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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 13 Dec 2008 03:47:44 -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/t12291656815pqoyltnq5u5mc4.htm/, Retrieved Sun, 19 May 2024 07:08:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32962, Retrieved Sun, 19 May 2024 07:08:03 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

201

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=1] [2008-12-13 10:45:20] [b1bd16d1f47bfe13feacf1c27a0abba5]
-                       [(Partial) Autocorrelation Function] [ACF d=1 D=2] [2008-12-13 10:47:44] [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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32962&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32962&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32962&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.467251	3.589	0.000338
2	-0.117163	-0.8999	0.185904
3	-0.597006	-4.5857	1.2e-05
4	-0.637427	-4.8962	4e-06
5	-0.247651	-1.9022	0.031012
6	0.084414	0.6484	0.259621
7	0.373892	2.8719	0.00283
8	0.422357	3.2442	0.000971
9	0.281061	2.1589	0.017469
10	-0.000432	-0.0033	0.498681
11	-0.279087	-2.1437	0.018094
12	-0.470599	-3.6147	0.000312
13	-0.247687	-1.9025	0.030994
14	0.064098	0.4923	0.312152
15	0.3237	2.4864	0.007878
16	0.313006	2.4042	0.009682
17	0.093067	0.7149	0.238757
18	-0.04103	-0.3152	0.376876
19	-0.215824	-1.6578	0.051336
20	-0.137469	-1.0559	0.147656
21	-0.064287	-0.4938	0.311641
22	0.011792	0.0906	0.464069
23	0.103052	0.7916	0.215895
24	0.03719	0.2857	0.388069
25	0.061028	0.4688	0.320483
26	0.005218	0.0401	0.484082
27	-0.028359	-0.2178	0.414156
28	-0.078079	-0.5997	0.27549
29	-0.109852	-0.8438	0.201097
30	-0.057972	-0.4453	0.328868
31	0.101257	0.7778	0.219905
32	0.172768	1.3271	0.094801
33	0.100816	0.7744	0.220898
34	-0.035232	-0.2706	0.393812
35	-0.148324	-1.1393	0.129591
36	-0.084234	-0.647	0.260067
37	-0.031349	-0.2408	0.405275
38	0.073511	0.5647	0.287226
39	0.034184	0.2626	0.396898
40	0.027939	0.2146	0.415407
41	0.038044	0.2922	0.38557
42	0.003373	0.0259	0.489708
43	-0.029923	-0.2298	0.409505
44	-0.104285	-0.801	0.213166
45	-0.041791	-0.321	0.374672
46	0.037998	0.2919	0.385705
47	0.066419	0.5102	0.305918
48	0.066782	0.513	0.304947

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.467251 & 3.589 & 0.000338 \tabularnewline
2 & -0.117163 & -0.8999 & 0.185904 \tabularnewline
3 & -0.597006 & -4.5857 & 1.2e-05 \tabularnewline
4 & -0.637427 & -4.8962 & 4e-06 \tabularnewline
5 & -0.247651 & -1.9022 & 0.031012 \tabularnewline
6 & 0.084414 & 0.6484 & 0.259621 \tabularnewline
