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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 21 Dec 2008 07:18:33 -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/21/t12298695580jew6kd7sbrq1lq.htm/, Retrieved Sun, 26 May 2024 03:45:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35590, Retrieved Sun, 26 May 2024 03:45:17 +0000

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User-defined keywords

Estimated Impact

191

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

-     [Standard Deviation-Mean Plot] [SMP inschrijvinge...] [2008-12-21 10:55:25] [8d78428855b119373cac369316c08983]
-    D  [Standard Deviation-Mean Plot] [Standard deviatio...] [2008-12-21 13:36:43] [8d78428855b119373cac369316c08983]
- RM      [Variance Reduction Matrix] [variance reductio...] [2008-12-21 14:07:07] [8d78428855b119373cac369316c08983]
- RMP         [(Partial) Autocorrelation Function] [(P)ACF inschrijvi...] [2008-12-21 14:18:33] [d6e9f26c3644bfc30f06303d9993b878] [Current]
-   P           [(Partial) Autocorrelation Function] [(P)ACF inschrijvi...] [2008-12-21 14:39:27] [8d78428855b119373cac369316c08983] 
- RM            [Spectral Analysis] [spectrum (d=0, D=0)] [2008-12-21 14:50:56] [8d78428855b119373cac369316c08983] 
-                 [Spectral Analysis] [spectrum (d=0, D=1)] [2008-12-21 15:01:29] [8d78428855b119373cac369316c08983] 
- RM              [ARIMA Backward Selection] [Arima backward se...] [2008-12-21 15:23:44] [8d78428855b119373cac369316c08983] 
- RM                [ARIMA Forecasting] [ARIMA forecasting] [2008-12-21 16:05:45] [8d78428855b119373cac369316c08983] 
- RMPD              [Central Tendency] [central tendency ...] [2008-12-22 13:25:19] [8d78428855b119373cac369316c08983] 

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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=35590&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=35590&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35590&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	0.294877	2.3031	0.01235
2	0.122123	0.9538	0.171971
3	-0.087625	-0.6844	0.248166
4	-0.200877	-1.5689	0.060922
5	-0.251977	-1.968	0.026809
6	-0.46809	-3.6559	0.000268
7	-0.263644	-2.0591	0.021879
8	-0.198925	-1.5537	0.06272
9	-0.101874	-0.7957	0.214658
10	0.018896	0.1476	0.44158
11	0.218417	1.7059	0.046558
12	0.745502	5.8226	0
13	0.264342	2.0646	0.021611
14	0.142762	1.115	0.134611
15	-0.034967	-0.2731	0.392848
16	-0.124326	-0.971	0.167687
17	-0.169165	-1.3212	0.095681
18	-0.37137	-2.9005	0.002587
19	-0.178291	-1.3925	0.084413
20	-0.186164	-1.454	0.075538
21	-0.112339	-0.8774	0.191858
22	0.002142	0.0167	0.493354
23	0.154075	1.2034	0.116743
24	0.547466	4.2758	3.4e-05
25	0.172519	1.3474	0.091415
26	0.088334	0.6899	0.246433
27	-0.008427	-0.0658	0.473869
28	-0.05455	-0.426	0.335787
29	-0.113413	-0.8858	0.189606
30	-0.272561	-2.1288	0.01866
31	-0.117968	-0.9214	0.180245
32	-0.162055	-1.2657	0.105218
