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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 14 Dec 2010 09:09:28 +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/14/t1292317724kjocpx89onyol4g.htm/, Retrieved Fri, 03 May 2024 02:21:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109284, Retrieved Fri, 03 May 2024 02:21:15 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

152

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

-     [(Partial) Autocorrelation Function] [Faillissementen V...] [2010-12-14 08:51:21] [13c73ac943380855a1c72833078e44d2]
-   P     [(Partial) Autocorrelation Function] [Faillissementen V...] [2010-12-14 09:09:28] [8e16b01a5be2b3f7f3ad6418d9d6fd5b] [Current]
-   P       [(Partial) Autocorrelation Function] [Faillissementen V...] [2010-12-14 09:17:43] [13c73ac943380855a1c72833078e44d2] 
- RMP       [Spectral Analysis] [Faillissementen V...] [2010-12-14 09:27:52] [13c73ac943380855a1c72833078e44d2] 
- RMP       [Spectral Analysis] [Faillissementen V...] [2010-12-14 09:27:52] [13c73ac943380855a1c72833078e44d2] 
- RMP       [Spectral Analysis] [Faillissementen V...] [2010-12-14 09:27:52] [13c73ac943380855a1c72833078e44d2] 
- RMP       [Spectral Analysis] [Faillissementen V...] [2010-12-14 09:27:52] [13c73ac943380855a1c72833078e44d2] 
-   P         [Spectral Analysis] [Faillissementen V...] [2010-12-14 09:35:08] [13c73ac943380855a1c72833078e44d2] 
- RMP         [Standard Deviation-Mean Plot] [Faillissementen V...] [2010-12-14 09:42:21] [13c73ac943380855a1c72833078e44d2] 
- RMP         [ARIMA Backward Selection] [Faillissementen V...] [2010-12-14 09:52:00] [13c73ac943380855a1c72833078e44d2] 
- RMP         [ARIMA Forecasting] [Faillissementen V...] [2010-12-14 10:04:12] [13c73ac943380855a1c72833078e44d2] 
- RMPD        [(Partial) Autocorrelation Function] [Faillissementen W...] [2010-12-14 10:11:32] [049b50ae610f671f7417ed8e2d1295c1] 
-               [(Partial) Autocorrelation Function] [Faillissementen W...] [2010-12-14 10:14:14] [049b50ae610f671f7417ed8e2d1295c1] 
- RM            [Spectral Analysis] [Faillissementen W...] [2010-12-14 10:17:19] [049b50ae610f671f7417ed8e2d1295c1] 
-                 [Spectral Analysis] [Faillissementen W...] [2010-12-14 10:20:03] [049b50ae610f671f7417ed8e2d1295c1] 
- RM              [Variance Reduction Matrix] [Faillissementen W...] [2010-12-14 10:23:17] [049b50ae610f671f7417ed8e2d1295c1] 
- RM              [Standard Deviation-Mean Plot] [Faillissementen W...] [2010-12-14 10:34:22] [049b50ae610f671f7417ed8e2d1295c1] 
- RM              [ARIMA Backward Selection] [Faillissementen W...] [2010-12-14 10:38:24] [049b50ae610f671f7417ed8e2d1295c1] 