7 & 0.373892 & 2.8719 & 0.00283 \tabularnewline
8 & 0.422357 & 3.2442 & 0.000971 \tabularnewline
9 & 0.281061 & 2.1589 & 0.017469 \tabularnewline
10 & -0.000432 & -0.0033 & 0.498681 \tabularnewline
11 & -0.279087 & -2.1437 & 0.018094 \tabularnewline
12 & -0.470599 & -3.6147 & 0.000312 \tabularnewline
13 & -0.247687 & -1.9025 & 0.030994 \tabularnewline
14 & 0.064098 & 0.4923 & 0.312152 \tabularnewline
15 & 0.3237 & 2.4864 & 0.007878 \tabularnewline
16 & 0.313006 & 2.4042 & 0.009682 \tabularnewline
17 & 0.093067 & 0.7149 & 0.238757 \tabularnewline
18 & -0.04103 & -0.3152 & 0.376876 \tabularnewline
19 & -0.215824 & -1.6578 & 0.051336 \tabularnewline
20 & -0.137469 & -1.0559 & 0.147656 \tabularnewline
21 & -0.064287 & -0.4938 & 0.311641 \tabularnewline
22 & 0.011792 & 0.0906 & 0.464069 \tabularnewline
23 & 0.103052 & 0.7916 & 0.215895 \tabularnewline
24 & 0.03719 & 0.2857 & 0.388069 \tabularnewline
25 & 0.061028 & 0.4688 & 0.320483 \tabularnewline
26 & 0.005218 & 0.0401 & 0.484082 \tabularnewline
27 & -0.028359 & -0.2178 & 0.414156 \tabularnewline
28 & -0.078079 & -0.5997 & 0.27549 \tabularnewline
29 & -0.109852 & -0.8438 & 0.201097 \tabularnewline
30 & -0.057972 & -0.4453 & 0.328868 \tabularnewline
31 & 0.101257 & 0.7778 & 0.219905 \tabularnewline
32 & 0.172768 & 1.3271 & 0.094801 \tabularnewline
33 & 0.100816 & 0.7744 & 0.220898 \tabularnewline
34 & -0.035232 & -0.2706 & 0.393812 \tabularnewline
35 & -0.148324 & -1.1393 & 0.129591 \tabularnewline
36 & -0.084234 & -0.647 & 0.260067 \tabularnewline
37 & -0.031349 & -0.2408 & 0.405275 \tabularnewline
38 & 0.073511 & 0.5647 & 0.287226 \tabularnewline
39 & 0.034184 & 0.2626 & 0.396898 \tabularnewline
40 & 0.027939 & 0.2146 & 0.415407 \tabularnewline
41 & 0.038044 & 0.2922 & 0.38557 \tabularnewline
42 & 0.003373 & 0.0259 & 0.489708 \tabularnewline
43 & -0.029923 & -0.2298 & 0.409505 \tabularnewline
44 & -0.104285 & -0.801 & 0.213166 \tabularnewline
45 & -0.041791 & -0.321 & 0.374672 \tabularnewline
46 & 0.037998 & 0.2919 & 0.385705 \tabularnewline
47 & 0.066419 & 0.5102 & 0.305918 \tabularnewline
48 & 0.066782 & 0.513 & 0.304947 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32962&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]0.467251[/C][C]3.589[/C][C]0.000338[/C][/ROW]
[ROW][C]2[/C][C]-0.117163[/C][C]-0.8999[/C][C]0.185904[/C][/ROW]
[ROW][C]3[/C][C]-0.597006[/C][C]-4.5857[/C][C]1.2e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.637427[/C][C]-4.8962[/C][C]4e-06[/C][/ROW]
[ROW][C]5[/C][C]-0.247651[/C][C]-1.9022[/C][C]0.031012[/C][/ROW]
[ROW][C]6[/C][C]0.084414[/C][C]0.6484[/C][C]0.259621[/C][/ROW]
