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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 10:24:10 -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/2008/Dec/11/t1229016274pzme1wpqb76tmai.htm/, Retrieved Sun, 19 May 2024 07:19:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32362, Retrieved Sun, 19 May 2024 07:19:01 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

198

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

-     [Univariate Data Series] [Uitvoer.Nederland] [2008-12-03 15:11:10] [988ab43f527fc78aae41c84649095267]
-   P   [Univariate Data Series] [Export From Belgi...] [2008-12-03 15:52:29] [988ab43f527fc78aae41c84649095267]
- RMP     [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-03 16:01:07] [988ab43f527fc78aae41c84649095267]
-    D        [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-11 17:24:10] [5d823194959040fa9b19b8c8302177e6] [Current]
-   PD          [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:08:14] [988ab43f527fc78aae41c84649095267] 
-                 [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:23:15] [988ab43f527fc78aae41c84649095267] 
-                 [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:25:37] [988ab43f527fc78aae41c84649095267] 
-   PD          [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:10:17] [988ab43f527fc78aae41c84649095267] 
-   PD          [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:13:07] [988ab43f527fc78aae41c84649095267] 
-   PD          [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:14:31] [988ab43f527fc78aae41c84649095267] 
-   PD          [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:17:27] [988ab43f527fc78aae41c84649095267] 
-   P           [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:27:42] [988ab43f527fc78aae41c84649095267] 
-   P           [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-12-12 13:30:07] [988ab43f527fc78aae41c84649095267] 

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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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32362&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32362&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32362&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.625198	4.8428	5e-06
2	0.489463	3.7914	0.000175
3	0.579089	4.4856	1.7e-05
4	0.576124	4.4626	1.8e-05
5	0.527196	4.0836	6.7e-05
6	0.573529	4.4425	1.9e-05
7	0.454653	3.5217	0.000413
8	0.423083	3.2772	0.000873
9	0.383588	2.9713	0.002131
10	0.238367	1.8464	0.034885
11	0.29997	2.3236	0.011778
12	0.511131	3.9592	0.000101
13	0.22034	1.7067	0.04652
14	0.134166	1.0392	0.151431
15	0.165385	1.2811	0.10255
16	0.155983	1.2082	0.115848
17	0.130142	1.0081	0.158733
18	0.175967	1.363	0.088982
19	0.06834	0.5294	0.299255
