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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 24 Dec 2010 10:01:53 +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/24/t1293184829ojlaomumkh9kqvp.htm/, Retrieved Tue, 30 Apr 2024 08:03:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114683, Retrieved Tue, 30 Apr 2024 08:03:35 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

149

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
-    D          [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c]
-    D            [(Partial) Autocorrelation Function] [methode 1 (d=0 D= 0)] [2009-11-27 20:21:42] [4b453aa14d54730625f8d3de5f1f6d82]
-    D              [(Partial) Autocorrelation Function] [koffie en thee] [2009-12-16 19:04:55] [7773f496f69461f4a67891f0ef752622]
-    D                [(Partial) Autocorrelation Function] [Appelen Jonagold ...] [2009-12-17 16:51:16] [7773f496f69461f4a67891f0ef752622]
-   PD                  [(Partial) Autocorrelation Function] [ACFKoffie] [2010-12-20 13:05:39] [3fb95cad3bbcce10c72dbbcc5bec5662]
-   PD                      [(Partial) Autocorrelation Function] [ACFKoffie] [2010-12-24 10:01:53] [9be3691a9b6ce074cb51fd18377fce28] [Current]

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Dataseries X:

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Histogram

Boxplots

1.64
1.65
1.65
1.65
1.66
1.66
1.67
1.67
1.68
1.68
1.68
1.68
1.69
1.69
1.7
1.7
1.71
1.71
1.71
1.71
1.72
1.72
1.72
1.73
1.73
1.73
1.74
1.75
1.75
1.76
1.76
1.77
1.77
1.78
1.79
1.8
1.8
1.81
1.81
1.81
1.81
1.82
1.82
1.82
1.83
1.83
1.83
1.84
1.84
1.85
1.85
1.86
1.86
1.86
1.86
1.86

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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114683&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114683&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114683&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.95017	7.1104	0
2	0.903542	6.7615	0
3	0.852769	6.3815	0
4	0.798983	5.979	0
5	0.745384	5.5779	0
6	0.694235	5.1952	1e-06
7	0.643651	4.8166	6e-06
8	0.594009	4.4452	2.1e-05
9	0.544932	4.0779	7.3e-05
10	0.498304	3.729	0.000225
11	0.448286	3.3547	0.000716
12	0.395629	2.9606	0.002248
13	0.348625	2.6089	0.005814
14	0.299359	2.2402	0.014532
15	0.251413	1.8814	0.03256
16	0.204032	1.5268	0.066216
17	0.159476	1.1934	0.11887
18	0.112283	0.8403	0.20217
19	0.062453	0.4674	0.32103
20	0.014318	0.1071	0.457528
21	-0.031368	-0.2347	0.407635
22	-0.076112	-0.5696	0.285625
23	-0.118783	-0.8889	0.188932
24	-0.155426	-1.1631	0.124861
25	-0.193199	-1.4458	0.076908
26	-0.229653	-1.7186	0.045609
27	-0.262905	-1.9674	0.027049
28	-0.289751	-2.1683	0.0172
29	-0.318105	-2.3805	0.010359
30	-0.340053	-2.5447	0.00686
31	-0.359175	-2.6878	0.004727