[ROW][C]7[/C][C]0.373892[/C][C]2.8719[/C][C]0.00283[/C][/ROW]
[ROW][C]8[/C][C]0.422357[/C][C]3.2442[/C][C]0.000971[/C][/ROW]
[ROW][C]9[/C][C]0.281061[/C][C]2.1589[/C][C]0.017469[/C][/ROW]
[ROW][C]10[/C][C]-0.000432[/C][C]-0.0033[/C][C]0.498681[/C][/ROW]
[ROW][C]11[/C][C]-0.279087[/C][C]-2.1437[/C][C]0.018094[/C][/ROW]
[ROW][C]12[/C][C]-0.470599[/C][C]-3.6147[/C][C]0.000312[/C][/ROW]
[ROW][C]13[/C][C]-0.247687[/C][C]-1.9025[/C][C]0.030994[/C][/ROW]
[ROW][C]14[/C][C]0.064098[/C][C]0.4923[/C][C]0.312152[/C][/ROW]
[ROW][C]15[/C][C]0.3237[/C][C]2.4864[/C][C]0.007878[/C][/ROW]
[ROW][C]16[/C][C]0.313006[/C][C]2.4042[/C][C]0.009682[/C][/ROW]
[ROW][C]17[/C][C]0.093067[/C][C]0.7149[/C][C]0.238757[/C][/ROW]
[ROW][C]18[/C][C]-0.04103[/C][C]-0.3152[/C][C]0.376876[/C][/ROW]
[ROW][C]19[/C][C]-0.215824[/C][C]-1.6578[/C][C]0.051336[/C][/ROW]
[ROW][C]20[/C][C]-0.137469[/C][C]-1.0559[/C][C]0.147656[/C][/ROW]
[ROW][C]21[/C][C]-0.064287[/C][C]-0.4938[/C][C]0.311641[/C][/ROW]
[ROW][C]22[/C][C]0.011792[/C][C]0.0906[/C][C]0.464069[/C][/ROW]
[ROW][C]23[/C][C]0.103052[/C][C]0.7916[/C][C]0.215895[/C][/ROW]
[ROW][C]24[/C][C]0.03719[/C][C]0.2857[/C][C]0.388069[/C][/ROW]
[ROW][C]25[/C][C]0.061028[/C][C]0.4688[/C][C]0.320483[/C][/ROW]
[ROW][C]26[/C][C]0.005218[/C][C]0.0401[/C][C]0.484082[/C][/ROW]
[ROW][C]27[/C][C]-0.028359[/C][C]-0.2178[/C][C]0.414156[/C][/ROW]
[ROW][C]28[/C][C]-0.078079[/C][C]-0.5997[/C][C]0.27549[/C][/ROW]
[ROW][C]29[/C][C]-0.109852[/C][C]-0.8438[/C][C]0.201097[/C][/ROW]
[ROW][C]30[/C][C]-0.057972[/C][C]-0.4453[/C][C]0.328868[/C][/ROW]
[ROW][C]31[/C][C]0.101257[/C][C]0.7778[/C][C]0.219905[/C][/ROW]
[ROW][C]32[/C][C]0.172768[/C][C]1.3271[/C][C]0.094801[/C][/ROW]
[ROW][C]33[/C][C]0.100816[/C][C]0.7744[/C][C]0.220898[/C][/ROW]
[ROW][C]34[/C][C]-0.035232[/C][C]-0.2706[/C][C]0.393812[/C][/ROW]
[ROW][C]35[/C][C]-0.148324[/C][C]-1.1393[/C][C]0.129591[/C][/ROW]
[ROW][C]36[/C][C]-0.084234[/C][C]-0.647[/C][C]0.260067[/C][/ROW]
[ROW][C]37[/C][C]-0.031349[/C][C]-0.2408[/C][C]0.405275[/C][/ROW]
[ROW][C]38[/C][C]0.073511[/C][C]0.5647[/C][C]0.287226[/C][/ROW]
[ROW][C]39[/C][C]0.034184[/C][C]0.2626[/C][C]0.396898[/C][/ROW]
[ROW][C]40[/C][C]0.027939[/C][C]0.2146[/C][C]0.415407[/C][/ROW]
[ROW][C]41[/C][C]0.038044[/C][C]0.2922[/C][C]0.38557[/C][/ROW]
[ROW][C]42[/C][C]0.003373[/C][C]0.0259[/C][C]0.489708[/C][/ROW]
[ROW][C]43[/C][C]-0.029923[/C][C]-0.2298[/C][C]0.409505[/C][/ROW]
[ROW][C]44[/C][C]-0.104285[/C][C]-0.801[/C][C]0.213166[/C][/ROW]
[ROW][C]45[/C][C]-0.041791[/C][C]-0.321[/C][C]0.374672[/C][/ROW]
[ROW][C]46[/C][C]0.037998[/C][C]0.2919[/C][C]0.385705[/C][/ROW]
