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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 24 Dec 2010 10:21:46 +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/t1293186058wgweoxs7db7z42q.htm/, Retrieved Tue, 30 Apr 2024 04:35:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114708, Retrieved Tue, 30 Apr 2024 04:35:59 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

174

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] [ACFKoffie2d1] [2010-12-24 10:21:46] [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=114708&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=114708&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114708&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	0.227081	1.6841	0.048917
2	0.064755	0.4802	0.316481
3	0.09296	0.6894	0.246732
4	-0.120291	-0.8921	0.188113
5	-0.052912	-0.3924	0.348136
6	-0.019485	-0.1445	0.442817
7	-0.150585	-1.1168	0.134475
8	-0.098138	-0.7278	0.234909
9	-0.039389	-0.2921	0.385648
10	-0.08533	-0.6328	0.264736
11	0.008448	0.0627	0.475136
12	0.067878	0.5034	0.308348
13	0.094493	0.7008	0.243198
14	0.016135	0.1197	0.452594
15	-0.056546	-0.4194	0.338295
16	-0.051277	-0.3803	0.3526
17	-0.06253	-0.4637	0.322334
18	-0.0974	-0.7223	0.236574
19	-0.073339	-0.5439	0.294354
20	-0.067162	-0.4981	0.310203
21	-0.120824	-0.8961	0.187064
22	-0.043057	-0.3193	0.375348
23	-0.002135	-0.0158	0.493713
24	-0.00805	-0.0597	0.476304
25	0.19371	1.4366	0.07825
26	0.217145	1.6104	0.056518
27	0.095356	0.7072	0.241221
28	0.013591	0.1008	0.460039
29	-0.043761	-0.3245	0.373381
30	0.004372	0.0324	0.487127
31	-0.118894	-0.8817	0.190877
32	-0.114023	-0.8456	0.200715
33	0.021142	0.1568	0.43799
34	-0.06999	-0.5191	0.302901
35	-0.082491	-0.6118	0.271605
36	-0.023515	-0.1744	0.431098
37	-0.090008	-0.6675	0.253617
38	0.034938	0.2591	0.39826
39	0.113387	0.8409	0.202022
40	0.0176	0.1305	0.448315
41	-0.06672	-0.4948	0.311354
42	-0.021596	-0.1602	0.436669
43	-0.105973	-0.7859	0.217646
44	-0.133689	-0.9915	0.1629
45	-0.070001	-0.5191	0.302872
46	-0.035608	-0.2641	0.396354
47	-0.125037	-0.9273	0.178912
48	-0.040513	-0.3005	0.382482

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.227081 & 1.6841 & 0.048917 \tabularnewline
2 & 0.064755 & 0.4802 & 0.316481 \tabularnewline
3 & 0.09296 & 0.6894 & 0.246732 \tabularnewline
4 & -0.120291 & -0.8921 & 0.188113 \tabularnewline
5 & -0.052912 & -0.3924 & 0.348136 \tabularnewline
6 & -0.019485 & -0.1445 & 0.442817 \tabularnewline
7 & -0.150585 & -1.1168 & 0.134475 \tabularnewline
8 & -0.098138 & -0.7278 & 0.234909 \tabularnewline
