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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 01 Dec 2007 06:41:13 -0700

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/2007/Dec/01/t1196515798y7qhw55iyblolh1.htm/, Retrieved Sun, 19 May 2024 17:06:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2252, Retrieved Sun, 19 May 2024 17:06:11 +0000

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Estimated Impact

195

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-       [(Partial) Autocorrelation Function] [Workshop8_q1d] [2007-12-01 13:41:13] [129742d52914620af0bad7eb53591257] [Current]

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Dataseries X:

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Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of compuational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2252&T=0

[TABLE]
[ROW][C]Summary of compuational 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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2252&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2252&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 compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	9.7468	0
1	0.184544	1.7987	0.03762
2	-0.079608	-0.7759	0.780139
3	-0.038657	-0.3768	0.646413
4	-0.149292	-1.4551	0.925533
5	0.065441	0.6378	0.262557
6	0.055808	0.5439	0.293876
7	-0.065985	-0.6431	0.739159
8	-0.143715	-1.4008	0.917728
9	-0.090604	-0.8831	0.810295
10	0.056747	0.5531	0.290748
11	0.331064	3.2268	0.000859
12	0.052372	0.5105	0.305459
13	-0.128966	-1.257	0.894083
14	0.054493	0.5311	0.298285
15	-0.129292	-1.2602	0.894655
16	-0.068517	-0.6678	0.747068
17	-0.012577	-0.1226	0.548651
18	-0.060914	-0.5937	0.722944
19	0.021119	0.2058	0.418676
20	-0.079531	-0.7752	0.779919
21	-0.078342	-0.7636	0.776496
22	0.006767	0.066	0.473775
23	-0.073769	-0.719	0.763051
24	-0.024095	-0.2349	0.592585
25	0.123477	1.2035	0.115886
26	-0.128259	-1.2501	0.892835
27	-0.151767	-1.4792	0.928808
28	0.049762	0.485	0.314391
29	0.00886	0.0864	0.465683
30	0.113395	1.1052	0.135924
31	0.030203	0.2944	0.384553
32	-0.109514	-1.0674	0.855753
33	-0.099437	-0.9692	0.832545
34	-0.067876	-0.6616	0.745078
35	0.046505	0.4533	0.325693
36	0.159895	1.5585	0.061224
37	0.00822	0.0801	0.468156
38	-0.057585	-0.5613	0.712031
39	0.002997	0.0292	0.48838
40	-0.093298	-0.9094	0.817269
41	0.079438	0.7743	0.220349
42	0.049691	0.4843	0.314632
43	-0.155219	-1.5129	0.933187
44	-0.144458	-1.408	0.918803
45	-0.144006	-1.4036	0.918151
46	0.017202	0.1677	0.433603
47	0.114313	1.1142	0.134004
48	0.063798	0.6218	0.267773
49	0.027761	0.2706	0.393649
50	-0.005651	-0.0551	0.521904
51	-0.032778	-0.3195	0.624966
52	0.083508	0.8139	0.20886
53	0.144769	1.411	0.08075
54	-0.16766	-1.6341	0.947231
55	-0.045958	-0.4479	0.672393
56	-0.047147	-0.4595	0.67655
57	-0.01421	-0.1385	0.55493
