Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 11:26:56 -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/2008/Dec/07/t1228674454ll9uervubql8cjn.htm/, Retrieved Fri, 17 May 2024 06:38:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30220, Retrieved Fri, 17 May 2024 06:38:46 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

182

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMPD  [Standard Deviation-Mean Plot] [S1] [2008-12-07 17:37:06] [a0d819c22534897f04a2f0b92f1eb36a]
-    D    [Standard Deviation-Mean Plot] [S1] [2008-12-07 17:58:18] [a0d819c22534897f04a2f0b92f1eb36a]
- RM        [Variance Reduction Matrix] [s2] [2008-12-07 18:02:35] [a0d819c22534897f04a2f0b92f1eb36a]
- RMP         [(Partial) Autocorrelation Function] [S2 ACF] [2008-12-07 18:10:24] [a0d819c22534897f04a2f0b92f1eb36a]
-   P           [(Partial) Autocorrelation Function] [s2] [2008-12-07 18:12:59] [a0d819c22534897f04a2f0b92f1eb36a]
-   P             [(Partial) Autocorrelation Function] [s2 ACF] [2008-12-07 18:25:03] [a0d819c22534897f04a2f0b92f1eb36a]
-                     [(Partial) Autocorrelation Function] [s2 acf d1D1] [2008-12-07 18:26:56] [5f3e73ccf1ddc75508eed47fa51813d3] [Current]
- RM                    [Spectral Analysis] [S2 SA - d0 D0 L1] [2008-12-07 18:29:54] [a0d819c22534897f04a2f0b92f1eb36a] 
-                         [Spectral Analysis] [s2 SA d1D1 L1] [2008-12-07 18:32:14] [a0d819c22534897f04a2f0b92f1eb36a] 
-                           [Spectral Analysis] [s3] [2008-12-07 18:39:13] [a0d819c22534897f04a2f0b92f1eb36a] 
-                             [Spectral Analysis] [s3 sa] [2008-12-07 18:42:05] [a0d819c22534897f04a2f0b92f1eb36a] 
- RM                            [(Partial) Autocorrelation Function] [s4] [2008-12-07 18:48:27] [a0d819c22534897f04a2f0b92f1eb36a] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30220&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30220&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30220&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.09187	-0.6298	0.265929
2	0.154918	1.0621	0.146817
3	-0.12566	-0.8615	0.196674
4	0.018648	0.1278	0.449408
5	-0.167771	-1.1502	0.127944
6	-0.046807	-0.3209	0.374857
7	0.139386	0.9556	0.172086
8	-0.046977	-0.3221	0.374418
9	0.107942	0.74	0.231486
10	-0.038826	-0.2662	0.395634
11	0.420461	2.8825	0.002965
12	-0.198719	-1.3623	0.089791
13	0.01914	0.1312	0.448081
14	-0.098587	-0.6759	0.251215
15	-0.033303	-0.2283	0.410197
16	-0.266801	-1.8291	0.036867
17	0.000985	0.0068	0.49732
18	-0.022807	-0.1564	0.438211
19	-0.102	-0.6993	0.243914
20	0.071126	0.4876	0.314046
21	-0.002426	-0.0166	0.493399
22	0.178182	1.2216	0.113984
23	-0.14953	-1.0251	0.155275
24	-0.078885	-0.5408	0.295597
25	0.008124	0.0557	0.47791
