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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 04:37:19 -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/12/t1229081876jp3rmcc46j7b6m6.htm/, Retrieved Tue, 14 May 2024 18:24:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32576, Retrieved Tue, 14 May 2024 18:24:07 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

170

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 11:32:48] [c5a66f1c8528a963efc2b82a8519f117]
-                 [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 11:37:19] [b4fc5040f26b33db57f84cfb8d1d2b82] [Current]
- RM                [ARIMA Backward Selection] [ARIMA backward se...] [2008-12-12 11:51:13] [c5a66f1c8528a963efc2b82a8519f117] 
- RM                  [ARIMA Forecasting] [ARIMA forecasting...] [2008-12-12 11:57:42] [c5a66f1c8528a963efc2b82a8519f117] 
F                       [ARIMA Forecasting] [ARIMA forecasting...] [2008-12-12 12:06:55] [c5a66f1c8528a963efc2b82a8519f117] 
-  MPD                    [ARIMA Forecasting] [ARIMA forecasting...] [2009-12-16 20:44:06] [37a8d600db9abe09a2528d150ccff095] 
-  MPD                    [ARIMA Forecasting] [Arima forecast - ...] [2009-12-16 20:56:07] [37a8d600db9abe09a2528d150ccff095] 
-  MPD                [ARIMA Backward Selection] [Arima backward se...] [2009-12-16 15:42:38] [37a8d600db9abe09a2528d150ccff095] 
-  MPD              [(Partial) Autocorrelation Function] [ACF en PACF - uit...] [2009-12-11 15:34:04] [37a8d600db9abe09a2528d150ccff095] 

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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=32576&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=32576&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32576&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	0.194019	1.3581	0.090321
2	0.232072	1.6245	0.055342
3	0.124337	0.8704	0.194174
4	0.088123	0.6169	0.27009
5	0.025422	0.178	0.429747
6	0.040722	0.2851	0.388402
7	-0.104866	-0.7341	0.233205
8	0.018862	0.132	0.447749
9	-0.014135	-0.0989	0.460792
10	-0.150633	-1.0544	0.148428
11	-0.25804	-1.8063	0.038509
12	-0.106983	-0.7489	0.228755
13	-0.166168	-1.1632	0.125195
14	-0.005041	-0.0353	0.485997
15	-0.065545	-0.4588	0.324197
16	-0.067719	-0.474	0.318792
17	0.016773	0.1174	0.453506
18	-0.019631	-0.1374	0.445632
19	0.053893	0.3772	0.353809
20	0.048123	0.3369	0.368831
21	0.067588	0.4731	0.319115
22	0.011303	0.0791	0.468628
23	0.074267	0.5199	0.302747
24	-0.209598	-1.4672	0.074358
25	-0.035055	-0.2454	0.403591
26	-0.04829	-0.338	0.368393
27	0.009319	0.0652	0.474127
28	-0.03236	-0.2265	0.41087
29	-0.018168	-0.1272	0.449662
30	-0.056301	-0.3941	0.347605
31	-0.067283	-0.471	0.319872
32	-0.085657	-0.5996	0.275769
