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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 14 Dec 2010 12:29:39 +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/t1292329950e4u1lyupx09qmac.htm/, Retrieved Thu, 02 May 2024 22:48:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109497, Retrieved Thu, 02 May 2024 22:48:23 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

145

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

-     [Univariate Data Series] [] [2008-12-08 19:22:39] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMPD    [(Partial) Autocorrelation Function] [] [2010-12-14 12:29:39] [6d73806852b9f5b8ac8b27fc8f7b83c4] [Current]
-    D      [(Partial) Autocorrelation Function] [] [2010-12-14 12:48:13] [43e84bd88d5f94b739fa54f225367516] 
-    D      [(Partial) Autocorrelation Function] [] [2010-12-14 12:48:13] [43e84bd88d5f94b739fa54f225367516] 
- R           [(Partial) Autocorrelation Function] [Partial Autocorre...] [2010-12-17 16:38:22] [78a5cb23fbaf3f7e43a4286844511628] 
-               [(Partial) Autocorrelation Function] [D=0,d=0] [2010-12-17 16:46:26] [78a5cb23fbaf3f7e43a4286844511628] 
-    D            [(Partial) Autocorrelation Function] [ACF] [2010-12-22 16:35:02] [78a5cb23fbaf3f7e43a4286844511628] 
-   PD              [(Partial) Autocorrelation Function] [ACF] [2010-12-22 19:08:39] [78a5cb23fbaf3f7e43a4286844511628] 
-   P                 [(Partial) Autocorrelation Function] [Autocorrelation d...] [2010-12-27 10:38:22] [78a5cb23fbaf3f7e43a4286844511628] 
-   PD            [(Partial) Autocorrelation Function] [Paper Statistiek] [2010-12-27 18:47:15] [82c18f3ebe9df70882495121eb816e07] 
-   PD            [(Partial) Autocorrelation Function] [Paper Statistiek ] [2010-12-27 19:09:24] [82c18f3ebe9df70882495121eb816e07] 
-   P           [(Partial) Autocorrelation Function] [D=1,d=0] [2010-12-17 17:04:47] [78a5cb23fbaf3f7e43a4286844511628] 
-   PD            [(Partial) Autocorrelation Function] [Paper Statistiek] [2010-12-27 18:56:38] [82c18f3ebe9df70882495121eb816e07] 
-   PD            [(Partial) Autocorrelation Function] [Paper Statistiek] [2010-12-27 19:12:29] [82c18f3ebe9df70882495121eb816e07] 
-    D      [(Partial) Autocorrelation Function] [] [2010-12-14 12:48:13] [e71d94d32f847f62b540eebe6fadd003] 
-    D      [(Partial) Autocorrelation Function] [] [2010-12-14 12:48:13] [0852eab68d1303a703ef0070d6dbcb87] 
-   PD      [(Partial) Autocorrelation Function] [] [2010-12-14 13:00:13] [43e84bd88d5f94b739fa54f225367516] 
-   PD      [(Partial) Autocorrelation Function] [] [2010-12-14 13:00:13] [0852eab68d1303a703ef0070d6dbcb87] 
-   PD      [(Partial) Autocorrelation Function] [] [2010-12-14 13:00:13] [e71d94d32f847f62b540eebe6fadd003] 