26	-0.029127	-0.1997	0.421294
27	-0.09743	-0.6679	0.253718
28	-0.026672	-0.1829	0.427848
29	0.020126	0.138	0.445423
30	0.006834	0.0468	0.481416
31	0.088258	0.6051	0.274024
32	0.06737	0.4619	0.323155
33	-0.024835	-0.1703	0.432767
34	-0.076942	-0.5275	0.300168
35	-0.055945	-0.3835	0.351526
36	0.017828	0.1222	0.451621
37	0.023021	0.1578	0.437636
38	0.004869	0.0334	0.486755
39	-0.018699	-0.1282	0.44927
40	-0.002952	-0.0202	0.491971
41	-0.066116	-0.4533	0.326221
42	0.052223	0.358	0.360964
43	0.039042	0.2677	0.395067
44	-0.005637	-0.0386	0.484668
45	-0.010609	-0.0727	0.471165
46	-0.052551	-0.3603	0.360129
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
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 & -0.09187 & -0.6298 & 0.265929 \tabularnewline
2 & 0.154918 & 1.0621 & 0.146817 \tabularnewline
3 & -0.12566 & -0.8615 & 0.196674 \tabularnewline
4 & 0.018648 & 0.1278 & 0.449408 \tabularnewline
5 & -0.167771 & -1.1502 & 0.127944 \tabularnewline
6 & -0.046807 & -0.3209 & 0.374857 \tabularnewline
7 & 0.139386 & 0.9556 & 0.172086 \tabularnewline
8 & -0.046977 & -0.3221 & 0.374418 \tabularnewline
9 & 0.107942 & 0.74 & 0.231486 \tabularnewline
10 & -0.038826 & -0.2662 & 0.395634 \tabularnewline
11 & 0.420461 & 2.8825 & 0.002965 \tabularnewline
12 & -0.198719 & -1.3623 & 0.089791 \tabularnewline
13 & 0.01914 & 0.1312 & 0.448081 \tabularnewline
14 & -0.098587 & -0.6759 & 0.251215 \tabularnewline
15 & -0.033303 & -0.2283 & 0.410197 \tabularnewline
16 & -0.266801 & -1.8291 & 0.036867 \tabularnewline
17 & 0.000985 & 0.0068 & 0.49732 \tabularnewline
18 & -0.022807 & -0.1564 & 0.438211 \tabularnewline
19 & -0.102 & -0.6993 & 0.243914 \tabularnewline
20 & 0.071126 & 0.4876 & 0.314046 \tabularnewline
21 & -0.002426 & -0.0166 & 0.493399 \tabularnewline
22 & 0.178182 & 1.2216 & 0.113984 \tabularnewline
23 & -0.14953 & -1.0251 & 0.155275 \tabularnewline
24 & -0.078885 & -0.5408 & 0.295597 \tabularnewline
25 & 0.008124 & 0.0557 & 0.47791 \tabularnewline
26 & -0.029127 & -0.1997 & 0.421294 \tabularnewline
27 & -0.09743 & -0.6679 & 0.253718 \tabularnewline
28 & -0.026672 & -0.1829 & 0.427848 \tabularnewline
29 & 0.020126 & 0.138 & 0.445423 \tabularnewline
30 & 0.006834 & 0.0468 & 0.481416 \tabularnewline
31 & 0.088258 & 0.6051 & 0.274024 \tabularnewline
32 & 0.06737 & 0.4619 & 0.323155 \tabularnewline
33 & -0.024835 & -0.1703 & 0.432767 \tabularnewline
34 & -0.076942 & -0.5275 & 0.300168 \tabularnewline
35 & -0.055945 & -0.3835 & 0.351526 \tabularnewline
36 & 0.017828 & 0.1222 & 0.451621 \tabularnewline
37 & 0.023021 & 0.1578 & 0.437636 \tabularnewline
38 & 0.004869 & 0.0334 & 0.486755 \tabularnewline
39 & -0.018699 & -0.1282 & 0.44927 \tabularnewline
40 & -0.002952 & -0.0202 & 0.491971 \tabularnewline
