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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 22 Dec 2008 09:48:00 -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/t1229964604kplix09r2l18254.htm/, Retrieved Thu, 25 Apr 2024 23:04:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36145, Retrieved Thu, 25 Apr 2024 23:04:37 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

221

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 Invoer] [2008-12-22 16:29:05] [504b73e6de93b01331326637b3288ad4]
-   PD          [(Partial) Autocorrelation Function] [ACF Invoer Zonder...] [2008-12-22 16:48:00] [ba85d9d0a82357dd3edf208eef933423] [Current]
-                 [(Partial) Autocorrelation Function] [ACF Invoer Zonder...] [2008-12-22 17:24:13] [504b73e6de93b01331326637b3288ad4] 

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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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36145&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36145&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36145&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.41004	-3.9543	7.5e-05
2	-0.23459	-2.2623	0.013003
3	0.322876	3.1137	0.001228
4	-0.151274	-1.4588	0.07399
5	-0.122474	-1.1811	0.120288
6	0.301972	2.9121	0.002247
7	-0.196804	-1.8979	0.030405
8	-0.038614	-0.3724	0.35523
9	0.201599	1.9441	0.02745
10	-0.25491	-2.4583	0.007906
11	-0.128029	-1.2347	0.110033
12	0.549358	5.2978	0
13	-0.261821	-2.5249	0.006633
14	-0.115843	-1.1171	0.133405
15	0.144993	1.3983	0.08268
16	-0.132637	-1.2791	0.102021
17	0.033975	0.3276	0.371959
18	0.120542	1.1625	0.124011
19	-0.122825	-1.1845	0.119621
20	0.022056	0.2127	0.416013
21	0.057984	0.5592	0.288692
22	-0.200069	-1.9294	0.028365
23	0.073707	0.7108	0.239492
24	0.201818	1.9463	0.027321
25	-0.05434	-0.524	0.30075
26	-0.059495	-0.5737	0.283762
27	0.001358	0.0131	0.494789
28	-0.038616	-0.3724	0.355222
29	0.090137	0.8693	0.193474
30	-0.065821	-0.6348	0.263574
31	0.002871	0.0277	0.488986
32	0.032049	0.3091	0.378981
33	-0.026735	-0.2578	0.398558
34	-0.109587	-1.0568	0.146667
35	0.03242	0.3126	0.377625
36	0.150242	1.4489	0.075367
37	0.015316	0.1477	0.441449
38	-0.121383	-1.1706	0.122381
39	0.009071	0.0875	0.465239
40	0.021182	0.2043	0.419295
41	0.033798	0.3259	0.372601
42	-0.072588	-0.7	0.242832
43	0.061209	0.5903	0.278217
44	0.019252	0.1857	0.426557
45	-0.084217	-0.8122	0.209388
46	0.040595	0.3915	0.348169
47	-0.085241	-0.822	0.20658
48	0.150199	1.4485	0.075425
49	0.057233	0.5519	0.29116
50	-0.152653	-1.4721	0.072181
51	0.011524	0.1111	0.455875
52	0.054903	0.5295	0.298871
53	-0.054453	-0.5251	0.300373
54	0.039367	0.3796	0.352537
55	-0.00125	-0.0121	0.495204
56	-0.033877	-0.3267	0.372317
57	-0.009286	-0.0896	0.464417
58	0.022158	0.2137	0.415631
59	-0.111339	-1.0737	0.142864
60	0.170726	1.6464	0.051526

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.41004 & -3.9543 & 7.5e-05 \tabularnewline
