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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 04 Dec 2008 10:13:31 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/04/t1228410866f2ugfelxmm52smf.htm/, Retrieved Wed, 22 May 2024 13:50:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28964, Retrieved Wed, 22 May 2024 13:50:29 +0000

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Estimated Impact

185

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

-       [(Partial) Autocorrelation Function] [Uitvoer EU - (Par...] [2008-12-04 17:13:31] [8da7502cfecb272886bc60b3f290b8b8] [Current]
-   PD    [(Partial) Autocorrelation Function] [Uitvoer EU - Part...] [2008-12-04 17:48:53] [9e54d1454d464f1bf9ee4a54d5d56945] 
-   P       [(Partial) Autocorrelation Function] [Uitvoer EU - (Par...] [2008-12-04 17:52:47] [9e54d1454d464f1bf9ee4a54d5d56945] 

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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	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28964&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28964&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28964&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	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.675758	5.7737	0
2	0.523563	4.4733	1.4e-05
3	0.583897	4.9888	2e-06
4	0.562053	4.8022	4e-06
5	0.523327	4.4713	1.4e-05
6	0.50609	4.324	2.4e-05
7	0.399984	3.4175	0.000518
8	0.421561	3.6018	0.000287
9	0.35669	3.0476	0.001606
10	0.251406	2.148	0.017516
11	0.328971	2.8107	0.003171
12	0.515706	4.4062	1.8e-05
13	0.306752	2.6209	0.005332
14	0.183309	1.5662	0.060814
15	0.209296	1.7882	0.038945
16	0.225257	1.9246	0.029088
17	0.219894	1.8788	0.032134
18	0.203848	1.7417	0.042889
19	0.140626	1.2015	0.116718
20	0.152814	1.3056	0.097887
21	0.086512	0.7392	0.231091
22	0.022378	0.1912	0.424452
23	0.092457	0.79	0.216057
24	0.189994	1.6233	0.054417
25	0.073197	0.6254	0.266831
26	-0.019149	-0.1636	0.435245
27	-0.036809	-0.3145	0.377021
28	-0.001456	-0.0124	0.495054
29	-0.018228	-0.1557	0.438335
30	-0.037508	-0.3205	0.374764
31	-0.059794	-0.5109	0.305488
32	-0.078553	-0.6712	0.25212
33	-0.140269	-1.1985	0.117307
34	-0.166011	-1.4184	0.080165
35	-0.114178	-0.9755	0.166258
36	-0.025382	-0.2169	0.41446
37	-0.113687	-0.9713	0.167293
38	-0.185662	-1.5863	0.058497
39	-0.183069	-1.5641	0.061055
40	-0.142606	-1.2184	0.113492
41	-0.186168	-1.5906	0.058009
42	-0.19856	-1.6965	0.047026
43	-0.191957	-1.6401	0.052646
44	-0.200787	-1.7155	0.045245
45	-0.246567	-2.1067	0.019292
46	-0.282278	-2.4118	0.009195
47	-0.258901	-2.212	0.015046
48	-0.166419	-1.4219	0.079659
49	-0.228476	-1.9521	0.027381
50	-0.317633	-2.7139	0.004146
51	-0.29235	-2.4978	0.007374
52	-0.241821	-2.0661	0.021183
53	-0.286815	-2.4506	0.00833
54	-0.294093	-2.5127	0.007094
55	-0.283079	-2.4186	0.009037
