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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 22 Dec 2012 18:51:33 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Dec/22/t1356220303s7x36q9qgb8e9vl.htm/, Retrieved Fri, 01 Nov 2024 00:08:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=204646, Retrieved Fri, 01 Nov 2024 00:08:54 +0000

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User-defined keywords

Estimated Impact

156

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]
-   PD        [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-12-16 20:15:45] [1eab65e90adf64584b8e6f0da23ff414]
-   P           [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-12-17 18:11:14] [1eab65e90adf64584b8e6f0da23ff414]
-   P             [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-12-17 18:13:17] [1eab65e90adf64584b8e6f0da23ff414]
- R P                 [(Partial) Autocorrelation Function] [] [2012-12-22 23:51:33] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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Dataseries X:

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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	'Gertrude Mary Cox' @ cox.wessa.net

\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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=204646&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=204646&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=204646&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	'Gertrude Mary Cox' @ cox.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.446026	-3.3674	0.000682
2	0.033375	0.252	0.400984
3	0.350734	2.648	0.005227
4	-0.353701	-2.6704	0.004928
5	0.127343	0.9614	0.170201
6	0.18319	1.3831	0.086021
7	-0.426036	-3.2165	0.00107
8	0.247585	1.8692	0.033366
9	-0.156434	-1.181	0.121244
10	-0.139594	-1.0539	0.148185
11	0.151132	1.141	0.129317
12	-0.141062	-1.065	0.145685
13	-0.021176	-0.1599	0.436773
14	0.124491	0.9399	0.17562
15	-0.054763	-0.4135	0.340413
16	-0.063424	-0.4788	0.316943
17	0.10472	0.7906	0.216222
18	-0.044126	-0.3331	0.370125
19	-0.066136	-0.4993	0.309738
20	0.17865	1.3488	0.091372
21	-0.114843	-0.867	0.194777
22	-0.143074	-1.0802	0.142305
23	0.323933	2.4456	0.008785
24	-0.297778	-2.2482	0.014225
25	0.117319	0.8857	0.189739
26	0.123164	0.9299	0.178181
27	-0.174963	-1.3209	0.0959
28	0.097609	0.7369	0.232094
29	0.052884	0.3993	0.345595
30	-0.150985	-1.1399	0.129545
31	0.155591	1.1747	0.122503
32	-0.10224	-0.7719	0.221683
33	-0.006581	-0.0497	0.480274
34	0.091596	0.6915	0.246019
35	-0.111792	-0.844	0.201096
36	0.010187	0.0769	0.469481
37	0.042902	0.3239	0.373598
38	-0.063966	-0.4829	0.315498
39	0.062144	0.4692	0.320368
40	-0.019799	-0.1495	0.440852