32	-0.375471	-2.8098	0.003408
33	-0.392521	-2.9374	0.002399
34	-0.403165	-3.017	0.001918
35	-0.409853	-3.0671	0.001663
36	-0.413715	-3.096	0.001531
37	-0.414375	-3.1009	0.001509
38	-0.411831	-3.0819	0.001594
39	-0.409665	-3.0656	0.00167
40	-0.408252	-3.0551	0.001721
41	-0.403636	-3.0205	0.001899
42	-0.395441	-2.9592	0.002257
43	-0.383289	-2.8683	0.002905
44	-0.372645	-2.7886	0.003609
45	-0.353711	-2.6469	0.005264
46	-0.335531	-2.5109	0.007478
47	-0.317728	-2.3777	0.010431
48	-0.295968	-2.2148	0.015429

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.95017 & 7.1104 & 0 \tabularnewline
2 & 0.903542 & 6.7615 & 0 \tabularnewline
3 & 0.852769 & 6.3815 & 0 \tabularnewline
4 & 0.798983 & 5.979 & 0 \tabularnewline
5 & 0.745384 & 5.5779 & 0 \tabularnewline
6 & 0.694235 & 5.1952 & 1e-06 \tabularnewline
7 & 0.643651 & 4.8166 & 6e-06 \tabularnewline
8 & 0.594009 & 4.4452 & 2.1e-05 \tabularnewline
9 & 0.544932 & 4.0779 & 7.3e-05 \tabularnewline
10 & 0.498304 & 3.729 & 0.000225 \tabularnewline
11 & 0.448286 & 3.3547 & 0.000716 \tabularnewline
12 & 0.395629 & 2.9606 & 0.002248 \tabularnewline
13 & 0.348625 & 2.6089 & 0.005814 \tabularnewline
14 & 0.299359 & 2.2402 & 0.014532 \tabularnewline
15 & 0.251413 & 1.8814 & 0.03256 \tabularnewline
16 & 0.204032 & 1.5268 & 0.066216 \tabularnewline
17 & 0.159476 & 1.1934 & 0.11887 \tabularnewline
18 & 0.112283 & 0.8403 & 0.20217 \tabularnewline
19 & 0.062453 & 0.4674 & 0.32103 \tabularnewline
20 & 0.014318 & 0.1071 & 0.457528 \tabularnewline
21 & -0.031368 & -0.2347 & 0.407635 \tabularnewline
22 & -0.076112 & -0.5696 & 0.285625 \tabularnewline
23 & -0.118783 & -0.8889 & 0.188932 \tabularnewline
24 & -0.155426 & -1.1631 & 0.124861 \tabularnewline
25 & -0.193199 & -1.4458 & 0.076908 \tabularnewline
26 & -0.229653 & -1.7186 & 0.045609 \tabularnewline
27 & -0.262905 & -1.9674 & 0.027049 \tabularnewline
28 & -0.289751 & -2.1683 & 0.0172 \tabularnewline
29 & -0.318105 & -2.3805 & 0.010359 \tabularnewline
30 & -0.340053 & -2.5447 & 0.00686 \tabularnewline
31 & -0.359175 & -2.6878 & 0.004727 \tabularnewline
32 & -0.375471 & -2.8098 & 0.003408 \tabularnewline
33 & -0.392521 & -2.9374 & 0.002399 \tabularnewline
34 & -0.403165 & -3.017 & 0.001918 \tabularnewline
35 & -0.409853 & -3.0671 & 0.001663 \tabularnewline
36 & -0.413715 & -3.096 & 0.001531 \tabularnewline
37 & -0.414375 & -3.1009 & 0.001509 \tabularnewline
38 & -0.411831 & -3.0819 & 0.001594 \tabularnewline
39 & -0.409665 & -3.0656 & 0.00167 \tabularnewline
40 & -0.408252 & -3.0551 & 0.001721 \tabularnewline
41 & -0.403636 & -3.0205 & 0.001899 \tabularnewline
42 & -0.395441 & -2.9592 & 0.002257 \tabularnewline
43 & -0.383289 & -2.8683 & 0.002905 \tabularnewline
44 & -0.372645 & -2.7886 & 0.003609 \tabularnewline
45 & -0.353711 & -2.6469 & 0.005264 \tabularnewline
