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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 09:40:41 -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/11/t1229013673jo1rnlof0pysd6j.htm/, Retrieved Fri, 17 May 2024 05:03:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32338, Retrieved Fri, 17 May 2024 05:03:34 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

192

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

F     [Multiple Regression] [] [2007-11-19 20:22:41] [3a1956effdcb54c39e5044435310d6c8]
-    D  [Multiple Regression] [seatbelt_3.2.] [2008-11-23 14:44:53] [922d8ae7bd2fd460a62d9020ccd4931a]
F   PD    [Multiple Regression] [seatbelt3CG2] [2008-11-23 15:00:12] [922d8ae7bd2fd460a62d9020ccd4931a]
-   PD      [Multiple Regression] [dummy] [2008-12-07 12:19:24] [922d8ae7bd2fd460a62d9020ccd4931a]
-    D        [Multiple Regression] [dummy3] [2008-12-11 14:24:38] [922d8ae7bd2fd460a62d9020ccd4931a]
- RMPD          [Standard Deviation-Mean Plot] [lambda] [2008-12-11 16:25:56] [922d8ae7bd2fd460a62d9020ccd4931a]
- RM D            [Variance Reduction Matrix] [denD] [2008-12-11 16:30:20] [922d8ae7bd2fd460a62d9020ccd4931a]
- RMP               [(Partial) Autocorrelation Function] [autocorrelation] [2008-12-11 16:35:54] [922d8ae7bd2fd460a62d9020ccd4931a]
-   P                   [(Partial) Autocorrelation Function] [autocorrelation2] [2008-12-11 16:40:41] [89a49ebb3ece8e9a225c7f9f53a14c57] [Current]
- RMP                     [Spectral Analysis] [spectrum] [2008-12-11 16:45:17] [922d8ae7bd2fd460a62d9020ccd4931a] 
-   P                       [Spectral Analysis] [spectrum2] [2008-12-11 16:48:27] [922d8ae7bd2fd460a62d9020ccd4931a] 
- RMP                         [(Partial) Autocorrelation Function] [autocorrelation] [2008-12-11 17:56:59] [922d8ae7bd2fd460a62d9020ccd4931a] 
- RMP                           [ARIMA Backward Selection] [ARMAproces] [2008-12-11 18:10:55] [922d8ae7bd2fd460a62d9020ccd4931a] 
- RMP                             [ARIMA Forecasting] [ARIMAforecasting] [2008-12-11 18:25:54] [922d8ae7bd2fd460a62d9020ccd4931a] 

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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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32338&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32338&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32338&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.215585	2.1123	0.018629
2	-0.012303	-0.1205	0.452153
3	0.105871	1.0373	0.151096
4	0.010059	0.0986	0.460848
5	0.121207	1.1876	0.118964
6	0.02244	0.2199	0.413223
7	0.087633	0.8586	0.196344
8	0.092987	0.9111	0.182266
9	0.058282	0.571	0.284653
10	0.121593	1.1914	0.118224
11	0.034765	0.3406	0.367066
12	-0.008621	-0.0845	0.46643
13	-0.026514	-0.2598	0.397792
14	-0.009856	-0.0966	0.461634
15	0.009959	0.0976	0.461235
16	-0.020875	-0.2045	0.419184
17	0.014275	0.1399	0.444529
18	0.000215	0.0021	0.499163
19	0.032625	0.3197	0.374961
20	-0.062187	-0.6093	0.271882
