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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 05:51:22 -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/06/t1228567947t0pzj2o5i2eykv6.htm/, Retrieved Sun, 26 May 2024 02:45:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29559, Retrieved Sun, 26 May 2024 02:45:34 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

198

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

-     [Univariate Data Series] [Run sequence plot...] [2008-12-02 22:19:27] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMPD  [Standard Deviation-Mean Plot] [SD mean plot] [2008-12-06 11:49:39] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMP       [(Partial) Autocorrelation Function] [ACF d=1 en D=0] [2008-12-06 12:51:22] [a8228479d4547a92e2d3f176a5299609] [Current]
-   P         [(Partial) Autocorrelation Function] [acf d=1] [2008-12-08 11:43:53] [74be16979710d4c4e7c6647856088456] 
-   P         [(Partial) Autocorrelation Function] [acf d=1] [2008-12-08 11:43:53] [ed2ba3b6182103c15c0ab511ae4e6284] 
-               [(Partial) Autocorrelation Function] [acf d=1] [2008-12-08 19:45:09] [4ad596f10399a71ad29b7d76e6ab90ac] 
-               [(Partial) Autocorrelation Function] [] [2008-12-08 21:16:19] [28075c6928548bea087cb2be962cfe7e] 
-               [(Partial) Autocorrelation Function] [ACF d=1] [2008-12-09 00:23:10] [4ddbf81f78ea7c738951638c7e93f6ee] 
-               [(Partial) Autocorrelation Function] [] [2008-12-09 00:25:46] [29747f79f5beb5b2516e1271770ecb47] 

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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=29559&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=29559&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29559&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	-0.374988	-2.9046	0.00257
2	-0.021437	-0.1661	0.434337
3	-0.02374	-0.1839	0.427362
4	-0.012962	-0.1004	0.460179
5	-0.42613	-3.3008	0.000813
6	0.824365	6.3855	0
7	-0.372739	-2.8872	0.002698
8	-0.021694	-0.168	0.433557
9	-0.051244	-0.3969	0.346413
10	-0.012512	-0.0969	0.461556
11	-0.372768	-2.8874	0.002697
12	0.749898	5.8087	0
13	-0.28941	-2.2418	0.014343
14	0.020041	0.1552	0.438579
15	-0.027472	-0.2128	0.416103
16	-0.028186	-0.2183	0.413957
17	-0.352895	-2.7335	0.004111
18	0.632467	4.8991	4e-06
19	-0.276227	-2.1396	0.01823
20	0.002743	0.0212	0.491561
21	-0.023872	-0.1849	0.426961
22	-0.052658	-0.4079	0.342403
23	-0.321786	-2.4925	0.007731
24	0.566636	4.3891	2.3e-05
25	-0.201905	-1.564	0.061544
26	0.040518	0.3139	0.377361
27	-0.010535	-0.0816	0.467618
28	-0.045143	-0.3497	0.363903
29	-0.246434	-1.9089	0.030532
30	0.456312	3.5346	0.000397
31	-0.193843	-1.5015	0.069236
32	0.013523	0.1047	0.458464
33	-0.019165	-0.1485	0.441242
34	-0.052214	-0.4044	0.34366
35	-0.218648	-1.6936	0.04776
36	0.37795	2.9276	0.00241
37	-0.128901	-0.9985	0.161032