46 & -0.335531 & -2.5109 & 0.007478 \tabularnewline
47 & -0.317728 & -2.3777 & 0.010431 \tabularnewline
48 & -0.295968 & -2.2148 & 0.015429 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114683&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]0.95017[/C][C]7.1104[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.903542[/C][C]6.7615[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.852769[/C][C]6.3815[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.798983[/C][C]5.979[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.745384[/C][C]5.5779[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.694235[/C][C]5.1952[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.643651[/C][C]4.8166[/C][C]6e-06[/C][/ROW]
[ROW][C]8[/C][C]0.594009[/C][C]4.4452[/C][C]2.1e-05[/C][/ROW]
[ROW][C]9[/C][C]0.544932[/C][C]4.0779[/C][C]7.3e-05[/C][/ROW]
[ROW][C]10[/C][C]0.498304[/C][C]3.729[/C][C]0.000225[/C][/ROW]
[ROW][C]11[/C][C]0.448286[/C][C]3.3547[/C][C]0.000716[/C][/ROW]
[ROW][C]12[/C][C]0.395629[/C][C]2.9606[/C][C]0.002248[/C][/ROW]
[ROW][C]13[/C][C]0.348625[/C][C]2.6089[/C][C]0.005814[/C][/ROW]
[ROW][C]14[/C][C]0.299359[/C][C]2.2402[/C][C]0.014532[/C][/ROW]
[ROW][C]15[/C][C]0.251413[/C][C]1.8814[/C][C]0.03256[/C][/ROW]
[ROW][C]16[/C][C]0.204032[/C][C]1.5268[/C][C]0.066216[/C][/ROW]
[ROW][C]17[/C][C]0.159476[/C][C]1.1934[/C][C]0.11887[/C][/ROW]
[ROW][C]18[/C][C]0.112283[/C][C]0.8403[/C][C]0.20217[/C][/ROW]
[ROW][C]19[/C][C]0.062453[/C][C]0.4674[/C][C]0.32103[/C][/ROW]
[ROW][C]20[/C][C]0.014318[/C][C]0.1071[/C][C]0.457528[/C][/ROW]
[ROW][C]21[/C][C]-0.031368[/C][C]-0.2347[/C][C]0.407635[/C][/ROW]
[ROW][C]22[/C][C]-0.076112[/C][C]-0.5696[/C][C]0.285625[/C][/ROW]
[ROW][C]23[/C][C]-0.118783[/C][C]-0.8889[/C][C]0.188932[/C][/ROW]
[ROW][C]24[/C][C]-0.155426[/C][C]-1.1631[/C][C]0.124861[/C][/ROW]
[ROW][C]25[/C][C]-0.193199[/C][C]-1.4458[/C][C]0.076908[/C][/ROW]
[ROW][C]26[/C][C]-0.229653[/C][C]-1.7186[/C][C]0.045609[/C][/ROW]
[ROW][C]27[/C][C]-0.262905[/C][C]-1.9674[/C][C]0.027049[/C][/ROW]
[ROW][C]28[/C][C]-0.289751[/C][C]-2.1683[/C][C]0.0172[/C][/ROW]
[ROW][C]29[/C][C]-0.318105[/C][C]-2.3805[/C][C]0.010359[/C][/ROW]
[ROW][C]30[/C][C]-0.340053[/C][C]-2.5447[/C][C]0.00686[/C][/ROW]
[ROW][C]31[/C][C]-0.359175[/C][C]-2.6878[/C][C]0.004727[/C][/ROW]
[ROW][C]32[/C][C]-0.375471[/C][C]-2.8098[/C][C]0.003408[/C][/ROW]
[ROW][C]33[/C][C]-0.392521[/C][C]-2.9374[/C][C]0.002399[/C][/ROW]
[ROW][C]34[/C][C]-0.403165[/C][C]-3.017[/C][C]0.001918[/C][/ROW]
[ROW][C]35[/C][C]-0.409853[/C][C]-3.0671[/C][C]0.001663[/C][/ROW]
[ROW][C]36[/C][C]-0.413715[/C][C]-3.096[/C][C]0.001531[/C][/ROW]
[ROW][C]37[/C][C]-0.414375[/C][C]-3.1009[/C][C]0.001509[/C][/ROW]
[ROW][C]38[/C][C]-0.411831[/C][C]-3.0819[/C][C]0.001594[/C][/ROW]
