0.077217 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113252&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]-0.392051[/C][C]-3.5718[/C][C]0.000297[/C][/ROW]
[ROW][C]2[/C][C]-0.063328[/C][C]-0.5769[/C][C]0.282769[/C][/ROW]
[ROW][C]3[/C][C]-0.140202[/C][C]-1.2773[/C][C]0.102528[/C][/ROW]
[ROW][C]4[/C][C]-0.193174[/C][C]-1.7599[/C][C]0.041054[/C][/ROW]
[ROW][C]5[/C][C]-0.096621[/C][C]-0.8803[/C][C]0.190629[/C][/ROW]
[ROW][C]6[/C][C]-0.014563[/C][C]-0.1327[/C][C]0.447386[/C][/ROW]
[ROW][C]7[/C][C]-0.101046[/C][C]-0.9206[/C][C]0.179972[/C][/ROW]
[ROW][C]8[/C][C]0.075869[/C][C]0.6912[/C][C]0.245686[/C][/ROW]
[ROW][C]9[/C][C]0.239129[/C][C]2.1786[/C][C]0.0161[/C][/ROW]
[ROW][C]10[/C][C]0.049805[/C][C]0.4537[/C][C]0.325599[/C][/ROW]
[ROW][C]11[/C][C]-0.030828[/C][C]-0.2809[/C][C]0.389761[/C][/ROW]
[ROW][C]12[/C][C]-0.159269[/C][C]-1.451[/C][C]0.075273[/C][/ROW]
[ROW][C]13[/C][C]-0.290041[/C][C]-2.6424[/C][C]0.004919[/C][/ROW]
[ROW][C]14[/C][C]-0.205417[/C][C]-1.8714[/C][C]0.032404[/C][/ROW]
[ROW][C]15[/C][C]0.005164[/C][C]0.047[/C][C]0.481295[/C][/ROW]
[ROW][C]16[/C][C]-0.092009[/C][C]-0.8382[/C][C]0.202152[/C][/ROW]
[ROW][C]17[/C][C]-0.148369[/C][C]-1.3517[/C][C]0.09007[/C][/ROW]
[ROW][C]18[/C][C]0.028877[/C][C]0.2631[/C][C]0.396569[/C][/ROW]
[ROW][C]19[/C][C]-0.046372[/C][C]-0.4225[/C][C]0.336887[/C][/ROW]
[ROW][C]20[/C][C]-0.089003[/C][C]-0.8109[/C][C]0.209884[/C][/ROW]
[ROW][C]21[/C][C]0.283594[/C][C]2.5837[/C][C]0.005764[/C][/ROW]
[ROW][C]22[/C][C]-0.201874[/C][C]-1.8392[/C][C]0.034734[/C][/ROW]
[ROW][C]23[/C][C]0.125525[/C][C]1.1436[/C][C]0.128042[/C][/ROW]
[ROW][C]24[/C][C]-0.066667[/C][C]-0.6074[/C][C]0.272635[/C][/ROW]
[ROW][C]25[/C][C]-0.075402[/C][C]-0.6869[/C][C]0.247015[/C][/ROW]
[ROW][C]26[/C][C]0.031473[/C][C]0.2867[/C][C]0.387515[/C][/ROW]
[ROW][C]27[/C][C]0.117822[/C][C]1.0734[/C][C]0.143099[/C][/ROW]
[ROW][C]28[/C][C]-0.069972[/C][C]-0.6375[/C][C]0.262784[/C][/ROW]
[ROW][C]29[/C][C]0.013787[/C][C]0.1256[/C][C]0.450176[/C][/ROW]
[ROW][C]30[/C][C]0.05618[/C][C]0.5118[/C][C]0.305068[/C][/ROW]
[ROW][C]31[/C][C]-0.047366[/C][C]-0.4315[/C][C]0.333602[/C][/ROW]
[ROW][C]32[/C][C]-0.033255[/C][C]-0.303[/C][C]0.381335[/C][/ROW]
[ROW][C]33[/C][C]-0.025543[/C][C]-0.2327[/C][C]0.408279[/C][/ROW]
[ROW][C]34[/C][C]-0.012475[/C][C]-0.1137[/C][C]0.454893[/C][/ROW]
[ROW][C]35[/C][C]0.029943[/C][C]0.2728[/C][C]0.392843[/C][/ROW]
[ROW][C]36[/C][C]-0.074301[/C][C]-0.6769[/C][C]0.250171[/C][/ROW]