2 & -0.23459 & -2.2623 & 0.013003 \tabularnewline
3 & 0.322876 & 3.1137 & 0.001228 \tabularnewline
4 & -0.151274 & -1.4588 & 0.07399 \tabularnewline
5 & -0.122474 & -1.1811 & 0.120288 \tabularnewline
6 & 0.301972 & 2.9121 & 0.002247 \tabularnewline
7 & -0.196804 & -1.8979 & 0.030405 \tabularnewline
8 & -0.038614 & -0.3724 & 0.35523 \tabularnewline
9 & 0.201599 & 1.9441 & 0.02745 \tabularnewline
10 & -0.25491 & -2.4583 & 0.007906 \tabularnewline
11 & -0.128029 & -1.2347 & 0.110033 \tabularnewline
12 & 0.549358 & 5.2978 & 0 \tabularnewline
13 & -0.261821 & -2.5249 & 0.006633 \tabularnewline
14 & -0.115843 & -1.1171 & 0.133405 \tabularnewline
15 & 0.144993 & 1.3983 & 0.08268 \tabularnewline
16 & -0.132637 & -1.2791 & 0.102021 \tabularnewline
17 & 0.033975 & 0.3276 & 0.371959 \tabularnewline
18 & 0.120542 & 1.1625 & 0.124011 \tabularnewline
19 & -0.122825 & -1.1845 & 0.119621 \tabularnewline
20 & 0.022056 & 0.2127 & 0.416013 \tabularnewline
21 & 0.057984 & 0.5592 & 0.288692 \tabularnewline
22 & -0.200069 & -1.9294 & 0.028365 \tabularnewline
23 & 0.073707 & 0.7108 & 0.239492 \tabularnewline
24 & 0.201818 & 1.9463 & 0.027321 \tabularnewline
25 & -0.05434 & -0.524 & 0.30075 \tabularnewline
26 & -0.059495 & -0.5737 & 0.283762 \tabularnewline
27 & 0.001358 & 0.0131 & 0.494789 \tabularnewline
28 & -0.038616 & -0.3724 & 0.355222 \tabularnewline
29 & 0.090137 & 0.8693 & 0.193474 \tabularnewline
30 & -0.065821 & -0.6348 & 0.263574 \tabularnewline
31 & 0.002871 & 0.0277 & 0.488986 \tabularnewline
32 & 0.032049 & 0.3091 & 0.378981 \tabularnewline
33 & -0.026735 & -0.2578 & 0.398558 \tabularnewline
34 & -0.109587 & -1.0568 & 0.146667 \tabularnewline
35 & 0.03242 & 0.3126 & 0.377625 \tabularnewline
36 & 0.150242 & 1.4489 & 0.075367 \tabularnewline
37 & 0.015316 & 0.1477 & 0.441449 \tabularnewline
38 & -0.121383 & -1.1706 & 0.122381 \tabularnewline
39 & 0.009071 & 0.0875 & 0.465239 \tabularnewline
40 & 0.021182 & 0.2043 & 0.419295 \tabularnewline
41 & 0.033798 & 0.3259 & 0.372601 \tabularnewline
42 & -0.072588 & -0.7 & 0.242832 \tabularnewline
43 & 0.061209 & 0.5903 & 0.278217 \tabularnewline
44 & 0.019252 & 0.1857 & 0.426557 \tabularnewline
45 & -0.084217 & -0.8122 & 0.209388 \tabularnewline
46 & 0.040595 & 0.3915 & 0.348169 \tabularnewline
47 & -0.085241 & -0.822 & 0.20658 \tabularnewline
48 & 0.150199 & 1.4485 & 0.075425 \tabularnewline
49 & 0.057233 & 0.5519 & 0.29116 \tabularnewline
50 & -0.152653 & -1.4721 & 0.072181 \tabularnewline
51 & 0.011524 & 0.1111 & 0.455875 \tabularnewline
52 & 0.054903 & 0.5295 & 0.298871 \tabularnewline
53 & -0.054453 & -0.5251 & 0.300373 \tabularnewline
54 & 0.039367 & 0.3796 & 0.352537 \tabularnewline
55 & -0.00125 & -0.0121 & 0.495204 \tabularnewline
56 & -0.033877 & -0.3267 & 0.372317 \tabularnewline
57 & -0.009286 & -0.0896 & 0.464417 \tabularnewline
58 & 0.022158 & 0.2137 & 0.415631 \tabularnewline