21	-0.10801	-1.0583	0.146292
22	0.004291	0.042	0.483276
23	-0.000636	-0.0062	0.49752
24	-0.05969	-0.5848	0.280015
25	0.006083	0.0596	0.476297
26	-0.073165	-0.7169	0.237597
27	-0.029221	-0.2863	0.387632
28	-0.041909	-0.4106	0.341133
29	-0.023116	-0.2265	0.41065
30	-0.04926	-0.4826	0.315223
31	-0.03569	-0.3497	0.36367
32	0.034671	0.3397	0.367409
33	-0.046318	-0.4538	0.325489
34	-0.02412	-0.2363	0.40684
35	-0.053411	-0.5233	0.30098
36	-0.004865	-0.0477	0.481041
37	-0.005053	-0.0495	0.480308
38	-0.085716	-0.8398	0.201541
39	-0.012841	-0.1258	0.45007
40	-0.000209	-0.002	0.499186
41	-0.008685	-0.0851	0.466183
42	0.044229	0.4334	0.332863
43	-0.016054	-0.1573	0.437669
44	-0.022083	-0.2164	0.414581
45	-0.04507	-0.4416	0.32989
46	-0.051794	-0.5075	0.306494
47	-0.079719	-0.7811	0.218336
48	-0.024766	-0.2427	0.404394
49	0.005184	0.0508	0.479799
50	-0.069823	-0.6841	0.247773
51	-0.058444	-0.5726	0.284117
52	-0.072482	-0.7102	0.239659
53	-0.051598	-0.5056	0.307163
54	-0.025949	-0.2543	0.399923
55	-0.057974	-0.568	0.285672
56	-0.076352	-0.7481	0.228115
57	-0.129174	-1.2656	0.104353
58	-0.090849	-0.8901	0.187808
59	0.0122	0.1195	0.452552
60	-0.121558	-1.191	0.118291

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.215585 & 2.1123 & 0.018629 \tabularnewline
2 & -0.012303 & -0.1205 & 0.452153 \tabularnewline
3 & 0.105871 & 1.0373 & 0.151096 \tabularnewline
4 & 0.010059 & 0.0986 & 0.460848 \tabularnewline
5 & 0.121207 & 1.1876 & 0.118964 \tabularnewline
6 & 0.02244 & 0.2199 & 0.413223 \tabularnewline
7 & 0.087633 & 0.8586 & 0.196344 \tabularnewline
8 & 0.092987 & 0.9111 & 0.182266 \tabularnewline
9 & 0.058282 & 0.571 & 0.284653 \tabularnewline
10 & 0.121593 & 1.1914 & 0.118224 \tabularnewline
11 & 0.034765 & 0.3406 & 0.367066 \tabularnewline
12 & -0.008621 & -0.0845 & 0.46643 \tabularnewline
13 & -0.026514 & -0.2598 & 0.397792 \tabularnewline
14 & -0.009856 & -0.0966 & 0.461634 \tabularnewline
15 & 0.009959 & 0.0976 & 0.461235 \tabularnewline
16 & -0.020875 & -0.2045 & 0.419184 \tabularnewline
17 & 0.014275 & 0.1399 & 0.444529 \tabularnewline
18 & 0.000215 & 0.0021 & 0.499163 \tabularnewline
19 & 0.032625 & 0.3197 & 0.374961 \tabularnewline
20 & -0.062187 & -0.6093 & 0.271882 \tabularnewline
21 & -0.10801 & -1.0583 & 0.146292 \tabularnewline
22 & 0.004291 & 0.042 & 0.483276 \tabularnewline
23 & -0.000636 & -0.0062 & 0.49752 \tabularnewline
24 & -0.05969 & -0.5848 & 0.280015 \tabularnewline
25 & 0.006083 & 0.0596 & 0.476297 \tabularnewline
26 & -0.073165 & -0.7169 & 0.237597 \tabularnewline
27 & -0.029221 & -0.2863 & 0.387632 \tabularnewline
28 & -0.041909 & -0.4106 & 0.341133 \tabularnewline
29 & -0.023116 & -0.2265 & 0.41065 \tabularnewline
30 & -0.04926 & -0.4826 & 0.315223 \tabularnewline
31 & -0.03569 & -0.3497 & 0.36367 \tabularnewline
32 & 0.034671 & 0.3397 & 0.367409 \tabularnewline
33 & -0.046318 & -0.4538 & 0.325489 \tabularnewline
34 & -0.02412 & -0.2363 & 0.40684 \tabularnewline
35 & -0.053411 & -0.5233 & 0.30098 \tabularnewline
