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

Tue, 23 Dec 2008 08:16:02 -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/23/t1230045424ikzevzghstsu6vt.htm/, Retrieved Fri, 17 May 2024 03:04:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36317, Retrieved Fri, 17 May 2024 03:04:37 +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

171

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]
F RMP   [Standard Deviation-Mean Plot] [Q1 ] [2008-12-07 13:13:15] [74be16979710d4c4e7c6647856088456]
-    D    [Standard Deviation-Mean Plot] [SMP eigen tijdreeks] [2008-12-15 19:50:53] [74be16979710d4c4e7c6647856088456]
- RMPD      [(Partial) Autocorrelation Function] [paper] [2008-12-23 14:27:57] [5262baed313b307078ce11eb68e9efe6]
-   P         [(Partial) Autocorrelation Function] [paper] [2008-12-23 14:38:06] [5262baed313b307078ce11eb68e9efe6]
-   P           [(Partial) Autocorrelation Function] [Paper] [2008-12-23 15:13:44] [5262baed313b307078ce11eb68e9efe6]
-   P               [(Partial) Autocorrelation Function] [paper] [2008-12-23 15:16:02] [5bd06487453d0eec7a1bf04bf9f25085] [Current]

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	3 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 & 3 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=36317&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]3 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=36317&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36317&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.015239	-0.147	0.441742
2	-0.031778	-0.3065	0.379973
3	0.012054	0.1162	0.453856
4	0.095248	0.9185	0.180356
5	0.072615	0.7003	0.242752
6	0.081545	0.7864	0.216819
7	0.022897	0.2208	0.412861
8	0.096131	0.9271	0.178148
9	0.124994	1.2054	0.115554
10	-0.039893	-0.3847	0.350663
11	-0.012359	-0.1192	0.452693
12	-0.233959	-2.2562	0.0132
13	0.001924	0.0186	0.492619
14	0.260658	2.5137	0.006833
15	-0.006068	-0.0585	0.47673
16	-0.042649	-0.4113	0.340902
17	-0.066922	-0.6454	0.260137
18	0.053223	0.5133	0.304492
19	0.064283	0.6199	0.268412
20	0.013807	0.1332	0.44718
21	0.053436	0.5153	0.303775
22	0.058808	0.5671	0.285999
23	0.161913	1.5614	0.06091
24	-0.094664	-0.9129	0.181825
25	-0.12413	-1.1971	0.117161
26	-0.17684	-1.7054	0.045731
27	0.072394	0.6981	0.243414
28	-0.010498	-0.1012	0.459791
29	0.11798	1.1378	0.129072
30	-0.0971	-0.9364	0.175748
31	-0.097902	-0.9441	0.173774
32	0.014356	0.1384	0.445095
33	-0.085235	-0.822	0.206597
34	-0.078818	-0.7601	0.224561
35	-0.050159	-0.4837	0.314862
36	0.021611	0.2084	0.417684
37	0.096417	0.9298	0.177439
38	0.086746	0.8365	0.202496
39	-0.127868	-1.2331	0.110321
40	-0.075557	-0.7286	0.234025
41	0.008459	0.0816	0.467581
42	-0.021292	-0.2053	0.418881
43	0.05615	0.5415	0.294732
44	-0.085414	-0.8237	0.206108
45	-0.085671	-0.8262	0.205408
46	-0.000659	-0.0064	0.497471
47	-0.127136	-1.2261	0.111637
