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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 19 Dec 2010 19:53:24 +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/t1292788394kvpv2wkhuqutrti.htm/, Retrieved Sun, 05 May 2024 04:06:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112717, Retrieved Sun, 05 May 2024 04:06:28 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

135

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] [07a238a5afc23eb944f8545182f29d5a]
-   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]
-   P                         [(Partial) Autocorrelation Function] [statistiek: ACF M...] [2010-12-19 19:53:24] [67e3c2d70de1dbb070b545ca6c893d5e] [Current]

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Dataseries X:

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Histogram

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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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112717&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112717&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112717&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.516456	5.3423	0
2	-0.080944	-0.8373	0.202147
3	-0.522348	-5.4032	0
4	-0.47161	-4.8784	2e-06
5	-0.095631	-0.9892	0.162395
6	0.246604	2.5509	0.006079
7	0.332697	3.4414	0.000413
8	0.234603	2.4268	0.008453
9	0.015209	0.1573	0.437642
10	-0.152039	-1.5727	0.059371
11	-0.175268	-1.813	0.036319
12	-0.154298	-1.5961	0.056711
13	0.03984	0.4121	0.340543
14	0.144566	1.4954	0.068877
15	0.127203	1.3158	0.095527
16	-0.0377	-0.39	0.348668
17	-0.184976	-1.9134	0.029184
18	-0.128473	-1.3289	0.093348
19	0.108973	1.1272	0.131084
20	0.297571	3.0781	0.001323
21	0.279093	2.887	0.002354
22	0.027076	0.2801	0.389978
23	-0.286039	-2.9588	0.001901
24	-0.39868	-4.124	3.7e-05
25	-0.181043	-1.8727	0.031919
26	0.151349	1.5656	0.060201
27	0.329539	3.4088	0.00046
28	0.212418	2.1973	0.015078
29	-0.030646	-0.317	0.37593
30	-0.248082	-2.5662	0.005833
31	-0.225378	-2.3313	0.010805
32	-0.059105	-0.6114	0.271121
33	0.136821	1.4153	0.079945
34	0.129084	1.3353	0.092314
35	0.054599	0.5648	0.286705
36	-0.098721	-1.0212	0.154738
37	-0.129564	-1.3402	0.091507
38	-0.04084	-0.4224	0.336773
39	0.041895	0.4334	0.332809
40	0.128662	1.3309	0.093028
41	0.136593	1.4129	0.080289
42	0.006101	0.0631	0.474897
43	-0.140223	-1.4505	0.074925
44	-0.284984	-2.9479	0.001964
45	-0.254673	-2.6344	0.00484
46	0.032846	0.3398	0.367351
47	0.293901	3.0401	0.001487
48	0.369703	3.8242	0.00011

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.516456 & 5.3423 & 0 \tabularnewline
2 & -0.080944 & -0.8373 & 0.202147 \tabularnewline
