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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 19 Dec 2010 10:44:26 +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/19/t12927553897mqm2lwf8nv2pny.htm/, Retrieved Sun, 05 May 2024 06:32:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112269, Retrieved Sun, 05 May 2024 06:32:59 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

154

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

F     [Univariate Data Series] [HPC Retail Sales] [2008-03-02 15:42:48] [74be16979710d4c4e7c6647856088456]
-  MPD  [Univariate Data Series] [WS8 1] [2010-11-30 15:47:30] [07a238a5afc23eb944f8545182f29d5a]
- RMP     [Classical Decomposition] [WS8 2] [2010-11-30 15:54:02] [07a238a5afc23eb944f8545182f29d5a]
- RMPD      [Univariate Data Series] [Statistiek: Werkl...] [2010-12-12 15:20:09] [07a238a5afc23eb944f8545182f29d5a]
-    D        [Univariate Data Series] [Statistiek: Werkl...] [2010-12-14 09:08:05] [07a238a5afc23eb944f8545182f29d5a]
-               [Univariate Data Series] [Statistiek: Werkl...] [2010-12-14 09:12:36] [07a238a5afc23eb944f8545182f29d5a]
- RMPD            [Classical Decomposition] [statistiek classi...] [2010-12-19 09:09:14] [07a238a5afc23eb944f8545182f29d5a]
- RMP                 [(Partial) Autocorrelation Function] [Statistiek: ACF D...] [2010-12-19 10:44:26] [67e3c2d70de1dbb070b545ca6c893d5e] [Current]
-   P                   [(Partial) Autocorrelation Function] [Statistiek: ACF D...] [2010-12-19 12:30:15] [07a238a5afc23eb944f8545182f29d5a] 
-   P                     [(Partial) Autocorrelation Function] [Statistiek: ACF D...] [2010-12-19 12:34:49] [07a238a5afc23eb944f8545182f29d5a] 
-   P                       [(Partial) Autocorrelation Function] [Statistiek: ACF D...] [2010-12-19 12:39:46] [07a238a5afc23eb944f8545182f29d5a] 
- RM                          [Spectral Analysis] [statistiek: spectrum] [2010-12-19 12:54:11] [07a238a5afc23eb944f8545182f29d5a] 
- RM                            [Variance Reduction Matrix] [statistiek: VRM] [2010-12-19 12:56:08] [07a238a5afc23eb944f8545182f29d5a] 
- RMP                           [(Partial) Autocorrelation Function] [statistiek: spect...] [2010-12-19 19:42:47] [07a238a5afc23eb944f8545182f29d5a] 
-   P                           [Spectral Analysis] [statistiek: spect...] [2010-12-19 19:43:57] [07a238a5afc23eb944f8545182f29d5a] 
-   P                           [Spectral Analysis] [statistiek: spect...] [2010-12-20 19:00:08] [07a238a5afc23eb944f8545182f29d5a] 
-   P                         [(Partial) Autocorrelation Function] [statistiek: ACF M...] [2010-12-19 19:53:24] [07a238a5afc23eb944f8545182f29d5a] 
