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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 24 Dec 2010 10:17:12 +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/t1293185716xqomj392j89jxnz.htm/, Retrieved Tue, 30 Apr 2024 07:58:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114700, Retrieved Tue, 30 Apr 2024 07:58:42 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

160

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] [ACFKoffie2] [2010-12-24 10:17:12] [9be3691a9b6ce074cb51fd18377fce28] [Current]

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Dataseries X:

Download CSV

Histogram

Boxplots

7,14
7,24
7,33
7,61
7,66
7,69
7,7
7,68
7,71
7,71
7,72
7,68
7,72
7,74
7,76
7,9
7,97
7,96
7,95
7,97
7,93
7,99
7,96
7,92
7,97
7,98
8
8,04
8,17
8,29
8,26
8,3
8,32
8,28
8,27
8,32
8,31
8,34
8,32
8,36
8,33
8,35
8,34
8,37
8,31
8,33
8,34
8,25
8,27
8,31
8,25
8,3
8,3
8,35
8,78
8,9

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	'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 & 2 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114700&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114700&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114700&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.85167	6.3733	0
2	0.712805	5.3341	1e-06
3	0.632531	4.7334	8e-06
4	0.588766	4.4059	2.4e-05
5	0.554642	4.1506	5.7e-05
6	0.530391	3.9691	0.000104
7	0.497038	3.7195	0.000232
8	0.47009	3.5178	0.000436
9	0.451235	3.3767	0.00067
10	0.418567	3.1323	0.001379
11	0.388608	2.9081	0.002602
12	0.350434	2.6224	0.005612
13	0.301547	2.2566	0.013978
14	0.249302	1.8656	0.033669
15	0.192675	1.4418	0.077457
16	0.156655	1.1723	0.123021
17	0.124902	0.9347	0.176982
18	0.095813	0.717	0.238177
19	0.063301	0.4737	0.318778
20	0.036709	0.2747	0.392278
21	0.001878	0.0141	0.49442
22	-0.016416	-0.1228	0.451336
23	-0.042814	-0.3204	0.374931
24	-0.085254	-0.638	0.263042
25	-0.123088	-0.9211	0.180473
26	-0.169992	-1.2721	0.104296
27	-0.234951	-1.7582	0.042088
28	-0.288959	-2.1624	0.017438
29	-0.312776	-2.3406	0.01142
30	-0.315582	-2.3616	0.01085
31	-0.323533	-2.4211	0.00937
32	-0.32152	-2.406	0.009726
33	-0.3073	-2.2996	0.01261
34	-0.308426	-2.308	0.012357
35	-0.314945	-2.3568	0.010977
36	-0.30601	-2.29	0.012906
37	-0.30624	-2.2917	0.012853
38	-0.2988	-2.236	0.014677
39	-0.301421	-2.2556	0.01401
40	-0.309959	-2.3195	0.012019
41	-0.3188	-2.3857	0.010227
42	-0.306963	-2.2971	0.012687
43	-0.296419	-2.2182	0.015307
44	-0.277025	-2.0731	0.02139
45	-0.25751	-1.927	0.029528
46	-0.240601	-1.8005	0.038585
47	-0.223207	-1.6703	0.050217
48	-0.21632	-1.6188	0.055556

