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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 22 Dec 2008 09:30:14 -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/22/t12299634477r9syqd0izj1lxe.htm/, Retrieved Fri, 26 Apr 2024 19:00:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36125, Retrieved Fri, 26 Apr 2024 19:00:37 +0000

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User-defined keywords

Estimated Impact

227

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]
-   P     [Univariate Data Series] [Identification an...] [2008-12-08 18:55:50] [79c17183721a40a589db5f9f561947d8]
- RMPD        [(Partial) Autocorrelation Function] [ACF Handelsbalans] [2008-12-22 16:30:14] [ba85d9d0a82357dd3edf208eef933423] [Current]

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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	4 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 & 4 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36125&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]4 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=36125&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36125&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	4 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.480156	4.6553	5e-06
2	0.39668	3.846	0.000109
3	0.291	2.8213	0.002917
4	0.356319	3.4546	0.000414
5	0.159682	1.5482	0.06247
6	0.104984	1.0179	0.155678
7	0.012086	0.1172	0.453485
8	0.124661	1.2086	0.114917
9	0.003358	0.0326	0.487047
10	0.020656	0.2003	0.420851
11	-0.007299	-0.0708	0.471866
12	0.369471	3.5822	0.000271
13	0.018828	0.1825	0.427775
14	0.003857	0.0374	0.485124
15	-0.036616	-0.355	0.361691
16	0.104328	1.0115	0.157187
17	-0.019795	-0.1919	0.42411
18	-0.001821	-0.0177	0.492975
19	-0.014211	-0.1378	0.445356
20	0.106868	1.0361	0.151402
21	0.038104	0.3694	0.35632
22	0.06138	0.5951	0.276603
23	0.062435	0.6053	0.273209
24	0.399027	3.8687	0.000101
25	0.124122	1.2034	0.115919
26	0.107351	1.0408	0.150316
27	0.026592	0.2578	0.398555
28	0.099859	0.9682	0.167723
29	-0.008101	-0.0785	0.468783
30	-0.030131	-0.2921	0.385414
31	-0.073491	-0.7125	0.238952
32	0.003498	0.0339	0.486509
33	-0.047835	-0.4638	0.321939
34	-0.049834	-0.4832	0.315055
35	-0.045006	-0.4364	0.331792
36	0.197844	1.9182	0.029062
37	-0.01825	-0.1769	0.429967
38	-0.050056	-0.4853	0.314293
39	-0.072294	-0.7009	0.242542
40	-0.003226	-0.0313	0.487557
41	-0.104399	-1.0122	0.157023
42	-0.117007	-1.1344	0.129751
43	-0.114036	-1.1056	0.135857
44	-0.065605	-0.6361	0.26314
45	-0.083432	-0.8089	0.210307
46	-0.120707	-1.1703	0.12242
47	-0.119335	-1.157	0.125104
48	0.075021	0.7274	0.234408
49	-0.075788	-0.7348	0.232147
50	-0.109248	-1.0592	0.146111
51	-0.124787	-1.2099	0.114684
52	-0.073202	-0.7097	0.239817
53	-0.142719	-1.3837	0.084862
54	-0.175485	-1.7014	0.046087
55	-0.147273	-1.4279	0.078323
