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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 07:09:53 -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/12/t1229091048jos1byf5gr1ecmb.htm/, Retrieved Fri, 17 May 2024 03:42:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32761, Retrieved Fri, 17 May 2024 03:42:25 +0000

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User-defined keywords

Estimated Impact

195

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

-     [Variance Reduction Matrix] [VRM - vaste rente...] [2008-12-12 10:51:08] [c5a66f1c8528a963efc2b82a8519f117]
- RM D  [Standard Deviation-Mean Plot] [SDMP inschrijving...] [2008-12-12 11:03:14] [c5a66f1c8528a963efc2b82a8519f117]
- RM      [Variance Reduction Matrix] [VRM - inschrijvin...] [2008-12-12 11:08:27] [c5a66f1c8528a963efc2b82a8519f117]
- RMP       [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 11:14:36] [c5a66f1c8528a963efc2b82a8519f117]
-   P         [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 14:06:23] [c5a66f1c8528a963efc2b82a8519f117]
-   P             [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 14:09:53] [b4fc5040f26b33db57f84cfb8d1d2b82] [Current]
-   P               [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 14:13:00] [c5a66f1c8528a963efc2b82a8519f117] 
-   P                 [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 14:23:53] [c5a66f1c8528a963efc2b82a8519f117] 

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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	'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=32761&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=32761&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32761&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	-0.332994	-2.5794	0.006183
2	0.031227	0.2419	0.404847
3	-0.042574	-0.3298	0.371358
4	-0.072617	-0.5625	0.287939
5	0.116849	0.9051	0.184514
6	-0.365409	-2.8304	0.003158
7	0.132195	1.024	0.154978
8	-0.013418	-0.1039	0.458783
9	-0.055696	-0.4314	0.333855
10	-0.016517	-0.1279	0.449311
11	-0.249392	-1.9318	0.029057
12	0.744813	5.7693	0
13	-0.269392	-2.0867	0.020586
14	0.022938	0.1777	0.429787
15	-0.018276	-0.1416	0.443949
16	-0.030397	-0.2355	0.407328
17	0.099277	0.769	0.222455
18	-0.318227	-2.465	0.008291
19	0.137416	1.0644	0.145701
20	-0.069065	-0.535	0.297322
21	-0.030076	-0.233	0.408291
22	-0.040758	-0.3157	0.376659
23	-0.126683	-0.9813	0.165196
24	0.519406	4.0233	8.2e-05
25	-0.145041	-1.1235	0.132854
26	0.012366	0.0958	0.462006
27	-0.026872	-0.2081	0.41791
28	-0.012935	-0.1002	0.460261
29	0.037419	0.2898	0.386466
30	-0.214953	-1.665	0.050561
31	0.133548	1.0345	0.152537
32	-0.077034	-0.5967	0.276477
33	-0.006157	-0.0477	0.48106
34	-0.024336	-0.1885	0.425559
35	-0.094709	-0.7336	0.233022
36	0.310754	2.4071	0.009587
37	-0.080113	-0.6206	0.268622
38	-0.021574	-0.1671	0.433922
