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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 14 Dec 2008 15:37:57 -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/14/t12292943321o807a5d4i3zzn5.htm/, Retrieved Thu, 18 Apr 2024 23:27:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33583, Retrieved Thu, 18 Apr 2024 23:27:19 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

261

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   P   [Univariate Data Series] [Herproducering ti...] [2008-12-03 14:38:00] [6fea0e9a9b3b29a63badf2c274e82506]
- RMP     [Variance Reduction Matrix] [VRM airline data ...] [2008-12-14 22:20:27] [82d201ca7b4e7cd2c6f885d29b5b6937]
- RMP       [(Partial) Autocorrelation Function] [ACF : airline dat...] [2008-12-14 22:33:34] [82d201ca7b4e7cd2c6f885d29b5b6937]
-   P           [(Partial) Autocorrelation Function] [ACF airline data ...] [2008-12-14 22:37:57] [00a0a665d7a07edd2e460056b0c0c354] [Current]
-   P             [(Partial) Autocorrelation Function] [ACF airline data:...] [2008-12-14 22:40:26] [82d201ca7b4e7cd2c6f885d29b5b6937] 
- RMP               [Spectral Analysis] [spectrum airline ...] [2008-12-14 22:51:59] [82d201ca7b4e7cd2c6f885d29b5b6937] 
-   P                 [Spectral Analysis] [spectrum airline ...] [2008-12-14 22:54:22] [82d201ca7b4e7cd2c6f885d29b5b6937] 
-   P                   [Spectral Analysis] [spectrum airline ...] [2008-12-14 22:57:41] [82d201ca7b4e7cd2c6f885d29b5b6937] 

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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=33583&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=33583&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33583&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	0.026464	0.5097	0.305269
2	-0.122833	-2.3659	0.009249
3	-0.249309	-4.802	1e-06
4	-0.085224	-1.6415	0.050768
5	0.256568	4.9418	1e-06
6	-0.116159	-2.2374	0.012927
7	0.226469	4.3621	8e-06
8	-0.116239	-2.2389	0.012876
9	-0.271329	-5.2262	0
10	-0.18144	-3.4948	0.000266
11	0.000586	0.0113	0.495499
12	0.754851	14.5395	0
13	-0.025287	-0.4871	0.31325
14	-0.18926	-3.6454	0.000153
15	-0.282736	-5.4459	0
16	-0.132037	-2.5432	0.005695
17	0.207141	3.9898	4e-05
18	-0.145504	-2.8026	0.002668
19	0.226448	4.3617	8e-06
20	-0.124894	-2.4056	0.008316
21	-0.258167	-4.9726	1e-06
22	-0.160552	-3.0925	0.001068
23	-0.014959	-0.2881	0.386704
24	0.730814	14.0765	0
25	-0.00928	-0.1787	0.429121
26	-0.166822	-3.2132	0.000714
27	-0.259834	-5.0048	0
28	-0.10315	-1.9868	0.023839
29	0.220516	4.2474	1.4e-05
30	-0.128622	-2.4774	0.006839
31	0.215842	4.1574	2e-05
32	-0.134543	-2.5915	0.004967
33	-0.233937	-4.5059	4e-06
34	-0.146838	-2.8283	0.002467
35	-0.029465	-0.5675	0.285347
36	0.704073	13.5614	0
37	-0.019656	-0.3786	0.352603
38	-0.141752	-2.7303	0.003314
39	-0.249213	-4.8002	1e-06
40	-0.108265	-2.0853	0.018861
41	0.192312	3.7042	0.000122