3 & -0.522348 & -5.4032 & 0 \tabularnewline
4 & -0.47161 & -4.8784 & 2e-06 \tabularnewline
5 & -0.095631 & -0.9892 & 0.162395 \tabularnewline
6 & 0.246604 & 2.5509 & 0.006079 \tabularnewline
7 & 0.332697 & 3.4414 & 0.000413 \tabularnewline
8 & 0.234603 & 2.4268 & 0.008453 \tabularnewline
9 & 0.015209 & 0.1573 & 0.437642 \tabularnewline
10 & -0.152039 & -1.5727 & 0.059371 \tabularnewline
11 & -0.175268 & -1.813 & 0.036319 \tabularnewline
12 & -0.154298 & -1.5961 & 0.056711 \tabularnewline
13 & 0.03984 & 0.4121 & 0.340543 \tabularnewline
14 & 0.144566 & 1.4954 & 0.068877 \tabularnewline
15 & 0.127203 & 1.3158 & 0.095527 \tabularnewline
16 & -0.0377 & -0.39 & 0.348668 \tabularnewline
17 & -0.184976 & -1.9134 & 0.029184 \tabularnewline
18 & -0.128473 & -1.3289 & 0.093348 \tabularnewline
19 & 0.108973 & 1.1272 & 0.131084 \tabularnewline
20 & 0.297571 & 3.0781 & 0.001323 \tabularnewline
21 & 0.279093 & 2.887 & 0.002354 \tabularnewline
22 & 0.027076 & 0.2801 & 0.389978 \tabularnewline
23 & -0.286039 & -2.9588 & 0.001901 \tabularnewline
24 & -0.39868 & -4.124 & 3.7e-05 \tabularnewline
25 & -0.181043 & -1.8727 & 0.031919 \tabularnewline
26 & 0.151349 & 1.5656 & 0.060201 \tabularnewline
27 & 0.329539 & 3.4088 & 0.00046 \tabularnewline
28 & 0.212418 & 2.1973 & 0.015078 \tabularnewline
29 & -0.030646 & -0.317 & 0.37593 \tabularnewline
30 & -0.248082 & -2.5662 & 0.005833 \tabularnewline
31 & -0.225378 & -2.3313 & 0.010805 \tabularnewline
32 & -0.059105 & -0.6114 & 0.271121 \tabularnewline
33 & 0.136821 & 1.4153 & 0.079945 \tabularnewline
34 & 0.129084 & 1.3353 & 0.092314 \tabularnewline
35 & 0.054599 & 0.5648 & 0.286705 \tabularnewline
36 & -0.098721 & -1.0212 & 0.154738 \tabularnewline
37 & -0.129564 & -1.3402 & 0.091507 \tabularnewline
38 & -0.04084 & -0.4224 & 0.336773 \tabularnewline
39 & 0.041895 & 0.4334 & 0.332809 \tabularnewline
40 & 0.128662 & 1.3309 & 0.093028 \tabularnewline
41 & 0.136593 & 1.4129 & 0.080289 \tabularnewline
42 & 0.006101 & 0.0631 & 0.474897 \tabularnewline
43 & -0.140223 & -1.4505 & 0.074925 \tabularnewline
44 & -0.284984 & -2.9479 & 0.001964 \tabularnewline
45 & -0.254673 & -2.6344 & 0.00484 \tabularnewline
46 & 0.032846 & 0.3398 & 0.367351 \tabularnewline
47 & 0.293901 & 3.0401 & 0.001487 \tabularnewline
48 & 0.369703 & 3.8242 & 0.00011 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112717&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]0.516456[/C][C]5.3423[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.080944[/C][C]-0.8373[/C][C]0.202147[/C][/ROW]
[ROW][C]3[/C][C]-0.522348[/C][C]-5.4032[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]-0.47161[/C][C]-4.8784[/C][C]2e-06[/C][/ROW]