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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	2 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109497&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109497&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109497&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.346923	2.4036	0.010074
2	-0.125871	-0.8721	0.193759
3	-0.124839	-0.8649	0.195696
4	-0.172303	-1.1938	0.119221
5	-0.248	-1.7182	0.046103
6	-0.35013	-2.4258	0.009542
7	-0.20723	-1.4357	0.078782
8	-0.082669	-0.5727	0.284744
9	-0.056331	-0.3903	0.34903
10	-0.074847	-0.5186	0.303227
11	0.236089	1.6357	0.054225
12	0.659897	4.5719	1.7e-05
13	0.305827	2.1188	0.019653
14	-0.090201	-0.6249	0.267489
15	-0.088017	-0.6098	0.272434
16	-0.082664	-0.5727	0.284756
17	-0.147864	-1.0244	0.155383
18	-0.262547	-1.819	0.037578
19	-0.163064	-1.1297	0.1321
20	-0.077419	-0.5364	0.297089
21	-0.098701	-0.6838	0.248688
22	-0.051802	-0.3589	0.360625
23	0.126178	0.8742	0.193184
24	0.459397	3.1828	0.00128
25	0.238893	1.6551	0.052215
26	-0.058977	-0.4086	0.342324
27	-0.018182	-0.126	0.450142
28	-0.034074	-0.2361	0.407191
29	-0.102411	-0.7095	0.240715
30	-0.162355	-1.1248	0.133128
31	-0.10308	-0.7142	0.239295
32	-0.0643	-0.4455	0.328988
33	-0.029867	-0.2069	0.418472
34	-0.022	-0.1524	0.439746
35	0.04503	0.312	0.378203
36	0.266528	1.8466	0.03549
37	0.152545	1.0569	0.147933
38	-0.04654	-0.3224	0.37426
39	-0.036889	-0.2556	0.399686
40	-0.056337	-0.3903	0.349014
41	-0.067461	-0.4674	0.321169
42	-0.067816	-0.4698	0.320297
43	-0.030722	-0.2128	0.416174
44	0.026927	0.1866	0.426397
45	0.021887	0.1516	0.440053
46	0.016004	0.1109	0.456087
47	0.003384	0.0234	0.490697
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.346923 & 2.4036 & 0.010074 \tabularnewline
2 & -0.125871 & -0.8721 & 0.193759 \tabularnewline
3 & -0.124839 & -0.8649 & 0.195696 \tabularnewline
4 & -0.172303 & -1.1938 & 0.119221 \tabularnewline
5 & -0.248 & -1.7182 & 0.046103 \tabularnewline
6 & -0.35013 & -2.4258 & 0.009542 \tabularnewline
7 & -0.20723 & -1.4357 & 0.078782 \tabularnewline
8 & -0.082669 & -0.5727 & 0.284744 \tabularnewline
9 & -0.056331 & -0.3903 & 0.34903 \tabularnewline
10 & -0.074847 & -0.5186 & 0.303227 \tabularnewline
11 & 0.236089 & 1.6357 & 0.054225 \tabularnewline
12 & 0.659897 & 4.5719 & 1.7e-05 \tabularnewline
13 & 0.305827 & 2.1188 & 0.019653 \tabularnewline
14 & -0.090201 & -0.6249 & 0.267489 \tabularnewline
15 & -0.088017 & -0.6098 & 0.272434 \tabularnewline
16 & -0.082664 & -0.5727 & 0.284756 \tabularnewline
17 & -0.147864 & -1.0244 & 0.155383 \tabularnewline
18 & -0.262547 & -1.819 & 0.037578 \tabularnewline
19 & -0.163064 & -1.1297 & 0.1321 \tabularnewline
20 & -0.077419 & -0.5364 & 0.297089 \tabularnewline
21 & -0.098701 & -0.6838 & 0.248688 \tabularnewline
22 & -0.051802 & -0.3589 & 0.360625 \tabularnewline
23 & 0.126178 & 0.8742 & 0.193184 \tabularnewline
24 & 0.459397 & 3.1828 & 0.00128 \tabularnewline
25 & 0.238893 & 1.6551 & 0.052215 \tabularnewline