- RMP                       [Standard Deviation-Mean Plot] [statistiek: stada...] [2010-12-19 15:02:29] [07a238a5afc23eb944f8545182f29d5a] 
- RMP                         [ARIMA Backward Selection] [Statistiek: Arima...] [2010-12-20 19:29:57] [07a238a5afc23eb944f8545182f29d5a] 
- RMP                           [ARIMA Forecasting] [statistiek: Arima...] [2010-12-20 19:46:41] [07a238a5afc23eb944f8545182f29d5a] 

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Dataseries X:

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Histogram

Boxplots

6.5
6.3
5.9
5.5
5.2
4.9
5.4
5.8
5.7
5.6
5.5
5.4
5.4
5.4
5.5
5.8
5.7
5.4
5.6
5.8
6.2
6.8
6.7
6.7
6.4
6.3
6.3
6.4
6.3
6
6.3
6.3
6.6
7.5
7.8
7.9
7.8
7.6
7.5
7.6
7.5
7.3
7.6
7.5
7.6
7.9
7.9
8.1
8.2
8
7.5
6.8
6.5
6.6
7.6
8
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
8
7.8
7.4
7.4
7.7
7.8
7.8
8
8.1
8.4

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	'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 & 3 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112269&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112269&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112269&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.918942	10.0665	0
2	0.784581	8.5947	0
3	0.660943	7.2403	0
4	0.59356	6.5021	0
5	0.582662	6.3827	0
6	0.580388	6.3578	0
7	0.552534	6.0527	0
8	0.499854	5.4756	0
9	0.442563	4.848	2e-06
10	0.398589	4.3663	1.3e-05
11	0.384167	4.2083	2.5e-05
12	0.381179	4.1756	2.8e-05
13	0.350276	3.8371	1e-04
14	0.306166	3.3539	0.000533
15	0.238918	2.6172	0.005003
16	0.151614	1.6608	0.049678
17	0.077477	0.8487	0.198863
18	0.025129	0.2753	0.391788
19	0.011143	0.1221	0.451524
20	0.011635	0.1275	0.449398
21	0.006994	0.0766	0.469528
22	-0.015867	-0.1738	0.431152
23	-0.045477	-0.4982	0.309637
24	-0.060683	-0.6648	0.253742
25	-0.069257	-0.7587	0.224769
26	-0.05998	-0.6571	0.256203
27	-0.072382	-0.7929	0.214698
28	-0.121053	-1.3261	0.093668
29	-0.187688	-2.056	0.020975
30	-0.252376	-2.7646	0.003299
31	-0.279367	-3.0603	0.001364
32	-0.276161	-3.0252	0.00152
33	-0.246545	-2.7008	0.003959
34	-0.213471	-2.3385	0.010509
35	-0.191456	-2.0973	0.019033
36	-0.183655	-2.0118	0.023238
37	-0.192135	-2.1047	0.0187
38	-0.191053	-2.0929	0.019233
39	-0.185209	-2.0289	0.022343
40	-0.178054	-1.9505	0.026725
41	-0.178064	-1.9506	0.026718
42	-0.201891	-2.2116	0.014444
43	-0.238952	-2.6176	0.004998
44	-0.270869	-2.9672	0.001814
45	-0.265837	-2.9121	0.002141
46	-0.227271	-2.4896	0.007079
47	-0.181503	-1.9883	0.02453
48	-0.159438	-1.7466	0.041636

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.918942 & 10.0665 & 0 \tabularnewline
2 & 0.784581 & 8.5947 & 0 \tabularnewline
