Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 13 Dec 2010 09:29:04 +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/13/t1292232567n30m4m8eoqkim84.htm/, Retrieved Mon, 06 May 2024 11:09:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=108726, Retrieved Mon, 06 May 2024 11:09:35 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

159

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

-     [(Partial) Autocorrelation Function] [] [2010-12-13 08:35:23] [21eff0c210342db4afbdafe426a7c254]
-   PD    [(Partial) Autocorrelation Function] [] [2010-12-13 09:29:04] [81d69fb83507cea26168920232cdff1b] [Current]
-    D      [(Partial) Autocorrelation Function] [] [2010-12-13 09:39:12] [21eff0c210342db4afbdafe426a7c254] 
-   P         [(Partial) Autocorrelation Function] [] [2010-12-13 19:58:53] [21eff0c210342db4afbdafe426a7c254] 
-   PD        [(Partial) Autocorrelation Function] [] [2010-12-13 20:02:45] [21eff0c210342db4afbdafe426a7c254] 
-   PD        [(Partial) Autocorrelation Function] [] [2010-12-13 20:04:16] [21eff0c210342db4afbdafe426a7c254] 
-    D      [(Partial) Autocorrelation Function] [] [2010-12-13 09:51:46] [21eff0c210342db4afbdafe426a7c254] 
-    D      [(Partial) Autocorrelation Function] [] [2010-12-13 09:59:22] [21eff0c210342db4afbdafe426a7c254] 
-    D      [(Partial) Autocorrelation Function] [] [2010-12-13 10:05:17] [21eff0c210342db4afbdafe426a7c254] 
- RM D        [Variance Reduction Matrix] [] [2010-12-13 10:10:55] [21eff0c210342db4afbdafe426a7c254] 
- RM D        [Standard Deviation-Mean Plot] [] [2010-12-13 10:21:08] [21eff0c210342db4afbdafe426a7c254] 
- RM D        [Spectral Analysis] [] [2010-12-13 10:28:26] [21eff0c210342db4afbdafe426a7c254] 
- RM D        [Spectral Analysis] [] [2010-12-13 10:28:26] [21eff0c210342db4afbdafe426a7c254] 
-   P           [Spectral Analysis] [] [2010-12-21 18:21:37] [21eff0c210342db4afbdafe426a7c254] 
- RM D        [ARIMA Backward Selection] [] [2010-12-13 10:38:31] [21eff0c210342db4afbdafe426a7c254] 
-   P           [ARIMA Backward Selection] [] [2010-12-13 20:34:12] [21eff0c210342db4afbdafe426a7c254] 
- RM D        [ARIMA Forecasting] [] [2010-12-13 10:48:48] [21eff0c210342db4afbdafe426a7c254] 
-   P           [ARIMA Forecasting] [] [2010-12-13 20:48:40] [21eff0c210342db4afbdafe426a7c254] 
- RMPD          [Univariate Data Series] [] [2010-12-13 20:53:52] [21eff0c210342db4afbdafe426a7c254] 
- RMPD            [Histogram] [] [2010-12-14 14:33:39] [21eff0c210342db4afbdafe426a7c254] 
- RMPD              [Univariate Explorative Data Analysis] [] [2010-12-16 14:06:01] [21eff0c210342db4afbdafe426a7c254] 
- RMPD              [Univariate Data Series] [] [2010-12-16 14:19:11] [de4adef75375d243bafd27c3fb0ddf4c] 