39	0.021757	0.1685	0.433367
40	-0.007649	-0.0592	0.476475
41	-0.007647	-0.0592	0.476482
42	-0.074485	-0.577	0.283063
43	0.054654	0.4233	0.336777
44	-0.043344	-0.3357	0.369119
45	-0.01576	-0.1221	0.451624
46	-0.020223	-0.1566	0.438024
47	-0.023416	-0.1814	0.428339
48	0.138826	1.0753	0.143263
49	-0.013067	-0.1012	0.459857
50	-0.008502	-0.0659	0.473856
51	0.02543	0.197	0.422255
52	-0.034484	-0.2671	0.395149
53	-0.015662	-0.1213	0.451923
54	-0.004741	-0.0367	0.485414
55	0.01197	0.0927	0.463218
56	-0.002383	-0.0185	0.492667
57	0.003661	0.0284	0.488734
58	-0.033302	-0.258	0.398663
59	0.005374	0.0416	0.483468
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.332994 & -2.5794 & 0.006183 \tabularnewline
2 & 0.031227 & 0.2419 & 0.404847 \tabularnewline
3 & -0.042574 & -0.3298 & 0.371358 \tabularnewline
4 & -0.072617 & -0.5625 & 0.287939 \tabularnewline
5 & 0.116849 & 0.9051 & 0.184514 \tabularnewline
6 & -0.365409 & -2.8304 & 0.003158 \tabularnewline
7 & 0.132195 & 1.024 & 0.154978 \tabularnewline
8 & -0.013418 & -0.1039 & 0.458783 \tabularnewline
9 & -0.055696 & -0.4314 & 0.333855 \tabularnewline
10 & -0.016517 & -0.1279 & 0.449311 \tabularnewline
11 & -0.249392 & -1.9318 & 0.029057 \tabularnewline
12 & 0.744813 & 5.7693 & 0 \tabularnewline
13 & -0.269392 & -2.0867 & 0.020586 \tabularnewline
14 & 0.022938 & 0.1777 & 0.429787 \tabularnewline
15 & -0.018276 & -0.1416 & 0.443949 \tabularnewline
16 & -0.030397 & -0.2355 & 0.407328 \tabularnewline
17 & 0.099277 & 0.769 & 0.222455 \tabularnewline
18 & -0.318227 & -2.465 & 0.008291 \tabularnewline
19 & 0.137416 & 1.0644 & 0.145701 \tabularnewline
20 & -0.069065 & -0.535 & 0.297322 \tabularnewline
21 & -0.030076 & -0.233 & 0.408291 \tabularnewline
22 & -0.040758 & -0.3157 & 0.376659 \tabularnewline
23 & -0.126683 & -0.9813 & 0.165196 \tabularnewline
24 & 0.519406 & 4.0233 & 8.2e-05 \tabularnewline
25 & -0.145041 & -1.1235 & 0.132854 \tabularnewline
26 & 0.012366 & 0.0958 & 0.462006 \tabularnewline
27 & -0.026872 & -0.2081 & 0.41791 \tabularnewline
28 & -0.012935 & -0.1002 & 0.460261 \tabularnewline
29 & 0.037419 & 0.2898 & 0.386466 \tabularnewline
30 & -0.214953 & -1.665 & 0.050561 \tabularnewline
31 & 0.133548 & 1.0345 & 0.152537 \tabularnewline
32 & -0.077034 & -0.5967 & 0.276477 \tabularnewline
33 & -0.006157 & -0.0477 & 0.48106 \tabularnewline
34 & -0.024336 & -0.1885 & 0.425559 \tabularnewline
35 & -0.094709 & -0.7336 & 0.233022 \tabularnewline
36 & 0.310754 & 2.4071 & 0.009587 \tabularnewline
37 & -0.080113 & -0.6206 & 0.268622 \tabularnewline
38 & -0.021574 & -0.1671 & 0.433922 \tabularnewline
39 & 0.021757 & 0.1685 & 0.433367 \tabularnewline
40 & -0.007649 & -0.0592 & 0.476475 \tabularnewline
41 & -0.007647 & -0.0592 & 0.476482 \tabularnewline
42 & -0.074485 & -0.577 & 0.283063 \tabularnewline
43 & 0.054654 & 0.4233 & 0.336777 \tabularnewline