59 & -0.111339 & -1.0737 & 0.142864 \tabularnewline
60 & 0.170726 & 1.6464 & 0.051526 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36145&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]-0.41004[/C][C]-3.9543[/C][C]7.5e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.23459[/C][C]-2.2623[/C][C]0.013003[/C][/ROW]
[ROW][C]3[/C][C]0.322876[/C][C]3.1137[/C][C]0.001228[/C][/ROW]
[ROW][C]4[/C][C]-0.151274[/C][C]-1.4588[/C][C]0.07399[/C][/ROW]
[ROW][C]5[/C][C]-0.122474[/C][C]-1.1811[/C][C]0.120288[/C][/ROW]
[ROW][C]6[/C][C]0.301972[/C][C]2.9121[/C][C]0.002247[/C][/ROW]
[ROW][C]7[/C][C]-0.196804[/C][C]-1.8979[/C][C]0.030405[/C][/ROW]
[ROW][C]8[/C][C]-0.038614[/C][C]-0.3724[/C][C]0.35523[/C][/ROW]
[ROW][C]9[/C][C]0.201599[/C][C]1.9441[/C][C]0.02745[/C][/ROW]
[ROW][C]10[/C][C]-0.25491[/C][C]-2.4583[/C][C]0.007906[/C][/ROW]
[ROW][C]11[/C][C]-0.128029[/C][C]-1.2347[/C][C]0.110033[/C][/ROW]
[ROW][C]12[/C][C]0.549358[/C][C]5.2978[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.261821[/C][C]-2.5249[/C][C]0.006633[/C][/ROW]
[ROW][C]14[/C][C]-0.115843[/C][C]-1.1171[/C][C]0.133405[/C][/ROW]
[ROW][C]15[/C][C]0.144993[/C][C]1.3983[/C][C]0.08268[/C][/ROW]
[ROW][C]16[/C][C]-0.132637[/C][C]-1.2791[/C][C]0.102021[/C][/ROW]
[ROW][C]17[/C][C]0.033975[/C][C]0.3276[/C][C]0.371959[/C][/ROW]
[ROW][C]18[/C][C]0.120542[/C][C]1.1625[/C][C]0.124011[/C][/ROW]
[ROW][C]19[/C][C]-0.122825[/C][C]-1.1845[/C][C]0.119621[/C][/ROW]
[ROW][C]20[/C][C]0.022056[/C][C]0.2127[/C][C]0.416013[/C][/ROW]
[ROW][C]21[/C][C]0.057984[/C][C]0.5592[/C][C]0.288692[/C][/ROW]
[ROW][C]22[/C][C]-0.200069[/C][C]-1.9294[/C][C]0.028365[/C][/ROW]
[ROW][C]23[/C][C]0.073707[/C][C]0.7108[/C][C]0.239492[/C][/ROW]
[ROW][C]24[/C][C]0.201818[/C][C]1.9463[/C][C]0.027321[/C][/ROW]
[ROW][C]25[/C][C]-0.05434[/C][C]-0.524[/C][C]0.30075[/C][/ROW]
[ROW][C]26[/C][C]-0.059495[/C][C]-0.5737[/C][C]0.283762[/C][/ROW]
[ROW][C]27[/C][C]0.001358[/C][C]0.0131[/C][C]0.494789[/C][/ROW]
[ROW][C]28[/C][C]-0.038616[/C][C]-0.3724[/C][C]0.355222[/C][/ROW]
[ROW][C]29[/C][C]0.090137[/C][C]0.8693[/C][C]0.193474[/C][/ROW]
[ROW][C]30[/C][C]-0.065821[/C][C]-0.6348[/C][C]0.263574[/C][/ROW]
[ROW][C]31[/C][C]0.002871[/C][C]0.0277[/C][C]0.488986[/C][/ROW]
[ROW][C]32[/C][C]0.032049[/C][C]0.3091[/C][C]0.378981[/C][/ROW]
[ROW][C]33[/C][C]-0.026735[/C][C]-0.2578[/C][C]0.398558[/C][/ROW]
[ROW][C]34[/C][C]-0.109587[/C][C]-1.0568[/C][C]0.146667[/C][/ROW]
[ROW][C]35[/C][C]0.03242[/C][C]0.3126[/C][C]0.377625[/C][/ROW]
[ROW][C]36[/C][C]0.150242[/C][C]1.4489[/C][C]0.075367[/C][/ROW]
[ROW][C]37[/C][C]0.015316[/C][C]0.1477[/C][C]0.441449[/C][/ROW]
[ROW][C]38[/C][C]-0.121383[/C][C]-1.1706[/C][C]0.122381[/C][/ROW]
[ROW][C]39[/C][C]0.009071[/C][C]0.0875[/C][C]0.465239[/C][/ROW]
[ROW][C]40[/C][C]0.021182[/C][C]0.2043[/C][C]0.419295[/C][/ROW]
[ROW][C]41[/C][C]0.033798[/C][C]0.3259[/C][C]0.372601[/C][/ROW]
[ROW][C]42[/C][C]-0.072588[/C][C]-0.7[/C][C]0.242832[/C][/ROW]