26 & -0.058977 & -0.4086 & 0.342324 \tabularnewline
27 & -0.018182 & -0.126 & 0.450142 \tabularnewline
28 & -0.034074 & -0.2361 & 0.407191 \tabularnewline
29 & -0.102411 & -0.7095 & 0.240715 \tabularnewline
30 & -0.162355 & -1.1248 & 0.133128 \tabularnewline
31 & -0.10308 & -0.7142 & 0.239295 \tabularnewline
32 & -0.0643 & -0.4455 & 0.328988 \tabularnewline
33 & -0.029867 & -0.2069 & 0.418472 \tabularnewline
34 & -0.022 & -0.1524 & 0.439746 \tabularnewline
35 & 0.04503 & 0.312 & 0.378203 \tabularnewline
36 & 0.266528 & 1.8466 & 0.03549 \tabularnewline
37 & 0.152545 & 1.0569 & 0.147933 \tabularnewline
38 & -0.04654 & -0.3224 & 0.37426 \tabularnewline
39 & -0.036889 & -0.2556 & 0.399686 \tabularnewline
40 & -0.056337 & -0.3903 & 0.349014 \tabularnewline
41 & -0.067461 & -0.4674 & 0.321169 \tabularnewline
42 & -0.067816 & -0.4698 & 0.320297 \tabularnewline
43 & -0.030722 & -0.2128 & 0.416174 \tabularnewline
44 & 0.026927 & 0.1866 & 0.426397 \tabularnewline
45 & 0.021887 & 0.1516 & 0.440053 \tabularnewline
46 & 0.016004 & 0.1109 & 0.456087 \tabularnewline
47 & 0.003384 & 0.0234 & 0.490697 \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109497&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]0.346923[/C][C]2.4036[/C][C]0.010074[/C][/ROW]
[ROW][C]2[/C][C]-0.125871[/C][C]-0.8721[/C][C]0.193759[/C][/ROW]
[ROW][C]3[/C][C]-0.124839[/C][C]-0.8649[/C][C]0.195696[/C][/ROW]
[ROW][C]4[/C][C]-0.172303[/C][C]-1.1938[/C][C]0.119221[/C][/ROW]
[ROW][C]5[/C][C]-0.248[/C][C]-1.7182[/C][C]0.046103[/C][/ROW]
[ROW][C]6[/C][C]-0.35013[/C][C]-2.4258[/C][C]0.009542[/C][/ROW]
[ROW][C]7[/C][C]-0.20723[/C][C]-1.4357[/C][C]0.078782[/C][/ROW]
[ROW][C]8[/C][C]-0.082669[/C][C]-0.5727[/C][C]0.284744[/C][/ROW]
[ROW][C]9[/C][C]-0.056331[/C][C]-0.3903[/C][C]0.34903[/C][/ROW]
[ROW][C]10[/C][C]-0.074847[/C][C]-0.5186[/C][C]0.303227[/C][/ROW]
[ROW][C]11[/C][C]0.236089[/C][C]1.6357[/C][C]0.054225[/C][/ROW]
[ROW][C]12[/C][C]0.659897[/C][C]4.5719[/C][C]1.7e-05[/C][/ROW]
[ROW][C]13[/C][C]0.305827[/C][C]2.1188[/C][C]0.019653[/C][/ROW]
[ROW][C]14[/C][C]-0.090201[/C][C]-0.6249[/C][C]0.267489[/C][/ROW]
[ROW][C]15[/C][C]-0.088017[/C][C]-0.6098[/C][C]0.272434[/C][/ROW]
[ROW][C]16[/C][C]-0.082664[/C][C]-0.5727[/C][C]0.284756[/C][/ROW]
[ROW][C]17[/C][C]-0.147864[/C][C]-1.0244[/C][C]0.155383[/C][/ROW]
[ROW][C]18[/C][C]-0.262547[/C][C]-1.819[/C][C]0.037578[/C][/ROW]
[ROW][C]19[/C][C]-0.163064[/C][C]-1.1297[/C][C]0.1321[/C][/ROW]
[ROW][C]20[/C][C]-0.077419[/C][C]-0.5364[/C][C]0.297089[/C][/ROW]
[ROW][C]21[/C][C]-0.098701[/C][C]-0.6838[/C][C]0.248688[/C][/ROW]
[ROW][C]22[/C][C]-0.051802[/C][C]-0.3589[/C][C]0.360625[/C][/ROW]
[ROW][C]23[/C][C]0.126178[/C][C]0.8742[/C][C]0.193184[/C][/ROW]
[ROW][C]24[/C][C]0.459397[/C][C]3.1828[/C][C]0.00128[/C][/ROW]
[ROW][C]25[/C][C]0.238893[/C][C]1.6551[/C][C]0.052215[/C][/ROW]
[ROW][C]26[/C][C]-0.058977[/C][C]-0.4086[/C][C]0.342324[/C][/ROW]