58	0.1431	1.3948	0.083169
59	0.064289	0.6266	0.266208

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.7468 & 0 \tabularnewline
1 & 0.184544 & 1.7987 & 0.03762 \tabularnewline
2 & -0.079608 & -0.7759 & 0.780139 \tabularnewline
3 & -0.038657 & -0.3768 & 0.646413 \tabularnewline
4 & -0.149292 & -1.4551 & 0.925533 \tabularnewline
5 & 0.065441 & 0.6378 & 0.262557 \tabularnewline
6 & 0.055808 & 0.5439 & 0.293876 \tabularnewline
7 & -0.065985 & -0.6431 & 0.739159 \tabularnewline
8 & -0.143715 & -1.4008 & 0.917728 \tabularnewline
9 & -0.090604 & -0.8831 & 0.810295 \tabularnewline
10 & 0.056747 & 0.5531 & 0.290748 \tabularnewline
11 & 0.331064 & 3.2268 & 0.000859 \tabularnewline
12 & 0.052372 & 0.5105 & 0.305459 \tabularnewline
13 & -0.128966 & -1.257 & 0.894083 \tabularnewline
14 & 0.054493 & 0.5311 & 0.298285 \tabularnewline
15 & -0.129292 & -1.2602 & 0.894655 \tabularnewline
16 & -0.068517 & -0.6678 & 0.747068 \tabularnewline
17 & -0.012577 & -0.1226 & 0.548651 \tabularnewline
18 & -0.060914 & -0.5937 & 0.722944 \tabularnewline
19 & 0.021119 & 0.2058 & 0.418676 \tabularnewline
20 & -0.079531 & -0.7752 & 0.779919 \tabularnewline
21 & -0.078342 & -0.7636 & 0.776496 \tabularnewline
22 & 0.006767 & 0.066 & 0.473775 \tabularnewline
23 & -0.073769 & -0.719 & 0.763051 \tabularnewline
24 & -0.024095 & -0.2349 & 0.592585 \tabularnewline
25 & 0.123477 & 1.2035 & 0.115886 \tabularnewline
26 & -0.128259 & -1.2501 & 0.892835 \tabularnewline
27 & -0.151767 & -1.4792 & 0.928808 \tabularnewline
28 & 0.049762 & 0.485 & 0.314391 \tabularnewline
29 & 0.00886 & 0.0864 & 0.465683 \tabularnewline
30 & 0.113395 & 1.1052 & 0.135924 \tabularnewline
31 & 0.030203 & 0.2944 & 0.384553 \tabularnewline
32 & -0.109514 & -1.0674 & 0.855753 \tabularnewline
33 & -0.099437 & -0.9692 & 0.832545 \tabularnewline
34 & -0.067876 & -0.6616 & 0.745078 \tabularnewline
35 & 0.046505 & 0.4533 & 0.325693 \tabularnewline
36 & 0.159895 & 1.5585 & 0.061224 \tabularnewline
37 & 0.00822 & 0.0801 & 0.468156 \tabularnewline
38 & -0.057585 & -0.5613 & 0.712031 \tabularnewline
39 & 0.002997 & 0.0292 & 0.48838 \tabularnewline
40 & -0.093298 & -0.9094 & 0.817269 \tabularnewline
41 & 0.079438 & 0.7743 & 0.220349 \tabularnewline
42 & 0.049691 & 0.4843 & 0.314632 \tabularnewline
43 & -0.155219 & -1.5129 & 0.933187 \tabularnewline
44 & -0.144458 & -1.408 & 0.918803 \tabularnewline
45 & -0.144006 & -1.4036 & 0.918151 \tabularnewline
46 & 0.017202 & 0.1677 & 0.433603 \tabularnewline
47 & 0.114313 & 1.1142 & 0.134004 \tabularnewline
48 & 0.063798 & 0.6218 & 0.267773 \tabularnewline
49 & 0.027761 & 0.2706 & 0.393649 \tabularnewline
50 & -0.005651 & -0.0551 & 0.521904 \tabularnewline
51 & -0.032778 & -0.3195 & 0.624966 \tabularnewline
52 & 0.083508 & 0.8139 & 0.20886 \tabularnewline
53 & 0.144769 & 1.411 & 0.08075 \tabularnewline
54 & -0.16766 & -1.6341 & 0.947231 \tabularnewline