56	-0.105106	-1.019	0.155399
57	-0.108637	-1.0533	0.147458
58	-0.122012	-1.183	0.119906
59	-0.067716	-0.6565	0.256542
60	0.065897	0.6389	0.262223

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.480156 & 4.6553 & 5e-06 \tabularnewline
2 & 0.39668 & 3.846 & 0.000109 \tabularnewline
3 & 0.291 & 2.8213 & 0.002917 \tabularnewline
4 & 0.356319 & 3.4546 & 0.000414 \tabularnewline
5 & 0.159682 & 1.5482 & 0.06247 \tabularnewline
6 & 0.104984 & 1.0179 & 0.155678 \tabularnewline
7 & 0.012086 & 0.1172 & 0.453485 \tabularnewline
8 & 0.124661 & 1.2086 & 0.114917 \tabularnewline
9 & 0.003358 & 0.0326 & 0.487047 \tabularnewline
10 & 0.020656 & 0.2003 & 0.420851 \tabularnewline
11 & -0.007299 & -0.0708 & 0.471866 \tabularnewline
12 & 0.369471 & 3.5822 & 0.000271 \tabularnewline
13 & 0.018828 & 0.1825 & 0.427775 \tabularnewline
14 & 0.003857 & 0.0374 & 0.485124 \tabularnewline
15 & -0.036616 & -0.355 & 0.361691 \tabularnewline
16 & 0.104328 & 1.0115 & 0.157187 \tabularnewline
17 & -0.019795 & -0.1919 & 0.42411 \tabularnewline
18 & -0.001821 & -0.0177 & 0.492975 \tabularnewline
19 & -0.014211 & -0.1378 & 0.445356 \tabularnewline
20 & 0.106868 & 1.0361 & 0.151402 \tabularnewline
21 & 0.038104 & 0.3694 & 0.35632 \tabularnewline
22 & 0.06138 & 0.5951 & 0.276603 \tabularnewline
23 & 0.062435 & 0.6053 & 0.273209 \tabularnewline
24 & 0.399027 & 3.8687 & 0.000101 \tabularnewline
25 & 0.124122 & 1.2034 & 0.115919 \tabularnewline
26 & 0.107351 & 1.0408 & 0.150316 \tabularnewline
27 & 0.026592 & 0.2578 & 0.398555 \tabularnewline
28 & 0.099859 & 0.9682 & 0.167723 \tabularnewline
29 & -0.008101 & -0.0785 & 0.468783 \tabularnewline
30 & -0.030131 & -0.2921 & 0.385414 \tabularnewline
31 & -0.073491 & -0.7125 & 0.238952 \tabularnewline
32 & 0.003498 & 0.0339 & 0.486509 \tabularnewline
33 & -0.047835 & -0.4638 & 0.321939 \tabularnewline
34 & -0.049834 & -0.4832 & 0.315055 \tabularnewline
35 & -0.045006 & -0.4364 & 0.331792 \tabularnewline
36 & 0.197844 & 1.9182 & 0.029062 \tabularnewline
37 & -0.01825 & -0.1769 & 0.429967 \tabularnewline
38 & -0.050056 & -0.4853 & 0.314293 \tabularnewline
39 & -0.072294 & -0.7009 & 0.242542 \tabularnewline
40 & -0.003226 & -0.0313 & 0.487557 \tabularnewline
41 & -0.104399 & -1.0122 & 0.157023 \tabularnewline
42 & -0.117007 & -1.1344 & 0.129751 \tabularnewline
43 & -0.114036 & -1.1056 & 0.135857 \tabularnewline
44 & -0.065605 & -0.6361 & 0.26314 \tabularnewline
45 & -0.083432 & -0.8089 & 0.210307 \tabularnewline
46 & -0.120707 & -1.1703 & 0.12242 \tabularnewline
47 & -0.119335 & -1.157 & 0.125104 \tabularnewline
48 & 0.075021 & 0.7274 & 0.234408 \tabularnewline
49 & -0.075788 & -0.7348 & 0.232147 \tabularnewline
50 & -0.109248 & -1.0592 & 0.146111 \tabularnewline
51 & -0.124787 & -1.2099 & 0.114684 \tabularnewline
52 & -0.073202 & -0.7097 & 0.239817 \tabularnewline