38	0.03082	0.2387	0.406065
39	0.018108	0.1403	0.444462
40	-0.017586	-0.1362	0.446052
41	-0.160132	-1.2404	0.109832
42	0.268838	2.0824	0.020788
43	-0.112811	-0.8738	0.192847
44	0.009696	0.0751	0.47019
45	0.013954	0.1081	0.457145
46	-0.024038	-0.1862	0.426458
47	-0.138668	-1.0741	0.143536
48	0.174634	1.3527	0.090612
49	-0.045285	-0.3508	0.363494
50	0.013523	0.1047	0.458463
51	0.033218	0.2573	0.398913
52	-0.0022	-0.017	0.493231
53	-0.08224	-0.637	0.263266
54	0.087916	0.681	0.249247
55	-0.004235	-0.0328	0.48697
56	-0.014526	-0.1125	0.455395
57	0.003737	0.0289	0.488502
58	-0.002316	-0.0179	0.492874
59	-0.055349	-0.4287	0.334827
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.374988 & -2.9046 & 0.00257 \tabularnewline
2 & -0.021437 & -0.1661 & 0.434337 \tabularnewline
3 & -0.02374 & -0.1839 & 0.427362 \tabularnewline
4 & -0.012962 & -0.1004 & 0.460179 \tabularnewline
5 & -0.42613 & -3.3008 & 0.000813 \tabularnewline
6 & 0.824365 & 6.3855 & 0 \tabularnewline
7 & -0.372739 & -2.8872 & 0.002698 \tabularnewline
8 & -0.021694 & -0.168 & 0.433557 \tabularnewline
9 & -0.051244 & -0.3969 & 0.346413 \tabularnewline
10 & -0.012512 & -0.0969 & 0.461556 \tabularnewline
11 & -0.372768 & -2.8874 & 0.002697 \tabularnewline
12 & 0.749898 & 5.8087 & 0 \tabularnewline
13 & -0.28941 & -2.2418 & 0.014343 \tabularnewline
14 & 0.020041 & 0.1552 & 0.438579 \tabularnewline
15 & -0.027472 & -0.2128 & 0.416103 \tabularnewline
16 & -0.028186 & -0.2183 & 0.413957 \tabularnewline
17 & -0.352895 & -2.7335 & 0.004111 \tabularnewline
18 & 0.632467 & 4.8991 & 4e-06 \tabularnewline
19 & -0.276227 & -2.1396 & 0.01823 \tabularnewline
20 & 0.002743 & 0.0212 & 0.491561 \tabularnewline
21 & -0.023872 & -0.1849 & 0.426961 \tabularnewline
22 & -0.052658 & -0.4079 & 0.342403 \tabularnewline
23 & -0.321786 & -2.4925 & 0.007731 \tabularnewline
24 & 0.566636 & 4.3891 & 2.3e-05 \tabularnewline
25 & -0.201905 & -1.564 & 0.061544 \tabularnewline
26 & 0.040518 & 0.3139 & 0.377361 \tabularnewline
27 & -0.010535 & -0.0816 & 0.467618 \tabularnewline
28 & -0.045143 & -0.3497 & 0.363903 \tabularnewline
29 & -0.246434 & -1.9089 & 0.030532 \tabularnewline
30 & 0.456312 & 3.5346 & 0.000397 \tabularnewline
31 & -0.193843 & -1.5015 & 0.069236 \tabularnewline
32 & 0.013523 & 0.1047 & 0.458464 \tabularnewline
33 & -0.019165 & -0.1485 & 0.441242 \tabularnewline
34 & -0.052214 & -0.4044 & 0.34366 \tabularnewline
35 & -0.218648 & -1.6936 & 0.04776 \tabularnewline
36 & 0.37795 & 2.9276 & 0.00241 \tabularnewline
37 & -0.128901 & -0.9985 & 0.161032 \tabularnewline
38 & 0.03082 & 0.2387 & 0.406065 \tabularnewline
39 & 0.018108 & 0.1403 & 0.444462 \tabularnewline
40 & -0.017586 & -0.1362 & 0.446052 \tabularnewline
41 & -0.160132 & -1.2404 & 0.109832 \tabularnewline
42 & 0.268838 & 2.0824 & 0.020788 \tabularnewline
43 & -0.112811 & -0.8738 & 0.192847 \tabularnewline
44 & 0.009696 & 0.0751 & 0.47019 \tabularnewline