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.85167 & 6.3733 & 0 \tabularnewline
2 & 0.712805 & 5.3341 & 1e-06 \tabularnewline
3 & 0.632531 & 4.7334 & 8e-06 \tabularnewline
4 & 0.588766 & 4.4059 & 2.4e-05 \tabularnewline
5 & 0.554642 & 4.1506 & 5.7e-05 \tabularnewline
6 & 0.530391 & 3.9691 & 0.000104 \tabularnewline
7 & 0.497038 & 3.7195 & 0.000232 \tabularnewline
8 & 0.47009 & 3.5178 & 0.000436 \tabularnewline
9 & 0.451235 & 3.3767 & 0.00067 \tabularnewline
10 & 0.418567 & 3.1323 & 0.001379 \tabularnewline
11 & 0.388608 & 2.9081 & 0.002602 \tabularnewline
12 & 0.350434 & 2.6224 & 0.005612 \tabularnewline
13 & 0.301547 & 2.2566 & 0.013978 \tabularnewline
14 & 0.249302 & 1.8656 & 0.033669 \tabularnewline
15 & 0.192675 & 1.4418 & 0.077457 \tabularnewline
16 & 0.156655 & 1.1723 & 0.123021 \tabularnewline
17 & 0.124902 & 0.9347 & 0.176982 \tabularnewline
18 & 0.095813 & 0.717 & 0.238177 \tabularnewline
19 & 0.063301 & 0.4737 & 0.318778 \tabularnewline
20 & 0.036709 & 0.2747 & 0.392278 \tabularnewline
21 & 0.001878 & 0.0141 & 0.49442 \tabularnewline
22 & -0.016416 & -0.1228 & 0.451336 \tabularnewline
23 & -0.042814 & -0.3204 & 0.374931 \tabularnewline
24 & -0.085254 & -0.638 & 0.263042 \tabularnewline
25 & -0.123088 & -0.9211 & 0.180473 \tabularnewline
26 & -0.169992 & -1.2721 & 0.104296 \tabularnewline
27 & -0.234951 & -1.7582 & 0.042088 \tabularnewline
28 & -0.288959 & -2.1624 & 0.017438 \tabularnewline
29 & -0.312776 & -2.3406 & 0.01142 \tabularnewline
30 & -0.315582 & -2.3616 & 0.01085 \tabularnewline
31 & -0.323533 & -2.4211 & 0.00937 \tabularnewline
32 & -0.32152 & -2.406 & 0.009726 \tabularnewline
33 & -0.3073 & -2.2996 & 0.01261 \tabularnewline
34 & -0.308426 & -2.308 & 0.012357 \tabularnewline
35 & -0.314945 & -2.3568 & 0.010977 \tabularnewline
36 & -0.30601 & -2.29 & 0.012906 \tabularnewline
37 & -0.30624 & -2.2917 & 0.012853 \tabularnewline
38 & -0.2988 & -2.236 & 0.014677 \tabularnewline
39 & -0.301421 & -2.2556 & 0.01401 \tabularnewline
40 & -0.309959 & -2.3195 & 0.012019 \tabularnewline
41 & -0.3188 & -2.3857 & 0.010227 \tabularnewline
42 & -0.306963 & -2.2971 & 0.012687 \tabularnewline
43 & -0.296419 & -2.2182 & 0.015307 \tabularnewline
44 & -0.277025 & -2.0731 & 0.02139 \tabularnewline
45 & -0.25751 & -1.927 & 0.029528 \tabularnewline
46 & -0.240601 & -1.8005 & 0.038585 \tabularnewline
47 & -0.223207 & -1.6703 & 0.050217 \tabularnewline
48 & -0.21632 & -1.6188 & 0.055556 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114700&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]0.85167[/C][C]6.3733[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.712805[/C][C]5.3341[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.632531[/C][C]4.7334[/C][C]8e-06[/C][/ROW]