53 & -0.142719 & -1.3837 & 0.084862 \tabularnewline
54 & -0.175485 & -1.7014 & 0.046087 \tabularnewline
55 & -0.147273 & -1.4279 & 0.078323 \tabularnewline
56 & -0.105106 & -1.019 & 0.155399 \tabularnewline
57 & -0.108637 & -1.0533 & 0.147458 \tabularnewline
58 & -0.122012 & -1.183 & 0.119906 \tabularnewline
59 & -0.067716 & -0.6565 & 0.256542 \tabularnewline
60 & 0.065897 & 0.6389 & 0.262223 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36125&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]0.480156[/C][C]4.6553[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]0.39668[/C][C]3.846[/C][C]0.000109[/C][/ROW]
[ROW][C]3[/C][C]0.291[/C][C]2.8213[/C][C]0.002917[/C][/ROW]
[ROW][C]4[/C][C]0.356319[/C][C]3.4546[/C][C]0.000414[/C][/ROW]
[ROW][C]5[/C][C]0.159682[/C][C]1.5482[/C][C]0.06247[/C][/ROW]
[ROW][C]6[/C][C]0.104984[/C][C]1.0179[/C][C]0.155678[/C][/ROW]
[ROW][C]7[/C][C]0.012086[/C][C]0.1172[/C][C]0.453485[/C][/ROW]
[ROW][C]8[/C][C]0.124661[/C][C]1.2086[/C][C]0.114917[/C][/ROW]
[ROW][C]9[/C][C]0.003358[/C][C]0.0326[/C][C]0.487047[/C][/ROW]
[ROW][C]10[/C][C]0.020656[/C][C]0.2003[/C][C]0.420851[/C][/ROW]
[ROW][C]11[/C][C]-0.007299[/C][C]-0.0708[/C][C]0.471866[/C][/ROW]
[ROW][C]12[/C][C]0.369471[/C][C]3.5822[/C][C]0.000271[/C][/ROW]
[ROW][C]13[/C][C]0.018828[/C][C]0.1825[/C][C]0.427775[/C][/ROW]
[ROW][C]14[/C][C]0.003857[/C][C]0.0374[/C][C]0.485124[/C][/ROW]
[ROW][C]15[/C][C]-0.036616[/C][C]-0.355[/C][C]0.361691[/C][/ROW]
[ROW][C]16[/C][C]0.104328[/C][C]1.0115[/C][C]0.157187[/C][/ROW]
[ROW][C]17[/C][C]-0.019795[/C][C]-0.1919[/C][C]0.42411[/C][/ROW]
[ROW][C]18[/C][C]-0.001821[/C][C]-0.0177[/C][C]0.492975[/C][/ROW]
[ROW][C]19[/C][C]-0.014211[/C][C]-0.1378[/C][C]0.445356[/C][/ROW]
[ROW][C]20[/C][C]0.106868[/C][C]1.0361[/C][C]0.151402[/C][/ROW]
[ROW][C]21[/C][C]0.038104[/C][C]0.3694[/C][C]0.35632[/C][/ROW]
[ROW][C]22[/C][C]0.06138[/C][C]0.5951[/C][C]0.276603[/C][/ROW]
[ROW][C]23[/C][C]0.062435[/C][C]0.6053[/C][C]0.273209[/C][/ROW]
[ROW][C]24[/C][C]0.399027[/C][C]3.8687[/C][C]0.000101[/C][/ROW]
[ROW][C]25[/C][C]0.124122[/C][C]1.2034[/C][C]0.115919[/C][/ROW]
[ROW][C]26[/C][C]0.107351[/C][C]1.0408[/C][C]0.150316[/C][/ROW]
[ROW][C]27[/C][C]0.026592[/C][C]0.2578[/C][C]0.398555[/C][/ROW]
[ROW][C]28[/C][C]0.099859[/C][C]0.9682[/C][C]0.167723[/C][/ROW]
[ROW][C]29[/C][C]-0.008101[/C][C]-0.0785[/C][C]0.468783[/C][/ROW]
[ROW][C]30[/C][C]-0.030131[/C][C]-0.2921[/C][C]0.385414[/C][/ROW]
[ROW][C]31[/C][C]-0.073491[/C][C]-0.7125[/C][C]0.238952[/C][/ROW]
[ROW][C]32[/C][C]0.003498[/C][C]0.0339[/C][C]0.486509[/C][/ROW]
[ROW][C]33[/C][C]-0.047835[/C][C]-0.4638[/C][C]0.321939[/C][/ROW]
[ROW][C]34[/C][C]-0.049834[/C][C]-0.4832[/C][C]0.315055[/C][/ROW]
[ROW][C]35[/C][C]-0.045006[/C][C]-0.4364[/C][C]0.331792[/C][/ROW]
[ROW][C]36[/C][C]0.197844[/C][C]1.9182[/C][C]0.029062[/C][/ROW]