36 & -0.004865 & -0.0477 & 0.481041 \tabularnewline
37 & -0.005053 & -0.0495 & 0.480308 \tabularnewline
38 & -0.085716 & -0.8398 & 0.201541 \tabularnewline
39 & -0.012841 & -0.1258 & 0.45007 \tabularnewline
40 & -0.000209 & -0.002 & 0.499186 \tabularnewline
41 & -0.008685 & -0.0851 & 0.466183 \tabularnewline
42 & 0.044229 & 0.4334 & 0.332863 \tabularnewline
43 & -0.016054 & -0.1573 & 0.437669 \tabularnewline
44 & -0.022083 & -0.2164 & 0.414581 \tabularnewline
45 & -0.04507 & -0.4416 & 0.32989 \tabularnewline
46 & -0.051794 & -0.5075 & 0.306494 \tabularnewline
47 & -0.079719 & -0.7811 & 0.218336 \tabularnewline
48 & -0.024766 & -0.2427 & 0.404394 \tabularnewline
49 & 0.005184 & 0.0508 & 0.479799 \tabularnewline
50 & -0.069823 & -0.6841 & 0.247773 \tabularnewline
51 & -0.058444 & -0.5726 & 0.284117 \tabularnewline
52 & -0.072482 & -0.7102 & 0.239659 \tabularnewline
53 & -0.051598 & -0.5056 & 0.307163 \tabularnewline
54 & -0.025949 & -0.2543 & 0.399923 \tabularnewline
55 & -0.057974 & -0.568 & 0.285672 \tabularnewline
56 & -0.076352 & -0.7481 & 0.228115 \tabularnewline
57 & -0.129174 & -1.2656 & 0.104353 \tabularnewline
58 & -0.090849 & -0.8901 & 0.187808 \tabularnewline
59 & 0.0122 & 0.1195 & 0.452552 \tabularnewline
60 & -0.121558 & -1.191 & 0.118291 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32338&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]0.215585[/C][C]2.1123[/C][C]0.018629[/C][/ROW]
[ROW][C]2[/C][C]-0.012303[/C][C]-0.1205[/C][C]0.452153[/C][/ROW]
[ROW][C]3[/C][C]0.105871[/C][C]1.0373[/C][C]0.151096[/C][/ROW]
[ROW][C]4[/C][C]0.010059[/C][C]0.0986[/C][C]0.460848[/C][/ROW]
[ROW][C]5[/C][C]0.121207[/C][C]1.1876[/C][C]0.118964[/C][/ROW]
[ROW][C]6[/C][C]0.02244[/C][C]0.2199[/C][C]0.413223[/C][/ROW]
[ROW][C]7[/C][C]0.087633[/C][C]0.8586[/C][C]0.196344[/C][/ROW]
[ROW][C]8[/C][C]0.092987[/C][C]0.9111[/C][C]0.182266[/C][/ROW]
[ROW][C]9[/C][C]0.058282[/C][C]0.571[/C][C]0.284653[/C][/ROW]
[ROW][C]10[/C][C]0.121593[/C][C]1.1914[/C][C]0.118224[/C][/ROW]
[ROW][C]11[/C][C]0.034765[/C][C]0.3406[/C][C]0.367066[/C][/ROW]
[ROW][C]12[/C][C]-0.008621[/C][C]-0.0845[/C][C]0.46643[/C][/ROW]
[ROW][C]13[/C][C]-0.026514[/C][C]-0.2598[/C][C]0.397792[/C][/ROW]
[ROW][C]14[/C][C]-0.009856[/C][C]-0.0966[/C][C]0.461634[/C][/ROW]
[ROW][C]15[/C][C]0.009959[/C][C]0.0976[/C][C]0.461235[/C][/ROW]
[ROW][C]16[/C][C]-0.020875[/C][C]-0.2045[/C][C]0.419184[/C][/ROW]
[ROW][C]17[/C][C]0.014275[/C][C]0.1399[/C][C]0.444529[/C][/ROW]
[ROW][C]18[/C][C]0.000215[/C][C]0.0021[/C][C]0.499163[/C][/ROW]
[ROW][C]19[/C][C]0.032625[/C][C]0.3197[/C][C]0.374961[/C][/ROW]
[ROW][C]20[/C][C]-0.062187[/C][C]-0.6093[/C][C]0.271882[/C][/ROW]
[ROW][C]21[/C][C]-0.10801[/C][C]-1.0583[/C][C]0.146292[/C][/ROW]
[ROW][C]22[/C][C]0.004291[/C][C]0.042[/C][C]0.483276[/C][/ROW]
[ROW][C]23[/C][C]-0.000636[/C][C]-0.0062[/C][C]0.49752[/C][/ROW]
[ROW][C]24[/C][C]-0.05969[/C][C]-0.5848[/C][C]0.280015[/C][/ROW]
[ROW][C]25[/C][C]0.006083[/C][C]0.0596[/C][C]0.476297[/C][/ROW]
[ROW][C]26[/C][C]-0.073165[/C][C]-0.7169[/C][C]0.237597[/C][/ROW]