[ROW][C]4[/C][C]0.588766[/C][C]4.4059[/C][C]2.4e-05[/C][/ROW]
[ROW][C]5[/C][C]0.554642[/C][C]4.1506[/C][C]5.7e-05[/C][/ROW]
[ROW][C]6[/C][C]0.530391[/C][C]3.9691[/C][C]0.000104[/C][/ROW]
[ROW][C]7[/C][C]0.497038[/C][C]3.7195[/C][C]0.000232[/C][/ROW]
[ROW][C]8[/C][C]0.47009[/C][C]3.5178[/C][C]0.000436[/C][/ROW]
[ROW][C]9[/C][C]0.451235[/C][C]3.3767[/C][C]0.00067[/C][/ROW]
[ROW][C]10[/C][C]0.418567[/C][C]3.1323[/C][C]0.001379[/C][/ROW]
[ROW][C]11[/C][C]0.388608[/C][C]2.9081[/C][C]0.002602[/C][/ROW]
[ROW][C]12[/C][C]0.350434[/C][C]2.6224[/C][C]0.005612[/C][/ROW]
[ROW][C]13[/C][C]0.301547[/C][C]2.2566[/C][C]0.013978[/C][/ROW]
[ROW][C]14[/C][C]0.249302[/C][C]1.8656[/C][C]0.033669[/C][/ROW]
[ROW][C]15[/C][C]0.192675[/C][C]1.4418[/C][C]0.077457[/C][/ROW]
[ROW][C]16[/C][C]0.156655[/C][C]1.1723[/C][C]0.123021[/C][/ROW]
[ROW][C]17[/C][C]0.124902[/C][C]0.9347[/C][C]0.176982[/C][/ROW]
[ROW][C]18[/C][C]0.095813[/C][C]0.717[/C][C]0.238177[/C][/ROW]
[ROW][C]19[/C][C]0.063301[/C][C]0.4737[/C][C]0.318778[/C][/ROW]
[ROW][C]20[/C][C]0.036709[/C][C]0.2747[/C][C]0.392278[/C][/ROW]
[ROW][C]21[/C][C]0.001878[/C][C]0.0141[/C][C]0.49442[/C][/ROW]
[ROW][C]22[/C][C]-0.016416[/C][C]-0.1228[/C][C]0.451336[/C][/ROW]
[ROW][C]23[/C][C]-0.042814[/C][C]-0.3204[/C][C]0.374931[/C][/ROW]
[ROW][C]24[/C][C]-0.085254[/C][C]-0.638[/C][C]0.263042[/C][/ROW]
[ROW][C]25[/C][C]-0.123088[/C][C]-0.9211[/C][C]0.180473[/C][/ROW]
[ROW][C]26[/C][C]-0.169992[/C][C]-1.2721[/C][C]0.104296[/C][/ROW]
[ROW][C]27[/C][C]-0.234951[/C][C]-1.7582[/C][C]0.042088[/C][/ROW]
[ROW][C]28[/C][C]-0.288959[/C][C]-2.1624[/C][C]0.017438[/C][/ROW]
[ROW][C]29[/C][C]-0.312776[/C][C]-2.3406[/C][C]0.01142[/C][/ROW]
[ROW][C]30[/C][C]-0.315582[/C][C]-2.3616[/C][C]0.01085[/C][/ROW]
[ROW][C]31[/C][C]-0.323533[/C][C]-2.4211[/C][C]0.00937[/C][/ROW]
[ROW][C]32[/C][C]-0.32152[/C][C]-2.406[/C][C]0.009726[/C][/ROW]
[ROW][C]33[/C][C]-0.3073[/C][C]-2.2996[/C][C]0.01261[/C][/ROW]
[ROW][C]34[/C][C]-0.308426[/C][C]-2.308[/C][C]0.012357[/C][/ROW]
[ROW][C]35[/C][C]-0.314945[/C][C]-2.3568[/C][C]0.010977[/C][/ROW]
[ROW][C]36[/C][C]-0.30601[/C][C]-2.29[/C][C]0.012906[/C][/ROW]
[ROW][C]37[/C][C]-0.30624[/C][C]-2.2917[/C][C]0.012853[/C][/ROW]
[ROW][C]38[/C][C]-0.2988[/C][C]-2.236[/C][C]0.014677[/C][/ROW]
[ROW][C]39[/C][C]-0.301421[/C][C]-2.2556[/C][C]0.01401[/C][/ROW]
[ROW][C]40[/C][C]-0.309959[/C][C]-2.3195[/C][C]0.012019[/C][/ROW]
[ROW][C]41[/C][C]-0.3188[/C][C]-2.3857[/C][C]0.010227[/C][/ROW]
[ROW][C]42[/C][C]-0.306963[/C][C]-2.2971[/C][C]0.012687[/C][/ROW]
[ROW][C]43[/C][C]-0.296419[/C][C]-2.2182[/C][C]0.015307[/C][/ROW]