[ROW][C]43[/C][C]0.061209[/C][C]0.5903[/C][C]0.278217[/C][/ROW]
[ROW][C]44[/C][C]0.019252[/C][C]0.1857[/C][C]0.426557[/C][/ROW]
[ROW][C]45[/C][C]-0.084217[/C][C]-0.8122[/C][C]0.209388[/C][/ROW]
[ROW][C]46[/C][C]0.040595[/C][C]0.3915[/C][C]0.348169[/C][/ROW]
[ROW][C]47[/C][C]-0.085241[/C][C]-0.822[/C][C]0.20658[/C][/ROW]
[ROW][C]48[/C][C]0.150199[/C][C]1.4485[/C][C]0.075425[/C][/ROW]
[ROW][C]49[/C][C]0.057233[/C][C]0.5519[/C][C]0.29116[/C][/ROW]
[ROW][C]50[/C][C]-0.152653[/C][C]-1.4721[/C][C]0.072181[/C][/ROW]
[ROW][C]51[/C][C]0.011524[/C][C]0.1111[/C][C]0.455875[/C][/ROW]
[ROW][C]52[/C][C]0.054903[/C][C]0.5295[/C][C]0.298871[/C][/ROW]
[ROW][C]53[/C][C]-0.054453[/C][C]-0.5251[/C][C]0.300373[/C][/ROW]
[ROW][C]54[/C][C]0.039367[/C][C]0.3796[/C][C]0.352537[/C][/ROW]
[ROW][C]55[/C][C]-0.00125[/C][C]-0.0121[/C][C]0.495204[/C][/ROW]
[ROW][C]56[/C][C]-0.033877[/C][C]-0.3267[/C][C]0.372317[/C][/ROW]
[ROW][C]57[/C][C]-0.009286[/C][C]-0.0896[/C][C]0.464417[/C][/ROW]
[ROW][C]58[/C][C]0.022158[/C][C]0.2137[/C][C]0.415631[/C][/ROW]
[ROW][C]59[/C][C]-0.111339[/C][C]-1.0737[/C][C]0.142864[/C][/ROW]
[ROW][C]60[/C][C]0.170726[/C][C]1.6464[/C][C]0.051526[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36145&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36145&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	-0.41004	-3.9543	7.5e-05
2	-0.23459	-2.2623	0.013003
3	0.322876	3.1137	0.001228
4	-0.151274	-1.4588	0.07399
5	-0.122474	-1.1811	0.120288
6	0.301972	2.9121	0.002247
7	-0.196804	-1.8979	0.030405
8	-0.038614	-0.3724	0.35523
9	0.201599	1.9441	0.02745
10	-0.25491	-2.4583	0.007906
11	-0.128029	-1.2347	0.110033
12	0.549358	5.2978	0
13	-0.261821	-2.5249	0.006633
14	-0.115843	-1.1171	0.133405
15	0.144993	1.3983	0.08268
16	-0.132637	-1.2791	0.102021
17	0.033975	0.3276	0.371959
18	0.120542	1.1625	0.124011
19	-0.122825	-1.1845	0.119621
20	0.022056	0.2127	0.416013
21	0.057984	0.5592	0.288692
22	-0.200069	-1.9294	0.028365
23	0.073707	0.7108	0.239492
24	0.201818	1.9463	0.027321
25	-0.05434	-0.524	0.30075
26	-0.059495	-0.5737	0.283762
27	0.001358	0.0131	0.494789
28	-0.038616	-0.3724	0.355222
29	0.090137	0.8693	0.193474
30	-0.065821	-0.6348	0.263574
31	0.002871	0.0277	0.488986
32	0.032049	0.3091	0.378981
33	-0.026735	-0.2578	0.398558
34	-0.109587	-1.0568	0.146667
35	0.03242	0.3126	0.377625
36	0.150242	1.4489	0.075367
37	0.015316	0.1477	0.441449
38	-0.121383	-1.1706	0.122381
39	0.009071	0.0875	0.465239
40	0.021182	0.2043	0.419295
41	0.033798	0.3259	0.372601
42	-0.072588	-0.7	0.242832
43	0.061209	0.5903	0.278217
44	0.019252	0.1857	0.426557
45	-0.084217	-0.8122	0.209388
46	0.040595	0.3915	0.348169
47	-0.085241	-0.822	0.20658
48	0.150199	1.4485	0.075425
49	0.057233	0.5519	0.29116
50	-0.152653	-1.4721	0.072181
51	0.011524	0.1111	0.455875
52	0.054903	0.5295	0.298871
53	-0.054453	-0.5251	0.300373
54	0.039367	0.3796	0.352537
55	-0.00125	-0.0121	0.495204
56	-0.033877	-0.3267	0.372317