41	-0.030284	-0.2286	0.409983
42	0.001467	0.0111	0.4956
43	0.047051	0.3552	0.361866
44	-0.029271	-0.221	0.412945
45	0.043463	0.3281	0.372005
46	0.003763	0.0284	0.488718
47	-0.002342	-0.0177	0.492976
48	0.034277	0.2588	0.398365
49	0.004721	0.0356	0.485846
50	-0.038479	-0.2905	0.38624
51	0.017192	0.1298	0.448591
52	0.018914	0.1428	0.443477
53	-0.011126	-0.084	0.466677
54	-0.007263	-0.0548	0.47823
55	-0.014467	-0.1092	0.456705
56	-0.017668	-0.1334	0.447176
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.446026 & -3.3674 & 0.000682 \tabularnewline
2 & 0.033375 & 0.252 & 0.400984 \tabularnewline
3 & 0.350734 & 2.648 & 0.005227 \tabularnewline
4 & -0.353701 & -2.6704 & 0.004928 \tabularnewline
5 & 0.127343 & 0.9614 & 0.170201 \tabularnewline
6 & 0.18319 & 1.3831 & 0.086021 \tabularnewline
7 & -0.426036 & -3.2165 & 0.00107 \tabularnewline
8 & 0.247585 & 1.8692 & 0.033366 \tabularnewline
9 & -0.156434 & -1.181 & 0.121244 \tabularnewline
10 & -0.139594 & -1.0539 & 0.148185 \tabularnewline
11 & 0.151132 & 1.141 & 0.129317 \tabularnewline
12 & -0.141062 & -1.065 & 0.145685 \tabularnewline
13 & -0.021176 & -0.1599 & 0.436773 \tabularnewline
14 & 0.124491 & 0.9399 & 0.17562 \tabularnewline
15 & -0.054763 & -0.4135 & 0.340413 \tabularnewline
16 & -0.063424 & -0.4788 & 0.316943 \tabularnewline
17 & 0.10472 & 0.7906 & 0.216222 \tabularnewline
18 & -0.044126 & -0.3331 & 0.370125 \tabularnewline
19 & -0.066136 & -0.4993 & 0.309738 \tabularnewline
20 & 0.17865 & 1.3488 & 0.091372 \tabularnewline
21 & -0.114843 & -0.867 & 0.194777 \tabularnewline
22 & -0.143074 & -1.0802 & 0.142305 \tabularnewline
23 & 0.323933 & 2.4456 & 0.008785 \tabularnewline
24 & -0.297778 & -2.2482 & 0.014225 \tabularnewline
25 & 0.117319 & 0.8857 & 0.189739 \tabularnewline
26 & 0.123164 & 0.9299 & 0.178181 \tabularnewline
27 & -0.174963 & -1.3209 & 0.0959 \tabularnewline
28 & 0.097609 & 0.7369 & 0.232094 \tabularnewline
29 & 0.052884 & 0.3993 & 0.345595 \tabularnewline
30 & -0.150985 & -1.1399 & 0.129545 \tabularnewline
31 & 0.155591 & 1.1747 & 0.122503 \tabularnewline
32 & -0.10224 & -0.7719 & 0.221683 \tabularnewline
33 & -0.006581 & -0.0497 & 0.480274 \tabularnewline
34 & 0.091596 & 0.6915 & 0.246019 \tabularnewline
35 & -0.111792 & -0.844 & 0.201096 \tabularnewline
36 & 0.010187 & 0.0769 & 0.469481 \tabularnewline
37 & 0.042902 & 0.3239 & 0.373598 \tabularnewline
38 & -0.063966 & -0.4829 & 0.315498 \tabularnewline
39 & 0.062144 & 0.4692 & 0.320368 \tabularnewline
40 & -0.019799 & -0.1495 & 0.440852 \tabularnewline
41 & -0.030284 & -0.2286 & 0.409983 \tabularnewline
42 & 0.001467 & 0.0111 & 0.4956 \tabularnewline
43 & 0.047051 & 0.3552 & 0.361866 \tabularnewline
44 & -0.029271 & -0.221 & 0.412945 \tabularnewline