45 & 0.013954 & 0.1081 & 0.457145 \tabularnewline
46 & -0.024038 & -0.1862 & 0.426458 \tabularnewline
47 & -0.138668 & -1.0741 & 0.143536 \tabularnewline
48 & 0.174634 & 1.3527 & 0.090612 \tabularnewline
49 & -0.045285 & -0.3508 & 0.363494 \tabularnewline
50 & 0.013523 & 0.1047 & 0.458463 \tabularnewline
51 & 0.033218 & 0.2573 & 0.398913 \tabularnewline
52 & -0.0022 & -0.017 & 0.493231 \tabularnewline
53 & -0.08224 & -0.637 & 0.263266 \tabularnewline
54 & 0.087916 & 0.681 & 0.249247 \tabularnewline
55 & -0.004235 & -0.0328 & 0.48697 \tabularnewline
56 & -0.014526 & -0.1125 & 0.455395 \tabularnewline
57 & 0.003737 & 0.0289 & 0.488502 \tabularnewline
58 & -0.002316 & -0.0179 & 0.492874 \tabularnewline
59 & -0.055349 & -0.4287 & 0.334827 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29559&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]-0.374988[/C][C]-2.9046[/C][C]0.00257[/C][/ROW]
[ROW][C]2[/C][C]-0.021437[/C][C]-0.1661[/C][C]0.434337[/C][/ROW]
[ROW][C]3[/C][C]-0.02374[/C][C]-0.1839[/C][C]0.427362[/C][/ROW]
[ROW][C]4[/C][C]-0.012962[/C][C]-0.1004[/C][C]0.460179[/C][/ROW]
[ROW][C]5[/C][C]-0.42613[/C][C]-3.3008[/C][C]0.000813[/C][/ROW]
[ROW][C]6[/C][C]0.824365[/C][C]6.3855[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]-0.372739[/C][C]-2.8872[/C][C]0.002698[/C][/ROW]
[ROW][C]8[/C][C]-0.021694[/C][C]-0.168[/C][C]0.433557[/C][/ROW]
[ROW][C]9[/C][C]-0.051244[/C][C]-0.3969[/C][C]0.346413[/C][/ROW]
[ROW][C]10[/C][C]-0.012512[/C][C]-0.0969[/C][C]0.461556[/C][/ROW]
[ROW][C]11[/C][C]-0.372768[/C][C]-2.8874[/C][C]0.002697[/C][/ROW]
[ROW][C]12[/C][C]0.749898[/C][C]5.8087[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.28941[/C][C]-2.2418[/C][C]0.014343[/C][/ROW]
[ROW][C]14[/C][C]0.020041[/C][C]0.1552[/C][C]0.438579[/C][/ROW]
[ROW][C]15[/C][C]-0.027472[/C][C]-0.2128[/C][C]0.416103[/C][/ROW]
[ROW][C]16[/C][C]-0.028186[/C][C]-0.2183[/C][C]0.413957[/C][/ROW]
[ROW][C]17[/C][C]-0.352895[/C][C]-2.7335[/C][C]0.004111[/C][/ROW]
[ROW][C]18[/C][C]0.632467[/C][C]4.8991[/C][C]4e-06[/C][/ROW]
[ROW][C]19[/C][C]-0.276227[/C][C]-2.1396[/C][C]0.01823[/C][/ROW]
[ROW][C]20[/C][C]0.002743[/C][C]0.0212[/C][C]0.491561[/C][/ROW]
[ROW][C]21[/C][C]-0.023872[/C][C]-0.1849[/C][C]0.426961[/C][/ROW]
[ROW][C]22[/C][C]-0.052658[/C][C]-0.4079[/C][C]0.342403[/C][/ROW]
[ROW][C]23[/C][C]-0.321786[/C][C]-2.4925[/C][C]0.007731[/C][/ROW]
[ROW][C]24[/C][C]0.566636[/C][C]4.3891[/C][C]2.3e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.201905[/C][C]-1.564[/C][C]0.061544[/C][/ROW]
[ROW][C]26[/C][C]0.040518[/C][C]0.3139[/C][C]0.377361[/C][/ROW]
[ROW][C]27[/C][C]-0.010535[/C][C]-0.0816[/C][C]0.467618[/C][/ROW]
[ROW][C]28[/C][C]-0.045143[/C][C]-0.3497[/C][C]0.363903[/C][/ROW]
[ROW][C]29[/C][C]-0.246434[/C][C]-1.9089[/C][C]0.030532[/C][/ROW]
[ROW][C]30[/C][C]0.456312[/C][C]3.5346[/C][C]0.000397[/C][/ROW]
[ROW][C]31[/C][C]-0.193843[/C][C]-1.5015[/C][C]0.069236[/C][/ROW]