-   PD              [Histogram] [] [2010-12-16 14:23:25] [de4adef75375d243bafd27c3fb0ddf4c] 
- RMPD              [Univariate Explorative Data Analysis] [] [2010-12-16 14:27:05] [de4adef75375d243bafd27c3fb0ddf4c] 
-    D                [Univariate Explorative Data Analysis] [] [2010-12-20 18:48:19] [de4adef75375d243bafd27c3fb0ddf4c] 
- RMPD                [(Partial) Autocorrelation Function] [] [2010-12-20 19:31:04] [de4adef75375d243bafd27c3fb0ddf4c] 
- RMPD                [(Partial) Autocorrelation Function] [] [2010-12-20 19:46:13] [de4adef75375d243bafd27c3fb0ddf4c] 
-   P                   [(Partial) Autocorrelation Function] [] [2010-12-21 15:20:18] [de4adef75375d243bafd27c3fb0ddf4c] 
- RMPD                [Variance Reduction Matrix] [] [2010-12-20 20:00:09] [de4adef75375d243bafd27c3fb0ddf4c] 
- RMPD                [Standard Deviation-Mean Plot] [] [2010-12-20 20:07:24] [de4adef75375d243bafd27c3fb0ddf4c] 
- RMPD                [Spectral Analysis] [] [2010-12-20 20:14:04] [de4adef75375d243bafd27c3fb0ddf4c] 
-   P                   [Spectral Analysis] [] [2010-12-21 16:58:39] [de4adef75375d243bafd27c3fb0ddf4c] 
- RMPD                [Univariate Data Series] [] [2010-12-20 20:24:23] [de4adef75375d243bafd27c3fb0ddf4c] 
-   PD                [Univariate Explorative Data Analysis] [] [2010-12-20 20:29:24] [de4adef75375d243bafd27c3fb0ddf4c] 
-   P                   [Univariate Explorative Data Analysis] [] [2010-12-21 15:07:46] [de4adef75375d243bafd27c3fb0ddf4c] 
- RMPD                [ARIMA Backward Selection] [] [2010-12-20 20:35:32] [de4adef75375d243bafd27c3fb0ddf4c] 
- RMPD                [ARIMA Forecasting] [] [2010-12-20 20:44:58] [de4adef75375d243bafd27c3fb0ddf4c] 
- RMPD              [Variance Reduction Matrix] [] [2010-12-16 14:36:01] [de4adef75375d243bafd27c3fb0ddf4c] 
- RMPD          [Univariate Data Series] [] [2010-12-13 21:02:07] [21eff0c210342db4afbdafe426a7c254] 
-   PD            [Univariate Data Series] [] [2010-12-20 19:00:31] [de4adef75375d243bafd27c3fb0ddf4c] 
- RMPD            [Variance Reduction Matrix] [] [2010-12-20 19:12:17] [de4adef75375d243bafd27c3fb0ddf4c] 
- RMPD          [Central Tendency] [] [2010-12-13 21:04:38] [21eff0c210342db4afbdafe426a7c254] 
- RMPD          [Central Tendency] [] [2010-12-13 21:08:56] [21eff0c210342db4afbdafe426a7c254] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=108726&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=108726&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=108726&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	-0.537399	-3.605	0.000389
2	-0.065879	-0.4419	0.330328
3	0.48726	3.2686	0.001037