41 & -0.066116 & -0.4533 & 0.326221 \tabularnewline
42 & 0.052223 & 0.358 & 0.360964 \tabularnewline
43 & 0.039042 & 0.2677 & 0.395067 \tabularnewline
44 & -0.005637 & -0.0386 & 0.484668 \tabularnewline
45 & -0.010609 & -0.0727 & 0.471165 \tabularnewline
46 & -0.052551 & -0.3603 & 0.360129 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \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=30220&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]-0.09187[/C][C]-0.6298[/C][C]0.265929[/C][/ROW]
[ROW][C]2[/C][C]0.154918[/C][C]1.0621[/C][C]0.146817[/C][/ROW]
[ROW][C]3[/C][C]-0.12566[/C][C]-0.8615[/C][C]0.196674[/C][/ROW]
[ROW][C]4[/C][C]0.018648[/C][C]0.1278[/C][C]0.449408[/C][/ROW]
[ROW][C]5[/C][C]-0.167771[/C][C]-1.1502[/C][C]0.127944[/C][/ROW]
[ROW][C]6[/C][C]-0.046807[/C][C]-0.3209[/C][C]0.374857[/C][/ROW]
[ROW][C]7[/C][C]0.139386[/C][C]0.9556[/C][C]0.172086[/C][/ROW]
[ROW][C]8[/C][C]-0.046977[/C][C]-0.3221[/C][C]0.374418[/C][/ROW]
[ROW][C]9[/C][C]0.107942[/C][C]0.74[/C][C]0.231486[/C][/ROW]
[ROW][C]10[/C][C]-0.038826[/C][C]-0.2662[/C][C]0.395634[/C][/ROW]
[ROW][C]11[/C][C]0.420461[/C][C]2.8825[/C][C]0.002965[/C][/ROW]
[ROW][C]12[/C][C]-0.198719[/C][C]-1.3623[/C][C]0.089791[/C][/ROW]
[ROW][C]13[/C][C]0.01914[/C][C]0.1312[/C][C]0.448081[/C][/ROW]
[ROW][C]14[/C][C]-0.098587[/C][C]-0.6759[/C][C]0.251215[/C][/ROW]
[ROW][C]15[/C][C]-0.033303[/C][C]-0.2283[/C][C]0.410197[/C][/ROW]
[ROW][C]16[/C][C]-0.266801[/C][C]-1.8291[/C][C]0.036867[/C][/ROW]
[ROW][C]17[/C][C]0.000985[/C][C]0.0068[/C][C]0.49732[/C][/ROW]
[ROW][C]18[/C][C]-0.022807[/C][C]-0.1564[/C][C]0.438211[/C][/ROW]
[ROW][C]19[/C][C]-0.102[/C][C]-0.6993[/C][C]0.243914[/C][/ROW]
[ROW][C]20[/C][C]0.071126[/C][C]0.4876[/C][C]0.314046[/C][/ROW]
[ROW][C]21[/C][C]-0.002426[/C][C]-0.0166[/C][C]0.493399[/C][/ROW]
[ROW][C]22[/C][C]0.178182[/C][C]1.2216[/C][C]0.113984[/C][/ROW]
[ROW][C]23[/C][C]-0.14953[/C][C]-1.0251[/C][C]0.155275[/C][/ROW]
[ROW][C]24[/C][C]-0.078885[/C][C]-0.5408[/C][C]0.295597[/C][/ROW]
[ROW][C]25[/C][C]0.008124[/C][C]0.0557[/C][C]0.47791[/C][/ROW]
[ROW][C]26[/C][C]-0.029127[/C][C]-0.1997[/C][C]0.421294[/C][/ROW]
[ROW][C]27[/C][C]-0.09743[/C][C]-0.6679[/C][C]0.253718[/C][/ROW]
[ROW][C]28[/C][C]-0.026672[/C][C]-0.1829[/C][C]0.427848[/C][/ROW]
[ROW][C]29[/C][C]0.020126[/C][C]0.138[/C][C]0.445423[/C][/ROW]
[ROW][C]30[/C][C]0.006834[/C][C]0.0468[/C][C]0.481416[/C][/ROW]
[ROW][C]31[/C][C]0.088258[/C][C]0.6051[/C][C]0.274024[/C][/ROW]
[ROW][C]32[/C][C]0.06737[/C][C]0.4619[/C][C]0.323155[/C][/ROW]
[ROW][C]33[/C][C]-0.024835[/C][C]-0.1703[/C][C]0.432767[/C][/ROW]
[ROW][C]34[/C][C]-0.076942[/C][C]-0.5275[/C][C]0.300168[/C][/ROW]
[ROW][C]35[/C][C]-0.055945[/C][C]-0.3835[/C][C]0.351526[/C][/ROW]
[ROW][C]36[/C][C]0.017828[/C][C]0.1222[/C][C]0.451621[/C][/ROW]