[ROW][C]32[/C][C]0.013523[/C][C]0.1047[/C][C]0.458464[/C][/ROW]
[ROW][C]33[/C][C]-0.019165[/C][C]-0.1485[/C][C]0.441242[/C][/ROW]
[ROW][C]34[/C][C]-0.052214[/C][C]-0.4044[/C][C]0.34366[/C][/ROW]
[ROW][C]35[/C][C]-0.218648[/C][C]-1.6936[/C][C]0.04776[/C][/ROW]
[ROW][C]36[/C][C]0.37795[/C][C]2.9276[/C][C]0.00241[/C][/ROW]
[ROW][C]37[/C][C]-0.128901[/C][C]-0.9985[/C][C]0.161032[/C][/ROW]
[ROW][C]38[/C][C]0.03082[/C][C]0.2387[/C][C]0.406065[/C][/ROW]
[ROW][C]39[/C][C]0.018108[/C][C]0.1403[/C][C]0.444462[/C][/ROW]
[ROW][C]40[/C][C]-0.017586[/C][C]-0.1362[/C][C]0.446052[/C][/ROW]
[ROW][C]41[/C][C]-0.160132[/C][C]-1.2404[/C][C]0.109832[/C][/ROW]
[ROW][C]42[/C][C]0.268838[/C][C]2.0824[/C][C]0.020788[/C][/ROW]
[ROW][C]43[/C][C]-0.112811[/C][C]-0.8738[/C][C]0.192847[/C][/ROW]
[ROW][C]44[/C][C]0.009696[/C][C]0.0751[/C][C]0.47019[/C][/ROW]
[ROW][C]45[/C][C]0.013954[/C][C]0.1081[/C][C]0.457145[/C][/ROW]
[ROW][C]46[/C][C]-0.024038[/C][C]-0.1862[/C][C]0.426458[/C][/ROW]
[ROW][C]47[/C][C]-0.138668[/C][C]-1.0741[/C][C]0.143536[/C][/ROW]
[ROW][C]48[/C][C]0.174634[/C][C]1.3527[/C][C]0.090612[/C][/ROW]
[ROW][C]49[/C][C]-0.045285[/C][C]-0.3508[/C][C]0.363494[/C][/ROW]
[ROW][C]50[/C][C]0.013523[/C][C]0.1047[/C][C]0.458463[/C][/ROW]
[ROW][C]51[/C][C]0.033218[/C][C]0.2573[/C][C]0.398913[/C][/ROW]
[ROW][C]52[/C][C]-0.0022[/C][C]-0.017[/C][C]0.493231[/C][/ROW]
[ROW][C]53[/C][C]-0.08224[/C][C]-0.637[/C][C]0.263266[/C][/ROW]
[ROW][C]54[/C][C]0.087916[/C][C]0.681[/C][C]0.249247[/C][/ROW]
[ROW][C]55[/C][C]-0.004235[/C][C]-0.0328[/C][C]0.48697[/C][/ROW]
[ROW][C]56[/C][C]-0.014526[/C][C]-0.1125[/C][C]0.455395[/C][/ROW]
[ROW][C]57[/C][C]0.003737[/C][C]0.0289[/C][C]0.488502[/C][/ROW]
[ROW][C]58[/C][C]-0.002316[/C][C]-0.0179[/C][C]0.492874[/C][/ROW]
[ROW][C]59[/C][C]-0.055349[/C][C]-0.4287[/C][C]0.334827[/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=29559&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29559&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	-0.374988	-2.9046	0.00257
2	-0.021437	-0.1661	0.434337
3	-0.02374	-0.1839	0.427362
4	-0.012962	-0.1004	0.460179
5	-0.42613	-3.3008	0.000813
6	0.824365	6.3855	0
7	-0.372739	-2.8872	0.002698
8	-0.021694	-0.168	0.433557
9	-0.051244	-0.3969	0.346413
10	-0.012512	-0.0969	0.461556
11	-0.372768	-2.8874	0.002697
12	0.749898	5.8087	0
13	-0.28941	-2.2418	0.014343
14	0.020041	0.1552	0.438579
15	-0.027472	-0.2128	0.416103
16	-0.028186	-0.2183	0.413957
17	-0.352895	-2.7335	0.004111
18	0.632467	4.8991	4e-06
19	-0.276227	-2.1396	0.01823
20	0.002743	0.0212	0.491561
21	-0.023872	-0.1849	0.426961
22	-0.052658	-0.4079	0.342403
23	-0.321786	-2.4925	0.007731
24	0.566636	4.3891	2.3e-05
25	-0.201905	-1.564	0.061544
26	0.040518	0.3139	0.377361
27	-0.010535	-0.0816	0.467618
28	-0.045143	-0.3497	0.363903
29	-0.246434	-1.9089	0.030532
30	0.456312	3.5346	0.000397
31	-0.193843	-1.5015	0.069236
32	0.013523	0.1047	0.458464