4	-0.393598	-2.6403	0.005672
5	0.134359	0.9013	0.186111
6	0.151276	1.0148	0.157815
7	-0.250365	-1.6795	0.049993
8	0.250879	1.6829	0.049656
9	-0.172456	-1.1569	0.126715
10	-0.00596	-0.04	0.484143
11	0.151848	1.0186	0.156912
12	-0.221881	-1.4884	0.071808
13	0.103454	0.694	0.245627
14	-0.025049	-0.168	0.433656
15	0.014732	0.0988	0.460858
16	-0.102356	-0.6866	0.247921
17	0.051389	0.3447	0.365952
18	-0.00304	-0.0204	0.491909
19	-0.062619	-0.4201	0.33822
20	0.091232	0.612	0.271807
21	-0.040771	-0.2735	0.392859
22	-0.113742	-0.763	0.224721
23	0.174495	1.1705	0.123972
24	-0.176402	-1.1833	0.121444
25	0.040798	0.2737	0.392792
26	0.104593	0.7016	0.243261
27	-0.170814	-1.1459	0.128956
28	0.075112	0.5039	0.308407
29	0.040951	0.2747	0.3924
30	-0.084967	-0.57	0.285765
31	0.023708	0.159	0.437176
32	0.0376	0.2522	0.401006
33	-0.035853	-0.2405	0.405514
34	0.006245	0.0419	0.483383
35	0.021789	0.1462	0.442223
36	-0.023922	-0.1605	0.436614
37	-0.01265	-0.0849	0.466375
38	0.054142	0.3632	0.359079
39	-0.018672	-0.1253	0.45044
40	-0.003267	-0.0219	0.491307
41	0.014933	0.1002	0.460326
42	-0.020067	-0.1346	0.446759
43	0.00513	0.0344	0.486351
44	0.005802	0.0389	0.484562
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.537399 & -3.605 & 0.000389 \tabularnewline
2 & -0.065879 & -0.4419 & 0.330328 \tabularnewline
3 & 0.48726 & 3.2686 & 0.001037 \tabularnewline
4 & -0.393598 & -2.6403 & 0.005672 \tabularnewline
5 & 0.134359 & 0.9013 & 0.186111 \tabularnewline
6 & 0.151276 & 1.0148 & 0.157815 \tabularnewline
7 & -0.250365 & -1.6795 & 0.049993 \tabularnewline
8 & 0.250879 & 1.6829 & 0.049656 \tabularnewline
9 & -0.172456 & -1.1569 & 0.126715 \tabularnewline
10 & -0.00596 & -0.04 & 0.484143 \tabularnewline
11 & 0.151848 & 1.0186 & 0.156912 \tabularnewline
12 & -0.221881 & -1.4884 & 0.071808 \tabularnewline
13 & 0.103454 & 0.694 & 0.245627 \tabularnewline
14 & -0.025049 & -0.168 & 0.433656 \tabularnewline
15 & 0.014732 & 0.0988 & 0.460858 \tabularnewline
16 & -0.102356 & -0.6866 & 0.247921 \tabularnewline
17 & 0.051389 & 0.3447 & 0.365952 \tabularnewline
18 & -0.00304 & -0.0204 & 0.491909 \tabularnewline
19 & -0.062619 & -0.4201 & 0.33822 \tabularnewline
20 & 0.091232 & 0.612 & 0.271807 \tabularnewline
21 & -0.040771 & -0.2735 & 0.392859 \tabularnewline
22 & -0.113742 & -0.763 & 0.224721 \tabularnewline
23 & 0.174495 & 1.1705 & 0.123972 \tabularnewline
24 & -0.176402 & -1.1833 & 0.121444 \tabularnewline
25 & 0.040798 & 0.2737 & 0.392792 \tabularnewline
26 & 0.104593 & 0.7016 & 0.243261 \tabularnewline
27 & -0.170814 & -1.1459 & 0.128956 \tabularnewline
28 & 0.075112 & 0.5039 & 0.308407 \tabularnewline
29 & 0.040951 & 0.2747 & 0.3924 \tabularnewline