57	-0.009286	-0.0896	0.464417
58	0.022158	0.2137	0.415631
59	-0.111339	-1.0737	0.142864
60	0.170726	1.6464	0.051526

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.41004	-3.9543	7.5e-05
2	-0.484119	-4.6687	5e-06
3	-0.028876	-0.2785	0.390635
4	-0.12541	-1.2094	0.114786
5	-0.177864	-1.7153	0.044814
6	0.119928	1.1565	0.12521
7	-0.0393	-0.379	0.352778
8	0.006498	0.0627	0.475083
9	0.079229	0.7641	0.223384
10	-0.157514	-1.519	0.066076
11	-0.385496	-3.7176	0.000172
12	0.256229	2.471	0.007648
13	0.222725	2.1479	0.017161
14	0.210261	2.0277	0.022727
15	-0.091355	-0.881	0.190296
16	-0.159729	-1.5404	0.063433
17	-0.003174	-0.0306	0.487824
18	-0.064167	-0.6188	0.26878
19	0.024265	0.234	0.407748
20	-0.01923	-0.1855	0.426639
21	-0.044391	-0.4281	0.334789
22	-0.106414	-1.0262	0.153726
23	0.049511	0.4775	0.317073
24	-0.042879	-0.4135	0.340094
25	0.156503	1.5093	0.067311
26	0.118383	1.1416	0.128266
27	0.100032	0.9647	0.168604
28	0.057563	0.5551	0.290075
29	0.032984	0.3181	0.375567
30	-0.13575	-1.3091	0.096859
31	-0.141783	-1.3673	0.087413
32	-0.091319	-0.8806	0.190389
33	0.06335	0.6109	0.271371
34	0.084269	0.8127	0.209244
35	-0.138588	-1.3365	0.092325
36	0.017528	0.169	0.433067
37	0.035957	0.3468	0.36478
38	0.004074	0.0393	0.484371
39	0.006591	0.0636	0.474728
40	0.000395	0.0038	0.498485
41	0.045309	0.4369	0.331582
42	-0.029828	-0.2877	0.387126
43	-0.004457	-0.043	0.482905
44	0.044889	0.4329	0.333045
45	-0.060367	-0.5822	0.280935
46	0.150446	1.4508	0.075094
47	0.046476	0.4482	0.327526
48	0.051227	0.494	0.311232
49	-0.034989	-0.3374	0.368281
50	-0.069868	-0.6738	0.251061
51	-0.067116	-0.6472	0.259534
52	-0.085967	-0.829	0.204602
53	-0.072431	-0.6985	0.243303
54	0.084443	0.8143	0.208766
55	0.03573	0.3446	0.365599
56	-0.035696	-0.3442	0.365723
57	-0.021304	-0.2054	0.418837
58	-0.033886	-0.3268	0.372282
59	0.007779	0.075	0.47018
60	0.021734	0.2096	0.417221

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.41004 & -3.9543 & 7.5e-05 \tabularnewline
2 & -0.484119 & -4.6687 & 5e-06 \tabularnewline
3 & -0.028876 & -0.2785 & 0.390635 \tabularnewline
4 & -0.12541 & -1.2094 & 0.114786 \tabularnewline
5 & -0.177864 & -1.7153 & 0.044814 \tabularnewline
6 & 0.119928 & 1.1565 & 0.12521 \tabularnewline
7 & -0.0393 & -0.379 & 0.352778 \tabularnewline
8 & 0.006498 & 0.0627 & 0.475083 \tabularnewline
9 & 0.079229 & 0.7641 & 0.223384 \tabularnewline
10 & -0.157514 & -1.519 & 0.066076 \tabularnewline
11 & -0.385496 & -3.7176 & 0.000172 \tabularnewline
12 & 0.256229 & 2.471 & 0.007648 \tabularnewline
13 & 0.222725 & 2.1479 & 0.017161 \tabularnewline
14 & 0.210261 & 2.0277 & 0.022727 \tabularnewline
15 & -0.091355 & -0.881 & 0.190296 \tabularnewline
16 & -0.159729 & -1.5404 & 0.063433 \tabularnewline
17 & -0.003174 & -0.0306 & 0.487824 \tabularnewline
18 & -0.064167 & -0.6188 & 0.26878 \tabularnewline
19 & 0.024265 & 0.234 & 0.407748 \tabularnewline
20 & -0.01923 & -0.1855 & 0.426639 \tabularnewline