55 & -0.045958 & -0.4479 & 0.672393 \tabularnewline
56 & -0.047147 & -0.4595 & 0.67655 \tabularnewline
57 & -0.01421 & -0.1385 & 0.55493 \tabularnewline
58 & 0.1431 & 1.3948 & 0.083169 \tabularnewline
59 & 0.064289 & 0.6266 & 0.266208 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2252&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]0[/C][C]1[/C][C]9.7468[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.184544[/C][C]1.7987[/C][C]0.03762[/C][/ROW]
[ROW][C]2[/C][C]-0.079608[/C][C]-0.7759[/C][C]0.780139[/C][/ROW]
[ROW][C]3[/C][C]-0.038657[/C][C]-0.3768[/C][C]0.646413[/C][/ROW]
[ROW][C]4[/C][C]-0.149292[/C][C]-1.4551[/C][C]0.925533[/C][/ROW]
[ROW][C]5[/C][C]0.065441[/C][C]0.6378[/C][C]0.262557[/C][/ROW]
[ROW][C]6[/C][C]0.055808[/C][C]0.5439[/C][C]0.293876[/C][/ROW]
[ROW][C]7[/C][C]-0.065985[/C][C]-0.6431[/C][C]0.739159[/C][/ROW]
[ROW][C]8[/C][C]-0.143715[/C][C]-1.4008[/C][C]0.917728[/C][/ROW]
[ROW][C]9[/C][C]-0.090604[/C][C]-0.8831[/C][C]0.810295[/C][/ROW]
[ROW][C]10[/C][C]0.056747[/C][C]0.5531[/C][C]0.290748[/C][/ROW]
[ROW][C]11[/C][C]0.331064[/C][C]3.2268[/C][C]0.000859[/C][/ROW]
[ROW][C]12[/C][C]0.052372[/C][C]0.5105[/C][C]0.305459[/C][/ROW]
[ROW][C]13[/C][C]-0.128966[/C][C]-1.257[/C][C]0.894083[/C][/ROW]
[ROW][C]14[/C][C]0.054493[/C][C]0.5311[/C][C]0.298285[/C][/ROW]
[ROW][C]15[/C][C]-0.129292[/C][C]-1.2602[/C][C]0.894655[/C][/ROW]
[ROW][C]16[/C][C]-0.068517[/C][C]-0.6678[/C][C]0.747068[/C][/ROW]
[ROW][C]17[/C][C]-0.012577[/C][C]-0.1226[/C][C]0.548651[/C][/ROW]
[ROW][C]18[/C][C]-0.060914[/C][C]-0.5937[/C][C]0.722944[/C][/ROW]
[ROW][C]19[/C][C]0.021119[/C][C]0.2058[/C][C]0.418676[/C][/ROW]
[ROW][C]20[/C][C]-0.079531[/C][C]-0.7752[/C][C]0.779919[/C][/ROW]
[ROW][C]21[/C][C]-0.078342[/C][C]-0.7636[/C][C]0.776496[/C][/ROW]
[ROW][C]22[/C][C]0.006767[/C][C]0.066[/C][C]0.473775[/C][/ROW]
[ROW][C]23[/C][C]-0.073769[/C][C]-0.719[/C][C]0.763051[/C][/ROW]
[ROW][C]24[/C][C]-0.024095[/C][C]-0.2349[/C][C]0.592585[/C][/ROW]
[ROW][C]25[/C][C]0.123477[/C][C]1.2035[/C][C]0.115886[/C][/ROW]
[ROW][C]26[/C][C]-0.128259[/C][C]-1.2501[/C][C]0.892835[/C][/ROW]
[ROW][C]27[/C][C]-0.151767[/C][C]-1.4792[/C][C]0.928808[/C][/ROW]
[ROW][C]28[/C][C]0.049762[/C][C]0.485[/C][C]0.314391[/C][/ROW]
[ROW][C]29[/C][C]0.00886[/C][C]0.0864[/C][C]0.465683[/C][/ROW]
[ROW][C]30[/C][C]0.113395[/C][C]1.1052[/C][C]0.135924[/C][/ROW]
[ROW][C]31[/C][C]0.030203[/C][C]0.2944[/C][C]0.384553[/C][/ROW]
[ROW][C]32[/C][C]-0.109514[/C][C]-1.0674[/C][C]0.855753[/C][/ROW]
[ROW][C]33[/C][C]-0.099437[/C][C]-0.9692[/C][C]0.832545[/C][/ROW]
[ROW][C]34[/C][C]-0.067876[/C][C]-0.6616[/C][C]0.745078[/C][/ROW]
[ROW][C]35[/C][C]0.046505[/C][C]0.4533[/C][C]0.325693[/C][/ROW]
[ROW][C]36[/C][C]0.159895[/C][C]1.5585[/C][C]0.061224[/C][/ROW]
[ROW][C]37[/C][C]0.00822[/C][C]0.0801[/C][C]0.468156[/C][/ROW]
[ROW][C]38[/C][C]-0.057585[/C][C]-0.5613[/C][C]0.712031[/C][/ROW]