[ROW][C]39[/C][C]-0.409665[/C][C]-3.0656[/C][C]0.00167[/C][/ROW]
[ROW][C]40[/C][C]-0.408252[/C][C]-3.0551[/C][C]0.001721[/C][/ROW]
[ROW][C]41[/C][C]-0.403636[/C][C]-3.0205[/C][C]0.001899[/C][/ROW]
[ROW][C]42[/C][C]-0.395441[/C][C]-2.9592[/C][C]0.002257[/C][/ROW]
[ROW][C]43[/C][C]-0.383289[/C][C]-2.8683[/C][C]0.002905[/C][/ROW]
[ROW][C]44[/C][C]-0.372645[/C][C]-2.7886[/C][C]0.003609[/C][/ROW]
[ROW][C]45[/C][C]-0.353711[/C][C]-2.6469[/C][C]0.005264[/C][/ROW]
[ROW][C]46[/C][C]-0.335531[/C][C]-2.5109[/C][C]0.007478[/C][/ROW]
[ROW][C]47[/C][C]-0.317728[/C][C]-2.3777[/C][C]0.010431[/C][/ROW]
[ROW][C]48[/C][C]-0.295968[/C][C]-2.2148[/C][C]0.015429[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114683&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114683&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	0.95017	7.1104	0
2	0.903542	6.7615	0
3	0.852769	6.3815	0
4	0.798983	5.979	0
5	0.745384	5.5779	0
6	0.694235	5.1952	1e-06
7	0.643651	4.8166	6e-06
8	0.594009	4.4452	2.1e-05
9	0.544932	4.0779	7.3e-05
10	0.498304	3.729	0.000225
11	0.448286	3.3547	0.000716
12	0.395629	2.9606	0.002248
13	0.348625	2.6089	0.005814
14	0.299359	2.2402	0.014532
15	0.251413	1.8814	0.03256
16	0.204032	1.5268	0.066216
17	0.159476	1.1934	0.11887
18	0.112283	0.8403	0.20217
19	0.062453	0.4674	0.32103
20	0.014318	0.1071	0.457528
21	-0.031368	-0.2347	0.407635
22	-0.076112	-0.5696	0.285625
23	-0.118783	-0.8889	0.188932
24	-0.155426	-1.1631	0.124861
25	-0.193199	-1.4458	0.076908
26	-0.229653	-1.7186	0.045609
27	-0.262905	-1.9674	0.027049
28	-0.289751	-2.1683	0.0172
29	-0.318105	-2.3805	0.010359
30	-0.340053	-2.5447	0.00686
31	-0.359175	-2.6878	0.004727
32	-0.375471	-2.8098	0.003408
33	-0.392521	-2.9374	0.002399
34	-0.403165	-3.017	0.001918
35	-0.409853	-3.0671	0.001663
36	-0.413715	-3.096	0.001531
37	-0.414375	-3.1009	0.001509
38	-0.411831	-3.0819	0.001594
39	-0.409665	-3.0656	0.00167
40	-0.408252	-3.0551	0.001721
41	-0.403636	-3.0205	0.001899
42	-0.395441	-2.9592	0.002257
43	-0.383289	-2.8683	0.002905
44	-0.372645	-2.7886	0.003609
45	-0.353711	-2.6469	0.005264
46	-0.335531	-2.5109	0.007478
47	-0.317728	-2.3777	0.010431
48	-0.295968	-2.2148	0.015429

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.95017	7.1104	0
2	0.007405	0.0554	0.478002
3	-0.066143	-0.495	0.31128
4	-0.061176	-0.4578	0.324434
5	-0.028453	-0.2129	0.416082
6	-0.002663	-0.0199	0.492085
7	-0.021688	-0.1623	0.435828
8	-0.022735	-0.1701	0.432759
9	-0.026944	-0.2016	0.420469
10	-0.007092	-0.0531	0.478931
11	-0.065162	-0.4876	0.313858
12	-0.066383	-0.4968	0.310651
13	0.021124	0.1581	0.437482
14	-0.049763	-0.3724	0.355502
15	-0.026914	-0.2014	0.420555
16	-0.035121	-0.2628	0.396825
17	-0.010469	-0.0783	0.468916
18	-0.063763	-0.4772	0.317554
19	-0.075461	-0.5647	0.287266