30 & -0.084967 & -0.57 & 0.285765 \tabularnewline
31 & 0.023708 & 0.159 & 0.437176 \tabularnewline
32 & 0.0376 & 0.2522 & 0.401006 \tabularnewline
33 & -0.035853 & -0.2405 & 0.405514 \tabularnewline
34 & 0.006245 & 0.0419 & 0.483383 \tabularnewline
35 & 0.021789 & 0.1462 & 0.442223 \tabularnewline
36 & -0.023922 & -0.1605 & 0.436614 \tabularnewline
37 & -0.01265 & -0.0849 & 0.466375 \tabularnewline
38 & 0.054142 & 0.3632 & 0.359079 \tabularnewline
39 & -0.018672 & -0.1253 & 0.45044 \tabularnewline
40 & -0.003267 & -0.0219 & 0.491307 \tabularnewline
41 & 0.014933 & 0.1002 & 0.460326 \tabularnewline
42 & -0.020067 & -0.1346 & 0.446759 \tabularnewline
43 & 0.00513 & 0.0344 & 0.486351 \tabularnewline
44 & 0.005802 & 0.0389 & 0.484562 \tabularnewline
45 & NA & NA & NA \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=108726&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]-0.537399[/C][C]-3.605[/C][C]0.000389[/C][/ROW]
[ROW][C]2[/C][C]-0.065879[/C][C]-0.4419[/C][C]0.330328[/C][/ROW]
[ROW][C]3[/C][C]0.48726[/C][C]3.2686[/C][C]0.001037[/C][/ROW]
[ROW][C]4[/C][C]-0.393598[/C][C]-2.6403[/C][C]0.005672[/C][/ROW]
[ROW][C]5[/C][C]0.134359[/C][C]0.9013[/C][C]0.186111[/C][/ROW]
[ROW][C]6[/C][C]0.151276[/C][C]1.0148[/C][C]0.157815[/C][/ROW]
[ROW][C]7[/C][C]-0.250365[/C][C]-1.6795[/C][C]0.049993[/C][/ROW]
[ROW][C]8[/C][C]0.250879[/C][C]1.6829[/C][C]0.049656[/C][/ROW]
[ROW][C]9[/C][C]-0.172456[/C][C]-1.1569[/C][C]0.126715[/C][/ROW]
[ROW][C]10[/C][C]-0.00596[/C][C]-0.04[/C][C]0.484143[/C][/ROW]
[ROW][C]11[/C][C]0.151848[/C][C]1.0186[/C][C]0.156912[/C][/ROW]
[ROW][C]12[/C][C]-0.221881[/C][C]-1.4884[/C][C]0.071808[/C][/ROW]
[ROW][C]13[/C][C]0.103454[/C][C]0.694[/C][C]0.245627[/C][/ROW]
[ROW][C]14[/C][C]-0.025049[/C][C]-0.168[/C][C]0.433656[/C][/ROW]
[ROW][C]15[/C][C]0.014732[/C][C]0.0988[/C][C]0.460858[/C][/ROW]
[ROW][C]16[/C][C]-0.102356[/C][C]-0.6866[/C][C]0.247921[/C][/ROW]
[ROW][C]17[/C][C]0.051389[/C][C]0.3447[/C][C]0.365952[/C][/ROW]
[ROW][C]18[/C][C]-0.00304[/C][C]-0.0204[/C][C]0.491909[/C][/ROW]
[ROW][C]19[/C][C]-0.062619[/C][C]-0.4201[/C][C]0.33822[/C][/ROW]
[ROW][C]20[/C][C]0.091232[/C][C]0.612[/C][C]0.271807[/C][/ROW]
[ROW][C]21[/C][C]-0.040771[/C][C]-0.2735[/C][C]0.392859[/C][/ROW]
[ROW][C]22[/C][C]-0.113742[/C][C]-0.763[/C][C]0.224721[/C][/ROW]
[ROW][C]23[/C][C]0.174495[/C][C]1.1705[/C][C]0.123972[/C][/ROW]
[ROW][C]24[/C][C]-0.176402[/C][C]-1.1833[/C][C]0.121444[/C][/ROW]
[ROW][C]25[/C][C]0.040798[/C][C]0.2737[/C][C]0.392792[/C][/ROW]
[ROW][C]26[/C][C]0.104593[/C][C]0.7016[/C][C]0.243261[/C][/ROW]
[ROW][C]27[/C][C]-0.170814[/C][C]-1.1459[/C][C]0.128956[/C][/ROW]
[ROW][C]28[/C][C]0.075112[/C][C]0.5039[/C][C]0.308407[/C][/ROW]