20	0.036236	0.2807	0.38996
21	-0.013722	-0.1063	0.457855
22	-0.11972	-0.9273	0.178732
23	-0.017611	-0.1364	0.445975
24	0.077313	0.5989	0.275759
25	-0.133146	-1.0313	0.153259
26	-0.170419	-1.3201	0.095915
27	-0.14698	-1.1385	0.129717
28	-0.141516	-1.0962	0.13869
29	-0.164164	-1.2716	0.10421
30	-0.122013	-0.9451	0.174197
31	-0.179166	-1.3878	0.085163
32	-0.190521	-1.4758	0.072617
33	-0.260316	-2.0164	0.024121
34	-0.335082	-2.5955	0.005928
35	-0.238201	-1.8451	0.03498
36	-0.171201	-1.3261	0.094913
37	-0.300687	-2.3291	0.011619
38	-0.344804	-2.6708	0.004862
39	-0.308537	-2.3899	0.010005
40	-0.285146	-2.2087	0.015512
41	-0.29756	-2.3049	0.012324
42	-0.259104	-2.007	0.02463
43	-0.276196	-2.1394	0.01824
44	-0.277511	-2.1496	0.017815
45	-0.30875	-2.3916	0.009964
46	-0.314371	-2.4351	0.008939
47	-0.260661	-2.0191	0.023977
48	-0.217748	-1.6867	0.04843

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.625198 & 4.8428 & 5e-06 \tabularnewline
2 & 0.489463 & 3.7914 & 0.000175 \tabularnewline
3 & 0.579089 & 4.4856 & 1.7e-05 \tabularnewline
4 & 0.576124 & 4.4626 & 1.8e-05 \tabularnewline
5 & 0.527196 & 4.0836 & 6.7e-05 \tabularnewline
6 & 0.573529 & 4.4425 & 1.9e-05 \tabularnewline
7 & 0.454653 & 3.5217 & 0.000413 \tabularnewline
8 & 0.423083 & 3.2772 & 0.000873 \tabularnewline
9 & 0.383588 & 2.9713 & 0.002131 \tabularnewline
10 & 0.238367 & 1.8464 & 0.034885 \tabularnewline
11 & 0.29997 & 2.3236 & 0.011778 \tabularnewline
12 & 0.511131 & 3.9592 & 0.000101 \tabularnewline
13 & 0.22034 & 1.7067 & 0.04652 \tabularnewline
14 & 0.134166 & 1.0392 & 0.151431 \tabularnewline
15 & 0.165385 & 1.2811 & 0.10255 \tabularnewline
16 & 0.155983 & 1.2082 & 0.115848 \tabularnewline
17 & 0.130142 & 1.0081 & 0.158733 \tabularnewline
18 & 0.175967 & 1.363 & 0.088982 \tabularnewline
19 & 0.06834 & 0.5294 & 0.299255 \tabularnewline
20 & 0.036236 & 0.2807 & 0.38996 \tabularnewline
21 & -0.013722 & -0.1063 & 0.457855 \tabularnewline
22 & -0.11972 & -0.9273 & 0.178732 \tabularnewline
23 & -0.017611 & -0.1364 & 0.445975 \tabularnewline
24 & 0.077313 & 0.5989 & 0.275759 \tabularnewline
25 & -0.133146 & -1.0313 & 0.153259 \tabularnewline
26 & -0.170419 & -1.3201 & 0.095915 \tabularnewline
27 & -0.14698 & -1.1385 & 0.129717 \tabularnewline
28 & -0.141516 & -1.0962 & 0.13869 \tabularnewline
29 & -0.164164 & -1.2716 & 0.10421 \tabularnewline
30 & -0.122013 & -0.9451 & 0.174197 \tabularnewline
31 & -0.179166 & -1.3878 & 0.085163 \tabularnewline
32 & -0.190521 & -1.4758 & 0.072617 \tabularnewline
33 & -0.260316 & -2.0164 & 0.024121 \tabularnewline
34 & -0.335082 & -2.5955 & 0.005928 \tabularnewline
35 & -0.238201 & -1.8451 & 0.03498 \tabularnewline
36 & -0.171201 & -1.3261 & 0.094913 \tabularnewline
37 & -0.300687 & -2.3291 & 0.011619 \tabularnewline