-   PD              [ARIMA Backward Selection] [] [2010-12-17 10:29:12] [13c73ac943380855a1c72833078e44d2] 
- RM              [ARIMA Forecasting] [Faillissementen W...] [2010-12-14 10:41:25] [049b50ae610f671f7417ed8e2d1295c1] 
- RM D            [(Partial) Autocorrelation Function] [Faillissementen B...] [2010-12-14 10:47:49] [3074aa973ede76ac75d398946b01602f] 
-                   [(Partial) Autocorrelation Function] [Faillissementen B...] [2010-12-14 10:50:13] [3074aa973ede76ac75d398946b01602f] 
-                   [(Partial) Autocorrelation Function] [Faillissementen B...] [2010-12-14 10:53:33] [3074aa973ede76ac75d398946b01602f] 

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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	'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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109284&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109284&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109284&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.321425	2.4898	0.007786
2	0.359354	2.7835	0.00359
3	0.386081	2.9906	0.002017
4	0.095042	0.7362	0.23224
5	0.207224	1.6052	0.056856
6	0.314577	2.4367	0.008903
7	0.066696	0.5166	0.303659
8	0.337881	2.6172	0.005601
9	0.182174	1.4111	0.081688
10	-0.003654	-0.0283	0.488758
11	0.264757	2.0508	0.022331
12	-0.112712	-0.8731	0.193055
13	-0.036715	-0.2844	0.388543
14	0.105988	0.821	0.207455
15	0.061841	0.479	0.316834
16	0.001674	0.013	0.494849
17	0.191283	1.4817	0.07183
18	-0.001704	-0.0132	0.494755
19	0.054817	0.4246	0.336321
20	0.055772	0.432	0.333641
21	-0.020218	-0.1566	0.438041
22	-0.02191	-0.1697	0.432904
23	-0.067719	-0.5245	0.300915
24	-0.135712	-1.0512	0.148687
25	-0.039015	-0.3022	0.381768
26	0.015506	0.1201	0.4524
27	-0.176834	-1.3697	0.087935
28	-0.009726	-0.0753	0.470099
29	-0.105083	-0.814	0.209441
30	-0.234139	-1.8136	0.037368
31	-0.103016	-0.798	0.214021
32	-0.182065	-1.4103	0.081812
33	-0.249226	-1.9305	0.029138
34	-0.103402	-0.8009	0.213161
35	-0.14304	-1.108	0.136145
36	-0.117796	-0.9124	0.182593
37	-0.024455	-0.1894	0.4252
38	-0.228111	-1.7669	0.041162
39	-0.102765	-0.796	0.214581
40	-0.147882	-1.1455	0.128278
41	-0.221412	-1.7151	0.045748
42	-0.099437	-0.7702	0.222091
43	-0.085356	-0.6612	0.255519
44	-0.130073	-1.0075	0.15886
45	-0.031672	-0.2453	0.403518
46	-0.08445	-0.6541	0.257758
47	-0.108463	-0.8402	0.202079
48	-0.09254	-0.7168	0.238137

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.321425 & 2.4898 & 0.007786 \tabularnewline
2 & 0.359354 & 2.7835 & 0.00359 \tabularnewline
3 & 0.386081 & 2.9906 & 0.002017 \tabularnewline