9 & -0.039389 & -0.2921 & 0.385648 \tabularnewline
10 & -0.08533 & -0.6328 & 0.264736 \tabularnewline
11 & 0.008448 & 0.0627 & 0.475136 \tabularnewline
12 & 0.067878 & 0.5034 & 0.308348 \tabularnewline
13 & 0.094493 & 0.7008 & 0.243198 \tabularnewline
14 & 0.016135 & 0.1197 & 0.452594 \tabularnewline
15 & -0.056546 & -0.4194 & 0.338295 \tabularnewline
16 & -0.051277 & -0.3803 & 0.3526 \tabularnewline
17 & -0.06253 & -0.4637 & 0.322334 \tabularnewline
18 & -0.0974 & -0.7223 & 0.236574 \tabularnewline
19 & -0.073339 & -0.5439 & 0.294354 \tabularnewline
20 & -0.067162 & -0.4981 & 0.310203 \tabularnewline
21 & -0.120824 & -0.8961 & 0.187064 \tabularnewline
22 & -0.043057 & -0.3193 & 0.375348 \tabularnewline
23 & -0.002135 & -0.0158 & 0.493713 \tabularnewline
24 & -0.00805 & -0.0597 & 0.476304 \tabularnewline
25 & 0.19371 & 1.4366 & 0.07825 \tabularnewline
26 & 0.217145 & 1.6104 & 0.056518 \tabularnewline
27 & 0.095356 & 0.7072 & 0.241221 \tabularnewline
28 & 0.013591 & 0.1008 & 0.460039 \tabularnewline
29 & -0.043761 & -0.3245 & 0.373381 \tabularnewline
30 & 0.004372 & 0.0324 & 0.487127 \tabularnewline
31 & -0.118894 & -0.8817 & 0.190877 \tabularnewline
32 & -0.114023 & -0.8456 & 0.200715 \tabularnewline
33 & 0.021142 & 0.1568 & 0.43799 \tabularnewline
34 & -0.06999 & -0.5191 & 0.302901 \tabularnewline
35 & -0.082491 & -0.6118 & 0.271605 \tabularnewline
36 & -0.023515 & -0.1744 & 0.431098 \tabularnewline
37 & -0.090008 & -0.6675 & 0.253617 \tabularnewline
38 & 0.034938 & 0.2591 & 0.39826 \tabularnewline
39 & 0.113387 & 0.8409 & 0.202022 \tabularnewline
40 & 0.0176 & 0.1305 & 0.448315 \tabularnewline
41 & -0.06672 & -0.4948 & 0.311354 \tabularnewline
42 & -0.021596 & -0.1602 & 0.436669 \tabularnewline
43 & -0.105973 & -0.7859 & 0.217646 \tabularnewline
44 & -0.133689 & -0.9915 & 0.1629 \tabularnewline
45 & -0.070001 & -0.5191 & 0.302872 \tabularnewline
46 & -0.035608 & -0.2641 & 0.396354 \tabularnewline
47 & -0.125037 & -0.9273 & 0.178912 \tabularnewline
48 & -0.040513 & -0.3005 & 0.382482 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114708&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]0.227081[/C][C]1.6841[/C][C]0.048917[/C][/ROW]
[ROW][C]2[/C][C]0.064755[/C][C]0.4802[/C][C]0.316481[/C][/ROW]
[ROW][C]3[/C][C]0.09296[/C][C]0.6894[/C][C]0.246732[/C][/ROW]
[ROW][C]4[/C][C]-0.120291[/C][C]-0.8921[/C][C]0.188113[/C][/ROW]
[ROW][C]5[/C][C]-0.052912[/C][C]-0.3924[/C][C]0.348136[/C][/ROW]
[ROW][C]6[/C][C]-0.019485[/C][C]-0.1445[/C][C]0.442817[/C][/ROW]
[ROW][C]7[/C][C]-0.150585[/C][C]-1.1168[/C][C]0.134475[/C][/ROW]
[ROW][C]8[/C][C]-0.098138[/C][C]-0.7278[/C][C]0.234909[/C][/ROW]