3 & 0.660943 & 7.2403 & 0 \tabularnewline
4 & 0.59356 & 6.5021 & 0 \tabularnewline
5 & 0.582662 & 6.3827 & 0 \tabularnewline
6 & 0.580388 & 6.3578 & 0 \tabularnewline
7 & 0.552534 & 6.0527 & 0 \tabularnewline
8 & 0.499854 & 5.4756 & 0 \tabularnewline
9 & 0.442563 & 4.848 & 2e-06 \tabularnewline
10 & 0.398589 & 4.3663 & 1.3e-05 \tabularnewline
11 & 0.384167 & 4.2083 & 2.5e-05 \tabularnewline
12 & 0.381179 & 4.1756 & 2.8e-05 \tabularnewline
13 & 0.350276 & 3.8371 & 1e-04 \tabularnewline
14 & 0.306166 & 3.3539 & 0.000533 \tabularnewline
15 & 0.238918 & 2.6172 & 0.005003 \tabularnewline
16 & 0.151614 & 1.6608 & 0.049678 \tabularnewline
17 & 0.077477 & 0.8487 & 0.198863 \tabularnewline
18 & 0.025129 & 0.2753 & 0.391788 \tabularnewline
19 & 0.011143 & 0.1221 & 0.451524 \tabularnewline
20 & 0.011635 & 0.1275 & 0.449398 \tabularnewline
21 & 0.006994 & 0.0766 & 0.469528 \tabularnewline
22 & -0.015867 & -0.1738 & 0.431152 \tabularnewline
23 & -0.045477 & -0.4982 & 0.309637 \tabularnewline
24 & -0.060683 & -0.6648 & 0.253742 \tabularnewline
25 & -0.069257 & -0.7587 & 0.224769 \tabularnewline
26 & -0.05998 & -0.6571 & 0.256203 \tabularnewline
27 & -0.072382 & -0.7929 & 0.214698 \tabularnewline
28 & -0.121053 & -1.3261 & 0.093668 \tabularnewline
29 & -0.187688 & -2.056 & 0.020975 \tabularnewline
30 & -0.252376 & -2.7646 & 0.003299 \tabularnewline
31 & -0.279367 & -3.0603 & 0.001364 \tabularnewline
32 & -0.276161 & -3.0252 & 0.00152 \tabularnewline
33 & -0.246545 & -2.7008 & 0.003959 \tabularnewline
34 & -0.213471 & -2.3385 & 0.010509 \tabularnewline
35 & -0.191456 & -2.0973 & 0.019033 \tabularnewline
36 & -0.183655 & -2.0118 & 0.023238 \tabularnewline
37 & -0.192135 & -2.1047 & 0.0187 \tabularnewline
38 & -0.191053 & -2.0929 & 0.019233 \tabularnewline
39 & -0.185209 & -2.0289 & 0.022343 \tabularnewline
40 & -0.178054 & -1.9505 & 0.026725 \tabularnewline
41 & -0.178064 & -1.9506 & 0.026718 \tabularnewline
42 & -0.201891 & -2.2116 & 0.014444 \tabularnewline
43 & -0.238952 & -2.6176 & 0.004998 \tabularnewline
44 & -0.270869 & -2.9672 & 0.001814 \tabularnewline
45 & -0.265837 & -2.9121 & 0.002141 \tabularnewline
46 & -0.227271 & -2.4896 & 0.007079 \tabularnewline
47 & -0.181503 & -1.9883 & 0.02453 \tabularnewline
48 & -0.159438 & -1.7466 & 0.041636 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112269&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]0.918942[/C][C]10.0665[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.784581[/C][C]8.5947[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.660943[/C][C]7.2403[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.59356[/C][C]6.5021[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.582662[/C][C]6.3827[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.580388[/C][C]6.3578[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.552534[/C][C]6.0527[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.499854[/C][C]5.4756[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.442563[/C][C]4.848[/C][C]2e-06[/C][/ROW]