48	-0.066515	-0.6415	0.261404
49	-0.103096	-0.9942	0.161347
50	0.02189	0.2111	0.416634
51	-0.036663	-0.3536	0.362233
52	0.001321	0.0127	0.494932
53	-0.160859	-1.5513	0.062117
54	0.001652	0.0159	0.493662
55	-0.070474	-0.6796	0.249215
56	-0.005742	-0.0554	0.47798
57	0.046954	0.4528	0.325871
58	-0.048156	-0.4644	0.321725
59	0.000859	0.0083	0.496705
60	0.002362	0.0228	0.490938

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.015239 & -0.147 & 0.441742 \tabularnewline
2 & -0.031778 & -0.3065 & 0.379973 \tabularnewline
3 & 0.012054 & 0.1162 & 0.453856 \tabularnewline
4 & 0.095248 & 0.9185 & 0.180356 \tabularnewline
5 & 0.072615 & 0.7003 & 0.242752 \tabularnewline
6 & 0.081545 & 0.7864 & 0.216819 \tabularnewline
7 & 0.022897 & 0.2208 & 0.412861 \tabularnewline
8 & 0.096131 & 0.9271 & 0.178148 \tabularnewline
9 & 0.124994 & 1.2054 & 0.115554 \tabularnewline
10 & -0.039893 & -0.3847 & 0.350663 \tabularnewline
11 & -0.012359 & -0.1192 & 0.452693 \tabularnewline
12 & -0.233959 & -2.2562 & 0.0132 \tabularnewline
13 & 0.001924 & 0.0186 & 0.492619 \tabularnewline
14 & 0.260658 & 2.5137 & 0.006833 \tabularnewline
15 & -0.006068 & -0.0585 & 0.47673 \tabularnewline
16 & -0.042649 & -0.4113 & 0.340902 \tabularnewline
17 & -0.066922 & -0.6454 & 0.260137 \tabularnewline
18 & 0.053223 & 0.5133 & 0.304492 \tabularnewline
19 & 0.064283 & 0.6199 & 0.268412 \tabularnewline
20 & 0.013807 & 0.1332 & 0.44718 \tabularnewline
21 & 0.053436 & 0.5153 & 0.303775 \tabularnewline
22 & 0.058808 & 0.5671 & 0.285999 \tabularnewline
23 & 0.161913 & 1.5614 & 0.06091 \tabularnewline
24 & -0.094664 & -0.9129 & 0.181825 \tabularnewline
25 & -0.12413 & -1.1971 & 0.117161 \tabularnewline
26 & -0.17684 & -1.7054 & 0.045731 \tabularnewline
27 & 0.072394 & 0.6981 & 0.243414 \tabularnewline
28 & -0.010498 & -0.1012 & 0.459791 \tabularnewline
29 & 0.11798 & 1.1378 & 0.129072 \tabularnewline
30 & -0.0971 & -0.9364 & 0.175748 \tabularnewline
31 & -0.097902 & -0.9441 & 0.173774 \tabularnewline
32 & 0.014356 & 0.1384 & 0.445095 \tabularnewline
33 & -0.085235 & -0.822 & 0.206597 \tabularnewline
34 & -0.078818 & -0.7601 & 0.224561 \tabularnewline
35 & -0.050159 & -0.4837 & 0.314862 \tabularnewline
36 & 0.021611 & 0.2084 & 0.417684 \tabularnewline
37 & 0.096417 & 0.9298 & 0.177439 \tabularnewline
38 & 0.086746 & 0.8365 & 0.202496 \tabularnewline
39 & -0.127868 & -1.2331 & 0.110321 \tabularnewline
40 & -0.075557 & -0.7286 & 0.234025 \tabularnewline
41 & 0.008459 & 0.0816 & 0.467581 \tabularnewline
42 & -0.021292 & -0.2053 & 0.418881 \tabularnewline
43 & 0.05615 & 0.5415 & 0.294732 \tabularnewline
44 & -0.085414 & -0.8237 & 0.206108 \tabularnewline
45 & -0.085671 & -0.8262 & 0.205408 \tabularnewline
46 & -0.000659 & -0.0064 & 0.497471 \tabularnewline
47 & -0.127136 & -1.2261 & 0.111637 \tabularnewline
48 & -0.066515 & -0.6415 & 0.261404 \tabularnewline
49 & -0.103096 & -0.9942 & 0.161347 \tabularnewline