[ROW][C]9[/C][C]-0.039389[/C][C]-0.2921[/C][C]0.385648[/C][/ROW]
[ROW][C]10[/C][C]-0.08533[/C][C]-0.6328[/C][C]0.264736[/C][/ROW]
[ROW][C]11[/C][C]0.008448[/C][C]0.0627[/C][C]0.475136[/C][/ROW]
[ROW][C]12[/C][C]0.067878[/C][C]0.5034[/C][C]0.308348[/C][/ROW]
[ROW][C]13[/C][C]0.094493[/C][C]0.7008[/C][C]0.243198[/C][/ROW]
[ROW][C]14[/C][C]0.016135[/C][C]0.1197[/C][C]0.452594[/C][/ROW]
[ROW][C]15[/C][C]-0.056546[/C][C]-0.4194[/C][C]0.338295[/C][/ROW]
[ROW][C]16[/C][C]-0.051277[/C][C]-0.3803[/C][C]0.3526[/C][/ROW]
[ROW][C]17[/C][C]-0.06253[/C][C]-0.4637[/C][C]0.322334[/C][/ROW]
[ROW][C]18[/C][C]-0.0974[/C][C]-0.7223[/C][C]0.236574[/C][/ROW]
[ROW][C]19[/C][C]-0.073339[/C][C]-0.5439[/C][C]0.294354[/C][/ROW]
[ROW][C]20[/C][C]-0.067162[/C][C]-0.4981[/C][C]0.310203[/C][/ROW]
[ROW][C]21[/C][C]-0.120824[/C][C]-0.8961[/C][C]0.187064[/C][/ROW]
[ROW][C]22[/C][C]-0.043057[/C][C]-0.3193[/C][C]0.375348[/C][/ROW]
[ROW][C]23[/C][C]-0.002135[/C][C]-0.0158[/C][C]0.493713[/C][/ROW]
[ROW][C]24[/C][C]-0.00805[/C][C]-0.0597[/C][C]0.476304[/C][/ROW]
[ROW][C]25[/C][C]0.19371[/C][C]1.4366[/C][C]0.07825[/C][/ROW]
[ROW][C]26[/C][C]0.217145[/C][C]1.6104[/C][C]0.056518[/C][/ROW]
[ROW][C]27[/C][C]0.095356[/C][C]0.7072[/C][C]0.241221[/C][/ROW]
[ROW][C]28[/C][C]0.013591[/C][C]0.1008[/C][C]0.460039[/C][/ROW]
[ROW][C]29[/C][C]-0.043761[/C][C]-0.3245[/C][C]0.373381[/C][/ROW]
[ROW][C]30[/C][C]0.004372[/C][C]0.0324[/C][C]0.487127[/C][/ROW]
[ROW][C]31[/C][C]-0.118894[/C][C]-0.8817[/C][C]0.190877[/C][/ROW]
[ROW][C]32[/C][C]-0.114023[/C][C]-0.8456[/C][C]0.200715[/C][/ROW]
[ROW][C]33[/C][C]0.021142[/C][C]0.1568[/C][C]0.43799[/C][/ROW]
[ROW][C]34[/C][C]-0.06999[/C][C]-0.5191[/C][C]0.302901[/C][/ROW]
[ROW][C]35[/C][C]-0.082491[/C][C]-0.6118[/C][C]0.271605[/C][/ROW]
[ROW][C]36[/C][C]-0.023515[/C][C]-0.1744[/C][C]0.431098[/C][/ROW]
[ROW][C]37[/C][C]-0.090008[/C][C]-0.6675[/C][C]0.253617[/C][/ROW]
[ROW][C]38[/C][C]0.034938[/C][C]0.2591[/C][C]0.39826[/C][/ROW]
[ROW][C]39[/C][C]0.113387[/C][C]0.8409[/C][C]0.202022[/C][/ROW]
[ROW][C]40[/C][C]0.0176[/C][C]0.1305[/C][C]0.448315[/C][/ROW]
[ROW][C]41[/C][C]-0.06672[/C][C]-0.4948[/C][C]0.311354[/C][/ROW]
[ROW][C]42[/C][C]-0.021596[/C][C]-0.1602[/C][C]0.436669[/C][/ROW]
[ROW][C]43[/C][C]-0.105973[/C][C]-0.7859[/C][C]0.217646[/C][/ROW]
[ROW][C]44[/C][C]-0.133689[/C][C]-0.9915[/C][C]0.1629[/C][/ROW]
[ROW][C]45[/C][C]-0.070001[/C][C]-0.5191[/C][C]0.302872[/C][/ROW]
[ROW][C]46[/C][C]-0.035608[/C][C]-0.2641[/C][C]0.396354[/C][/ROW]
[ROW][C]47[/C][C]-0.125037[/C][C]-0.9273[/C][C]0.178912[/C][/ROW]