[ROW][C]44[/C][C]-0.277025[/C][C]-2.0731[/C][C]0.02139[/C][/ROW]
[ROW][C]45[/C][C]-0.25751[/C][C]-1.927[/C][C]0.029528[/C][/ROW]
[ROW][C]46[/C][C]-0.240601[/C][C]-1.8005[/C][C]0.038585[/C][/ROW]
[ROW][C]47[/C][C]-0.223207[/C][C]-1.6703[/C][C]0.050217[/C][/ROW]
[ROW][C]48[/C][C]-0.21632[/C][C]-1.6188[/C][C]0.055556[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114700&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114700&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	0.85167	6.3733	0
2	0.712805	5.3341	1e-06
3	0.632531	4.7334	8e-06
4	0.588766	4.4059	2.4e-05
5	0.554642	4.1506	5.7e-05
6	0.530391	3.9691	0.000104
7	0.497038	3.7195	0.000232
8	0.47009	3.5178	0.000436
9	0.451235	3.3767	0.00067
10	0.418567	3.1323	0.001379
11	0.388608	2.9081	0.002602
12	0.350434	2.6224	0.005612
13	0.301547	2.2566	0.013978
14	0.249302	1.8656	0.033669
15	0.192675	1.4418	0.077457
16	0.156655	1.1723	0.123021
17	0.124902	0.9347	0.176982
18	0.095813	0.717	0.238177
19	0.063301	0.4737	0.318778
20	0.036709	0.2747	0.392278
21	0.001878	0.0141	0.49442
22	-0.016416	-0.1228	0.451336
23	-0.042814	-0.3204	0.374931
24	-0.085254	-0.638	0.263042
25	-0.123088	-0.9211	0.180473
26	-0.169992	-1.2721	0.104296
27	-0.234951	-1.7582	0.042088
28	-0.288959	-2.1624	0.017438
29	-0.312776	-2.3406	0.01142
30	-0.315582	-2.3616	0.01085
31	-0.323533	-2.4211	0.00937
32	-0.32152	-2.406	0.009726
33	-0.3073	-2.2996	0.01261
34	-0.308426	-2.308	0.012357
35	-0.314945	-2.3568	0.010977
36	-0.30601	-2.29	0.012906
37	-0.30624	-2.2917	0.012853
38	-0.2988	-2.236	0.014677
39	-0.301421	-2.2556	0.01401
40	-0.309959	-2.3195	0.012019
41	-0.3188	-2.3857	0.010227
42	-0.306963	-2.2971	0.012687
43	-0.296419	-2.2182	0.015307
44	-0.277025	-2.0731	0.02139
45	-0.25751	-1.927	0.029528
46	-0.240601	-1.8005	0.038585
47	-0.223207	-1.6703	0.050217
48	-0.21632	-1.6188	0.055556

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.85167	6.3733	0
2	-0.045647	-0.3416	0.366968
3	0.133614	0.9999	0.160836
4	0.093498	0.6997	0.243512
5	0.050109	0.375	0.354545
6	0.067549	0.5055	0.307599
7	-0.00589	-0.0441	0.482499
8	0.042934	0.3213	0.374593
9	0.033683	0.2521	0.400957
10	-0.040059	-0.2998	0.382729
11	0.015397	0.1152	0.45434
12	-0.051077	-0.3822	0.351872
13	-0.062613	-0.4686	0.320603
14	-0.058872	-0.4406	0.330613
15	-0.086546	-0.6477	0.259927
16	0.011004	0.0823	0.467332
17	-0.046054	-0.3446	0.365829
18	-0.018377	-0.1375	0.445557
19	-0.031709	-0.2373	0.406649
20	-0.00928	-0.0694	0.472441
21	-0.04894	-0.3662	0.357785
22	0.034118	0.2553	0.399707
23	-0.049417	-0.3698	0.356461
24	-0.064431	-0.4822	0.315785
25	-0.023463	-0.1756	0.430627
26	-0.094115	-0.7043	0.242084