44 & -0.043344 & -0.3357 & 0.369119 \tabularnewline
45 & -0.01576 & -0.1221 & 0.451624 \tabularnewline
46 & -0.020223 & -0.1566 & 0.438024 \tabularnewline
47 & -0.023416 & -0.1814 & 0.428339 \tabularnewline
48 & 0.138826 & 1.0753 & 0.143263 \tabularnewline
49 & -0.013067 & -0.1012 & 0.459857 \tabularnewline
50 & -0.008502 & -0.0659 & 0.473856 \tabularnewline
51 & 0.02543 & 0.197 & 0.422255 \tabularnewline
52 & -0.034484 & -0.2671 & 0.395149 \tabularnewline
53 & -0.015662 & -0.1213 & 0.451923 \tabularnewline
54 & -0.004741 & -0.0367 & 0.485414 \tabularnewline
55 & 0.01197 & 0.0927 & 0.463218 \tabularnewline
56 & -0.002383 & -0.0185 & 0.492667 \tabularnewline
57 & 0.003661 & 0.0284 & 0.488734 \tabularnewline
58 & -0.033302 & -0.258 & 0.398663 \tabularnewline
59 & 0.005374 & 0.0416 & 0.483468 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32761&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]-0.332994[/C][C]-2.5794[/C][C]0.006183[/C][/ROW]
[ROW][C]2[/C][C]0.031227[/C][C]0.2419[/C][C]0.404847[/C][/ROW]
[ROW][C]3[/C][C]-0.042574[/C][C]-0.3298[/C][C]0.371358[/C][/ROW]
[ROW][C]4[/C][C]-0.072617[/C][C]-0.5625[/C][C]0.287939[/C][/ROW]
[ROW][C]5[/C][C]0.116849[/C][C]0.9051[/C][C]0.184514[/C][/ROW]
[ROW][C]6[/C][C]-0.365409[/C][C]-2.8304[/C][C]0.003158[/C][/ROW]
[ROW][C]7[/C][C]0.132195[/C][C]1.024[/C][C]0.154978[/C][/ROW]
[ROW][C]8[/C][C]-0.013418[/C][C]-0.1039[/C][C]0.458783[/C][/ROW]
[ROW][C]9[/C][C]-0.055696[/C][C]-0.4314[/C][C]0.333855[/C][/ROW]
[ROW][C]10[/C][C]-0.016517[/C][C]-0.1279[/C][C]0.449311[/C][/ROW]
[ROW][C]11[/C][C]-0.249392[/C][C]-1.9318[/C][C]0.029057[/C][/ROW]
[ROW][C]12[/C][C]0.744813[/C][C]5.7693[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.269392[/C][C]-2.0867[/C][C]0.020586[/C][/ROW]
[ROW][C]14[/C][C]0.022938[/C][C]0.1777[/C][C]0.429787[/C][/ROW]
[ROW][C]15[/C][C]-0.018276[/C][C]-0.1416[/C][C]0.443949[/C][/ROW]
[ROW][C]16[/C][C]-0.030397[/C][C]-0.2355[/C][C]0.407328[/C][/ROW]
[ROW][C]17[/C][C]0.099277[/C][C]0.769[/C][C]0.222455[/C][/ROW]
[ROW][C]18[/C][C]-0.318227[/C][C]-2.465[/C][C]0.008291[/C][/ROW]
[ROW][C]19[/C][C]0.137416[/C][C]1.0644[/C][C]0.145701[/C][/ROW]
[ROW][C]20[/C][C]-0.069065[/C][C]-0.535[/C][C]0.297322[/C][/ROW]
[ROW][C]21[/C][C]-0.030076[/C][C]-0.233[/C][C]0.408291[/C][/ROW]
[ROW][C]22[/C][C]-0.040758[/C][C]-0.3157[/C][C]0.376659[/C][/ROW]
[ROW][C]23[/C][C]-0.126683[/C][C]-0.9813[/C][C]0.165196[/C][/ROW]
[ROW][C]24[/C][C]0.519406[/C][C]4.0233[/C][C]8.2e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.145041[/C][C]-1.1235[/C][C]0.132854[/C][/ROW]
[ROW][C]26[/C][C]0.012366[/C][C]0.0958[/C][C]0.462006[/C][/ROW]
[ROW][C]27[/C][C]-0.026872[/C][C]-0.2081[/C][C]0.41791[/C][/ROW]
[ROW][C]28[/C][C]-0.012935[/C][C]-0.1002[/C][C]0.460261[/C][/ROW]
[ROW][C]29[/C][C]0.037419[/C][C]0.2898[/C][C]0.386466[/C][/ROW]
[ROW][C]30[/C][C]-0.214953[/C][C]-1.665[/C][C]0.050561[/C][/ROW]