42	-0.126959	-2.4454	0.007467
43	0.195187	3.7596	9.9e-05
44	-0.121145	-2.3334	0.01008
45	-0.237864	-4.5816	3e-06
46	-0.140492	-2.7061	0.003561
47	0.000844	0.0163	0.493516
48	0.692144	13.3316	0
49	0.016177	0.3116	0.37776
50	-0.124007	-2.3885	0.008707
51	-0.214954	-4.1403	2.1e-05
52	-0.083987	-1.6177	0.053288
53	0.217349	4.1864	1.8e-05
54	-0.111348	-2.1447	0.016312
55	0.234324	4.5134	4e-06
56	-0.109262	-2.1045	0.018002
57	-0.208152	-4.0093	3.7e-05
58	-0.125604	-2.4193	0.008015
59	0.010535	0.2029	0.419652
60	0.63572	12.2448	0

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.026464 & 0.5097 & 0.305269 \tabularnewline
2 & -0.122833 & -2.3659 & 0.009249 \tabularnewline
3 & -0.249309 & -4.802 & 1e-06 \tabularnewline
4 & -0.085224 & -1.6415 & 0.050768 \tabularnewline
5 & 0.256568 & 4.9418 & 1e-06 \tabularnewline
6 & -0.116159 & -2.2374 & 0.012927 \tabularnewline
7 & 0.226469 & 4.3621 & 8e-06 \tabularnewline
8 & -0.116239 & -2.2389 & 0.012876 \tabularnewline
9 & -0.271329 & -5.2262 & 0 \tabularnewline
10 & -0.18144 & -3.4948 & 0.000266 \tabularnewline
11 & 0.000586 & 0.0113 & 0.495499 \tabularnewline
12 & 0.754851 & 14.5395 & 0 \tabularnewline
13 & -0.025287 & -0.4871 & 0.31325 \tabularnewline
14 & -0.18926 & -3.6454 & 0.000153 \tabularnewline
15 & -0.282736 & -5.4459 & 0 \tabularnewline
16 & -0.132037 & -2.5432 & 0.005695 \tabularnewline
17 & 0.207141 & 3.9898 & 4e-05 \tabularnewline
18 & -0.145504 & -2.8026 & 0.002668 \tabularnewline
19 & 0.226448 & 4.3617 & 8e-06 \tabularnewline
20 & -0.124894 & -2.4056 & 0.008316 \tabularnewline
21 & -0.258167 & -4.9726 & 1e-06 \tabularnewline
22 & -0.160552 & -3.0925 & 0.001068 \tabularnewline
23 & -0.014959 & -0.2881 & 0.386704 \tabularnewline
24 & 0.730814 & 14.0765 & 0 \tabularnewline
25 & -0.00928 & -0.1787 & 0.429121 \tabularnewline
26 & -0.166822 & -3.2132 & 0.000714 \tabularnewline
27 & -0.259834 & -5.0048 & 0 \tabularnewline
28 & -0.10315 & -1.9868 & 0.023839 \tabularnewline
29 & 0.220516 & 4.2474 & 1.4e-05 \tabularnewline
30 & -0.128622 & -2.4774 & 0.006839 \tabularnewline
31 & 0.215842 & 4.1574 & 2e-05 \tabularnewline
32 & -0.134543 & -2.5915 & 0.004967 \tabularnewline
33 & -0.233937 & -4.5059 & 4e-06 \tabularnewline
34 & -0.146838 & -2.8283 & 0.002467 \tabularnewline
35 & -0.029465 & -0.5675 & 0.285347 \tabularnewline
36 & 0.704073 & 13.5614 & 0 \tabularnewline
37 & -0.019656 & -0.3786 & 0.352603 \tabularnewline
38 & -0.141752 & -2.7303 & 0.003314 \tabularnewline
39 & -0.249213 & -4.8002 & 1e-06 \tabularnewline
40 & -0.108265 & -2.0853 & 0.018861 \tabularnewline
41 & 0.192312 & 3.7042 & 0.000122 \tabularnewline
42 & -0.126959 & -2.4454 & 0.007467 \tabularnewline
43 & 0.195187 & 3.7596 & 9.9e-05 \tabularnewline
44 & -0.121145 & -2.3334 & 0.01008 \tabularnewline
45 & -0.237864 & -4.5816 & 3e-06 \tabularnewline
46 & -0.140492 & -2.7061 & 0.003561 \tabularnewline
47 & 0.000844 & 0.0163 & 0.493516 \tabularnewline