[ROW][C]29[/C][C]0.040951[/C][C]0.2747[/C][C]0.3924[/C][/ROW]
[ROW][C]30[/C][C]-0.084967[/C][C]-0.57[/C][C]0.285765[/C][/ROW]
[ROW][C]31[/C][C]0.023708[/C][C]0.159[/C][C]0.437176[/C][/ROW]
[ROW][C]32[/C][C]0.0376[/C][C]0.2522[/C][C]0.401006[/C][/ROW]
[ROW][C]33[/C][C]-0.035853[/C][C]-0.2405[/C][C]0.405514[/C][/ROW]
[ROW][C]34[/C][C]0.006245[/C][C]0.0419[/C][C]0.483383[/C][/ROW]
[ROW][C]35[/C][C]0.021789[/C][C]0.1462[/C][C]0.442223[/C][/ROW]
[ROW][C]36[/C][C]-0.023922[/C][C]-0.1605[/C][C]0.436614[/C][/ROW]
[ROW][C]37[/C][C]-0.01265[/C][C]-0.0849[/C][C]0.466375[/C][/ROW]
[ROW][C]38[/C][C]0.054142[/C][C]0.3632[/C][C]0.359079[/C][/ROW]
[ROW][C]39[/C][C]-0.018672[/C][C]-0.1253[/C][C]0.45044[/C][/ROW]
[ROW][C]40[/C][C]-0.003267[/C][C]-0.0219[/C][C]0.491307[/C][/ROW]
[ROW][C]41[/C][C]0.014933[/C][C]0.1002[/C][C]0.460326[/C][/ROW]
[ROW][C]42[/C][C]-0.020067[/C][C]-0.1346[/C][C]0.446759[/C][/ROW]
[ROW][C]43[/C][C]0.00513[/C][C]0.0344[/C][C]0.486351[/C][/ROW]
[ROW][C]44[/C][C]0.005802[/C][C]0.0389[/C][C]0.484562[/C][/ROW]
[ROW][C]45[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=108726&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=108726&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	-0.537399	-3.605	0.000389
2	-0.065879	-0.4419	0.330328
3	0.48726	3.2686	0.001037
4	-0.393598	-2.6403	0.005672
5	0.134359	0.9013	0.186111
6	0.151276	1.0148	0.157815
7	-0.250365	-1.6795	0.049993
8	0.250879	1.6829	0.049656
9	-0.172456	-1.1569	0.126715
10	-0.00596	-0.04	0.484143
11	0.151848	1.0186	0.156912
12	-0.221881	-1.4884	0.071808
13	0.103454	0.694	0.245627
14	-0.025049	-0.168	0.433656
15	0.014732	0.0988	0.460858
16	-0.102356	-0.6866	0.247921
17	0.051389	0.3447	0.365952
18	-0.00304	-0.0204	0.491909
19	-0.062619	-0.4201	0.33822
20	0.091232	0.612	0.271807
21	-0.040771	-0.2735	0.392859
22	-0.113742	-0.763	0.224721
23	0.174495	1.1705	0.123972
24	-0.176402	-1.1833	0.121444
25	0.040798	0.2737	0.392792
26	0.104593	0.7016	0.243261
27	-0.170814	-1.1459	0.128956
28	0.075112	0.5039	0.308407
29	0.040951	0.2747	0.3924
30	-0.084967	-0.57	0.285765
31	0.023708	0.159	0.437176
32	0.0376	0.2522	0.401006
33	-0.035853	-0.2405	0.405514
34	0.006245	0.0419	0.483383
35	0.021789	0.1462	0.442223
36	-0.023922	-0.1605	0.436614
37	-0.01265	-0.0849	0.466375
38	0.054142	0.3632	0.359079
39	-0.018672	-0.1253	0.45044
40	-0.003267	-0.0219	0.491307
41	0.014933	0.1002	0.460326
42	-0.020067	-0.1346	0.446759
43	0.00513	0.0344	0.486351
44	0.005802	0.0389	0.484562
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.537399	-3.605	0.000389
2	-0.498701	-3.3454	0.000833
3	0.311045	2.0866	0.021313
4	0.153459	1.0294	0.154389
5	0.151781	1.0182	0.157018
6	0.051881	0.348	0.364721