[ROW][C]5[/C][C]-0.095631[/C][C]-0.9892[/C][C]0.162395[/C][/ROW]
[ROW][C]6[/C][C]0.246604[/C][C]2.5509[/C][C]0.006079[/C][/ROW]
[ROW][C]7[/C][C]0.332697[/C][C]3.4414[/C][C]0.000413[/C][/ROW]
[ROW][C]8[/C][C]0.234603[/C][C]2.4268[/C][C]0.008453[/C][/ROW]
[ROW][C]9[/C][C]0.015209[/C][C]0.1573[/C][C]0.437642[/C][/ROW]
[ROW][C]10[/C][C]-0.152039[/C][C]-1.5727[/C][C]0.059371[/C][/ROW]
[ROW][C]11[/C][C]-0.175268[/C][C]-1.813[/C][C]0.036319[/C][/ROW]
[ROW][C]12[/C][C]-0.154298[/C][C]-1.5961[/C][C]0.056711[/C][/ROW]
[ROW][C]13[/C][C]0.03984[/C][C]0.4121[/C][C]0.340543[/C][/ROW]
[ROW][C]14[/C][C]0.144566[/C][C]1.4954[/C][C]0.068877[/C][/ROW]
[ROW][C]15[/C][C]0.127203[/C][C]1.3158[/C][C]0.095527[/C][/ROW]
[ROW][C]16[/C][C]-0.0377[/C][C]-0.39[/C][C]0.348668[/C][/ROW]
[ROW][C]17[/C][C]-0.184976[/C][C]-1.9134[/C][C]0.029184[/C][/ROW]
[ROW][C]18[/C][C]-0.128473[/C][C]-1.3289[/C][C]0.093348[/C][/ROW]
[ROW][C]19[/C][C]0.108973[/C][C]1.1272[/C][C]0.131084[/C][/ROW]
[ROW][C]20[/C][C]0.297571[/C][C]3.0781[/C][C]0.001323[/C][/ROW]
[ROW][C]21[/C][C]0.279093[/C][C]2.887[/C][C]0.002354[/C][/ROW]
[ROW][C]22[/C][C]0.027076[/C][C]0.2801[/C][C]0.389978[/C][/ROW]
[ROW][C]23[/C][C]-0.286039[/C][C]-2.9588[/C][C]0.001901[/C][/ROW]
[ROW][C]24[/C][C]-0.39868[/C][C]-4.124[/C][C]3.7e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.181043[/C][C]-1.8727[/C][C]0.031919[/C][/ROW]
[ROW][C]26[/C][C]0.151349[/C][C]1.5656[/C][C]0.060201[/C][/ROW]
[ROW][C]27[/C][C]0.329539[/C][C]3.4088[/C][C]0.00046[/C][/ROW]
[ROW][C]28[/C][C]0.212418[/C][C]2.1973[/C][C]0.015078[/C][/ROW]
[ROW][C]29[/C][C]-0.030646[/C][C]-0.317[/C][C]0.37593[/C][/ROW]
[ROW][C]30[/C][C]-0.248082[/C][C]-2.5662[/C][C]0.005833[/C][/ROW]
[ROW][C]31[/C][C]-0.225378[/C][C]-2.3313[/C][C]0.010805[/C][/ROW]
[ROW][C]32[/C][C]-0.059105[/C][C]-0.6114[/C][C]0.271121[/C][/ROW]
[ROW][C]33[/C][C]0.136821[/C][C]1.4153[/C][C]0.079945[/C][/ROW]
[ROW][C]34[/C][C]0.129084[/C][C]1.3353[/C][C]0.092314[/C][/ROW]
[ROW][C]35[/C][C]0.054599[/C][C]0.5648[/C][C]0.286705[/C][/ROW]
[ROW][C]36[/C][C]-0.098721[/C][C]-1.0212[/C][C]0.154738[/C][/ROW]
[ROW][C]37[/C][C]-0.129564[/C][C]-1.3402[/C][C]0.091507[/C][/ROW]
[ROW][C]38[/C][C]-0.04084[/C][C]-0.4224[/C][C]0.336773[/C][/ROW]
[ROW][C]39[/C][C]0.041895[/C][C]0.4334[/C][C]0.332809[/C][/ROW]
[ROW][C]40[/C][C]0.128662[/C][C]1.3309[/C][C]0.093028[/C][/ROW]
[ROW][C]41[/C][C]0.136593[/C][C]1.4129[/C][C]0.080289[/C][/ROW]
[ROW][C]42[/C][C]0.006101[/C][C]0.0631[/C][C]0.474897[/C][/ROW]
[ROW][C]43[/C][C]-0.140223[/C][C]-1.4505[/C][C]0.074925[/C][/ROW]
[ROW][C]44[/C][C]-0.284984[/C][C]-2.9479[/C][C]0.001964[/C][/ROW]