48 & 0.692144 & 13.3316 & 0 \tabularnewline
49 & 0.016177 & 0.3116 & 0.37776 \tabularnewline
50 & -0.124007 & -2.3885 & 0.008707 \tabularnewline
51 & -0.214954 & -4.1403 & 2.1e-05 \tabularnewline
52 & -0.083987 & -1.6177 & 0.053288 \tabularnewline
53 & 0.217349 & 4.1864 & 1.8e-05 \tabularnewline
54 & -0.111348 & -2.1447 & 0.016312 \tabularnewline
55 & 0.234324 & 4.5134 & 4e-06 \tabularnewline
56 & -0.109262 & -2.1045 & 0.018002 \tabularnewline
57 & -0.208152 & -4.0093 & 3.7e-05 \tabularnewline
58 & -0.125604 & -2.4193 & 0.008015 \tabularnewline
59 & 0.010535 & 0.2029 & 0.419652 \tabularnewline
60 & 0.63572 & 12.2448 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33583&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]0.026464[/C][C]0.5097[/C][C]0.305269[/C][/ROW]
[ROW][C]2[/C][C]-0.122833[/C][C]-2.3659[/C][C]0.009249[/C][/ROW]
[ROW][C]3[/C][C]-0.249309[/C][C]-4.802[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.085224[/C][C]-1.6415[/C][C]0.050768[/C][/ROW]
[ROW][C]5[/C][C]0.256568[/C][C]4.9418[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]-0.116159[/C][C]-2.2374[/C][C]0.012927[/C][/ROW]
[ROW][C]7[/C][C]0.226469[/C][C]4.3621[/C][C]8e-06[/C][/ROW]
[ROW][C]8[/C][C]-0.116239[/C][C]-2.2389[/C][C]0.012876[/C][/ROW]
[ROW][C]9[/C][C]-0.271329[/C][C]-5.2262[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]-0.18144[/C][C]-3.4948[/C][C]0.000266[/C][/ROW]
[ROW][C]11[/C][C]0.000586[/C][C]0.0113[/C][C]0.495499[/C][/ROW]
[ROW][C]12[/C][C]0.754851[/C][C]14.5395[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.025287[/C][C]-0.4871[/C][C]0.31325[/C][/ROW]
[ROW][C]14[/C][C]-0.18926[/C][C]-3.6454[/C][C]0.000153[/C][/ROW]
[ROW][C]15[/C][C]-0.282736[/C][C]-5.4459[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]-0.132037[/C][C]-2.5432[/C][C]0.005695[/C][/ROW]
[ROW][C]17[/C][C]0.207141[/C][C]3.9898[/C][C]4e-05[/C][/ROW]
[ROW][C]18[/C][C]-0.145504[/C][C]-2.8026[/C][C]0.002668[/C][/ROW]
[ROW][C]19[/C][C]0.226448[/C][C]4.3617[/C][C]8e-06[/C][/ROW]
[ROW][C]20[/C][C]-0.124894[/C][C]-2.4056[/C][C]0.008316[/C][/ROW]
[ROW][C]21[/C][C]-0.258167[/C][C]-4.9726[/C][C]1e-06[/C][/ROW]
[ROW][C]22[/C][C]-0.160552[/C][C]-3.0925[/C][C]0.001068[/C][/ROW]
[ROW][C]23[/C][C]-0.014959[/C][C]-0.2881[/C][C]0.386704[/C][/ROW]
[ROW][C]24[/C][C]0.730814[/C][C]14.0765[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.00928[/C][C]-0.1787[/C][C]0.429121[/C][/ROW]
[ROW][C]26[/C][C]-0.166822[/C][C]-3.2132[/C][C]0.000714[/C][/ROW]
[ROW][C]27[/C][C]-0.259834[/C][C]-5.0048[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]-0.10315[/C][C]-1.9868[/C][C]0.023839[/C][/ROW]
[ROW][C]29[/C][C]0.220516[/C][C]4.2474[/C][C]1.4e-05[/C][/ROW]
[ROW][C]30[/C][C]-0.128622[/C][C]-2.4774[/C][C]0.006839[/C][/ROW]
[ROW][C]31[/C][C]0.215842[/C][C]4.1574[/C][C]2e-05[/C][/ROW]
[ROW][C]32[/C][C]-0.134543[/C][C]-2.5915[/C][C]0.004967[/C][/ROW]