7	-0.063954	-0.429	0.334979
8	0.115347	0.7738	0.221556
9	-0.148512	-0.9963	0.162227
10	-0.107442	-0.7207	0.237399
11	-0.064197	-0.4306	0.334391
12	-0.047621	-0.3195	0.37543
13	-0.042952	-0.2881	0.387284
14	-0.171466	-1.1502	0.128063
15	0.192347	1.2903	0.101768
16	-0.128058	-0.859	0.197435
17	-0.018545	-0.1244	0.450774
18	-0.153394	-1.029	0.154491
19	0.021056	0.1412	0.444152
20	0.186229	1.2493	0.109014
21	0.052506	0.3522	0.363158
22	-0.135833	-0.9112	0.183523
23	-0.145349	-0.975	0.167379
24	-0.12254	-0.822	0.207699
25	-0.079952	-0.5363	0.297185
26	-0.025374	-0.1702	0.432804
27	0.086623	0.5811	0.28204
28	-0.071425	-0.4791	0.317083
29	0.014735	0.0988	0.460849
30	0.009578	0.0643	0.474527
31	-0.032779	-0.2199	0.413475
32	0.009841	0.066	0.473828
33	-0.019201	-0.1288	0.449044
34	-0.054269	-0.364	0.358765
35	-0.013933	-0.0935	0.462975
36	-0.013169	-0.0883	0.464999
37	-0.032902	-0.2207	0.413157
38	-0.071405	-0.479	0.31713
39	0.0736	0.4937	0.311951
40	-0.055383	-0.3715	0.355997
41	-0.010835	-0.0727	0.471189
42	-0.003186	-0.0214	0.491522
43	-0.045361	-0.3043	0.381155
44	-0.031052	-0.2083	0.417966
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.537399 & -3.605 & 0.000389 \tabularnewline
2 & -0.498701 & -3.3454 & 0.000833 \tabularnewline
3 & 0.311045 & 2.0866 & 0.021313 \tabularnewline
4 & 0.153459 & 1.0294 & 0.154389 \tabularnewline
5 & 0.151781 & 1.0182 & 0.157018 \tabularnewline
6 & 0.051881 & 0.348 & 0.364721 \tabularnewline
7 & -0.063954 & -0.429 & 0.334979 \tabularnewline
8 & 0.115347 & 0.7738 & 0.221556 \tabularnewline
9 & -0.148512 & -0.9963 & 0.162227 \tabularnewline
10 & -0.107442 & -0.7207 & 0.237399 \tabularnewline
11 & -0.064197 & -0.4306 & 0.334391 \tabularnewline
12 & -0.047621 & -0.3195 & 0.37543 \tabularnewline
13 & -0.042952 & -0.2881 & 0.387284 \tabularnewline
14 & -0.171466 & -1.1502 & 0.128063 \tabularnewline
15 & 0.192347 & 1.2903 & 0.101768 \tabularnewline
16 & -0.128058 & -0.859 & 0.197435 \tabularnewline
17 & -0.018545 & -0.1244 & 0.450774 \tabularnewline
18 & -0.153394 & -1.029 & 0.154491 \tabularnewline
19 & 0.021056 & 0.1412 & 0.444152 \tabularnewline
20 & 0.186229 & 1.2493 & 0.109014 \tabularnewline
21 & 0.052506 & 0.3522 & 0.363158 \tabularnewline
22 & -0.135833 & -0.9112 & 0.183523 \tabularnewline
23 & -0.145349 & -0.975 & 0.167379 \tabularnewline
24 & -0.12254 & -0.822 & 0.207699 \tabularnewline
25 & -0.079952 & -0.5363 & 0.297185 \tabularnewline
26 & -0.025374 & -0.1702 & 0.432804 \tabularnewline
27 & 0.086623 & 0.5811 & 0.28204 \tabularnewline
28 & -0.071425 & -0.4791 & 0.317083 \tabularnewline
29 & 0.014735 & 0.0988 & 0.460849 \tabularnewline
30 & 0.009578 & 0.0643 & 0.474527 \tabularnewline