[ROW][C]45[/C][C]-0.254673[/C][C]-2.6344[/C][C]0.00484[/C][/ROW]
[ROW][C]46[/C][C]0.032846[/C][C]0.3398[/C][C]0.367351[/C][/ROW]
[ROW][C]47[/C][C]0.293901[/C][C]3.0401[/C][C]0.001487[/C][/ROW]
[ROW][C]48[/C][C]0.369703[/C][C]3.8242[/C][C]0.00011[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112717&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112717&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	0.516456	5.3423	0
2	-0.080944	-0.8373	0.202147
3	-0.522348	-5.4032	0
4	-0.47161	-4.8784	2e-06
5	-0.095631	-0.9892	0.162395
6	0.246604	2.5509	0.006079
7	0.332697	3.4414	0.000413
8	0.234603	2.4268	0.008453
9	0.015209	0.1573	0.437642
10	-0.152039	-1.5727	0.059371
11	-0.175268	-1.813	0.036319
12	-0.154298	-1.5961	0.056711
13	0.03984	0.4121	0.340543
14	0.144566	1.4954	0.068877
15	0.127203	1.3158	0.095527
16	-0.0377	-0.39	0.348668
17	-0.184976	-1.9134	0.029184
18	-0.128473	-1.3289	0.093348
19	0.108973	1.1272	0.131084
20	0.297571	3.0781	0.001323
21	0.279093	2.887	0.002354
22	0.027076	0.2801	0.389978
23	-0.286039	-2.9588	0.001901
24	-0.39868	-4.124	3.7e-05
25	-0.181043	-1.8727	0.031919
26	0.151349	1.5656	0.060201
27	0.329539	3.4088	0.00046
28	0.212418	2.1973	0.015078
29	-0.030646	-0.317	0.37593
30	-0.248082	-2.5662	0.005833
31	-0.225378	-2.3313	0.010805
32	-0.059105	-0.6114	0.271121
33	0.136821	1.4153	0.079945
34	0.129084	1.3353	0.092314
35	0.054599	0.5648	0.286705
36	-0.098721	-1.0212	0.154738
37	-0.129564	-1.3402	0.091507
38	-0.04084	-0.4224	0.336773
39	0.041895	0.4334	0.332809
40	0.128662	1.3309	0.093028
41	0.136593	1.4129	0.080289
42	0.006101	0.0631	0.474897
43	-0.140223	-1.4505	0.074925
44	-0.284984	-2.9479	0.001964
45	-0.254673	-2.6344	0.00484
46	0.032846	0.3398	0.367351
47	0.293901	3.0401	0.001487
48	0.369703	3.8242	0.00011

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.516456	5.3423	0
2	-0.474136	-4.9045	2e-06
3	-0.379735	-3.928	7.6e-05
4	0.027052	0.2798	0.390075
5	0.089143	0.9221	0.179274
6	-0.024128	-0.2496	0.401694
7	-0.009722	-0.1006	0.460041
8	0.161075	1.6662	0.049302
9	0.019199	0.1986	0.421476
10	-0.032535	-0.3365	0.368561
11	0.048811	0.5049	0.307332
12	-0.120324	-1.2446	0.107991
13	0.16066	1.6619	0.049732
14	-0.035911	-0.3715	0.355512
15	-0.098463	-1.0185	0.155366
16	-0.115802	-1.1979	0.116808
17	-0.036361	-0.3761	0.353784
18	0.122695	1.2692	0.103568
19	0.136721	1.4143	0.080096
20	0.115853	1.1984	0.116706
21	0.067082	0.6939	0.244625
22	-0.010935	-0.1131	0.455075
23	-0.109155	-1.1291	0.130689
24	-0.149268	-1.544	0.062766
25	0.11804	1.221	0.112381
26	-0.01275	-0.1319	0.447659
27	-0.101147	-1.0463	0.148897
28	-0.116023	-1.2002	0.116365
29	0.015452	0.1598	0.436655