[ROW][C]27[/C][C]-0.029221[/C][C]-0.2863[/C][C]0.387632[/C][/ROW]
[ROW][C]28[/C][C]-0.041909[/C][C]-0.4106[/C][C]0.341133[/C][/ROW]
[ROW][C]29[/C][C]-0.023116[/C][C]-0.2265[/C][C]0.41065[/C][/ROW]
[ROW][C]30[/C][C]-0.04926[/C][C]-0.4826[/C][C]0.315223[/C][/ROW]
[ROW][C]31[/C][C]-0.03569[/C][C]-0.3497[/C][C]0.36367[/C][/ROW]
[ROW][C]32[/C][C]0.034671[/C][C]0.3397[/C][C]0.367409[/C][/ROW]
[ROW][C]33[/C][C]-0.046318[/C][C]-0.4538[/C][C]0.325489[/C][/ROW]
[ROW][C]34[/C][C]-0.02412[/C][C]-0.2363[/C][C]0.40684[/C][/ROW]
[ROW][C]35[/C][C]-0.053411[/C][C]-0.5233[/C][C]0.30098[/C][/ROW]
[ROW][C]36[/C][C]-0.004865[/C][C]-0.0477[/C][C]0.481041[/C][/ROW]
[ROW][C]37[/C][C]-0.005053[/C][C]-0.0495[/C][C]0.480308[/C][/ROW]
[ROW][C]38[/C][C]-0.085716[/C][C]-0.8398[/C][C]0.201541[/C][/ROW]
[ROW][C]39[/C][C]-0.012841[/C][C]-0.1258[/C][C]0.45007[/C][/ROW]
[ROW][C]40[/C][C]-0.000209[/C][C]-0.002[/C][C]0.499186[/C][/ROW]
[ROW][C]41[/C][C]-0.008685[/C][C]-0.0851[/C][C]0.466183[/C][/ROW]
[ROW][C]42[/C][C]0.044229[/C][C]0.4334[/C][C]0.332863[/C][/ROW]
[ROW][C]43[/C][C]-0.016054[/C][C]-0.1573[/C][C]0.437669[/C][/ROW]
[ROW][C]44[/C][C]-0.022083[/C][C]-0.2164[/C][C]0.414581[/C][/ROW]
[ROW][C]45[/C][C]-0.04507[/C][C]-0.4416[/C][C]0.32989[/C][/ROW]
[ROW][C]46[/C][C]-0.051794[/C][C]-0.5075[/C][C]0.306494[/C][/ROW]
[ROW][C]47[/C][C]-0.079719[/C][C]-0.7811[/C][C]0.218336[/C][/ROW]
[ROW][C]48[/C][C]-0.024766[/C][C]-0.2427[/C][C]0.404394[/C][/ROW]
[ROW][C]49[/C][C]0.005184[/C][C]0.0508[/C][C]0.479799[/C][/ROW]
[ROW][C]50[/C][C]-0.069823[/C][C]-0.6841[/C][C]0.247773[/C][/ROW]
[ROW][C]51[/C][C]-0.058444[/C][C]-0.5726[/C][C]0.284117[/C][/ROW]
[ROW][C]52[/C][C]-0.072482[/C][C]-0.7102[/C][C]0.239659[/C][/ROW]
[ROW][C]53[/C][C]-0.051598[/C][C]-0.5056[/C][C]0.307163[/C][/ROW]
[ROW][C]54[/C][C]-0.025949[/C][C]-0.2543[/C][C]0.399923[/C][/ROW]
[ROW][C]55[/C][C]-0.057974[/C][C]-0.568[/C][C]0.285672[/C][/ROW]
[ROW][C]56[/C][C]-0.076352[/C][C]-0.7481[/C][C]0.228115[/C][/ROW]
[ROW][C]57[/C][C]-0.129174[/C][C]-1.2656[/C][C]0.104353[/C][/ROW]
[ROW][C]58[/C][C]-0.090849[/C][C]-0.8901[/C][C]0.187808[/C][/ROW]
[ROW][C]59[/C][C]0.0122[/C][C]0.1195[/C][C]0.452552[/C][/ROW]
[ROW][C]60[/C][C]-0.121558[/C][C]-1.191[/C][C]0.118291[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32338&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32338&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	0.215585	2.1123	0.018629
2	-0.012303	-0.1205	0.452153
3	0.105871	1.0373	0.151096
4	0.010059	0.0986	0.460848
5	0.121207	1.1876	0.118964
6	0.02244	0.2199	0.413223
7	0.087633	0.8586	0.196344
8	0.092987	0.9111	0.182266
9	0.058282	0.571	0.284653
10	0.121593	1.1914	0.118224
11	0.034765	0.3406	0.367066
12	-0.008621	-0.0845	0.46643
13	-0.026514	-0.2598	0.397792
14	-0.009856	-0.0966	0.461634
15	0.009959	0.0976	0.461235
16	-0.020875	-0.2045	0.419184
17	0.014275	0.1399	0.444529
18	0.000215	0.0021	0.499163
19	0.032625	0.3197	0.374961
20	-0.062187	-0.6093	0.271882
21	-0.10801	-1.0583	0.146292