33	-0.019165	-0.1485	0.441242
34	-0.052214	-0.4044	0.34366
35	-0.218648	-1.6936	0.04776
36	0.37795	2.9276	0.00241
37	-0.128901	-0.9985	0.161032
38	0.03082	0.2387	0.406065
39	0.018108	0.1403	0.444462
40	-0.017586	-0.1362	0.446052
41	-0.160132	-1.2404	0.109832
42	0.268838	2.0824	0.020788
43	-0.112811	-0.8738	0.192847
44	0.009696	0.0751	0.47019
45	0.013954	0.1081	0.457145
46	-0.024038	-0.1862	0.426458
47	-0.138668	-1.0741	0.143536
48	0.174634	1.3527	0.090612
49	-0.045285	-0.3508	0.363494
50	0.013523	0.1047	0.458463
51	0.033218	0.2573	0.398913
52	-0.0022	-0.017	0.493231
53	-0.08224	-0.637	0.263266
54	0.087916	0.681	0.249247
55	-0.004235	-0.0328	0.48697
56	-0.014526	-0.1125	0.455395
57	0.003737	0.0289	0.488502
58	-0.002316	-0.0179	0.492874
59	-0.055349	-0.4287	0.334827
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.374988	-2.9046	0.00257
2	-0.188569	-1.4607	0.074664
3	-0.125485	-0.972	0.167476
4	-0.093655	-0.7254	0.235499
5	-0.590471	-4.5738	1.2e-05
6	0.671613	5.2023	1e-06
7	-0.219696	-1.7018	0.046989
8	-0.06588	-0.5103	0.305856
9	-0.214593	-1.6622	0.050842
10	-0.187479	-1.4522	0.075827
11	0.096812	0.7499	0.228121
12	0.052328	0.4053	0.343339
13	0.166656	1.2909	0.100844
14	0.021402	0.1658	0.434445
15	0.073567	0.5698	0.285455
16	-0.07838	-0.6071	0.273027
17	-0.030646	-0.2374	0.406586
18	-0.058662	-0.4544	0.325592
19	-0.083931	-0.6501	0.259046
20	-0.048002	-0.3718	0.355668
21	-0.035807	-0.2774	0.391229
22	-0.059859	-0.4637	0.322282
23	-0.065353	-0.5062	0.307279
24	-0.03052	-0.2364	0.406961
25	0.031963	0.2476	0.402651
26	0.050379	0.3902	0.348873
27	-0.092271	-0.7147	0.238775
28	0.007655	0.0593	0.476458
29	0.140831	1.0909	0.139845
30	-0.09159	-0.7095	0.240395
31	-0.021971	-0.1702	0.432717
32	-0.176808	-1.3696	0.087966
33	0.003738	0.029	0.488497
34	0.066987	0.5189	0.302878
35	-0.104814	-0.8119	0.210033
36	0.015278	0.1183	0.453096
37	-0.001492	-0.0116	0.49541
38	0.037013	0.2867	0.387665
39	0.047072	0.3646	0.358339
40	0.044117	0.3417	0.366874
41	0.086909	0.6732	0.251703
42	-0.151042	-1.17	0.12332
43	-0.01925	-0.1491	0.440984
44	-0.027404	-0.2123	0.416308
45	0.059849	0.4636	0.32231
46	0.077029	0.5967	0.276489
47	-0.074921	-0.5803	0.28193
48	0.000884	0.0068	0.497281
49	0.120855	0.9361	0.176477
50	-0.037693	-0.292	0.385659
51	0.038102	0.2951	0.384455
52	-0.010191	-0.0789	0.468673
53	0.034203	0.2649	0.395983
54	-0.026198	-0.2029	0.419938
55	-0.022866	-0.1771	0.430004
56	0.068265	0.5288	0.299454
57	-0.073168	-0.5668	0.286498
58	0.044118	0.3417	0.36687
59	-0.019403	-0.1503	0.440517
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.374988 & -2.9046 & 0.00257 \tabularnewline
2 & -0.188569 & -1.4607 & 0.074664 \tabularnewline
3 & -0.125485 & -0.972 & 0.167476 \tabularnewline
4 & -0.093655 & -0.7254 & 0.235499 \tabularnewline
5 & -0.590471 & -4.5738 & 1.2e-05 \tabularnewline
6 & 0.671613 & 5.2023 & 1e-06 \tabularnewline
7 & -0.219696 & -1.7018 & 0.046989 \tabularnewline