45 & 0.043463 & 0.3281 & 0.372005 \tabularnewline
46 & 0.003763 & 0.0284 & 0.488718 \tabularnewline
47 & -0.002342 & -0.0177 & 0.492976 \tabularnewline
48 & 0.034277 & 0.2588 & 0.398365 \tabularnewline
49 & 0.004721 & 0.0356 & 0.485846 \tabularnewline
50 & -0.038479 & -0.2905 & 0.38624 \tabularnewline
51 & 0.017192 & 0.1298 & 0.448591 \tabularnewline
52 & 0.018914 & 0.1428 & 0.443477 \tabularnewline
53 & -0.011126 & -0.084 & 0.466677 \tabularnewline
54 & -0.007263 & -0.0548 & 0.47823 \tabularnewline
55 & -0.014467 & -0.1092 & 0.456705 \tabularnewline
56 & -0.017668 & -0.1334 & 0.447176 \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=204646&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]-0.446026[/C][C]-3.3674[/C][C]0.000682[/C][/ROW]
[ROW][C]2[/C][C]0.033375[/C][C]0.252[/C][C]0.400984[/C][/ROW]
[ROW][C]3[/C][C]0.350734[/C][C]2.648[/C][C]0.005227[/C][/ROW]
[ROW][C]4[/C][C]-0.353701[/C][C]-2.6704[/C][C]0.004928[/C][/ROW]
[ROW][C]5[/C][C]0.127343[/C][C]0.9614[/C][C]0.170201[/C][/ROW]
[ROW][C]6[/C][C]0.18319[/C][C]1.3831[/C][C]0.086021[/C][/ROW]
[ROW][C]7[/C][C]-0.426036[/C][C]-3.2165[/C][C]0.00107[/C][/ROW]
[ROW][C]8[/C][C]0.247585[/C][C]1.8692[/C][C]0.033366[/C][/ROW]
[ROW][C]9[/C][C]-0.156434[/C][C]-1.181[/C][C]0.121244[/C][/ROW]
[ROW][C]10[/C][C]-0.139594[/C][C]-1.0539[/C][C]0.148185[/C][/ROW]
[ROW][C]11[/C][C]0.151132[/C][C]1.141[/C][C]0.129317[/C][/ROW]
[ROW][C]12[/C][C]-0.141062[/C][C]-1.065[/C][C]0.145685[/C][/ROW]
[ROW][C]13[/C][C]-0.021176[/C][C]-0.1599[/C][C]0.436773[/C][/ROW]
[ROW][C]14[/C][C]0.124491[/C][C]0.9399[/C][C]0.17562[/C][/ROW]
[ROW][C]15[/C][C]-0.054763[/C][C]-0.4135[/C][C]0.340413[/C][/ROW]
[ROW][C]16[/C][C]-0.063424[/C][C]-0.4788[/C][C]0.316943[/C][/ROW]
[ROW][C]17[/C][C]0.10472[/C][C]0.7906[/C][C]0.216222[/C][/ROW]
[ROW][C]18[/C][C]-0.044126[/C][C]-0.3331[/C][C]0.370125[/C][/ROW]
[ROW][C]19[/C][C]-0.066136[/C][C]-0.4993[/C][C]0.309738[/C][/ROW]
[ROW][C]20[/C][C]0.17865[/C][C]1.3488[/C][C]0.091372[/C][/ROW]
[ROW][C]21[/C][C]-0.114843[/C][C]-0.867[/C][C]0.194777[/C][/ROW]
[ROW][C]22[/C][C]-0.143074[/C][C]-1.0802[/C][C]0.142305[/C][/ROW]
[ROW][C]23[/C][C]0.323933[/C][C]2.4456[/C][C]0.008785[/C][/ROW]
[ROW][C]24[/C][C]-0.297778[/C][C]-2.2482[/C][C]0.014225[/C][/ROW]
[ROW][C]25[/C][C]0.117319[/C][C]0.8857[/C][C]0.189739[/C][/ROW]
[ROW][C]26[/C][C]0.123164[/C][C]0.9299[/C][C]0.178181[/C][/ROW]
[ROW][C]27[/C][C]-0.174963[/C][C]-1.3209[/C][C]0.0959[/C][/ROW]
[ROW][C]28[/C][C]0.097609[/C][C]0.7369[/C][C]0.232094[/C][/ROW]
[ROW][C]29[/C][C]0.052884[/C][C]0.3993[/C][C]0.345595[/C][/ROW]
[ROW][C]30[/C][C]-0.150985[/C][C]-1.1399[/C][C]0.129545[/C][/ROW]
[ROW][C]31[/C][C]0.155591[/C][C]1.1747[/C][C]0.122503[/C][/ROW]
[ROW][C]32[/C][C]-0.10224[/C][C]-0.7719[/C][C]0.221683[/C][/ROW]