[ROW][C]31[/C][C]0.133548[/C][C]1.0345[/C][C]0.152537[/C][/ROW]
[ROW][C]32[/C][C]-0.077034[/C][C]-0.5967[/C][C]0.276477[/C][/ROW]
[ROW][C]33[/C][C]-0.006157[/C][C]-0.0477[/C][C]0.48106[/C][/ROW]
[ROW][C]34[/C][C]-0.024336[/C][C]-0.1885[/C][C]0.425559[/C][/ROW]
[ROW][C]35[/C][C]-0.094709[/C][C]-0.7336[/C][C]0.233022[/C][/ROW]
[ROW][C]36[/C][C]0.310754[/C][C]2.4071[/C][C]0.009587[/C][/ROW]
[ROW][C]37[/C][C]-0.080113[/C][C]-0.6206[/C][C]0.268622[/C][/ROW]
[ROW][C]38[/C][C]-0.021574[/C][C]-0.1671[/C][C]0.433922[/C][/ROW]
[ROW][C]39[/C][C]0.021757[/C][C]0.1685[/C][C]0.433367[/C][/ROW]
[ROW][C]40[/C][C]-0.007649[/C][C]-0.0592[/C][C]0.476475[/C][/ROW]
[ROW][C]41[/C][C]-0.007647[/C][C]-0.0592[/C][C]0.476482[/C][/ROW]
[ROW][C]42[/C][C]-0.074485[/C][C]-0.577[/C][C]0.283063[/C][/ROW]
[ROW][C]43[/C][C]0.054654[/C][C]0.4233[/C][C]0.336777[/C][/ROW]
[ROW][C]44[/C][C]-0.043344[/C][C]-0.3357[/C][C]0.369119[/C][/ROW]
[ROW][C]45[/C][C]-0.01576[/C][C]-0.1221[/C][C]0.451624[/C][/ROW]
[ROW][C]46[/C][C]-0.020223[/C][C]-0.1566[/C][C]0.438024[/C][/ROW]
[ROW][C]47[/C][C]-0.023416[/C][C]-0.1814[/C][C]0.428339[/C][/ROW]
[ROW][C]48[/C][C]0.138826[/C][C]1.0753[/C][C]0.143263[/C][/ROW]
[ROW][C]49[/C][C]-0.013067[/C][C]-0.1012[/C][C]0.459857[/C][/ROW]
[ROW][C]50[/C][C]-0.008502[/C][C]-0.0659[/C][C]0.473856[/C][/ROW]
[ROW][C]51[/C][C]0.02543[/C][C]0.197[/C][C]0.422255[/C][/ROW]
[ROW][C]52[/C][C]-0.034484[/C][C]-0.2671[/C][C]0.395149[/C][/ROW]
[ROW][C]53[/C][C]-0.015662[/C][C]-0.1213[/C][C]0.451923[/C][/ROW]
[ROW][C]54[/C][C]-0.004741[/C][C]-0.0367[/C][C]0.485414[/C][/ROW]
[ROW][C]55[/C][C]0.01197[/C][C]0.0927[/C][C]0.463218[/C][/ROW]
[ROW][C]56[/C][C]-0.002383[/C][C]-0.0185[/C][C]0.492667[/C][/ROW]
[ROW][C]57[/C][C]0.003661[/C][C]0.0284[/C][C]0.488734[/C][/ROW]
[ROW][C]58[/C][C]-0.033302[/C][C]-0.258[/C][C]0.398663[/C][/ROW]
[ROW][C]59[/C][C]0.005374[/C][C]0.0416[/C][C]0.483468[/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=32761&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32761&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	-0.332994	-2.5794	0.006183
2	0.031227	0.2419	0.404847
3	-0.042574	-0.3298	0.371358
4	-0.072617	-0.5625	0.287939
5	0.116849	0.9051	0.184514
6	-0.365409	-2.8304	0.003158
7	0.132195	1.024	0.154978
8	-0.013418	-0.1039	0.458783
9	-0.055696	-0.4314	0.333855
10	-0.016517	-0.1279	0.449311
11	-0.249392	-1.9318	0.029057
12	0.744813	5.7693	0
13	-0.269392	-2.0867	0.020586
14	0.022938	0.1777	0.429787
15	-0.018276	-0.1416	0.443949
16	-0.030397	-0.2355	0.407328
17	0.099277	0.769	0.222455
18	-0.318227	-2.465	0.008291
19	0.137416	1.0644	0.145701
20	-0.069065	-0.535	0.297322
21	-0.030076	-0.233	0.408291
22	-0.040758	-0.3157	0.376659
23	-0.126683	-0.9813	0.165196
24	0.519406	4.0233	8.2e-05
25	-0.145041	-1.1235	0.132854
26	0.012366	0.0958	0.462006
27	-0.026872	-0.2081	0.41791
28	-0.012935	-0.1002	0.460261
29	0.037419	0.2898	0.386466