[ROW][C]37[/C][C]0.023021[/C][C]0.1578[/C][C]0.437636[/C][/ROW]
[ROW][C]38[/C][C]0.004869[/C][C]0.0334[/C][C]0.486755[/C][/ROW]
[ROW][C]39[/C][C]-0.018699[/C][C]-0.1282[/C][C]0.44927[/C][/ROW]
[ROW][C]40[/C][C]-0.002952[/C][C]-0.0202[/C][C]0.491971[/C][/ROW]
[ROW][C]41[/C][C]-0.066116[/C][C]-0.4533[/C][C]0.326221[/C][/ROW]
[ROW][C]42[/C][C]0.052223[/C][C]0.358[/C][C]0.360964[/C][/ROW]
[ROW][C]43[/C][C]0.039042[/C][C]0.2677[/C][C]0.395067[/C][/ROW]
[ROW][C]44[/C][C]-0.005637[/C][C]-0.0386[/C][C]0.484668[/C][/ROW]
[ROW][C]45[/C][C]-0.010609[/C][C]-0.0727[/C][C]0.471165[/C][/ROW]
[ROW][C]46[/C][C]-0.052551[/C][C]-0.3603[/C][C]0.360129[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/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=30220&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30220&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	-0.09187	-0.6298	0.265929
2	0.154918	1.0621	0.146817
3	-0.12566	-0.8615	0.196674
4	0.018648	0.1278	0.449408
5	-0.167771	-1.1502	0.127944
6	-0.046807	-0.3209	0.374857
7	0.139386	0.9556	0.172086
8	-0.046977	-0.3221	0.374418
9	0.107942	0.74	0.231486
10	-0.038826	-0.2662	0.395634
11	0.420461	2.8825	0.002965
12	-0.198719	-1.3623	0.089791
13	0.01914	0.1312	0.448081
14	-0.098587	-0.6759	0.251215
15	-0.033303	-0.2283	0.410197
16	-0.266801	-1.8291	0.036867
17	0.000985	0.0068	0.49732
18	-0.022807	-0.1564	0.438211
19	-0.102	-0.6993	0.243914
20	0.071126	0.4876	0.314046
21	-0.002426	-0.0166	0.493399
22	0.178182	1.2216	0.113984
23	-0.14953	-1.0251	0.155275
24	-0.078885	-0.5408	0.295597
25	0.008124	0.0557	0.47791
26	-0.029127	-0.1997	0.421294
27	-0.09743	-0.6679	0.253718
28	-0.026672	-0.1829	0.427848
29	0.020126	0.138	0.445423
30	0.006834	0.0468	0.481416
31	0.088258	0.6051	0.274024
32	0.06737	0.4619	0.323155
33	-0.024835	-0.1703	0.432767
34	-0.076942	-0.5275	0.300168
35	-0.055945	-0.3835	0.351526
36	0.017828	0.1222	0.451621
37	0.023021	0.1578	0.437636
38	0.004869	0.0334	0.486755
39	-0.018699	-0.1282	0.44927
40	-0.002952	-0.0202	0.491971
41	-0.066116	-0.4533	0.326221
42	0.052223	0.358	0.360964
43	0.039042	0.2677	0.395067
44	-0.005637	-0.0386	0.484668
45	-0.010609	-0.0727	0.471165
46	-0.052551	-0.3603	0.360129
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
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	-0.09187	-0.6298	0.265929
2	0.147724	1.0127	0.158183
3	-0.103058	-0.7065	0.241673
4	-0.021238	-0.1456	0.442429
5	-0.140129	-0.9607	0.170815
6	-0.084454	-0.579	0.282681
7	0.182908	1.254	0.10803
8	-0.043385	-0.2974	0.383723
9	0.047666	0.3268	0.372643
10	-0.009624	-0.066	0.473838
11	0.405078	2.7771	0.003927
12	-0.111366	-0.7635	0.224495
13	-0.135173	-0.9267	0.179409
14	0.013792	0.0946	0.462536
15	-0.029659	-0.2033	0.419877