[ROW][C]33[/C][C]-0.233937[/C][C]-4.5059[/C][C]4e-06[/C][/ROW]
[ROW][C]34[/C][C]-0.146838[/C][C]-2.8283[/C][C]0.002467[/C][/ROW]
[ROW][C]35[/C][C]-0.029465[/C][C]-0.5675[/C][C]0.285347[/C][/ROW]
[ROW][C]36[/C][C]0.704073[/C][C]13.5614[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]-0.019656[/C][C]-0.3786[/C][C]0.352603[/C][/ROW]
[ROW][C]38[/C][C]-0.141752[/C][C]-2.7303[/C][C]0.003314[/C][/ROW]
[ROW][C]39[/C][C]-0.249213[/C][C]-4.8002[/C][C]1e-06[/C][/ROW]
[ROW][C]40[/C][C]-0.108265[/C][C]-2.0853[/C][C]0.018861[/C][/ROW]
[ROW][C]41[/C][C]0.192312[/C][C]3.7042[/C][C]0.000122[/C][/ROW]
[ROW][C]42[/C][C]-0.126959[/C][C]-2.4454[/C][C]0.007467[/C][/ROW]
[ROW][C]43[/C][C]0.195187[/C][C]3.7596[/C][C]9.9e-05[/C][/ROW]
[ROW][C]44[/C][C]-0.121145[/C][C]-2.3334[/C][C]0.01008[/C][/ROW]
[ROW][C]45[/C][C]-0.237864[/C][C]-4.5816[/C][C]3e-06[/C][/ROW]
[ROW][C]46[/C][C]-0.140492[/C][C]-2.7061[/C][C]0.003561[/C][/ROW]
[ROW][C]47[/C][C]0.000844[/C][C]0.0163[/C][C]0.493516[/C][/ROW]
[ROW][C]48[/C][C]0.692144[/C][C]13.3316[/C][C]0[/C][/ROW]
[ROW][C]49[/C][C]0.016177[/C][C]0.3116[/C][C]0.37776[/C][/ROW]
[ROW][C]50[/C][C]-0.124007[/C][C]-2.3885[/C][C]0.008707[/C][/ROW]
[ROW][C]51[/C][C]-0.214954[/C][C]-4.1403[/C][C]2.1e-05[/C][/ROW]
[ROW][C]52[/C][C]-0.083987[/C][C]-1.6177[/C][C]0.053288[/C][/ROW]
[ROW][C]53[/C][C]0.217349[/C][C]4.1864[/C][C]1.8e-05[/C][/ROW]
[ROW][C]54[/C][C]-0.111348[/C][C]-2.1447[/C][C]0.016312[/C][/ROW]
[ROW][C]55[/C][C]0.234324[/C][C]4.5134[/C][C]4e-06[/C][/ROW]
[ROW][C]56[/C][C]-0.109262[/C][C]-2.1045[/C][C]0.018002[/C][/ROW]
[ROW][C]57[/C][C]-0.208152[/C][C]-4.0093[/C][C]3.7e-05[/C][/ROW]
[ROW][C]58[/C][C]-0.125604[/C][C]-2.4193[/C][C]0.008015[/C][/ROW]
[ROW][C]59[/C][C]0.010535[/C][C]0.2029[/C][C]0.419652[/C][/ROW]
[ROW][C]60[/C][C]0.63572[/C][C]12.2448[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33583&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33583&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	0.026464	0.5097	0.305269
2	-0.122833	-2.3659	0.009249
3	-0.249309	-4.802	1e-06
4	-0.085224	-1.6415	0.050768
5	0.256568	4.9418	1e-06
6	-0.116159	-2.2374	0.012927
7	0.226469	4.3621	8e-06
8	-0.116239	-2.2389	0.012876
9	-0.271329	-5.2262	0
10	-0.18144	-3.4948	0.000266
11	0.000586	0.0113	0.495499
12	0.754851	14.5395	0
13	-0.025287	-0.4871	0.31325
14	-0.18926	-3.6454	0.000153
15	-0.282736	-5.4459	0
16	-0.132037	-2.5432	0.005695
17	0.207141	3.9898	4e-05
18	-0.145504	-2.8026	0.002668
19	0.226448	4.3617	8e-06
20	-0.124894	-2.4056	0.008316
21	-0.258167	-4.9726	1e-06
22	-0.160552	-3.0925	0.001068
23	-0.014959	-0.2881	0.386704
24	0.730814	14.0765	0
25	-0.00928	-0.1787	0.429121
26	-0.166822	-3.2132	0.000714
27	-0.259834	-5.0048	0
28	-0.10315	-1.9868	0.023839
29	0.220516	4.2474	1.4e-05
30	-0.128622	-2.4774	0.006839
31	0.215842	4.1574	2e-05
32	-0.134543	-2.5915	0.004967
33	-0.233937	-4.5059	4e-06
34	-0.146838	-2.8283	0.002467
35	-0.029465	-0.5675	0.285347