4 & 0.095042 & 0.7362 & 0.23224 \tabularnewline
5 & 0.207224 & 1.6052 & 0.056856 \tabularnewline
6 & 0.314577 & 2.4367 & 0.008903 \tabularnewline
7 & 0.066696 & 0.5166 & 0.303659 \tabularnewline
8 & 0.337881 & 2.6172 & 0.005601 \tabularnewline
9 & 0.182174 & 1.4111 & 0.081688 \tabularnewline
10 & -0.003654 & -0.0283 & 0.488758 \tabularnewline
11 & 0.264757 & 2.0508 & 0.022331 \tabularnewline
12 & -0.112712 & -0.8731 & 0.193055 \tabularnewline
13 & -0.036715 & -0.2844 & 0.388543 \tabularnewline
14 & 0.105988 & 0.821 & 0.207455 \tabularnewline
15 & 0.061841 & 0.479 & 0.316834 \tabularnewline
16 & 0.001674 & 0.013 & 0.494849 \tabularnewline
17 & 0.191283 & 1.4817 & 0.07183 \tabularnewline
18 & -0.001704 & -0.0132 & 0.494755 \tabularnewline
19 & 0.054817 & 0.4246 & 0.336321 \tabularnewline
20 & 0.055772 & 0.432 & 0.333641 \tabularnewline
21 & -0.020218 & -0.1566 & 0.438041 \tabularnewline
22 & -0.02191 & -0.1697 & 0.432904 \tabularnewline
23 & -0.067719 & -0.5245 & 0.300915 \tabularnewline
24 & -0.135712 & -1.0512 & 0.148687 \tabularnewline
25 & -0.039015 & -0.3022 & 0.381768 \tabularnewline
26 & 0.015506 & 0.1201 & 0.4524 \tabularnewline
27 & -0.176834 & -1.3697 & 0.087935 \tabularnewline
28 & -0.009726 & -0.0753 & 0.470099 \tabularnewline
29 & -0.105083 & -0.814 & 0.209441 \tabularnewline
30 & -0.234139 & -1.8136 & 0.037368 \tabularnewline
31 & -0.103016 & -0.798 & 0.214021 \tabularnewline
32 & -0.182065 & -1.4103 & 0.081812 \tabularnewline
33 & -0.249226 & -1.9305 & 0.029138 \tabularnewline
34 & -0.103402 & -0.8009 & 0.213161 \tabularnewline
35 & -0.14304 & -1.108 & 0.136145 \tabularnewline
36 & -0.117796 & -0.9124 & 0.182593 \tabularnewline
37 & -0.024455 & -0.1894 & 0.4252 \tabularnewline
38 & -0.228111 & -1.7669 & 0.041162 \tabularnewline
39 & -0.102765 & -0.796 & 0.214581 \tabularnewline
40 & -0.147882 & -1.1455 & 0.128278 \tabularnewline
41 & -0.221412 & -1.7151 & 0.045748 \tabularnewline
42 & -0.099437 & -0.7702 & 0.222091 \tabularnewline
43 & -0.085356 & -0.6612 & 0.255519 \tabularnewline
44 & -0.130073 & -1.0075 & 0.15886 \tabularnewline
45 & -0.031672 & -0.2453 & 0.403518 \tabularnewline
46 & -0.08445 & -0.6541 & 0.257758 \tabularnewline
47 & -0.108463 & -0.8402 & 0.202079 \tabularnewline
48 & -0.09254 & -0.7168 & 0.238137 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109284&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]0.321425[/C][C]2.4898[/C][C]0.007786[/C][/ROW]
[ROW][C]2[/C][C]0.359354[/C][C]2.7835[/C][C]0.00359[/C][/ROW]
[ROW][C]3[/C][C]0.386081[/C][C]2.9906[/C][C]0.002017[/C][/ROW]
[ROW][C]4[/C][C]0.095042[/C][C]0.7362[/C][C]0.23224[/C][/ROW]