50 & 0.02189 & 0.2111 & 0.416634 \tabularnewline
51 & -0.036663 & -0.3536 & 0.362233 \tabularnewline
52 & 0.001321 & 0.0127 & 0.494932 \tabularnewline
53 & -0.160859 & -1.5513 & 0.062117 \tabularnewline
54 & 0.001652 & 0.0159 & 0.493662 \tabularnewline
55 & -0.070474 & -0.6796 & 0.249215 \tabularnewline
56 & -0.005742 & -0.0554 & 0.47798 \tabularnewline
57 & 0.046954 & 0.4528 & 0.325871 \tabularnewline
58 & -0.048156 & -0.4644 & 0.321725 \tabularnewline
59 & 0.000859 & 0.0083 & 0.496705 \tabularnewline
60 & 0.002362 & 0.0228 & 0.490938 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36317&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]-0.015239[/C][C]-0.147[/C][C]0.441742[/C][/ROW]
[ROW][C]2[/C][C]-0.031778[/C][C]-0.3065[/C][C]0.379973[/C][/ROW]
[ROW][C]3[/C][C]0.012054[/C][C]0.1162[/C][C]0.453856[/C][/ROW]
[ROW][C]4[/C][C]0.095248[/C][C]0.9185[/C][C]0.180356[/C][/ROW]
[ROW][C]5[/C][C]0.072615[/C][C]0.7003[/C][C]0.242752[/C][/ROW]
[ROW][C]6[/C][C]0.081545[/C][C]0.7864[/C][C]0.216819[/C][/ROW]
[ROW][C]7[/C][C]0.022897[/C][C]0.2208[/C][C]0.412861[/C][/ROW]
[ROW][C]8[/C][C]0.096131[/C][C]0.9271[/C][C]0.178148[/C][/ROW]
[ROW][C]9[/C][C]0.124994[/C][C]1.2054[/C][C]0.115554[/C][/ROW]
[ROW][C]10[/C][C]-0.039893[/C][C]-0.3847[/C][C]0.350663[/C][/ROW]
[ROW][C]11[/C][C]-0.012359[/C][C]-0.1192[/C][C]0.452693[/C][/ROW]
[ROW][C]12[/C][C]-0.233959[/C][C]-2.2562[/C][C]0.0132[/C][/ROW]
[ROW][C]13[/C][C]0.001924[/C][C]0.0186[/C][C]0.492619[/C][/ROW]
[ROW][C]14[/C][C]0.260658[/C][C]2.5137[/C][C]0.006833[/C][/ROW]
[ROW][C]15[/C][C]-0.006068[/C][C]-0.0585[/C][C]0.47673[/C][/ROW]
[ROW][C]16[/C][C]-0.042649[/C][C]-0.4113[/C][C]0.340902[/C][/ROW]
[ROW][C]17[/C][C]-0.066922[/C][C]-0.6454[/C][C]0.260137[/C][/ROW]
[ROW][C]18[/C][C]0.053223[/C][C]0.5133[/C][C]0.304492[/C][/ROW]
[ROW][C]19[/C][C]0.064283[/C][C]0.6199[/C][C]0.268412[/C][/ROW]
[ROW][C]20[/C][C]0.013807[/C][C]0.1332[/C][C]0.44718[/C][/ROW]
[ROW][C]21[/C][C]0.053436[/C][C]0.5153[/C][C]0.303775[/C][/ROW]
[ROW][C]22[/C][C]0.058808[/C][C]0.5671[/C][C]0.285999[/C][/ROW]
[ROW][C]23[/C][C]0.161913[/C][C]1.5614[/C][C]0.06091[/C][/ROW]
[ROW][C]24[/C][C]-0.094664[/C][C]-0.9129[/C][C]0.181825[/C][/ROW]
[ROW][C]25[/C][C]-0.12413[/C][C]-1.1971[/C][C]0.117161[/C][/ROW]
[ROW][C]26[/C][C]-0.17684[/C][C]-1.7054[/C][C]0.045731[/C][/ROW]
[ROW][C]27[/C][C]0.072394[/C][C]0.6981[/C][C]0.243414[/C][/ROW]
[ROW][C]28[/C][C]-0.010498[/C][C]-0.1012[/C][C]0.459791[/C][/ROW]
[ROW][C]29[/C][C]0.11798[/C][C]1.1378[/C][C]0.129072[/C][/ROW]
[ROW][C]30[/C][C]-0.0971[/C][C]-0.9364[/C][C]0.175748[/C][/ROW]
[ROW][C]31[/C][C]-0.097902[/C][C]-0.9441[/C][C]0.173774[/C][/ROW]
[ROW][C]32[/C][C]0.014356[/C][C]0.1384[/C][C]0.445095[/C][/ROW]
[ROW][C]33[/C][C]-0.085235[/C][C]-0.822[/C][C]0.206597[/C][/ROW]
[ROW][C]34[/C][C]-0.078818[/C][C]-0.7601[/C][C]0.224561[/C][/ROW]