36	0.704073	13.5614	0
37	-0.019656	-0.3786	0.352603
38	-0.141752	-2.7303	0.003314
39	-0.249213	-4.8002	1e-06
40	-0.108265	-2.0853	0.018861
41	0.192312	3.7042	0.000122
42	-0.126959	-2.4454	0.007467
43	0.195187	3.7596	9.9e-05
44	-0.121145	-2.3334	0.01008
45	-0.237864	-4.5816	3e-06
46	-0.140492	-2.7061	0.003561
47	0.000844	0.0163	0.493516
48	0.692144	13.3316	0
49	0.016177	0.3116	0.37776
50	-0.124007	-2.3885	0.008707
51	-0.214954	-4.1403	2.1e-05
52	-0.083987	-1.6177	0.053288
53	0.217349	4.1864	1.8e-05
54	-0.111348	-2.1447	0.016312
55	0.234324	4.5134	4e-06
56	-0.109262	-2.1045	0.018002
57	-0.208152	-4.0093	3.7e-05
58	-0.125604	-2.4193	0.008015
59	0.010535	0.2029	0.419652
60	0.63572	12.2448	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.026464	0.5097	0.305269
2	-0.12362	-2.3811	0.008883
3	-0.246319	-4.7444	1e-06
4	-0.100796	-1.9415	0.026479
5	0.212997	4.1026	2.5e-05
6	-0.221577	-4.2679	1.3e-05
7	0.285882	5.5065	0
8	-0.101917	-1.9631	0.025193
9	-0.309778	-5.9668	0
10	-0.166036	-3.1981	0.000751
11	0.050466	0.972	0.165832
12	0.642861	12.3824	0
13	-0.145657	-2.8055	0.002644
14	-0.220082	-4.2391	1.4e-05
15	-0.092674	-1.785	0.037538
16	-0.159368	-3.0696	0.00115
17	-0.106285	-2.0472	0.020672
18	-0.10646	-2.0506	0.020506
19	0.088417	1.703	0.044701
20	-0.024516	-0.4722	0.318524
21	-0.033114	-0.6378	0.261993
22	0.040953	0.7888	0.215364
23	-0.107512	-2.0708	0.019533
24	0.249063	4.7973	1e-06
25	-0.003448	-0.0664	0.473539
26	-0.084481	-1.6272	0.052269
27	-0.032009	-0.6165	0.26896
28	-0.001403	-0.027	0.489231
29	-0.04055	-0.781	0.217638
30	-0.077097	-1.485	0.069197
31	-0.050263	-0.9681	0.166804
32	-0.088431	-1.7033	0.044675
33	-0.004382	-0.0844	0.466392
34	0.032791	0.6316	0.264016
35	-0.092585	-1.7833	0.037676
36	0.15566	2.9982	0.001449
37	-0.025453	-0.4903	0.312123
38	0.00371	0.0715	0.471538
39	-0.015609	-0.3006	0.381928
40	-0.071985	-1.3865	0.083209
41	-0.13355	-2.5724	0.005245
42	-0.011396	-0.2195	0.413193
43	-0.065999	-1.2712	0.10222
44	-0.011811	-0.2275	0.410083
45	-0.056757	-1.0932	0.137503
46	0.00896	0.1726	0.43154
47	0.064313	1.2388	0.10811
48	0.110576	2.1299	0.016921
49	0.038653	0.7445	0.228522
50	-0.014967	-0.2883	0.386641
51	0.0374	0.7204	0.235872
52	-0.002247	-0.0433	0.482753
53	-0.020327	-0.3915	0.347817
54	-0.00612	-0.1179	0.453116
55	0.058077	1.1186	0.13201
56	0.002485	0.0479	0.480925
57	0.009952	0.1917	0.424049
58	-0.00112	-0.0216	0.491399
59	0.027823	0.5359	0.296174
60	-0.054801	-1.0555	0.145931

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.026464 & 0.5097 & 0.305269 \tabularnewline
2 & -0.12362 & -2.3811 & 0.008883 \tabularnewline
3 & -0.246319 & -4.7444 & 1e-06 \tabularnewline
4 & -0.100796 & -1.9415 & 0.026479 \tabularnewline
5 & 0.212997 & 4.1026 & 2.5e-05 \tabularnewline
6 & -0.221577 & -4.2679 & 1.3e-05 \tabularnewline
7 & 0.285882 & 5.5065 & 0 \tabularnewline
8 & -0.101917 & -1.9631 & 0.025193 \tabularnewline