56	-0.276902	-2.3659	0.010323
57	-0.267068	-2.2818	0.012708
58	-0.294131	-2.5131	0.007088
59	-0.272253	-2.3261	0.011396
60	-0.192436	-1.6442	0.05222

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.675758 & 5.7737 & 0 \tabularnewline
2 & 0.523563 & 4.4733 & 1.4e-05 \tabularnewline
3 & 0.583897 & 4.9888 & 2e-06 \tabularnewline
4 & 0.562053 & 4.8022 & 4e-06 \tabularnewline
5 & 0.523327 & 4.4713 & 1.4e-05 \tabularnewline
6 & 0.50609 & 4.324 & 2.4e-05 \tabularnewline
7 & 0.399984 & 3.4175 & 0.000518 \tabularnewline
8 & 0.421561 & 3.6018 & 0.000287 \tabularnewline
9 & 0.35669 & 3.0476 & 0.001606 \tabularnewline
10 & 0.251406 & 2.148 & 0.017516 \tabularnewline
11 & 0.328971 & 2.8107 & 0.003171 \tabularnewline
12 & 0.515706 & 4.4062 & 1.8e-05 \tabularnewline
13 & 0.306752 & 2.6209 & 0.005332 \tabularnewline
14 & 0.183309 & 1.5662 & 0.060814 \tabularnewline
15 & 0.209296 & 1.7882 & 0.038945 \tabularnewline
16 & 0.225257 & 1.9246 & 0.029088 \tabularnewline
17 & 0.219894 & 1.8788 & 0.032134 \tabularnewline
18 & 0.203848 & 1.7417 & 0.042889 \tabularnewline
19 & 0.140626 & 1.2015 & 0.116718 \tabularnewline
20 & 0.152814 & 1.3056 & 0.097887 \tabularnewline
21 & 0.086512 & 0.7392 & 0.231091 \tabularnewline
22 & 0.022378 & 0.1912 & 0.424452 \tabularnewline
23 & 0.092457 & 0.79 & 0.216057 \tabularnewline
24 & 0.189994 & 1.6233 & 0.054417 \tabularnewline
25 & 0.073197 & 0.6254 & 0.266831 \tabularnewline
26 & -0.019149 & -0.1636 & 0.435245 \tabularnewline
27 & -0.036809 & -0.3145 & 0.377021 \tabularnewline
28 & -0.001456 & -0.0124 & 0.495054 \tabularnewline
29 & -0.018228 & -0.1557 & 0.438335 \tabularnewline
30 & -0.037508 & -0.3205 & 0.374764 \tabularnewline
31 & -0.059794 & -0.5109 & 0.305488 \tabularnewline
32 & -0.078553 & -0.6712 & 0.25212 \tabularnewline
33 & -0.140269 & -1.1985 & 0.117307 \tabularnewline
34 & -0.166011 & -1.4184 & 0.080165 \tabularnewline
35 & -0.114178 & -0.9755 & 0.166258 \tabularnewline
36 & -0.025382 & -0.2169 & 0.41446 \tabularnewline
37 & -0.113687 & -0.9713 & 0.167293 \tabularnewline
38 & -0.185662 & -1.5863 & 0.058497 \tabularnewline
39 & -0.183069 & -1.5641 & 0.061055 \tabularnewline
40 & -0.142606 & -1.2184 & 0.113492 \tabularnewline
41 & -0.186168 & -1.5906 & 0.058009 \tabularnewline
42 & -0.19856 & -1.6965 & 0.047026 \tabularnewline
43 & -0.191957 & -1.6401 & 0.052646 \tabularnewline
44 & -0.200787 & -1.7155 & 0.045245 \tabularnewline
45 & -0.246567 & -2.1067 & 0.019292 \tabularnewline
46 & -0.282278 & -2.4118 & 0.009195 \tabularnewline
47 & -0.258901 & -2.212 & 0.015046 \tabularnewline
48 & -0.166419 & -1.4219 & 0.079659 \tabularnewline
49 & -0.228476 & -1.9521 & 0.027381 \tabularnewline
50 & -0.317633 & -2.7139 & 0.004146 \tabularnewline
51 & -0.29235 & -2.4978 & 0.007374 \tabularnewline
52 & -0.241821 & -2.0661 & 0.021183 \tabularnewline
53 & -0.286815 & -2.4506 & 0.00833 \tabularnewline