27	-0.131172	-0.9816	0.16526
28	-0.066939	-0.5009	0.309193
29	-0.004882	-0.0365	0.485492
30	0.018562	0.1389	0.445011
31	-0.038019	-0.2845	0.388537
32	0.049418	0.3698	0.356459
33	0.065231	0.4881	0.313678
34	-0.03402	-0.2546	0.399989
35	0.020038	0.15	0.440671
36	0.061537	0.4605	0.32347
37	-0.011983	-0.0897	0.464433
38	0.048539	0.3632	0.358899
39	-0.044938	-0.3363	0.368956
40	-0.025904	-0.1938	0.423499
41	-0.048382	-0.3621	0.359337
42	-0.003302	-0.0247	0.490187
43	-0.033903	-0.2537	0.400326
44	0.014462	0.1082	0.457102
45	-0.007537	-0.0564	0.47761
46	0.007174	0.0537	0.47869
47	0.009581	0.0717	0.471549
48	-0.035162	-0.2631	0.396708

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.85167 & 6.3733 & 0 \tabularnewline
2 & -0.045647 & -0.3416 & 0.366968 \tabularnewline
3 & 0.133614 & 0.9999 & 0.160836 \tabularnewline
4 & 0.093498 & 0.6997 & 0.243512 \tabularnewline
5 & 0.050109 & 0.375 & 0.354545 \tabularnewline
6 & 0.067549 & 0.5055 & 0.307599 \tabularnewline
7 & -0.00589 & -0.0441 & 0.482499 \tabularnewline
8 & 0.042934 & 0.3213 & 0.374593 \tabularnewline
9 & 0.033683 & 0.2521 & 0.400957 \tabularnewline
10 & -0.040059 & -0.2998 & 0.382729 \tabularnewline
11 & 0.015397 & 0.1152 & 0.45434 \tabularnewline
12 & -0.051077 & -0.3822 & 0.351872 \tabularnewline
13 & -0.062613 & -0.4686 & 0.320603 \tabularnewline
14 & -0.058872 & -0.4406 & 0.330613 \tabularnewline
15 & -0.086546 & -0.6477 & 0.259927 \tabularnewline
16 & 0.011004 & 0.0823 & 0.467332 \tabularnewline
17 & -0.046054 & -0.3446 & 0.365829 \tabularnewline
18 & -0.018377 & -0.1375 & 0.445557 \tabularnewline
19 & -0.031709 & -0.2373 & 0.406649 \tabularnewline
20 & -0.00928 & -0.0694 & 0.472441 \tabularnewline
21 & -0.04894 & -0.3662 & 0.357785 \tabularnewline
22 & 0.034118 & 0.2553 & 0.399707 \tabularnewline
23 & -0.049417 & -0.3698 & 0.356461 \tabularnewline
24 & -0.064431 & -0.4822 & 0.315785 \tabularnewline
25 & -0.023463 & -0.1756 & 0.430627 \tabularnewline
26 & -0.094115 & -0.7043 & 0.242084 \tabularnewline
27 & -0.131172 & -0.9816 & 0.16526 \tabularnewline
28 & -0.066939 & -0.5009 & 0.309193 \tabularnewline
29 & -0.004882 & -0.0365 & 0.485492 \tabularnewline
30 & 0.018562 & 0.1389 & 0.445011 \tabularnewline
31 & -0.038019 & -0.2845 & 0.388537 \tabularnewline
32 & 0.049418 & 0.3698 & 0.356459 \tabularnewline
33 & 0.065231 & 0.4881 & 0.313678 \tabularnewline
34 & -0.03402 & -0.2546 & 0.399989 \tabularnewline
35 & 0.020038 & 0.15 & 0.440671 \tabularnewline
36 & 0.061537 & 0.4605 & 0.32347 \tabularnewline
37 & -0.011983 & -0.0897 & 0.464433 \tabularnewline
38 & 0.048539 & 0.3632 & 0.358899 \tabularnewline
39 & -0.044938 & -0.3363 & 0.368956 \tabularnewline