[ROW][C]10[/C][C]0.398589[/C][C]4.3663[/C][C]1.3e-05[/C][/ROW]
[ROW][C]11[/C][C]0.384167[/C][C]4.2083[/C][C]2.5e-05[/C][/ROW]
[ROW][C]12[/C][C]0.381179[/C][C]4.1756[/C][C]2.8e-05[/C][/ROW]
[ROW][C]13[/C][C]0.350276[/C][C]3.8371[/C][C]1e-04[/C][/ROW]
[ROW][C]14[/C][C]0.306166[/C][C]3.3539[/C][C]0.000533[/C][/ROW]
[ROW][C]15[/C][C]0.238918[/C][C]2.6172[/C][C]0.005003[/C][/ROW]
[ROW][C]16[/C][C]0.151614[/C][C]1.6608[/C][C]0.049678[/C][/ROW]
[ROW][C]17[/C][C]0.077477[/C][C]0.8487[/C][C]0.198863[/C][/ROW]
[ROW][C]18[/C][C]0.025129[/C][C]0.2753[/C][C]0.391788[/C][/ROW]
[ROW][C]19[/C][C]0.011143[/C][C]0.1221[/C][C]0.451524[/C][/ROW]
[ROW][C]20[/C][C]0.011635[/C][C]0.1275[/C][C]0.449398[/C][/ROW]
[ROW][C]21[/C][C]0.006994[/C][C]0.0766[/C][C]0.469528[/C][/ROW]
[ROW][C]22[/C][C]-0.015867[/C][C]-0.1738[/C][C]0.431152[/C][/ROW]
[ROW][C]23[/C][C]-0.045477[/C][C]-0.4982[/C][C]0.309637[/C][/ROW]
[ROW][C]24[/C][C]-0.060683[/C][C]-0.6648[/C][C]0.253742[/C][/ROW]
[ROW][C]25[/C][C]-0.069257[/C][C]-0.7587[/C][C]0.224769[/C][/ROW]
[ROW][C]26[/C][C]-0.05998[/C][C]-0.6571[/C][C]0.256203[/C][/ROW]
[ROW][C]27[/C][C]-0.072382[/C][C]-0.7929[/C][C]0.214698[/C][/ROW]
[ROW][C]28[/C][C]-0.121053[/C][C]-1.3261[/C][C]0.093668[/C][/ROW]
[ROW][C]29[/C][C]-0.187688[/C][C]-2.056[/C][C]0.020975[/C][/ROW]
[ROW][C]30[/C][C]-0.252376[/C][C]-2.7646[/C][C]0.003299[/C][/ROW]
[ROW][C]31[/C][C]-0.279367[/C][C]-3.0603[/C][C]0.001364[/C][/ROW]
[ROW][C]32[/C][C]-0.276161[/C][C]-3.0252[/C][C]0.00152[/C][/ROW]
[ROW][C]33[/C][C]-0.246545[/C][C]-2.7008[/C][C]0.003959[/C][/ROW]
[ROW][C]34[/C][C]-0.213471[/C][C]-2.3385[/C][C]0.010509[/C][/ROW]
[ROW][C]35[/C][C]-0.191456[/C][C]-2.0973[/C][C]0.019033[/C][/ROW]
[ROW][C]36[/C][C]-0.183655[/C][C]-2.0118[/C][C]0.023238[/C][/ROW]
[ROW][C]37[/C][C]-0.192135[/C][C]-2.1047[/C][C]0.0187[/C][/ROW]
[ROW][C]38[/C][C]-0.191053[/C][C]-2.0929[/C][C]0.019233[/C][/ROW]
[ROW][C]39[/C][C]-0.185209[/C][C]-2.0289[/C][C]0.022343[/C][/ROW]
[ROW][C]40[/C][C]-0.178054[/C][C]-1.9505[/C][C]0.026725[/C][/ROW]
[ROW][C]41[/C][C]-0.178064[/C][C]-1.9506[/C][C]0.026718[/C][/ROW]
[ROW][C]42[/C][C]-0.201891[/C][C]-2.2116[/C][C]0.014444[/C][/ROW]
[ROW][C]43[/C][C]-0.238952[/C][C]-2.6176[/C][C]0.004998[/C][/ROW]
[ROW][C]44[/C][C]-0.270869[/C][C]-2.9672[/C][C]0.001814[/C][/ROW]