16	-0.227957	-1.5628	0.062405
17	-0.051249	-0.3513	0.363449
18	-0.142821	-0.9791	0.166264
19	-0.132113	-0.9057	0.184851
20	0.026452	0.1813	0.428439
21	-0.020094	-0.1378	0.44551
22	-0.018172	-0.1246	0.450695
23	0.050203	0.3442	0.366126
24	-0.135441	-0.9285	0.178937
25	0.135525	0.9291	0.178789
26	0.094705	0.6493	0.259663
27	0.043815	0.3004	0.382605
28	-0.133361	-0.9143	0.182619
29	0.015802	0.1083	0.457095
30	0.152345	1.0444	0.150816
31	0.009268	0.0635	0.474802
32	-0.068446	-0.4692	0.320533
33	-0.192124	-1.3171	0.09709
34	-0.078199	-0.5361	0.297207
35	0.073527	0.5041	0.308281
36	-0.097312	-0.6671	0.253974
37	-0.060038	-0.4116	0.341252
38	0.027296	0.1871	0.426182
39	-0.025463	-0.1746	0.431086
40	-0.062753	-0.4302	0.334503
41	-0.045227	-0.3101	0.378944
42	0.018089	0.124	0.450917
43	0.049668	0.3405	0.367497
44	0.053781	0.3687	0.357002
45	0.016768	0.115	0.454486
46	-0.018793	-0.1288	0.449018
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
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 & -0.09187 & -0.6298 & 0.265929 \tabularnewline
2 & 0.147724 & 1.0127 & 0.158183 \tabularnewline
3 & -0.103058 & -0.7065 & 0.241673 \tabularnewline
4 & -0.021238 & -0.1456 & 0.442429 \tabularnewline
5 & -0.140129 & -0.9607 & 0.170815 \tabularnewline
6 & -0.084454 & -0.579 & 0.282681 \tabularnewline
7 & 0.182908 & 1.254 & 0.10803 \tabularnewline
8 & -0.043385 & -0.2974 & 0.383723 \tabularnewline
9 & 0.047666 & 0.3268 & 0.372643 \tabularnewline
10 & -0.009624 & -0.066 & 0.473838 \tabularnewline
11 & 0.405078 & 2.7771 & 0.003927 \tabularnewline
12 & -0.111366 & -0.7635 & 0.224495 \tabularnewline
13 & -0.135173 & -0.9267 & 0.179409 \tabularnewline
14 & 0.013792 & 0.0946 & 0.462536 \tabularnewline
15 & -0.029659 & -0.2033 & 0.419877 \tabularnewline
16 & -0.227957 & -1.5628 & 0.062405 \tabularnewline
17 & -0.051249 & -0.3513 & 0.363449 \tabularnewline
18 & -0.142821 & -0.9791 & 0.166264 \tabularnewline
19 & -0.132113 & -0.9057 & 0.184851 \tabularnewline
20 & 0.026452 & 0.1813 & 0.428439 \tabularnewline
21 & -0.020094 & -0.1378 & 0.44551 \tabularnewline
22 & -0.018172 & -0.1246 & 0.450695 \tabularnewline
23 & 0.050203 & 0.3442 & 0.366126 \tabularnewline
24 & -0.135441 & -0.9285 & 0.178937 \tabularnewline
25 & 0.135525 & 0.9291 & 0.178789 \tabularnewline
26 & 0.094705 & 0.6493 & 0.259663 \tabularnewline
27 & 0.043815 & 0.3004 & 0.382605 \tabularnewline
28 & -0.133361 & -0.9143 & 0.182619 \tabularnewline
29 & 0.015802 & 0.1083 & 0.457095 \tabularnewline
30 & 0.152345 & 1.0444 & 0.150816 \tabularnewline
31 & 0.009268 & 0.0635 & 0.474802 \tabularnewline
32 & -0.068446 & -0.4692 & 0.320533 \tabularnewline
33 & -0.192124 & -1.3171 & 0.09709 \tabularnewline
34 & -0.078199 & -0.5361 & 0.297207 \tabularnewline