20	-0.031211	-0.2336	0.408087
21	-0.015673	-0.1173	0.453526
22	-0.028954	-0.2167	0.414625
23	-0.033925	-0.2539	0.400262
24	0.011126	0.0833	0.466973
25	-0.051952	-0.3888	0.349458
26	-0.043093	-0.3225	0.374145
27	-0.019449	-0.1455	0.442401
28	0.022288	0.1668	0.434069
29	-0.048893	-0.3659	0.357916
30	0.010651	0.0797	0.468378
31	-0.014739	-0.1103	0.456283
32	-0.011987	-0.0897	0.464423
33	-0.048785	-0.3651	0.358215
34	0.014077	0.1053	0.458241
35	0.009346	0.0699	0.472247
36	0.004075	0.0305	0.487891
37	-0.004734	-0.0354	0.485934
38	-0.006087	-0.0455	0.481916
39	-0.032235	-0.2412	0.405132
40	-0.037549	-0.281	0.389877
41	-0.009292	-0.0695	0.472406
42	0.016333	0.1222	0.451578
43	0.024648	0.1844	0.427164
44	-0.037685	-0.282	0.389487
45	0.045707	0.342	0.366802
46	-0.016802	-0.1257	0.450197
47	-0.024477	-0.1832	0.427664
48	0.016807	0.1258	0.450181

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.95017 & 7.1104 & 0 \tabularnewline
2 & 0.007405 & 0.0554 & 0.478002 \tabularnewline
3 & -0.066143 & -0.495 & 0.31128 \tabularnewline
4 & -0.061176 & -0.4578 & 0.324434 \tabularnewline
5 & -0.028453 & -0.2129 & 0.416082 \tabularnewline
6 & -0.002663 & -0.0199 & 0.492085 \tabularnewline
7 & -0.021688 & -0.1623 & 0.435828 \tabularnewline
8 & -0.022735 & -0.1701 & 0.432759 \tabularnewline
9 & -0.026944 & -0.2016 & 0.420469 \tabularnewline
10 & -0.007092 & -0.0531 & 0.478931 \tabularnewline
11 & -0.065162 & -0.4876 & 0.313858 \tabularnewline
12 & -0.066383 & -0.4968 & 0.310651 \tabularnewline
13 & 0.021124 & 0.1581 & 0.437482 \tabularnewline
14 & -0.049763 & -0.3724 & 0.355502 \tabularnewline
15 & -0.026914 & -0.2014 & 0.420555 \tabularnewline
16 & -0.035121 & -0.2628 & 0.396825 \tabularnewline
17 & -0.010469 & -0.0783 & 0.468916 \tabularnewline
18 & -0.063763 & -0.4772 & 0.317554 \tabularnewline
19 & -0.075461 & -0.5647 & 0.287266 \tabularnewline
20 & -0.031211 & -0.2336 & 0.408087 \tabularnewline
21 & -0.015673 & -0.1173 & 0.453526 \tabularnewline
22 & -0.028954 & -0.2167 & 0.414625 \tabularnewline
23 & -0.033925 & -0.2539 & 0.400262 \tabularnewline
24 & 0.011126 & 0.0833 & 0.466973 \tabularnewline
25 & -0.051952 & -0.3888 & 0.349458 \tabularnewline
26 & -0.043093 & -0.3225 & 0.374145 \tabularnewline
27 & -0.019449 & -0.1455 & 0.442401 \tabularnewline
28 & 0.022288 & 0.1668 & 0.434069 \tabularnewline
29 & -0.048893 & -0.3659 & 0.357916 \tabularnewline
30 & 0.010651 & 0.0797 & 0.468378 \tabularnewline
31 & -0.014739 & -0.1103 & 0.456283 \tabularnewline
32 & -0.011987 & -0.0897 & 0.464423 \tabularnewline
33 & -0.048785 & -0.3651 & 0.358215 \tabularnewline
34 & 0.014077 & 0.1053 & 0.458241 \tabularnewline
35 & 0.009346 & 0.0699 & 0.472247 \tabularnewline
36 & 0.004075 & 0.0305 & 0.487891 \tabularnewline
37 & -0.004734 & -0.0354 & 0.485934 \tabularnewline