[ROW][C]47[/C][C]0.066419[/C][C]0.5102[/C][C]0.305918[/C][/ROW]
[ROW][C]48[/C][C]0.066782[/C][C]0.513[/C][C]0.304947[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32962&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32962&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	0.467251	3.589	0.000338
2	-0.117163	-0.8999	0.185904
3	-0.597006	-4.5857	1.2e-05
4	-0.637427	-4.8962	4e-06
5	-0.247651	-1.9022	0.031012
6	0.084414	0.6484	0.259621
7	0.373892	2.8719	0.00283
8	0.422357	3.2442	0.000971
9	0.281061	2.1589	0.017469
10	-0.000432	-0.0033	0.498681
11	-0.279087	-2.1437	0.018094
12	-0.470599	-3.6147	0.000312
13	-0.247687	-1.9025	0.030994
14	0.064098	0.4923	0.312152
15	0.3237	2.4864	0.007878
16	0.313006	2.4042	0.009682
17	0.093067	0.7149	0.238757
18	-0.04103	-0.3152	0.376876
19	-0.215824	-1.6578	0.051336
20	-0.137469	-1.0559	0.147656
21	-0.064287	-0.4938	0.311641
22	0.011792	0.0906	0.464069
23	0.103052	0.7916	0.215895
24	0.03719	0.2857	0.388069
25	0.061028	0.4688	0.320483
26	0.005218	0.0401	0.484082
27	-0.028359	-0.2178	0.414156
28	-0.078079	-0.5997	0.27549
29	-0.109852	-0.8438	0.201097
30	-0.057972	-0.4453	0.328868
31	0.101257	0.7778	0.219905
32	0.172768	1.3271	0.094801
33	0.100816	0.7744	0.220898
34	-0.035232	-0.2706	0.393812
35	-0.148324	-1.1393	0.129591
36	-0.084234	-0.647	0.260067
37	-0.031349	-0.2408	0.405275
38	0.073511	0.5647	0.287226
39	0.034184	0.2626	0.396898
40	0.027939	0.2146	0.415407
41	0.038044	0.2922	0.38557
42	0.003373	0.0259	0.489708
43	-0.029923	-0.2298	0.409505
44	-0.104285	-0.801	0.213166
45	-0.041791	-0.321	0.374672
46	0.037998	0.2919	0.385705
47	0.066419	0.5102	0.305918
48	0.066782	0.513	0.304947

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.467251	3.589	0.000338
2	-0.429188	-3.2967	0.00083
3	-0.499032	-3.8331	0.000155
4	-0.302133	-2.3207	0.011889
5	-0.06994	-0.5372	0.296568
6	-0.376752	-2.8939	0.002662
7	-0.155194	-1.1921	0.119004
8	-0.011712	-0.09	0.464311
9	0.041279	0.3171	0.376156
10	-0.045922	-0.3527	0.362773
11	0.01797	0.138	0.445343
12	-0.243603	-1.8711	0.033143
13	0.14948	1.1482	0.127765
14	0.003812	0.0293	0.488371
15	-0.040429	-0.3105	0.378621
16	-0.147123	-1.1301	0.13151
17	0.002837	0.0218	0.491343
18	0.076427	0.587	0.279705
19	-0.142598	-1.0953	0.138915
20	0.128363	0.986	0.164086
21	0.101289	0.778	0.219835
22	-0.016546	-0.1271	0.44965
23	0.060695	0.4662	0.321392
24	-0.161828	-1.243	0.109389
25	0.084871	0.6519	0.258496
26	-0.000416	-0.0032	0.49873
27	-0.028383	-0.218	0.414085
28	-0.254133	-1.952	0.027843
29	-0.171773	-1.3194	0.096064
30	-0.083383	-0.6405	0.262172
31	0.015394	0.1182	0.453137