30	-0.051109	-0.5287	0.299062
31	0.096133	0.9944	0.161134
32	0.083556	0.8643	0.194677
33	0.053989	0.5585	0.288846
34	-0.180003	-1.862	0.032676
35	0.033444	0.3459	0.36503
36	-0.124847	-1.2914	0.099669
37	0.046591	0.4819	0.315415
38	0.099751	1.0318	0.152239
39	-0.116445	-1.2045	0.115523
40	-0.030972	-0.3204	0.374654
41	0.079351	0.8208	0.20679
42	-0.082858	-0.8571	0.196656
43	0.058595	0.6061	0.272864
44	-0.166593	-1.7233	0.043866
45	-0.0441	-0.4562	0.324594
46	0.078999	0.8172	0.207822
47	0.049935	0.5165	0.303273
48	-0.035227	-0.3644	0.358144

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.516456 & 5.3423 & 0 \tabularnewline
2 & -0.474136 & -4.9045 & 2e-06 \tabularnewline
3 & -0.379735 & -3.928 & 7.6e-05 \tabularnewline
4 & 0.027052 & 0.2798 & 0.390075 \tabularnewline
5 & 0.089143 & 0.9221 & 0.179274 \tabularnewline
6 & -0.024128 & -0.2496 & 0.401694 \tabularnewline
7 & -0.009722 & -0.1006 & 0.460041 \tabularnewline
8 & 0.161075 & 1.6662 & 0.049302 \tabularnewline
9 & 0.019199 & 0.1986 & 0.421476 \tabularnewline
10 & -0.032535 & -0.3365 & 0.368561 \tabularnewline
11 & 0.048811 & 0.5049 & 0.307332 \tabularnewline
12 & -0.120324 & -1.2446 & 0.107991 \tabularnewline
13 & 0.16066 & 1.6619 & 0.049732 \tabularnewline
14 & -0.035911 & -0.3715 & 0.355512 \tabularnewline
15 & -0.098463 & -1.0185 & 0.155366 \tabularnewline
16 & -0.115802 & -1.1979 & 0.116808 \tabularnewline
17 & -0.036361 & -0.3761 & 0.353784 \tabularnewline
18 & 0.122695 & 1.2692 & 0.103568 \tabularnewline
19 & 0.136721 & 1.4143 & 0.080096 \tabularnewline
20 & 0.115853 & 1.1984 & 0.116706 \tabularnewline
21 & 0.067082 & 0.6939 & 0.244625 \tabularnewline
22 & -0.010935 & -0.1131 & 0.455075 \tabularnewline
23 & -0.109155 & -1.1291 & 0.130689 \tabularnewline
24 & -0.149268 & -1.544 & 0.062766 \tabularnewline
25 & 0.11804 & 1.221 & 0.112381 \tabularnewline
26 & -0.01275 & -0.1319 & 0.447659 \tabularnewline
27 & -0.101147 & -1.0463 & 0.148897 \tabularnewline
28 & -0.116023 & -1.2002 & 0.116365 \tabularnewline
29 & 0.015452 & 0.1598 & 0.436655 \tabularnewline
30 & -0.051109 & -0.5287 & 0.299062 \tabularnewline
31 & 0.096133 & 0.9944 & 0.161134 \tabularnewline
32 & 0.083556 & 0.8643 & 0.194677 \tabularnewline
33 & 0.053989 & 0.5585 & 0.288846 \tabularnewline
34 & -0.180003 & -1.862 & 0.032676 \tabularnewline
35 & 0.033444 & 0.3459 & 0.36503 \tabularnewline
36 & -0.124847 & -1.2914 & 0.099669 \tabularnewline
37 & 0.046591 & 0.4819 & 0.315415 \tabularnewline
38 & 0.099751 & 1.0318 & 0.152239 \tabularnewline
39 & -0.116445 & -1.2045 & 0.115523 \tabularnewline
40 & -0.030972 & -0.3204 & 0.374654 \tabularnewline
41 & 0.079351 & 0.8208 & 0.20679 \tabularnewline