40 & -0.025904 & -0.1938 & 0.423499 \tabularnewline
41 & -0.048382 & -0.3621 & 0.359337 \tabularnewline
42 & -0.003302 & -0.0247 & 0.490187 \tabularnewline
43 & -0.033903 & -0.2537 & 0.400326 \tabularnewline
44 & 0.014462 & 0.1082 & 0.457102 \tabularnewline
45 & -0.007537 & -0.0564 & 0.47761 \tabularnewline
46 & 0.007174 & 0.0537 & 0.47869 \tabularnewline
47 & 0.009581 & 0.0717 & 0.471549 \tabularnewline
48 & -0.035162 & -0.2631 & 0.396708 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114700&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]0.85167[/C][C]6.3733[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.045647[/C][C]-0.3416[/C][C]0.366968[/C][/ROW]
[ROW][C]3[/C][C]0.133614[/C][C]0.9999[/C][C]0.160836[/C][/ROW]
[ROW][C]4[/C][C]0.093498[/C][C]0.6997[/C][C]0.243512[/C][/ROW]
[ROW][C]5[/C][C]0.050109[/C][C]0.375[/C][C]0.354545[/C][/ROW]
[ROW][C]6[/C][C]0.067549[/C][C]0.5055[/C][C]0.307599[/C][/ROW]
[ROW][C]7[/C][C]-0.00589[/C][C]-0.0441[/C][C]0.482499[/C][/ROW]
[ROW][C]8[/C][C]0.042934[/C][C]0.3213[/C][C]0.374593[/C][/ROW]
[ROW][C]9[/C][C]0.033683[/C][C]0.2521[/C][C]0.400957[/C][/ROW]
[ROW][C]10[/C][C]-0.040059[/C][C]-0.2998[/C][C]0.382729[/C][/ROW]
[ROW][C]11[/C][C]0.015397[/C][C]0.1152[/C][C]0.45434[/C][/ROW]
[ROW][C]12[/C][C]-0.051077[/C][C]-0.3822[/C][C]0.351872[/C][/ROW]
[ROW][C]13[/C][C]-0.062613[/C][C]-0.4686[/C][C]0.320603[/C][/ROW]
[ROW][C]14[/C][C]-0.058872[/C][C]-0.4406[/C][C]0.330613[/C][/ROW]
[ROW][C]15[/C][C]-0.086546[/C][C]-0.6477[/C][C]0.259927[/C][/ROW]
[ROW][C]16[/C][C]0.011004[/C][C]0.0823[/C][C]0.467332[/C][/ROW]
[ROW][C]17[/C][C]-0.046054[/C][C]-0.3446[/C][C]0.365829[/C][/ROW]
[ROW][C]18[/C][C]-0.018377[/C][C]-0.1375[/C][C]0.445557[/C][/ROW]
[ROW][C]19[/C][C]-0.031709[/C][C]-0.2373[/C][C]0.406649[/C][/ROW]
[ROW][C]20[/C][C]-0.00928[/C][C]-0.0694[/C][C]0.472441[/C][/ROW]
[ROW][C]21[/C][C]-0.04894[/C][C]-0.3662[/C][C]0.357785[/C][/ROW]
[ROW][C]22[/C][C]0.034118[/C][C]0.2553[/C][C]0.399707[/C][/ROW]
[ROW][C]23[/C][C]-0.049417[/C][C]-0.3698[/C][C]0.356461[/C][/ROW]
[ROW][C]24[/C][C]-0.064431[/C][C]-0.4822[/C][C]0.315785[/C][/ROW]
[ROW][C]25[/C][C]-0.023463[/C][C]-0.1756[/C][C]0.430627[/C][/ROW]
[ROW][C]26[/C][C]-0.094115[/C][C]-0.7043[/C][C]0.242084[/C][/ROW]
[ROW][C]27[/C][C]-0.131172[/C][C]-0.9816[/C][C]0.16526[/C][/ROW]
[ROW][C]28[/C][C]-0.066939[/C][C]-0.5009[/C][C]0.309193[/C][/ROW]
[ROW][C]29[/C][C]-0.004882[/C][C]-0.0365[/C][C]0.485492[/C][/ROW]
[ROW][C]30[/C][C]0.018562[/C][C]0.1389[/C][C]0.445011[/C][/ROW]
[ROW][C]31[/C][C]-0.038019[/C][C]-0.2845[/C][C]0.388537[/C][/ROW]
[ROW][C]32[/C][C]0.049418[/C][C]0.3698[/C][C]0.356459[/C][/ROW]