[ROW][C]45[/C][C]-0.265837[/C][C]-2.9121[/C][C]0.002141[/C][/ROW]
[ROW][C]46[/C][C]-0.227271[/C][C]-2.4896[/C][C]0.007079[/C][/ROW]
[ROW][C]47[/C][C]-0.181503[/C][C]-1.9883[/C][C]0.02453[/C][/ROW]
[ROW][C]48[/C][C]-0.159438[/C][C]-1.7466[/C][C]0.041636[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112269&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112269&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	0.918942	10.0665	0
2	0.784581	8.5947	0
3	0.660943	7.2403	0
4	0.59356	6.5021	0
5	0.582662	6.3827	0
6	0.580388	6.3578	0
7	0.552534	6.0527	0
8	0.499854	5.4756	0
9	0.442563	4.848	2e-06
10	0.398589	4.3663	1.3e-05
11	0.384167	4.2083	2.5e-05
12	0.381179	4.1756	2.8e-05
13	0.350276	3.8371	1e-04
14	0.306166	3.3539	0.000533
15	0.238918	2.6172	0.005003
16	0.151614	1.6608	0.049678
17	0.077477	0.8487	0.198863
18	0.025129	0.2753	0.391788
19	0.011143	0.1221	0.451524
20	0.011635	0.1275	0.449398
21	0.006994	0.0766	0.469528
22	-0.015867	-0.1738	0.431152
23	-0.045477	-0.4982	0.309637
24	-0.060683	-0.6648	0.253742
25	-0.069257	-0.7587	0.224769
26	-0.05998	-0.6571	0.256203
27	-0.072382	-0.7929	0.214698
28	-0.121053	-1.3261	0.093668
29	-0.187688	-2.056	0.020975
30	-0.252376	-2.7646	0.003299
31	-0.279367	-3.0603	0.001364
32	-0.276161	-3.0252	0.00152
33	-0.246545	-2.7008	0.003959
34	-0.213471	-2.3385	0.010509
35	-0.191456	-2.0973	0.019033
36	-0.183655	-2.0118	0.023238
37	-0.192135	-2.1047	0.0187
38	-0.191053	-2.0929	0.019233
39	-0.185209	-2.0289	0.022343
40	-0.178054	-1.9505	0.026725
41	-0.178064	-1.9506	0.026718
42	-0.201891	-2.2116	0.014444
43	-0.238952	-2.6176	0.004998
44	-0.270869	-2.9672	0.001814
45	-0.265837	-2.9121	0.002141
46	-0.227271	-2.4896	0.007079
47	-0.181503	-1.9883	0.02453
48	-0.159438	-1.7466	0.041636

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.918942	10.0665	0
2	-0.38493	-4.2167	2.4e-05
3	0.121945	1.3358	0.092064
4	0.253474	2.7767	0.003187
5	0.147967	1.6209	0.053832
6	-0.101798	-1.1151	0.133509
7	-0.071706	-0.7855	0.216853
8	0.035397	0.3878	0.349443
9	0.032939	0.3608	0.359433
10	-0.021418	-0.2346	0.407451
11	0.087085	0.954	0.171008
12	-0.023802	-0.2607	0.39737
13	-0.205038	-2.2461	0.013264
14	0.10823	1.1856	0.119061
15	-0.156465	-1.714	0.044556
16	-0.239475	-2.6233	0.004919
17	0.044276	0.485	0.314274
18	0.019837	0.2173	0.414172
19	0.098996	1.0844	0.140171
20	-0.100032	-1.0958	0.137682
21	0.038235	0.4188	0.338039
22	0.020892	0.2289	0.409682
23	-0.004885	-0.0535	0.478705
24	0.104388	1.1435	0.12755
25	-0.079125	-0.8668	0.193899
26	0.048703	0.5335	0.297333
27	-0.157645	-1.7269	0.043378
28	-0.09848	-1.0788	0.141421
29	-0.029686	-0.3252	0.3728
30	-0.059157	-0.648	0.2591