42 & -0.082858 & -0.8571 & 0.196656 \tabularnewline
43 & 0.058595 & 0.6061 & 0.272864 \tabularnewline
44 & -0.166593 & -1.7233 & 0.043866 \tabularnewline
45 & -0.0441 & -0.4562 & 0.324594 \tabularnewline
46 & 0.078999 & 0.8172 & 0.207822 \tabularnewline
47 & 0.049935 & 0.5165 & 0.303273 \tabularnewline
48 & -0.035227 & -0.3644 & 0.358144 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112717&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]0.516456[/C][C]5.3423[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.474136[/C][C]-4.9045[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.379735[/C][C]-3.928[/C][C]7.6e-05[/C][/ROW]
[ROW][C]4[/C][C]0.027052[/C][C]0.2798[/C][C]0.390075[/C][/ROW]
[ROW][C]5[/C][C]0.089143[/C][C]0.9221[/C][C]0.179274[/C][/ROW]
[ROW][C]6[/C][C]-0.024128[/C][C]-0.2496[/C][C]0.401694[/C][/ROW]
[ROW][C]7[/C][C]-0.009722[/C][C]-0.1006[/C][C]0.460041[/C][/ROW]
[ROW][C]8[/C][C]0.161075[/C][C]1.6662[/C][C]0.049302[/C][/ROW]
[ROW][C]9[/C][C]0.019199[/C][C]0.1986[/C][C]0.421476[/C][/ROW]
[ROW][C]10[/C][C]-0.032535[/C][C]-0.3365[/C][C]0.368561[/C][/ROW]
[ROW][C]11[/C][C]0.048811[/C][C]0.5049[/C][C]0.307332[/C][/ROW]
[ROW][C]12[/C][C]-0.120324[/C][C]-1.2446[/C][C]0.107991[/C][/ROW]
[ROW][C]13[/C][C]0.16066[/C][C]1.6619[/C][C]0.049732[/C][/ROW]
[ROW][C]14[/C][C]-0.035911[/C][C]-0.3715[/C][C]0.355512[/C][/ROW]
[ROW][C]15[/C][C]-0.098463[/C][C]-1.0185[/C][C]0.155366[/C][/ROW]
[ROW][C]16[/C][C]-0.115802[/C][C]-1.1979[/C][C]0.116808[/C][/ROW]
[ROW][C]17[/C][C]-0.036361[/C][C]-0.3761[/C][C]0.353784[/C][/ROW]
[ROW][C]18[/C][C]0.122695[/C][C]1.2692[/C][C]0.103568[/C][/ROW]
[ROW][C]19[/C][C]0.136721[/C][C]1.4143[/C][C]0.080096[/C][/ROW]
[ROW][C]20[/C][C]0.115853[/C][C]1.1984[/C][C]0.116706[/C][/ROW]
[ROW][C]21[/C][C]0.067082[/C][C]0.6939[/C][C]0.244625[/C][/ROW]
[ROW][C]22[/C][C]-0.010935[/C][C]-0.1131[/C][C]0.455075[/C][/ROW]
[ROW][C]23[/C][C]-0.109155[/C][C]-1.1291[/C][C]0.130689[/C][/ROW]
[ROW][C]24[/C][C]-0.149268[/C][C]-1.544[/C][C]0.062766[/C][/ROW]
[ROW][C]25[/C][C]0.11804[/C][C]1.221[/C][C]0.112381[/C][/ROW]
[ROW][C]26[/C][C]-0.01275[/C][C]-0.1319[/C][C]0.447659[/C][/ROW]
[ROW][C]27[/C][C]-0.101147[/C][C]-1.0463[/C][C]0.148897[/C][/ROW]
[ROW][C]28[/C][C]-0.116023[/C][C]-1.2002[/C][C]0.116365[/C][/ROW]
[ROW][C]29[/C][C]0.015452[/C][C]0.1598[/C][C]0.436655[/C][/ROW]
[ROW][C]30[/C][C]-0.051109[/C][C]-0.5287[/C][C]0.299062[/C][/ROW]
[ROW][C]31[/C][C]0.096133[/C][C]0.9944[/C][C]0.161134[/C][/ROW]
[ROW][C]32[/C][C]0.083556[/C][C]0.8643[/C][C]0.194677[/C][/ROW]
[ROW][C]33[/C][C]0.053989[/C][C]0.5585[/C][C]0.288846[/C][/ROW]
[ROW][C]34[/C][C]-0.180003[/C][C]-1.862[/C][C]0.032676[/C][/ROW]