33	-0.111476	-0.7803	0.219475
34	-0.029641	-0.2075	0.418244
35	0.122184	0.8553	0.198277
36	-0.091187	-0.6383	0.263122
37	0.070539	0.4938	0.311837
38	-0.028137	-0.197	0.422337
39	-0.009785	-0.0685	0.472836
40	-0.021774	-0.1524	0.439741
41	-0.005961	-0.0417	0.483444
42	0.008504	0.0595	0.476386
43	0.034835	0.2438	0.404185
44	0.040066	0.2805	0.390152
45	0.013063	0.0914	0.463758
46	0.001715	0.012	0.495235
47	0.035475	0.2483	0.402461
48	-0.02177	-0.1524	0.439753
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.194019 & 1.3581 & 0.090321 \tabularnewline
2 & 0.232072 & 1.6245 & 0.055342 \tabularnewline
3 & 0.124337 & 0.8704 & 0.194174 \tabularnewline
4 & 0.088123 & 0.6169 & 0.27009 \tabularnewline
5 & 0.025422 & 0.178 & 0.429747 \tabularnewline
6 & 0.040722 & 0.2851 & 0.388402 \tabularnewline
7 & -0.104866 & -0.7341 & 0.233205 \tabularnewline
8 & 0.018862 & 0.132 & 0.447749 \tabularnewline
9 & -0.014135 & -0.0989 & 0.460792 \tabularnewline
10 & -0.150633 & -1.0544 & 0.148428 \tabularnewline
11 & -0.25804 & -1.8063 & 0.038509 \tabularnewline
12 & -0.106983 & -0.7489 & 0.228755 \tabularnewline
13 & -0.166168 & -1.1632 & 0.125195 \tabularnewline
14 & -0.005041 & -0.0353 & 0.485997 \tabularnewline
15 & -0.065545 & -0.4588 & 0.324197 \tabularnewline
16 & -0.067719 & -0.474 & 0.318792 \tabularnewline
17 & 0.016773 & 0.1174 & 0.453506 \tabularnewline
18 & -0.019631 & -0.1374 & 0.445632 \tabularnewline
19 & 0.053893 & 0.3772 & 0.353809 \tabularnewline
20 & 0.048123 & 0.3369 & 0.368831 \tabularnewline
21 & 0.067588 & 0.4731 & 0.319115 \tabularnewline
22 & 0.011303 & 0.0791 & 0.468628 \tabularnewline
23 & 0.074267 & 0.5199 & 0.302747 \tabularnewline
24 & -0.209598 & -1.4672 & 0.074358 \tabularnewline
25 & -0.035055 & -0.2454 & 0.403591 \tabularnewline
26 & -0.04829 & -0.338 & 0.368393 \tabularnewline
27 & 0.009319 & 0.0652 & 0.474127 \tabularnewline
28 & -0.03236 & -0.2265 & 0.41087 \tabularnewline
29 & -0.018168 & -0.1272 & 0.449662 \tabularnewline
30 & -0.056301 & -0.3941 & 0.347605 \tabularnewline
31 & -0.067283 & -0.471 & 0.319872 \tabularnewline
32 & -0.085657 & -0.5996 & 0.275769 \tabularnewline
33 & -0.111476 & -0.7803 & 0.219475 \tabularnewline
34 & -0.029641 & -0.2075 & 0.418244 \tabularnewline
35 & 0.122184 & 0.8553 & 0.198277 \tabularnewline
36 & -0.091187 & -0.6383 & 0.263122 \tabularnewline
37 & 0.070539 & 0.4938 & 0.311837 \tabularnewline
38 & -0.028137 & -0.197 & 0.422337 \tabularnewline
39 & -0.009785 & -0.0685 & 0.472836 \tabularnewline
40 & -0.021774 & -0.1524 & 0.439741 \tabularnewline
41 & -0.005961 & -0.0417 & 0.483444 \tabularnewline
42 & 0.008504 & 0.0595 & 0.476386 \tabularnewline
43 & 0.034835 & 0.2438 & 0.404185 \tabularnewline
44 & 0.040066 & 0.2805 & 0.390152 \tabularnewline