31	0.049672	0.5441	0.293681
32	-0.052532	-0.5755	0.283029
33	0.136276	1.4928	0.069053
34	0.024611	0.2696	0.393966
35	0.008553	0.0937	0.462753
36	0.006204	0.068	0.472963
37	-0.019447	-0.213	0.415831
38	0.036984	0.4051	0.343047
39	-0.03224	-0.3532	0.362289
40	0.00246	0.0269	0.489272
41	-0.077963	-0.854	0.197393
42	-0.075789	-0.8302	0.204031
43	-0.074421	-0.8152	0.208275
44	0.055461	0.6075	0.27232
45	0.057657	0.6316	0.264424
46	-0.058859	-0.6448	0.260153
47	-0.036387	-0.3986	0.345449
48	-0.108336	-1.1868	0.118834

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.918942 & 10.0665 & 0 \tabularnewline
2 & -0.38493 & -4.2167 & 2.4e-05 \tabularnewline
3 & 0.121945 & 1.3358 & 0.092064 \tabularnewline
4 & 0.253474 & 2.7767 & 0.003187 \tabularnewline
5 & 0.147967 & 1.6209 & 0.053832 \tabularnewline
6 & -0.101798 & -1.1151 & 0.133509 \tabularnewline
7 & -0.071706 & -0.7855 & 0.216853 \tabularnewline
8 & 0.035397 & 0.3878 & 0.349443 \tabularnewline
9 & 0.032939 & 0.3608 & 0.359433 \tabularnewline
10 & -0.021418 & -0.2346 & 0.407451 \tabularnewline
11 & 0.087085 & 0.954 & 0.171008 \tabularnewline
12 & -0.023802 & -0.2607 & 0.39737 \tabularnewline
13 & -0.205038 & -2.2461 & 0.013264 \tabularnewline
14 & 0.10823 & 1.1856 & 0.119061 \tabularnewline
15 & -0.156465 & -1.714 & 0.044556 \tabularnewline
16 & -0.239475 & -2.6233 & 0.004919 \tabularnewline
17 & 0.044276 & 0.485 & 0.314274 \tabularnewline
18 & 0.019837 & 0.2173 & 0.414172 \tabularnewline
19 & 0.098996 & 1.0844 & 0.140171 \tabularnewline
20 & -0.100032 & -1.0958 & 0.137682 \tabularnewline
21 & 0.038235 & 0.4188 & 0.338039 \tabularnewline
22 & 0.020892 & 0.2289 & 0.409682 \tabularnewline
23 & -0.004885 & -0.0535 & 0.478705 \tabularnewline
24 & 0.104388 & 1.1435 & 0.12755 \tabularnewline
25 & -0.079125 & -0.8668 & 0.193899 \tabularnewline
26 & 0.048703 & 0.5335 & 0.297333 \tabularnewline
27 & -0.157645 & -1.7269 & 0.043378 \tabularnewline
28 & -0.09848 & -1.0788 & 0.141421 \tabularnewline
29 & -0.029686 & -0.3252 & 0.3728 \tabularnewline
30 & -0.059157 & -0.648 & 0.2591 \tabularnewline
31 & 0.049672 & 0.5441 & 0.293681 \tabularnewline
32 & -0.052532 & -0.5755 & 0.283029 \tabularnewline
33 & 0.136276 & 1.4928 & 0.069053 \tabularnewline
34 & 0.024611 & 0.2696 & 0.393966 \tabularnewline
35 & 0.008553 & 0.0937 & 0.462753 \tabularnewline
36 & 0.006204 & 0.068 & 0.472963 \tabularnewline
37 & -0.019447 & -0.213 & 0.415831 \tabularnewline
38 & 0.036984 & 0.4051 & 0.343047 \tabularnewline
39 & -0.03224 & -0.3532 & 0.362289 \tabularnewline
40 & 0.00246 & 0.0269 & 0.489272 \tabularnewline
41 & -0.077963 & -0.854 & 0.197393 \tabularnewline
42 & -0.075789 & -0.8302 & 0.204031 \tabularnewline