[ROW][C]33[/C][C]-0.006581[/C][C]-0.0497[/C][C]0.480274[/C][/ROW]
[ROW][C]34[/C][C]0.091596[/C][C]0.6915[/C][C]0.246019[/C][/ROW]
[ROW][C]35[/C][C]-0.111792[/C][C]-0.844[/C][C]0.201096[/C][/ROW]
[ROW][C]36[/C][C]0.010187[/C][C]0.0769[/C][C]0.469481[/C][/ROW]
[ROW][C]37[/C][C]0.042902[/C][C]0.3239[/C][C]0.373598[/C][/ROW]
[ROW][C]38[/C][C]-0.063966[/C][C]-0.4829[/C][C]0.315498[/C][/ROW]
[ROW][C]39[/C][C]0.062144[/C][C]0.4692[/C][C]0.320368[/C][/ROW]
[ROW][C]40[/C][C]-0.019799[/C][C]-0.1495[/C][C]0.440852[/C][/ROW]
[ROW][C]41[/C][C]-0.030284[/C][C]-0.2286[/C][C]0.409983[/C][/ROW]
[ROW][C]42[/C][C]0.001467[/C][C]0.0111[/C][C]0.4956[/C][/ROW]
[ROW][C]43[/C][C]0.047051[/C][C]0.3552[/C][C]0.361866[/C][/ROW]
[ROW][C]44[/C][C]-0.029271[/C][C]-0.221[/C][C]0.412945[/C][/ROW]
[ROW][C]45[/C][C]0.043463[/C][C]0.3281[/C][C]0.372005[/C][/ROW]
[ROW][C]46[/C][C]0.003763[/C][C]0.0284[/C][C]0.488718[/C][/ROW]
[ROW][C]47[/C][C]-0.002342[/C][C]-0.0177[/C][C]0.492976[/C][/ROW]
[ROW][C]48[/C][C]0.034277[/C][C]0.2588[/C][C]0.398365[/C][/ROW]
[ROW][C]49[/C][C]0.004721[/C][C]0.0356[/C][C]0.485846[/C][/ROW]
[ROW][C]50[/C][C]-0.038479[/C][C]-0.2905[/C][C]0.38624[/C][/ROW]
[ROW][C]51[/C][C]0.017192[/C][C]0.1298[/C][C]0.448591[/C][/ROW]
[ROW][C]52[/C][C]0.018914[/C][C]0.1428[/C][C]0.443477[/C][/ROW]
[ROW][C]53[/C][C]-0.011126[/C][C]-0.084[/C][C]0.466677[/C][/ROW]
[ROW][C]54[/C][C]-0.007263[/C][C]-0.0548[/C][C]0.47823[/C][/ROW]
[ROW][C]55[/C][C]-0.014467[/C][C]-0.1092[/C][C]0.456705[/C][/ROW]
[ROW][C]56[/C][C]-0.017668[/C][C]-0.1334[/C][C]0.447176[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=204646&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=204646&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	-0.446026	-3.3674	0.000682
2	0.033375	0.252	0.400984
3	0.350734	2.648	0.005227
4	-0.353701	-2.6704	0.004928
5	0.127343	0.9614	0.170201
6	0.18319	1.3831	0.086021
7	-0.426036	-3.2165	0.00107
8	0.247585	1.8692	0.033366
9	-0.156434	-1.181	0.121244
10	-0.139594	-1.0539	0.148185
11	0.151132	1.141	0.129317
12	-0.141062	-1.065	0.145685
13	-0.021176	-0.1599	0.436773
14	0.124491	0.9399	0.17562
15	-0.054763	-0.4135	0.340413
16	-0.063424	-0.4788	0.316943
17	0.10472	0.7906	0.216222
18	-0.044126	-0.3331	0.370125
19	-0.066136	-0.4993	0.309738
20	0.17865	1.3488	0.091372
21	-0.114843	-0.867	0.194777
22	-0.143074	-1.0802	0.142305
23	0.323933	2.4456	0.008785
24	-0.297778	-2.2482	0.014225
25	0.117319	0.8857	0.189739
26	0.123164	0.9299	0.178181
27	-0.174963	-1.3209	0.0959
28	0.097609	0.7369	0.232094
29	0.052884	0.3993	0.345595
30	-0.150985	-1.1399	0.129545
31	0.155591	1.1747	0.122503
32	-0.10224	-0.7719	0.221683
33	-0.006581	-0.0497	0.480274
34	0.091596	0.6915	0.246019
35	-0.111792	-0.844	0.201096