30	-0.214953	-1.665	0.050561
31	0.133548	1.0345	0.152537
32	-0.077034	-0.5967	0.276477
33	-0.006157	-0.0477	0.48106
34	-0.024336	-0.1885	0.425559
35	-0.094709	-0.7336	0.233022
36	0.310754	2.4071	0.009587
37	-0.080113	-0.6206	0.268622
38	-0.021574	-0.1671	0.433922
39	0.021757	0.1685	0.433367
40	-0.007649	-0.0592	0.476475
41	-0.007647	-0.0592	0.476482
42	-0.074485	-0.577	0.283063
43	0.054654	0.4233	0.336777
44	-0.043344	-0.3357	0.369119
45	-0.01576	-0.1221	0.451624
46	-0.020223	-0.1566	0.438024
47	-0.023416	-0.1814	0.428339
48	0.138826	1.0753	0.143263
49	-0.013067	-0.1012	0.459857
50	-0.008502	-0.0659	0.473856
51	0.02543	0.197	0.422255
52	-0.034484	-0.2671	0.395149
53	-0.015662	-0.1213	0.451923
54	-0.004741	-0.0367	0.485414
55	0.01197	0.0927	0.463218
56	-0.002383	-0.0185	0.492667
57	0.003661	0.0284	0.488734
58	-0.033302	-0.258	0.398663
59	0.005374	0.0416	0.483468
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.332994	-2.5794	0.006183
2	-0.089592	-0.694	0.245187
3	-0.069251	-0.5364	0.296828
4	-0.122821	-0.9514	0.172617
5	0.053937	0.4178	0.338796
6	-0.36473	-2.8252	0.003204
7	-0.15161	-1.1744	0.122445
8	-0.078218	-0.6059	0.273442
9	-0.17228	-1.3345	0.093545
10	-0.231032	-1.7896	0.039285
11	-0.511278	-3.9603	0.000101
12	0.512446	3.9694	9.8e-05
13	0.113312	0.8777	0.191801
14	-0.093549	-0.7246	0.235748
15	-0.094541	-0.7323	0.233415
16	0.075905	0.588	0.279383
17	0.03805	0.2947	0.384607
18	0.02812	0.2178	0.414156
19	0.006647	0.0515	0.479555
20	-0.241154	-1.868	0.033326
21	-0.100867	-0.7813	0.218845
22	0.010865	0.0842	0.466605
23	0.137834	1.0677	0.144976
24	-0.139732	-1.0824	0.141711
25	0.05514	0.4271	0.335414
26	0.049919	0.3867	0.350183
27	-0.01271	-0.0985	0.460951
28	-0.022694	-0.1758	0.430528
29	-0.078094	-0.6049	0.273758
30	0.035109	0.272	0.393296
31	0.050733	0.393	0.347866
32	0.105025	0.8135	0.209569
33	-0.029794	-0.2308	0.409135
34	0.097322	0.7539	0.226943
35	0.000361	0.0028	0.498888
36	-0.073356	-0.5682	0.286005
37	-0.062502	-0.4841	0.315026
38	-0.123958	-0.9602	0.17041
39	0.055552	0.4303	0.334259
40	-0.001157	-0.009	0.496441
41	-0.070162	-0.5435	0.29441
42	0.013144	0.1018	0.459623
43	-0.006154	-0.0477	0.481071
44	0.071577	0.5544	0.290672
45	0.043627	0.3379	0.368295
46	-0.05117	-0.3964	0.346622
47	0.005876	0.0455	0.481925
48	-0.01545	-0.1197	0.452571
49	0.002808	0.0218	0.491359
50	0.093979	0.728	0.234734
51	0.017925	0.1388	0.44502
52	-0.082571	-0.6396	0.262437
53	0.071648	0.555	0.290485
54	0.024831	0.1923	0.424062
55	-0.003135	-0.0243	0.490355
56	0.008852	0.0686	0.472782
57	0.120402	0.9326	0.177375
58	-0.047214	-0.3657	0.35793
59	-0.055191	-0.4275	0.33527
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.332994 & -2.5794 & 0.006183 \tabularnewline
2 & -0.089592 & -0.694 & 0.245187 \tabularnewline
3 & -0.069251 & -0.5364 & 0.296828 \tabularnewline
4 & -0.122821 & -0.9514 & 0.172617 \tabularnewline