45 & 0.013063 & 0.0914 & 0.463758 \tabularnewline
46 & 0.001715 & 0.012 & 0.495235 \tabularnewline
47 & 0.035475 & 0.2483 & 0.402461 \tabularnewline
48 & -0.02177 & -0.1524 & 0.439753 \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32576&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]0.194019[/C][C]1.3581[/C][C]0.090321[/C][/ROW]
[ROW][C]2[/C][C]0.232072[/C][C]1.6245[/C][C]0.055342[/C][/ROW]
[ROW][C]3[/C][C]0.124337[/C][C]0.8704[/C][C]0.194174[/C][/ROW]
[ROW][C]4[/C][C]0.088123[/C][C]0.6169[/C][C]0.27009[/C][/ROW]
[ROW][C]5[/C][C]0.025422[/C][C]0.178[/C][C]0.429747[/C][/ROW]
[ROW][C]6[/C][C]0.040722[/C][C]0.2851[/C][C]0.388402[/C][/ROW]
[ROW][C]7[/C][C]-0.104866[/C][C]-0.7341[/C][C]0.233205[/C][/ROW]
[ROW][C]8[/C][C]0.018862[/C][C]0.132[/C][C]0.447749[/C][/ROW]
[ROW][C]9[/C][C]-0.014135[/C][C]-0.0989[/C][C]0.460792[/C][/ROW]
[ROW][C]10[/C][C]-0.150633[/C][C]-1.0544[/C][C]0.148428[/C][/ROW]
[ROW][C]11[/C][C]-0.25804[/C][C]-1.8063[/C][C]0.038509[/C][/ROW]
[ROW][C]12[/C][C]-0.106983[/C][C]-0.7489[/C][C]0.228755[/C][/ROW]
[ROW][C]13[/C][C]-0.166168[/C][C]-1.1632[/C][C]0.125195[/C][/ROW]
[ROW][C]14[/C][C]-0.005041[/C][C]-0.0353[/C][C]0.485997[/C][/ROW]
[ROW][C]15[/C][C]-0.065545[/C][C]-0.4588[/C][C]0.324197[/C][/ROW]
[ROW][C]16[/C][C]-0.067719[/C][C]-0.474[/C][C]0.318792[/C][/ROW]
[ROW][C]17[/C][C]0.016773[/C][C]0.1174[/C][C]0.453506[/C][/ROW]
[ROW][C]18[/C][C]-0.019631[/C][C]-0.1374[/C][C]0.445632[/C][/ROW]
[ROW][C]19[/C][C]0.053893[/C][C]0.3772[/C][C]0.353809[/C][/ROW]
[ROW][C]20[/C][C]0.048123[/C][C]0.3369[/C][C]0.368831[/C][/ROW]
[ROW][C]21[/C][C]0.067588[/C][C]0.4731[/C][C]0.319115[/C][/ROW]
[ROW][C]22[/C][C]0.011303[/C][C]0.0791[/C][C]0.468628[/C][/ROW]
[ROW][C]23[/C][C]0.074267[/C][C]0.5199[/C][C]0.302747[/C][/ROW]
[ROW][C]24[/C][C]-0.209598[/C][C]-1.4672[/C][C]0.074358[/C][/ROW]
[ROW][C]25[/C][C]-0.035055[/C][C]-0.2454[/C][C]0.403591[/C][/ROW]
[ROW][C]26[/C][C]-0.04829[/C][C]-0.338[/C][C]0.368393[/C][/ROW]
[ROW][C]27[/C][C]0.009319[/C][C]0.0652[/C][C]0.474127[/C][/ROW]
[ROW][C]28[/C][C]-0.03236[/C][C]-0.2265[/C][C]0.41087[/C][/ROW]
[ROW][C]29[/C][C]-0.018168[/C][C]-0.1272[/C][C]0.449662[/C][/ROW]
[ROW][C]30[/C][C]-0.056301[/C][C]-0.3941[/C][C]0.347605[/C][/ROW]
[ROW][C]31[/C][C]-0.067283[/C][C]-0.471[/C][C]0.319872[/C][/ROW]
[ROW][C]32[/C][C]-0.085657[/C][C]-0.5996[/C][C]0.275769[/C][/ROW]
[ROW][C]33[/C][C]-0.111476[/C][C]-0.7803[/C][C]0.219475[/C][/ROW]
[ROW][C]34[/C][C]-0.029641[/C][C]-0.2075[/C][C]0.418244[/C][/ROW]
[ROW][C]35[/C][C]0.122184[/C][C]0.8553[/C][C]0.198277[/C][/ROW]
[ROW][C]36[/C][C]-0.091187[/C][C]-0.6383[/C][C]0.263122[/C][/ROW]
[ROW][C]37[/C][C]0.070539[/C][C]0.4938[/C][C]0.311837[/C][/ROW]
