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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 13 Dec 2008 03:40:32 -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/13/t1229164989wpu4ljrcazxgdpw.htm/, Retrieved Sun, 19 May 2024 07:07:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32956, Retrieved Sun, 19 May 2024 07:07:21 +0000

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User-defined keywords

Estimated Impact

203

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

-     [(Partial) Autocorrelation Function] [ACF d=0 D=0 voor Xt] [2008-12-13 09:26:24] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   PD  [(Partial) Autocorrelation Function] [ACF d=0 D=1] [2008-12-13 09:29:39] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RMPD    [Spectral Analysis] [Spectral Analysis Xt] [2008-12-13 09:45:55] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   PD      [Spectral Analysis] [Spectral analysis...] [2008-12-13 09:51:22] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   P         [Spectral Analysis] [Spectral analysis...] [2008-12-13 10:03:15] [b1bd16d1f47bfe13feacf1c27a0abba5]
- RM D          [(Partial) Autocorrelation Function] [ACF d=0 D=0 Yt] [2008-12-13 10:28:35] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                 [(Partial) Autocorrelation Function] [ACF d=1 D=0] [2008-12-13 10:37:30] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                     [(Partial) Autocorrelation Function] [ACF d=1 d=0 Yt] [2008-12-13 10:40:32] [e7b1048c2c3a353441b9143db4404b91] [Current]

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Dataseries X:

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Histogram

Boxplots

6.4
6.8
7.5
7.5
7.6
7.6
7.4
7.3
7.1
6.9
6.8
7.5
7.6
7.8
8
8.1
8.2
8.3
8.2
8
7.9
7.6
7.6
8.2
8.3
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.5
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.6
8.2
8.1
8
8.6
8.7
8.8
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.1
8.2
8.1
8.1
7.9
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.6
6.2
6.2
6.8

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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32956&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32956&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32956&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.433232	3.6505	0.000248
2	-0.14058	-1.1845	0.120074
3	-0.552101	-4.6521	7e-06
4	-0.577141	-4.8631	3e-06
5	-0.171046	-1.4413	0.076954
6	0.16334	1.3763	0.086523
7	0.31279	2.6356	0.005153
8	0.260188	2.1924	0.015815
9	0.086946	0.7326	0.233102
10	-0.095866	-0.8078	0.210958
11	-0.127948	-1.0781	0.142316
12	-0.182304	-1.5361	0.064476
13	-0.056509	-0.4762	0.317713
14	0.072316	0.6093	0.27212
15	0.131691	1.1096	0.135448
16	0.063992	0.5392	0.295715
17	-0.069249	-0.5835	0.280701
18	-0.014659	-0.1235	0.451023
19	-0.044854	-0.378	0.353297
20	0.081711	0.6885	0.246687
21	0.060313	0.5082	0.306441
22	-0.026761	-0.2255	0.411122
23	-0.073329	-0.6179	0.269314
24	-0.138636	-1.1682	0.123324
25	0.007678	0.0647	0.474298
26	0.095997	0.8089	0.210641
27	0.106441	0.8969	0.186406
28	-0.019253	-0.1622	0.435794
29	-0.152362	-1.2838	0.101689
30	-0.190744	-1.6072	0.056221
31	0.027386	0.2308	0.409082
32	0.200731	1.6914	0.047574
33	0.229646	1.935	0.028485
34	0.09792	0.8251	0.206043
35	-0.140734	-1.1858	0.119819
36	-0.197216	-1.6618	0.050484
37	-0.158466	-1.3353	0.093029
38	0.028726	0.242	0.40472
39	0.095383	0.8037	0.212122
40	0.132857	1.1195	0.133355
41	0.116987	0.9858	0.163801
42	-0.030846	-0.2599	0.397842
43	-0.099794	-0.8409	0.20162
44	-0.180197	-1.5184	0.066682
45	-0.069737	-0.5876	0.279326
46	0.078969	0.6654	0.253975
47	0.153573	1.294	0.099925
48	0.110912	0.9346	0.176592