22	0.004291	0.042	0.483276
23	-0.000636	-0.0062	0.49752
24	-0.05969	-0.5848	0.280015
25	0.006083	0.0596	0.476297
26	-0.073165	-0.7169	0.237597
27	-0.029221	-0.2863	0.387632
28	-0.041909	-0.4106	0.341133
29	-0.023116	-0.2265	0.41065
30	-0.04926	-0.4826	0.315223
31	-0.03569	-0.3497	0.36367
32	0.034671	0.3397	0.367409
33	-0.046318	-0.4538	0.325489
34	-0.02412	-0.2363	0.40684
35	-0.053411	-0.5233	0.30098
36	-0.004865	-0.0477	0.481041
37	-0.005053	-0.0495	0.480308
38	-0.085716	-0.8398	0.201541
39	-0.012841	-0.1258	0.45007
40	-0.000209	-0.002	0.499186
41	-0.008685	-0.0851	0.466183
42	0.044229	0.4334	0.332863
43	-0.016054	-0.1573	0.437669
44	-0.022083	-0.2164	0.414581
45	-0.04507	-0.4416	0.32989
46	-0.051794	-0.5075	0.306494
47	-0.079719	-0.7811	0.218336
48	-0.024766	-0.2427	0.404394
49	0.005184	0.0508	0.479799
50	-0.069823	-0.6841	0.247773
51	-0.058444	-0.5726	0.284117
52	-0.072482	-0.7102	0.239659
53	-0.051598	-0.5056	0.307163
54	-0.025949	-0.2543	0.399923
55	-0.057974	-0.568	0.285672
56	-0.076352	-0.7481	0.228115
57	-0.129174	-1.2656	0.104353
58	-0.090849	-0.8901	0.187808
59	0.0122	0.1195	0.452552
60	-0.121558	-1.191	0.118291

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.215585	2.1123	0.018629
2	-0.061644	-0.604	0.273637
3	0.12841	1.2582	0.105693
4	-0.046898	-0.4595	0.323456
5	0.150916	1.4787	0.071251
6	-0.062061	-0.6081	0.272287
7	0.132173	1.295	0.099209
8	0.004077	0.04	0.484108
9	0.072559	0.7109	0.239427
10	0.061343	0.601	0.274616
11	0.001153	0.0113	0.495504
12	-0.037251	-0.365	0.357963
13	-0.046933	-0.4599	0.323331
14	-0.008582	-0.0841	0.466581
15	-0.022131	-0.2168	0.414398
16	-0.023198	-0.2273	0.41034
17	0.006785	0.0665	0.473566
18	-0.016404	-0.1607	0.436323
19	0.044476	0.4358	0.33199
20	-0.101048	-0.9901	0.162315
21	-0.050564	-0.4954	0.310716
22	0.022926	0.2246	0.411375
23	0.020072	0.1967	0.422253
24	-0.062852	-0.6158	0.269734
25	0.055212	0.541	0.294893
26	-0.097994	-0.9601	0.169699
27	0.036816	0.3607	0.359551
28	-0.064588	-0.6328	0.264175
29	0.053685	0.526	0.30005
30	-0.084228	-0.8253	0.205633
31	0.074244	0.7274	0.234363
32	-0.003897	-0.0382	0.484812
33	-0.021476	-0.2104	0.416894
34	-0.007868	-0.0771	0.469356
35	-0.040296	-0.3948	0.346925
36	0.044166	0.4327	0.33309
37	-0.031298	-0.3067	0.379885
38	-0.044341	-0.4345	0.332467
39	0.004181	0.041	0.483706
40	0.014951	0.1465	0.441921
41	-0.012032	-0.1179	0.453201
42	0.040593	0.3977	0.345857
43	-0.001995	-0.0195	0.492224
44	-0.024125	-0.2364	0.406824
45	-0.024574	-0.2408	0.40512
46	-0.042887	-0.4202	0.337636
47	-0.085885	-0.8415	0.201081
48	0.023392	0.2292	0.409602
49	0.001636	0.016	0.493622
50	-0.084509	-0.828	0.204857
51	-0.031351	-0.3072	0.379686
52	-0.061036	-0.598	0.275616
53	0.003863	0.0378	0.484944
54	-0.025798	-0.2528	0.400496
55	-0.00492	-0.0482	0.480827
56	-0.065733	-0.6441	0.260539
57	-0.0751	-0.7358	0.231814
58	-0.038964	-0.3818	0.351739
59	0.019146	0.1876	0.425797
60	-0.10583	-1.0369	0.15119

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.215585 & 2.1123 & 0.018629 \tabularnewline