[ROW][C]27[/C][C]-0.018182[/C][C]-0.126[/C][C]0.450142[/C][/ROW]
[ROW][C]28[/C][C]-0.034074[/C][C]-0.2361[/C][C]0.407191[/C][/ROW]
[ROW][C]29[/C][C]-0.102411[/C][C]-0.7095[/C][C]0.240715[/C][/ROW]
[ROW][C]30[/C][C]-0.162355[/C][C]-1.1248[/C][C]0.133128[/C][/ROW]
[ROW][C]31[/C][C]-0.10308[/C][C]-0.7142[/C][C]0.239295[/C][/ROW]
[ROW][C]32[/C][C]-0.0643[/C][C]-0.4455[/C][C]0.328988[/C][/ROW]
[ROW][C]33[/C][C]-0.029867[/C][C]-0.2069[/C][C]0.418472[/C][/ROW]
[ROW][C]34[/C][C]-0.022[/C][C]-0.1524[/C][C]0.439746[/C][/ROW]
[ROW][C]35[/C][C]0.04503[/C][C]0.312[/C][C]0.378203[/C][/ROW]
[ROW][C]36[/C][C]0.266528[/C][C]1.8466[/C][C]0.03549[/C][/ROW]
[ROW][C]37[/C][C]0.152545[/C][C]1.0569[/C][C]0.147933[/C][/ROW]
[ROW][C]38[/C][C]-0.04654[/C][C]-0.3224[/C][C]0.37426[/C][/ROW]
[ROW][C]39[/C][C]-0.036889[/C][C]-0.2556[/C][C]0.399686[/C][/ROW]
[ROW][C]40[/C][C]-0.056337[/C][C]-0.3903[/C][C]0.349014[/C][/ROW]
[ROW][C]41[/C][C]-0.067461[/C][C]-0.4674[/C][C]0.321169[/C][/ROW]
[ROW][C]42[/C][C]-0.067816[/C][C]-0.4698[/C][C]0.320297[/C][/ROW]
[ROW][C]43[/C][C]-0.030722[/C][C]-0.2128[/C][C]0.416174[/C][/ROW]
[ROW][C]44[/C][C]0.026927[/C][C]0.1866[/C][C]0.426397[/C][/ROW]
[ROW][C]45[/C][C]0.021887[/C][C]0.1516[/C][C]0.440053[/C][/ROW]
[ROW][C]46[/C][C]0.016004[/C][C]0.1109[/C][C]0.456087[/C][/ROW]
[ROW][C]47[/C][C]0.003384[/C][C]0.0234[/C][C]0.490697[/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=109497&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109497&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	0.346923	2.4036	0.010074
2	-0.125871	-0.8721	0.193759
3	-0.124839	-0.8649	0.195696
4	-0.172303	-1.1938	0.119221
5	-0.248	-1.7182	0.046103
6	-0.35013	-2.4258	0.009542
7	-0.20723	-1.4357	0.078782
8	-0.082669	-0.5727	0.284744
9	-0.056331	-0.3903	0.34903
10	-0.074847	-0.5186	0.303227
11	0.236089	1.6357	0.054225
12	0.659897	4.5719	1.7e-05
13	0.305827	2.1188	0.019653
14	-0.090201	-0.6249	0.267489
15	-0.088017	-0.6098	0.272434
16	-0.082664	-0.5727	0.284756
17	-0.147864	-1.0244	0.155383
18	-0.262547	-1.819	0.037578
19	-0.163064	-1.1297	0.1321
20	-0.077419	-0.5364	0.297089
21	-0.098701	-0.6838	0.248688
22	-0.051802	-0.3589	0.360625
23	0.126178	0.8742	0.193184
24	0.459397	3.1828	0.00128
25	0.238893	1.6551	0.052215
26	-0.058977	-0.4086	0.342324
27	-0.018182	-0.126	0.450142
28	-0.034074	-0.2361	0.407191
29	-0.102411	-0.7095	0.240715
30	-0.162355	-1.1248	0.133128
31	-0.10308	-0.7142	0.239295
32	-0.0643	-0.4455	0.328988
33	-0.029867	-0.2069	0.418472
34	-0.022	-0.1524	0.439746
35	0.04503	0.312	0.378203
36	0.266528	1.8466	0.03549
37	0.152545	1.0569	0.147933
38	-0.04654	-0.3224	0.37426
39	-0.036889	-0.2556	0.399686
40	-0.056337	-0.3903	0.349014
41	-0.067461	-0.4674	0.321169
42	-0.067816	-0.4698	0.320297
43	-0.030722	-0.2128	0.416174
44	0.026927	0.1866	0.426397
45	0.021887	0.1516	0.440053
46	0.016004	0.1109	0.456087