8 & -0.06588 & -0.5103 & 0.305856 \tabularnewline
9 & -0.214593 & -1.6622 & 0.050842 \tabularnewline
10 & -0.187479 & -1.4522 & 0.075827 \tabularnewline
11 & 0.096812 & 0.7499 & 0.228121 \tabularnewline
12 & 0.052328 & 0.4053 & 0.343339 \tabularnewline
13 & 0.166656 & 1.2909 & 0.100844 \tabularnewline
14 & 0.021402 & 0.1658 & 0.434445 \tabularnewline
15 & 0.073567 & 0.5698 & 0.285455 \tabularnewline
16 & -0.07838 & -0.6071 & 0.273027 \tabularnewline
17 & -0.030646 & -0.2374 & 0.406586 \tabularnewline
18 & -0.058662 & -0.4544 & 0.325592 \tabularnewline
19 & -0.083931 & -0.6501 & 0.259046 \tabularnewline
20 & -0.048002 & -0.3718 & 0.355668 \tabularnewline
21 & -0.035807 & -0.2774 & 0.391229 \tabularnewline
22 & -0.059859 & -0.4637 & 0.322282 \tabularnewline
23 & -0.065353 & -0.5062 & 0.307279 \tabularnewline
24 & -0.03052 & -0.2364 & 0.406961 \tabularnewline
25 & 0.031963 & 0.2476 & 0.402651 \tabularnewline
26 & 0.050379 & 0.3902 & 0.348873 \tabularnewline
27 & -0.092271 & -0.7147 & 0.238775 \tabularnewline
28 & 0.007655 & 0.0593 & 0.476458 \tabularnewline
29 & 0.140831 & 1.0909 & 0.139845 \tabularnewline
30 & -0.09159 & -0.7095 & 0.240395 \tabularnewline
31 & -0.021971 & -0.1702 & 0.432717 \tabularnewline
32 & -0.176808 & -1.3696 & 0.087966 \tabularnewline
33 & 0.003738 & 0.029 & 0.488497 \tabularnewline
34 & 0.066987 & 0.5189 & 0.302878 \tabularnewline
35 & -0.104814 & -0.8119 & 0.210033 \tabularnewline
36 & 0.015278 & 0.1183 & 0.453096 \tabularnewline
37 & -0.001492 & -0.0116 & 0.49541 \tabularnewline
38 & 0.037013 & 0.2867 & 0.387665 \tabularnewline
39 & 0.047072 & 0.3646 & 0.358339 \tabularnewline
40 & 0.044117 & 0.3417 & 0.366874 \tabularnewline
41 & 0.086909 & 0.6732 & 0.251703 \tabularnewline
42 & -0.151042 & -1.17 & 0.12332 \tabularnewline
43 & -0.01925 & -0.1491 & 0.440984 \tabularnewline
44 & -0.027404 & -0.2123 & 0.416308 \tabularnewline
45 & 0.059849 & 0.4636 & 0.32231 \tabularnewline
46 & 0.077029 & 0.5967 & 0.276489 \tabularnewline
47 & -0.074921 & -0.5803 & 0.28193 \tabularnewline
48 & 0.000884 & 0.0068 & 0.497281 \tabularnewline
49 & 0.120855 & 0.9361 & 0.176477 \tabularnewline
50 & -0.037693 & -0.292 & 0.385659 \tabularnewline
51 & 0.038102 & 0.2951 & 0.384455 \tabularnewline
52 & -0.010191 & -0.0789 & 0.468673 \tabularnewline
53 & 0.034203 & 0.2649 & 0.395983 \tabularnewline
54 & -0.026198 & -0.2029 & 0.419938 \tabularnewline
55 & -0.022866 & -0.1771 & 0.430004 \tabularnewline
56 & 0.068265 & 0.5288 & 0.299454 \tabularnewline
57 & -0.073168 & -0.5668 & 0.286498 \tabularnewline
58 & 0.044118 & 0.3417 & 0.36687 \tabularnewline
59 & -0.019403 & -0.1503 & 0.440517 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29559&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]-0.374988[/C][C]-2.9046[/C][C]0.00257[/C][/ROW]
[ROW][C]2[/C][C]-0.188569[/C][C]-1.4607[/C][C]0.074664[/C][/ROW]