[ROW][C]5[/C][C]0.207224[/C][C]1.6052[/C][C]0.056856[/C][/ROW]
[ROW][C]6[/C][C]0.314577[/C][C]2.4367[/C][C]0.008903[/C][/ROW]
[ROW][C]7[/C][C]0.066696[/C][C]0.5166[/C][C]0.303659[/C][/ROW]
[ROW][C]8[/C][C]0.337881[/C][C]2.6172[/C][C]0.005601[/C][/ROW]
[ROW][C]9[/C][C]0.182174[/C][C]1.4111[/C][C]0.081688[/C][/ROW]
[ROW][C]10[/C][C]-0.003654[/C][C]-0.0283[/C][C]0.488758[/C][/ROW]
[ROW][C]11[/C][C]0.264757[/C][C]2.0508[/C][C]0.022331[/C][/ROW]
[ROW][C]12[/C][C]-0.112712[/C][C]-0.8731[/C][C]0.193055[/C][/ROW]
[ROW][C]13[/C][C]-0.036715[/C][C]-0.2844[/C][C]0.388543[/C][/ROW]
[ROW][C]14[/C][C]0.105988[/C][C]0.821[/C][C]0.207455[/C][/ROW]
[ROW][C]15[/C][C]0.061841[/C][C]0.479[/C][C]0.316834[/C][/ROW]
[ROW][C]16[/C][C]0.001674[/C][C]0.013[/C][C]0.494849[/C][/ROW]
[ROW][C]17[/C][C]0.191283[/C][C]1.4817[/C][C]0.07183[/C][/ROW]
[ROW][C]18[/C][C]-0.001704[/C][C]-0.0132[/C][C]0.494755[/C][/ROW]
[ROW][C]19[/C][C]0.054817[/C][C]0.4246[/C][C]0.336321[/C][/ROW]
[ROW][C]20[/C][C]0.055772[/C][C]0.432[/C][C]0.333641[/C][/ROW]
[ROW][C]21[/C][C]-0.020218[/C][C]-0.1566[/C][C]0.438041[/C][/ROW]
[ROW][C]22[/C][C]-0.02191[/C][C]-0.1697[/C][C]0.432904[/C][/ROW]
[ROW][C]23[/C][C]-0.067719[/C][C]-0.5245[/C][C]0.300915[/C][/ROW]
[ROW][C]24[/C][C]-0.135712[/C][C]-1.0512[/C][C]0.148687[/C][/ROW]
[ROW][C]25[/C][C]-0.039015[/C][C]-0.3022[/C][C]0.381768[/C][/ROW]
[ROW][C]26[/C][C]0.015506[/C][C]0.1201[/C][C]0.4524[/C][/ROW]
[ROW][C]27[/C][C]-0.176834[/C][C]-1.3697[/C][C]0.087935[/C][/ROW]
[ROW][C]28[/C][C]-0.009726[/C][C]-0.0753[/C][C]0.470099[/C][/ROW]
[ROW][C]29[/C][C]-0.105083[/C][C]-0.814[/C][C]0.209441[/C][/ROW]
[ROW][C]30[/C][C]-0.234139[/C][C]-1.8136[/C][C]0.037368[/C][/ROW]
[ROW][C]31[/C][C]-0.103016[/C][C]-0.798[/C][C]0.214021[/C][/ROW]
[ROW][C]32[/C][C]-0.182065[/C][C]-1.4103[/C][C]0.081812[/C][/ROW]
[ROW][C]33[/C][C]-0.249226[/C][C]-1.9305[/C][C]0.029138[/C][/ROW]
[ROW][C]34[/C][C]-0.103402[/C][C]-0.8009[/C][C]0.213161[/C][/ROW]
[ROW][C]35[/C][C]-0.14304[/C][C]-1.108[/C][C]0.136145[/C][/ROW]
[ROW][C]36[/C][C]-0.117796[/C][C]-0.9124[/C][C]0.182593[/C][/ROW]
[ROW][C]37[/C][C]-0.024455[/C][C]-0.1894[/C][C]0.4252[/C][/ROW]
[ROW][C]38[/C][C]-0.228111[/C][C]-1.7669[/C][C]0.041162[/C][/ROW]
[ROW][C]39[/C][C]-0.102765[/C][C]-0.796[/C][C]0.214581[/C][/ROW]
[ROW][C]40[/C][C]-0.147882[/C][C]-1.1455[/C][C]0.128278[/C][/ROW]
[ROW][C]41[/C][C]-0.221412[/C][C]-1.7151[/C][C]0.045748[/C][/ROW]
[ROW][C]42[/C][C]-0.099437[/C][C]-0.7702[/C][C]0.222091[/C][/ROW]
[ROW][C]43[/C][C]-0.085356[/C][C]-0.6612[/C][C]0.255519[/C][/ROW]
[ROW][C]44[/C][C]-0.130073[/C][C]-1.0075[/C][C]0.15886[/C][/ROW]