33	-0.104197	-0.8138	0.209461
34	0.003465	0.0271	0.48925
35	0.096664	0.755	0.226586
36	0.396254	3.0948	0.001486
37	0.121609	0.9498	0.172982
38	0.05252	0.4102	0.341549
39	-0.006229	-0.0486	0.480679
40	-0.013586	-0.1061	0.457923
41	-0.090236	-0.7048	0.24182
42	-0.121664	-0.9502	0.172873
43	-0.050025	-0.3907	0.348686
44	-0.083343	-0.6509	0.258768
45	-0.082996	-0.6482	0.259637
46	-0.056959	-0.4449	0.328996
47	0.001206	0.0094	0.496258
48	0.19977	1.5603	0.061937
49	0.023879	0.1865	0.426336
50	0.016102	0.1258	0.450167
51	-0.003998	-0.0312	0.487594
52	0.010884	0.085	0.466267
53	-0.017711	-0.1383	0.44522
54	-0.042116	-0.3289	0.371666
55	-0.004971	-0.0388	0.484579
56	-0.008538	-0.0667	0.473525
57	-0.016441	-0.1284	0.449124
58	-0.04224	-0.3299	0.371302
59	-0.0244	-0.1906	0.424747
60	0.05445	0.4253	0.336069

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.294877 & 2.3031 & 0.01235 \tabularnewline
2 & 0.122123 & 0.9538 & 0.171971 \tabularnewline
3 & -0.087625 & -0.6844 & 0.248166 \tabularnewline
4 & -0.200877 & -1.5689 & 0.060922 \tabularnewline
5 & -0.251977 & -1.968 & 0.026809 \tabularnewline
6 & -0.46809 & -3.6559 & 0.000268 \tabularnewline
7 & -0.263644 & -2.0591 & 0.021879 \tabularnewline
8 & -0.198925 & -1.5537 & 0.06272 \tabularnewline
9 & -0.101874 & -0.7957 & 0.214658 \tabularnewline
10 & 0.018896 & 0.1476 & 0.44158 \tabularnewline
11 & 0.218417 & 1.7059 & 0.046558 \tabularnewline
12 & 0.745502 & 5.8226 & 0 \tabularnewline
13 & 0.264342 & 2.0646 & 0.021611 \tabularnewline
14 & 0.142762 & 1.115 & 0.134611 \tabularnewline
15 & -0.034967 & -0.2731 & 0.392848 \tabularnewline
16 & -0.124326 & -0.971 & 0.167687 \tabularnewline
17 & -0.169165 & -1.3212 & 0.095681 \tabularnewline
18 & -0.37137 & -2.9005 & 0.002587 \tabularnewline
19 & -0.178291 & -1.3925 & 0.084413 \tabularnewline
20 & -0.186164 & -1.454 & 0.075538 \tabularnewline
21 & -0.112339 & -0.8774 & 0.191858 \tabularnewline
22 & 0.002142 & 0.0167 & 0.493354 \tabularnewline
23 & 0.154075 & 1.2034 & 0.116743 \tabularnewline
24 & 0.547466 & 4.2758 & 3.4e-05 \tabularnewline
25 & 0.172519 & 1.3474 & 0.091415 \tabularnewline
26 & 0.088334 & 0.6899 & 0.246433 \tabularnewline
27 & -0.008427 & -0.0658 & 0.473869 \tabularnewline
28 & -0.05455 & -0.426 & 0.335787 \tabularnewline
29 & -0.113413 & -0.8858 & 0.189606 \tabularnewline
30 & -0.272561 & -2.1288 & 0.01866 \tabularnewline
31 & -0.117968 & -0.9214 & 0.180245 \tabularnewline
32 & -0.162055 & -1.2657 & 0.105218 \tabularnewline
33 & -0.104197 & -0.8138 & 0.209461 \tabularnewline
34 & 0.003465 & 0.0271 & 0.48925 \tabularnewline
35 & 0.096664 & 0.755 & 0.226586 \tabularnewline
36 & 0.396254 & 3.0948 & 0.001486 \tabularnewline
37 & 0.121609 & 0.9498 & 0.172982 \tabularnewline
38 & 0.05252 & 0.4102 & 0.341549 \tabularnewline
39 & -0.006229 & -0.0486 & 0.480679 \tabularnewline
40 & -0.013586 & -0.1061 & 0.457923 \tabularnewline
41 & -0.090236 & -0.7048 & 0.24182 \tabularnewline
42 & -0.121664 & -0.9502 & 0.172873 \tabularnewline