9 & -0.309778 & -5.9668 & 0 \tabularnewline
10 & -0.166036 & -3.1981 & 0.000751 \tabularnewline
11 & 0.050466 & 0.972 & 0.165832 \tabularnewline
12 & 0.642861 & 12.3824 & 0 \tabularnewline
13 & -0.145657 & -2.8055 & 0.002644 \tabularnewline
14 & -0.220082 & -4.2391 & 1.4e-05 \tabularnewline
15 & -0.092674 & -1.785 & 0.037538 \tabularnewline
16 & -0.159368 & -3.0696 & 0.00115 \tabularnewline
17 & -0.106285 & -2.0472 & 0.020672 \tabularnewline
18 & -0.10646 & -2.0506 & 0.020506 \tabularnewline
19 & 0.088417 & 1.703 & 0.044701 \tabularnewline
20 & -0.024516 & -0.4722 & 0.318524 \tabularnewline
21 & -0.033114 & -0.6378 & 0.261993 \tabularnewline
22 & 0.040953 & 0.7888 & 0.215364 \tabularnewline
23 & -0.107512 & -2.0708 & 0.019533 \tabularnewline
24 & 0.249063 & 4.7973 & 1e-06 \tabularnewline
25 & -0.003448 & -0.0664 & 0.473539 \tabularnewline
26 & -0.084481 & -1.6272 & 0.052269 \tabularnewline
27 & -0.032009 & -0.6165 & 0.26896 \tabularnewline
28 & -0.001403 & -0.027 & 0.489231 \tabularnewline
29 & -0.04055 & -0.781 & 0.217638 \tabularnewline
30 & -0.077097 & -1.485 & 0.069197 \tabularnewline
31 & -0.050263 & -0.9681 & 0.166804 \tabularnewline
32 & -0.088431 & -1.7033 & 0.044675 \tabularnewline
33 & -0.004382 & -0.0844 & 0.466392 \tabularnewline
34 & 0.032791 & 0.6316 & 0.264016 \tabularnewline
35 & -0.092585 & -1.7833 & 0.037676 \tabularnewline
36 & 0.15566 & 2.9982 & 0.001449 \tabularnewline
37 & -0.025453 & -0.4903 & 0.312123 \tabularnewline
38 & 0.00371 & 0.0715 & 0.471538 \tabularnewline
39 & -0.015609 & -0.3006 & 0.381928 \tabularnewline
40 & -0.071985 & -1.3865 & 0.083209 \tabularnewline
41 & -0.13355 & -2.5724 & 0.005245 \tabularnewline
42 & -0.011396 & -0.2195 & 0.413193 \tabularnewline
43 & -0.065999 & -1.2712 & 0.10222 \tabularnewline
44 & -0.011811 & -0.2275 & 0.410083 \tabularnewline
45 & -0.056757 & -1.0932 & 0.137503 \tabularnewline
46 & 0.00896 & 0.1726 & 0.43154 \tabularnewline
47 & 0.064313 & 1.2388 & 0.10811 \tabularnewline
48 & 0.110576 & 2.1299 & 0.016921 \tabularnewline
49 & 0.038653 & 0.7445 & 0.228522 \tabularnewline
50 & -0.014967 & -0.2883 & 0.386641 \tabularnewline
51 & 0.0374 & 0.7204 & 0.235872 \tabularnewline
52 & -0.002247 & -0.0433 & 0.482753 \tabularnewline
53 & -0.020327 & -0.3915 & 0.347817 \tabularnewline
54 & -0.00612 & -0.1179 & 0.453116 \tabularnewline
55 & 0.058077 & 1.1186 & 0.13201 \tabularnewline
56 & 0.002485 & 0.0479 & 0.480925 \tabularnewline
57 & 0.009952 & 0.1917 & 0.424049 \tabularnewline
58 & -0.00112 & -0.0216 & 0.491399 \tabularnewline
59 & 0.027823 & 0.5359 & 0.296174 \tabularnewline
60 & -0.054801 & -1.0555 & 0.145931 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33583&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]0.026464[/C][C]0.5097[/C][C]0.305269[/C][/ROW]
[ROW][C]2[/C][C]-0.12362[/C][C]-2.3811[/C][C]0.008883[/C][/ROW]