[ROW][C]38[/C][C]-0.028137[/C][C]-0.197[/C][C]0.422337[/C][/ROW]
[ROW][C]39[/C][C]-0.009785[/C][C]-0.0685[/C][C]0.472836[/C][/ROW]
[ROW][C]40[/C][C]-0.021774[/C][C]-0.1524[/C][C]0.439741[/C][/ROW]
[ROW][C]41[/C][C]-0.005961[/C][C]-0.0417[/C][C]0.483444[/C][/ROW]
[ROW][C]42[/C][C]0.008504[/C][C]0.0595[/C][C]0.476386[/C][/ROW]
[ROW][C]43[/C][C]0.034835[/C][C]0.2438[/C][C]0.404185[/C][/ROW]
[ROW][C]44[/C][C]0.040066[/C][C]0.2805[/C][C]0.390152[/C][/ROW]
[ROW][C]45[/C][C]0.013063[/C][C]0.0914[/C][C]0.463758[/C][/ROW]
[ROW][C]46[/C][C]0.001715[/C][C]0.012[/C][C]0.495235[/C][/ROW]
[ROW][C]47[/C][C]0.035475[/C][C]0.2483[/C][C]0.402461[/C][/ROW]
[ROW][C]48[/C][C]-0.02177[/C][C]-0.1524[/C][C]0.439753[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32576&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32576&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	0.194019	1.3581	0.090321
2	0.232072	1.6245	0.055342
3	0.124337	0.8704	0.194174
4	0.088123	0.6169	0.27009
5	0.025422	0.178	0.429747
6	0.040722	0.2851	0.388402
7	-0.104866	-0.7341	0.233205
8	0.018862	0.132	0.447749
9	-0.014135	-0.0989	0.460792
10	-0.150633	-1.0544	0.148428
11	-0.25804	-1.8063	0.038509
12	-0.106983	-0.7489	0.228755
13	-0.166168	-1.1632	0.125195
14	-0.005041	-0.0353	0.485997
15	-0.065545	-0.4588	0.324197
16	-0.067719	-0.474	0.318792
17	0.016773	0.1174	0.453506
18	-0.019631	-0.1374	0.445632
19	0.053893	0.3772	0.353809
20	0.048123	0.3369	0.368831
21	0.067588	0.4731	0.319115
22	0.011303	0.0791	0.468628
23	0.074267	0.5199	0.302747
24	-0.209598	-1.4672	0.074358
25	-0.035055	-0.2454	0.403591
26	-0.04829	-0.338	0.368393
27	0.009319	0.0652	0.474127
28	-0.03236	-0.2265	0.41087
29	-0.018168	-0.1272	0.449662
30	-0.056301	-0.3941	0.347605
31	-0.067283	-0.471	0.319872
32	-0.085657	-0.5996	0.275769
33	-0.111476	-0.7803	0.219475
34	-0.029641	-0.2075	0.418244
35	0.122184	0.8553	0.198277
36	-0.091187	-0.6383	0.263122
37	0.070539	0.4938	0.311837
38	-0.028137	-0.197	0.422337
39	-0.009785	-0.0685	0.472836
40	-0.021774	-0.1524	0.439741
41	-0.005961	-0.0417	0.483444
42	0.008504	0.0595	0.476386
43	0.034835	0.2438	0.404185
44	0.040066	0.2805	0.390152
45	0.013063	0.0914	0.463758
46	0.001715	0.012	0.495235
47	0.035475	0.2483	0.402461
48	-0.02177	-0.1524	0.439753
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.194019	1.3581	0.090321
2	0.202033	1.4142	0.081808
3	0.05331	0.3732	0.355316
4	0.016186	0.1133	0.455127
5	-0.028115	-0.1968	0.422397
6	0.015121	0.1058	0.458069
7	-0.128965	-0.9028	0.185536
8	0.045125	0.3159	0.376719
9	0.022029	0.1542	0.439041
10	-0.161367	-1.1296	0.132079
11	-0.235755	-1.6503	0.052641
12	0.01555	0.1089	0.456882
13	-0.03167	-0.2217	0.412737
14	0.085568	0.599	0.275973
15	0.000391	0.0027	0.498912
16	-0.052925	-0.3705	0.356311