[ROW][C]35[/C][C]-0.050159[/C][C]-0.4837[/C][C]0.314862[/C][/ROW]
[ROW][C]36[/C][C]0.021611[/C][C]0.2084[/C][C]0.417684[/C][/ROW]
[ROW][C]37[/C][C]0.096417[/C][C]0.9298[/C][C]0.177439[/C][/ROW]
[ROW][C]38[/C][C]0.086746[/C][C]0.8365[/C][C]0.202496[/C][/ROW]
[ROW][C]39[/C][C]-0.127868[/C][C]-1.2331[/C][C]0.110321[/C][/ROW]
[ROW][C]40[/C][C]-0.075557[/C][C]-0.7286[/C][C]0.234025[/C][/ROW]
[ROW][C]41[/C][C]0.008459[/C][C]0.0816[/C][C]0.467581[/C][/ROW]
[ROW][C]42[/C][C]-0.021292[/C][C]-0.2053[/C][C]0.418881[/C][/ROW]
[ROW][C]43[/C][C]0.05615[/C][C]0.5415[/C][C]0.294732[/C][/ROW]
[ROW][C]44[/C][C]-0.085414[/C][C]-0.8237[/C][C]0.206108[/C][/ROW]
[ROW][C]45[/C][C]-0.085671[/C][C]-0.8262[/C][C]0.205408[/C][/ROW]
[ROW][C]46[/C][C]-0.000659[/C][C]-0.0064[/C][C]0.497471[/C][/ROW]
[ROW][C]47[/C][C]-0.127136[/C][C]-1.2261[/C][C]0.111637[/C][/ROW]
[ROW][C]48[/C][C]-0.066515[/C][C]-0.6415[/C][C]0.261404[/C][/ROW]
[ROW][C]49[/C][C]-0.103096[/C][C]-0.9942[/C][C]0.161347[/C][/ROW]
[ROW][C]50[/C][C]0.02189[/C][C]0.2111[/C][C]0.416634[/C][/ROW]
[ROW][C]51[/C][C]-0.036663[/C][C]-0.3536[/C][C]0.362233[/C][/ROW]
[ROW][C]52[/C][C]0.001321[/C][C]0.0127[/C][C]0.494932[/C][/ROW]
[ROW][C]53[/C][C]-0.160859[/C][C]-1.5513[/C][C]0.062117[/C][/ROW]
[ROW][C]54[/C][C]0.001652[/C][C]0.0159[/C][C]0.493662[/C][/ROW]
[ROW][C]55[/C][C]-0.070474[/C][C]-0.6796[/C][C]0.249215[/C][/ROW]
[ROW][C]56[/C][C]-0.005742[/C][C]-0.0554[/C][C]0.47798[/C][/ROW]
[ROW][C]57[/C][C]0.046954[/C][C]0.4528[/C][C]0.325871[/C][/ROW]
[ROW][C]58[/C][C]-0.048156[/C][C]-0.4644[/C][C]0.321725[/C][/ROW]
[ROW][C]59[/C][C]0.000859[/C][C]0.0083[/C][C]0.496705[/C][/ROW]
[ROW][C]60[/C][C]0.002362[/C][C]0.0228[/C][C]0.490938[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36317&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36317&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	-0.015239	-0.147	0.441742
2	-0.031778	-0.3065	0.379973
3	0.012054	0.1162	0.453856
4	0.095248	0.9185	0.180356
5	0.072615	0.7003	0.242752
6	0.081545	0.7864	0.216819
7	0.022897	0.2208	0.412861
8	0.096131	0.9271	0.178148
9	0.124994	1.2054	0.115554
10	-0.039893	-0.3847	0.350663
11	-0.012359	-0.1192	0.452693
12	-0.233959	-2.2562	0.0132
13	0.001924	0.0186	0.492619
14	0.260658	2.5137	0.006833
15	-0.006068	-0.0585	0.47673
16	-0.042649	-0.4113	0.340902
17	-0.066922	-0.6454	0.260137
18	0.053223	0.5133	0.304492
19	0.064283	0.6199	0.268412
20	0.013807	0.1332	0.44718
21	0.053436	0.5153	0.303775
22	0.058808	0.5671	0.285999
23	0.161913	1.5614	0.06091
24	-0.094664	-0.9129	0.181825
25	-0.12413	-1.1971	0.117161
26	-0.17684	-1.7054	0.045731
27	0.072394	0.6981	0.243414
28	-0.010498	-0.1012	0.459791
29	0.11798	1.1378	0.129072
30	-0.0971	-0.9364	0.175748
31	-0.097902	-0.9441	0.173774
32	0.014356	0.1384	0.445095
33	-0.085235	-0.822	0.206597
34	-0.078818	-0.7601	0.224561
35	-0.050159	-0.4837	0.314862
36	0.021611	0.2084	0.417684
37	0.096417	0.9298	0.177439