38 & -0.344804 & -2.6708 & 0.004862 \tabularnewline
39 & -0.308537 & -2.3899 & 0.010005 \tabularnewline
40 & -0.285146 & -2.2087 & 0.015512 \tabularnewline
41 & -0.29756 & -2.3049 & 0.012324 \tabularnewline
42 & -0.259104 & -2.007 & 0.02463 \tabularnewline
43 & -0.276196 & -2.1394 & 0.01824 \tabularnewline
44 & -0.277511 & -2.1496 & 0.017815 \tabularnewline
45 & -0.30875 & -2.3916 & 0.009964 \tabularnewline
46 & -0.314371 & -2.4351 & 0.008939 \tabularnewline
47 & -0.260661 & -2.0191 & 0.023977 \tabularnewline
48 & -0.217748 & -1.6867 & 0.04843 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32362&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]0.625198[/C][C]4.8428[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]0.489463[/C][C]3.7914[/C][C]0.000175[/C][/ROW]
[ROW][C]3[/C][C]0.579089[/C][C]4.4856[/C][C]1.7e-05[/C][/ROW]
[ROW][C]4[/C][C]0.576124[/C][C]4.4626[/C][C]1.8e-05[/C][/ROW]
[ROW][C]5[/C][C]0.527196[/C][C]4.0836[/C][C]6.7e-05[/C][/ROW]
[ROW][C]6[/C][C]0.573529[/C][C]4.4425[/C][C]1.9e-05[/C][/ROW]
[ROW][C]7[/C][C]0.454653[/C][C]3.5217[/C][C]0.000413[/C][/ROW]
[ROW][C]8[/C][C]0.423083[/C][C]3.2772[/C][C]0.000873[/C][/ROW]
[ROW][C]9[/C][C]0.383588[/C][C]2.9713[/C][C]0.002131[/C][/ROW]
[ROW][C]10[/C][C]0.238367[/C][C]1.8464[/C][C]0.034885[/C][/ROW]
[ROW][C]11[/C][C]0.29997[/C][C]2.3236[/C][C]0.011778[/C][/ROW]
[ROW][C]12[/C][C]0.511131[/C][C]3.9592[/C][C]0.000101[/C][/ROW]
[ROW][C]13[/C][C]0.22034[/C][C]1.7067[/C][C]0.04652[/C][/ROW]
[ROW][C]14[/C][C]0.134166[/C][C]1.0392[/C][C]0.151431[/C][/ROW]
[ROW][C]15[/C][C]0.165385[/C][C]1.2811[/C][C]0.10255[/C][/ROW]
[ROW][C]16[/C][C]0.155983[/C][C]1.2082[/C][C]0.115848[/C][/ROW]
[ROW][C]17[/C][C]0.130142[/C][C]1.0081[/C][C]0.158733[/C][/ROW]
[ROW][C]18[/C][C]0.175967[/C][C]1.363[/C][C]0.088982[/C][/ROW]
[ROW][C]19[/C][C]0.06834[/C][C]0.5294[/C][C]0.299255[/C][/ROW]
[ROW][C]20[/C][C]0.036236[/C][C]0.2807[/C][C]0.38996[/C][/ROW]
[ROW][C]21[/C][C]-0.013722[/C][C]-0.1063[/C][C]0.457855[/C][/ROW]
[ROW][C]22[/C][C]-0.11972[/C][C]-0.9273[/C][C]0.178732[/C][/ROW]
[ROW][C]23[/C][C]-0.017611[/C][C]-0.1364[/C][C]0.445975[/C][/ROW]
[ROW][C]24[/C][C]0.077313[/C][C]0.5989[/C][C]0.275759[/C][/ROW]
[ROW][C]25[/C][C]-0.133146[/C][C]-1.0313[/C][C]0.153259[/C][/ROW]
[ROW][C]26[/C][C]-0.170419[/C][C]-1.3201[/C][C]0.095915[/C][/ROW]
[ROW][C]27[/C][C]-0.14698[/C][C]-1.1385[/C][C]0.129717[/C][/ROW]
[ROW][C]28[/C][C]-0.141516[/C][C]-1.0962[/C][C]0.13869[/C][/ROW]
[ROW][C]29[/C][C]-0.164164[/C][C]-1.2716[/C][C]0.10421[/C][/ROW]
[ROW][C]30[/C][C]-0.122013[/C][C]-0.9451[/C][C]0.174197[/C][/ROW]
[ROW][C]31[/C][C]-0.179166[/C][C]-1.3878[/C][C]0.085163[/C][/ROW]
[ROW][C]32[/C][C]-0.190521[/C][C]-1.4758[/C][C]0.072617[/C][/ROW]
[ROW][C]33[/C][C]-0.260316[/C][C]-2.0164[/C][C]0.024121[/C][/ROW]
[ROW][C]34[/C][C]-0.335082[/C][C]-2.5955[/C][C]0.005928[/C][/ROW]