[ROW][C]37[/C][C]-0.01825[/C][C]-0.1769[/C][C]0.429967[/C][/ROW]
[ROW][C]38[/C][C]-0.050056[/C][C]-0.4853[/C][C]0.314293[/C][/ROW]
[ROW][C]39[/C][C]-0.072294[/C][C]-0.7009[/C][C]0.242542[/C][/ROW]
[ROW][C]40[/C][C]-0.003226[/C][C]-0.0313[/C][C]0.487557[/C][/ROW]
[ROW][C]41[/C][C]-0.104399[/C][C]-1.0122[/C][C]0.157023[/C][/ROW]
[ROW][C]42[/C][C]-0.117007[/C][C]-1.1344[/C][C]0.129751[/C][/ROW]
[ROW][C]43[/C][C]-0.114036[/C][C]-1.1056[/C][C]0.135857[/C][/ROW]
[ROW][C]44[/C][C]-0.065605[/C][C]-0.6361[/C][C]0.26314[/C][/ROW]
[ROW][C]45[/C][C]-0.083432[/C][C]-0.8089[/C][C]0.210307[/C][/ROW]
[ROW][C]46[/C][C]-0.120707[/C][C]-1.1703[/C][C]0.12242[/C][/ROW]
[ROW][C]47[/C][C]-0.119335[/C][C]-1.157[/C][C]0.125104[/C][/ROW]
[ROW][C]48[/C][C]0.075021[/C][C]0.7274[/C][C]0.234408[/C][/ROW]
[ROW][C]49[/C][C]-0.075788[/C][C]-0.7348[/C][C]0.232147[/C][/ROW]
[ROW][C]50[/C][C]-0.109248[/C][C]-1.0592[/C][C]0.146111[/C][/ROW]
[ROW][C]51[/C][C]-0.124787[/C][C]-1.2099[/C][C]0.114684[/C][/ROW]
[ROW][C]52[/C][C]-0.073202[/C][C]-0.7097[/C][C]0.239817[/C][/ROW]
[ROW][C]53[/C][C]-0.142719[/C][C]-1.3837[/C][C]0.084862[/C][/ROW]
[ROW][C]54[/C][C]-0.175485[/C][C]-1.7014[/C][C]0.046087[/C][/ROW]
[ROW][C]55[/C][C]-0.147273[/C][C]-1.4279[/C][C]0.078323[/C][/ROW]
[ROW][C]56[/C][C]-0.105106[/C][C]-1.019[/C][C]0.155399[/C][/ROW]
[ROW][C]57[/C][C]-0.108637[/C][C]-1.0533[/C][C]0.147458[/C][/ROW]
[ROW][C]58[/C][C]-0.122012[/C][C]-1.183[/C][C]0.119906[/C][/ROW]
[ROW][C]59[/C][C]-0.067716[/C][C]-0.6565[/C][C]0.256542[/C][/ROW]
[ROW][C]60[/C][C]0.065897[/C][C]0.6389[/C][C]0.262223[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36125&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36125&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	0.480156	4.6553	5e-06
2	0.39668	3.846	0.000109
3	0.291	2.8213	0.002917
4	0.356319	3.4546	0.000414
5	0.159682	1.5482	0.06247
6	0.104984	1.0179	0.155678
7	0.012086	0.1172	0.453485
8	0.124661	1.2086	0.114917
9	0.003358	0.0326	0.487047
10	0.020656	0.2003	0.420851
11	-0.007299	-0.0708	0.471866
12	0.369471	3.5822	0.000271
13	0.018828	0.1825	0.427775
14	0.003857	0.0374	0.485124
15	-0.036616	-0.355	0.361691
16	0.104328	1.0115	0.157187
17	-0.019795	-0.1919	0.42411
18	-0.001821	-0.0177	0.492975
19	-0.014211	-0.1378	0.445356
20	0.106868	1.0361	0.151402
21	0.038104	0.3694	0.35632
22	0.06138	0.5951	0.276603
23	0.062435	0.6053	0.273209
24	0.399027	3.8687	0.000101
25	0.124122	1.2034	0.115919
26	0.107351	1.0408	0.150316
27	0.026592	0.2578	0.398555
28	0.099859	0.9682	0.167723
29	-0.008101	-0.0785	0.468783
30	-0.030131	-0.2921	0.385414
31	-0.073491	-0.7125	0.238952
32	0.003498	0.0339	0.486509
33	-0.047835	-0.4638	0.321939
34	-0.049834	-0.4832	0.315055
35	-0.045006	-0.4364	0.331792
36	0.197844	1.9182	0.029062
37	-0.01825	-0.1769	0.429967
38	-0.050056	-0.4853	0.314293
39	-0.072294	-0.7009	0.242542
40	-0.003226	-0.0313	0.487557