35 & 0.073527 & 0.5041 & 0.308281 \tabularnewline
36 & -0.097312 & -0.6671 & 0.253974 \tabularnewline
37 & -0.060038 & -0.4116 & 0.341252 \tabularnewline
38 & 0.027296 & 0.1871 & 0.426182 \tabularnewline
39 & -0.025463 & -0.1746 & 0.431086 \tabularnewline
40 & -0.062753 & -0.4302 & 0.334503 \tabularnewline
41 & -0.045227 & -0.3101 & 0.378944 \tabularnewline
42 & 0.018089 & 0.124 & 0.450917 \tabularnewline
43 & 0.049668 & 0.3405 & 0.367497 \tabularnewline
44 & 0.053781 & 0.3687 & 0.357002 \tabularnewline
45 & 0.016768 & 0.115 & 0.454486 \tabularnewline
46 & -0.018793 & -0.1288 & 0.449018 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \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=30220&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]-0.09187[/C][C]-0.6298[/C][C]0.265929[/C][/ROW]
[ROW][C]2[/C][C]0.147724[/C][C]1.0127[/C][C]0.158183[/C][/ROW]
[ROW][C]3[/C][C]-0.103058[/C][C]-0.7065[/C][C]0.241673[/C][/ROW]
[ROW][C]4[/C][C]-0.021238[/C][C]-0.1456[/C][C]0.442429[/C][/ROW]
[ROW][C]5[/C][C]-0.140129[/C][C]-0.9607[/C][C]0.170815[/C][/ROW]
[ROW][C]6[/C][C]-0.084454[/C][C]-0.579[/C][C]0.282681[/C][/ROW]
[ROW][C]7[/C][C]0.182908[/C][C]1.254[/C][C]0.10803[/C][/ROW]
[ROW][C]8[/C][C]-0.043385[/C][C]-0.2974[/C][C]0.383723[/C][/ROW]
[ROW][C]9[/C][C]0.047666[/C][C]0.3268[/C][C]0.372643[/C][/ROW]
[ROW][C]10[/C][C]-0.009624[/C][C]-0.066[/C][C]0.473838[/C][/ROW]
[ROW][C]11[/C][C]0.405078[/C][C]2.7771[/C][C]0.003927[/C][/ROW]
[ROW][C]12[/C][C]-0.111366[/C][C]-0.7635[/C][C]0.224495[/C][/ROW]
[ROW][C]13[/C][C]-0.135173[/C][C]-0.9267[/C][C]0.179409[/C][/ROW]
[ROW][C]14[/C][C]0.013792[/C][C]0.0946[/C][C]0.462536[/C][/ROW]
[ROW][C]15[/C][C]-0.029659[/C][C]-0.2033[/C][C]0.419877[/C][/ROW]
[ROW][C]16[/C][C]-0.227957[/C][C]-1.5628[/C][C]0.062405[/C][/ROW]
[ROW][C]17[/C][C]-0.051249[/C][C]-0.3513[/C][C]0.363449[/C][/ROW]
[ROW][C]18[/C][C]-0.142821[/C][C]-0.9791[/C][C]0.166264[/C][/ROW]
[ROW][C]19[/C][C]-0.132113[/C][C]-0.9057[/C][C]0.184851[/C][/ROW]
[ROW][C]20[/C][C]0.026452[/C][C]0.1813[/C][C]0.428439[/C][/ROW]
[ROW][C]21[/C][C]-0.020094[/C][C]-0.1378[/C][C]0.44551[/C][/ROW]
[ROW][C]22[/C][C]-0.018172[/C][C]-0.1246[/C][C]0.450695[/C][/ROW]
[ROW][C]23[/C][C]0.050203[/C][C]0.3442[/C][C]0.366126[/C][/ROW]
[ROW][C]24[/C][C]-0.135441[/C][C]-0.9285[/C][C]0.178937[/C][/ROW]
[ROW][C]25[/C][C]0.135525[/C][C]0.9291[/C][C]0.178789[/C][/ROW]
[ROW][C]26[/C][C]0.094705[/C][C]0.6493[/C][C]0.259663[/C][/ROW]
[ROW][C]27[/C][C]0.043815[/C][C]0.3004[/C][C]0.382605[/C][/ROW]
[ROW][C]28[/C][C]-0.133361[/C][C]-0.9143[/C][C]0.182619[/C][/ROW]
[ROW][C]29[/C][C]0.015802[/C][C]0.1083[/C][C]0.457095[/C][/ROW]
[ROW][C]30[/C][C]0.152345[/C][C]1.0444[/C][C]0.150816[/C][/ROW]
[ROW][C]31[/C][C]0.009268[/C][C]0.0635[/C][C]0.474802[/C][/ROW]