[ROW][C]39[/C][C]0.002997[/C][C]0.0292[/C][C]0.48838[/C][/ROW]
[ROW][C]40[/C][C]-0.093298[/C][C]-0.9094[/C][C]0.817269[/C][/ROW]
[ROW][C]41[/C][C]0.079438[/C][C]0.7743[/C][C]0.220349[/C][/ROW]
[ROW][C]42[/C][C]0.049691[/C][C]0.4843[/C][C]0.314632[/C][/ROW]
[ROW][C]43[/C][C]-0.155219[/C][C]-1.5129[/C][C]0.933187[/C][/ROW]
[ROW][C]44[/C][C]-0.144458[/C][C]-1.408[/C][C]0.918803[/C][/ROW]
[ROW][C]45[/C][C]-0.144006[/C][C]-1.4036[/C][C]0.918151[/C][/ROW]
[ROW][C]46[/C][C]0.017202[/C][C]0.1677[/C][C]0.433603[/C][/ROW]
[ROW][C]47[/C][C]0.114313[/C][C]1.1142[/C][C]0.134004[/C][/ROW]
[ROW][C]48[/C][C]0.063798[/C][C]0.6218[/C][C]0.267773[/C][/ROW]
[ROW][C]49[/C][C]0.027761[/C][C]0.2706[/C][C]0.393649[/C][/ROW]
[ROW][C]50[/C][C]-0.005651[/C][C]-0.0551[/C][C]0.521904[/C][/ROW]
[ROW][C]51[/C][C]-0.032778[/C][C]-0.3195[/C][C]0.624966[/C][/ROW]
[ROW][C]52[/C][C]0.083508[/C][C]0.8139[/C][C]0.20886[/C][/ROW]
[ROW][C]53[/C][C]0.144769[/C][C]1.411[/C][C]0.08075[/C][/ROW]
[ROW][C]54[/C][C]-0.16766[/C][C]-1.6341[/C][C]0.947231[/C][/ROW]
[ROW][C]55[/C][C]-0.045958[/C][C]-0.4479[/C][C]0.672393[/C][/ROW]
[ROW][C]56[/C][C]-0.047147[/C][C]-0.4595[/C][C]0.67655[/C][/ROW]
[ROW][C]57[/C][C]-0.01421[/C][C]-0.1385[/C][C]0.55493[/C][/ROW]
[ROW][C]58[/C][C]0.1431[/C][C]1.3948[/C][C]0.083169[/C][/ROW]
[ROW][C]59[/C][C]0.064289[/C][C]0.6266[/C][C]0.266208[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2252&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2252&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
0	1	9.7468	0
1	0.184544	1.7987	0.03762
2	-0.079608	-0.7759	0.780139
3	-0.038657	-0.3768	0.646413
4	-0.149292	-1.4551	0.925533
5	0.065441	0.6378	0.262557
6	0.055808	0.5439	0.293876
7	-0.065985	-0.6431	0.739159
8	-0.143715	-1.4008	0.917728
9	-0.090604	-0.8831	0.810295
10	0.056747	0.5531	0.290748
11	0.331064	3.2268	0.000859
12	0.052372	0.5105	0.305459
13	-0.128966	-1.257	0.894083
14	0.054493	0.5311	0.298285
15	-0.129292	-1.2602	0.894655
16	-0.068517	-0.6678	0.747068
17	-0.012577	-0.1226	0.548651
18	-0.060914	-0.5937	0.722944
19	0.021119	0.2058	0.418676
20	-0.079531	-0.7752	0.779919
21	-0.078342	-0.7636	0.776496
22	0.006767	0.066	0.473775
23	-0.073769	-0.719	0.763051
24	-0.024095	-0.2349	0.592585
25	0.123477	1.2035	0.115886
26	-0.128259	-1.2501	0.892835
27	-0.151767	-1.4792	0.928808
28	0.049762	0.485	0.314391
29	0.00886	0.0864	0.465683
30	0.113395	1.1052	0.135924
31	0.030203	0.2944	0.384553
32	-0.109514	-1.0674	0.855753
33	-0.099437	-0.9692	0.832545
34	-0.067876	-0.6616	0.745078
35	0.046505	0.4533	0.325693
36	0.159895	1.5585	0.061224
37	0.00822	0.0801	0.468156
38	-0.057585	-0.5613	0.712031
39	0.002997	0.0292	0.48838
40	-0.093298	-0.9094	0.817269
41	0.079438	0.7743	0.220349
42	0.049691	0.4843	0.314632
43	-0.155219	-1.5129	0.933187
44	-0.144458	-1.408	0.918803
45	-0.144006	-1.4036	0.918151
46	0.017202	0.1677	0.433603