38 & -0.006087 & -0.0455 & 0.481916 \tabularnewline
39 & -0.032235 & -0.2412 & 0.405132 \tabularnewline
40 & -0.037549 & -0.281 & 0.389877 \tabularnewline
41 & -0.009292 & -0.0695 & 0.472406 \tabularnewline
42 & 0.016333 & 0.1222 & 0.451578 \tabularnewline
43 & 0.024648 & 0.1844 & 0.427164 \tabularnewline
44 & -0.037685 & -0.282 & 0.389487 \tabularnewline
45 & 0.045707 & 0.342 & 0.366802 \tabularnewline
46 & -0.016802 & -0.1257 & 0.450197 \tabularnewline
47 & -0.024477 & -0.1832 & 0.427664 \tabularnewline
48 & 0.016807 & 0.1258 & 0.450181 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114683&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]0.95017[/C][C]7.1104[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.007405[/C][C]0.0554[/C][C]0.478002[/C][/ROW]
[ROW][C]3[/C][C]-0.066143[/C][C]-0.495[/C][C]0.31128[/C][/ROW]
[ROW][C]4[/C][C]-0.061176[/C][C]-0.4578[/C][C]0.324434[/C][/ROW]
[ROW][C]5[/C][C]-0.028453[/C][C]-0.2129[/C][C]0.416082[/C][/ROW]
[ROW][C]6[/C][C]-0.002663[/C][C]-0.0199[/C][C]0.492085[/C][/ROW]
[ROW][C]7[/C][C]-0.021688[/C][C]-0.1623[/C][C]0.435828[/C][/ROW]
[ROW][C]8[/C][C]-0.022735[/C][C]-0.1701[/C][C]0.432759[/C][/ROW]
[ROW][C]9[/C][C]-0.026944[/C][C]-0.2016[/C][C]0.420469[/C][/ROW]
[ROW][C]10[/C][C]-0.007092[/C][C]-0.0531[/C][C]0.478931[/C][/ROW]
[ROW][C]11[/C][C]-0.065162[/C][C]-0.4876[/C][C]0.313858[/C][/ROW]
[ROW][C]12[/C][C]-0.066383[/C][C]-0.4968[/C][C]0.310651[/C][/ROW]
[ROW][C]13[/C][C]0.021124[/C][C]0.1581[/C][C]0.437482[/C][/ROW]
[ROW][C]14[/C][C]-0.049763[/C][C]-0.3724[/C][C]0.355502[/C][/ROW]
[ROW][C]15[/C][C]-0.026914[/C][C]-0.2014[/C][C]0.420555[/C][/ROW]
[ROW][C]16[/C][C]-0.035121[/C][C]-0.2628[/C][C]0.396825[/C][/ROW]
[ROW][C]17[/C][C]-0.010469[/C][C]-0.0783[/C][C]0.468916[/C][/ROW]
[ROW][C]18[/C][C]-0.063763[/C][C]-0.4772[/C][C]0.317554[/C][/ROW]
[ROW][C]19[/C][C]-0.075461[/C][C]-0.5647[/C][C]0.287266[/C][/ROW]
[ROW][C]20[/C][C]-0.031211[/C][C]-0.2336[/C][C]0.408087[/C][/ROW]
[ROW][C]21[/C][C]-0.015673[/C][C]-0.1173[/C][C]0.453526[/C][/ROW]
[ROW][C]22[/C][C]-0.028954[/C][C]-0.2167[/C][C]0.414625[/C][/ROW]
[ROW][C]23[/C][C]-0.033925[/C][C]-0.2539[/C][C]0.400262[/C][/ROW]
[ROW][C]24[/C][C]0.011126[/C][C]0.0833[/C][C]0.466973[/C][/ROW]
[ROW][C]25[/C][C]-0.051952[/C][C]-0.3888[/C][C]0.349458[/C][/ROW]
[ROW][C]26[/C][C]-0.043093[/C][C]-0.3225[/C][C]0.374145[/C][/ROW]
[ROW][C]27[/C][C]-0.019449[/C][C]-0.1455[/C][C]0.442401[/C][/ROW]
[ROW][C]28[/C][C]0.022288[/C][C]0.1668[/C][C]0.434069[/C][/ROW]
[ROW][C]29[/C][C]-0.048893[/C][C]-0.3659[/C][C]0.357916[/C][/ROW]
[ROW][C]30[/C][C]0.010651[/C][C]0.0797[/C][C]0.468378[/C][/ROW]
[ROW][C]31[/C][C]-0.014739[/C][C]-0.1103[/C][C]0.456283[/C][/ROW]
[ROW][C]32[/C][C]-0.011987[/C][C]-0.0897[/C][C]0.464423[/C][/ROW]