[ROW][C]3[/C][C]-0.246319[/C][C]-4.7444[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.100796[/C][C]-1.9415[/C][C]0.026479[/C][/ROW]
[ROW][C]5[/C][C]0.212997[/C][C]4.1026[/C][C]2.5e-05[/C][/ROW]
[ROW][C]6[/C][C]-0.221577[/C][C]-4.2679[/C][C]1.3e-05[/C][/ROW]
[ROW][C]7[/C][C]0.285882[/C][C]5.5065[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]-0.101917[/C][C]-1.9631[/C][C]0.025193[/C][/ROW]
[ROW][C]9[/C][C]-0.309778[/C][C]-5.9668[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]-0.166036[/C][C]-3.1981[/C][C]0.000751[/C][/ROW]
[ROW][C]11[/C][C]0.050466[/C][C]0.972[/C][C]0.165832[/C][/ROW]
[ROW][C]12[/C][C]0.642861[/C][C]12.3824[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.145657[/C][C]-2.8055[/C][C]0.002644[/C][/ROW]
[ROW][C]14[/C][C]-0.220082[/C][C]-4.2391[/C][C]1.4e-05[/C][/ROW]
[ROW][C]15[/C][C]-0.092674[/C][C]-1.785[/C][C]0.037538[/C][/ROW]
[ROW][C]16[/C][C]-0.159368[/C][C]-3.0696[/C][C]0.00115[/C][/ROW]
[ROW][C]17[/C][C]-0.106285[/C][C]-2.0472[/C][C]0.020672[/C][/ROW]
[ROW][C]18[/C][C]-0.10646[/C][C]-2.0506[/C][C]0.020506[/C][/ROW]
[ROW][C]19[/C][C]0.088417[/C][C]1.703[/C][C]0.044701[/C][/ROW]
[ROW][C]20[/C][C]-0.024516[/C][C]-0.4722[/C][C]0.318524[/C][/ROW]
[ROW][C]21[/C][C]-0.033114[/C][C]-0.6378[/C][C]0.261993[/C][/ROW]
[ROW][C]22[/C][C]0.040953[/C][C]0.7888[/C][C]0.215364[/C][/ROW]
[ROW][C]23[/C][C]-0.107512[/C][C]-2.0708[/C][C]0.019533[/C][/ROW]
[ROW][C]24[/C][C]0.249063[/C][C]4.7973[/C][C]1e-06[/C][/ROW]
[ROW][C]25[/C][C]-0.003448[/C][C]-0.0664[/C][C]0.473539[/C][/ROW]
[ROW][C]26[/C][C]-0.084481[/C][C]-1.6272[/C][C]0.052269[/C][/ROW]
[ROW][C]27[/C][C]-0.032009[/C][C]-0.6165[/C][C]0.26896[/C][/ROW]
[ROW][C]28[/C][C]-0.001403[/C][C]-0.027[/C][C]0.489231[/C][/ROW]
[ROW][C]29[/C][C]-0.04055[/C][C]-0.781[/C][C]0.217638[/C][/ROW]
[ROW][C]30[/C][C]-0.077097[/C][C]-1.485[/C][C]0.069197[/C][/ROW]
[ROW][C]31[/C][C]-0.050263[/C][C]-0.9681[/C][C]0.166804[/C][/ROW]
[ROW][C]32[/C][C]-0.088431[/C][C]-1.7033[/C][C]0.044675[/C][/ROW]
[ROW][C]33[/C][C]-0.004382[/C][C]-0.0844[/C][C]0.466392[/C][/ROW]
[ROW][C]34[/C][C]0.032791[/C][C]0.6316[/C][C]0.264016[/C][/ROW]
[ROW][C]35[/C][C]-0.092585[/C][C]-1.7833[/C][C]0.037676[/C][/ROW]
[ROW][C]36[/C][C]0.15566[/C][C]2.9982[/C][C]0.001449[/C][/ROW]
[ROW][C]37[/C][C]-0.025453[/C][C]-0.4903[/C][C]0.312123[/C][/ROW]
[ROW][C]38[/C][C]0.00371[/C][C]0.0715[/C][C]0.471538[/C][/ROW]
[ROW][C]39[/C][C]-0.015609[/C][C]-0.3006[/C][C]0.381928[/C][/ROW]
[ROW][C]40[/C][C]-0.071985[/C][C]-1.3865[/C][C]0.083209[/C][/ROW]
[ROW][C]41[/C][C]-0.13355[/C][C]-2.5724[/C][C]0.005245[/C][/ROW]
[ROW][C]42[/C][C]-0.011396[/C][C]-0.2195[/C][C]0.413193[/C][/ROW]
[ROW][C]43[/C][C]-0.065999[/C][C]-1.2712[/C][C]0.10222[/C][/ROW]
[ROW][C]44[/C][C]-0.011811[/C][C]-0.2275[/C][C]0.410083[/C][/ROW]
[ROW][C]45[/C][C]-0.056757[/C][C]-1.0932[/C][C]0.137503[/C][/ROW]
[ROW][C]46[/C][C]0.00896[/C][C]0.1726[/C][C]0.43154[/C][/ROW]
[ROW][C]47[/C][C]0.064313[/C][C]1.2388[/C][C]0.10811[/C][/ROW]