47	0.114313	1.1142	0.134004
48	0.063798	0.6218	0.267773
49	0.027761	0.2706	0.393649
50	-0.005651	-0.0551	0.521904
51	-0.032778	-0.3195	0.624966
52	0.083508	0.8139	0.20886
53	0.144769	1.411	0.08075
54	-0.16766	-1.6341	0.947231
55	-0.045958	-0.4479	0.672393
56	-0.047147	-0.4595	0.67655
57	-0.01421	-0.1385	0.55493
58	0.1431	1.3948	0.083169
59	0.064289	0.6266	0.266208

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.184544	1.7987	0.03762
1	-0.117672	-1.1469	0.872853
2	-0.000548	-0.0053	0.502124
3	-0.158076	-1.5407	0.936647
4	0.13208	1.2874	0.100549
5	-0.018842	-0.1837	0.572662
6	-0.059963	-0.5844	0.719846
7	-0.149266	-1.4549	0.925498
8	-0.014619	-0.1425	0.556501
9	0.056455	0.5503	0.291719
10	0.308517	3.0071	0.001688
11	-0.122647	-1.1954	0.882549
12	-0.064282	-0.6265	0.73377
13	0.122038	1.1895	0.118607
14	-0.113352	-1.1048	0.863985
15	-0.102258	-0.9967	0.839276
16	-0.072361	-0.7053	0.758822
17	0.043239	0.4214	0.337191
18	0.089466	0.872	0.1927
19	-0.125023	-1.2186	0.886988
20	-0.119406	-1.1638	0.876295
21	-0.056701	-0.5527	0.709101
22	-0.054795	-0.5341	0.702733
23	0.002043	0.0199	0.492076
24	0.024592	0.2397	0.405542
25	-0.140202	-1.3665	0.912499
26	-0.023322	-0.2273	0.589667
27	0.067112	0.6541	0.257307
28	-0.019164	-0.1868	0.573889
29	0.009765	0.0952	0.462186
30	-0.003264	-0.0318	0.512657
31	-0.020252	-0.1974	0.57803
32	-0.100654	-0.9811	0.835471
33	-0.021447	-0.209	0.582567
34	0.001659	0.0162	0.493565
35	0.081355	0.7929	0.214891
36	0.041646	0.4059	0.342859
37	0.010453	0.1019	0.459533
38	-0.102517	-0.9992	0.839886
39	-0.12071	-1.1765	0.87884
40	0.064854	0.6321	0.264415
41	-0.062503	-0.6092	0.728077
42	-0.160662	-1.5659	0.939656
43	-0.124473	-1.2132	0.885972
44	-0.042176	-0.4111	0.659032
45	0.027199	0.2651	0.39575
46	-0.08548	-0.8332	0.796577
47	-0.041445	-0.404	0.656424
48	0.00543	0.0529	0.47895
49	0.001526	0.0149	0.494084
50	0.031266	0.3047	0.380615
51	0.003712	0.0362	0.485607
52	0.052176	0.5085	0.306125
53	-0.137553	-1.3407	0.908393
54	0.094932	0.9253	0.178581
55	-0.055629	-0.5422	0.705526
56	0.032953	0.3212	0.374389
57	0.032894	0.3206	0.374606
58	0.055837	0.5442	0.29378
59	-0.000901	-0.0088	0.503494

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.184544 & 1.7987 & 0.03762 \tabularnewline
1 & -0.117672 & -1.1469 & 0.872853 \tabularnewline
2 & -0.000548 & -0.0053 & 0.502124 \tabularnewline
3 & -0.158076 & -1.5407 & 0.936647 \tabularnewline
4 & 0.13208 & 1.2874 & 0.100549 \tabularnewline
5 & -0.018842 & -0.1837 & 0.572662 \tabularnewline
6 & -0.059963 & -0.5844 & 0.719846 \tabularnewline
7 & -0.149266 & -1.4549 & 0.925498 \tabularnewline
8 & -0.014619 & -0.1425 & 0.556501 \tabularnewline
9 & 0.056455 & 0.5503 & 0.291719 \tabularnewline
10 & 0.308517 & 3.0071 & 0.001688 \tabularnewline
11 & -0.122647 & -1.1954 & 0.882549 \tabularnewline
12 & -0.064282 & -0.6265 & 0.73377 \tabularnewline