43 & -0.074421 & -0.8152 & 0.208275 \tabularnewline
44 & 0.055461 & 0.6075 & 0.27232 \tabularnewline
45 & 0.057657 & 0.6316 & 0.264424 \tabularnewline
46 & -0.058859 & -0.6448 & 0.260153 \tabularnewline
47 & -0.036387 & -0.3986 & 0.345449 \tabularnewline
48 & -0.108336 & -1.1868 & 0.118834 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112269&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]0.918942[/C][C]10.0665[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.38493[/C][C]-4.2167[/C][C]2.4e-05[/C][/ROW]
[ROW][C]3[/C][C]0.121945[/C][C]1.3358[/C][C]0.092064[/C][/ROW]
[ROW][C]4[/C][C]0.253474[/C][C]2.7767[/C][C]0.003187[/C][/ROW]
[ROW][C]5[/C][C]0.147967[/C][C]1.6209[/C][C]0.053832[/C][/ROW]
[ROW][C]6[/C][C]-0.101798[/C][C]-1.1151[/C][C]0.133509[/C][/ROW]
[ROW][C]7[/C][C]-0.071706[/C][C]-0.7855[/C][C]0.216853[/C][/ROW]
[ROW][C]8[/C][C]0.035397[/C][C]0.3878[/C][C]0.349443[/C][/ROW]
[ROW][C]9[/C][C]0.032939[/C][C]0.3608[/C][C]0.359433[/C][/ROW]
[ROW][C]10[/C][C]-0.021418[/C][C]-0.2346[/C][C]0.407451[/C][/ROW]
[ROW][C]11[/C][C]0.087085[/C][C]0.954[/C][C]0.171008[/C][/ROW]
[ROW][C]12[/C][C]-0.023802[/C][C]-0.2607[/C][C]0.39737[/C][/ROW]
[ROW][C]13[/C][C]-0.205038[/C][C]-2.2461[/C][C]0.013264[/C][/ROW]
[ROW][C]14[/C][C]0.10823[/C][C]1.1856[/C][C]0.119061[/C][/ROW]
[ROW][C]15[/C][C]-0.156465[/C][C]-1.714[/C][C]0.044556[/C][/ROW]
[ROW][C]16[/C][C]-0.239475[/C][C]-2.6233[/C][C]0.004919[/C][/ROW]
[ROW][C]17[/C][C]0.044276[/C][C]0.485[/C][C]0.314274[/C][/ROW]
[ROW][C]18[/C][C]0.019837[/C][C]0.2173[/C][C]0.414172[/C][/ROW]
[ROW][C]19[/C][C]0.098996[/C][C]1.0844[/C][C]0.140171[/C][/ROW]
[ROW][C]20[/C][C]-0.100032[/C][C]-1.0958[/C][C]0.137682[/C][/ROW]
[ROW][C]21[/C][C]0.038235[/C][C]0.4188[/C][C]0.338039[/C][/ROW]
[ROW][C]22[/C][C]0.020892[/C][C]0.2289[/C][C]0.409682[/C][/ROW]
[ROW][C]23[/C][C]-0.004885[/C][C]-0.0535[/C][C]0.478705[/C][/ROW]
[ROW][C]24[/C][C]0.104388[/C][C]1.1435[/C][C]0.12755[/C][/ROW]
[ROW][C]25[/C][C]-0.079125[/C][C]-0.8668[/C][C]0.193899[/C][/ROW]
[ROW][C]26[/C][C]0.048703[/C][C]0.5335[/C][C]0.297333[/C][/ROW]
[ROW][C]27[/C][C]-0.157645[/C][C]-1.7269[/C][C]0.043378[/C][/ROW]
[ROW][C]28[/C][C]-0.09848[/C][C]-1.0788[/C][C]0.141421[/C][/ROW]
[ROW][C]29[/C][C]-0.029686[/C][C]-0.3252[/C][C]0.3728[/C][/ROW]
[ROW][C]30[/C][C]-0.059157[/C][C]-0.648[/C][C]0.2591[/C][/ROW]
[ROW][C]31[/C][C]0.049672[/C][C]0.5441[/C][C]0.293681[/C][/ROW]
[ROW][C]32[/C][C]-0.052532[/C][C]-0.5755[/C][C]0.283029[/C][/ROW]
[ROW][C]33[/C][C]0.136276[/C][C]1.4928[/C][C]0.069053[/C][/ROW]
[ROW][C]34[/C][C]0.024611[/C][C]0.2696[/C][C]0.393966[/C][/ROW]
[ROW][C]35[/C][C]0.008553[/C][C]0.0937[/C][C]0.462753[/C][/ROW]