5 & 0.053937 & 0.4178 & 0.338796 \tabularnewline
6 & -0.36473 & -2.8252 & 0.003204 \tabularnewline
7 & -0.15161 & -1.1744 & 0.122445 \tabularnewline
8 & -0.078218 & -0.6059 & 0.273442 \tabularnewline
9 & -0.17228 & -1.3345 & 0.093545 \tabularnewline
10 & -0.231032 & -1.7896 & 0.039285 \tabularnewline
11 & -0.511278 & -3.9603 & 0.000101 \tabularnewline
12 & 0.512446 & 3.9694 & 9.8e-05 \tabularnewline
13 & 0.113312 & 0.8777 & 0.191801 \tabularnewline
14 & -0.093549 & -0.7246 & 0.235748 \tabularnewline
15 & -0.094541 & -0.7323 & 0.233415 \tabularnewline
16 & 0.075905 & 0.588 & 0.279383 \tabularnewline
17 & 0.03805 & 0.2947 & 0.384607 \tabularnewline
18 & 0.02812 & 0.2178 & 0.414156 \tabularnewline
19 & 0.006647 & 0.0515 & 0.479555 \tabularnewline
20 & -0.241154 & -1.868 & 0.033326 \tabularnewline
21 & -0.100867 & -0.7813 & 0.218845 \tabularnewline
22 & 0.010865 & 0.0842 & 0.466605 \tabularnewline
23 & 0.137834 & 1.0677 & 0.144976 \tabularnewline
24 & -0.139732 & -1.0824 & 0.141711 \tabularnewline
25 & 0.05514 & 0.4271 & 0.335414 \tabularnewline
26 & 0.049919 & 0.3867 & 0.350183 \tabularnewline
27 & -0.01271 & -0.0985 & 0.460951 \tabularnewline
28 & -0.022694 & -0.1758 & 0.430528 \tabularnewline
29 & -0.078094 & -0.6049 & 0.273758 \tabularnewline
30 & 0.035109 & 0.272 & 0.393296 \tabularnewline
31 & 0.050733 & 0.393 & 0.347866 \tabularnewline
32 & 0.105025 & 0.8135 & 0.209569 \tabularnewline
33 & -0.029794 & -0.2308 & 0.409135 \tabularnewline
34 & 0.097322 & 0.7539 & 0.226943 \tabularnewline
35 & 0.000361 & 0.0028 & 0.498888 \tabularnewline
36 & -0.073356 & -0.5682 & 0.286005 \tabularnewline
37 & -0.062502 & -0.4841 & 0.315026 \tabularnewline
38 & -0.123958 & -0.9602 & 0.17041 \tabularnewline
39 & 0.055552 & 0.4303 & 0.334259 \tabularnewline
40 & -0.001157 & -0.009 & 0.496441 \tabularnewline
41 & -0.070162 & -0.5435 & 0.29441 \tabularnewline
42 & 0.013144 & 0.1018 & 0.459623 \tabularnewline
43 & -0.006154 & -0.0477 & 0.481071 \tabularnewline
44 & 0.071577 & 0.5544 & 0.290672 \tabularnewline
45 & 0.043627 & 0.3379 & 0.368295 \tabularnewline
46 & -0.05117 & -0.3964 & 0.346622 \tabularnewline
47 & 0.005876 & 0.0455 & 0.481925 \tabularnewline
48 & -0.01545 & -0.1197 & 0.452571 \tabularnewline
49 & 0.002808 & 0.0218 & 0.491359 \tabularnewline
50 & 0.093979 & 0.728 & 0.234734 \tabularnewline
51 & 0.017925 & 0.1388 & 0.44502 \tabularnewline
52 & -0.082571 & -0.6396 & 0.262437 \tabularnewline
53 & 0.071648 & 0.555 & 0.290485 \tabularnewline
54 & 0.024831 & 0.1923 & 0.424062 \tabularnewline
55 & -0.003135 & -0.0243 & 0.490355 \tabularnewline
56 & 0.008852 & 0.0686 & 0.472782 \tabularnewline
57 & 0.120402 & 0.9326 & 0.177375 \tabularnewline
58 & -0.047214 & -0.3657 & 0.35793 \tabularnewline
59 & -0.055191 & -0.4275 & 0.33527 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32761&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]-0.332994[/C][C]-2.5794[/C][C]0.006183[/C][/ROW]