[ROW][C]3[/C][C]-0.125485[/C][C]-0.972[/C][C]0.167476[/C][/ROW]
[ROW][C]4[/C][C]-0.093655[/C][C]-0.7254[/C][C]0.235499[/C][/ROW]
[ROW][C]5[/C][C]-0.590471[/C][C]-4.5738[/C][C]1.2e-05[/C][/ROW]
[ROW][C]6[/C][C]0.671613[/C][C]5.2023[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]-0.219696[/C][C]-1.7018[/C][C]0.046989[/C][/ROW]
[ROW][C]8[/C][C]-0.06588[/C][C]-0.5103[/C][C]0.305856[/C][/ROW]
[ROW][C]9[/C][C]-0.214593[/C][C]-1.6622[/C][C]0.050842[/C][/ROW]
[ROW][C]10[/C][C]-0.187479[/C][C]-1.4522[/C][C]0.075827[/C][/ROW]
[ROW][C]11[/C][C]0.096812[/C][C]0.7499[/C][C]0.228121[/C][/ROW]
[ROW][C]12[/C][C]0.052328[/C][C]0.4053[/C][C]0.343339[/C][/ROW]
[ROW][C]13[/C][C]0.166656[/C][C]1.2909[/C][C]0.100844[/C][/ROW]
[ROW][C]14[/C][C]0.021402[/C][C]0.1658[/C][C]0.434445[/C][/ROW]
[ROW][C]15[/C][C]0.073567[/C][C]0.5698[/C][C]0.285455[/C][/ROW]
[ROW][C]16[/C][C]-0.07838[/C][C]-0.6071[/C][C]0.273027[/C][/ROW]
[ROW][C]17[/C][C]-0.030646[/C][C]-0.2374[/C][C]0.406586[/C][/ROW]
[ROW][C]18[/C][C]-0.058662[/C][C]-0.4544[/C][C]0.325592[/C][/ROW]
[ROW][C]19[/C][C]-0.083931[/C][C]-0.6501[/C][C]0.259046[/C][/ROW]
[ROW][C]20[/C][C]-0.048002[/C][C]-0.3718[/C][C]0.355668[/C][/ROW]
[ROW][C]21[/C][C]-0.035807[/C][C]-0.2774[/C][C]0.391229[/C][/ROW]
[ROW][C]22[/C][C]-0.059859[/C][C]-0.4637[/C][C]0.322282[/C][/ROW]
[ROW][C]23[/C][C]-0.065353[/C][C]-0.5062[/C][C]0.307279[/C][/ROW]
[ROW][C]24[/C][C]-0.03052[/C][C]-0.2364[/C][C]0.406961[/C][/ROW]
[ROW][C]25[/C][C]0.031963[/C][C]0.2476[/C][C]0.402651[/C][/ROW]
[ROW][C]26[/C][C]0.050379[/C][C]0.3902[/C][C]0.348873[/C][/ROW]
[ROW][C]27[/C][C]-0.092271[/C][C]-0.7147[/C][C]0.238775[/C][/ROW]
[ROW][C]28[/C][C]0.007655[/C][C]0.0593[/C][C]0.476458[/C][/ROW]
[ROW][C]29[/C][C]0.140831[/C][C]1.0909[/C][C]0.139845[/C][/ROW]
[ROW][C]30[/C][C]-0.09159[/C][C]-0.7095[/C][C]0.240395[/C][/ROW]
[ROW][C]31[/C][C]-0.021971[/C][C]-0.1702[/C][C]0.432717[/C][/ROW]
[ROW][C]32[/C][C]-0.176808[/C][C]-1.3696[/C][C]0.087966[/C][/ROW]
[ROW][C]33[/C][C]0.003738[/C][C]0.029[/C][C]0.488497[/C][/ROW]
[ROW][C]34[/C][C]0.066987[/C][C]0.5189[/C][C]0.302878[/C][/ROW]
[ROW][C]35[/C][C]-0.104814[/C][C]-0.8119[/C][C]0.210033[/C][/ROW]
[ROW][C]36[/C][C]0.015278[/C][C]0.1183[/C][C]0.453096[/C][/ROW]
[ROW][C]37[/C][C]-0.001492[/C][C]-0.0116[/C][C]0.49541[/C][/ROW]
[ROW][C]38[/C][C]0.037013[/C][C]0.2867[/C][C]0.387665[/C][/ROW]
[ROW][C]39[/C][C]0.047072[/C][C]0.3646[/C][C]0.358339[/C][/ROW]
[ROW][C]40[/C][C]0.044117[/C][C]0.3417[/C][C]0.366874[/C][/ROW]
[ROW][C]41[/C][C]0.086909[/C][C]0.6732[/C][C]0.251703[/C][/ROW]
[ROW][C]42[/C][C]-0.151042[/C][C]-1.17[/C][C]0.12332[/C][/ROW]
[ROW][C]43[/C][C]-0.01925[/C][C]-0.1491[/C][C]0.440984[/C][/ROW]
[ROW][C]44[/C][C]-0.027404[/C][C]-0.2123[/C][C]0.416308[/C][/ROW]
[ROW][C]45[/C][C]0.059849[/C][C]0.4636[/C][C]0.32231[/C][/ROW]
[ROW][C]46[/C][C]0.077029[/C][C]0.5967[/C][C]0.276489[/C][/ROW]
[ROW][C]47[/C][C]-0.074921[/C][C]-0.5803[/C][C]0.28193[/C][/ROW]