17	0.024412	0.1709	0.43251
18	-0.050138	-0.351	0.363559
19	0.110826	0.7758	0.220804
20	0.031742	0.2222	0.412543
21	-0.002882	-0.0202	0.491993
22	-0.109224	-0.7646	0.224098
23	-0.000658	-0.0046	0.498172
24	-0.283663	-1.9856	0.026342
25	0.028463	0.1992	0.421448
26	0.044315	0.3102	0.378861
27	0.0719	0.5033	0.308505
28	-0.0357	-0.2499	0.401855
29	-0.060453	-0.4232	0.337011
30	0.024598	0.1722	0.432
31	-0.106843	-0.7479	0.229047
32	0.016705	0.1169	0.453695
33	-0.054889	-0.3842	0.351237
34	0.011749	0.0822	0.467394
35	0.03432	0.2402	0.405574
36	-0.162591	-1.1381	0.130298
37	0.030568	0.214	0.415728
38	0.005145	0.036	0.48571
39	-0.023203	-0.1624	0.435822
40	-0.066435	-0.465	0.32198
41	0.000864	0.0061	0.497598
42	-0.024082	-0.1686	0.433413
43	0.000132	9e-04	0.499633
44	0.014554	0.1019	0.459634
45	0.066554	0.4659	0.321683
46	-0.0497	-0.3479	0.364702
47	-0.006575	-0.046	0.481737
48	-0.085889	-0.6012	0.27523
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.194019 & 1.3581 & 0.090321 \tabularnewline
2 & 0.202033 & 1.4142 & 0.081808 \tabularnewline
3 & 0.05331 & 0.3732 & 0.355316 \tabularnewline
4 & 0.016186 & 0.1133 & 0.455127 \tabularnewline
5 & -0.028115 & -0.1968 & 0.422397 \tabularnewline
6 & 0.015121 & 0.1058 & 0.458069 \tabularnewline
7 & -0.128965 & -0.9028 & 0.185536 \tabularnewline
8 & 0.045125 & 0.3159 & 0.376719 \tabularnewline
9 & 0.022029 & 0.1542 & 0.439041 \tabularnewline
10 & -0.161367 & -1.1296 & 0.132079 \tabularnewline
11 & -0.235755 & -1.6503 & 0.052641 \tabularnewline
12 & 0.01555 & 0.1089 & 0.456882 \tabularnewline
13 & -0.03167 & -0.2217 & 0.412737 \tabularnewline
14 & 0.085568 & 0.599 & 0.275973 \tabularnewline
15 & 0.000391 & 0.0027 & 0.498912 \tabularnewline
16 & -0.052925 & -0.3705 & 0.356311 \tabularnewline
17 & 0.024412 & 0.1709 & 0.43251 \tabularnewline
18 & -0.050138 & -0.351 & 0.363559 \tabularnewline
19 & 0.110826 & 0.7758 & 0.220804 \tabularnewline
20 & 0.031742 & 0.2222 & 0.412543 \tabularnewline
21 & -0.002882 & -0.0202 & 0.491993 \tabularnewline
22 & -0.109224 & -0.7646 & 0.224098 \tabularnewline
23 & -0.000658 & -0.0046 & 0.498172 \tabularnewline
24 & -0.283663 & -1.9856 & 0.026342 \tabularnewline
25 & 0.028463 & 0.1992 & 0.421448 \tabularnewline
26 & 0.044315 & 0.3102 & 0.378861 \tabularnewline
27 & 0.0719 & 0.5033 & 0.308505 \tabularnewline
28 & -0.0357 & -0.2499 & 0.401855 \tabularnewline
29 & -0.060453 & -0.4232 & 0.337011 \tabularnewline
30 & 0.024598 & 0.1722 & 0.432 \tabularnewline
31 & -0.106843 & -0.7479 & 0.229047 \tabularnewline
32 & 0.016705 & 0.1169 & 0.453695 \tabularnewline
33 & -0.054889 & -0.3842 & 0.351237 \tabularnewline
34 & 0.011749 & 0.0822 & 0.467394 \tabularnewline
35 & 0.03432 & 0.2402 & 0.405574 \tabularnewline