47	0.003384	0.0234	0.490697
48	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.346923	2.4036	0.010074
2	-0.279916	-1.9393	0.029176
3	0.034737	0.2407	0.405421
4	-0.203623	-1.4107	0.082384
5	-0.162762	-1.1277	0.132536
6	-0.334597	-2.3182	0.012374
7	-0.105449	-0.7306	0.234296
8	-0.266452	-1.846	0.03553
9	-0.237644	-1.6464	0.053102
10	-0.455703	-3.1572	0.001376
11	-0.023181	-0.1606	0.43654
12	0.320979	2.2238	0.015451
13	-0.156176	-1.082	0.142325
14	-0.11688	-0.8098	0.211035
15	-0.012989	-0.09	0.464335
16	0.02482	0.172	0.432097
17	0.071576	0.4959	0.311117
18	0.010891	0.0755	0.470083
19	0.066799	0.4628	0.322801
20	-0.055866	-0.387	0.350215
21	-0.050724	-0.3514	0.363402
22	0.063285	0.4385	0.331513
23	-0.095019	-0.6583	0.256742
24	0.064935	0.4499	0.32741
25	-0.154621	-1.0712	0.144708
26	-0.009053	-0.0627	0.475125
27	-0.022078	-0.153	0.439535
28	-0.083062	-0.5755	0.283831
29	-0.088742	-0.6148	0.270788
30	0.020389	0.1413	0.444127
31	-0.050843	-0.3523	0.363096
32	-0.015583	-0.108	0.457237
33	0.147019	1.0186	0.156756
34	0.034627	0.2399	0.405713
35	0.018583	0.1287	0.449047
36	0.032613	0.226	0.4111
37	0.079092	0.548	0.293127
38	0.078408	0.5432	0.294743
39	-0.041282	-0.286	0.388051
40	-0.052861	-0.3662	0.357901
41	-0.018915	-0.131	0.448142
42	-0.021996	-0.1524	0.439757
43	-0.016964	-0.1175	0.453464
44	0.057123	0.3958	0.347017
45	-0.010874	-0.0753	0.47013
46	0.021585	0.1495	0.440875
47	0.025386	0.1759	0.430565
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.346923 & 2.4036 & 0.010074 \tabularnewline
2 & -0.279916 & -1.9393 & 0.029176 \tabularnewline
3 & 0.034737 & 0.2407 & 0.405421 \tabularnewline
4 & -0.203623 & -1.4107 & 0.082384 \tabularnewline
5 & -0.162762 & -1.1277 & 0.132536 \tabularnewline
6 & -0.334597 & -2.3182 & 0.012374 \tabularnewline
7 & -0.105449 & -0.7306 & 0.234296 \tabularnewline
8 & -0.266452 & -1.846 & 0.03553 \tabularnewline
9 & -0.237644 & -1.6464 & 0.053102 \tabularnewline
10 & -0.455703 & -3.1572 & 0.001376 \tabularnewline
11 & -0.023181 & -0.1606 & 0.43654 \tabularnewline
12 & 0.320979 & 2.2238 & 0.015451 \tabularnewline
13 & -0.156176 & -1.082 & 0.142325 \tabularnewline
14 & -0.11688 & -0.8098 & 0.211035 \tabularnewline
15 & -0.012989 & -0.09 & 0.464335 \tabularnewline
16 & 0.02482 & 0.172 & 0.432097 \tabularnewline
17 & 0.071576 & 0.4959 & 0.311117 \tabularnewline
18 & 0.010891 & 0.0755 & 0.470083 \tabularnewline
19 & 0.066799 & 0.4628 & 0.322801 \tabularnewline
20 & -0.055866 & -0.387 & 0.350215 \tabularnewline
21 & -0.050724 & -0.3514 & 0.363402 \tabularnewline
22 & 0.063285 & 0.4385 & 0.331513 \tabularnewline
23 & -0.095019 & -0.6583 & 0.256742 \tabularnewline
24 & 0.064935 & 0.4499 & 0.32741 \tabularnewline
25 & -0.154621 & -1.0712 & 0.144708 \tabularnewline
26 & -0.009053 & -0.0627 & 0.475125 \tabularnewline
27 & -0.022078 & -0.153 & 0.439535 \tabularnewline
28 & -0.083062 & -0.5755 & 0.283831 \tabularnewline