2 & -0.061644 & -0.604 & 0.273637 \tabularnewline
3 & 0.12841 & 1.2582 & 0.105693 \tabularnewline
4 & -0.046898 & -0.4595 & 0.323456 \tabularnewline
5 & 0.150916 & 1.4787 & 0.071251 \tabularnewline
6 & -0.062061 & -0.6081 & 0.272287 \tabularnewline
7 & 0.132173 & 1.295 & 0.099209 \tabularnewline
8 & 0.004077 & 0.04 & 0.484108 \tabularnewline
9 & 0.072559 & 0.7109 & 0.239427 \tabularnewline
10 & 0.061343 & 0.601 & 0.274616 \tabularnewline
11 & 0.001153 & 0.0113 & 0.495504 \tabularnewline
12 & -0.037251 & -0.365 & 0.357963 \tabularnewline
13 & -0.046933 & -0.4599 & 0.323331 \tabularnewline
14 & -0.008582 & -0.0841 & 0.466581 \tabularnewline
15 & -0.022131 & -0.2168 & 0.414398 \tabularnewline
16 & -0.023198 & -0.2273 & 0.41034 \tabularnewline
17 & 0.006785 & 0.0665 & 0.473566 \tabularnewline
18 & -0.016404 & -0.1607 & 0.436323 \tabularnewline
19 & 0.044476 & 0.4358 & 0.33199 \tabularnewline
20 & -0.101048 & -0.9901 & 0.162315 \tabularnewline
21 & -0.050564 & -0.4954 & 0.310716 \tabularnewline
22 & 0.022926 & 0.2246 & 0.411375 \tabularnewline
23 & 0.020072 & 0.1967 & 0.422253 \tabularnewline
24 & -0.062852 & -0.6158 & 0.269734 \tabularnewline
25 & 0.055212 & 0.541 & 0.294893 \tabularnewline
26 & -0.097994 & -0.9601 & 0.169699 \tabularnewline
27 & 0.036816 & 0.3607 & 0.359551 \tabularnewline
28 & -0.064588 & -0.6328 & 0.264175 \tabularnewline
29 & 0.053685 & 0.526 & 0.30005 \tabularnewline
30 & -0.084228 & -0.8253 & 0.205633 \tabularnewline
31 & 0.074244 & 0.7274 & 0.234363 \tabularnewline
32 & -0.003897 & -0.0382 & 0.484812 \tabularnewline
33 & -0.021476 & -0.2104 & 0.416894 \tabularnewline
34 & -0.007868 & -0.0771 & 0.469356 \tabularnewline
35 & -0.040296 & -0.3948 & 0.346925 \tabularnewline
36 & 0.044166 & 0.4327 & 0.33309 \tabularnewline
37 & -0.031298 & -0.3067 & 0.379885 \tabularnewline
38 & -0.044341 & -0.4345 & 0.332467 \tabularnewline
39 & 0.004181 & 0.041 & 0.483706 \tabularnewline
40 & 0.014951 & 0.1465 & 0.441921 \tabularnewline
41 & -0.012032 & -0.1179 & 0.453201 \tabularnewline
42 & 0.040593 & 0.3977 & 0.345857 \tabularnewline
43 & -0.001995 & -0.0195 & 0.492224 \tabularnewline
44 & -0.024125 & -0.2364 & 0.406824 \tabularnewline
45 & -0.024574 & -0.2408 & 0.40512 \tabularnewline
46 & -0.042887 & -0.4202 & 0.337636 \tabularnewline
47 & -0.085885 & -0.8415 & 0.201081 \tabularnewline
48 & 0.023392 & 0.2292 & 0.409602 \tabularnewline
49 & 0.001636 & 0.016 & 0.493622 \tabularnewline
50 & -0.084509 & -0.828 & 0.204857 \tabularnewline
51 & -0.031351 & -0.3072 & 0.379686 \tabularnewline
52 & -0.061036 & -0.598 & 0.275616 \tabularnewline
53 & 0.003863 & 0.0378 & 0.484944 \tabularnewline
54 & -0.025798 & -0.2528 & 0.400496 \tabularnewline
55 & -0.00492 & -0.0482 & 0.480827 \tabularnewline
56 & -0.065733 & -0.6441 & 0.260539 \tabularnewline
57 & -0.0751 & -0.7358 & 0.231814 \tabularnewline
58 & -0.038964 & -0.3818 & 0.351739 \tabularnewline
59 & 0.019146 & 0.1876 & 0.425797 \tabularnewline