32	-0.016812	-0.1291	0.448845
33	-0.103351	-0.7939	0.21523
34	-0.027137	-0.2084	0.4178
35	0.082978	0.6374	0.263177
36	-0.028872	-0.2218	0.412628
37	0.01866	0.1433	0.443257
38	0.093608	0.719	0.237485
39	-0.029766	-0.2286	0.409971
40	-0.029443	-0.2262	0.410932
41	-0.062678	-0.4814	0.315992
42	-0.006314	-0.0485	0.480742
43	-0.038313	-0.2943	0.384786
44	0.038723	0.2974	0.383588
45	-0.000241	-0.0019	0.499264
46	-0.071155	-0.5465	0.293375
47	-0.088046	-0.6763	0.250749
48	0.057894	0.4447	0.329086

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.467251 & 3.589 & 0.000338 \tabularnewline
2 & -0.429188 & -3.2967 & 0.00083 \tabularnewline
3 & -0.499032 & -3.8331 & 0.000155 \tabularnewline
4 & -0.302133 & -2.3207 & 0.011889 \tabularnewline
5 & -0.06994 & -0.5372 & 0.296568 \tabularnewline
6 & -0.376752 & -2.8939 & 0.002662 \tabularnewline
7 & -0.155194 & -1.1921 & 0.119004 \tabularnewline
8 & -0.011712 & -0.09 & 0.464311 \tabularnewline
9 & 0.041279 & 0.3171 & 0.376156 \tabularnewline
10 & -0.045922 & -0.3527 & 0.362773 \tabularnewline
11 & 0.01797 & 0.138 & 0.445343 \tabularnewline
12 & -0.243603 & -1.8711 & 0.033143 \tabularnewline
13 & 0.14948 & 1.1482 & 0.127765 \tabularnewline
14 & 0.003812 & 0.0293 & 0.488371 \tabularnewline
15 & -0.040429 & -0.3105 & 0.378621 \tabularnewline
16 & -0.147123 & -1.1301 & 0.13151 \tabularnewline
17 & 0.002837 & 0.0218 & 0.491343 \tabularnewline
18 & 0.076427 & 0.587 & 0.279705 \tabularnewline
19 & -0.142598 & -1.0953 & 0.138915 \tabularnewline
20 & 0.128363 & 0.986 & 0.164086 \tabularnewline
21 & 0.101289 & 0.778 & 0.219835 \tabularnewline
22 & -0.016546 & -0.1271 & 0.44965 \tabularnewline
23 & 0.060695 & 0.4662 & 0.321392 \tabularnewline
24 & -0.161828 & -1.243 & 0.109389 \tabularnewline
25 & 0.084871 & 0.6519 & 0.258496 \tabularnewline
26 & -0.000416 & -0.0032 & 0.49873 \tabularnewline
27 & -0.028383 & -0.218 & 0.414085 \tabularnewline
28 & -0.254133 & -1.952 & 0.027843 \tabularnewline
29 & -0.171773 & -1.3194 & 0.096064 \tabularnewline
30 & -0.083383 & -0.6405 & 0.262172 \tabularnewline
31 & 0.015394 & 0.1182 & 0.453137 \tabularnewline
32 & -0.016812 & -0.1291 & 0.448845 \tabularnewline
33 & -0.103351 & -0.7939 & 0.21523 \tabularnewline
34 & -0.027137 & -0.2084 & 0.4178 \tabularnewline
35 & 0.082978 & 0.6374 & 0.263177 \tabularnewline
36 & -0.028872 & -0.2218 & 0.412628 \tabularnewline
37 & 0.01866 & 0.1433 & 0.443257 \tabularnewline
38 & 0.093608 & 0.719 & 0.237485 \tabularnewline
39 & -0.029766 & -0.2286 & 0.409971 \tabularnewline
40 & -0.029443 & -0.2262 & 0.410932 \tabularnewline
41 & -0.062678 & -0.4814 & 0.315992 \tabularnewline