[ROW][C]48[/C][C]0.000884[/C][C]0.0068[/C][C]0.497281[/C][/ROW]
[ROW][C]49[/C][C]0.120855[/C][C]0.9361[/C][C]0.176477[/C][/ROW]
[ROW][C]50[/C][C]-0.037693[/C][C]-0.292[/C][C]0.385659[/C][/ROW]
[ROW][C]51[/C][C]0.038102[/C][C]0.2951[/C][C]0.384455[/C][/ROW]
[ROW][C]52[/C][C]-0.010191[/C][C]-0.0789[/C][C]0.468673[/C][/ROW]
[ROW][C]53[/C][C]0.034203[/C][C]0.2649[/C][C]0.395983[/C][/ROW]
[ROW][C]54[/C][C]-0.026198[/C][C]-0.2029[/C][C]0.419938[/C][/ROW]
[ROW][C]55[/C][C]-0.022866[/C][C]-0.1771[/C][C]0.430004[/C][/ROW]
[ROW][C]56[/C][C]0.068265[/C][C]0.5288[/C][C]0.299454[/C][/ROW]
[ROW][C]57[/C][C]-0.073168[/C][C]-0.5668[/C][C]0.286498[/C][/ROW]
[ROW][C]58[/C][C]0.044118[/C][C]0.3417[/C][C]0.36687[/C][/ROW]
[ROW][C]59[/C][C]-0.019403[/C][C]-0.1503[/C][C]0.440517[/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=29559&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29559&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	-0.374988	-2.9046	0.00257
2	-0.188569	-1.4607	0.074664
3	-0.125485	-0.972	0.167476
4	-0.093655	-0.7254	0.235499
5	-0.590471	-4.5738	1.2e-05
6	0.671613	5.2023	1e-06
7	-0.219696	-1.7018	0.046989
8	-0.06588	-0.5103	0.305856
9	-0.214593	-1.6622	0.050842
10	-0.187479	-1.4522	0.075827
11	0.096812	0.7499	0.228121
12	0.052328	0.4053	0.343339
13	0.166656	1.2909	0.100844
14	0.021402	0.1658	0.434445
15	0.073567	0.5698	0.285455
16	-0.07838	-0.6071	0.273027
17	-0.030646	-0.2374	0.406586
18	-0.058662	-0.4544	0.325592
19	-0.083931	-0.6501	0.259046
20	-0.048002	-0.3718	0.355668
21	-0.035807	-0.2774	0.391229
22	-0.059859	-0.4637	0.322282
23	-0.065353	-0.5062	0.307279
24	-0.03052	-0.2364	0.406961
25	0.031963	0.2476	0.402651
26	0.050379	0.3902	0.348873
27	-0.092271	-0.7147	0.238775
28	0.007655	0.0593	0.476458
29	0.140831	1.0909	0.139845
30	-0.09159	-0.7095	0.240395
31	-0.021971	-0.1702	0.432717
32	-0.176808	-1.3696	0.087966
33	0.003738	0.029	0.488497
34	0.066987	0.5189	0.302878
35	-0.104814	-0.8119	0.210033
36	0.015278	0.1183	0.453096
37	-0.001492	-0.0116	0.49541
38	0.037013	0.2867	0.387665
39	0.047072	0.3646	0.358339
40	0.044117	0.3417	0.366874
41	0.086909	0.6732	0.251703
42	-0.151042	-1.17	0.12332
43	-0.01925	-0.1491	0.440984
44	-0.027404	-0.2123	0.416308
45	0.059849	0.4636	0.32231
46	0.077029	0.5967	0.276489
47	-0.074921	-0.5803	0.28193
48	0.000884	0.0068	0.497281
49	0.120855	0.9361	0.176477
50	-0.037693	-0.292	0.385659
51	0.038102	0.2951	0.384455
52	-0.010191	-0.0789	0.468673
53	0.034203	0.2649	0.395983
54	-0.026198	-0.2029	0.419938
55	-0.022866	-0.1771	0.430004
56	0.068265	0.5288	0.299454
57	-0.073168	-0.5668	0.286498
58	0.044118	0.3417	0.36687
59	-0.019403	-0.1503	0.440517
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 = -1.2 ; par3 = 1 ; par4 = 0 ; par5 = 6 ;

Parameters (R input):

par1 = 60 ; par2 = -1.2 ; par3 = 1 ; par4 = 0 ; par5 = 6 ;

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