[ROW][C]32[/C][C]-0.068446[/C][C]-0.4692[/C][C]0.320533[/C][/ROW]
[ROW][C]33[/C][C]-0.192124[/C][C]-1.3171[/C][C]0.09709[/C][/ROW]
[ROW][C]34[/C][C]-0.078199[/C][C]-0.5361[/C][C]0.297207[/C][/ROW]
[ROW][C]35[/C][C]0.073527[/C][C]0.5041[/C][C]0.308281[/C][/ROW]
[ROW][C]36[/C][C]-0.097312[/C][C]-0.6671[/C][C]0.253974[/C][/ROW]
[ROW][C]37[/C][C]-0.060038[/C][C]-0.4116[/C][C]0.341252[/C][/ROW]
[ROW][C]38[/C][C]0.027296[/C][C]0.1871[/C][C]0.426182[/C][/ROW]
[ROW][C]39[/C][C]-0.025463[/C][C]-0.1746[/C][C]0.431086[/C][/ROW]
[ROW][C]40[/C][C]-0.062753[/C][C]-0.4302[/C][C]0.334503[/C][/ROW]
[ROW][C]41[/C][C]-0.045227[/C][C]-0.3101[/C][C]0.378944[/C][/ROW]
[ROW][C]42[/C][C]0.018089[/C][C]0.124[/C][C]0.450917[/C][/ROW]
[ROW][C]43[/C][C]0.049668[/C][C]0.3405[/C][C]0.367497[/C][/ROW]
[ROW][C]44[/C][C]0.053781[/C][C]0.3687[/C][C]0.357002[/C][/ROW]
[ROW][C]45[/C][C]0.016768[/C][C]0.115[/C][C]0.454486[/C][/ROW]
[ROW][C]46[/C][C]-0.018793[/C][C]-0.1288[/C][C]0.449018[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/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=30220&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30220&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	-0.09187	-0.6298	0.265929
2	0.147724	1.0127	0.158183
3	-0.103058	-0.7065	0.241673
4	-0.021238	-0.1456	0.442429
5	-0.140129	-0.9607	0.170815
6	-0.084454	-0.579	0.282681
7	0.182908	1.254	0.10803
8	-0.043385	-0.2974	0.383723
9	0.047666	0.3268	0.372643
10	-0.009624	-0.066	0.473838
11	0.405078	2.7771	0.003927
12	-0.111366	-0.7635	0.224495
13	-0.135173	-0.9267	0.179409
14	0.013792	0.0946	0.462536
15	-0.029659	-0.2033	0.419877
16	-0.227957	-1.5628	0.062405
17	-0.051249	-0.3513	0.363449
18	-0.142821	-0.9791	0.166264
19	-0.132113	-0.9057	0.184851
20	0.026452	0.1813	0.428439
21	-0.020094	-0.1378	0.44551
22	-0.018172	-0.1246	0.450695
23	0.050203	0.3442	0.366126
24	-0.135441	-0.9285	0.178937
25	0.135525	0.9291	0.178789
26	0.094705	0.6493	0.259663
27	0.043815	0.3004	0.382605
28	-0.133361	-0.9143	0.182619
29	0.015802	0.1083	0.457095
30	0.152345	1.0444	0.150816
31	0.009268	0.0635	0.474802
32	-0.068446	-0.4692	0.320533
33	-0.192124	-1.3171	0.09709
34	-0.078199	-0.5361	0.297207
35	0.073527	0.5041	0.308281
36	-0.097312	-0.6671	0.253974
37	-0.060038	-0.4116	0.341252
38	0.027296	0.1871	0.426182
39	-0.025463	-0.1746	0.431086
40	-0.062753	-0.4302	0.334503
41	-0.045227	-0.3101	0.378944
42	0.018089	0.124	0.450917
43	0.049668	0.3405	0.367497
44	0.053781	0.3687	0.357002
45	0.016768	0.115	0.454486
46	-0.018793	-0.1288	0.449018
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
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 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

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