60 & -0.10583 & -1.0369 & 0.15119 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32338&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]0.215585[/C][C]2.1123[/C][C]0.018629[/C][/ROW]
[ROW][C]2[/C][C]-0.061644[/C][C]-0.604[/C][C]0.273637[/C][/ROW]
[ROW][C]3[/C][C]0.12841[/C][C]1.2582[/C][C]0.105693[/C][/ROW]
[ROW][C]4[/C][C]-0.046898[/C][C]-0.4595[/C][C]0.323456[/C][/ROW]
[ROW][C]5[/C][C]0.150916[/C][C]1.4787[/C][C]0.071251[/C][/ROW]
[ROW][C]6[/C][C]-0.062061[/C][C]-0.6081[/C][C]0.272287[/C][/ROW]
[ROW][C]7[/C][C]0.132173[/C][C]1.295[/C][C]0.099209[/C][/ROW]
[ROW][C]8[/C][C]0.004077[/C][C]0.04[/C][C]0.484108[/C][/ROW]
[ROW][C]9[/C][C]0.072559[/C][C]0.7109[/C][C]0.239427[/C][/ROW]
[ROW][C]10[/C][C]0.061343[/C][C]0.601[/C][C]0.274616[/C][/ROW]
[ROW][C]11[/C][C]0.001153[/C][C]0.0113[/C][C]0.495504[/C][/ROW]
[ROW][C]12[/C][C]-0.037251[/C][C]-0.365[/C][C]0.357963[/C][/ROW]
[ROW][C]13[/C][C]-0.046933[/C][C]-0.4599[/C][C]0.323331[/C][/ROW]
[ROW][C]14[/C][C]-0.008582[/C][C]-0.0841[/C][C]0.466581[/C][/ROW]
[ROW][C]15[/C][C]-0.022131[/C][C]-0.2168[/C][C]0.414398[/C][/ROW]
[ROW][C]16[/C][C]-0.023198[/C][C]-0.2273[/C][C]0.41034[/C][/ROW]
[ROW][C]17[/C][C]0.006785[/C][C]0.0665[/C][C]0.473566[/C][/ROW]
[ROW][C]18[/C][C]-0.016404[/C][C]-0.1607[/C][C]0.436323[/C][/ROW]
[ROW][C]19[/C][C]0.044476[/C][C]0.4358[/C][C]0.33199[/C][/ROW]
[ROW][C]20[/C][C]-0.101048[/C][C]-0.9901[/C][C]0.162315[/C][/ROW]
[ROW][C]21[/C][C]-0.050564[/C][C]-0.4954[/C][C]0.310716[/C][/ROW]
[ROW][C]22[/C][C]0.022926[/C][C]0.2246[/C][C]0.411375[/C][/ROW]
[ROW][C]23[/C][C]0.020072[/C][C]0.1967[/C][C]0.422253[/C][/ROW]
[ROW][C]24[/C][C]-0.062852[/C][C]-0.6158[/C][C]0.269734[/C][/ROW]
[ROW][C]25[/C][C]0.055212[/C][C]0.541[/C][C]0.294893[/C][/ROW]
[ROW][C]26[/C][C]-0.097994[/C][C]-0.9601[/C][C]0.169699[/C][/ROW]
[ROW][C]27[/C][C]0.036816[/C][C]0.3607[/C][C]0.359551[/C][/ROW]
[ROW][C]28[/C][C]-0.064588[/C][C]-0.6328[/C][C]0.264175[/C][/ROW]
[ROW][C]29[/C][C]0.053685[/C][C]0.526[/C][C]0.30005[/C][/ROW]
[ROW][C]30[/C][C]-0.084228[/C][C]-0.8253[/C][C]0.205633[/C][/ROW]
[ROW][C]31[/C][C]0.074244[/C][C]0.7274[/C][C]0.234363[/C][/ROW]
[ROW][C]32[/C][C]-0.003897[/C][C]-0.0382[/C][C]0.484812[/C][/ROW]
[ROW][C]33[/C][C]-0.021476[/C][C]-0.2104[/C][C]0.416894[/C][/ROW]
[ROW][C]34[/C][C]-0.007868[/C][C]-0.0771[/C][C]0.469356[/C][/ROW]
[ROW][C]35[/C][C]-0.040296[/C][C]-0.3948[/C][C]0.346925[/C][/ROW]
[ROW][C]36[/C][C]0.044166[/C][C]0.4327[/C][C]0.33309[/C][/ROW]
[ROW][C]37[/C][C]-0.031298[/C][C]-0.3067[/C][C]0.379885[/C][/ROW]
[ROW][C]38[/C][C]-0.044341[/C][C]-0.4345[/C][C]0.332467[/C][/ROW]
[ROW][C]39[/C][C]0.004181[/C][C]0.041[/C][C]0.483706[/C][/ROW]
[ROW][C]40[/C][C]0.014951[/C][C]0.1465[/C][C]0.441921[/C][/ROW]
[ROW][C]41[/C][C]-0.012032[/C][C]-0.1179[/C][C]0.453201[/C][/ROW]
[ROW][C]42[/C][C]0.040593[/C][C]0.3977[/C][C]0.345857[/C][/ROW]
[ROW][C]43[/C][C]-0.001995[/C][C]-0.0195[/C][C]0.492224[/C][/ROW]
[ROW][C]44[/C][C]-0.024125[/C][C]-0.2364[/C][C]0.406824[/C][/ROW]
[ROW][C]45[/C][C]-0.024574[/C][C]-0.2408[/C][C]0.40512[/C][/ROW]