41	-0.104399	-1.0122	0.157023
42	-0.117007	-1.1344	0.129751
43	-0.114036	-1.1056	0.135857
44	-0.065605	-0.6361	0.26314
45	-0.083432	-0.8089	0.210307
46	-0.120707	-1.1703	0.12242
47	-0.119335	-1.157	0.125104
48	0.075021	0.7274	0.234408
49	-0.075788	-0.7348	0.232147
50	-0.109248	-1.0592	0.146111
51	-0.124787	-1.2099	0.114684
52	-0.073202	-0.7097	0.239817
53	-0.142719	-1.3837	0.084862
54	-0.175485	-1.7014	0.046087
55	-0.147273	-1.4279	0.078323
56	-0.105106	-1.019	0.155399
57	-0.108637	-1.0533	0.147458
58	-0.122012	-1.183	0.119906
59	-0.067716	-0.6565	0.256542
60	0.065897	0.6389	0.262223

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.480156	4.6553	5e-06
2	0.215908	2.0933	0.019508
3	0.051781	0.502	0.308407
4	0.201252	1.9512	0.027005
5	-0.143071	-1.3871	0.084342
6	-0.061892	-0.6001	0.274952
7	-0.078303	-0.7592	0.224823
8	0.129493	1.2555	0.106209
9	-0.065564	-0.6357	0.263269
10	0.020022	0.1941	0.42325
11	0.018854	0.1828	0.427678
12	0.482717	4.6801	5e-06
13	-0.45246	-4.3868	1.5e-05
14	-0.068732	-0.6664	0.253399
15	0.013882	0.1346	0.446612
16	0.025001	0.2424	0.4045
17	-0.007991	-0.0775	0.469206
18	0.098738	0.9573	0.170436
19	0.145735	1.413	0.080487
20	-0.068737	-0.6664	0.253384
21	0.031506	0.3055	0.380345
22	0.009259	0.0898	0.464331
23	0.122518	1.1879	0.118942
24	0.103432	1.0028	0.159264
25	-0.074435	-0.7217	0.236143
26	-0.006475	-0.0628	0.475037
27	-0.111158	-1.0777	0.141959
28	-0.148413	-1.4389	0.076748
29	0.073937	0.7169	0.237622
30	0.014689	0.1424	0.443527
31	0.001909	0.0185	0.492637
32	0.017908	0.1736	0.431268
33	0.060932	0.5908	0.27805
34	-0.044045	-0.427	0.335168
35	0.016821	0.1631	0.435402
36	-0.060656	-0.5881	0.278943
37	-0.036485	-0.3537	0.362166
38	-0.096287	-0.9335	0.176467
39	0.085638	0.8303	0.204238
40	-0.00722	-0.07	0.472171
41	-0.106004	-1.0277	0.153353
42	-0.006107	-0.0592	0.476456
43	0.04928	0.4778	0.316956
44	-0.071337	-0.6916	0.245434
45	-0.020754	-0.2012	0.42048
46	-0.01341	-0.13	0.448418
47	-0.055095	-0.5342	0.297245
48	-0.053481	-0.5185	0.302659
49	-0.012668	-0.1228	0.451257
50	0.016264	0.1577	0.437521
51	-0.067658	-0.656	0.256724
52	-0.0222	-0.2152	0.415023
53	0.025845	0.2506	0.401344
54	-0.048307	-0.4684	0.320307
55	-0.032887	-0.3189	0.375274
56	0.043311	0.4199	0.337751
57	-0.015367	-0.149	0.44094
58	0.016173	0.1568	0.43787
59	0.061756	0.5987	0.275391
60	-0.056972	-0.5524	0.291004

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.480156 & 4.6553 & 5e-06 \tabularnewline
2 & 0.215908 & 2.0933 & 0.019508 \tabularnewline
3 & 0.051781 & 0.502 & 0.308407 \tabularnewline
4 & 0.201252 & 1.9512 & 0.027005 \tabularnewline
5 & -0.143071 & -1.3871 & 0.084342 \tabularnewline
6 & -0.061892 & -0.6001 & 0.274952 \tabularnewline
7 & -0.078303 & -0.7592 & 0.224823 \tabularnewline
8 & 0.129493 & 1.2555 & 0.106209 \tabularnewline
9 & -0.065564 & -0.6357 & 0.263269 \tabularnewline