13 & 0.122038 & 1.1895 & 0.118607 \tabularnewline
14 & -0.113352 & -1.1048 & 0.863985 \tabularnewline
15 & -0.102258 & -0.9967 & 0.839276 \tabularnewline
16 & -0.072361 & -0.7053 & 0.758822 \tabularnewline
17 & 0.043239 & 0.4214 & 0.337191 \tabularnewline
18 & 0.089466 & 0.872 & 0.1927 \tabularnewline
19 & -0.125023 & -1.2186 & 0.886988 \tabularnewline
20 & -0.119406 & -1.1638 & 0.876295 \tabularnewline
21 & -0.056701 & -0.5527 & 0.709101 \tabularnewline
22 & -0.054795 & -0.5341 & 0.702733 \tabularnewline
23 & 0.002043 & 0.0199 & 0.492076 \tabularnewline
24 & 0.024592 & 0.2397 & 0.405542 \tabularnewline
25 & -0.140202 & -1.3665 & 0.912499 \tabularnewline
26 & -0.023322 & -0.2273 & 0.589667 \tabularnewline
27 & 0.067112 & 0.6541 & 0.257307 \tabularnewline
28 & -0.019164 & -0.1868 & 0.573889 \tabularnewline
29 & 0.009765 & 0.0952 & 0.462186 \tabularnewline
30 & -0.003264 & -0.0318 & 0.512657 \tabularnewline
31 & -0.020252 & -0.1974 & 0.57803 \tabularnewline
32 & -0.100654 & -0.9811 & 0.835471 \tabularnewline
33 & -0.021447 & -0.209 & 0.582567 \tabularnewline
34 & 0.001659 & 0.0162 & 0.493565 \tabularnewline
35 & 0.081355 & 0.7929 & 0.214891 \tabularnewline
36 & 0.041646 & 0.4059 & 0.342859 \tabularnewline
37 & 0.010453 & 0.1019 & 0.459533 \tabularnewline
38 & -0.102517 & -0.9992 & 0.839886 \tabularnewline
39 & -0.12071 & -1.1765 & 0.87884 \tabularnewline
40 & 0.064854 & 0.6321 & 0.264415 \tabularnewline
41 & -0.062503 & -0.6092 & 0.728077 \tabularnewline
42 & -0.160662 & -1.5659 & 0.939656 \tabularnewline
43 & -0.124473 & -1.2132 & 0.885972 \tabularnewline
44 & -0.042176 & -0.4111 & 0.659032 \tabularnewline
45 & 0.027199 & 0.2651 & 0.39575 \tabularnewline
46 & -0.08548 & -0.8332 & 0.796577 \tabularnewline
47 & -0.041445 & -0.404 & 0.656424 \tabularnewline
48 & 0.00543 & 0.0529 & 0.47895 \tabularnewline
49 & 0.001526 & 0.0149 & 0.494084 \tabularnewline
50 & 0.031266 & 0.3047 & 0.380615 \tabularnewline
51 & 0.003712 & 0.0362 & 0.485607 \tabularnewline
52 & 0.052176 & 0.5085 & 0.306125 \tabularnewline
53 & -0.137553 & -1.3407 & 0.908393 \tabularnewline
54 & 0.094932 & 0.9253 & 0.178581 \tabularnewline
55 & -0.055629 & -0.5422 & 0.705526 \tabularnewline
56 & 0.032953 & 0.3212 & 0.374389 \tabularnewline
57 & 0.032894 & 0.3206 & 0.374606 \tabularnewline
58 & 0.055837 & 0.5442 & 0.29378 \tabularnewline
59 & -0.000901 & -0.0088 & 0.503494 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2252&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]0[/C][C]0.184544[/C][C]1.7987[/C][C]0.03762[/C][/ROW]
[ROW][C]1[/C][C]-0.117672[/C][C]-1.1469[/C][C]0.872853[/C][/ROW]
[ROW][C]2[/C][C]-0.000548[/C][C]-0.0053[/C][C]0.502124[/C][/ROW]
[ROW][C]3[/C][C]-0.158076[/C][C]-1.5407[/C][C]0.936647[/C][/ROW]
[ROW][C]4[/C][C]0.13208[/C][C]1.2874[/C][C]0.100549[/C][/ROW]
[ROW][C]5[/C][C]-0.018842[/C][C]-0.1837[/C][C]0.572662[/C][/ROW]