36	0.010187	0.0769	0.469481
37	0.042902	0.3239	0.373598
38	-0.063966	-0.4829	0.315498
39	0.062144	0.4692	0.320368
40	-0.019799	-0.1495	0.440852
41	-0.030284	-0.2286	0.409983
42	0.001467	0.0111	0.4956
43	0.047051	0.3552	0.361866
44	-0.029271	-0.221	0.412945
45	0.043463	0.3281	0.372005
46	0.003763	0.0284	0.488718
47	-0.002342	-0.0177	0.492976
48	0.034277	0.2588	0.398365
49	0.004721	0.0356	0.485846
50	-0.038479	-0.2905	0.38624
51	0.017192	0.1298	0.448591
52	0.018914	0.1428	0.443477
53	-0.011126	-0.084	0.466677
54	-0.007263	-0.0548	0.47823
55	-0.014467	-0.1092	0.456705
56	-0.017668	-0.1334	0.447176
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.446026	-3.3674	0.000682
2	-0.206681	-1.5604	0.062099
3	0.360584	2.7224	0.004292
4	-0.044698	-0.3375	0.368503
5	-0.086543	-0.6534	0.258068
6	0.138927	1.0489	0.149331
7	-0.236257	-1.7837	0.039898
8	-0.115544	-0.8723	0.193342
9	-0.223782	-1.6895	0.048292
10	-0.075228	-0.568	0.286148
11	-0.079237	-0.5982	0.276029
12	-0.034632	-0.2615	0.397337
13	-0.000376	-0.0028	0.498872
14	-0.012715	-0.096	0.46193
15	0.132597	1.0011	0.160509
16	-0.196188	-1.4812	0.072032
17	-0.12088	-0.9126	0.182642
18	-0.059568	-0.4497	0.327306
19	-0.152825	-1.1538	0.126697
20	0.052775	0.3984	0.345897
21	0.000467	0.0035	0.498599
22	-0.212263	-1.6026	0.057281
23	0.107737	0.8134	0.209687
24	-0.072099	-0.5443	0.294166
25	-0.009204	-0.0695	0.472421
26	-0.089156	-0.6731	0.251798
27	0.109774	0.8288	0.205345
28	-0.09902	-0.7476	0.228893
29	-0.136436	-1.0301	0.153664
30	0.054732	0.4132	0.340499
31	-0.123077	-0.9292	0.178349
32	-0.039823	-0.3007	0.382386
33	-0.049024	-0.3701	0.356331
34	0.031543	0.2381	0.406313
35	-0.023228	-0.1754	0.430705
36	-0.069515	-0.5248	0.300868
37	-0.052625	-0.3973	0.346312
38	-0.109003	-0.823	0.206981
39	0.063691	0.4809	0.316229
40	-0.128941	-0.9735	0.167212
41	-0.097498	-0.7361	0.232347
42	-0.029482	-0.2226	0.412327
43	-0.058611	-0.4425	0.3299
44	-0.015241	-0.1151	0.454398
45	0.067341	0.5084	0.306562
46	-0.075832	-0.5725	0.284611
47	0.030033	0.2267	0.410716
48	0.003054	0.0231	0.490843
49	-0.021685	-0.1637	0.435267
50	-0.15991	-1.2073	0.116152
51	-0.035742	-0.2698	0.394127
52	0.027402	0.2069	0.418421
53	-0.039009	-0.2945	0.384717
54	0.063754	0.4813	0.31606
55	-0.001678	-0.0127	0.494967
56	0.00139	0.0105	0.495832
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.446026 & -3.3674 & 0.000682 \tabularnewline
2 & -0.206681 & -1.5604 & 0.062099 \tabularnewline
3 & 0.360584 & 2.7224 & 0.004292 \tabularnewline
4 & -0.044698 & -0.3375 & 0.368503 \tabularnewline
5 & -0.086543 & -0.6534 & 0.258068 \tabularnewline
6 & 0.138927 & 1.0489 & 0.149331 \tabularnewline
7 & -0.236257 & -1.7837 & 0.039898 \tabularnewline
8 & -0.115544 & -0.8723 & 0.193342 \tabularnewline