29 & -0.088742 & -0.6148 & 0.270788 \tabularnewline
30 & 0.020389 & 0.1413 & 0.444127 \tabularnewline
31 & -0.050843 & -0.3523 & 0.363096 \tabularnewline
32 & -0.015583 & -0.108 & 0.457237 \tabularnewline
33 & 0.147019 & 1.0186 & 0.156756 \tabularnewline
34 & 0.034627 & 0.2399 & 0.405713 \tabularnewline
35 & 0.018583 & 0.1287 & 0.449047 \tabularnewline
36 & 0.032613 & 0.226 & 0.4111 \tabularnewline
37 & 0.079092 & 0.548 & 0.293127 \tabularnewline
38 & 0.078408 & 0.5432 & 0.294743 \tabularnewline
39 & -0.041282 & -0.286 & 0.388051 \tabularnewline
40 & -0.052861 & -0.3662 & 0.357901 \tabularnewline
41 & -0.018915 & -0.131 & 0.448142 \tabularnewline
42 & -0.021996 & -0.1524 & 0.439757 \tabularnewline
43 & -0.016964 & -0.1175 & 0.453464 \tabularnewline
44 & 0.057123 & 0.3958 & 0.347017 \tabularnewline
45 & -0.010874 & -0.0753 & 0.47013 \tabularnewline
46 & 0.021585 & 0.1495 & 0.440875 \tabularnewline
47 & 0.025386 & 0.1759 & 0.430565 \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109497&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]0.346923[/C][C]2.4036[/C][C]0.010074[/C][/ROW]
[ROW][C]2[/C][C]-0.279916[/C][C]-1.9393[/C][C]0.029176[/C][/ROW]
[ROW][C]3[/C][C]0.034737[/C][C]0.2407[/C][C]0.405421[/C][/ROW]
[ROW][C]4[/C][C]-0.203623[/C][C]-1.4107[/C][C]0.082384[/C][/ROW]
[ROW][C]5[/C][C]-0.162762[/C][C]-1.1277[/C][C]0.132536[/C][/ROW]
[ROW][C]6[/C][C]-0.334597[/C][C]-2.3182[/C][C]0.012374[/C][/ROW]
[ROW][C]7[/C][C]-0.105449[/C][C]-0.7306[/C][C]0.234296[/C][/ROW]
[ROW][C]8[/C][C]-0.266452[/C][C]-1.846[/C][C]0.03553[/C][/ROW]
[ROW][C]9[/C][C]-0.237644[/C][C]-1.6464[/C][C]0.053102[/C][/ROW]
[ROW][C]10[/C][C]-0.455703[/C][C]-3.1572[/C][C]0.001376[/C][/ROW]
[ROW][C]11[/C][C]-0.023181[/C][C]-0.1606[/C][C]0.43654[/C][/ROW]
[ROW][C]12[/C][C]0.320979[/C][C]2.2238[/C][C]0.015451[/C][/ROW]
[ROW][C]13[/C][C]-0.156176[/C][C]-1.082[/C][C]0.142325[/C][/ROW]
[ROW][C]14[/C][C]-0.11688[/C][C]-0.8098[/C][C]0.211035[/C][/ROW]
[ROW][C]15[/C][C]-0.012989[/C][C]-0.09[/C][C]0.464335[/C][/ROW]
[ROW][C]16[/C][C]0.02482[/C][C]0.172[/C][C]0.432097[/C][/ROW]
[ROW][C]17[/C][C]0.071576[/C][C]0.4959[/C][C]0.311117[/C][/ROW]
[ROW][C]18[/C][C]0.010891[/C][C]0.0755[/C][C]0.470083[/C][/ROW]
[ROW][C]19[/C][C]0.066799[/C][C]0.4628[/C][C]0.322801[/C][/ROW]
[ROW][C]20[/C][C]-0.055866[/C][C]-0.387[/C][C]0.350215[/C][/ROW]
[ROW][C]21[/C][C]-0.050724[/C][C]-0.3514[/C][C]0.363402[/C][/ROW]
[ROW][C]22[/C][C]0.063285[/C][C]0.4385[/C][C]0.331513[/C][/ROW]
[ROW][C]23[/C][C]-0.095019[/C][C]-0.6583[/C][C]0.256742[/C][/ROW]
[ROW][C]24[/C][C]0.064935[/C][C]0.4499[/C][C]0.32741[/C][/ROW]
[ROW][C]25[/C][C]-0.154621[/C][C]-1.0712[/C][C]0.144708[/C][/ROW]
[ROW][C]26[/C][C]-0.009053[/C][C]-0.0627[/C][C]0.475125[/C][/ROW]
[ROW][C]27[/C][C]-0.022078[/C][C]-0.153[/C][C]0.439535[/C][/ROW]
[ROW][C]28[/C][C]-0.083062[/C][C]-0.5755[/C][C]0.283831[/C][/ROW]