[ROW][C]33[/C][C]0.065231[/C][C]0.4881[/C][C]0.313678[/C][/ROW]
[ROW][C]34[/C][C]-0.03402[/C][C]-0.2546[/C][C]0.399989[/C][/ROW]
[ROW][C]35[/C][C]0.020038[/C][C]0.15[/C][C]0.440671[/C][/ROW]
[ROW][C]36[/C][C]0.061537[/C][C]0.4605[/C][C]0.32347[/C][/ROW]
[ROW][C]37[/C][C]-0.011983[/C][C]-0.0897[/C][C]0.464433[/C][/ROW]
[ROW][C]38[/C][C]0.048539[/C][C]0.3632[/C][C]0.358899[/C][/ROW]
[ROW][C]39[/C][C]-0.044938[/C][C]-0.3363[/C][C]0.368956[/C][/ROW]
[ROW][C]40[/C][C]-0.025904[/C][C]-0.1938[/C][C]0.423499[/C][/ROW]
[ROW][C]41[/C][C]-0.048382[/C][C]-0.3621[/C][C]0.359337[/C][/ROW]
[ROW][C]42[/C][C]-0.003302[/C][C]-0.0247[/C][C]0.490187[/C][/ROW]
[ROW][C]43[/C][C]-0.033903[/C][C]-0.2537[/C][C]0.400326[/C][/ROW]
[ROW][C]44[/C][C]0.014462[/C][C]0.1082[/C][C]0.457102[/C][/ROW]
[ROW][C]45[/C][C]-0.007537[/C][C]-0.0564[/C][C]0.47761[/C][/ROW]
[ROW][C]46[/C][C]0.007174[/C][C]0.0537[/C][C]0.47869[/C][/ROW]
[ROW][C]47[/C][C]0.009581[/C][C]0.0717[/C][C]0.471549[/C][/ROW]
[ROW][C]48[/C][C]-0.035162[/C][C]-0.2631[/C][C]0.396708[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114700&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114700&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	0.85167	6.3733	0
2	-0.045647	-0.3416	0.366968
3	0.133614	0.9999	0.160836
4	0.093498	0.6997	0.243512
5	0.050109	0.375	0.354545
6	0.067549	0.5055	0.307599
7	-0.00589	-0.0441	0.482499
8	0.042934	0.3213	0.374593
9	0.033683	0.2521	0.400957
10	-0.040059	-0.2998	0.382729
11	0.015397	0.1152	0.45434
12	-0.051077	-0.3822	0.351872
13	-0.062613	-0.4686	0.320603
14	-0.058872	-0.4406	0.330613
15	-0.086546	-0.6477	0.259927
16	0.011004	0.0823	0.467332
17	-0.046054	-0.3446	0.365829
18	-0.018377	-0.1375	0.445557
19	-0.031709	-0.2373	0.406649
20	-0.00928	-0.0694	0.472441
21	-0.04894	-0.3662	0.357785
22	0.034118	0.2553	0.399707
23	-0.049417	-0.3698	0.356461
24	-0.064431	-0.4822	0.315785
25	-0.023463	-0.1756	0.430627
26	-0.094115	-0.7043	0.242084
27	-0.131172	-0.9816	0.16526
28	-0.066939	-0.5009	0.309193
29	-0.004882	-0.0365	0.485492
30	0.018562	0.1389	0.445011
31	-0.038019	-0.2845	0.388537
32	0.049418	0.3698	0.356459
33	0.065231	0.4881	0.313678
34	-0.03402	-0.2546	0.399989
35	0.020038	0.15	0.440671
36	0.061537	0.4605	0.32347
37	-0.011983	-0.0897	0.464433
38	0.048539	0.3632	0.358899
39	-0.044938	-0.3363	0.368956
40	-0.025904	-0.1938	0.423499
41	-0.048382	-0.3621	0.359337
42	-0.003302	-0.0247	0.490187
43	-0.033903	-0.2537	0.400326
44	0.014462	0.1082	0.457102
45	-0.007537	-0.0564	0.47761
46	0.007174	0.0537	0.47869
47	0.009581	0.0717	0.471549
48	-0.035162	-0.2631	0.396708

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