[ROW][C]36[/C][C]0.006204[/C][C]0.068[/C][C]0.472963[/C][/ROW]
[ROW][C]37[/C][C]-0.019447[/C][C]-0.213[/C][C]0.415831[/C][/ROW]
[ROW][C]38[/C][C]0.036984[/C][C]0.4051[/C][C]0.343047[/C][/ROW]
[ROW][C]39[/C][C]-0.03224[/C][C]-0.3532[/C][C]0.362289[/C][/ROW]
[ROW][C]40[/C][C]0.00246[/C][C]0.0269[/C][C]0.489272[/C][/ROW]
[ROW][C]41[/C][C]-0.077963[/C][C]-0.854[/C][C]0.197393[/C][/ROW]
[ROW][C]42[/C][C]-0.075789[/C][C]-0.8302[/C][C]0.204031[/C][/ROW]
[ROW][C]43[/C][C]-0.074421[/C][C]-0.8152[/C][C]0.208275[/C][/ROW]
[ROW][C]44[/C][C]0.055461[/C][C]0.6075[/C][C]0.27232[/C][/ROW]
[ROW][C]45[/C][C]0.057657[/C][C]0.6316[/C][C]0.264424[/C][/ROW]
[ROW][C]46[/C][C]-0.058859[/C][C]-0.6448[/C][C]0.260153[/C][/ROW]
[ROW][C]47[/C][C]-0.036387[/C][C]-0.3986[/C][C]0.345449[/C][/ROW]
[ROW][C]48[/C][C]-0.108336[/C][C]-1.1868[/C][C]0.118834[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112269&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112269&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	0.918942	10.0665	0
2	-0.38493	-4.2167	2.4e-05
3	0.121945	1.3358	0.092064
4	0.253474	2.7767	0.003187
5	0.147967	1.6209	0.053832
6	-0.101798	-1.1151	0.133509
7	-0.071706	-0.7855	0.216853
8	0.035397	0.3878	0.349443
9	0.032939	0.3608	0.359433
10	-0.021418	-0.2346	0.407451
11	0.087085	0.954	0.171008
12	-0.023802	-0.2607	0.39737
13	-0.205038	-2.2461	0.013264
14	0.10823	1.1856	0.119061
15	-0.156465	-1.714	0.044556
16	-0.239475	-2.6233	0.004919
17	0.044276	0.485	0.314274
18	0.019837	0.2173	0.414172
19	0.098996	1.0844	0.140171
20	-0.100032	-1.0958	0.137682
21	0.038235	0.4188	0.338039
22	0.020892	0.2289	0.409682
23	-0.004885	-0.0535	0.478705
24	0.104388	1.1435	0.12755
25	-0.079125	-0.8668	0.193899
26	0.048703	0.5335	0.297333
27	-0.157645	-1.7269	0.043378
28	-0.09848	-1.0788	0.141421
29	-0.029686	-0.3252	0.3728
30	-0.059157	-0.648	0.2591
31	0.049672	0.5441	0.293681
32	-0.052532	-0.5755	0.283029
33	0.136276	1.4928	0.069053
34	0.024611	0.2696	0.393966
35	0.008553	0.0937	0.462753
36	0.006204	0.068	0.472963
37	-0.019447	-0.213	0.415831
38	0.036984	0.4051	0.343047
39	-0.03224	-0.3532	0.362289
40	0.00246	0.0269	0.489272
41	-0.077963	-0.854	0.197393
42	-0.075789	-0.8302	0.204031
43	-0.074421	-0.8152	0.208275
44	0.055461	0.6075	0.27232
45	0.057657	0.6316	0.264424
46	-0.058859	-0.6448	0.260153
47	-0.036387	-0.3986	0.345449
48	-0.108336	-1.1868	0.118834

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

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 ; par8 = ;

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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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