[ROW][C]35[/C][C]-0.238201[/C][C]-1.8451[/C][C]0.03498[/C][/ROW]
[ROW][C]36[/C][C]-0.171201[/C][C]-1.3261[/C][C]0.094913[/C][/ROW]
[ROW][C]37[/C][C]-0.300687[/C][C]-2.3291[/C][C]0.011619[/C][/ROW]
[ROW][C]38[/C][C]-0.344804[/C][C]-2.6708[/C][C]0.004862[/C][/ROW]
[ROW][C]39[/C][C]-0.308537[/C][C]-2.3899[/C][C]0.010005[/C][/ROW]
[ROW][C]40[/C][C]-0.285146[/C][C]-2.2087[/C][C]0.015512[/C][/ROW]
[ROW][C]41[/C][C]-0.29756[/C][C]-2.3049[/C][C]0.012324[/C][/ROW]
[ROW][C]42[/C][C]-0.259104[/C][C]-2.007[/C][C]0.02463[/C][/ROW]
[ROW][C]43[/C][C]-0.276196[/C][C]-2.1394[/C][C]0.01824[/C][/ROW]
[ROW][C]44[/C][C]-0.277511[/C][C]-2.1496[/C][C]0.017815[/C][/ROW]
[ROW][C]45[/C][C]-0.30875[/C][C]-2.3916[/C][C]0.009964[/C][/ROW]
[ROW][C]46[/C][C]-0.314371[/C][C]-2.4351[/C][C]0.008939[/C][/ROW]
[ROW][C]47[/C][C]-0.260661[/C][C]-2.0191[/C][C]0.023977[/C][/ROW]
[ROW][C]48[/C][C]-0.217748[/C][C]-1.6867[/C][C]0.04843[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32362&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32362&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	0.625198	4.8428	5e-06
2	0.489463	3.7914	0.000175
3	0.579089	4.4856	1.7e-05
4	0.576124	4.4626	1.8e-05
5	0.527196	4.0836	6.7e-05
6	0.573529	4.4425	1.9e-05
7	0.454653	3.5217	0.000413
8	0.423083	3.2772	0.000873
9	0.383588	2.9713	0.002131
10	0.238367	1.8464	0.034885
11	0.29997	2.3236	0.011778
12	0.511131	3.9592	0.000101
13	0.22034	1.7067	0.04652
14	0.134166	1.0392	0.151431
15	0.165385	1.2811	0.10255
16	0.155983	1.2082	0.115848
17	0.130142	1.0081	0.158733
18	0.175967	1.363	0.088982
19	0.06834	0.5294	0.299255
20	0.036236	0.2807	0.38996
21	-0.013722	-0.1063	0.457855
22	-0.11972	-0.9273	0.178732
23	-0.017611	-0.1364	0.445975
24	0.077313	0.5989	0.275759
25	-0.133146	-1.0313	0.153259
26	-0.170419	-1.3201	0.095915
27	-0.14698	-1.1385	0.129717
28	-0.141516	-1.0962	0.13869
29	-0.164164	-1.2716	0.10421
30	-0.122013	-0.9451	0.174197
31	-0.179166	-1.3878	0.085163
32	-0.190521	-1.4758	0.072617
33	-0.260316	-2.0164	0.024121
34	-0.335082	-2.5955	0.005928
35	-0.238201	-1.8451	0.03498
36	-0.171201	-1.3261	0.094913
37	-0.300687	-2.3291	0.011619
38	-0.344804	-2.6708	0.004862
39	-0.308537	-2.3899	0.010005
40	-0.285146	-2.2087	0.015512
41	-0.29756	-2.3049	0.012324
42	-0.259104	-2.007	0.02463
43	-0.276196	-2.1394	0.01824
44	-0.277511	-2.1496	0.017815
45	-0.30875	-2.3916	0.009964
46	-0.314371	-2.4351	0.008939
47	-0.260661	-2.0191	0.023977
48	-0.217748	-1.6867	0.04843

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.625198	4.8428	5e-06
2	0.161856	1.2537	0.107401
3	0.373274	2.8914	0.002667
4	0.177876	1.3778	0.086688
5	0.123144	0.9539	0.171989
6	0.209079	1.6195	0.055291
7	-0.144186	-1.1169	0.134254
8	0.019118	0.1481	0.441385
9	-0.171112	-1.3254	0.095027
10	-0.317673	-2.4607	0.008381