[ROW][C]37[/C][C]0.015465[/C][C]0.1409[/C][C]0.444148[/C][/ROW]
[ROW][C]38[/C][C]-0.099263[/C][C]-0.9043[/C][C]0.18422[/C][/ROW]
[ROW][C]39[/C][C]-0.02187[/C][C]-0.1992[/C][C]0.42128[/C][/ROW]
[ROW][C]40[/C][C]0.012997[/C][C]0.1184[/C][C]0.453014[/C][/ROW]
[ROW][C]41[/C][C]-0.15481[/C][C]-1.4104[/C][C]0.081082[/C][/ROW]
[ROW][C]42[/C][C]0.019362[/C][C]0.1764[/C][C]0.430207[/C][/ROW]
[ROW][C]43[/C][C]0.06991[/C][C]0.6369[/C][C]0.262967[/C][/ROW]
[ROW][C]44[/C][C]-0.003013[/C][C]-0.0275[/C][C]0.489082[/C][/ROW]
[ROW][C]45[/C][C]0.079593[/C][C]0.7251[/C][C]0.235208[/C][/ROW]
[ROW][C]46[/C][C]0.075443[/C][C]0.6873[/C][C]0.2469[/C][/ROW]
[ROW][C]47[/C][C]0.066182[/C][C]0.6029[/C][C]0.274094[/C][/ROW]
[ROW][C]48[/C][C]-0.157748[/C][C]-1.4371[/C][C]0.077217[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113252&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113252&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	-0.392051	-3.5718	0.000297
2	-0.063328	-0.5769	0.282769
3	-0.140202	-1.2773	0.102528
4	-0.193174	-1.7599	0.041054
5	-0.096621	-0.8803	0.190629
6	-0.014563	-0.1327	0.447386
7	-0.101046	-0.9206	0.179972
8	0.075869	0.6912	0.245686
9	0.239129	2.1786	0.0161
10	0.049805	0.4537	0.325599
11	-0.030828	-0.2809	0.389761
12	-0.159269	-1.451	0.075273
13	-0.290041	-2.6424	0.004919
14	-0.205417	-1.8714	0.032404
15	0.005164	0.047	0.481295
16	-0.092009	-0.8382	0.202152
17	-0.148369	-1.3517	0.09007
18	0.028877	0.2631	0.396569
19	-0.046372	-0.4225	0.336887
20	-0.089003	-0.8109	0.209884
21	0.283594	2.5837	0.005764
22	-0.201874	-1.8392	0.034734
23	0.125525	1.1436	0.128042
24	-0.066667	-0.6074	0.272635
25	-0.075402	-0.6869	0.247015
26	0.031473	0.2867	0.387515
27	0.117822	1.0734	0.143099
28	-0.069972	-0.6375	0.262784
29	0.013787	0.1256	0.450176
30	0.05618	0.5118	0.305068
31	-0.047366	-0.4315	0.333602
32	-0.033255	-0.303	0.381335
33	-0.025543	-0.2327	0.408279
34	-0.012475	-0.1137	0.454893
35	0.029943	0.2728	0.392843
36	-0.074301	-0.6769	0.250171
37	0.015465	0.1409	0.444148
38	-0.099263	-0.9043	0.18422
39	-0.02187	-0.1992	0.42128
40	0.012997	0.1184	0.453014
41	-0.15481	-1.4104	0.081082
42	0.019362	0.1764	0.430207
43	0.06991	0.6369	0.262967
44	-0.003013	-0.0275	0.489082
45	0.079593	0.7251	0.235208
46	0.075443	0.6873	0.2469
47	0.066182	0.6029	0.274094
48	-0.157748	-1.4371	0.077217

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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 (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