43 & -0.050025 & -0.3907 & 0.348686 \tabularnewline
44 & -0.083343 & -0.6509 & 0.258768 \tabularnewline
45 & -0.082996 & -0.6482 & 0.259637 \tabularnewline
46 & -0.056959 & -0.4449 & 0.328996 \tabularnewline
47 & 0.001206 & 0.0094 & 0.496258 \tabularnewline
48 & 0.19977 & 1.5603 & 0.061937 \tabularnewline
49 & 0.023879 & 0.1865 & 0.426336 \tabularnewline
50 & 0.016102 & 0.1258 & 0.450167 \tabularnewline
51 & -0.003998 & -0.0312 & 0.487594 \tabularnewline
52 & 0.010884 & 0.085 & 0.466267 \tabularnewline
53 & -0.017711 & -0.1383 & 0.44522 \tabularnewline
54 & -0.042116 & -0.3289 & 0.371666 \tabularnewline
55 & -0.004971 & -0.0388 & 0.484579 \tabularnewline
56 & -0.008538 & -0.0667 & 0.473525 \tabularnewline
57 & -0.016441 & -0.1284 & 0.449124 \tabularnewline
58 & -0.04224 & -0.3299 & 0.371302 \tabularnewline
59 & -0.0244 & -0.1906 & 0.424747 \tabularnewline
60 & 0.05445 & 0.4253 & 0.336069 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35590&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]0.294877[/C][C]2.3031[/C][C]0.01235[/C][/ROW]
[ROW][C]2[/C][C]0.122123[/C][C]0.9538[/C][C]0.171971[/C][/ROW]
[ROW][C]3[/C][C]-0.087625[/C][C]-0.6844[/C][C]0.248166[/C][/ROW]
[ROW][C]4[/C][C]-0.200877[/C][C]-1.5689[/C][C]0.060922[/C][/ROW]
[ROW][C]5[/C][C]-0.251977[/C][C]-1.968[/C][C]0.026809[/C][/ROW]
[ROW][C]6[/C][C]-0.46809[/C][C]-3.6559[/C][C]0.000268[/C][/ROW]
[ROW][C]7[/C][C]-0.263644[/C][C]-2.0591[/C][C]0.021879[/C][/ROW]
[ROW][C]8[/C][C]-0.198925[/C][C]-1.5537[/C][C]0.06272[/C][/ROW]
[ROW][C]9[/C][C]-0.101874[/C][C]-0.7957[/C][C]0.214658[/C][/ROW]
[ROW][C]10[/C][C]0.018896[/C][C]0.1476[/C][C]0.44158[/C][/ROW]
[ROW][C]11[/C][C]0.218417[/C][C]1.7059[/C][C]0.046558[/C][/ROW]
[ROW][C]12[/C][C]0.745502[/C][C]5.8226[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.264342[/C][C]2.0646[/C][C]0.021611[/C][/ROW]
[ROW][C]14[/C][C]0.142762[/C][C]1.115[/C][C]0.134611[/C][/ROW]
[ROW][C]15[/C][C]-0.034967[/C][C]-0.2731[/C][C]0.392848[/C][/ROW]
[ROW][C]16[/C][C]-0.124326[/C][C]-0.971[/C][C]0.167687[/C][/ROW]
[ROW][C]17[/C][C]-0.169165[/C][C]-1.3212[/C][C]0.095681[/C][/ROW]
[ROW][C]18[/C][C]-0.37137[/C][C]-2.9005[/C][C]0.002587[/C][/ROW]
[ROW][C]19[/C][C]-0.178291[/C][C]-1.3925[/C][C]0.084413[/C][/ROW]
[ROW][C]20[/C][C]-0.186164[/C][C]-1.454[/C][C]0.075538[/C][/ROW]
[ROW][C]21[/C][C]-0.112339[/C][C]-0.8774[/C][C]0.191858[/C][/ROW]
[ROW][C]22[/C][C]0.002142[/C][C]0.0167[/C][C]0.493354[/C][/ROW]
[ROW][C]23[/C][C]0.154075[/C][C]1.2034[/C][C]0.116743[/C][/ROW]
[ROW][C]24[/C][C]0.547466[/C][C]4.2758[/C][C]3.4e-05[/C][/ROW]
[ROW][C]25[/C][C]0.172519[/C][C]1.3474[/C][C]0.091415[/C][/ROW]
[ROW][C]26[/C][C]0.088334[/C][C]0.6899[/C][C]0.246433[/C][/ROW]
[ROW][C]27[/C][C]-0.008427[/C][C]-0.0658[/C][C]0.473869[/C][/ROW]
[ROW][C]28[/C][C]-0.05455[/C][C]-0.426[/C][C]0.335787[/C][/ROW]
[ROW][C]29[/C][C]-0.113413[/C][C]-0.8858[/C][C]0.189606[/C][/ROW]
[ROW][C]30[/C][C]-0.272561[/C][C]-2.1288[/C][C]0.01866[/C][/ROW]