11	0.07673	0.5943	0.277257
12	0.419476	3.2492	0.000949
13	-0.343998	-2.6646	0.004943
14	0.050944	0.3946	0.347263
15	-0.184388	-1.4283	0.079201
16	0.023032	0.1784	0.429504
17	0.028869	0.2236	0.411906
18	0.004775	0.037	0.48531
19	0.023987	0.1858	0.426613
20	-0.089592	-0.694	0.245187
21	-0.135575	-1.0502	0.148929
22	-0.022692	-0.1758	0.430532
23	0.097669	0.7565	0.226143
24	-0.121083	-0.9379	0.176027
25	0.034299	0.2657	0.395698
26	-0.057412	-0.4447	0.329065
27	0.027911	0.2162	0.414785
28	0.067991	0.5267	0.300187
29	-0.103458	-0.8014	0.213037
30	0.016655	0.129	0.448891
31	0.009499	0.0736	0.470794
32	-0.069285	-0.5367	0.296738
33	-0.05348	-0.4143	0.340082
34	-0.113763	-0.8812	0.190861
35	-0.148936	-1.1537	0.126608
36	0.09007	0.6977	0.244036
37	-0.015883	-0.123	0.451246
38	-0.015875	-0.123	0.451271
39	0.124338	0.9631	0.169677
40	-0.055015	-0.4261	0.335765
41	0.048858	0.3785	0.353215
42	0.004235	0.0328	0.48697
43	-0.068237	-0.5286	0.29953
44	-0.033112	-0.2565	0.399227
45	0.020269	0.157	0.437886
46	-0.017834	-0.1381	0.445297
47	-0.054668	-0.4235	0.336737
48	-0.094909	-0.7352	0.232553

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.625198 & 4.8428 & 5e-06 \tabularnewline
2 & 0.161856 & 1.2537 & 0.107401 \tabularnewline
3 & 0.373274 & 2.8914 & 0.002667 \tabularnewline
4 & 0.177876 & 1.3778 & 0.086688 \tabularnewline
5 & 0.123144 & 0.9539 & 0.171989 \tabularnewline
6 & 0.209079 & 1.6195 & 0.055291 \tabularnewline
7 & -0.144186 & -1.1169 & 0.134254 \tabularnewline
8 & 0.019118 & 0.1481 & 0.441385 \tabularnewline
9 & -0.171112 & -1.3254 & 0.095027 \tabularnewline
10 & -0.317673 & -2.4607 & 0.008381 \tabularnewline
11 & 0.07673 & 0.5943 & 0.277257 \tabularnewline
12 & 0.419476 & 3.2492 & 0.000949 \tabularnewline
13 & -0.343998 & -2.6646 & 0.004943 \tabularnewline
14 & 0.050944 & 0.3946 & 0.347263 \tabularnewline
15 & -0.184388 & -1.4283 & 0.079201 \tabularnewline
16 & 0.023032 & 0.1784 & 0.429504 \tabularnewline
17 & 0.028869 & 0.2236 & 0.411906 \tabularnewline
18 & 0.004775 & 0.037 & 0.48531 \tabularnewline
19 & 0.023987 & 0.1858 & 0.426613 \tabularnewline
20 & -0.089592 & -0.694 & 0.245187 \tabularnewline
21 & -0.135575 & -1.0502 & 0.148929 \tabularnewline
22 & -0.022692 & -0.1758 & 0.430532 \tabularnewline
23 & 0.097669 & 0.7565 & 0.226143 \tabularnewline
24 & -0.121083 & -0.9379 & 0.176027 \tabularnewline
25 & 0.034299 & 0.2657 & 0.395698 \tabularnewline
26 & -0.057412 & -0.4447 & 0.329065 \tabularnewline
27 & 0.027911 & 0.2162 & 0.414785 \tabularnewline
28 & 0.067991 & 0.5267 & 0.300187 \tabularnewline
29 & -0.103458 & -0.8014 & 0.213037 \tabularnewline
30 & 0.016655 & 0.129 & 0.448891 \tabularnewline
31 & 0.009499 & 0.0736 & 0.470794 \tabularnewline
32 & -0.069285 & -0.5367 & 0.296738 \tabularnewline
33 & -0.05348 & -0.4143 & 0.340082 \tabularnewline