[ROW][C]45[/C][C]-0.031672[/C][C]-0.2453[/C][C]0.403518[/C][/ROW]
[ROW][C]46[/C][C]-0.08445[/C][C]-0.6541[/C][C]0.257758[/C][/ROW]
[ROW][C]47[/C][C]-0.108463[/C][C]-0.8402[/C][C]0.202079[/C][/ROW]
[ROW][C]48[/C][C]-0.09254[/C][C]-0.7168[/C][C]0.238137[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109284&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109284&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	0.321425	2.4898	0.007786
2	0.359354	2.7835	0.00359
3	0.386081	2.9906	0.002017
4	0.095042	0.7362	0.23224
5	0.207224	1.6052	0.056856
6	0.314577	2.4367	0.008903
7	0.066696	0.5166	0.303659
8	0.337881	2.6172	0.005601
9	0.182174	1.4111	0.081688
10	-0.003654	-0.0283	0.488758
11	0.264757	2.0508	0.022331
12	-0.112712	-0.8731	0.193055
13	-0.036715	-0.2844	0.388543
14	0.105988	0.821	0.207455
15	0.061841	0.479	0.316834
16	0.001674	0.013	0.494849
17	0.191283	1.4817	0.07183
18	-0.001704	-0.0132	0.494755
19	0.054817	0.4246	0.336321
20	0.055772	0.432	0.333641
21	-0.020218	-0.1566	0.438041
22	-0.02191	-0.1697	0.432904
23	-0.067719	-0.5245	0.300915
24	-0.135712	-1.0512	0.148687
25	-0.039015	-0.3022	0.381768
26	0.015506	0.1201	0.4524
27	-0.176834	-1.3697	0.087935
28	-0.009726	-0.0753	0.470099
29	-0.105083	-0.814	0.209441
30	-0.234139	-1.8136	0.037368
31	-0.103016	-0.798	0.214021
32	-0.182065	-1.4103	0.081812
33	-0.249226	-1.9305	0.029138
34	-0.103402	-0.8009	0.213161
35	-0.14304	-1.108	0.136145
36	-0.117796	-0.9124	0.182593
37	-0.024455	-0.1894	0.4252
38	-0.228111	-1.7669	0.041162
39	-0.102765	-0.796	0.214581
40	-0.147882	-1.1455	0.128278
41	-0.221412	-1.7151	0.045748
42	-0.099437	-0.7702	0.222091
43	-0.085356	-0.6612	0.255519
44	-0.130073	-1.0075	0.15886
45	-0.031672	-0.2453	0.403518
46	-0.08445	-0.6541	0.257758
47	-0.108463	-0.8402	0.202079
48	-0.09254	-0.7168	0.238137

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.321425	2.4898	0.007786
2	0.28554	2.2118	0.015401
3	0.257143	1.9918	0.025474
4	-0.168132	-1.3023	0.098888
5	0.051273	0.3972	0.346328
6	0.256403	1.9861	0.025799
7	-0.090523	-0.7012	0.242949
8	0.196491	1.522	0.06663
9	-0.043103	-0.3339	0.369818
10	-0.171535	-1.3287	0.094488
11	0.165665	1.2832	0.102172
12	-0.29686	-2.2995	0.012487
13	0.017871	0.1384	0.445181
14	0.020335	0.1575	0.437684
15	0.261098	2.0225	0.023797
16	-0.19531	-1.5129	0.067782
17	0.075967	0.5884	0.279224
18	0.143502	1.1116	0.13538
19	-0.160897	-1.2463	0.108749
20	0.112764	0.8735	0.192946
21	-0.025436	-0.197	0.422236
22	-0.173142	-1.3412	0.092463
23	-0.129893	-1.0061	0.159193
24	-0.075561	-0.5853	0.280273
25	0.080003	0.6197	0.2689
26	-0.029668	-0.2298	0.409511
27	0.000577	0.0045	0.498225
28	-0.031354	-0.2429	0.404468