[ROW][C]31[/C][C]-0.117968[/C][C]-0.9214[/C][C]0.180245[/C][/ROW]
[ROW][C]32[/C][C]-0.162055[/C][C]-1.2657[/C][C]0.105218[/C][/ROW]
[ROW][C]33[/C][C]-0.104197[/C][C]-0.8138[/C][C]0.209461[/C][/ROW]
[ROW][C]34[/C][C]0.003465[/C][C]0.0271[/C][C]0.48925[/C][/ROW]
[ROW][C]35[/C][C]0.096664[/C][C]0.755[/C][C]0.226586[/C][/ROW]
[ROW][C]36[/C][C]0.396254[/C][C]3.0948[/C][C]0.001486[/C][/ROW]
[ROW][C]37[/C][C]0.121609[/C][C]0.9498[/C][C]0.172982[/C][/ROW]
[ROW][C]38[/C][C]0.05252[/C][C]0.4102[/C][C]0.341549[/C][/ROW]
[ROW][C]39[/C][C]-0.006229[/C][C]-0.0486[/C][C]0.480679[/C][/ROW]
[ROW][C]40[/C][C]-0.013586[/C][C]-0.1061[/C][C]0.457923[/C][/ROW]
[ROW][C]41[/C][C]-0.090236[/C][C]-0.7048[/C][C]0.24182[/C][/ROW]
[ROW][C]42[/C][C]-0.121664[/C][C]-0.9502[/C][C]0.172873[/C][/ROW]
[ROW][C]43[/C][C]-0.050025[/C][C]-0.3907[/C][C]0.348686[/C][/ROW]
[ROW][C]44[/C][C]-0.083343[/C][C]-0.6509[/C][C]0.258768[/C][/ROW]
[ROW][C]45[/C][C]-0.082996[/C][C]-0.6482[/C][C]0.259637[/C][/ROW]
[ROW][C]46[/C][C]-0.056959[/C][C]-0.4449[/C][C]0.328996[/C][/ROW]
[ROW][C]47[/C][C]0.001206[/C][C]0.0094[/C][C]0.496258[/C][/ROW]
[ROW][C]48[/C][C]0.19977[/C][C]1.5603[/C][C]0.061937[/C][/ROW]
[ROW][C]49[/C][C]0.023879[/C][C]0.1865[/C][C]0.426336[/C][/ROW]
[ROW][C]50[/C][C]0.016102[/C][C]0.1258[/C][C]0.450167[/C][/ROW]
[ROW][C]51[/C][C]-0.003998[/C][C]-0.0312[/C][C]0.487594[/C][/ROW]
[ROW][C]52[/C][C]0.010884[/C][C]0.085[/C][C]0.466267[/C][/ROW]
[ROW][C]53[/C][C]-0.017711[/C][C]-0.1383[/C][C]0.44522[/C][/ROW]
[ROW][C]54[/C][C]-0.042116[/C][C]-0.3289[/C][C]0.371666[/C][/ROW]
[ROW][C]55[/C][C]-0.004971[/C][C]-0.0388[/C][C]0.484579[/C][/ROW]
[ROW][C]56[/C][C]-0.008538[/C][C]-0.0667[/C][C]0.473525[/C][/ROW]
[ROW][C]57[/C][C]-0.016441[/C][C]-0.1284[/C][C]0.449124[/C][/ROW]
[ROW][C]58[/C][C]-0.04224[/C][C]-0.3299[/C][C]0.371302[/C][/ROW]
[ROW][C]59[/C][C]-0.0244[/C][C]-0.1906[/C][C]0.424747[/C][/ROW]
[ROW][C]60[/C][C]0.05445[/C][C]0.4253[/C][C]0.336069[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35590&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35590&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	0.294877	2.3031	0.01235
2	0.122123	0.9538	0.171971
3	-0.087625	-0.6844	0.248166
4	-0.200877	-1.5689	0.060922
5	-0.251977	-1.968	0.026809
6	-0.46809	-3.6559	0.000268
7	-0.263644	-2.0591	0.021879
8	-0.198925	-1.5537	0.06272
9	-0.101874	-0.7957	0.214658
10	0.018896	0.1476	0.44158
11	0.218417	1.7059	0.046558
12	0.745502	5.8226	0
13	0.264342	2.0646	0.021611
14	0.142762	1.115	0.134611
15	-0.034967	-0.2731	0.392848
16	-0.124326	-0.971	0.167687
17	-0.169165	-1.3212	0.095681
18	-0.37137	-2.9005	0.002587
19	-0.178291	-1.3925	0.084413
20	-0.186164	-1.454	0.075538
21	-0.112339	-0.8774	0.191858
22	0.002142	0.0167	0.493354
23	0.154075	1.2034	0.116743
24	0.547466	4.2758	3.4e-05
25	0.172519	1.3474	0.091415
26	0.088334	0.6899	0.246433
27	-0.008427	-0.0658	0.473869
28	-0.05455	-0.426	0.335787