[ROW][C]48[/C][C]0.110576[/C][C]2.1299[/C][C]0.016921[/C][/ROW]
[ROW][C]49[/C][C]0.038653[/C][C]0.7445[/C][C]0.228522[/C][/ROW]
[ROW][C]50[/C][C]-0.014967[/C][C]-0.2883[/C][C]0.386641[/C][/ROW]
[ROW][C]51[/C][C]0.0374[/C][C]0.7204[/C][C]0.235872[/C][/ROW]
[ROW][C]52[/C][C]-0.002247[/C][C]-0.0433[/C][C]0.482753[/C][/ROW]
[ROW][C]53[/C][C]-0.020327[/C][C]-0.3915[/C][C]0.347817[/C][/ROW]
[ROW][C]54[/C][C]-0.00612[/C][C]-0.1179[/C][C]0.453116[/C][/ROW]
[ROW][C]55[/C][C]0.058077[/C][C]1.1186[/C][C]0.13201[/C][/ROW]
[ROW][C]56[/C][C]0.002485[/C][C]0.0479[/C][C]0.480925[/C][/ROW]
[ROW][C]57[/C][C]0.009952[/C][C]0.1917[/C][C]0.424049[/C][/ROW]
[ROW][C]58[/C][C]-0.00112[/C][C]-0.0216[/C][C]0.491399[/C][/ROW]
[ROW][C]59[/C][C]0.027823[/C][C]0.5359[/C][C]0.296174[/C][/ROW]
[ROW][C]60[/C][C]-0.054801[/C][C]-1.0555[/C][C]0.145931[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33583&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33583&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	0.026464	0.5097	0.305269
2	-0.12362	-2.3811	0.008883
3	-0.246319	-4.7444	1e-06
4	-0.100796	-1.9415	0.026479
5	0.212997	4.1026	2.5e-05
6	-0.221577	-4.2679	1.3e-05
7	0.285882	5.5065	0
8	-0.101917	-1.9631	0.025193
9	-0.309778	-5.9668	0
10	-0.166036	-3.1981	0.000751
11	0.050466	0.972	0.165832
12	0.642861	12.3824	0
13	-0.145657	-2.8055	0.002644
14	-0.220082	-4.2391	1.4e-05
15	-0.092674	-1.785	0.037538
16	-0.159368	-3.0696	0.00115
17	-0.106285	-2.0472	0.020672
18	-0.10646	-2.0506	0.020506
19	0.088417	1.703	0.044701
20	-0.024516	-0.4722	0.318524
21	-0.033114	-0.6378	0.261993
22	0.040953	0.7888	0.215364
23	-0.107512	-2.0708	0.019533
24	0.249063	4.7973	1e-06
25	-0.003448	-0.0664	0.473539
26	-0.084481	-1.6272	0.052269
27	-0.032009	-0.6165	0.26896
28	-0.001403	-0.027	0.489231
29	-0.04055	-0.781	0.217638
30	-0.077097	-1.485	0.069197
31	-0.050263	-0.9681	0.166804
32	-0.088431	-1.7033	0.044675
33	-0.004382	-0.0844	0.466392
34	0.032791	0.6316	0.264016
35	-0.092585	-1.7833	0.037676
36	0.15566	2.9982	0.001449
37	-0.025453	-0.4903	0.312123
38	0.00371	0.0715	0.471538
39	-0.015609	-0.3006	0.381928
40	-0.071985	-1.3865	0.083209
41	-0.13355	-2.5724	0.005245
42	-0.011396	-0.2195	0.413193
43	-0.065999	-1.2712	0.10222
44	-0.011811	-0.2275	0.410083
45	-0.056757	-1.0932	0.137503
46	0.00896	0.1726	0.43154
47	0.064313	1.2388	0.10811
48	0.110576	2.1299	0.016921
49	0.038653	0.7445	0.228522
50	-0.014967	-0.2883	0.386641
51	0.0374	0.7204	0.235872
52	-0.002247	-0.0433	0.482753
53	-0.020327	-0.3915	0.347817
54	-0.00612	-0.1179	0.453116
55	0.058077	1.1186	0.13201
56	0.002485	0.0479	0.480925
57	0.009952	0.1917	0.424049
58	-0.00112	-0.0216	0.491399
59	0.027823	0.5359	0.296174
60	-0.054801	-1.0555	0.145931

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.5 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 0.5 ; 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