9 & -0.223782 & -1.6895 & 0.048292 \tabularnewline
10 & -0.075228 & -0.568 & 0.286148 \tabularnewline
11 & -0.079237 & -0.5982 & 0.276029 \tabularnewline
12 & -0.034632 & -0.2615 & 0.397337 \tabularnewline
13 & -0.000376 & -0.0028 & 0.498872 \tabularnewline
14 & -0.012715 & -0.096 & 0.46193 \tabularnewline
15 & 0.132597 & 1.0011 & 0.160509 \tabularnewline
16 & -0.196188 & -1.4812 & 0.072032 \tabularnewline
17 & -0.12088 & -0.9126 & 0.182642 \tabularnewline
18 & -0.059568 & -0.4497 & 0.327306 \tabularnewline
19 & -0.152825 & -1.1538 & 0.126697 \tabularnewline
20 & 0.052775 & 0.3984 & 0.345897 \tabularnewline
21 & 0.000467 & 0.0035 & 0.498599 \tabularnewline
22 & -0.212263 & -1.6026 & 0.057281 \tabularnewline
23 & 0.107737 & 0.8134 & 0.209687 \tabularnewline
24 & -0.072099 & -0.5443 & 0.294166 \tabularnewline
25 & -0.009204 & -0.0695 & 0.472421 \tabularnewline
26 & -0.089156 & -0.6731 & 0.251798 \tabularnewline
27 & 0.109774 & 0.8288 & 0.205345 \tabularnewline
28 & -0.09902 & -0.7476 & 0.228893 \tabularnewline
29 & -0.136436 & -1.0301 & 0.153664 \tabularnewline
30 & 0.054732 & 0.4132 & 0.340499 \tabularnewline
31 & -0.123077 & -0.9292 & 0.178349 \tabularnewline
32 & -0.039823 & -0.3007 & 0.382386 \tabularnewline
33 & -0.049024 & -0.3701 & 0.356331 \tabularnewline
34 & 0.031543 & 0.2381 & 0.406313 \tabularnewline
35 & -0.023228 & -0.1754 & 0.430705 \tabularnewline
36 & -0.069515 & -0.5248 & 0.300868 \tabularnewline
37 & -0.052625 & -0.3973 & 0.346312 \tabularnewline
38 & -0.109003 & -0.823 & 0.206981 \tabularnewline
39 & 0.063691 & 0.4809 & 0.316229 \tabularnewline
40 & -0.128941 & -0.9735 & 0.167212 \tabularnewline
41 & -0.097498 & -0.7361 & 0.232347 \tabularnewline
42 & -0.029482 & -0.2226 & 0.412327 \tabularnewline
43 & -0.058611 & -0.4425 & 0.3299 \tabularnewline
44 & -0.015241 & -0.1151 & 0.454398 \tabularnewline
45 & 0.067341 & 0.5084 & 0.306562 \tabularnewline
46 & -0.075832 & -0.5725 & 0.284611 \tabularnewline
47 & 0.030033 & 0.2267 & 0.410716 \tabularnewline
48 & 0.003054 & 0.0231 & 0.490843 \tabularnewline
49 & -0.021685 & -0.1637 & 0.435267 \tabularnewline
50 & -0.15991 & -1.2073 & 0.116152 \tabularnewline
51 & -0.035742 & -0.2698 & 0.394127 \tabularnewline
52 & 0.027402 & 0.2069 & 0.418421 \tabularnewline
53 & -0.039009 & -0.2945 & 0.384717 \tabularnewline
54 & 0.063754 & 0.4813 & 0.31606 \tabularnewline
55 & -0.001678 & -0.0127 & 0.494967 \tabularnewline
56 & 0.00139 & 0.0105 & 0.495832 \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=204646&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]-0.446026[/C][C]-3.3674[/C][C]0.000682[/C][/ROW]
[ROW][C]2[/C][C]-0.206681[/C][C]-1.5604[/C][C]0.062099[/C][/ROW]
[ROW][C]3[/C][C]0.360584[/C][C]2.7224[/C][C]0.004292[/C][/ROW]