[ROW][C]48[/C][C]-0.040513[/C][C]-0.3005[/C][C]0.382482[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114708&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114708&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	0.227081	1.6841	0.048917
2	0.064755	0.4802	0.316481
3	0.09296	0.6894	0.246732
4	-0.120291	-0.8921	0.188113
5	-0.052912	-0.3924	0.348136
6	-0.019485	-0.1445	0.442817
7	-0.150585	-1.1168	0.134475
8	-0.098138	-0.7278	0.234909
9	-0.039389	-0.2921	0.385648
10	-0.08533	-0.6328	0.264736
11	0.008448	0.0627	0.475136
12	0.067878	0.5034	0.308348
13	0.094493	0.7008	0.243198
14	0.016135	0.1197	0.452594
15	-0.056546	-0.4194	0.338295
16	-0.051277	-0.3803	0.3526
17	-0.06253	-0.4637	0.322334
18	-0.0974	-0.7223	0.236574
19	-0.073339	-0.5439	0.294354
20	-0.067162	-0.4981	0.310203
21	-0.120824	-0.8961	0.187064
22	-0.043057	-0.3193	0.375348
23	-0.002135	-0.0158	0.493713
24	-0.00805	-0.0597	0.476304
25	0.19371	1.4366	0.07825
26	0.217145	1.6104	0.056518
27	0.095356	0.7072	0.241221
28	0.013591	0.1008	0.460039
29	-0.043761	-0.3245	0.373381
30	0.004372	0.0324	0.487127
31	-0.118894	-0.8817	0.190877
32	-0.114023	-0.8456	0.200715
33	0.021142	0.1568	0.43799
34	-0.06999	-0.5191	0.302901
35	-0.082491	-0.6118	0.271605
36	-0.023515	-0.1744	0.431098
37	-0.090008	-0.6675	0.253617
38	0.034938	0.2591	0.39826
39	0.113387	0.8409	0.202022
40	0.0176	0.1305	0.448315
41	-0.06672	-0.4948	0.311354
42	-0.021596	-0.1602	0.436669
43	-0.105973	-0.7859	0.217646
44	-0.133689	-0.9915	0.1629
45	-0.070001	-0.5191	0.302872
46	-0.035608	-0.2641	0.396354
47	-0.125037	-0.9273	0.178912
48	-0.040513	-0.3005	0.382482

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.227081	1.6841	0.048917
2	0.013907	0.1031	0.459115
3	0.079411	0.5889	0.279159
4	-0.168514	-1.2497	0.108345
5	0.007224	0.0536	0.478734
6	-0.009899	-0.0734	0.470873
7	-0.125262	-0.929	0.178482
8	-0.055387	-0.4108	0.341423
9	-0.0052	-0.0386	0.484687
10	-0.052473	-0.3892	0.349333
11	0.018552	0.1376	0.445536
12	0.046794	0.347	0.364946
13	0.082676	0.6131	0.271156
14	-0.069134	-0.5127	0.305104
15	-0.085967	-0.6376	0.263206
16	-0.030512	-0.2263	0.410909
17	-0.034352	-0.2548	0.399928
18	-0.082389	-0.611	0.271854
19	-0.04098	-0.3039	0.38117
20	-0.022474	-0.1667	0.434121
21	-0.100165	-0.7428	0.230368
22	-0.026785	-0.1986	0.421637
23	-0.001049	-0.0078	0.496911
24	-0.027539	-0.2042	0.419463
25	0.150069	1.1129	0.135287
26	0.120241	0.8917	0.188211
27	0.017387	0.1289	0.448934
28	-0.091054	-0.6753	0.251165
29	-0.050841	-0.377	0.353794
30	0.068696	0.5095	0.306232
31	-0.152358	-1.1299	0.131707
32	-0.054359	-0.4031	0.344205
33	0.12011	0.8908	0.18847
34	-0.032936	-0.2443	0.40397