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.433232 & 3.6505 & 0.000248 \tabularnewline
2 & -0.14058 & -1.1845 & 0.120074 \tabularnewline
3 & -0.552101 & -4.6521 & 7e-06 \tabularnewline
4 & -0.577141 & -4.8631 & 3e-06 \tabularnewline
5 & -0.171046 & -1.4413 & 0.076954 \tabularnewline
6 & 0.16334 & 1.3763 & 0.086523 \tabularnewline
7 & 0.31279 & 2.6356 & 0.005153 \tabularnewline
8 & 0.260188 & 2.1924 & 0.015815 \tabularnewline
9 & 0.086946 & 0.7326 & 0.233102 \tabularnewline
10 & -0.095866 & -0.8078 & 0.210958 \tabularnewline
11 & -0.127948 & -1.0781 & 0.142316 \tabularnewline
12 & -0.182304 & -1.5361 & 0.064476 \tabularnewline
13 & -0.056509 & -0.4762 & 0.317713 \tabularnewline
14 & 0.072316 & 0.6093 & 0.27212 \tabularnewline
15 & 0.131691 & 1.1096 & 0.135448 \tabularnewline
16 & 0.063992 & 0.5392 & 0.295715 \tabularnewline
17 & -0.069249 & -0.5835 & 0.280701 \tabularnewline
18 & -0.014659 & -0.1235 & 0.451023 \tabularnewline
19 & -0.044854 & -0.378 & 0.353297 \tabularnewline
20 & 0.081711 & 0.6885 & 0.246687 \tabularnewline
21 & 0.060313 & 0.5082 & 0.306441 \tabularnewline
22 & -0.026761 & -0.2255 & 0.411122 \tabularnewline
23 & -0.073329 & -0.6179 & 0.269314 \tabularnewline
24 & -0.138636 & -1.1682 & 0.123324 \tabularnewline
25 & 0.007678 & 0.0647 & 0.474298 \tabularnewline
26 & 0.095997 & 0.8089 & 0.210641 \tabularnewline
27 & 0.106441 & 0.8969 & 0.186406 \tabularnewline
28 & -0.019253 & -0.1622 & 0.435794 \tabularnewline
29 & -0.152362 & -1.2838 & 0.101689 \tabularnewline
30 & -0.190744 & -1.6072 & 0.056221 \tabularnewline
31 & 0.027386 & 0.2308 & 0.409082 \tabularnewline
32 & 0.200731 & 1.6914 & 0.047574 \tabularnewline
33 & 0.229646 & 1.935 & 0.028485 \tabularnewline
34 & 0.09792 & 0.8251 & 0.206043 \tabularnewline
35 & -0.140734 & -1.1858 & 0.119819 \tabularnewline
36 & -0.197216 & -1.6618 & 0.050484 \tabularnewline
37 & -0.158466 & -1.3353 & 0.093029 \tabularnewline
38 & 0.028726 & 0.242 & 0.40472 \tabularnewline
39 & 0.095383 & 0.8037 & 0.212122 \tabularnewline
40 & 0.132857 & 1.1195 & 0.133355 \tabularnewline
41 & 0.116987 & 0.9858 & 0.163801 \tabularnewline
42 & -0.030846 & -0.2599 & 0.397842 \tabularnewline
43 & -0.099794 & -0.8409 & 0.20162 \tabularnewline
44 & -0.180197 & -1.5184 & 0.066682 \tabularnewline
45 & -0.069737 & -0.5876 & 0.279326 \tabularnewline
46 & 0.078969 & 0.6654 & 0.253975 \tabularnewline
47 & 0.153573 & 1.294 & 0.099925 \tabularnewline
48 & 0.110912 & 0.9346 & 0.176592 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32956&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]0.433232[/C][C]3.6505[/C][C]0.000248[/C][/ROW]
[ROW][C]2[/C][C]-0.14058[/C][C]-1.1845[/C][C]0.120074[/C][/ROW]
[ROW][C]3[/C][C]-0.552101[/C][C]-4.6521[/C][C]7e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.577141[/C][C]-4.8631[/C][C]3e-06[/C][/ROW]
[ROW][C]5[/C][C]-0.171046[/C][C]-1.4413[/C][C]0.076954[/C][/ROW]
[ROW][C]6[/C][C]0.16334[/C][C]1.3763[/C][C]0.086523[/C][/ROW]
[ROW][C]7[/C][C]0.31279[/C][C]2.6356[/C][C]0.005153[/C][/ROW]
[ROW][C]8[/C][C]0.260188[/C][C]2.1924[/C][C]0.015815[/C][/ROW]
[ROW][C]9[/C][C]0.086946[/C][C]0.7326[/C][C]0.233102[/C][/ROW]
[ROW][C]10[/C][C]-0.095866[/C][C]-0.8078[/C][C]0.210958[/C][/ROW]
[ROW][C]11[/C][C]-0.127948[/C][C]-1.0781[/C][C]0.142316[/C][/ROW]
[ROW][C]12[/C][C]-0.182304[/C][C]-1.5361[/C][C]0.064476[/C][/ROW]
[ROW][C]13[/C][C]-0.056509[/C][C]-0.4762[/C][C]0.317713[/C][/ROW]
[ROW][C]14[/C][C]0.072316[/C][C]0.6093[/C][C]0.27212[/C][/ROW]
[ROW][C]15[/C][C]0.131691[/C][C]1.1096[/C][C]0.135448[/C][/ROW]
[ROW][C]16[/C][C]0.063992[/C][C]0.5392[/C][C]0.295715[/C][/ROW]