[ROW][C]4[/C][C]-0.044698[/C][C]-0.3375[/C][C]0.368503[/C][/ROW]
[ROW][C]5[/C][C]-0.086543[/C][C]-0.6534[/C][C]0.258068[/C][/ROW]
[ROW][C]6[/C][C]0.138927[/C][C]1.0489[/C][C]0.149331[/C][/ROW]
[ROW][C]7[/C][C]-0.236257[/C][C]-1.7837[/C][C]0.039898[/C][/ROW]
[ROW][C]8[/C][C]-0.115544[/C][C]-0.8723[/C][C]0.193342[/C][/ROW]
[ROW][C]9[/C][C]-0.223782[/C][C]-1.6895[/C][C]0.048292[/C][/ROW]
[ROW][C]10[/C][C]-0.075228[/C][C]-0.568[/C][C]0.286148[/C][/ROW]
[ROW][C]11[/C][C]-0.079237[/C][C]-0.5982[/C][C]0.276029[/C][/ROW]
[ROW][C]12[/C][C]-0.034632[/C][C]-0.2615[/C][C]0.397337[/C][/ROW]
[ROW][C]13[/C][C]-0.000376[/C][C]-0.0028[/C][C]0.498872[/C][/ROW]
[ROW][C]14[/C][C]-0.012715[/C][C]-0.096[/C][C]0.46193[/C][/ROW]
[ROW][C]15[/C][C]0.132597[/C][C]1.0011[/C][C]0.160509[/C][/ROW]
[ROW][C]16[/C][C]-0.196188[/C][C]-1.4812[/C][C]0.072032[/C][/ROW]
[ROW][C]17[/C][C]-0.12088[/C][C]-0.9126[/C][C]0.182642[/C][/ROW]
[ROW][C]18[/C][C]-0.059568[/C][C]-0.4497[/C][C]0.327306[/C][/ROW]
[ROW][C]19[/C][C]-0.152825[/C][C]-1.1538[/C][C]0.126697[/C][/ROW]
[ROW][C]20[/C][C]0.052775[/C][C]0.3984[/C][C]0.345897[/C][/ROW]
[ROW][C]21[/C][C]0.000467[/C][C]0.0035[/C][C]0.498599[/C][/ROW]
[ROW][C]22[/C][C]-0.212263[/C][C]-1.6026[/C][C]0.057281[/C][/ROW]
[ROW][C]23[/C][C]0.107737[/C][C]0.8134[/C][C]0.209687[/C][/ROW]
[ROW][C]24[/C][C]-0.072099[/C][C]-0.5443[/C][C]0.294166[/C][/ROW]
[ROW][C]25[/C][C]-0.009204[/C][C]-0.0695[/C][C]0.472421[/C][/ROW]
[ROW][C]26[/C][C]-0.089156[/C][C]-0.6731[/C][C]0.251798[/C][/ROW]
[ROW][C]27[/C][C]0.109774[/C][C]0.8288[/C][C]0.205345[/C][/ROW]
[ROW][C]28[/C][C]-0.09902[/C][C]-0.7476[/C][C]0.228893[/C][/ROW]
[ROW][C]29[/C][C]-0.136436[/C][C]-1.0301[/C][C]0.153664[/C][/ROW]
[ROW][C]30[/C][C]0.054732[/C][C]0.4132[/C][C]0.340499[/C][/ROW]
[ROW][C]31[/C][C]-0.123077[/C][C]-0.9292[/C][C]0.178349[/C][/ROW]
[ROW][C]32[/C][C]-0.039823[/C][C]-0.3007[/C][C]0.382386[/C][/ROW]
[ROW][C]33[/C][C]-0.049024[/C][C]-0.3701[/C][C]0.356331[/C][/ROW]
[ROW][C]34[/C][C]0.031543[/C][C]0.2381[/C][C]0.406313[/C][/ROW]
[ROW][C]35[/C][C]-0.023228[/C][C]-0.1754[/C][C]0.430705[/C][/ROW]
[ROW][C]36[/C][C]-0.069515[/C][C]-0.5248[/C][C]0.300868[/C][/ROW]
[ROW][C]37[/C][C]-0.052625[/C][C]-0.3973[/C][C]0.346312[/C][/ROW]
[ROW][C]38[/C][C]-0.109003[/C][C]-0.823[/C][C]0.206981[/C][/ROW]
[ROW][C]39[/C][C]0.063691[/C][C]0.4809[/C][C]0.316229[/C][/ROW]
[ROW][C]40[/C][C]-0.128941[/C][C]-0.9735[/C][C]0.167212[/C][/ROW]
[ROW][C]41[/C][C]-0.097498[/C][C]-0.7361[/C][C]0.232347[/C][/ROW]
[ROW][C]42[/C][C]-0.029482[/C][C]-0.2226[/C][C]0.412327[/C][/ROW]
[ROW][C]43[/C][C]-0.058611[/C][C]-0.4425[/C][C]0.3299[/C][/ROW]
[ROW][C]44[/C][C]-0.015241[/C][C]-0.1151[/C][C]0.454398[/C][/ROW]
[ROW][C]45[/C][C]0.067341[/C][C]0.5084[/C][C]0.306562[/C][/ROW]