36 & -0.162591 & -1.1381 & 0.130298 \tabularnewline
37 & 0.030568 & 0.214 & 0.415728 \tabularnewline
38 & 0.005145 & 0.036 & 0.48571 \tabularnewline
39 & -0.023203 & -0.1624 & 0.435822 \tabularnewline
40 & -0.066435 & -0.465 & 0.32198 \tabularnewline
41 & 0.000864 & 0.0061 & 0.497598 \tabularnewline
42 & -0.024082 & -0.1686 & 0.433413 \tabularnewline
43 & 0.000132 & 9e-04 & 0.499633 \tabularnewline
44 & 0.014554 & 0.1019 & 0.459634 \tabularnewline
45 & 0.066554 & 0.4659 & 0.321683 \tabularnewline
46 & -0.0497 & -0.3479 & 0.364702 \tabularnewline
47 & -0.006575 & -0.046 & 0.481737 \tabularnewline
48 & -0.085889 & -0.6012 & 0.27523 \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32576&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]0.194019[/C][C]1.3581[/C][C]0.090321[/C][/ROW]
[ROW][C]2[/C][C]0.202033[/C][C]1.4142[/C][C]0.081808[/C][/ROW]
[ROW][C]3[/C][C]0.05331[/C][C]0.3732[/C][C]0.355316[/C][/ROW]
[ROW][C]4[/C][C]0.016186[/C][C]0.1133[/C][C]0.455127[/C][/ROW]
[ROW][C]5[/C][C]-0.028115[/C][C]-0.1968[/C][C]0.422397[/C][/ROW]
[ROW][C]6[/C][C]0.015121[/C][C]0.1058[/C][C]0.458069[/C][/ROW]
[ROW][C]7[/C][C]-0.128965[/C][C]-0.9028[/C][C]0.185536[/C][/ROW]
[ROW][C]8[/C][C]0.045125[/C][C]0.3159[/C][C]0.376719[/C][/ROW]
[ROW][C]9[/C][C]0.022029[/C][C]0.1542[/C][C]0.439041[/C][/ROW]
[ROW][C]10[/C][C]-0.161367[/C][C]-1.1296[/C][C]0.132079[/C][/ROW]
[ROW][C]11[/C][C]-0.235755[/C][C]-1.6503[/C][C]0.052641[/C][/ROW]
[ROW][C]12[/C][C]0.01555[/C][C]0.1089[/C][C]0.456882[/C][/ROW]
[ROW][C]13[/C][C]-0.03167[/C][C]-0.2217[/C][C]0.412737[/C][/ROW]
[ROW][C]14[/C][C]0.085568[/C][C]0.599[/C][C]0.275973[/C][/ROW]
[ROW][C]15[/C][C]0.000391[/C][C]0.0027[/C][C]0.498912[/C][/ROW]
[ROW][C]16[/C][C]-0.052925[/C][C]-0.3705[/C][C]0.356311[/C][/ROW]
[ROW][C]17[/C][C]0.024412[/C][C]0.1709[/C][C]0.43251[/C][/ROW]
[ROW][C]18[/C][C]-0.050138[/C][C]-0.351[/C][C]0.363559[/C][/ROW]
[ROW][C]19[/C][C]0.110826[/C][C]0.7758[/C][C]0.220804[/C][/ROW]
[ROW][C]20[/C][C]0.031742[/C][C]0.2222[/C][C]0.412543[/C][/ROW]
[ROW][C]21[/C][C]-0.002882[/C][C]-0.0202[/C][C]0.491993[/C][/ROW]
[ROW][C]22[/C][C]-0.109224[/C][C]-0.7646[/C][C]0.224098[/C][/ROW]
[ROW][C]23[/C][C]-0.000658[/C][C]-0.0046[/C][C]0.498172[/C][/ROW]
[ROW][C]24[/C][C]-0.283663[/C][C]-1.9856[/C][C]0.026342[/C][/ROW]
[ROW][C]25[/C][C]0.028463[/C][C]0.1992[/C][C]0.421448[/C][/ROW]
[ROW][C]26[/C][C]0.044315[/C][C]0.3102[/C][C]0.378861[/C][/ROW]
[ROW][C]27[/C][C]0.0719[/C][C]0.5033[/C][C]0.308505[/C][/ROW]
[ROW][C]28[/C][C]-0.0357[/C][C]-0.2499[/C][C]0.401855[/C][/ROW]
[ROW][C]29[/C][C]-0.060453[/C][C]-0.4232[/C][C]0.337011[/C][/ROW]
[ROW][C]30[/C][C]0.024598[/C][C]0.1722[/C][C]0.432[/C][/ROW]
[ROW][C]31[/C][C]-0.106843[/C][C]-0.7479[/C][C]0.229047[/C][/ROW]