[ROW][C]29[/C][C]-0.088742[/C][C]-0.6148[/C][C]0.270788[/C][/ROW]
[ROW][C]30[/C][C]0.020389[/C][C]0.1413[/C][C]0.444127[/C][/ROW]
[ROW][C]31[/C][C]-0.050843[/C][C]-0.3523[/C][C]0.363096[/C][/ROW]
[ROW][C]32[/C][C]-0.015583[/C][C]-0.108[/C][C]0.457237[/C][/ROW]
[ROW][C]33[/C][C]0.147019[/C][C]1.0186[/C][C]0.156756[/C][/ROW]
[ROW][C]34[/C][C]0.034627[/C][C]0.2399[/C][C]0.405713[/C][/ROW]
[ROW][C]35[/C][C]0.018583[/C][C]0.1287[/C][C]0.449047[/C][/ROW]
[ROW][C]36[/C][C]0.032613[/C][C]0.226[/C][C]0.4111[/C][/ROW]
[ROW][C]37[/C][C]0.079092[/C][C]0.548[/C][C]0.293127[/C][/ROW]
[ROW][C]38[/C][C]0.078408[/C][C]0.5432[/C][C]0.294743[/C][/ROW]
[ROW][C]39[/C][C]-0.041282[/C][C]-0.286[/C][C]0.388051[/C][/ROW]
[ROW][C]40[/C][C]-0.052861[/C][C]-0.3662[/C][C]0.357901[/C][/ROW]
[ROW][C]41[/C][C]-0.018915[/C][C]-0.131[/C][C]0.448142[/C][/ROW]
[ROW][C]42[/C][C]-0.021996[/C][C]-0.1524[/C][C]0.439757[/C][/ROW]
[ROW][C]43[/C][C]-0.016964[/C][C]-0.1175[/C][C]0.453464[/C][/ROW]
[ROW][C]44[/C][C]0.057123[/C][C]0.3958[/C][C]0.347017[/C][/ROW]
[ROW][C]45[/C][C]-0.010874[/C][C]-0.0753[/C][C]0.47013[/C][/ROW]
[ROW][C]46[/C][C]0.021585[/C][C]0.1495[/C][C]0.440875[/C][/ROW]
[ROW][C]47[/C][C]0.025386[/C][C]0.1759[/C][C]0.430565[/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=109497&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109497&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	0.346923	2.4036	0.010074
2	-0.279916	-1.9393	0.029176
3	0.034737	0.2407	0.405421
4	-0.203623	-1.4107	0.082384
5	-0.162762	-1.1277	0.132536
6	-0.334597	-2.3182	0.012374
7	-0.105449	-0.7306	0.234296
8	-0.266452	-1.846	0.03553
9	-0.237644	-1.6464	0.053102
10	-0.455703	-3.1572	0.001376
11	-0.023181	-0.1606	0.43654
12	0.320979	2.2238	0.015451
13	-0.156176	-1.082	0.142325
14	-0.11688	-0.8098	0.211035
15	-0.012989	-0.09	0.464335
16	0.02482	0.172	0.432097
17	0.071576	0.4959	0.311117
18	0.010891	0.0755	0.470083
19	0.066799	0.4628	0.322801
20	-0.055866	-0.387	0.350215
21	-0.050724	-0.3514	0.363402
22	0.063285	0.4385	0.331513
23	-0.095019	-0.6583	0.256742
24	0.064935	0.4499	0.32741
25	-0.154621	-1.0712	0.144708
26	-0.009053	-0.0627	0.475125
27	-0.022078	-0.153	0.439535
28	-0.083062	-0.5755	0.283831
29	-0.088742	-0.6148	0.270788
30	0.020389	0.1413	0.444127
31	-0.050843	-0.3523	0.363096
32	-0.015583	-0.108	0.457237
33	0.147019	1.0186	0.156756
34	0.034627	0.2399	0.405713
35	0.018583	0.1287	0.449047
36	0.032613	0.226	0.4111
37	0.079092	0.548	0.293127
38	0.078408	0.5432	0.294743
39	-0.041282	-0.286	0.388051
40	-0.052861	-0.3662	0.357901
41	-0.018915	-0.131	0.448142
42	-0.021996	-0.1524	0.439757
43	-0.016964	-0.1175	0.453464
44	0.057123	0.3958	0.347017
45	-0.010874	-0.0753	0.47013
46	0.021585	0.1495	0.440875
47	0.025386	0.1759	0.430565
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 = 0 ; par4 = 0 ; 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