54 & -0.294093 & -2.5127 & 0.007094 \tabularnewline
55 & -0.283079 & -2.4186 & 0.009037 \tabularnewline
56 & -0.276902 & -2.3659 & 0.010323 \tabularnewline
57 & -0.267068 & -2.2818 & 0.012708 \tabularnewline
58 & -0.294131 & -2.5131 & 0.007088 \tabularnewline
59 & -0.272253 & -2.3261 & 0.011396 \tabularnewline
60 & -0.192436 & -1.6442 & 0.05222 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28964&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]0.675758[/C][C]5.7737[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.523563[/C][C]4.4733[/C][C]1.4e-05[/C][/ROW]
[ROW][C]3[/C][C]0.583897[/C][C]4.9888[/C][C]2e-06[/C][/ROW]
[ROW][C]4[/C][C]0.562053[/C][C]4.8022[/C][C]4e-06[/C][/ROW]
[ROW][C]5[/C][C]0.523327[/C][C]4.4713[/C][C]1.4e-05[/C][/ROW]
[ROW][C]6[/C][C]0.50609[/C][C]4.324[/C][C]2.4e-05[/C][/ROW]
[ROW][C]7[/C][C]0.399984[/C][C]3.4175[/C][C]0.000518[/C][/ROW]
[ROW][C]8[/C][C]0.421561[/C][C]3.6018[/C][C]0.000287[/C][/ROW]
[ROW][C]9[/C][C]0.35669[/C][C]3.0476[/C][C]0.001606[/C][/ROW]
[ROW][C]10[/C][C]0.251406[/C][C]2.148[/C][C]0.017516[/C][/ROW]
[ROW][C]11[/C][C]0.328971[/C][C]2.8107[/C][C]0.003171[/C][/ROW]
[ROW][C]12[/C][C]0.515706[/C][C]4.4062[/C][C]1.8e-05[/C][/ROW]
[ROW][C]13[/C][C]0.306752[/C][C]2.6209[/C][C]0.005332[/C][/ROW]
[ROW][C]14[/C][C]0.183309[/C][C]1.5662[/C][C]0.060814[/C][/ROW]
[ROW][C]15[/C][C]0.209296[/C][C]1.7882[/C][C]0.038945[/C][/ROW]
[ROW][C]16[/C][C]0.225257[/C][C]1.9246[/C][C]0.029088[/C][/ROW]
[ROW][C]17[/C][C]0.219894[/C][C]1.8788[/C][C]0.032134[/C][/ROW]
[ROW][C]18[/C][C]0.203848[/C][C]1.7417[/C][C]0.042889[/C][/ROW]
[ROW][C]19[/C][C]0.140626[/C][C]1.2015[/C][C]0.116718[/C][/ROW]
[ROW][C]20[/C][C]0.152814[/C][C]1.3056[/C][C]0.097887[/C][/ROW]
[ROW][C]21[/C][C]0.086512[/C][C]0.7392[/C][C]0.231091[/C][/ROW]
[ROW][C]22[/C][C]0.022378[/C][C]0.1912[/C][C]0.424452[/C][/ROW]
[ROW][C]23[/C][C]0.092457[/C][C]0.79[/C][C]0.216057[/C][/ROW]
[ROW][C]24[/C][C]0.189994[/C][C]1.6233[/C][C]0.054417[/C][/ROW]
[ROW][C]25[/C][C]0.073197[/C][C]0.6254[/C][C]0.266831[/C][/ROW]
[ROW][C]26[/C][C]-0.019149[/C][C]-0.1636[/C][C]0.435245[/C][/ROW]
[ROW][C]27[/C][C]-0.036809[/C][C]-0.3145[/C][C]0.377021[/C][/ROW]
[ROW][C]28[/C][C]-0.001456[/C][C]-0.0124[/C][C]0.495054[/C][/ROW]
[ROW][C]29[/C][C]-0.018228[/C][C]-0.1557[/C][C]0.438335[/C][/ROW]
[ROW][C]30[/C][C]-0.037508[/C][C]-0.3205[/C][C]0.374764[/C][/ROW]
[ROW][C]31[/C][C]-0.059794[/C][C]-0.5109[/C][C]0.305488[/C][/ROW]
[ROW][C]32[/C][C]-0.078553[/C][C]-0.6712[/C][C]0.25212[/C][/ROW]
[ROW][C]33[/C][C]-0.140269[/C][C]-1.1985[/C][C]0.117307[/C][/ROW]
[ROW][C]34[/C][C]-0.166011[/C][C]-1.4184[/C][C]0.080165[/C][/ROW]
[ROW][C]35[/C][C]-0.114178[/C][C]-0.9755[/C][C]0.166258[/C][/ROW]
[ROW][C]36[/C][C]-0.025382[/C][C]-0.2169[/C][C]0.41446[/C][/ROW]
[ROW][C]37[/C][C]-0.113687[/C][C]-0.9713[/C][C]0.167293[/C][/ROW]