34 & -0.113763 & -0.8812 & 0.190861 \tabularnewline
35 & -0.148936 & -1.1537 & 0.126608 \tabularnewline
36 & 0.09007 & 0.6977 & 0.244036 \tabularnewline
37 & -0.015883 & -0.123 & 0.451246 \tabularnewline
38 & -0.015875 & -0.123 & 0.451271 \tabularnewline
39 & 0.124338 & 0.9631 & 0.169677 \tabularnewline
40 & -0.055015 & -0.4261 & 0.335765 \tabularnewline
41 & 0.048858 & 0.3785 & 0.353215 \tabularnewline
42 & 0.004235 & 0.0328 & 0.48697 \tabularnewline
43 & -0.068237 & -0.5286 & 0.29953 \tabularnewline
44 & -0.033112 & -0.2565 & 0.399227 \tabularnewline
45 & 0.020269 & 0.157 & 0.437886 \tabularnewline
46 & -0.017834 & -0.1381 & 0.445297 \tabularnewline
47 & -0.054668 & -0.4235 & 0.336737 \tabularnewline
48 & -0.094909 & -0.7352 & 0.232553 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32362&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]0.625198[/C][C]4.8428[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]0.161856[/C][C]1.2537[/C][C]0.107401[/C][/ROW]
[ROW][C]3[/C][C]0.373274[/C][C]2.8914[/C][C]0.002667[/C][/ROW]
[ROW][C]4[/C][C]0.177876[/C][C]1.3778[/C][C]0.086688[/C][/ROW]
[ROW][C]5[/C][C]0.123144[/C][C]0.9539[/C][C]0.171989[/C][/ROW]
[ROW][C]6[/C][C]0.209079[/C][C]1.6195[/C][C]0.055291[/C][/ROW]
[ROW][C]7[/C][C]-0.144186[/C][C]-1.1169[/C][C]0.134254[/C][/ROW]
[ROW][C]8[/C][C]0.019118[/C][C]0.1481[/C][C]0.441385[/C][/ROW]
[ROW][C]9[/C][C]-0.171112[/C][C]-1.3254[/C][C]0.095027[/C][/ROW]
[ROW][C]10[/C][C]-0.317673[/C][C]-2.4607[/C][C]0.008381[/C][/ROW]
[ROW][C]11[/C][C]0.07673[/C][C]0.5943[/C][C]0.277257[/C][/ROW]
[ROW][C]12[/C][C]0.419476[/C][C]3.2492[/C][C]0.000949[/C][/ROW]
[ROW][C]13[/C][C]-0.343998[/C][C]-2.6646[/C][C]0.004943[/C][/ROW]
[ROW][C]14[/C][C]0.050944[/C][C]0.3946[/C][C]0.347263[/C][/ROW]
[ROW][C]15[/C][C]-0.184388[/C][C]-1.4283[/C][C]0.079201[/C][/ROW]
[ROW][C]16[/C][C]0.023032[/C][C]0.1784[/C][C]0.429504[/C][/ROW]
[ROW][C]17[/C][C]0.028869[/C][C]0.2236[/C][C]0.411906[/C][/ROW]
[ROW][C]18[/C][C]0.004775[/C][C]0.037[/C][C]0.48531[/C][/ROW]
[ROW][C]19[/C][C]0.023987[/C][C]0.1858[/C][C]0.426613[/C][/ROW]
[ROW][C]20[/C][C]-0.089592[/C][C]-0.694[/C][C]0.245187[/C][/ROW]
[ROW][C]21[/C][C]-0.135575[/C][C]-1.0502[/C][C]0.148929[/C][/ROW]
[ROW][C]22[/C][C]-0.022692[/C][C]-0.1758[/C][C]0.430532[/C][/ROW]
[ROW][C]23[/C][C]0.097669[/C][C]0.7565[/C][C]0.226143[/C][/ROW]
[ROW][C]24[/C][C]-0.121083[/C][C]-0.9379[/C][C]0.176027[/C][/ROW]
[ROW][C]25[/C][C]0.034299[/C][C]0.2657[/C][C]0.395698[/C][/ROW]
[ROW][C]26[/C][C]-0.057412[/C][C]-0.4447[/C][C]0.329065[/C][/ROW]
[ROW][C]27[/C][C]0.027911[/C][C]0.2162[/C][C]0.414785[/C][/ROW]
[ROW][C]28[/C][C]0.067991[/C][C]0.5267[/C][C]0.300187[/C][/ROW]
[ROW][C]29[/C][C]-0.103458[/C][C]-0.8014[/C][C]0.213037[/C][/ROW]
[ROW][C]30[/C][C]0.016655[/C][C]0.129[/C][C]0.448891[/C][/ROW]