38	0.086746	0.8365	0.202496
39	-0.127868	-1.2331	0.110321
40	-0.075557	-0.7286	0.234025
41	0.008459	0.0816	0.467581
42	-0.021292	-0.2053	0.418881
43	0.05615	0.5415	0.294732
44	-0.085414	-0.8237	0.206108
45	-0.085671	-0.8262	0.205408
46	-0.000659	-0.0064	0.497471
47	-0.127136	-1.2261	0.111637
48	-0.066515	-0.6415	0.261404
49	-0.103096	-0.9942	0.161347
50	0.02189	0.2111	0.416634
51	-0.036663	-0.3536	0.362233
52	0.001321	0.0127	0.494932
53	-0.160859	-1.5513	0.062117
54	0.001652	0.0159	0.493662
55	-0.070474	-0.6796	0.249215
56	-0.005742	-0.0554	0.47798
57	0.046954	0.4528	0.325871
58	-0.048156	-0.4644	0.321725
59	0.000859	0.0083	0.496705
60	0.002362	0.0228	0.490938

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.015239	-0.147	0.441742
2	-0.032017	-0.3088	0.379096
3	0.01108	0.1069	0.457569
4	0.094721	0.9135	0.181682
5	0.077166	0.7442	0.229327
6	0.091642	0.8838	0.189552
7	0.030407	0.2932	0.384999
8	0.094971	0.9159	0.181052
9	0.120864	1.1656	0.123384
10	-0.046883	-0.4521	0.326118
11	-0.025387	-0.2448	0.403565
12	-0.283938	-2.7382	0.003702
13	-0.073994	-0.7136	0.238639
14	0.23185	2.2359	0.013876
15	0.008766	0.0845	0.466406
16	0.023108	0.2228	0.412073
17	-0.062952	-0.6071	0.272635
18	0.051049	0.4923	0.311834
19	0.098675	0.9516	0.171888
20	0.046018	0.4438	0.329116
21	0.136432	1.3157	0.095754
22	-0.017011	-0.164	0.435024
23	0.102455	0.988	0.162847
24	-0.172557	-1.6641	0.049731
25	-0.212884	-2.053	0.021442
26	-0.151792	-1.4638	0.073307
27	-0.036754	-0.3544	0.361905
28	-0.106249	-1.0246	0.154097
29	0.124341	1.1991	0.116767
30	-0.006093	-0.0588	0.476634
31	0.025854	0.2493	0.401829
32	0.091705	0.8844	0.189388
33	0.02439	0.2352	0.407283
34	0.015941	0.1537	0.439077
35	-0.006931	-0.0668	0.473425
36	-0.067793	-0.6538	0.257435
37	-0.069432	-0.6696	0.252393
38	0.049105	0.4736	0.318465
39	-0.034535	-0.333	0.369927
40	-0.075866	-0.7316	0.233118
41	-0.033952	-0.3274	0.372042
42	-0.075538	-0.7285	0.23408
43	-0.023361	-0.2253	0.411126
44	-0.00905	-0.0873	0.46532
45	-0.04	-0.3857	0.350283
46	0.006189	0.0597	0.476269
47	-0.057667	-0.5561	0.289731
48	0.01147	0.1106	0.456083
49	-0.048845	-0.471	0.319355
50	0.038432	0.3706	0.355881
51	-0.049843	-0.4807	0.315942
52	-0.090647	-0.8742	0.19214
53	-0.049576	-0.4781	0.316853
54	0.073019	0.7042	0.241544
55	-0.006719	-0.0648	0.474239
56	0.000711	0.0069	0.497272
57	0.031797	0.3066	0.379903
58	-0.073137	-0.7053	0.241191
59	-0.062723	-0.6049	0.273367
60	-0.027931	-0.2694	0.394127

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.015239 & -0.147 & 0.441742 \tabularnewline
2 & -0.032017 & -0.3088 & 0.379096 \tabularnewline
3 & 0.01108 & 0.1069 & 0.457569 \tabularnewline
4 & 0.094721 & 0.9135 & 0.181682 \tabularnewline
5 & 0.077166 & 0.7442 & 0.229327 \tabularnewline
6 & 0.091642 & 0.8838 & 0.189552 \tabularnewline
7 & 0.030407 & 0.2932 & 0.384999 \tabularnewline
8 & 0.094971 & 0.9159 & 0.181052 \tabularnewline