[ROW][C]17[/C][C]-0.069249[/C][C]-0.5835[/C][C]0.280701[/C][/ROW]
[ROW][C]18[/C][C]-0.014659[/C][C]-0.1235[/C][C]0.451023[/C][/ROW]
[ROW][C]19[/C][C]-0.044854[/C][C]-0.378[/C][C]0.353297[/C][/ROW]
[ROW][C]20[/C][C]0.081711[/C][C]0.6885[/C][C]0.246687[/C][/ROW]
[ROW][C]21[/C][C]0.060313[/C][C]0.5082[/C][C]0.306441[/C][/ROW]
[ROW][C]22[/C][C]-0.026761[/C][C]-0.2255[/C][C]0.411122[/C][/ROW]
[ROW][C]23[/C][C]-0.073329[/C][C]-0.6179[/C][C]0.269314[/C][/ROW]
[ROW][C]24[/C][C]-0.138636[/C][C]-1.1682[/C][C]0.123324[/C][/ROW]
[ROW][C]25[/C][C]0.007678[/C][C]0.0647[/C][C]0.474298[/C][/ROW]
[ROW][C]26[/C][C]0.095997[/C][C]0.8089[/C][C]0.210641[/C][/ROW]
[ROW][C]27[/C][C]0.106441[/C][C]0.8969[/C][C]0.186406[/C][/ROW]
[ROW][C]28[/C][C]-0.019253[/C][C]-0.1622[/C][C]0.435794[/C][/ROW]
[ROW][C]29[/C][C]-0.152362[/C][C]-1.2838[/C][C]0.101689[/C][/ROW]
[ROW][C]30[/C][C]-0.190744[/C][C]-1.6072[/C][C]0.056221[/C][/ROW]
[ROW][C]31[/C][C]0.027386[/C][C]0.2308[/C][C]0.409082[/C][/ROW]
[ROW][C]32[/C][C]0.200731[/C][C]1.6914[/C][C]0.047574[/C][/ROW]
[ROW][C]33[/C][C]0.229646[/C][C]1.935[/C][C]0.028485[/C][/ROW]
[ROW][C]34[/C][C]0.09792[/C][C]0.8251[/C][C]0.206043[/C][/ROW]
[ROW][C]35[/C][C]-0.140734[/C][C]-1.1858[/C][C]0.119819[/C][/ROW]
[ROW][C]36[/C][C]-0.197216[/C][C]-1.6618[/C][C]0.050484[/C][/ROW]
[ROW][C]37[/C][C]-0.158466[/C][C]-1.3353[/C][C]0.093029[/C][/ROW]
[ROW][C]38[/C][C]0.028726[/C][C]0.242[/C][C]0.40472[/C][/ROW]
[ROW][C]39[/C][C]0.095383[/C][C]0.8037[/C][C]0.212122[/C][/ROW]
[ROW][C]40[/C][C]0.132857[/C][C]1.1195[/C][C]0.133355[/C][/ROW]
[ROW][C]41[/C][C]0.116987[/C][C]0.9858[/C][C]0.163801[/C][/ROW]
[ROW][C]42[/C][C]-0.030846[/C][C]-0.2599[/C][C]0.397842[/C][/ROW]
[ROW][C]43[/C][C]-0.099794[/C][C]-0.8409[/C][C]0.20162[/C][/ROW]
[ROW][C]44[/C][C]-0.180197[/C][C]-1.5184[/C][C]0.066682[/C][/ROW]
[ROW][C]45[/C][C]-0.069737[/C][C]-0.5876[/C][C]0.279326[/C][/ROW]
[ROW][C]46[/C][C]0.078969[/C][C]0.6654[/C][C]0.253975[/C][/ROW]
[ROW][C]47[/C][C]0.153573[/C][C]1.294[/C][C]0.099925[/C][/ROW]
[ROW][C]48[/C][C]0.110912[/C][C]0.9346[/C][C]0.176592[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32956&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32956&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	0.433232	3.6505	0.000248
2	-0.14058	-1.1845	0.120074
3	-0.552101	-4.6521	7e-06
4	-0.577141	-4.8631	3e-06
5	-0.171046	-1.4413	0.076954
6	0.16334	1.3763	0.086523
7	0.31279	2.6356	0.005153
8	0.260188	2.1924	0.015815
9	0.086946	0.7326	0.233102
10	-0.095866	-0.8078	0.210958
11	-0.127948	-1.0781	0.142316
12	-0.182304	-1.5361	0.064476
13	-0.056509	-0.4762	0.317713
14	0.072316	0.6093	0.27212
15	0.131691	1.1096	0.135448
16	0.063992	0.5392	0.295715
17	-0.069249	-0.5835	0.280701
18	-0.014659	-0.1235	0.451023
19	-0.044854	-0.378	0.353297
20	0.081711	0.6885	0.246687
21	0.060313	0.5082	0.306441
22	-0.026761	-0.2255	0.411122
23	-0.073329	-0.6179	0.269314
24	-0.138636	-1.1682	0.123324
25	0.007678	0.0647	0.474298
26	0.095997	0.8089	0.210641
27	0.106441	0.8969	0.186406
28	-0.019253	-0.1622	0.435794
29	-0.152362	-1.2838	0.101689
30	-0.190744	-1.6072	0.056221
31	0.027386	0.2308	0.409082
32	0.200731	1.6914	0.047574
33	0.229646	1.935	0.028485
34	0.09792	0.8251	0.206043
35	-0.140734	-1.1858	0.119819
36	-0.197216	-1.6618	0.050484
37	-0.158466	-1.3353	0.093029
38	0.028726	0.242	0.40472
39	0.095383	0.8037	0.212122
40	0.132857	1.1195	0.133355
41	0.116987	0.9858	0.163801
42	-0.030846	-0.2599	0.397842
43	-0.099794	-0.8409	0.20162
44	-0.180197	-1.5184	0.066682
45	-0.069737	-0.5876	0.279326
46	0.078969	0.6654	0.253975
47	0.153573	1.294	0.099925
48	0.110912	0.9346	0.176592