[ROW][C]38[/C][C]-0.185662[/C][C]-1.5863[/C][C]0.058497[/C][/ROW]
[ROW][C]39[/C][C]-0.183069[/C][C]-1.5641[/C][C]0.061055[/C][/ROW]
[ROW][C]40[/C][C]-0.142606[/C][C]-1.2184[/C][C]0.113492[/C][/ROW]
[ROW][C]41[/C][C]-0.186168[/C][C]-1.5906[/C][C]0.058009[/C][/ROW]
[ROW][C]42[/C][C]-0.19856[/C][C]-1.6965[/C][C]0.047026[/C][/ROW]
[ROW][C]43[/C][C]-0.191957[/C][C]-1.6401[/C][C]0.052646[/C][/ROW]
[ROW][C]44[/C][C]-0.200787[/C][C]-1.7155[/C][C]0.045245[/C][/ROW]
[ROW][C]45[/C][C]-0.246567[/C][C]-2.1067[/C][C]0.019292[/C][/ROW]
[ROW][C]46[/C][C]-0.282278[/C][C]-2.4118[/C][C]0.009195[/C][/ROW]
[ROW][C]47[/C][C]-0.258901[/C][C]-2.212[/C][C]0.015046[/C][/ROW]
[ROW][C]48[/C][C]-0.166419[/C][C]-1.4219[/C][C]0.079659[/C][/ROW]
[ROW][C]49[/C][C]-0.228476[/C][C]-1.9521[/C][C]0.027381[/C][/ROW]
[ROW][C]50[/C][C]-0.317633[/C][C]-2.7139[/C][C]0.004146[/C][/ROW]
[ROW][C]51[/C][C]-0.29235[/C][C]-2.4978[/C][C]0.007374[/C][/ROW]
[ROW][C]52[/C][C]-0.241821[/C][C]-2.0661[/C][C]0.021183[/C][/ROW]
[ROW][C]53[/C][C]-0.286815[/C][C]-2.4506[/C][C]0.00833[/C][/ROW]
[ROW][C]54[/C][C]-0.294093[/C][C]-2.5127[/C][C]0.007094[/C][/ROW]
[ROW][C]55[/C][C]-0.283079[/C][C]-2.4186[/C][C]0.009037[/C][/ROW]
[ROW][C]56[/C][C]-0.276902[/C][C]-2.3659[/C][C]0.010323[/C][/ROW]
[ROW][C]57[/C][C]-0.267068[/C][C]-2.2818[/C][C]0.012708[/C][/ROW]
[ROW][C]58[/C][C]-0.294131[/C][C]-2.5131[/C][C]0.007088[/C][/ROW]
[ROW][C]59[/C][C]-0.272253[/C][C]-2.3261[/C][C]0.011396[/C][/ROW]
[ROW][C]60[/C][C]-0.192436[/C][C]-1.6442[/C][C]0.05222[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28964&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28964&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	0.675758	5.7737	0
2	0.523563	4.4733	1.4e-05
3	0.583897	4.9888	2e-06
4	0.562053	4.8022	4e-06
5	0.523327	4.4713	1.4e-05
6	0.50609	4.324	2.4e-05
7	0.399984	3.4175	0.000518
8	0.421561	3.6018	0.000287
9	0.35669	3.0476	0.001606
10	0.251406	2.148	0.017516
11	0.328971	2.8107	0.003171
12	0.515706	4.4062	1.8e-05
13	0.306752	2.6209	0.005332
14	0.183309	1.5662	0.060814
15	0.209296	1.7882	0.038945
16	0.225257	1.9246	0.029088
17	0.219894	1.8788	0.032134
18	0.203848	1.7417	0.042889
19	0.140626	1.2015	0.116718
20	0.152814	1.3056	0.097887
21	0.086512	0.7392	0.231091
22	0.022378	0.1912	0.424452
23	0.092457	0.79	0.216057
24	0.189994	1.6233	0.054417
25	0.073197	0.6254	0.266831
26	-0.019149	-0.1636	0.435245
27	-0.036809	-0.3145	0.377021
28	-0.001456	-0.0124	0.495054
29	-0.018228	-0.1557	0.438335
30	-0.037508	-0.3205	0.374764
31	-0.059794	-0.5109	0.305488
32	-0.078553	-0.6712	0.25212
33	-0.140269	-1.1985	0.117307
34	-0.166011	-1.4184	0.080165
35	-0.114178	-0.9755	0.166258
36	-0.025382	-0.2169	0.41446
37	-0.113687	-0.9713	0.167293
38	-0.185662	-1.5863	0.058497
39	-0.183069	-1.5641	0.061055
40	-0.142606	-1.2184	0.113492
41	-0.186168	-1.5906	0.058009
42	-0.19856	-1.6965	0.047026