[ROW][C]33[/C][C]-0.048785[/C][C]-0.3651[/C][C]0.358215[/C][/ROW]
[ROW][C]34[/C][C]0.014077[/C][C]0.1053[/C][C]0.458241[/C][/ROW]
[ROW][C]35[/C][C]0.009346[/C][C]0.0699[/C][C]0.472247[/C][/ROW]
[ROW][C]36[/C][C]0.004075[/C][C]0.0305[/C][C]0.487891[/C][/ROW]
[ROW][C]37[/C][C]-0.004734[/C][C]-0.0354[/C][C]0.485934[/C][/ROW]
[ROW][C]38[/C][C]-0.006087[/C][C]-0.0455[/C][C]0.481916[/C][/ROW]
[ROW][C]39[/C][C]-0.032235[/C][C]-0.2412[/C][C]0.405132[/C][/ROW]
[ROW][C]40[/C][C]-0.037549[/C][C]-0.281[/C][C]0.389877[/C][/ROW]
[ROW][C]41[/C][C]-0.009292[/C][C]-0.0695[/C][C]0.472406[/C][/ROW]
[ROW][C]42[/C][C]0.016333[/C][C]0.1222[/C][C]0.451578[/C][/ROW]
[ROW][C]43[/C][C]0.024648[/C][C]0.1844[/C][C]0.427164[/C][/ROW]
[ROW][C]44[/C][C]-0.037685[/C][C]-0.282[/C][C]0.389487[/C][/ROW]
[ROW][C]45[/C][C]0.045707[/C][C]0.342[/C][C]0.366802[/C][/ROW]
[ROW][C]46[/C][C]-0.016802[/C][C]-0.1257[/C][C]0.450197[/C][/ROW]
[ROW][C]47[/C][C]-0.024477[/C][C]-0.1832[/C][C]0.427664[/C][/ROW]
[ROW][C]48[/C][C]0.016807[/C][C]0.1258[/C][C]0.450181[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114683&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114683&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	0.95017	7.1104	0
2	0.007405	0.0554	0.478002
3	-0.066143	-0.495	0.31128
4	-0.061176	-0.4578	0.324434
5	-0.028453	-0.2129	0.416082
6	-0.002663	-0.0199	0.492085
7	-0.021688	-0.1623	0.435828
8	-0.022735	-0.1701	0.432759
9	-0.026944	-0.2016	0.420469
10	-0.007092	-0.0531	0.478931
11	-0.065162	-0.4876	0.313858
12	-0.066383	-0.4968	0.310651
13	0.021124	0.1581	0.437482
14	-0.049763	-0.3724	0.355502
15	-0.026914	-0.2014	0.420555
16	-0.035121	-0.2628	0.396825
17	-0.010469	-0.0783	0.468916
18	-0.063763	-0.4772	0.317554
19	-0.075461	-0.5647	0.287266
20	-0.031211	-0.2336	0.408087
21	-0.015673	-0.1173	0.453526
22	-0.028954	-0.2167	0.414625
23	-0.033925	-0.2539	0.400262
24	0.011126	0.0833	0.466973
25	-0.051952	-0.3888	0.349458
26	-0.043093	-0.3225	0.374145
27	-0.019449	-0.1455	0.442401
28	0.022288	0.1668	0.434069
29	-0.048893	-0.3659	0.357916
30	0.010651	0.0797	0.468378
31	-0.014739	-0.1103	0.456283
32	-0.011987	-0.0897	0.464423
33	-0.048785	-0.3651	0.358215
34	0.014077	0.1053	0.458241
35	0.009346	0.0699	0.472247
36	0.004075	0.0305	0.487891
37	-0.004734	-0.0354	0.485934
38	-0.006087	-0.0455	0.481916
39	-0.032235	-0.2412	0.405132
40	-0.037549	-0.281	0.389877
41	-0.009292	-0.0695	0.472406
42	0.016333	0.1222	0.451578
43	0.024648	0.1844	0.427164
44	-0.037685	-0.282	0.389487
45	0.045707	0.342	0.366802
46	-0.016802	-0.1257	0.450197
47	-0.024477	-0.1832	0.427664
48	0.016807	0.1258	0.450181

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 ; 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 (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