[ROW][C]2[/C][C]-0.089592[/C][C]-0.694[/C][C]0.245187[/C][/ROW]
[ROW][C]3[/C][C]-0.069251[/C][C]-0.5364[/C][C]0.296828[/C][/ROW]
[ROW][C]4[/C][C]-0.122821[/C][C]-0.9514[/C][C]0.172617[/C][/ROW]
[ROW][C]5[/C][C]0.053937[/C][C]0.4178[/C][C]0.338796[/C][/ROW]
[ROW][C]6[/C][C]-0.36473[/C][C]-2.8252[/C][C]0.003204[/C][/ROW]
[ROW][C]7[/C][C]-0.15161[/C][C]-1.1744[/C][C]0.122445[/C][/ROW]
[ROW][C]8[/C][C]-0.078218[/C][C]-0.6059[/C][C]0.273442[/C][/ROW]
[ROW][C]9[/C][C]-0.17228[/C][C]-1.3345[/C][C]0.093545[/C][/ROW]
[ROW][C]10[/C][C]-0.231032[/C][C]-1.7896[/C][C]0.039285[/C][/ROW]
[ROW][C]11[/C][C]-0.511278[/C][C]-3.9603[/C][C]0.000101[/C][/ROW]
[ROW][C]12[/C][C]0.512446[/C][C]3.9694[/C][C]9.8e-05[/C][/ROW]
[ROW][C]13[/C][C]0.113312[/C][C]0.8777[/C][C]0.191801[/C][/ROW]
[ROW][C]14[/C][C]-0.093549[/C][C]-0.7246[/C][C]0.235748[/C][/ROW]
[ROW][C]15[/C][C]-0.094541[/C][C]-0.7323[/C][C]0.233415[/C][/ROW]
[ROW][C]16[/C][C]0.075905[/C][C]0.588[/C][C]0.279383[/C][/ROW]
[ROW][C]17[/C][C]0.03805[/C][C]0.2947[/C][C]0.384607[/C][/ROW]
[ROW][C]18[/C][C]0.02812[/C][C]0.2178[/C][C]0.414156[/C][/ROW]
[ROW][C]19[/C][C]0.006647[/C][C]0.0515[/C][C]0.479555[/C][/ROW]
[ROW][C]20[/C][C]-0.241154[/C][C]-1.868[/C][C]0.033326[/C][/ROW]
[ROW][C]21[/C][C]-0.100867[/C][C]-0.7813[/C][C]0.218845[/C][/ROW]
[ROW][C]22[/C][C]0.010865[/C][C]0.0842[/C][C]0.466605[/C][/ROW]
[ROW][C]23[/C][C]0.137834[/C][C]1.0677[/C][C]0.144976[/C][/ROW]
[ROW][C]24[/C][C]-0.139732[/C][C]-1.0824[/C][C]0.141711[/C][/ROW]
[ROW][C]25[/C][C]0.05514[/C][C]0.4271[/C][C]0.335414[/C][/ROW]
[ROW][C]26[/C][C]0.049919[/C][C]0.3867[/C][C]0.350183[/C][/ROW]
[ROW][C]27[/C][C]-0.01271[/C][C]-0.0985[/C][C]0.460951[/C][/ROW]
[ROW][C]28[/C][C]-0.022694[/C][C]-0.1758[/C][C]0.430528[/C][/ROW]
[ROW][C]29[/C][C]-0.078094[/C][C]-0.6049[/C][C]0.273758[/C][/ROW]
[ROW][C]30[/C][C]0.035109[/C][C]0.272[/C][C]0.393296[/C][/ROW]
[ROW][C]31[/C][C]0.050733[/C][C]0.393[/C][C]0.347866[/C][/ROW]
[ROW][C]32[/C][C]0.105025[/C][C]0.8135[/C][C]0.209569[/C][/ROW]
[ROW][C]33[/C][C]-0.029794[/C][C]-0.2308[/C][C]0.409135[/C][/ROW]
[ROW][C]34[/C][C]0.097322[/C][C]0.7539[/C][C]0.226943[/C][/ROW]
[ROW][C]35[/C][C]0.000361[/C][C]0.0028[/C][C]0.498888[/C][/ROW]
[ROW][C]36[/C][C]-0.073356[/C][C]-0.5682[/C][C]0.286005[/C][/ROW]
[ROW][C]37[/C][C]-0.062502[/C][C]-0.4841[/C][C]0.315026[/C][/ROW]
[ROW][C]38[/C][C]-0.123958[/C][C]-0.9602[/C][C]0.17041[/C][/ROW]
[ROW][C]39[/C][C]0.055552[/C][C]0.4303[/C][C]0.334259[/C][/ROW]
[ROW][C]40[/C][C]-0.001157[/C][C]-0.009[/C][C]0.496441[/C][/ROW]
[ROW][C]41[/C][C]-0.070162[/C][C]-0.5435[/C][C]0.29441[/C][/ROW]
[ROW][C]42[/C][C]0.013144[/C][C]0.1018[/C][C]0.459623[/C][/ROW]
[ROW][C]43[/C][C]-0.006154[/C][C]-0.0477[/C][C]0.481071[/C][/ROW]
[ROW][C]44[/C][C]0.071577[/C][C]0.5544[/C][C]0.290672[/C][/ROW]
[ROW][C]45[/C][C]0.043627[/C][C]0.3379[/C][C]0.368295[/C][/ROW]