43	-0.191957	-1.6401	0.052646
44	-0.200787	-1.7155	0.045245
45	-0.246567	-2.1067	0.019292
46	-0.282278	-2.4118	0.009195
47	-0.258901	-2.212	0.015046
48	-0.166419	-1.4219	0.079659
49	-0.228476	-1.9521	0.027381
50	-0.317633	-2.7139	0.004146
51	-0.29235	-2.4978	0.007374
52	-0.241821	-2.0661	0.021183
53	-0.286815	-2.4506	0.00833
54	-0.294093	-2.5127	0.007094
55	-0.283079	-2.4186	0.009037
56	-0.276902	-2.3659	0.010323
57	-0.267068	-2.2818	0.012708
58	-0.294131	-2.5131	0.007088
59	-0.272253	-2.3261	0.011396
60	-0.192436	-1.6442	0.05222

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.675758	5.7737	0
2	0.123151	1.0522	0.148088
3	0.3559	3.0408	0.001638
4	0.100775	0.861	0.196022
5	0.120331	1.0281	0.153647
6	0.056795	0.4853	0.314474
7	-0.145454	-1.2428	0.108967
8	0.122471	1.0464	0.149416
9	-0.183223	-1.5655	0.060901
10	-0.089541	-0.765	0.223356
11	0.169089	1.4447	0.076411
12	0.44524	3.8041	0.000147
13	-0.341017	-2.9136	0.002369
14	-0.123351	-1.0539	0.1477
15	-0.11559	-0.9876	0.163305
16	0.037689	0.322	0.37418
17	-0.018516	-0.1582	0.437368
18	0.053137	0.454	0.325586
19	0.11278	0.9636	0.169215
20	-0.113114	-0.9664	0.168506
21	-0.052722	-0.4505	0.326857
22	-0.00389	-0.0332	0.486789
23	0.064784	0.5535	0.290801
24	-0.109816	-0.9383	0.1756
25	0.047676	0.4073	0.342473
26	-0.012049	-0.1029	0.459145
27	-0.096011	-0.8203	0.207351
28	-0.015682	-0.134	0.446892
29	-0.093809	-0.8015	0.212721
30	0.05327	0.4551	0.325181
31	-0.040269	-0.3441	0.365896
32	-0.000888	-0.0076	0.496985
33	-0.013137	-0.1122	0.455468
34	-0.001741	-0.0149	0.494086
35	-0.009411	-0.0804	0.468068
36	0.074089	0.633	0.264351
37	-0.100959	-0.8626	0.195593
38	-0.015332	-0.131	0.448069
39	0.005719	0.0489	0.48058
40	-0.011856	-0.1013	0.459797
41	-0.138532	-1.1836	0.120202
42	-0.036127	-0.3087	0.379225
43	0.042242	0.3609	0.359603
44	0.016051	0.1371	0.445648
45	0.036253	0.3097	0.378819
46	-0.077574	-0.6628	0.254776
47	-0.0391	-0.3341	0.369644
48	-0.070495	-0.6023	0.274418
49	0.025134	0.2147	0.415282
50	-0.099521	-0.8503	0.198968
51	0.04023	0.3437	0.36602
52	0.012994	0.111	0.455954
53	-0.013068	-0.1117	0.455701
54	-0.043512	-0.3718	0.355571
55	-0.042311	-0.3615	0.359383
56	0.000486	0.0041	0.49835
57	0.058951	0.5037	0.308004
58	0.063159	0.5396	0.295546
59	0.009615	0.0821	0.467377
60	-0.087353	-0.7463	0.228928

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.675758 & 5.7737 & 0 \tabularnewline
2 & 0.123151 & 1.0522 & 0.148088 \tabularnewline
3 & 0.3559 & 3.0408 & 0.001638 \tabularnewline
4 & 0.100775 & 0.861 & 0.196022 \tabularnewline
5 & 0.120331 & 1.0281 & 0.153647 \tabularnewline
6 & 0.056795 & 0.4853 & 0.314474 \tabularnewline
7 & -0.145454 & -1.2428 & 0.108967 \tabularnewline
8 & 0.122471 & 1.0464 & 0.149416 \tabularnewline
9 & -0.183223 & -1.5655 & 0.060901 \tabularnewline
10 & -0.089541 & -0.765 & 0.223356 \tabularnewline