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.433232	3.6505	0.000248
2	-0.404118	-3.4052	0.000546
3	-0.428909	-3.6141	0.00028
4	-0.308867	-2.6026	0.005628
5	-0.015036	-0.1267	0.449769
6	-0.19318	-1.6278	0.054003
7	-0.169519	-1.4284	0.078782
8	-0.066253	-0.5583	0.289213
9	-0.003155	-0.0266	0.489432
10	-0.090846	-0.7655	0.22326
11	0.048718	0.4105	0.341336
12	-0.155269	-1.3083	0.097492
13	0.054949	0.463	0.322388
14	0.026798	0.2258	0.411
15	0.032089	0.2704	0.393823
16	-0.137734	-1.1606	0.124852
17	-0.072988	-0.615	0.270257
18	0.185501	1.5631	0.061243
19	-0.12958	-1.0919	0.139294
20	0.131092	1.1046	0.136531
21	-0.007326	-0.0617	0.475476
22	0.009586	0.0808	0.467926
23	0.001555	0.0131	0.49479
24	-0.099216	-0.836	0.202977
25	0.133239	1.1227	0.132675
26	-0.047843	-0.4031	0.344031
27	-0.000996	-0.0084	0.496665
28	-0.177223	-1.4933	0.069894
29	-0.230047	-1.9384	0.028274
30	-0.134141	-1.1303	0.131078
31	0.007948	0.067	0.473396
32	-0.028218	-0.2378	0.406373
33	-0.10296	-0.8676	0.194281
34	-0.031372	-0.2643	0.396141
35	0.017201	0.1449	0.442584
36	-0.0434	-0.3657	0.357839
37	0.065786	0.5543	0.290551
38	0.068925	0.5808	0.281616
39	-0.035164	-0.2963	0.383935
40	0.062515	0.5268	0.300001
41	0.08966	0.7555	0.226227
42	-0.051201	-0.4314	0.333734
43	-0.029751	-0.2507	0.401389
44	-0.005399	-0.0455	0.48192
45	0.047458	0.3999	0.345221
46	-0.060214	-0.5074	0.306733
47	-0.037383	-0.315	0.376843
48	-0.01292	-0.1089	0.456807