[ROW][C]35[/C][C]0.033444[/C][C]0.3459[/C][C]0.36503[/C][/ROW]
[ROW][C]36[/C][C]-0.124847[/C][C]-1.2914[/C][C]0.099669[/C][/ROW]
[ROW][C]37[/C][C]0.046591[/C][C]0.4819[/C][C]0.315415[/C][/ROW]
[ROW][C]38[/C][C]0.099751[/C][C]1.0318[/C][C]0.152239[/C][/ROW]
[ROW][C]39[/C][C]-0.116445[/C][C]-1.2045[/C][C]0.115523[/C][/ROW]
[ROW][C]40[/C][C]-0.030972[/C][C]-0.3204[/C][C]0.374654[/C][/ROW]
[ROW][C]41[/C][C]0.079351[/C][C]0.8208[/C][C]0.20679[/C][/ROW]
[ROW][C]42[/C][C]-0.082858[/C][C]-0.8571[/C][C]0.196656[/C][/ROW]
[ROW][C]43[/C][C]0.058595[/C][C]0.6061[/C][C]0.272864[/C][/ROW]
[ROW][C]44[/C][C]-0.166593[/C][C]-1.7233[/C][C]0.043866[/C][/ROW]
[ROW][C]45[/C][C]-0.0441[/C][C]-0.4562[/C][C]0.324594[/C][/ROW]
[ROW][C]46[/C][C]0.078999[/C][C]0.8172[/C][C]0.207822[/C][/ROW]
[ROW][C]47[/C][C]0.049935[/C][C]0.5165[/C][C]0.303273[/C][/ROW]
[ROW][C]48[/C][C]-0.035227[/C][C]-0.3644[/C][C]0.358144[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112717&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112717&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	0.516456	5.3423	0
2	-0.474136	-4.9045	2e-06
3	-0.379735	-3.928	7.6e-05
4	0.027052	0.2798	0.390075
5	0.089143	0.9221	0.179274
6	-0.024128	-0.2496	0.401694
7	-0.009722	-0.1006	0.460041
8	0.161075	1.6662	0.049302
9	0.019199	0.1986	0.421476
10	-0.032535	-0.3365	0.368561
11	0.048811	0.5049	0.307332
12	-0.120324	-1.2446	0.107991
13	0.16066	1.6619	0.049732
14	-0.035911	-0.3715	0.355512
15	-0.098463	-1.0185	0.155366
16	-0.115802	-1.1979	0.116808
17	-0.036361	-0.3761	0.353784
18	0.122695	1.2692	0.103568
19	0.136721	1.4143	0.080096
20	0.115853	1.1984	0.116706
21	0.067082	0.6939	0.244625
22	-0.010935	-0.1131	0.455075
23	-0.109155	-1.1291	0.130689
24	-0.149268	-1.544	0.062766
25	0.11804	1.221	0.112381
26	-0.01275	-0.1319	0.447659
27	-0.101147	-1.0463	0.148897
28	-0.116023	-1.2002	0.116365
29	0.015452	0.1598	0.436655
30	-0.051109	-0.5287	0.299062
31	0.096133	0.9944	0.161134
32	0.083556	0.8643	0.194677
33	0.053989	0.5585	0.288846
34	-0.180003	-1.862	0.032676
35	0.033444	0.3459	0.36503
36	-0.124847	-1.2914	0.099669
37	0.046591	0.4819	0.315415
38	0.099751	1.0318	0.152239
39	-0.116445	-1.2045	0.115523
40	-0.030972	-0.3204	0.374654
41	0.079351	0.8208	0.20679
42	-0.082858	-0.8571	0.196656
43	0.058595	0.6061	0.272864
44	-0.166593	-1.7233	0.043866
45	-0.0441	-0.4562	0.324594
46	0.078999	0.8172	0.207822
47	0.049935	0.5165	0.303273
48	-0.035227	-0.3644	0.358144

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 = 12 ; par2 = Single ; par3 = additive ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; 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