11 & 0.169089 & 1.4447 & 0.076411 \tabularnewline
12 & 0.44524 & 3.8041 & 0.000147 \tabularnewline
13 & -0.341017 & -2.9136 & 0.002369 \tabularnewline
14 & -0.123351 & -1.0539 & 0.1477 \tabularnewline
15 & -0.11559 & -0.9876 & 0.163305 \tabularnewline
16 & 0.037689 & 0.322 & 0.37418 \tabularnewline
17 & -0.018516 & -0.1582 & 0.437368 \tabularnewline
18 & 0.053137 & 0.454 & 0.325586 \tabularnewline
19 & 0.11278 & 0.9636 & 0.169215 \tabularnewline
20 & -0.113114 & -0.9664 & 0.168506 \tabularnewline
21 & -0.052722 & -0.4505 & 0.326857 \tabularnewline
22 & -0.00389 & -0.0332 & 0.486789 \tabularnewline
23 & 0.064784 & 0.5535 & 0.290801 \tabularnewline
24 & -0.109816 & -0.9383 & 0.1756 \tabularnewline
25 & 0.047676 & 0.4073 & 0.342473 \tabularnewline
26 & -0.012049 & -0.1029 & 0.459145 \tabularnewline
27 & -0.096011 & -0.8203 & 0.207351 \tabularnewline
28 & -0.015682 & -0.134 & 0.446892 \tabularnewline
29 & -0.093809 & -0.8015 & 0.212721 \tabularnewline
30 & 0.05327 & 0.4551 & 0.325181 \tabularnewline
31 & -0.040269 & -0.3441 & 0.365896 \tabularnewline
32 & -0.000888 & -0.0076 & 0.496985 \tabularnewline
33 & -0.013137 & -0.1122 & 0.455468 \tabularnewline
34 & -0.001741 & -0.0149 & 0.494086 \tabularnewline
35 & -0.009411 & -0.0804 & 0.468068 \tabularnewline
36 & 0.074089 & 0.633 & 0.264351 \tabularnewline
37 & -0.100959 & -0.8626 & 0.195593 \tabularnewline
38 & -0.015332 & -0.131 & 0.448069 \tabularnewline
39 & 0.005719 & 0.0489 & 0.48058 \tabularnewline
40 & -0.011856 & -0.1013 & 0.459797 \tabularnewline
41 & -0.138532 & -1.1836 & 0.120202 \tabularnewline
42 & -0.036127 & -0.3087 & 0.379225 \tabularnewline
43 & 0.042242 & 0.3609 & 0.359603 \tabularnewline
44 & 0.016051 & 0.1371 & 0.445648 \tabularnewline
45 & 0.036253 & 0.3097 & 0.378819 \tabularnewline
46 & -0.077574 & -0.6628 & 0.254776 \tabularnewline
47 & -0.0391 & -0.3341 & 0.369644 \tabularnewline
48 & -0.070495 & -0.6023 & 0.274418 \tabularnewline
49 & 0.025134 & 0.2147 & 0.415282 \tabularnewline
50 & -0.099521 & -0.8503 & 0.198968 \tabularnewline
51 & 0.04023 & 0.3437 & 0.36602 \tabularnewline
52 & 0.012994 & 0.111 & 0.455954 \tabularnewline
53 & -0.013068 & -0.1117 & 0.455701 \tabularnewline
54 & -0.043512 & -0.3718 & 0.355571 \tabularnewline
55 & -0.042311 & -0.3615 & 0.359383 \tabularnewline
56 & 0.000486 & 0.0041 & 0.49835 \tabularnewline
57 & 0.058951 & 0.5037 & 0.308004 \tabularnewline
58 & 0.063159 & 0.5396 & 0.295546 \tabularnewline
59 & 0.009615 & 0.0821 & 0.467377 \tabularnewline
60 & -0.087353 & -0.7463 & 0.228928 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28964&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]0.675758[/C][C]5.7737[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.123151[/C][C]1.0522[/C][C]0.148088[/C][/ROW]
[ROW][C]3[/C][C]0.3559[/C][C]3.0408[/C][C]0.001638[/C][/ROW]
[ROW][C]4[/C][C]0.100775[/C][C]0.861[/C][C]0.196022[/C][/ROW]