10 & 0.020022 & 0.1941 & 0.42325 \tabularnewline
11 & 0.018854 & 0.1828 & 0.427678 \tabularnewline
12 & 0.482717 & 4.6801 & 5e-06 \tabularnewline
13 & -0.45246 & -4.3868 & 1.5e-05 \tabularnewline
14 & -0.068732 & -0.6664 & 0.253399 \tabularnewline
15 & 0.013882 & 0.1346 & 0.446612 \tabularnewline
16 & 0.025001 & 0.2424 & 0.4045 \tabularnewline
17 & -0.007991 & -0.0775 & 0.469206 \tabularnewline
18 & 0.098738 & 0.9573 & 0.170436 \tabularnewline
19 & 0.145735 & 1.413 & 0.080487 \tabularnewline
20 & -0.068737 & -0.6664 & 0.253384 \tabularnewline
21 & 0.031506 & 0.3055 & 0.380345 \tabularnewline
22 & 0.009259 & 0.0898 & 0.464331 \tabularnewline
23 & 0.122518 & 1.1879 & 0.118942 \tabularnewline
24 & 0.103432 & 1.0028 & 0.159264 \tabularnewline
25 & -0.074435 & -0.7217 & 0.236143 \tabularnewline
26 & -0.006475 & -0.0628 & 0.475037 \tabularnewline
27 & -0.111158 & -1.0777 & 0.141959 \tabularnewline
28 & -0.148413 & -1.4389 & 0.076748 \tabularnewline
29 & 0.073937 & 0.7169 & 0.237622 \tabularnewline
30 & 0.014689 & 0.1424 & 0.443527 \tabularnewline
31 & 0.001909 & 0.0185 & 0.492637 \tabularnewline
32 & 0.017908 & 0.1736 & 0.431268 \tabularnewline
33 & 0.060932 & 0.5908 & 0.27805 \tabularnewline
34 & -0.044045 & -0.427 & 0.335168 \tabularnewline
35 & 0.016821 & 0.1631 & 0.435402 \tabularnewline
36 & -0.060656 & -0.5881 & 0.278943 \tabularnewline
37 & -0.036485 & -0.3537 & 0.362166 \tabularnewline
38 & -0.096287 & -0.9335 & 0.176467 \tabularnewline
39 & 0.085638 & 0.8303 & 0.204238 \tabularnewline
40 & -0.00722 & -0.07 & 0.472171 \tabularnewline
41 & -0.106004 & -1.0277 & 0.153353 \tabularnewline
42 & -0.006107 & -0.0592 & 0.476456 \tabularnewline
43 & 0.04928 & 0.4778 & 0.316956 \tabularnewline
44 & -0.071337 & -0.6916 & 0.245434 \tabularnewline
45 & -0.020754 & -0.2012 & 0.42048 \tabularnewline
46 & -0.01341 & -0.13 & 0.448418 \tabularnewline
47 & -0.055095 & -0.5342 & 0.297245 \tabularnewline
48 & -0.053481 & -0.5185 & 0.302659 \tabularnewline
49 & -0.012668 & -0.1228 & 0.451257 \tabularnewline
50 & 0.016264 & 0.1577 & 0.437521 \tabularnewline
51 & -0.067658 & -0.656 & 0.256724 \tabularnewline
52 & -0.0222 & -0.2152 & 0.415023 \tabularnewline
53 & 0.025845 & 0.2506 & 0.401344 \tabularnewline
54 & -0.048307 & -0.4684 & 0.320307 \tabularnewline
55 & -0.032887 & -0.3189 & 0.375274 \tabularnewline
56 & 0.043311 & 0.4199 & 0.337751 \tabularnewline
57 & -0.015367 & -0.149 & 0.44094 \tabularnewline
58 & 0.016173 & 0.1568 & 0.43787 \tabularnewline
59 & 0.061756 & 0.5987 & 0.275391 \tabularnewline
60 & -0.056972 & -0.5524 & 0.291004 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36125&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]0.480156[/C][C]4.6553[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]0.215908[/C][C]2.0933[/C][C]0.019508[/C][/ROW]