29	-0.037347	-0.2893	0.386678
30	-0.072506	-0.5616	0.288229
31	0.042511	0.3293	0.371542
32	-0.125662	-0.9734	0.167137
33	-0.024472	-0.1896	0.425146
34	-0.057151	-0.4427	0.32979
35	0.076911	0.5957	0.276792
36	-0.039228	-0.3039	0.381143
37	0.007682	0.0595	0.476375
38	0.018255	0.1414	0.444014
39	-0.050301	-0.3896	0.349094
40	-0.044982	-0.3484	0.364369
41	0.012021	0.0931	0.46306
42	-0.036276	-0.281	0.389841
43	0.003402	0.0264	0.489531
44	0.056104	0.4346	0.332712
45	-0.015067	-0.1167	0.453739
46	-0.110416	-0.8553	0.197901
47	0.084406	0.6538	0.257868
48	-0.049127	-0.3805	0.352446

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.321425 & 2.4898 & 0.007786 \tabularnewline
2 & 0.28554 & 2.2118 & 0.015401 \tabularnewline
3 & 0.257143 & 1.9918 & 0.025474 \tabularnewline
4 & -0.168132 & -1.3023 & 0.098888 \tabularnewline
5 & 0.051273 & 0.3972 & 0.346328 \tabularnewline
6 & 0.256403 & 1.9861 & 0.025799 \tabularnewline
7 & -0.090523 & -0.7012 & 0.242949 \tabularnewline
8 & 0.196491 & 1.522 & 0.06663 \tabularnewline
9 & -0.043103 & -0.3339 & 0.369818 \tabularnewline
10 & -0.171535 & -1.3287 & 0.094488 \tabularnewline
11 & 0.165665 & 1.2832 & 0.102172 \tabularnewline
12 & -0.29686 & -2.2995 & 0.012487 \tabularnewline
13 & 0.017871 & 0.1384 & 0.445181 \tabularnewline
14 & 0.020335 & 0.1575 & 0.437684 \tabularnewline
15 & 0.261098 & 2.0225 & 0.023797 \tabularnewline
16 & -0.19531 & -1.5129 & 0.067782 \tabularnewline
17 & 0.075967 & 0.5884 & 0.279224 \tabularnewline
18 & 0.143502 & 1.1116 & 0.13538 \tabularnewline
19 & -0.160897 & -1.2463 & 0.108749 \tabularnewline
20 & 0.112764 & 0.8735 & 0.192946 \tabularnewline
21 & -0.025436 & -0.197 & 0.422236 \tabularnewline
22 & -0.173142 & -1.3412 & 0.092463 \tabularnewline
23 & -0.129893 & -1.0061 & 0.159193 \tabularnewline
24 & -0.075561 & -0.5853 & 0.280273 \tabularnewline
25 & 0.080003 & 0.6197 & 0.2689 \tabularnewline
26 & -0.029668 & -0.2298 & 0.409511 \tabularnewline
27 & 0.000577 & 0.0045 & 0.498225 \tabularnewline
28 & -0.031354 & -0.2429 & 0.404468 \tabularnewline
29 & -0.037347 & -0.2893 & 0.386678 \tabularnewline
30 & -0.072506 & -0.5616 & 0.288229 \tabularnewline
31 & 0.042511 & 0.3293 & 0.371542 \tabularnewline
32 & -0.125662 & -0.9734 & 0.167137 \tabularnewline
33 & -0.024472 & -0.1896 & 0.425146 \tabularnewline
34 & -0.057151 & -0.4427 & 0.32979 \tabularnewline
35 & 0.076911 & 0.5957 & 0.276792 \tabularnewline
36 & -0.039228 & -0.3039 & 0.381143 \tabularnewline
37 & 0.007682 & 0.0595 & 0.476375 \tabularnewline
38 & 0.018255 & 0.1414 & 0.444014 \tabularnewline
39 & -0.050301 & -0.3896 & 0.349094 \tabularnewline
40 & -0.044982 & -0.3484 & 0.364369 \tabularnewline