[ROW][C]46[/C][C]-0.05117[/C][C]-0.3964[/C][C]0.346622[/C][/ROW]
[ROW][C]47[/C][C]0.005876[/C][C]0.0455[/C][C]0.481925[/C][/ROW]
[ROW][C]48[/C][C]-0.01545[/C][C]-0.1197[/C][C]0.452571[/C][/ROW]
[ROW][C]49[/C][C]0.002808[/C][C]0.0218[/C][C]0.491359[/C][/ROW]
[ROW][C]50[/C][C]0.093979[/C][C]0.728[/C][C]0.234734[/C][/ROW]
[ROW][C]51[/C][C]0.017925[/C][C]0.1388[/C][C]0.44502[/C][/ROW]
[ROW][C]52[/C][C]-0.082571[/C][C]-0.6396[/C][C]0.262437[/C][/ROW]
[ROW][C]53[/C][C]0.071648[/C][C]0.555[/C][C]0.290485[/C][/ROW]
[ROW][C]54[/C][C]0.024831[/C][C]0.1923[/C][C]0.424062[/C][/ROW]
[ROW][C]55[/C][C]-0.003135[/C][C]-0.0243[/C][C]0.490355[/C][/ROW]
[ROW][C]56[/C][C]0.008852[/C][C]0.0686[/C][C]0.472782[/C][/ROW]
[ROW][C]57[/C][C]0.120402[/C][C]0.9326[/C][C]0.177375[/C][/ROW]
[ROW][C]58[/C][C]-0.047214[/C][C]-0.3657[/C][C]0.35793[/C][/ROW]
[ROW][C]59[/C][C]-0.055191[/C][C]-0.4275[/C][C]0.33527[/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=32761&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32761&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	-0.332994	-2.5794	0.006183
2	-0.089592	-0.694	0.245187
3	-0.069251	-0.5364	0.296828
4	-0.122821	-0.9514	0.172617
5	0.053937	0.4178	0.338796
6	-0.36473	-2.8252	0.003204
7	-0.15161	-1.1744	0.122445
8	-0.078218	-0.6059	0.273442
9	-0.17228	-1.3345	0.093545
10	-0.231032	-1.7896	0.039285
11	-0.511278	-3.9603	0.000101
12	0.512446	3.9694	9.8e-05
13	0.113312	0.8777	0.191801
14	-0.093549	-0.7246	0.235748
15	-0.094541	-0.7323	0.233415
16	0.075905	0.588	0.279383
17	0.03805	0.2947	0.384607
18	0.02812	0.2178	0.414156
19	0.006647	0.0515	0.479555
20	-0.241154	-1.868	0.033326
21	-0.100867	-0.7813	0.218845
22	0.010865	0.0842	0.466605
23	0.137834	1.0677	0.144976
24	-0.139732	-1.0824	0.141711
25	0.05514	0.4271	0.335414
26	0.049919	0.3867	0.350183
27	-0.01271	-0.0985	0.460951
28	-0.022694	-0.1758	0.430528
29	-0.078094	-0.6049	0.273758
30	0.035109	0.272	0.393296
31	0.050733	0.393	0.347866
32	0.105025	0.8135	0.209569
33	-0.029794	-0.2308	0.409135
34	0.097322	0.7539	0.226943
35	0.000361	0.0028	0.498888
36	-0.073356	-0.5682	0.286005
37	-0.062502	-0.4841	0.315026
38	-0.123958	-0.9602	0.17041
39	0.055552	0.4303	0.334259
40	-0.001157	-0.009	0.496441
41	-0.070162	-0.5435	0.29441
42	0.013144	0.1018	0.459623
43	-0.006154	-0.0477	0.481071
44	0.071577	0.5544	0.290672
45	0.043627	0.3379	0.368295
46	-0.05117	-0.3964	0.346622
47	0.005876	0.0455	0.481925
48	-0.01545	-0.1197	0.452571
49	0.002808	0.0218	0.491359
50	0.093979	0.728	0.234734
51	0.017925	0.1388	0.44502
52	-0.082571	-0.6396	0.262437
53	0.071648	0.555	0.290485
54	0.024831	0.1923	0.424062
55	-0.003135	-0.0243	0.490355
56	0.008852	0.0686	0.472782
57	0.120402	0.9326	0.177375
58	-0.047214	-0.3657	0.35793
59	-0.055191	-0.4275	0.33527
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 = 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