29	-0.113413	-0.8858	0.189606
30	-0.272561	-2.1288	0.01866
31	-0.117968	-0.9214	0.180245
32	-0.162055	-1.2657	0.105218
33	-0.104197	-0.8138	0.209461
34	0.003465	0.0271	0.48925
35	0.096664	0.755	0.226586
36	0.396254	3.0948	0.001486
37	0.121609	0.9498	0.172982
38	0.05252	0.4102	0.341549
39	-0.006229	-0.0486	0.480679
40	-0.013586	-0.1061	0.457923
41	-0.090236	-0.7048	0.24182
42	-0.121664	-0.9502	0.172873
43	-0.050025	-0.3907	0.348686
44	-0.083343	-0.6509	0.258768
45	-0.082996	-0.6482	0.259637
46	-0.056959	-0.4449	0.328996
47	0.001206	0.0094	0.496258
48	0.19977	1.5603	0.061937
49	0.023879	0.1865	0.426336
50	0.016102	0.1258	0.450167
51	-0.003998	-0.0312	0.487594
52	0.010884	0.085	0.466267
53	-0.017711	-0.1383	0.44522
54	-0.042116	-0.3289	0.371666
55	-0.004971	-0.0388	0.484579
56	-0.008538	-0.0667	0.473525
57	-0.016441	-0.1284	0.449124
58	-0.04224	-0.3299	0.371302
59	-0.0244	-0.1906	0.424747
60	0.05445	0.4253	0.336069

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.294877	2.3031	0.01235
2	0.03852	0.3009	0.382274
3	-0.146549	-1.1446	0.128426
4	-0.159289	-1.2441	0.109114
5	-0.1509	-1.1786	0.121574
6	-0.400261	-3.1261	0.001356
7	-0.110151	-0.8603	0.196495
8	-0.184936	-1.4444	0.076872
9	-0.249502	-1.9487	0.027969
10	-0.217495	-1.6987	0.047236
11	-0.04252	-0.3321	0.370478
12	0.60482	4.7238	7e-06
13	-0.196111	-1.5317	0.065386
14	-0.124496	-0.9723	0.16736
15	0.032192	0.2514	0.401163
16	0.025653	0.2004	0.420934
17	0.027639	0.2159	0.414905
18	0.059375	0.4637	0.322245
19	0.112406	0.8779	0.191717
20	-0.085102	-0.6647	0.254383
21	-0.023429	-0.183	0.427708
22	0.18554	1.4491	0.076214
23	0.00446	0.0348	0.486164
24	-0.039568	-0.309	0.379175
25	-0.070013	-0.5468	0.293248
26	-0.064628	-0.5048	0.307773
27	0.041502	0.3241	0.373469
28	0.082905	0.6475	0.259867
29	-0.028477	-0.2224	0.412368
30	-0.042153	-0.3292	0.371556
31	-0.052075	-0.4067	0.342819
32	-0.016754	-0.1309	0.448162
33	0.011814	0.0923	0.463393
34	0.065605	0.5124	0.305115
35	-0.094689	-0.7395	0.231206
36	-0.097631	-0.7625	0.224344
37	0.071858	0.5612	0.288349
38	0.016235	0.1268	0.44976
39	-0.06555	-0.512	0.305264
40	0.028582	0.2232	0.41205
41	-0.088753	-0.6932	0.245413
42	0.172658	1.3485	0.091241
43	0.053759	0.4199	0.338026
44	0.123233	0.9625	0.169804
45	-0.030185	-0.2358	0.407208
46	-0.203668	-1.5907	0.058424
47	-0.062652	-0.4893	0.313182
48	-0.025833	-0.2018	0.420387
49	-0.003733	-0.0292	0.488419
50	0.003315	0.0259	0.489715
51	-0.137571	-1.0745	0.143424
52	-0.099416	-0.7765	0.220237
53	0.047723	0.3727	0.355322
54	-0.071375	-0.5575	0.289627
55	-0.128207	-1.0013	0.160311
56	-0.091973	-0.7183	0.237647
57	0.019345	0.1511	0.440201
58	-0.02388	-0.1865	0.426332
59	0.032083	0.2506	0.401491
60	-0.018309	-0.143	0.443382

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.294877 & 2.3031 & 0.01235 \tabularnewline
2 & 0.03852 & 0.3009 & 0.382274 \tabularnewline
3 & -0.146549 & -1.1446 & 0.128426 \tabularnewline
4 & -0.159289 & -1.2441 & 0.109114 \tabularnewline