41 & 0.012021 & 0.0931 & 0.46306 \tabularnewline
42 & -0.036276 & -0.281 & 0.389841 \tabularnewline
43 & 0.003402 & 0.0264 & 0.489531 \tabularnewline
44 & 0.056104 & 0.4346 & 0.332712 \tabularnewline
45 & -0.015067 & -0.1167 & 0.453739 \tabularnewline
46 & -0.110416 & -0.8553 & 0.197901 \tabularnewline
47 & 0.084406 & 0.6538 & 0.257868 \tabularnewline
48 & -0.049127 & -0.3805 & 0.352446 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109284&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]0.321425[/C][C]2.4898[/C][C]0.007786[/C][/ROW]
[ROW][C]2[/C][C]0.28554[/C][C]2.2118[/C][C]0.015401[/C][/ROW]
[ROW][C]3[/C][C]0.257143[/C][C]1.9918[/C][C]0.025474[/C][/ROW]
[ROW][C]4[/C][C]-0.168132[/C][C]-1.3023[/C][C]0.098888[/C][/ROW]
[ROW][C]5[/C][C]0.051273[/C][C]0.3972[/C][C]0.346328[/C][/ROW]
[ROW][C]6[/C][C]0.256403[/C][C]1.9861[/C][C]0.025799[/C][/ROW]
[ROW][C]7[/C][C]-0.090523[/C][C]-0.7012[/C][C]0.242949[/C][/ROW]
[ROW][C]8[/C][C]0.196491[/C][C]1.522[/C][C]0.06663[/C][/ROW]
[ROW][C]9[/C][C]-0.043103[/C][C]-0.3339[/C][C]0.369818[/C][/ROW]
[ROW][C]10[/C][C]-0.171535[/C][C]-1.3287[/C][C]0.094488[/C][/ROW]
[ROW][C]11[/C][C]0.165665[/C][C]1.2832[/C][C]0.102172[/C][/ROW]
[ROW][C]12[/C][C]-0.29686[/C][C]-2.2995[/C][C]0.012487[/C][/ROW]
[ROW][C]13[/C][C]0.017871[/C][C]0.1384[/C][C]0.445181[/C][/ROW]
[ROW][C]14[/C][C]0.020335[/C][C]0.1575[/C][C]0.437684[/C][/ROW]
[ROW][C]15[/C][C]0.261098[/C][C]2.0225[/C][C]0.023797[/C][/ROW]
[ROW][C]16[/C][C]-0.19531[/C][C]-1.5129[/C][C]0.067782[/C][/ROW]
[ROW][C]17[/C][C]0.075967[/C][C]0.5884[/C][C]0.279224[/C][/ROW]
[ROW][C]18[/C][C]0.143502[/C][C]1.1116[/C][C]0.13538[/C][/ROW]
[ROW][C]19[/C][C]-0.160897[/C][C]-1.2463[/C][C]0.108749[/C][/ROW]
[ROW][C]20[/C][C]0.112764[/C][C]0.8735[/C][C]0.192946[/C][/ROW]
[ROW][C]21[/C][C]-0.025436[/C][C]-0.197[/C][C]0.422236[/C][/ROW]
[ROW][C]22[/C][C]-0.173142[/C][C]-1.3412[/C][C]0.092463[/C][/ROW]
[ROW][C]23[/C][C]-0.129893[/C][C]-1.0061[/C][C]0.159193[/C][/ROW]
[ROW][C]24[/C][C]-0.075561[/C][C]-0.5853[/C][C]0.280273[/C][/ROW]
[ROW][C]25[/C][C]0.080003[/C][C]0.6197[/C][C]0.2689[/C][/ROW]
[ROW][C]26[/C][C]-0.029668[/C][C]-0.2298[/C][C]0.409511[/C][/ROW]
[ROW][C]27[/C][C]0.000577[/C][C]0.0045[/C][C]0.498225[/C][/ROW]
[ROW][C]28[/C][C]-0.031354[/C][C]-0.2429[/C][C]0.404468[/C][/ROW]
[ROW][C]29[/C][C]-0.037347[/C][C]-0.2893[/C][C]0.386678[/C][/ROW]
[ROW][C]30[/C][C]-0.072506[/C][C]-0.5616[/C][C]0.288229[/C][/ROW]
[ROW][C]31[/C][C]0.042511[/C][C]0.3293[/C][C]0.371542[/C][/ROW]
[ROW][C]32[/C][C]-0.125662[/C][C]-0.9734[/C][C]0.167137[/C][/ROW]
[ROW][C]33[/C][C]-0.024472[/C][C]-0.1896[/C][C]0.425146[/C][/ROW]