[ROW][C]5[/C][C]0.120331[/C][C]1.0281[/C][C]0.153647[/C][/ROW]
[ROW][C]6[/C][C]0.056795[/C][C]0.4853[/C][C]0.314474[/C][/ROW]
[ROW][C]7[/C][C]-0.145454[/C][C]-1.2428[/C][C]0.108967[/C][/ROW]
[ROW][C]8[/C][C]0.122471[/C][C]1.0464[/C][C]0.149416[/C][/ROW]
[ROW][C]9[/C][C]-0.183223[/C][C]-1.5655[/C][C]0.060901[/C][/ROW]
[ROW][C]10[/C][C]-0.089541[/C][C]-0.765[/C][C]0.223356[/C][/ROW]
[ROW][C]11[/C][C]0.169089[/C][C]1.4447[/C][C]0.076411[/C][/ROW]
[ROW][C]12[/C][C]0.44524[/C][C]3.8041[/C][C]0.000147[/C][/ROW]
[ROW][C]13[/C][C]-0.341017[/C][C]-2.9136[/C][C]0.002369[/C][/ROW]
[ROW][C]14[/C][C]-0.123351[/C][C]-1.0539[/C][C]0.1477[/C][/ROW]
[ROW][C]15[/C][C]-0.11559[/C][C]-0.9876[/C][C]0.163305[/C][/ROW]
[ROW][C]16[/C][C]0.037689[/C][C]0.322[/C][C]0.37418[/C][/ROW]
[ROW][C]17[/C][C]-0.018516[/C][C]-0.1582[/C][C]0.437368[/C][/ROW]
[ROW][C]18[/C][C]0.053137[/C][C]0.454[/C][C]0.325586[/C][/ROW]
[ROW][C]19[/C][C]0.11278[/C][C]0.9636[/C][C]0.169215[/C][/ROW]
[ROW][C]20[/C][C]-0.113114[/C][C]-0.9664[/C][C]0.168506[/C][/ROW]
[ROW][C]21[/C][C]-0.052722[/C][C]-0.4505[/C][C]0.326857[/C][/ROW]
[ROW][C]22[/C][C]-0.00389[/C][C]-0.0332[/C][C]0.486789[/C][/ROW]
[ROW][C]23[/C][C]0.064784[/C][C]0.5535[/C][C]0.290801[/C][/ROW]
[ROW][C]24[/C][C]-0.109816[/C][C]-0.9383[/C][C]0.1756[/C][/ROW]
[ROW][C]25[/C][C]0.047676[/C][C]0.4073[/C][C]0.342473[/C][/ROW]
[ROW][C]26[/C][C]-0.012049[/C][C]-0.1029[/C][C]0.459145[/C][/ROW]
[ROW][C]27[/C][C]-0.096011[/C][C]-0.8203[/C][C]0.207351[/C][/ROW]
[ROW][C]28[/C][C]-0.015682[/C][C]-0.134[/C][C]0.446892[/C][/ROW]
[ROW][C]29[/C][C]-0.093809[/C][C]-0.8015[/C][C]0.212721[/C][/ROW]
[ROW][C]30[/C][C]0.05327[/C][C]0.4551[/C][C]0.325181[/C][/ROW]
[ROW][C]31[/C][C]-0.040269[/C][C]-0.3441[/C][C]0.365896[/C][/ROW]
[ROW][C]32[/C][C]-0.000888[/C][C]-0.0076[/C][C]0.496985[/C][/ROW]
[ROW][C]33[/C][C]-0.013137[/C][C]-0.1122[/C][C]0.455468[/C][/ROW]
[ROW][C]34[/C][C]-0.001741[/C][C]-0.0149[/C][C]0.494086[/C][/ROW]
[ROW][C]35[/C][C]-0.009411[/C][C]-0.0804[/C][C]0.468068[/C][/ROW]
[ROW][C]36[/C][C]0.074089[/C][C]0.633[/C][C]0.264351[/C][/ROW]
[ROW][C]37[/C][C]-0.100959[/C][C]-0.8626[/C][C]0.195593[/C][/ROW]
[ROW][C]38[/C][C]-0.015332[/C][C]-0.131[/C][C]0.448069[/C][/ROW]
[ROW][C]39[/C][C]0.005719[/C][C]0.0489[/C][C]0.48058[/C][/ROW]
[ROW][C]40[/C][C]-0.011856[/C][C]-0.1013[/C][C]0.459797[/C][/ROW]
[ROW][C]41[/C][C]-0.138532[/C][C]-1.1836[/C][C]0.120202[/C][/ROW]
[ROW][C]42[/C][C]-0.036127[/C][C]-0.3087[/C][C]0.379225[/C][/ROW]
[ROW][C]43[/C][C]0.042242[/C][C]0.3609[/C][C]0.359603[/C][/ROW]
[ROW][C]44[/C][C]0.016051[/C][C]0.1371[/C][C]0.445648[/C][/ROW]
[ROW][C]45[/C][C]0.036253[/C][C]0.3097[/C][C]0.378819[/C][/ROW]
[ROW][C]46[/C][C]-0.077574[/C][C]-0.6628[/C][C]0.254776[/C][/ROW]
[ROW][C]47[/C][C]-0.0391[/C][C]-0.3341[/C][C]0.369644[/C][/ROW]