[ROW][C]31[/C][C]0.009499[/C][C]0.0736[/C][C]0.470794[/C][/ROW]
[ROW][C]32[/C][C]-0.069285[/C][C]-0.5367[/C][C]0.296738[/C][/ROW]
[ROW][C]33[/C][C]-0.05348[/C][C]-0.4143[/C][C]0.340082[/C][/ROW]
[ROW][C]34[/C][C]-0.113763[/C][C]-0.8812[/C][C]0.190861[/C][/ROW]
[ROW][C]35[/C][C]-0.148936[/C][C]-1.1537[/C][C]0.126608[/C][/ROW]
[ROW][C]36[/C][C]0.09007[/C][C]0.6977[/C][C]0.244036[/C][/ROW]
[ROW][C]37[/C][C]-0.015883[/C][C]-0.123[/C][C]0.451246[/C][/ROW]
[ROW][C]38[/C][C]-0.015875[/C][C]-0.123[/C][C]0.451271[/C][/ROW]
[ROW][C]39[/C][C]0.124338[/C][C]0.9631[/C][C]0.169677[/C][/ROW]
[ROW][C]40[/C][C]-0.055015[/C][C]-0.4261[/C][C]0.335765[/C][/ROW]
[ROW][C]41[/C][C]0.048858[/C][C]0.3785[/C][C]0.353215[/C][/ROW]
[ROW][C]42[/C][C]0.004235[/C][C]0.0328[/C][C]0.48697[/C][/ROW]
[ROW][C]43[/C][C]-0.068237[/C][C]-0.5286[/C][C]0.29953[/C][/ROW]
[ROW][C]44[/C][C]-0.033112[/C][C]-0.2565[/C][C]0.399227[/C][/ROW]
[ROW][C]45[/C][C]0.020269[/C][C]0.157[/C][C]0.437886[/C][/ROW]
[ROW][C]46[/C][C]-0.017834[/C][C]-0.1381[/C][C]0.445297[/C][/ROW]
[ROW][C]47[/C][C]-0.054668[/C][C]-0.4235[/C][C]0.336737[/C][/ROW]
[ROW][C]48[/C][C]-0.094909[/C][C]-0.7352[/C][C]0.232553[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32362&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32362&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	0.625198	4.8428	5e-06
2	0.161856	1.2537	0.107401
3	0.373274	2.8914	0.002667
4	0.177876	1.3778	0.086688
5	0.123144	0.9539	0.171989
6	0.209079	1.6195	0.055291
7	-0.144186	-1.1169	0.134254
8	0.019118	0.1481	0.441385
9	-0.171112	-1.3254	0.095027
10	-0.317673	-2.4607	0.008381
11	0.07673	0.5943	0.277257
12	0.419476	3.2492	0.000949
13	-0.343998	-2.6646	0.004943
14	0.050944	0.3946	0.347263
15	-0.184388	-1.4283	0.079201
16	0.023032	0.1784	0.429504
17	0.028869	0.2236	0.411906
18	0.004775	0.037	0.48531
19	0.023987	0.1858	0.426613
20	-0.089592	-0.694	0.245187
21	-0.135575	-1.0502	0.148929
22	-0.022692	-0.1758	0.430532
23	0.097669	0.7565	0.226143
24	-0.121083	-0.9379	0.176027
25	0.034299	0.2657	0.395698
26	-0.057412	-0.4447	0.329065
27	0.027911	0.2162	0.414785
28	0.067991	0.5267	0.300187
29	-0.103458	-0.8014	0.213037
30	0.016655	0.129	0.448891
31	0.009499	0.0736	0.470794
32	-0.069285	-0.5367	0.296738
33	-0.05348	-0.4143	0.340082
34	-0.113763	-0.8812	0.190861
35	-0.148936	-1.1537	0.126608
36	0.09007	0.6977	0.244036
37	-0.015883	-0.123	0.451246
38	-0.015875	-0.123	0.451271
39	0.124338	0.9631	0.169677
40	-0.055015	-0.4261	0.335765
41	0.048858	0.3785	0.353215
42	0.004235	0.0328	0.48697
43	-0.068237	-0.5286	0.29953
44	-0.033112	-0.2565	0.399227
45	0.020269	0.157	0.437886
46	-0.017834	-0.1381	0.445297
47	-0.054668	-0.4235	0.336737
48	-0.094909	-0.7352	0.232553

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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