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.433232 & 3.6505 & 0.000248 \tabularnewline
2 & -0.404118 & -3.4052 & 0.000546 \tabularnewline
3 & -0.428909 & -3.6141 & 0.00028 \tabularnewline
4 & -0.308867 & -2.6026 & 0.005628 \tabularnewline
5 & -0.015036 & -0.1267 & 0.449769 \tabularnewline
6 & -0.19318 & -1.6278 & 0.054003 \tabularnewline
7 & -0.169519 & -1.4284 & 0.078782 \tabularnewline
8 & -0.066253 & -0.5583 & 0.289213 \tabularnewline
9 & -0.003155 & -0.0266 & 0.489432 \tabularnewline
10 & -0.090846 & -0.7655 & 0.22326 \tabularnewline
11 & 0.048718 & 0.4105 & 0.341336 \tabularnewline
12 & -0.155269 & -1.3083 & 0.097492 \tabularnewline
13 & 0.054949 & 0.463 & 0.322388 \tabularnewline
14 & 0.026798 & 0.2258 & 0.411 \tabularnewline
15 & 0.032089 & 0.2704 & 0.393823 \tabularnewline
16 & -0.137734 & -1.1606 & 0.124852 \tabularnewline
17 & -0.072988 & -0.615 & 0.270257 \tabularnewline
18 & 0.185501 & 1.5631 & 0.061243 \tabularnewline
19 & -0.12958 & -1.0919 & 0.139294 \tabularnewline
20 & 0.131092 & 1.1046 & 0.136531 \tabularnewline
21 & -0.007326 & -0.0617 & 0.475476 \tabularnewline
22 & 0.009586 & 0.0808 & 0.467926 \tabularnewline
23 & 0.001555 & 0.0131 & 0.49479 \tabularnewline
24 & -0.099216 & -0.836 & 0.202977 \tabularnewline
25 & 0.133239 & 1.1227 & 0.132675 \tabularnewline
26 & -0.047843 & -0.4031 & 0.344031 \tabularnewline
27 & -0.000996 & -0.0084 & 0.496665 \tabularnewline
28 & -0.177223 & -1.4933 & 0.069894 \tabularnewline
29 & -0.230047 & -1.9384 & 0.028274 \tabularnewline
30 & -0.134141 & -1.1303 & 0.131078 \tabularnewline
31 & 0.007948 & 0.067 & 0.473396 \tabularnewline
32 & -0.028218 & -0.2378 & 0.406373 \tabularnewline
33 & -0.10296 & -0.8676 & 0.194281 \tabularnewline
34 & -0.031372 & -0.2643 & 0.396141 \tabularnewline
35 & 0.017201 & 0.1449 & 0.442584 \tabularnewline
36 & -0.0434 & -0.3657 & 0.357839 \tabularnewline
37 & 0.065786 & 0.5543 & 0.290551 \tabularnewline
38 & 0.068925 & 0.5808 & 0.281616 \tabularnewline
39 & -0.035164 & -0.2963 & 0.383935 \tabularnewline
40 & 0.062515 & 0.5268 & 0.300001 \tabularnewline
41 & 0.08966 & 0.7555 & 0.226227 \tabularnewline
42 & -0.051201 & -0.4314 & 0.333734 \tabularnewline
43 & -0.029751 & -0.2507 & 0.401389 \tabularnewline
44 & -0.005399 & -0.0455 & 0.48192 \tabularnewline
45 & 0.047458 & 0.3999 & 0.345221 \tabularnewline
46 & -0.060214 & -0.5074 & 0.306733 \tabularnewline
47 & -0.037383 & -0.315 & 0.376843 \tabularnewline