5 & -0.1509 & -1.1786 & 0.121574 \tabularnewline
6 & -0.400261 & -3.1261 & 0.001356 \tabularnewline
7 & -0.110151 & -0.8603 & 0.196495 \tabularnewline
8 & -0.184936 & -1.4444 & 0.076872 \tabularnewline
9 & -0.249502 & -1.9487 & 0.027969 \tabularnewline
10 & -0.217495 & -1.6987 & 0.047236 \tabularnewline
11 & -0.04252 & -0.3321 & 0.370478 \tabularnewline
12 & 0.60482 & 4.7238 & 7e-06 \tabularnewline
13 & -0.196111 & -1.5317 & 0.065386 \tabularnewline
14 & -0.124496 & -0.9723 & 0.16736 \tabularnewline
15 & 0.032192 & 0.2514 & 0.401163 \tabularnewline
16 & 0.025653 & 0.2004 & 0.420934 \tabularnewline
17 & 0.027639 & 0.2159 & 0.414905 \tabularnewline
18 & 0.059375 & 0.4637 & 0.322245 \tabularnewline
19 & 0.112406 & 0.8779 & 0.191717 \tabularnewline
20 & -0.085102 & -0.6647 & 0.254383 \tabularnewline
21 & -0.023429 & -0.183 & 0.427708 \tabularnewline
22 & 0.18554 & 1.4491 & 0.076214 \tabularnewline
23 & 0.00446 & 0.0348 & 0.486164 \tabularnewline
24 & -0.039568 & -0.309 & 0.379175 \tabularnewline
25 & -0.070013 & -0.5468 & 0.293248 \tabularnewline
26 & -0.064628 & -0.5048 & 0.307773 \tabularnewline
27 & 0.041502 & 0.3241 & 0.373469 \tabularnewline
28 & 0.082905 & 0.6475 & 0.259867 \tabularnewline
29 & -0.028477 & -0.2224 & 0.412368 \tabularnewline
30 & -0.042153 & -0.3292 & 0.371556 \tabularnewline
31 & -0.052075 & -0.4067 & 0.342819 \tabularnewline
32 & -0.016754 & -0.1309 & 0.448162 \tabularnewline
33 & 0.011814 & 0.0923 & 0.463393 \tabularnewline
34 & 0.065605 & 0.5124 & 0.305115 \tabularnewline
35 & -0.094689 & -0.7395 & 0.231206 \tabularnewline
36 & -0.097631 & -0.7625 & 0.224344 \tabularnewline
37 & 0.071858 & 0.5612 & 0.288349 \tabularnewline
38 & 0.016235 & 0.1268 & 0.44976 \tabularnewline
39 & -0.06555 & -0.512 & 0.305264 \tabularnewline
40 & 0.028582 & 0.2232 & 0.41205 \tabularnewline
41 & -0.088753 & -0.6932 & 0.245413 \tabularnewline
42 & 0.172658 & 1.3485 & 0.091241 \tabularnewline
43 & 0.053759 & 0.4199 & 0.338026 \tabularnewline
44 & 0.123233 & 0.9625 & 0.169804 \tabularnewline
45 & -0.030185 & -0.2358 & 0.407208 \tabularnewline
46 & -0.203668 & -1.5907 & 0.058424 \tabularnewline
47 & -0.062652 & -0.4893 & 0.313182 \tabularnewline
48 & -0.025833 & -0.2018 & 0.420387 \tabularnewline
49 & -0.003733 & -0.0292 & 0.488419 \tabularnewline
50 & 0.003315 & 0.0259 & 0.489715 \tabularnewline
51 & -0.137571 & -1.0745 & 0.143424 \tabularnewline
52 & -0.099416 & -0.7765 & 0.220237 \tabularnewline
53 & 0.047723 & 0.3727 & 0.355322 \tabularnewline
54 & -0.071375 & -0.5575 & 0.289627 \tabularnewline
55 & -0.128207 & -1.0013 & 0.160311 \tabularnewline
56 & -0.091973 & -0.7183 & 0.237647 \tabularnewline
57 & 0.019345 & 0.1511 & 0.440201 \tabularnewline
58 & -0.02388 & -0.1865 & 0.426332 \tabularnewline
59 & 0.032083 & 0.2506 & 0.401491 \tabularnewline
60 & -0.018309 & -0.143 & 0.443382 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35590&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]0.294877[/C][C]2.3031[/C][C]0.01235[/C][/ROW]