9 & 0.120864 & 1.1656 & 0.123384 \tabularnewline
10 & -0.046883 & -0.4521 & 0.326118 \tabularnewline
11 & -0.025387 & -0.2448 & 0.403565 \tabularnewline
12 & -0.283938 & -2.7382 & 0.003702 \tabularnewline
13 & -0.073994 & -0.7136 & 0.238639 \tabularnewline
14 & 0.23185 & 2.2359 & 0.013876 \tabularnewline
15 & 0.008766 & 0.0845 & 0.466406 \tabularnewline
16 & 0.023108 & 0.2228 & 0.412073 \tabularnewline
17 & -0.062952 & -0.6071 & 0.272635 \tabularnewline
18 & 0.051049 & 0.4923 & 0.311834 \tabularnewline
19 & 0.098675 & 0.9516 & 0.171888 \tabularnewline
20 & 0.046018 & 0.4438 & 0.329116 \tabularnewline
21 & 0.136432 & 1.3157 & 0.095754 \tabularnewline
22 & -0.017011 & -0.164 & 0.435024 \tabularnewline
23 & 0.102455 & 0.988 & 0.162847 \tabularnewline
24 & -0.172557 & -1.6641 & 0.049731 \tabularnewline
25 & -0.212884 & -2.053 & 0.021442 \tabularnewline
26 & -0.151792 & -1.4638 & 0.073307 \tabularnewline
27 & -0.036754 & -0.3544 & 0.361905 \tabularnewline
28 & -0.106249 & -1.0246 & 0.154097 \tabularnewline
29 & 0.124341 & 1.1991 & 0.116767 \tabularnewline
30 & -0.006093 & -0.0588 & 0.476634 \tabularnewline
31 & 0.025854 & 0.2493 & 0.401829 \tabularnewline
32 & 0.091705 & 0.8844 & 0.189388 \tabularnewline
33 & 0.02439 & 0.2352 & 0.407283 \tabularnewline
34 & 0.015941 & 0.1537 & 0.439077 \tabularnewline
35 & -0.006931 & -0.0668 & 0.473425 \tabularnewline
36 & -0.067793 & -0.6538 & 0.257435 \tabularnewline
37 & -0.069432 & -0.6696 & 0.252393 \tabularnewline
38 & 0.049105 & 0.4736 & 0.318465 \tabularnewline
39 & -0.034535 & -0.333 & 0.369927 \tabularnewline
40 & -0.075866 & -0.7316 & 0.233118 \tabularnewline
41 & -0.033952 & -0.3274 & 0.372042 \tabularnewline
42 & -0.075538 & -0.7285 & 0.23408 \tabularnewline
43 & -0.023361 & -0.2253 & 0.411126 \tabularnewline
44 & -0.00905 & -0.0873 & 0.46532 \tabularnewline
45 & -0.04 & -0.3857 & 0.350283 \tabularnewline
46 & 0.006189 & 0.0597 & 0.476269 \tabularnewline
47 & -0.057667 & -0.5561 & 0.289731 \tabularnewline
48 & 0.01147 & 0.1106 & 0.456083 \tabularnewline
49 & -0.048845 & -0.471 & 0.319355 \tabularnewline
50 & 0.038432 & 0.3706 & 0.355881 \tabularnewline
51 & -0.049843 & -0.4807 & 0.315942 \tabularnewline
52 & -0.090647 & -0.8742 & 0.19214 \tabularnewline
53 & -0.049576 & -0.4781 & 0.316853 \tabularnewline
54 & 0.073019 & 0.7042 & 0.241544 \tabularnewline
55 & -0.006719 & -0.0648 & 0.474239 \tabularnewline
56 & 0.000711 & 0.0069 & 0.497272 \tabularnewline
57 & 0.031797 & 0.3066 & 0.379903 \tabularnewline
58 & -0.073137 & -0.7053 & 0.241191 \tabularnewline
59 & -0.062723 & -0.6049 & 0.273367 \tabularnewline
60 & -0.027931 & -0.2694 & 0.394127 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36317&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]-0.015239[/C][C]-0.147[/C][C]0.441742[/C][/ROW]
[ROW][C]2[/C][C]-0.032017[/C][C]-0.3088[/C][C]0.379096[/C][/ROW]