48 & -0.01292 & -0.1089 & 0.456807 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32956&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]0.433232[/C][C]3.6505[/C][C]0.000248[/C][/ROW]
[ROW][C]2[/C][C]-0.404118[/C][C]-3.4052[/C][C]0.000546[/C][/ROW]
[ROW][C]3[/C][C]-0.428909[/C][C]-3.6141[/C][C]0.00028[/C][/ROW]
[ROW][C]4[/C][C]-0.308867[/C][C]-2.6026[/C][C]0.005628[/C][/ROW]
[ROW][C]5[/C][C]-0.015036[/C][C]-0.1267[/C][C]0.449769[/C][/ROW]
[ROW][C]6[/C][C]-0.19318[/C][C]-1.6278[/C][C]0.054003[/C][/ROW]
[ROW][C]7[/C][C]-0.169519[/C][C]-1.4284[/C][C]0.078782[/C][/ROW]
[ROW][C]8[/C][C]-0.066253[/C][C]-0.5583[/C][C]0.289213[/C][/ROW]
[ROW][C]9[/C][C]-0.003155[/C][C]-0.0266[/C][C]0.489432[/C][/ROW]
[ROW][C]10[/C][C]-0.090846[/C][C]-0.7655[/C][C]0.22326[/C][/ROW]
[ROW][C]11[/C][C]0.048718[/C][C]0.4105[/C][C]0.341336[/C][/ROW]
[ROW][C]12[/C][C]-0.155269[/C][C]-1.3083[/C][C]0.097492[/C][/ROW]
[ROW][C]13[/C][C]0.054949[/C][C]0.463[/C][C]0.322388[/C][/ROW]
[ROW][C]14[/C][C]0.026798[/C][C]0.2258[/C][C]0.411[/C][/ROW]
[ROW][C]15[/C][C]0.032089[/C][C]0.2704[/C][C]0.393823[/C][/ROW]
[ROW][C]16[/C][C]-0.137734[/C][C]-1.1606[/C][C]0.124852[/C][/ROW]
[ROW][C]17[/C][C]-0.072988[/C][C]-0.615[/C][C]0.270257[/C][/ROW]
[ROW][C]18[/C][C]0.185501[/C][C]1.5631[/C][C]0.061243[/C][/ROW]
[ROW][C]19[/C][C]-0.12958[/C][C]-1.0919[/C][C]0.139294[/C][/ROW]
[ROW][C]20[/C][C]0.131092[/C][C]1.1046[/C][C]0.136531[/C][/ROW]
[ROW][C]21[/C][C]-0.007326[/C][C]-0.0617[/C][C]0.475476[/C][/ROW]
[ROW][C]22[/C][C]0.009586[/C][C]0.0808[/C][C]0.467926[/C][/ROW]
[ROW][C]23[/C][C]0.001555[/C][C]0.0131[/C][C]0.49479[/C][/ROW]
[ROW][C]24[/C][C]-0.099216[/C][C]-0.836[/C][C]0.202977[/C][/ROW]
[ROW][C]25[/C][C]0.133239[/C][C]1.1227[/C][C]0.132675[/C][/ROW]
[ROW][C]26[/C][C]-0.047843[/C][C]-0.4031[/C][C]0.344031[/C][/ROW]
[ROW][C]27[/C][C]-0.000996[/C][C]-0.0084[/C][C]0.496665[/C][/ROW]
[ROW][C]28[/C][C]-0.177223[/C][C]-1.4933[/C][C]0.069894[/C][/ROW]
[ROW][C]29[/C][C]-0.230047[/C][C]-1.9384[/C][C]0.028274[/C][/ROW]
[ROW][C]30[/C][C]-0.134141[/C][C]-1.1303[/C][C]0.131078[/C][/ROW]
[ROW][C]31[/C][C]0.007948[/C][C]0.067[/C][C]0.473396[/C][/ROW]
[ROW][C]32[/C][C]-0.028218[/C][C]-0.2378[/C][C]0.406373[/C][/ROW]
[ROW][C]33[/C][C]-0.10296[/C][C]-0.8676[/C][C]0.194281[/C][/ROW]
[ROW][C]34[/C][C]-0.031372[/C][C]-0.2643[/C][C]0.396141[/C][/ROW]
[ROW][C]35[/C][C]0.017201[/C][C]0.1449[/C][C]0.442584[/C][/ROW]
[ROW][C]36[/C][C]-0.0434[/C][C]-0.3657[/C][C]0.357839[/C][/ROW]