35	-0.09922	-0.7358	0.23248
36	-0.045694	-0.3389	0.367996
37	-0.067307	-0.4992	0.309828
38	-0.020195	-0.1498	0.440747
39	0.013368	0.0991	0.460693
40	0.040804	0.3026	0.381664
41	-0.110782	-0.8216	0.207431
42	-0.034007	-0.2522	0.400913
43	-0.071889	-0.5331	0.298042
44	-0.092228	-0.684	0.248429
45	-0.081605	-0.6052	0.273768
46	0.027644	0.205	0.419159
47	-0.111286	-0.8253	0.206378
48	-0.040722	-0.302	0.381896

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.227081 & 1.6841 & 0.048917 \tabularnewline
2 & 0.013907 & 0.1031 & 0.459115 \tabularnewline
3 & 0.079411 & 0.5889 & 0.279159 \tabularnewline
4 & -0.168514 & -1.2497 & 0.108345 \tabularnewline
5 & 0.007224 & 0.0536 & 0.478734 \tabularnewline
6 & -0.009899 & -0.0734 & 0.470873 \tabularnewline
7 & -0.125262 & -0.929 & 0.178482 \tabularnewline
8 & -0.055387 & -0.4108 & 0.341423 \tabularnewline
9 & -0.0052 & -0.0386 & 0.484687 \tabularnewline
10 & -0.052473 & -0.3892 & 0.349333 \tabularnewline
11 & 0.018552 & 0.1376 & 0.445536 \tabularnewline
12 & 0.046794 & 0.347 & 0.364946 \tabularnewline
13 & 0.082676 & 0.6131 & 0.271156 \tabularnewline
14 & -0.069134 & -0.5127 & 0.305104 \tabularnewline
15 & -0.085967 & -0.6376 & 0.263206 \tabularnewline
16 & -0.030512 & -0.2263 & 0.410909 \tabularnewline
17 & -0.034352 & -0.2548 & 0.399928 \tabularnewline
18 & -0.082389 & -0.611 & 0.271854 \tabularnewline
19 & -0.04098 & -0.3039 & 0.38117 \tabularnewline
20 & -0.022474 & -0.1667 & 0.434121 \tabularnewline
21 & -0.100165 & -0.7428 & 0.230368 \tabularnewline
22 & -0.026785 & -0.1986 & 0.421637 \tabularnewline
23 & -0.001049 & -0.0078 & 0.496911 \tabularnewline
24 & -0.027539 & -0.2042 & 0.419463 \tabularnewline
25 & 0.150069 & 1.1129 & 0.135287 \tabularnewline
26 & 0.120241 & 0.8917 & 0.188211 \tabularnewline
27 & 0.017387 & 0.1289 & 0.448934 \tabularnewline
28 & -0.091054 & -0.6753 & 0.251165 \tabularnewline
29 & -0.050841 & -0.377 & 0.353794 \tabularnewline
30 & 0.068696 & 0.5095 & 0.306232 \tabularnewline
31 & -0.152358 & -1.1299 & 0.131707 \tabularnewline
32 & -0.054359 & -0.4031 & 0.344205 \tabularnewline
33 & 0.12011 & 0.8908 & 0.18847 \tabularnewline
34 & -0.032936 & -0.2443 & 0.40397 \tabularnewline
35 & -0.09922 & -0.7358 & 0.23248 \tabularnewline
36 & -0.045694 & -0.3389 & 0.367996 \tabularnewline
37 & -0.067307 & -0.4992 & 0.309828 \tabularnewline
38 & -0.020195 & -0.1498 & 0.440747 \tabularnewline
39 & 0.013368 & 0.0991 & 0.460693 \tabularnewline
40 & 0.040804 & 0.3026 & 0.381664 \tabularnewline
41 & -0.110782 & -0.8216 & 0.207431 \tabularnewline
42 & -0.034007 & -0.2522 & 0.400913 \tabularnewline