42 & -0.006314 & -0.0485 & 0.480742 \tabularnewline
43 & -0.038313 & -0.2943 & 0.384786 \tabularnewline
44 & 0.038723 & 0.2974 & 0.383588 \tabularnewline
45 & -0.000241 & -0.0019 & 0.499264 \tabularnewline
46 & -0.071155 & -0.5465 & 0.293375 \tabularnewline
47 & -0.088046 & -0.6763 & 0.250749 \tabularnewline
48 & 0.057894 & 0.4447 & 0.329086 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32962&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]0.467251[/C][C]3.589[/C][C]0.000338[/C][/ROW]
[ROW][C]2[/C][C]-0.429188[/C][C]-3.2967[/C][C]0.00083[/C][/ROW]
[ROW][C]3[/C][C]-0.499032[/C][C]-3.8331[/C][C]0.000155[/C][/ROW]
[ROW][C]4[/C][C]-0.302133[/C][C]-2.3207[/C][C]0.011889[/C][/ROW]
[ROW][C]5[/C][C]-0.06994[/C][C]-0.5372[/C][C]0.296568[/C][/ROW]
[ROW][C]6[/C][C]-0.376752[/C][C]-2.8939[/C][C]0.002662[/C][/ROW]
[ROW][C]7[/C][C]-0.155194[/C][C]-1.1921[/C][C]0.119004[/C][/ROW]
[ROW][C]8[/C][C]-0.011712[/C][C]-0.09[/C][C]0.464311[/C][/ROW]
[ROW][C]9[/C][C]0.041279[/C][C]0.3171[/C][C]0.376156[/C][/ROW]
[ROW][C]10[/C][C]-0.045922[/C][C]-0.3527[/C][C]0.362773[/C][/ROW]
[ROW][C]11[/C][C]0.01797[/C][C]0.138[/C][C]0.445343[/C][/ROW]
[ROW][C]12[/C][C]-0.243603[/C][C]-1.8711[/C][C]0.033143[/C][/ROW]
[ROW][C]13[/C][C]0.14948[/C][C]1.1482[/C][C]0.127765[/C][/ROW]
[ROW][C]14[/C][C]0.003812[/C][C]0.0293[/C][C]0.488371[/C][/ROW]
[ROW][C]15[/C][C]-0.040429[/C][C]-0.3105[/C][C]0.378621[/C][/ROW]
[ROW][C]16[/C][C]-0.147123[/C][C]-1.1301[/C][C]0.13151[/C][/ROW]
[ROW][C]17[/C][C]0.002837[/C][C]0.0218[/C][C]0.491343[/C][/ROW]
[ROW][C]18[/C][C]0.076427[/C][C]0.587[/C][C]0.279705[/C][/ROW]
[ROW][C]19[/C][C]-0.142598[/C][C]-1.0953[/C][C]0.138915[/C][/ROW]
[ROW][C]20[/C][C]0.128363[/C][C]0.986[/C][C]0.164086[/C][/ROW]
[ROW][C]21[/C][C]0.101289[/C][C]0.778[/C][C]0.219835[/C][/ROW]
[ROW][C]22[/C][C]-0.016546[/C][C]-0.1271[/C][C]0.44965[/C][/ROW]
[ROW][C]23[/C][C]0.060695[/C][C]0.4662[/C][C]0.321392[/C][/ROW]
[ROW][C]24[/C][C]-0.161828[/C][C]-1.243[/C][C]0.109389[/C][/ROW]
[ROW][C]25[/C][C]0.084871[/C][C]0.6519[/C][C]0.258496[/C][/ROW]
[ROW][C]26[/C][C]-0.000416[/C][C]-0.0032[/C][C]0.49873[/C][/ROW]
[ROW][C]27[/C][C]-0.028383[/C][C]-0.218[/C][C]0.414085[/C][/ROW]
[ROW][C]28[/C][C]-0.254133[/C][C]-1.952[/C][C]0.027843[/C][/ROW]
[ROW][C]29[/C][C]-0.171773[/C][C]-1.3194[/C][C]0.096064[/C][/ROW]
[ROW][C]30[/C][C]-0.083383[/C][C]-0.6405[/C][C]0.262172[/C][/ROW]
[ROW][C]31[/C][C]0.015394[/C][C]0.1182[/C][C]0.453137[/C][/ROW]
[ROW][C]32[/C][C]-0.016812[/C][C]-0.1291[/C][C]0.448845[/C][/ROW]
[ROW][C]33[/C][C]-0.103351[/C][C]-0.7939[/C][C]0.21523[/C][/ROW]