[ROW][C]6[/C][C]-0.059963[/C][C]-0.5844[/C][C]0.719846[/C][/ROW]
[ROW][C]7[/C][C]-0.149266[/C][C]-1.4549[/C][C]0.925498[/C][/ROW]
[ROW][C]8[/C][C]-0.014619[/C][C]-0.1425[/C][C]0.556501[/C][/ROW]
[ROW][C]9[/C][C]0.056455[/C][C]0.5503[/C][C]0.291719[/C][/ROW]
[ROW][C]10[/C][C]0.308517[/C][C]3.0071[/C][C]0.001688[/C][/ROW]
[ROW][C]11[/C][C]-0.122647[/C][C]-1.1954[/C][C]0.882549[/C][/ROW]
[ROW][C]12[/C][C]-0.064282[/C][C]-0.6265[/C][C]0.73377[/C][/ROW]
[ROW][C]13[/C][C]0.122038[/C][C]1.1895[/C][C]0.118607[/C][/ROW]
[ROW][C]14[/C][C]-0.113352[/C][C]-1.1048[/C][C]0.863985[/C][/ROW]
[ROW][C]15[/C][C]-0.102258[/C][C]-0.9967[/C][C]0.839276[/C][/ROW]
[ROW][C]16[/C][C]-0.072361[/C][C]-0.7053[/C][C]0.758822[/C][/ROW]
[ROW][C]17[/C][C]0.043239[/C][C]0.4214[/C][C]0.337191[/C][/ROW]
[ROW][C]18[/C][C]0.089466[/C][C]0.872[/C][C]0.1927[/C][/ROW]
[ROW][C]19[/C][C]-0.125023[/C][C]-1.2186[/C][C]0.886988[/C][/ROW]
[ROW][C]20[/C][C]-0.119406[/C][C]-1.1638[/C][C]0.876295[/C][/ROW]
[ROW][C]21[/C][C]-0.056701[/C][C]-0.5527[/C][C]0.709101[/C][/ROW]
[ROW][C]22[/C][C]-0.054795[/C][C]-0.5341[/C][C]0.702733[/C][/ROW]
[ROW][C]23[/C][C]0.002043[/C][C]0.0199[/C][C]0.492076[/C][/ROW]
[ROW][C]24[/C][C]0.024592[/C][C]0.2397[/C][C]0.405542[/C][/ROW]
[ROW][C]25[/C][C]-0.140202[/C][C]-1.3665[/C][C]0.912499[/C][/ROW]
[ROW][C]26[/C][C]-0.023322[/C][C]-0.2273[/C][C]0.589667[/C][/ROW]
[ROW][C]27[/C][C]0.067112[/C][C]0.6541[/C][C]0.257307[/C][/ROW]
[ROW][C]28[/C][C]-0.019164[/C][C]-0.1868[/C][C]0.573889[/C][/ROW]
[ROW][C]29[/C][C]0.009765[/C][C]0.0952[/C][C]0.462186[/C][/ROW]
[ROW][C]30[/C][C]-0.003264[/C][C]-0.0318[/C][C]0.512657[/C][/ROW]
[ROW][C]31[/C][C]-0.020252[/C][C]-0.1974[/C][C]0.57803[/C][/ROW]
[ROW][C]32[/C][C]-0.100654[/C][C]-0.9811[/C][C]0.835471[/C][/ROW]
[ROW][C]33[/C][C]-0.021447[/C][C]-0.209[/C][C]0.582567[/C][/ROW]
[ROW][C]34[/C][C]0.001659[/C][C]0.0162[/C][C]0.493565[/C][/ROW]
[ROW][C]35[/C][C]0.081355[/C][C]0.7929[/C][C]0.214891[/C][/ROW]
[ROW][C]36[/C][C]0.041646[/C][C]0.4059[/C][C]0.342859[/C][/ROW]
[ROW][C]37[/C][C]0.010453[/C][C]0.1019[/C][C]0.459533[/C][/ROW]
[ROW][C]38[/C][C]-0.102517[/C][C]-0.9992[/C][C]0.839886[/C][/ROW]
[ROW][C]39[/C][C]-0.12071[/C][C]-1.1765[/C][C]0.87884[/C][/ROW]
[ROW][C]40[/C][C]0.064854[/C][C]0.6321[/C][C]0.264415[/C][/ROW]
[ROW][C]41[/C][C]-0.062503[/C][C]-0.6092[/C][C]0.728077[/C][/ROW]
[ROW][C]42[/C][C]-0.160662[/C][C]-1.5659[/C][C]0.939656[/C][/ROW]
[ROW][C]43[/C][C]-0.124473[/C][C]-1.2132[/C][C]0.885972[/C][/ROW]
[ROW][C]44[/C][C]-0.042176[/C][C]-0.4111[/C][C]0.659032[/C][/ROW]
[ROW][C]45[/C][C]0.027199[/C][C]0.2651[/C][C]0.39575[/C][/ROW]
[ROW][C]46[/C][C]-0.08548[/C][C]-0.8332[/C][C]0.796577[/C][/ROW]
[ROW][C]47[/C][C]-0.041445[/C][C]-0.404[/C][C]0.656424[/C][/ROW]
[ROW][C]48[/C][C]0.00543[/C][C]0.0529[/C][C]0.47895[/C][/ROW]
[ROW][C]49[/C][C]0.001526[/C][C]0.0149[/C][C]0.494084[/C][/ROW]