[ROW][C]46[/C][C]-0.075832[/C][C]-0.5725[/C][C]0.284611[/C][/ROW]
[ROW][C]47[/C][C]0.030033[/C][C]0.2267[/C][C]0.410716[/C][/ROW]
[ROW][C]48[/C][C]0.003054[/C][C]0.0231[/C][C]0.490843[/C][/ROW]
[ROW][C]49[/C][C]-0.021685[/C][C]-0.1637[/C][C]0.435267[/C][/ROW]
[ROW][C]50[/C][C]-0.15991[/C][C]-1.2073[/C][C]0.116152[/C][/ROW]
[ROW][C]51[/C][C]-0.035742[/C][C]-0.2698[/C][C]0.394127[/C][/ROW]
[ROW][C]52[/C][C]0.027402[/C][C]0.2069[/C][C]0.418421[/C][/ROW]
[ROW][C]53[/C][C]-0.039009[/C][C]-0.2945[/C][C]0.384717[/C][/ROW]
[ROW][C]54[/C][C]0.063754[/C][C]0.4813[/C][C]0.31606[/C][/ROW]
[ROW][C]55[/C][C]-0.001678[/C][C]-0.0127[/C][C]0.494967[/C][/ROW]
[ROW][C]56[/C][C]0.00139[/C][C]0.0105[/C][C]0.495832[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=204646&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=204646&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	-0.446026	-3.3674	0.000682
2	-0.206681	-1.5604	0.062099
3	0.360584	2.7224	0.004292
4	-0.044698	-0.3375	0.368503
5	-0.086543	-0.6534	0.258068
6	0.138927	1.0489	0.149331
7	-0.236257	-1.7837	0.039898
8	-0.115544	-0.8723	0.193342
9	-0.223782	-1.6895	0.048292
10	-0.075228	-0.568	0.286148
11	-0.079237	-0.5982	0.276029
12	-0.034632	-0.2615	0.397337
13	-0.000376	-0.0028	0.498872
14	-0.012715	-0.096	0.46193
15	0.132597	1.0011	0.160509
16	-0.196188	-1.4812	0.072032
17	-0.12088	-0.9126	0.182642
18	-0.059568	-0.4497	0.327306
19	-0.152825	-1.1538	0.126697
20	0.052775	0.3984	0.345897
21	0.000467	0.0035	0.498599
22	-0.212263	-1.6026	0.057281
23	0.107737	0.8134	0.209687
24	-0.072099	-0.5443	0.294166
25	-0.009204	-0.0695	0.472421
26	-0.089156	-0.6731	0.251798
27	0.109774	0.8288	0.205345
28	-0.09902	-0.7476	0.228893
29	-0.136436	-1.0301	0.153664
30	0.054732	0.4132	0.340499
31	-0.123077	-0.9292	0.178349
32	-0.039823	-0.3007	0.382386
33	-0.049024	-0.3701	0.356331
34	0.031543	0.2381	0.406313
35	-0.023228	-0.1754	0.430705
36	-0.069515	-0.5248	0.300868
37	-0.052625	-0.3973	0.346312
38	-0.109003	-0.823	0.206981
39	0.063691	0.4809	0.316229
40	-0.128941	-0.9735	0.167212
41	-0.097498	-0.7361	0.232347
42	-0.029482	-0.2226	0.412327
43	-0.058611	-0.4425	0.3299
44	-0.015241	-0.1151	0.454398
45	0.067341	0.5084	0.306562
46	-0.075832	-0.5725	0.284611
47	0.030033	0.2267	0.410716
48	0.003054	0.0231	0.490843
49	-0.021685	-0.1637	0.435267
50	-0.15991	-1.2073	0.116152
51	-0.035742	-0.2698	0.394127
52	0.027402	0.2069	0.418421
53	-0.039009	-0.2945	0.384717
54	0.063754	0.4813	0.31606
55	-0.001678	-0.0127	0.494967
56	0.00139	0.0105	0.495832
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 50 ; par2 = 36 ;

Parameters (R input):

par1 = 60 ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; 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