[ROW][C]3[/C][C]0.051781[/C][C]0.502[/C][C]0.308407[/C][/ROW]
[ROW][C]4[/C][C]0.201252[/C][C]1.9512[/C][C]0.027005[/C][/ROW]
[ROW][C]5[/C][C]-0.143071[/C][C]-1.3871[/C][C]0.084342[/C][/ROW]
[ROW][C]6[/C][C]-0.061892[/C][C]-0.6001[/C][C]0.274952[/C][/ROW]
[ROW][C]7[/C][C]-0.078303[/C][C]-0.7592[/C][C]0.224823[/C][/ROW]
[ROW][C]8[/C][C]0.129493[/C][C]1.2555[/C][C]0.106209[/C][/ROW]
[ROW][C]9[/C][C]-0.065564[/C][C]-0.6357[/C][C]0.263269[/C][/ROW]
[ROW][C]10[/C][C]0.020022[/C][C]0.1941[/C][C]0.42325[/C][/ROW]
[ROW][C]11[/C][C]0.018854[/C][C]0.1828[/C][C]0.427678[/C][/ROW]
[ROW][C]12[/C][C]0.482717[/C][C]4.6801[/C][C]5e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.45246[/C][C]-4.3868[/C][C]1.5e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.068732[/C][C]-0.6664[/C][C]0.253399[/C][/ROW]
[ROW][C]15[/C][C]0.013882[/C][C]0.1346[/C][C]0.446612[/C][/ROW]
[ROW][C]16[/C][C]0.025001[/C][C]0.2424[/C][C]0.4045[/C][/ROW]
[ROW][C]17[/C][C]-0.007991[/C][C]-0.0775[/C][C]0.469206[/C][/ROW]
[ROW][C]18[/C][C]0.098738[/C][C]0.9573[/C][C]0.170436[/C][/ROW]
[ROW][C]19[/C][C]0.145735[/C][C]1.413[/C][C]0.080487[/C][/ROW]
[ROW][C]20[/C][C]-0.068737[/C][C]-0.6664[/C][C]0.253384[/C][/ROW]
[ROW][C]21[/C][C]0.031506[/C][C]0.3055[/C][C]0.380345[/C][/ROW]
[ROW][C]22[/C][C]0.009259[/C][C]0.0898[/C][C]0.464331[/C][/ROW]
[ROW][C]23[/C][C]0.122518[/C][C]1.1879[/C][C]0.118942[/C][/ROW]
[ROW][C]24[/C][C]0.103432[/C][C]1.0028[/C][C]0.159264[/C][/ROW]
[ROW][C]25[/C][C]-0.074435[/C][C]-0.7217[/C][C]0.236143[/C][/ROW]
[ROW][C]26[/C][C]-0.006475[/C][C]-0.0628[/C][C]0.475037[/C][/ROW]
[ROW][C]27[/C][C]-0.111158[/C][C]-1.0777[/C][C]0.141959[/C][/ROW]
[ROW][C]28[/C][C]-0.148413[/C][C]-1.4389[/C][C]0.076748[/C][/ROW]
[ROW][C]29[/C][C]0.073937[/C][C]0.7169[/C][C]0.237622[/C][/ROW]
[ROW][C]30[/C][C]0.014689[/C][C]0.1424[/C][C]0.443527[/C][/ROW]
[ROW][C]31[/C][C]0.001909[/C][C]0.0185[/C][C]0.492637[/C][/ROW]
[ROW][C]32[/C][C]0.017908[/C][C]0.1736[/C][C]0.431268[/C][/ROW]
[ROW][C]33[/C][C]0.060932[/C][C]0.5908[/C][C]0.27805[/C][/ROW]
[ROW][C]34[/C][C]-0.044045[/C][C]-0.427[/C][C]0.335168[/C][/ROW]
[ROW][C]35[/C][C]0.016821[/C][C]0.1631[/C][C]0.435402[/C][/ROW]
[ROW][C]36[/C][C]-0.060656[/C][C]-0.5881[/C][C]0.278943[/C][/ROW]
[ROW][C]37[/C][C]-0.036485[/C][C]-0.3537[/C][C]0.362166[/C][/ROW]
[ROW][C]38[/C][C]-0.096287[/C][C]-0.9335[/C][C]0.176467[/C][/ROW]
[ROW][C]39[/C][C]0.085638[/C][C]0.8303[/C][C]0.204238[/C][/ROW]
[ROW][C]40[/C][C]-0.00722[/C][C]-0.07[/C][C]0.472171[/C][/ROW]
[ROW][C]41[/C][C]-0.106004[/C][C]-1.0277[/C][C]0.153353[/C][/ROW]
[ROW][C]42[/C][C]-0.006107[/C][C]-0.0592[/C][C]0.476456[/C][/ROW]
[ROW][C]43[/C][C]0.04928[/C][C]0.4778[/C][C]0.316956[/C][/ROW]
[ROW][C]44[/C][C]-0.071337[/C][C]-0.6916[/C][C]0.245434[/C][/ROW]
[ROW][C]45[/C][C]-0.020754[/C][C]-0.2012[/C][C]0.42048[/C][/ROW]
[ROW][C]46[/C][C]-0.01341[/C][C]-0.13[/C][C]0.448418[/C][/ROW]