[ROW][C]32[/C][C]0.016705[/C][C]0.1169[/C][C]0.453695[/C][/ROW]
[ROW][C]33[/C][C]-0.054889[/C][C]-0.3842[/C][C]0.351237[/C][/ROW]
[ROW][C]34[/C][C]0.011749[/C][C]0.0822[/C][C]0.467394[/C][/ROW]
[ROW][C]35[/C][C]0.03432[/C][C]0.2402[/C][C]0.405574[/C][/ROW]
[ROW][C]36[/C][C]-0.162591[/C][C]-1.1381[/C][C]0.130298[/C][/ROW]
[ROW][C]37[/C][C]0.030568[/C][C]0.214[/C][C]0.415728[/C][/ROW]
[ROW][C]38[/C][C]0.005145[/C][C]0.036[/C][C]0.48571[/C][/ROW]
[ROW][C]39[/C][C]-0.023203[/C][C]-0.1624[/C][C]0.435822[/C][/ROW]
[ROW][C]40[/C][C]-0.066435[/C][C]-0.465[/C][C]0.32198[/C][/ROW]
[ROW][C]41[/C][C]0.000864[/C][C]0.0061[/C][C]0.497598[/C][/ROW]
[ROW][C]42[/C][C]-0.024082[/C][C]-0.1686[/C][C]0.433413[/C][/ROW]
[ROW][C]43[/C][C]0.000132[/C][C]9e-04[/C][C]0.499633[/C][/ROW]
[ROW][C]44[/C][C]0.014554[/C][C]0.1019[/C][C]0.459634[/C][/ROW]
[ROW][C]45[/C][C]0.066554[/C][C]0.4659[/C][C]0.321683[/C][/ROW]
[ROW][C]46[/C][C]-0.0497[/C][C]-0.3479[/C][C]0.364702[/C][/ROW]
[ROW][C]47[/C][C]-0.006575[/C][C]-0.046[/C][C]0.481737[/C][/ROW]
[ROW][C]48[/C][C]-0.085889[/C][C]-0.6012[/C][C]0.27523[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32576&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32576&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	0.194019	1.3581	0.090321
2	0.202033	1.4142	0.081808
3	0.05331	0.3732	0.355316
4	0.016186	0.1133	0.455127
5	-0.028115	-0.1968	0.422397
6	0.015121	0.1058	0.458069
7	-0.128965	-0.9028	0.185536
8	0.045125	0.3159	0.376719
9	0.022029	0.1542	0.439041
10	-0.161367	-1.1296	0.132079
11	-0.235755	-1.6503	0.052641
12	0.01555	0.1089	0.456882
13	-0.03167	-0.2217	0.412737
14	0.085568	0.599	0.275973
15	0.000391	0.0027	0.498912
16	-0.052925	-0.3705	0.356311
17	0.024412	0.1709	0.43251
18	-0.050138	-0.351	0.363559
19	0.110826	0.7758	0.220804
20	0.031742	0.2222	0.412543
21	-0.002882	-0.0202	0.491993
22	-0.109224	-0.7646	0.224098
23	-0.000658	-0.0046	0.498172
24	-0.283663	-1.9856	0.026342
25	0.028463	0.1992	0.421448
26	0.044315	0.3102	0.378861
27	0.0719	0.5033	0.308505
28	-0.0357	-0.2499	0.401855
29	-0.060453	-0.4232	0.337011
30	0.024598	0.1722	0.432
31	-0.106843	-0.7479	0.229047
32	0.016705	0.1169	0.453695
33	-0.054889	-0.3842	0.351237
34	0.011749	0.0822	0.467394
35	0.03432	0.2402	0.405574
36	-0.162591	-1.1381	0.130298
37	0.030568	0.214	0.415728
38	0.005145	0.036	0.48571
39	-0.023203	-0.1624	0.435822
40	-0.066435	-0.465	0.32198
41	0.000864	0.0061	0.497598
42	-0.024082	-0.1686	0.433413
43	0.000132	9e-04	0.499633
44	0.014554	0.1019	0.459634
45	0.066554	0.4659	0.321683
46	-0.0497	-0.3479	0.364702
47	-0.006575	-0.046	0.481737
48	-0.085889	-0.6012	0.27523
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -1.3 ; par3 = 0 ; 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