[ROW][C]2[/C][C]0.03852[/C][C]0.3009[/C][C]0.382274[/C][/ROW]
[ROW][C]3[/C][C]-0.146549[/C][C]-1.1446[/C][C]0.128426[/C][/ROW]
[ROW][C]4[/C][C]-0.159289[/C][C]-1.2441[/C][C]0.109114[/C][/ROW]
[ROW][C]5[/C][C]-0.1509[/C][C]-1.1786[/C][C]0.121574[/C][/ROW]
[ROW][C]6[/C][C]-0.400261[/C][C]-3.1261[/C][C]0.001356[/C][/ROW]
[ROW][C]7[/C][C]-0.110151[/C][C]-0.8603[/C][C]0.196495[/C][/ROW]
[ROW][C]8[/C][C]-0.184936[/C][C]-1.4444[/C][C]0.076872[/C][/ROW]
[ROW][C]9[/C][C]-0.249502[/C][C]-1.9487[/C][C]0.027969[/C][/ROW]
[ROW][C]10[/C][C]-0.217495[/C][C]-1.6987[/C][C]0.047236[/C][/ROW]
[ROW][C]11[/C][C]-0.04252[/C][C]-0.3321[/C][C]0.370478[/C][/ROW]
[ROW][C]12[/C][C]0.60482[/C][C]4.7238[/C][C]7e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.196111[/C][C]-1.5317[/C][C]0.065386[/C][/ROW]
[ROW][C]14[/C][C]-0.124496[/C][C]-0.9723[/C][C]0.16736[/C][/ROW]
[ROW][C]15[/C][C]0.032192[/C][C]0.2514[/C][C]0.401163[/C][/ROW]
[ROW][C]16[/C][C]0.025653[/C][C]0.2004[/C][C]0.420934[/C][/ROW]
[ROW][C]17[/C][C]0.027639[/C][C]0.2159[/C][C]0.414905[/C][/ROW]
[ROW][C]18[/C][C]0.059375[/C][C]0.4637[/C][C]0.322245[/C][/ROW]
[ROW][C]19[/C][C]0.112406[/C][C]0.8779[/C][C]0.191717[/C][/ROW]
[ROW][C]20[/C][C]-0.085102[/C][C]-0.6647[/C][C]0.254383[/C][/ROW]
[ROW][C]21[/C][C]-0.023429[/C][C]-0.183[/C][C]0.427708[/C][/ROW]
[ROW][C]22[/C][C]0.18554[/C][C]1.4491[/C][C]0.076214[/C][/ROW]
[ROW][C]23[/C][C]0.00446[/C][C]0.0348[/C][C]0.486164[/C][/ROW]
[ROW][C]24[/C][C]-0.039568[/C][C]-0.309[/C][C]0.379175[/C][/ROW]
[ROW][C]25[/C][C]-0.070013[/C][C]-0.5468[/C][C]0.293248[/C][/ROW]
[ROW][C]26[/C][C]-0.064628[/C][C]-0.5048[/C][C]0.307773[/C][/ROW]
[ROW][C]27[/C][C]0.041502[/C][C]0.3241[/C][C]0.373469[/C][/ROW]
[ROW][C]28[/C][C]0.082905[/C][C]0.6475[/C][C]0.259867[/C][/ROW]
[ROW][C]29[/C][C]-0.028477[/C][C]-0.2224[/C][C]0.412368[/C][/ROW]
[ROW][C]30[/C][C]-0.042153[/C][C]-0.3292[/C][C]0.371556[/C][/ROW]
[ROW][C]31[/C][C]-0.052075[/C][C]-0.4067[/C][C]0.342819[/C][/ROW]
[ROW][C]32[/C][C]-0.016754[/C][C]-0.1309[/C][C]0.448162[/C][/ROW]
[ROW][C]33[/C][C]0.011814[/C][C]0.0923[/C][C]0.463393[/C][/ROW]
[ROW][C]34[/C][C]0.065605[/C][C]0.5124[/C][C]0.305115[/C][/ROW]
[ROW][C]35[/C][C]-0.094689[/C][C]-0.7395[/C][C]0.231206[/C][/ROW]
[ROW][C]36[/C][C]-0.097631[/C][C]-0.7625[/C][C]0.224344[/C][/ROW]
[ROW][C]37[/C][C]0.071858[/C][C]0.5612[/C][C]0.288349[/C][/ROW]
[ROW][C]38[/C][C]0.016235[/C][C]0.1268[/C][C]0.44976[/C][/ROW]
[ROW][C]39[/C][C]-0.06555[/C][C]-0.512[/C][C]0.305264[/C][/ROW]
[ROW][C]40[/C][C]0.028582[/C][C]0.2232[/C][C]0.41205[/C][/ROW]
[ROW][C]41[/C][C]-0.088753[/C][C]-0.6932[/C][C]0.245413[/C][/ROW]
[ROW][C]42[/C][C]0.172658[/C][C]1.3485[/C][C]0.091241[/C][/ROW]
[ROW][C]43[/C][C]0.053759[/C][C]0.4199[/C][C]0.338026[/C][/ROW]
[ROW][C]44[/C][C]0.123233[/C][C]0.9625[/C][C]0.169804[/C][/ROW]
[ROW][C]45[/C][C]-0.030185[/C][C]-0.2358[/C][C]0.407208[/C][/ROW]
[ROW][C]46[/C][C]-0.203668[/C][C]-1.5907[/C][C]0.058424[/C][/ROW]