[ROW][C]37[/C][C]0.065786[/C][C]0.5543[/C][C]0.290551[/C][/ROW]
[ROW][C]38[/C][C]0.068925[/C][C]0.5808[/C][C]0.281616[/C][/ROW]
[ROW][C]39[/C][C]-0.035164[/C][C]-0.2963[/C][C]0.383935[/C][/ROW]
[ROW][C]40[/C][C]0.062515[/C][C]0.5268[/C][C]0.300001[/C][/ROW]
[ROW][C]41[/C][C]0.08966[/C][C]0.7555[/C][C]0.226227[/C][/ROW]
[ROW][C]42[/C][C]-0.051201[/C][C]-0.4314[/C][C]0.333734[/C][/ROW]
[ROW][C]43[/C][C]-0.029751[/C][C]-0.2507[/C][C]0.401389[/C][/ROW]
[ROW][C]44[/C][C]-0.005399[/C][C]-0.0455[/C][C]0.48192[/C][/ROW]
[ROW][C]45[/C][C]0.047458[/C][C]0.3999[/C][C]0.345221[/C][/ROW]
[ROW][C]46[/C][C]-0.060214[/C][C]-0.5074[/C][C]0.306733[/C][/ROW]
[ROW][C]47[/C][C]-0.037383[/C][C]-0.315[/C][C]0.376843[/C][/ROW]
[ROW][C]48[/C][C]-0.01292[/C][C]-0.1089[/C][C]0.456807[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32956&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32956&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	0.433232	3.6505	0.000248
2	-0.404118	-3.4052	0.000546
3	-0.428909	-3.6141	0.00028
4	-0.308867	-2.6026	0.005628
5	-0.015036	-0.1267	0.449769
6	-0.19318	-1.6278	0.054003
7	-0.169519	-1.4284	0.078782
8	-0.066253	-0.5583	0.289213
9	-0.003155	-0.0266	0.489432
10	-0.090846	-0.7655	0.22326
11	0.048718	0.4105	0.341336
12	-0.155269	-1.3083	0.097492
13	0.054949	0.463	0.322388
14	0.026798	0.2258	0.411
15	0.032089	0.2704	0.393823
16	-0.137734	-1.1606	0.124852
17	-0.072988	-0.615	0.270257
18	0.185501	1.5631	0.061243
19	-0.12958	-1.0919	0.139294
20	0.131092	1.1046	0.136531
21	-0.007326	-0.0617	0.475476
22	0.009586	0.0808	0.467926
23	0.001555	0.0131	0.49479
24	-0.099216	-0.836	0.202977
25	0.133239	1.1227	0.132675
26	-0.047843	-0.4031	0.344031
27	-0.000996	-0.0084	0.496665
28	-0.177223	-1.4933	0.069894
29	-0.230047	-1.9384	0.028274
30	-0.134141	-1.1303	0.131078
31	0.007948	0.067	0.473396
32	-0.028218	-0.2378	0.406373
33	-0.10296	-0.8676	0.194281
34	-0.031372	-0.2643	0.396141
35	0.017201	0.1449	0.442584
36	-0.0434	-0.3657	0.357839
37	0.065786	0.5543	0.290551
38	0.068925	0.5808	0.281616
39	-0.035164	-0.2963	0.383935
40	0.062515	0.5268	0.300001
41	0.08966	0.7555	0.226227
42	-0.051201	-0.4314	0.333734
43	-0.029751	-0.2507	0.401389
44	-0.005399	-0.0455	0.48192
45	0.047458	0.3999	0.345221
46	-0.060214	-0.5074	0.306733
47	-0.037383	-0.315	0.376843
48	-0.01292	-0.1089	0.456807

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 0 ; par3 = 2 ; par4 = 12 ;

Parameters (R input):

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