[ROW][C]50[/C][C]0.031266[/C][C]0.3047[/C][C]0.380615[/C][/ROW]
[ROW][C]51[/C][C]0.003712[/C][C]0.0362[/C][C]0.485607[/C][/ROW]
[ROW][C]52[/C][C]0.052176[/C][C]0.5085[/C][C]0.306125[/C][/ROW]
[ROW][C]53[/C][C]-0.137553[/C][C]-1.3407[/C][C]0.908393[/C][/ROW]
[ROW][C]54[/C][C]0.094932[/C][C]0.9253[/C][C]0.178581[/C][/ROW]
[ROW][C]55[/C][C]-0.055629[/C][C]-0.5422[/C][C]0.705526[/C][/ROW]
[ROW][C]56[/C][C]0.032953[/C][C]0.3212[/C][C]0.374389[/C][/ROW]
[ROW][C]57[/C][C]0.032894[/C][C]0.3206[/C][C]0.374606[/C][/ROW]
[ROW][C]58[/C][C]0.055837[/C][C]0.5442[/C][C]0.29378[/C][/ROW]
[ROW][C]59[/C][C]-0.000901[/C][C]-0.0088[/C][C]0.503494[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2252&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2252&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
0	0.184544	1.7987	0.03762
1	-0.117672	-1.1469	0.872853
2	-0.000548	-0.0053	0.502124
3	-0.158076	-1.5407	0.936647
4	0.13208	1.2874	0.100549
5	-0.018842	-0.1837	0.572662
6	-0.059963	-0.5844	0.719846
7	-0.149266	-1.4549	0.925498
8	-0.014619	-0.1425	0.556501
9	0.056455	0.5503	0.291719
10	0.308517	3.0071	0.001688
11	-0.122647	-1.1954	0.882549
12	-0.064282	-0.6265	0.73377
13	0.122038	1.1895	0.118607
14	-0.113352	-1.1048	0.863985
15	-0.102258	-0.9967	0.839276
16	-0.072361	-0.7053	0.758822
17	0.043239	0.4214	0.337191
18	0.089466	0.872	0.1927
19	-0.125023	-1.2186	0.886988
20	-0.119406	-1.1638	0.876295
21	-0.056701	-0.5527	0.709101
22	-0.054795	-0.5341	0.702733
23	0.002043	0.0199	0.492076
24	0.024592	0.2397	0.405542
25	-0.140202	-1.3665	0.912499
26	-0.023322	-0.2273	0.589667
27	0.067112	0.6541	0.257307
28	-0.019164	-0.1868	0.573889
29	0.009765	0.0952	0.462186
30	-0.003264	-0.0318	0.512657
31	-0.020252	-0.1974	0.57803
32	-0.100654	-0.9811	0.835471
33	-0.021447	-0.209	0.582567
34	0.001659	0.0162	0.493565
35	0.081355	0.7929	0.214891
36	0.041646	0.4059	0.342859
37	0.010453	0.1019	0.459533
38	-0.102517	-0.9992	0.839886
39	-0.12071	-1.1765	0.87884
40	0.064854	0.6321	0.264415
41	-0.062503	-0.6092	0.728077
42	-0.160662	-1.5659	0.939656
43	-0.124473	-1.2132	0.885972
44	-0.042176	-0.4111	0.659032
45	0.027199	0.2651	0.39575
46	-0.08548	-0.8332	0.796577
47	-0.041445	-0.404	0.656424
48	0.00543	0.0529	0.47895
49	0.001526	0.0149	0.494084
50	0.031266	0.3047	0.380615
51	0.003712	0.0362	0.485607
52	0.052176	0.5085	0.306125
53	-0.137553	-1.3407	0.908393
54	0.094932	0.9253	0.178581
55	-0.055629	-0.5422	0.705526
56	0.032953	0.3212	0.374389
57	0.032894	0.3206	0.374606
58	0.055837	0.5442	0.29378
59	-0.000901	-0.0088	0.503494

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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 1:par1) {
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(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-1,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(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