[ROW][C]47[/C][C]-0.062652[/C][C]-0.4893[/C][C]0.313182[/C][/ROW]
[ROW][C]48[/C][C]-0.025833[/C][C]-0.2018[/C][C]0.420387[/C][/ROW]
[ROW][C]49[/C][C]-0.003733[/C][C]-0.0292[/C][C]0.488419[/C][/ROW]
[ROW][C]50[/C][C]0.003315[/C][C]0.0259[/C][C]0.489715[/C][/ROW]
[ROW][C]51[/C][C]-0.137571[/C][C]-1.0745[/C][C]0.143424[/C][/ROW]
[ROW][C]52[/C][C]-0.099416[/C][C]-0.7765[/C][C]0.220237[/C][/ROW]
[ROW][C]53[/C][C]0.047723[/C][C]0.3727[/C][C]0.355322[/C][/ROW]
[ROW][C]54[/C][C]-0.071375[/C][C]-0.5575[/C][C]0.289627[/C][/ROW]
[ROW][C]55[/C][C]-0.128207[/C][C]-1.0013[/C][C]0.160311[/C][/ROW]
[ROW][C]56[/C][C]-0.091973[/C][C]-0.7183[/C][C]0.237647[/C][/ROW]
[ROW][C]57[/C][C]0.019345[/C][C]0.1511[/C][C]0.440201[/C][/ROW]
[ROW][C]58[/C][C]-0.02388[/C][C]-0.1865[/C][C]0.426332[/C][/ROW]
[ROW][C]59[/C][C]0.032083[/C][C]0.2506[/C][C]0.401491[/C][/ROW]
[ROW][C]60[/C][C]-0.018309[/C][C]-0.143[/C][C]0.443382[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35590&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35590&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	0.294877	2.3031	0.01235
2	0.03852	0.3009	0.382274
3	-0.146549	-1.1446	0.128426
4	-0.159289	-1.2441	0.109114
5	-0.1509	-1.1786	0.121574
6	-0.400261	-3.1261	0.001356
7	-0.110151	-0.8603	0.196495
8	-0.184936	-1.4444	0.076872
9	-0.249502	-1.9487	0.027969
10	-0.217495	-1.6987	0.047236
11	-0.04252	-0.3321	0.370478
12	0.60482	4.7238	7e-06
13	-0.196111	-1.5317	0.065386
14	-0.124496	-0.9723	0.16736
15	0.032192	0.2514	0.401163
16	0.025653	0.2004	0.420934
17	0.027639	0.2159	0.414905
18	0.059375	0.4637	0.322245
19	0.112406	0.8779	0.191717
20	-0.085102	-0.6647	0.254383
21	-0.023429	-0.183	0.427708
22	0.18554	1.4491	0.076214
23	0.00446	0.0348	0.486164
24	-0.039568	-0.309	0.379175
25	-0.070013	-0.5468	0.293248
26	-0.064628	-0.5048	0.307773
27	0.041502	0.3241	0.373469
28	0.082905	0.6475	0.259867
29	-0.028477	-0.2224	0.412368
30	-0.042153	-0.3292	0.371556
31	-0.052075	-0.4067	0.342819
32	-0.016754	-0.1309	0.448162
33	0.011814	0.0923	0.463393
34	0.065605	0.5124	0.305115
35	-0.094689	-0.7395	0.231206
36	-0.097631	-0.7625	0.224344
37	0.071858	0.5612	0.288349
38	0.016235	0.1268	0.44976
39	-0.06555	-0.512	0.305264
40	0.028582	0.2232	0.41205
41	-0.088753	-0.6932	0.245413
42	0.172658	1.3485	0.091241
43	0.053759	0.4199	0.338026
44	0.123233	0.9625	0.169804
45	-0.030185	-0.2358	0.407208
46	-0.203668	-1.5907	0.058424
47	-0.062652	-0.4893	0.313182
48	-0.025833	-0.2018	0.420387
49	-0.003733	-0.0292	0.488419
50	0.003315	0.0259	0.489715
51	-0.137571	-1.0745	0.143424
52	-0.099416	-0.7765	0.220237
53	0.047723	0.3727	0.355322
54	-0.071375	-0.5575	0.289627
55	-0.128207	-1.0013	0.160311
56	-0.091973	-0.7183	0.237647
57	0.019345	0.1511	0.440201
58	-0.02388	-0.1865	0.426332
59	0.032083	0.2506	0.401491
60	-0.018309	-0.143	0.443382

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; 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