43 & -0.071889 & -0.5331 & 0.298042 \tabularnewline
44 & -0.092228 & -0.684 & 0.248429 \tabularnewline
45 & -0.081605 & -0.6052 & 0.273768 \tabularnewline
46 & 0.027644 & 0.205 & 0.419159 \tabularnewline
47 & -0.111286 & -0.8253 & 0.206378 \tabularnewline
48 & -0.040722 & -0.302 & 0.381896 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114708&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]0.227081[/C][C]1.6841[/C][C]0.048917[/C][/ROW]
[ROW][C]2[/C][C]0.013907[/C][C]0.1031[/C][C]0.459115[/C][/ROW]
[ROW][C]3[/C][C]0.079411[/C][C]0.5889[/C][C]0.279159[/C][/ROW]
[ROW][C]4[/C][C]-0.168514[/C][C]-1.2497[/C][C]0.108345[/C][/ROW]
[ROW][C]5[/C][C]0.007224[/C][C]0.0536[/C][C]0.478734[/C][/ROW]
[ROW][C]6[/C][C]-0.009899[/C][C]-0.0734[/C][C]0.470873[/C][/ROW]
[ROW][C]7[/C][C]-0.125262[/C][C]-0.929[/C][C]0.178482[/C][/ROW]
[ROW][C]8[/C][C]-0.055387[/C][C]-0.4108[/C][C]0.341423[/C][/ROW]
[ROW][C]9[/C][C]-0.0052[/C][C]-0.0386[/C][C]0.484687[/C][/ROW]
[ROW][C]10[/C][C]-0.052473[/C][C]-0.3892[/C][C]0.349333[/C][/ROW]
[ROW][C]11[/C][C]0.018552[/C][C]0.1376[/C][C]0.445536[/C][/ROW]
[ROW][C]12[/C][C]0.046794[/C][C]0.347[/C][C]0.364946[/C][/ROW]
[ROW][C]13[/C][C]0.082676[/C][C]0.6131[/C][C]0.271156[/C][/ROW]
[ROW][C]14[/C][C]-0.069134[/C][C]-0.5127[/C][C]0.305104[/C][/ROW]
[ROW][C]15[/C][C]-0.085967[/C][C]-0.6376[/C][C]0.263206[/C][/ROW]
[ROW][C]16[/C][C]-0.030512[/C][C]-0.2263[/C][C]0.410909[/C][/ROW]
[ROW][C]17[/C][C]-0.034352[/C][C]-0.2548[/C][C]0.399928[/C][/ROW]
[ROW][C]18[/C][C]-0.082389[/C][C]-0.611[/C][C]0.271854[/C][/ROW]
[ROW][C]19[/C][C]-0.04098[/C][C]-0.3039[/C][C]0.38117[/C][/ROW]
[ROW][C]20[/C][C]-0.022474[/C][C]-0.1667[/C][C]0.434121[/C][/ROW]
[ROW][C]21[/C][C]-0.100165[/C][C]-0.7428[/C][C]0.230368[/C][/ROW]
[ROW][C]22[/C][C]-0.026785[/C][C]-0.1986[/C][C]0.421637[/C][/ROW]
[ROW][C]23[/C][C]-0.001049[/C][C]-0.0078[/C][C]0.496911[/C][/ROW]
[ROW][C]24[/C][C]-0.027539[/C][C]-0.2042[/C][C]0.419463[/C][/ROW]
[ROW][C]25[/C][C]0.150069[/C][C]1.1129[/C][C]0.135287[/C][/ROW]
[ROW][C]26[/C][C]0.120241[/C][C]0.8917[/C][C]0.188211[/C][/ROW]
[ROW][C]27[/C][C]0.017387[/C][C]0.1289[/C][C]0.448934[/C][/ROW]
[ROW][C]28[/C][C]-0.091054[/C][C]-0.6753[/C][C]0.251165[/C][/ROW]
[ROW][C]29[/C][C]-0.050841[/C][C]-0.377[/C][C]0.353794[/C][/ROW]
[ROW][C]30[/C][C]0.068696[/C][C]0.5095[/C][C]0.306232[/C][/ROW]
[ROW][C]31[/C][C]-0.152358[/C][C]-1.1299[/C][C]0.131707[/C][/ROW]
[ROW][C]32[/C][C]-0.054359[/C][C]-0.4031[/C][C]0.344205[/C][/ROW]
[ROW][C]33[/C][C]0.12011[/C][C]0.8908[/C][C]0.18847[/C][/ROW]
[ROW][C]34[/C][C]-0.032936[/C][C]-0.2443[/C][C]0.40397[/C][/ROW]