[ROW][C]34[/C][C]-0.057151[/C][C]-0.4427[/C][C]0.32979[/C][/ROW]
[ROW][C]35[/C][C]0.076911[/C][C]0.5957[/C][C]0.276792[/C][/ROW]
[ROW][C]36[/C][C]-0.039228[/C][C]-0.3039[/C][C]0.381143[/C][/ROW]
[ROW][C]37[/C][C]0.007682[/C][C]0.0595[/C][C]0.476375[/C][/ROW]
[ROW][C]38[/C][C]0.018255[/C][C]0.1414[/C][C]0.444014[/C][/ROW]
[ROW][C]39[/C][C]-0.050301[/C][C]-0.3896[/C][C]0.349094[/C][/ROW]
[ROW][C]40[/C][C]-0.044982[/C][C]-0.3484[/C][C]0.364369[/C][/ROW]
[ROW][C]41[/C][C]0.012021[/C][C]0.0931[/C][C]0.46306[/C][/ROW]
[ROW][C]42[/C][C]-0.036276[/C][C]-0.281[/C][C]0.389841[/C][/ROW]
[ROW][C]43[/C][C]0.003402[/C][C]0.0264[/C][C]0.489531[/C][/ROW]
[ROW][C]44[/C][C]0.056104[/C][C]0.4346[/C][C]0.332712[/C][/ROW]
[ROW][C]45[/C][C]-0.015067[/C][C]-0.1167[/C][C]0.453739[/C][/ROW]
[ROW][C]46[/C][C]-0.110416[/C][C]-0.8553[/C][C]0.197901[/C][/ROW]
[ROW][C]47[/C][C]0.084406[/C][C]0.6538[/C][C]0.257868[/C][/ROW]
[ROW][C]48[/C][C]-0.049127[/C][C]-0.3805[/C][C]0.352446[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109284&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109284&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	0.321425	2.4898	0.007786
2	0.28554	2.2118	0.015401
3	0.257143	1.9918	0.025474
4	-0.168132	-1.3023	0.098888
5	0.051273	0.3972	0.346328
6	0.256403	1.9861	0.025799
7	-0.090523	-0.7012	0.242949
8	0.196491	1.522	0.06663
9	-0.043103	-0.3339	0.369818
10	-0.171535	-1.3287	0.094488
11	0.165665	1.2832	0.102172
12	-0.29686	-2.2995	0.012487
13	0.017871	0.1384	0.445181
14	0.020335	0.1575	0.437684
15	0.261098	2.0225	0.023797
16	-0.19531	-1.5129	0.067782
17	0.075967	0.5884	0.279224
18	0.143502	1.1116	0.13538
19	-0.160897	-1.2463	0.108749
20	0.112764	0.8735	0.192946
21	-0.025436	-0.197	0.422236
22	-0.173142	-1.3412	0.092463
23	-0.129893	-1.0061	0.159193
24	-0.075561	-0.5853	0.280273
25	0.080003	0.6197	0.2689
26	-0.029668	-0.2298	0.409511
27	0.000577	0.0045	0.498225
28	-0.031354	-0.2429	0.404468
29	-0.037347	-0.2893	0.386678
30	-0.072506	-0.5616	0.288229
31	0.042511	0.3293	0.371542
32	-0.125662	-0.9734	0.167137
33	-0.024472	-0.1896	0.425146
34	-0.057151	-0.4427	0.32979
35	0.076911	0.5957	0.276792
36	-0.039228	-0.3039	0.381143
37	0.007682	0.0595	0.476375
38	0.018255	0.1414	0.444014
39	-0.050301	-0.3896	0.349094
40	-0.044982	-0.3484	0.364369
41	0.012021	0.0931	0.46306
42	-0.036276	-0.281	0.389841
43	0.003402	0.0264	0.489531
44	0.056104	0.4346	0.332712
45	-0.015067	-0.1167	0.453739
46	-0.110416	-0.8553	0.197901
47	0.084406	0.6538	0.257868
48	-0.049127	-0.3805	0.352446

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; 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