[ROW][C]3[/C][C]0.01108[/C][C]0.1069[/C][C]0.457569[/C][/ROW]
[ROW][C]4[/C][C]0.094721[/C][C]0.9135[/C][C]0.181682[/C][/ROW]
[ROW][C]5[/C][C]0.077166[/C][C]0.7442[/C][C]0.229327[/C][/ROW]
[ROW][C]6[/C][C]0.091642[/C][C]0.8838[/C][C]0.189552[/C][/ROW]
[ROW][C]7[/C][C]0.030407[/C][C]0.2932[/C][C]0.384999[/C][/ROW]
[ROW][C]8[/C][C]0.094971[/C][C]0.9159[/C][C]0.181052[/C][/ROW]
[ROW][C]9[/C][C]0.120864[/C][C]1.1656[/C][C]0.123384[/C][/ROW]
[ROW][C]10[/C][C]-0.046883[/C][C]-0.4521[/C][C]0.326118[/C][/ROW]
[ROW][C]11[/C][C]-0.025387[/C][C]-0.2448[/C][C]0.403565[/C][/ROW]
[ROW][C]12[/C][C]-0.283938[/C][C]-2.7382[/C][C]0.003702[/C][/ROW]
[ROW][C]13[/C][C]-0.073994[/C][C]-0.7136[/C][C]0.238639[/C][/ROW]
[ROW][C]14[/C][C]0.23185[/C][C]2.2359[/C][C]0.013876[/C][/ROW]
[ROW][C]15[/C][C]0.008766[/C][C]0.0845[/C][C]0.466406[/C][/ROW]
[ROW][C]16[/C][C]0.023108[/C][C]0.2228[/C][C]0.412073[/C][/ROW]
[ROW][C]17[/C][C]-0.062952[/C][C]-0.6071[/C][C]0.272635[/C][/ROW]
[ROW][C]18[/C][C]0.051049[/C][C]0.4923[/C][C]0.311834[/C][/ROW]
[ROW][C]19[/C][C]0.098675[/C][C]0.9516[/C][C]0.171888[/C][/ROW]
[ROW][C]20[/C][C]0.046018[/C][C]0.4438[/C][C]0.329116[/C][/ROW]
[ROW][C]21[/C][C]0.136432[/C][C]1.3157[/C][C]0.095754[/C][/ROW]
[ROW][C]22[/C][C]-0.017011[/C][C]-0.164[/C][C]0.435024[/C][/ROW]
[ROW][C]23[/C][C]0.102455[/C][C]0.988[/C][C]0.162847[/C][/ROW]
[ROW][C]24[/C][C]-0.172557[/C][C]-1.6641[/C][C]0.049731[/C][/ROW]
[ROW][C]25[/C][C]-0.212884[/C][C]-2.053[/C][C]0.021442[/C][/ROW]
[ROW][C]26[/C][C]-0.151792[/C][C]-1.4638[/C][C]0.073307[/C][/ROW]
[ROW][C]27[/C][C]-0.036754[/C][C]-0.3544[/C][C]0.361905[/C][/ROW]
[ROW][C]28[/C][C]-0.106249[/C][C]-1.0246[/C][C]0.154097[/C][/ROW]
[ROW][C]29[/C][C]0.124341[/C][C]1.1991[/C][C]0.116767[/C][/ROW]
[ROW][C]30[/C][C]-0.006093[/C][C]-0.0588[/C][C]0.476634[/C][/ROW]
[ROW][C]31[/C][C]0.025854[/C][C]0.2493[/C][C]0.401829[/C][/ROW]
[ROW][C]32[/C][C]0.091705[/C][C]0.8844[/C][C]0.189388[/C][/ROW]
[ROW][C]33[/C][C]0.02439[/C][C]0.2352[/C][C]0.407283[/C][/ROW]
[ROW][C]34[/C][C]0.015941[/C][C]0.1537[/C][C]0.439077[/C][/ROW]
[ROW][C]35[/C][C]-0.006931[/C][C]-0.0668[/C][C]0.473425[/C][/ROW]
[ROW][C]36[/C][C]-0.067793[/C][C]-0.6538[/C][C]0.257435[/C][/ROW]
[ROW][C]37[/C][C]-0.069432[/C][C]-0.6696[/C][C]0.252393[/C][/ROW]
[ROW][C]38[/C][C]0.049105[/C][C]0.4736[/C][C]0.318465[/C][/ROW]
[ROW][C]39[/C][C]-0.034535[/C][C]-0.333[/C][C]0.369927[/C][/ROW]
[ROW][C]40[/C][C]-0.075866[/C][C]-0.7316[/C][C]0.233118[/C][/ROW]
[ROW][C]41[/C][C]-0.033952[/C][C]-0.3274[/C][C]0.372042[/C][/ROW]
[ROW][C]42[/C][C]-0.075538[/C][C]-0.7285[/C][C]0.23408[/C][/ROW]
[ROW][C]43[/C][C]-0.023361[/C][C]-0.2253[/C][C]0.411126[/C][/ROW]
[ROW][C]44[/C][C]-0.00905[/C][C]-0.0873[/C][C]0.46532[/C][/ROW]
[ROW][C]45[/C][C]-0.04[/C][C]-0.3857[/C][C]0.350283[/C][/ROW]
[ROW][C]46[/C][C]0.006189[/C][C]0.0597[/C][C]0.476269[/C][/ROW]