[ROW][C]47[/C][C]-0.055095[/C][C]-0.5342[/C][C]0.297245[/C][/ROW]
[ROW][C]48[/C][C]-0.053481[/C][C]-0.5185[/C][C]0.302659[/C][/ROW]
[ROW][C]49[/C][C]-0.012668[/C][C]-0.1228[/C][C]0.451257[/C][/ROW]
[ROW][C]50[/C][C]0.016264[/C][C]0.1577[/C][C]0.437521[/C][/ROW]
[ROW][C]51[/C][C]-0.067658[/C][C]-0.656[/C][C]0.256724[/C][/ROW]
[ROW][C]52[/C][C]-0.0222[/C][C]-0.2152[/C][C]0.415023[/C][/ROW]
[ROW][C]53[/C][C]0.025845[/C][C]0.2506[/C][C]0.401344[/C][/ROW]
[ROW][C]54[/C][C]-0.048307[/C][C]-0.4684[/C][C]0.320307[/C][/ROW]
[ROW][C]55[/C][C]-0.032887[/C][C]-0.3189[/C][C]0.375274[/C][/ROW]
[ROW][C]56[/C][C]0.043311[/C][C]0.4199[/C][C]0.337751[/C][/ROW]
[ROW][C]57[/C][C]-0.015367[/C][C]-0.149[/C][C]0.44094[/C][/ROW]
[ROW][C]58[/C][C]0.016173[/C][C]0.1568[/C][C]0.43787[/C][/ROW]
[ROW][C]59[/C][C]0.061756[/C][C]0.5987[/C][C]0.275391[/C][/ROW]
[ROW][C]60[/C][C]-0.056972[/C][C]-0.5524[/C][C]0.291004[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36125&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36125&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	0.480156	4.6553	5e-06
2	0.215908	2.0933	0.019508
3	0.051781	0.502	0.308407
4	0.201252	1.9512	0.027005
5	-0.143071	-1.3871	0.084342
6	-0.061892	-0.6001	0.274952
7	-0.078303	-0.7592	0.224823
8	0.129493	1.2555	0.106209
9	-0.065564	-0.6357	0.263269
10	0.020022	0.1941	0.42325
11	0.018854	0.1828	0.427678
12	0.482717	4.6801	5e-06
13	-0.45246	-4.3868	1.5e-05
14	-0.068732	-0.6664	0.253399
15	0.013882	0.1346	0.446612
16	0.025001	0.2424	0.4045
17	-0.007991	-0.0775	0.469206
18	0.098738	0.9573	0.170436
19	0.145735	1.413	0.080487
20	-0.068737	-0.6664	0.253384
21	0.031506	0.3055	0.380345
22	0.009259	0.0898	0.464331
23	0.122518	1.1879	0.118942
24	0.103432	1.0028	0.159264
25	-0.074435	-0.7217	0.236143
26	-0.006475	-0.0628	0.475037
27	-0.111158	-1.0777	0.141959
28	-0.148413	-1.4389	0.076748
29	0.073937	0.7169	0.237622
30	0.014689	0.1424	0.443527
31	0.001909	0.0185	0.492637
32	0.017908	0.1736	0.431268
33	0.060932	0.5908	0.27805
34	-0.044045	-0.427	0.335168
35	0.016821	0.1631	0.435402
36	-0.060656	-0.5881	0.278943
37	-0.036485	-0.3537	0.362166
38	-0.096287	-0.9335	0.176467
39	0.085638	0.8303	0.204238
40	-0.00722	-0.07	0.472171
41	-0.106004	-1.0277	0.153353
42	-0.006107	-0.0592	0.476456
43	0.04928	0.4778	0.316956
44	-0.071337	-0.6916	0.245434
45	-0.020754	-0.2012	0.42048
46	-0.01341	-0.13	0.448418
47	-0.055095	-0.5342	0.297245
48	-0.053481	-0.5185	0.302659
49	-0.012668	-0.1228	0.451257
50	0.016264	0.1577	0.437521
51	-0.067658	-0.656	0.256724
52	-0.0222	-0.2152	0.415023
53	0.025845	0.2506	0.401344
54	-0.048307	-0.4684	0.320307
55	-0.032887	-0.3189	0.375274
56	0.043311	0.4199	0.337751
57	-0.015367	-0.149	0.44094
58	0.016173	0.1568	0.43787
59	0.061756	0.5987	0.275391
60	-0.056972	-0.5524	0.291004

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