[ROW][C]46[/C][C]-0.042887[/C][C]-0.4202[/C][C]0.337636[/C][/ROW]
[ROW][C]47[/C][C]-0.085885[/C][C]-0.8415[/C][C]0.201081[/C][/ROW]
[ROW][C]48[/C][C]0.023392[/C][C]0.2292[/C][C]0.409602[/C][/ROW]
[ROW][C]49[/C][C]0.001636[/C][C]0.016[/C][C]0.493622[/C][/ROW]
[ROW][C]50[/C][C]-0.084509[/C][C]-0.828[/C][C]0.204857[/C][/ROW]
[ROW][C]51[/C][C]-0.031351[/C][C]-0.3072[/C][C]0.379686[/C][/ROW]
[ROW][C]52[/C][C]-0.061036[/C][C]-0.598[/C][C]0.275616[/C][/ROW]
[ROW][C]53[/C][C]0.003863[/C][C]0.0378[/C][C]0.484944[/C][/ROW]
[ROW][C]54[/C][C]-0.025798[/C][C]-0.2528[/C][C]0.400496[/C][/ROW]
[ROW][C]55[/C][C]-0.00492[/C][C]-0.0482[/C][C]0.480827[/C][/ROW]
[ROW][C]56[/C][C]-0.065733[/C][C]-0.6441[/C][C]0.260539[/C][/ROW]
[ROW][C]57[/C][C]-0.0751[/C][C]-0.7358[/C][C]0.231814[/C][/ROW]
[ROW][C]58[/C][C]-0.038964[/C][C]-0.3818[/C][C]0.351739[/C][/ROW]
[ROW][C]59[/C][C]0.019146[/C][C]0.1876[/C][C]0.425797[/C][/ROW]
[ROW][C]60[/C][C]-0.10583[/C][C]-1.0369[/C][C]0.15119[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32338&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32338&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	0.215585	2.1123	0.018629
2	-0.061644	-0.604	0.273637
3	0.12841	1.2582	0.105693
4	-0.046898	-0.4595	0.323456
5	0.150916	1.4787	0.071251
6	-0.062061	-0.6081	0.272287
7	0.132173	1.295	0.099209
8	0.004077	0.04	0.484108
9	0.072559	0.7109	0.239427
10	0.061343	0.601	0.274616
11	0.001153	0.0113	0.495504
12	-0.037251	-0.365	0.357963
13	-0.046933	-0.4599	0.323331
14	-0.008582	-0.0841	0.466581
15	-0.022131	-0.2168	0.414398
16	-0.023198	-0.2273	0.41034
17	0.006785	0.0665	0.473566
18	-0.016404	-0.1607	0.436323
19	0.044476	0.4358	0.33199
20	-0.101048	-0.9901	0.162315
21	-0.050564	-0.4954	0.310716
22	0.022926	0.2246	0.411375
23	0.020072	0.1967	0.422253
24	-0.062852	-0.6158	0.269734
25	0.055212	0.541	0.294893
26	-0.097994	-0.9601	0.169699
27	0.036816	0.3607	0.359551
28	-0.064588	-0.6328	0.264175
29	0.053685	0.526	0.30005
30	-0.084228	-0.8253	0.205633
31	0.074244	0.7274	0.234363
32	-0.003897	-0.0382	0.484812
33	-0.021476	-0.2104	0.416894
34	-0.007868	-0.0771	0.469356
35	-0.040296	-0.3948	0.346925
36	0.044166	0.4327	0.33309
37	-0.031298	-0.3067	0.379885
38	-0.044341	-0.4345	0.332467
39	0.004181	0.041	0.483706
40	0.014951	0.1465	0.441921
41	-0.012032	-0.1179	0.453201
42	0.040593	0.3977	0.345857
43	-0.001995	-0.0195	0.492224
44	-0.024125	-0.2364	0.406824
45	-0.024574	-0.2408	0.40512
46	-0.042887	-0.4202	0.337636
47	-0.085885	-0.8415	0.201081
48	0.023392	0.2292	0.409602
49	0.001636	0.016	0.493622
50	-0.084509	-0.828	0.204857
51	-0.031351	-0.3072	0.379686
52	-0.061036	-0.598	0.275616
53	0.003863	0.0378	0.484944
54	-0.025798	-0.2528	0.400496
55	-0.00492	-0.0482	0.480827
56	-0.065733	-0.6441	0.260539
57	-0.0751	-0.7358	0.231814
58	-0.038964	-0.3818	0.351739
59	0.019146	0.1876	0.425797
60	-0.10583	-1.0369	0.15119

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 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