31 & -0.032779 & -0.2199 & 0.413475 \tabularnewline
32 & 0.009841 & 0.066 & 0.473828 \tabularnewline
33 & -0.019201 & -0.1288 & 0.449044 \tabularnewline
34 & -0.054269 & -0.364 & 0.358765 \tabularnewline
35 & -0.013933 & -0.0935 & 0.462975 \tabularnewline
36 & -0.013169 & -0.0883 & 0.464999 \tabularnewline
37 & -0.032902 & -0.2207 & 0.413157 \tabularnewline
38 & -0.071405 & -0.479 & 0.31713 \tabularnewline
39 & 0.0736 & 0.4937 & 0.311951 \tabularnewline
40 & -0.055383 & -0.3715 & 0.355997 \tabularnewline
41 & -0.010835 & -0.0727 & 0.471189 \tabularnewline
42 & -0.003186 & -0.0214 & 0.491522 \tabularnewline
43 & -0.045361 & -0.3043 & 0.381155 \tabularnewline
44 & -0.031052 & -0.2083 & 0.417966 \tabularnewline
45 & NA & NA & NA \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=108726&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]-0.537399[/C][C]-3.605[/C][C]0.000389[/C][/ROW]
[ROW][C]2[/C][C]-0.498701[/C][C]-3.3454[/C][C]0.000833[/C][/ROW]
[ROW][C]3[/C][C]0.311045[/C][C]2.0866[/C][C]0.021313[/C][/ROW]
[ROW][C]4[/C][C]0.153459[/C][C]1.0294[/C][C]0.154389[/C][/ROW]
[ROW][C]5[/C][C]0.151781[/C][C]1.0182[/C][C]0.157018[/C][/ROW]
[ROW][C]6[/C][C]0.051881[/C][C]0.348[/C][C]0.364721[/C][/ROW]
[ROW][C]7[/C][C]-0.063954[/C][C]-0.429[/C][C]0.334979[/C][/ROW]
[ROW][C]8[/C][C]0.115347[/C][C]0.7738[/C][C]0.221556[/C][/ROW]
[ROW][C]9[/C][C]-0.148512[/C][C]-0.9963[/C][C]0.162227[/C][/ROW]
[ROW][C]10[/C][C]-0.107442[/C][C]-0.7207[/C][C]0.237399[/C][/ROW]
[ROW][C]11[/C][C]-0.064197[/C][C]-0.4306[/C][C]0.334391[/C][/ROW]
[ROW][C]12[/C][C]-0.047621[/C][C]-0.3195[/C][C]0.37543[/C][/ROW]
[ROW][C]13[/C][C]-0.042952[/C][C]-0.2881[/C][C]0.387284[/C][/ROW]
[ROW][C]14[/C][C]-0.171466[/C][C]-1.1502[/C][C]0.128063[/C][/ROW]
[ROW][C]15[/C][C]0.192347[/C][C]1.2903[/C][C]0.101768[/C][/ROW]
[ROW][C]16[/C][C]-0.128058[/C][C]-0.859[/C][C]0.197435[/C][/ROW]
[ROW][C]17[/C][C]-0.018545[/C][C]-0.1244[/C][C]0.450774[/C][/ROW]
[ROW][C]18[/C][C]-0.153394[/C][C]-1.029[/C][C]0.154491[/C][/ROW]
[ROW][C]19[/C][C]0.021056[/C][C]0.1412[/C][C]0.444152[/C][/ROW]
[ROW][C]20[/C][C]0.186229[/C][C]1.2493[/C][C]0.109014[/C][/ROW]
[ROW][C]21[/C][C]0.052506[/C][C]0.3522[/C][C]0.363158[/C][/ROW]
[ROW][C]22[/C][C]-0.135833[/C][C]-0.9112[/C][C]0.183523[/C][/ROW]
[ROW][C]23[/C][C]-0.145349[/C][C]-0.975[/C][C]0.167379[/C][/ROW]
[ROW][C]24[/C][C]-0.12254[/C][C]-0.822[/C][C]0.207699[/C][/ROW]
[ROW][C]25[/C][C]-0.079952[/C][C]-0.5363[/C][C]0.297185[/C][/ROW]
[ROW][C]26[/C][C]-0.025374[/C][C]-0.1702[/C][C]0.432804[/C][/ROW]
[ROW][C]27[/C][C]0.086623[/C][C]0.5811[/C][C]0.28204[/C][/ROW]
[ROW][C]28[/C][C]-0.071425[/C][C]-0.4791[/C][C]0.317083[/C][/ROW]
[ROW][C]29[/C][C]0.014735[/C][C]0.0988[/C][C]0.460849[/C][/ROW]