[ROW][C]47[/C][C]-0.057667[/C][C]-0.5561[/C][C]0.289731[/C][/ROW]
[ROW][C]48[/C][C]0.01147[/C][C]0.1106[/C][C]0.456083[/C][/ROW]
[ROW][C]49[/C][C]-0.048845[/C][C]-0.471[/C][C]0.319355[/C][/ROW]
[ROW][C]50[/C][C]0.038432[/C][C]0.3706[/C][C]0.355881[/C][/ROW]
[ROW][C]51[/C][C]-0.049843[/C][C]-0.4807[/C][C]0.315942[/C][/ROW]
[ROW][C]52[/C][C]-0.090647[/C][C]-0.8742[/C][C]0.19214[/C][/ROW]
[ROW][C]53[/C][C]-0.049576[/C][C]-0.4781[/C][C]0.316853[/C][/ROW]
[ROW][C]54[/C][C]0.073019[/C][C]0.7042[/C][C]0.241544[/C][/ROW]
[ROW][C]55[/C][C]-0.006719[/C][C]-0.0648[/C][C]0.474239[/C][/ROW]
[ROW][C]56[/C][C]0.000711[/C][C]0.0069[/C][C]0.497272[/C][/ROW]
[ROW][C]57[/C][C]0.031797[/C][C]0.3066[/C][C]0.379903[/C][/ROW]
[ROW][C]58[/C][C]-0.073137[/C][C]-0.7053[/C][C]0.241191[/C][/ROW]
[ROW][C]59[/C][C]-0.062723[/C][C]-0.6049[/C][C]0.273367[/C][/ROW]
[ROW][C]60[/C][C]-0.027931[/C][C]-0.2694[/C][C]0.394127[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36317&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36317&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	-0.015239	-0.147	0.441742
2	-0.032017	-0.3088	0.379096
3	0.01108	0.1069	0.457569
4	0.094721	0.9135	0.181682
5	0.077166	0.7442	0.229327
6	0.091642	0.8838	0.189552
7	0.030407	0.2932	0.384999
8	0.094971	0.9159	0.181052
9	0.120864	1.1656	0.123384
10	-0.046883	-0.4521	0.326118
11	-0.025387	-0.2448	0.403565
12	-0.283938	-2.7382	0.003702
13	-0.073994	-0.7136	0.238639
14	0.23185	2.2359	0.013876
15	0.008766	0.0845	0.466406
16	0.023108	0.2228	0.412073
17	-0.062952	-0.6071	0.272635
18	0.051049	0.4923	0.311834
19	0.098675	0.9516	0.171888
20	0.046018	0.4438	0.329116
21	0.136432	1.3157	0.095754
22	-0.017011	-0.164	0.435024
23	0.102455	0.988	0.162847
24	-0.172557	-1.6641	0.049731
25	-0.212884	-2.053	0.021442
26	-0.151792	-1.4638	0.073307
27	-0.036754	-0.3544	0.361905
28	-0.106249	-1.0246	0.154097
29	0.124341	1.1991	0.116767
30	-0.006093	-0.0588	0.476634
31	0.025854	0.2493	0.401829
32	0.091705	0.8844	0.189388
33	0.02439	0.2352	0.407283
34	0.015941	0.1537	0.439077
35	-0.006931	-0.0668	0.473425
36	-0.067793	-0.6538	0.257435
37	-0.069432	-0.6696	0.252393
38	0.049105	0.4736	0.318465
39	-0.034535	-0.333	0.369927
40	-0.075866	-0.7316	0.233118
41	-0.033952	-0.3274	0.372042
42	-0.075538	-0.7285	0.23408
43	-0.023361	-0.2253	0.411126
44	-0.00905	-0.0873	0.46532
45	-0.04	-0.3857	0.350283
46	0.006189	0.0597	0.476269
47	-0.057667	-0.5561	0.289731
48	0.01147	0.1106	0.456083
49	-0.048845	-0.471	0.319355
50	0.038432	0.3706	0.355881
51	-0.049843	-0.4807	0.315942
52	-0.090647	-0.8742	0.19214
53	-0.049576	-0.4781	0.316853
54	0.073019	0.7042	0.241544
55	-0.006719	-0.0648	0.474239
56	0.000711	0.0069	0.497272
57	0.031797	0.3066	0.379903
58	-0.073137	-0.7053	0.241191
59	-0.062723	-0.6049	0.273367
60	-0.027931	-0.2694	0.394127

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 = 1 ; 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