[ROW][C]48[/C][C]-0.070495[/C][C]-0.6023[/C][C]0.274418[/C][/ROW]
[ROW][C]49[/C][C]0.025134[/C][C]0.2147[/C][C]0.415282[/C][/ROW]
[ROW][C]50[/C][C]-0.099521[/C][C]-0.8503[/C][C]0.198968[/C][/ROW]
[ROW][C]51[/C][C]0.04023[/C][C]0.3437[/C][C]0.36602[/C][/ROW]
[ROW][C]52[/C][C]0.012994[/C][C]0.111[/C][C]0.455954[/C][/ROW]
[ROW][C]53[/C][C]-0.013068[/C][C]-0.1117[/C][C]0.455701[/C][/ROW]
[ROW][C]54[/C][C]-0.043512[/C][C]-0.3718[/C][C]0.355571[/C][/ROW]
[ROW][C]55[/C][C]-0.042311[/C][C]-0.3615[/C][C]0.359383[/C][/ROW]
[ROW][C]56[/C][C]0.000486[/C][C]0.0041[/C][C]0.49835[/C][/ROW]
[ROW][C]57[/C][C]0.058951[/C][C]0.5037[/C][C]0.308004[/C][/ROW]
[ROW][C]58[/C][C]0.063159[/C][C]0.5396[/C][C]0.295546[/C][/ROW]
[ROW][C]59[/C][C]0.009615[/C][C]0.0821[/C][C]0.467377[/C][/ROW]
[ROW][C]60[/C][C]-0.087353[/C][C]-0.7463[/C][C]0.228928[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28964&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28964&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	0.675758	5.7737	0
2	0.123151	1.0522	0.148088
3	0.3559	3.0408	0.001638
4	0.100775	0.861	0.196022
5	0.120331	1.0281	0.153647
6	0.056795	0.4853	0.314474
7	-0.145454	-1.2428	0.108967
8	0.122471	1.0464	0.149416
9	-0.183223	-1.5655	0.060901
10	-0.089541	-0.765	0.223356
11	0.169089	1.4447	0.076411
12	0.44524	3.8041	0.000147
13	-0.341017	-2.9136	0.002369
14	-0.123351	-1.0539	0.1477
15	-0.11559	-0.9876	0.163305
16	0.037689	0.322	0.37418
17	-0.018516	-0.1582	0.437368
18	0.053137	0.454	0.325586
19	0.11278	0.9636	0.169215
20	-0.113114	-0.9664	0.168506
21	-0.052722	-0.4505	0.326857
22	-0.00389	-0.0332	0.486789
23	0.064784	0.5535	0.290801
24	-0.109816	-0.9383	0.1756
25	0.047676	0.4073	0.342473
26	-0.012049	-0.1029	0.459145
27	-0.096011	-0.8203	0.207351
28	-0.015682	-0.134	0.446892
29	-0.093809	-0.8015	0.212721
30	0.05327	0.4551	0.325181
31	-0.040269	-0.3441	0.365896
32	-0.000888	-0.0076	0.496985
33	-0.013137	-0.1122	0.455468
34	-0.001741	-0.0149	0.494086
35	-0.009411	-0.0804	0.468068
36	0.074089	0.633	0.264351
37	-0.100959	-0.8626	0.195593
38	-0.015332	-0.131	0.448069
39	0.005719	0.0489	0.48058
40	-0.011856	-0.1013	0.459797
41	-0.138532	-1.1836	0.120202
42	-0.036127	-0.3087	0.379225
43	0.042242	0.3609	0.359603
44	0.016051	0.1371	0.445648
45	0.036253	0.3097	0.378819
46	-0.077574	-0.6628	0.254776
47	-0.0391	-0.3341	0.369644
48	-0.070495	-0.6023	0.274418
49	0.025134	0.2147	0.415282
50	-0.099521	-0.8503	0.198968
51	0.04023	0.3437	0.36602
52	0.012994	0.111	0.455954
53	-0.013068	-0.1117	0.455701
54	-0.043512	-0.3718	0.355571
55	-0.042311	-0.3615	0.359383
56	0.000486	0.0041	0.49835
57	0.058951	0.5037	0.308004
58	0.063159	0.5396	0.295546
59	0.009615	0.0821	0.467377
60	-0.087353	-0.7463	0.228928

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; 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 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