[ROW][C]30[/C][C]0.009578[/C][C]0.0643[/C][C]0.474527[/C][/ROW]
[ROW][C]31[/C][C]-0.032779[/C][C]-0.2199[/C][C]0.413475[/C][/ROW]
[ROW][C]32[/C][C]0.009841[/C][C]0.066[/C][C]0.473828[/C][/ROW]
[ROW][C]33[/C][C]-0.019201[/C][C]-0.1288[/C][C]0.449044[/C][/ROW]
[ROW][C]34[/C][C]-0.054269[/C][C]-0.364[/C][C]0.358765[/C][/ROW]
[ROW][C]35[/C][C]-0.013933[/C][C]-0.0935[/C][C]0.462975[/C][/ROW]
[ROW][C]36[/C][C]-0.013169[/C][C]-0.0883[/C][C]0.464999[/C][/ROW]
[ROW][C]37[/C][C]-0.032902[/C][C]-0.2207[/C][C]0.413157[/C][/ROW]
[ROW][C]38[/C][C]-0.071405[/C][C]-0.479[/C][C]0.31713[/C][/ROW]
[ROW][C]39[/C][C]0.0736[/C][C]0.4937[/C][C]0.311951[/C][/ROW]
[ROW][C]40[/C][C]-0.055383[/C][C]-0.3715[/C][C]0.355997[/C][/ROW]
[ROW][C]41[/C][C]-0.010835[/C][C]-0.0727[/C][C]0.471189[/C][/ROW]
[ROW][C]42[/C][C]-0.003186[/C][C]-0.0214[/C][C]0.491522[/C][/ROW]
[ROW][C]43[/C][C]-0.045361[/C][C]-0.3043[/C][C]0.381155[/C][/ROW]
[ROW][C]44[/C][C]-0.031052[/C][C]-0.2083[/C][C]0.417966[/C][/ROW]
[ROW][C]45[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=108726&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=108726&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	-0.537399	-3.605	0.000389
2	-0.498701	-3.3454	0.000833
3	0.311045	2.0866	0.021313
4	0.153459	1.0294	0.154389
5	0.151781	1.0182	0.157018
6	0.051881	0.348	0.364721
7	-0.063954	-0.429	0.334979
8	0.115347	0.7738	0.221556
9	-0.148512	-0.9963	0.162227
10	-0.107442	-0.7207	0.237399
11	-0.064197	-0.4306	0.334391
12	-0.047621	-0.3195	0.37543
13	-0.042952	-0.2881	0.387284
14	-0.171466	-1.1502	0.128063
15	0.192347	1.2903	0.101768
16	-0.128058	-0.859	0.197435
17	-0.018545	-0.1244	0.450774
18	-0.153394	-1.029	0.154491
19	0.021056	0.1412	0.444152
20	0.186229	1.2493	0.109014
21	0.052506	0.3522	0.363158
22	-0.135833	-0.9112	0.183523
23	-0.145349	-0.975	0.167379
24	-0.12254	-0.822	0.207699
25	-0.079952	-0.5363	0.297185
26	-0.025374	-0.1702	0.432804
27	0.086623	0.5811	0.28204
28	-0.071425	-0.4791	0.317083
29	0.014735	0.0988	0.460849
30	0.009578	0.0643	0.474527
31	-0.032779	-0.2199	0.413475
32	0.009841	0.066	0.473828
33	-0.019201	-0.1288	0.449044
34	-0.054269	-0.364	0.358765
35	-0.013933	-0.0935	0.462975
36	-0.013169	-0.0883	0.464999
37	-0.032902	-0.2207	0.413157
38	-0.071405	-0.479	0.31713
39	0.0736	0.4937	0.311951
40	-0.055383	-0.3715	0.355997
41	-0.010835	-0.0727	0.471189
42	-0.003186	-0.0214	0.491522
43	-0.045361	-0.3043	0.381155
44	-0.031052	-0.2083	0.417966
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA

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 ; 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 ;

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