[ROW][C]34[/C][C]-0.027137[/C][C]-0.2084[/C][C]0.4178[/C][/ROW]
[ROW][C]35[/C][C]0.082978[/C][C]0.6374[/C][C]0.263177[/C][/ROW]
[ROW][C]36[/C][C]-0.028872[/C][C]-0.2218[/C][C]0.412628[/C][/ROW]
[ROW][C]37[/C][C]0.01866[/C][C]0.1433[/C][C]0.443257[/C][/ROW]
[ROW][C]38[/C][C]0.093608[/C][C]0.719[/C][C]0.237485[/C][/ROW]
[ROW][C]39[/C][C]-0.029766[/C][C]-0.2286[/C][C]0.409971[/C][/ROW]
[ROW][C]40[/C][C]-0.029443[/C][C]-0.2262[/C][C]0.410932[/C][/ROW]
[ROW][C]41[/C][C]-0.062678[/C][C]-0.4814[/C][C]0.315992[/C][/ROW]
[ROW][C]42[/C][C]-0.006314[/C][C]-0.0485[/C][C]0.480742[/C][/ROW]
[ROW][C]43[/C][C]-0.038313[/C][C]-0.2943[/C][C]0.384786[/C][/ROW]
[ROW][C]44[/C][C]0.038723[/C][C]0.2974[/C][C]0.383588[/C][/ROW]
[ROW][C]45[/C][C]-0.000241[/C][C]-0.0019[/C][C]0.499264[/C][/ROW]
[ROW][C]46[/C][C]-0.071155[/C][C]-0.5465[/C][C]0.293375[/C][/ROW]
[ROW][C]47[/C][C]-0.088046[/C][C]-0.6763[/C][C]0.250749[/C][/ROW]
[ROW][C]48[/C][C]0.057894[/C][C]0.4447[/C][C]0.329086[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32962&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32962&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	0.467251	3.589	0.000338
2	-0.429188	-3.2967	0.00083
3	-0.499032	-3.8331	0.000155
4	-0.302133	-2.3207	0.011889
5	-0.06994	-0.5372	0.296568
6	-0.376752	-2.8939	0.002662
7	-0.155194	-1.1921	0.119004
8	-0.011712	-0.09	0.464311
9	0.041279	0.3171	0.376156
10	-0.045922	-0.3527	0.362773
11	0.01797	0.138	0.445343
12	-0.243603	-1.8711	0.033143
13	0.14948	1.1482	0.127765
14	0.003812	0.0293	0.488371
15	-0.040429	-0.3105	0.378621
16	-0.147123	-1.1301	0.13151
17	0.002837	0.0218	0.491343
18	0.076427	0.587	0.279705
19	-0.142598	-1.0953	0.138915
20	0.128363	0.986	0.164086
21	0.101289	0.778	0.219835
22	-0.016546	-0.1271	0.44965
23	0.060695	0.4662	0.321392
24	-0.161828	-1.243	0.109389
25	0.084871	0.6519	0.258496
26	-0.000416	-0.0032	0.49873
27	-0.028383	-0.218	0.414085
28	-0.254133	-1.952	0.027843
29	-0.171773	-1.3194	0.096064
30	-0.083383	-0.6405	0.262172
31	0.015394	0.1182	0.453137
32	-0.016812	-0.1291	0.448845
33	-0.103351	-0.7939	0.21523
34	-0.027137	-0.2084	0.4178
35	0.082978	0.6374	0.263177
36	-0.028872	-0.2218	0.412628
37	0.01866	0.1433	0.443257
38	0.093608	0.719	0.237485
39	-0.029766	-0.2286	0.409971
40	-0.029443	-0.2262	0.410932
41	-0.062678	-0.4814	0.315992
42	-0.006314	-0.0485	0.480742
43	-0.038313	-0.2943	0.384786
44	0.038723	0.2974	0.383588
45	-0.000241	-0.0019	0.499264
46	-0.071155	-0.5465	0.293375
47	-0.088046	-0.6763	0.250749
48	0.057894	0.4447	0.329086

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 = 2 ; 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