[ROW][C]35[/C][C]-0.09922[/C][C]-0.7358[/C][C]0.23248[/C][/ROW]
[ROW][C]36[/C][C]-0.045694[/C][C]-0.3389[/C][C]0.367996[/C][/ROW]
[ROW][C]37[/C][C]-0.067307[/C][C]-0.4992[/C][C]0.309828[/C][/ROW]
[ROW][C]38[/C][C]-0.020195[/C][C]-0.1498[/C][C]0.440747[/C][/ROW]
[ROW][C]39[/C][C]0.013368[/C][C]0.0991[/C][C]0.460693[/C][/ROW]
[ROW][C]40[/C][C]0.040804[/C][C]0.3026[/C][C]0.381664[/C][/ROW]
[ROW][C]41[/C][C]-0.110782[/C][C]-0.8216[/C][C]0.207431[/C][/ROW]
[ROW][C]42[/C][C]-0.034007[/C][C]-0.2522[/C][C]0.400913[/C][/ROW]
[ROW][C]43[/C][C]-0.071889[/C][C]-0.5331[/C][C]0.298042[/C][/ROW]
[ROW][C]44[/C][C]-0.092228[/C][C]-0.684[/C][C]0.248429[/C][/ROW]
[ROW][C]45[/C][C]-0.081605[/C][C]-0.6052[/C][C]0.273768[/C][/ROW]
[ROW][C]46[/C][C]0.027644[/C][C]0.205[/C][C]0.419159[/C][/ROW]
[ROW][C]47[/C][C]-0.111286[/C][C]-0.8253[/C][C]0.206378[/C][/ROW]
[ROW][C]48[/C][C]-0.040722[/C][C]-0.302[/C][C]0.381896[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114708&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114708&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	0.227081	1.6841	0.048917
2	0.013907	0.1031	0.459115
3	0.079411	0.5889	0.279159
4	-0.168514	-1.2497	0.108345
5	0.007224	0.0536	0.478734
6	-0.009899	-0.0734	0.470873
7	-0.125262	-0.929	0.178482
8	-0.055387	-0.4108	0.341423
9	-0.0052	-0.0386	0.484687
10	-0.052473	-0.3892	0.349333
11	0.018552	0.1376	0.445536
12	0.046794	0.347	0.364946
13	0.082676	0.6131	0.271156
14	-0.069134	-0.5127	0.305104
15	-0.085967	-0.6376	0.263206
16	-0.030512	-0.2263	0.410909
17	-0.034352	-0.2548	0.399928
18	-0.082389	-0.611	0.271854
19	-0.04098	-0.3039	0.38117
20	-0.022474	-0.1667	0.434121
21	-0.100165	-0.7428	0.230368
22	-0.026785	-0.1986	0.421637
23	-0.001049	-0.0078	0.496911
24	-0.027539	-0.2042	0.419463
25	0.150069	1.1129	0.135287
26	0.120241	0.8917	0.188211
27	0.017387	0.1289	0.448934
28	-0.091054	-0.6753	0.251165
29	-0.050841	-0.377	0.353794
30	0.068696	0.5095	0.306232
31	-0.152358	-1.1299	0.131707
32	-0.054359	-0.4031	0.344205
33	0.12011	0.8908	0.18847
34	-0.032936	-0.2443	0.40397
35	-0.09922	-0.7358	0.23248
36	-0.045694	-0.3389	0.367996
37	-0.067307	-0.4992	0.309828
38	-0.020195	-0.1498	0.440747
39	0.013368	0.0991	0.460693
40	0.040804	0.3026	0.381664
41	-0.110782	-0.8216	0.207431
42	-0.034007	-0.2522	0.400913
43	-0.071889	-0.5331	0.298042
44	-0.092228	-0.684	0.248429
45	-0.081605	-0.6052	0.273768
46	0.027644	0.205	0.419159
47	-0.111286	-0.8253	0.206378
48	-0.040722	-0.302	0.381896

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; 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