21 & -0.044391 & -0.4281 & 0.334789 \tabularnewline
22 & -0.106414 & -1.0262 & 0.153726 \tabularnewline
23 & 0.049511 & 0.4775 & 0.317073 \tabularnewline
24 & -0.042879 & -0.4135 & 0.340094 \tabularnewline
25 & 0.156503 & 1.5093 & 0.067311 \tabularnewline
26 & 0.118383 & 1.1416 & 0.128266 \tabularnewline
27 & 0.100032 & 0.9647 & 0.168604 \tabularnewline
28 & 0.057563 & 0.5551 & 0.290075 \tabularnewline
29 & 0.032984 & 0.3181 & 0.375567 \tabularnewline
30 & -0.13575 & -1.3091 & 0.096859 \tabularnewline
31 & -0.141783 & -1.3673 & 0.087413 \tabularnewline
32 & -0.091319 & -0.8806 & 0.190389 \tabularnewline
33 & 0.06335 & 0.6109 & 0.271371 \tabularnewline
34 & 0.084269 & 0.8127 & 0.209244 \tabularnewline
35 & -0.138588 & -1.3365 & 0.092325 \tabularnewline
36 & 0.017528 & 0.169 & 0.433067 \tabularnewline
37 & 0.035957 & 0.3468 & 0.36478 \tabularnewline
38 & 0.004074 & 0.0393 & 0.484371 \tabularnewline
39 & 0.006591 & 0.0636 & 0.474728 \tabularnewline
40 & 0.000395 & 0.0038 & 0.498485 \tabularnewline
41 & 0.045309 & 0.4369 & 0.331582 \tabularnewline
42 & -0.029828 & -0.2877 & 0.387126 \tabularnewline
43 & -0.004457 & -0.043 & 0.482905 \tabularnewline
44 & 0.044889 & 0.4329 & 0.333045 \tabularnewline
45 & -0.060367 & -0.5822 & 0.280935 \tabularnewline
46 & 0.150446 & 1.4508 & 0.075094 \tabularnewline
47 & 0.046476 & 0.4482 & 0.327526 \tabularnewline
48 & 0.051227 & 0.494 & 0.311232 \tabularnewline
49 & -0.034989 & -0.3374 & 0.368281 \tabularnewline
50 & -0.069868 & -0.6738 & 0.251061 \tabularnewline
51 & -0.067116 & -0.6472 & 0.259534 \tabularnewline
52 & -0.085967 & -0.829 & 0.204602 \tabularnewline
53 & -0.072431 & -0.6985 & 0.243303 \tabularnewline
54 & 0.084443 & 0.8143 & 0.208766 \tabularnewline
55 & 0.03573 & 0.3446 & 0.365599 \tabularnewline
56 & -0.035696 & -0.3442 & 0.365723 \tabularnewline
57 & -0.021304 & -0.2054 & 0.418837 \tabularnewline
58 & -0.033886 & -0.3268 & 0.372282 \tabularnewline
59 & 0.007779 & 0.075 & 0.47018 \tabularnewline
60 & 0.021734 & 0.2096 & 0.417221 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36145&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]-0.41004[/C][C]-3.9543[/C][C]7.5e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.484119[/C][C]-4.6687[/C][C]5e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.028876[/C][C]-0.2785[/C][C]0.390635[/C][/ROW]
[ROW][C]4[/C][C]-0.12541[/C][C]-1.2094[/C][C]0.114786[/C][/ROW]
[ROW][C]5[/C][C]-0.177864[/C][C]-1.7153[/C][C]0.044814[/C][/ROW]
[ROW][C]6[/C][C]0.119928[/C][C]1.1565[/C][C]0.12521[/C][/ROW]
[ROW][C]7[/C][C]-0.0393[/C][C]-0.379[/C][C]0.352778[/C][/ROW]
[ROW][C]8[/C][C]0.006498[/C][C]0.0627[/C][C]0.475083[/C][/ROW]
[ROW][C]9[/C][C]0.079229[/C][C]0.7641[/C][C]0.223384[/C][/ROW]
[ROW][C]10[/C][C]-0.157514[/C][C]-1.519[/C][C]0.066076[/C][/ROW]
[ROW][C]11[/C][C]-0.385496[/C][C]-3.7176[/C][C]0.000172[/C][/ROW]
[ROW][C]12[/C][C]0.256229[/C][C]2.471[/C][C]0.007648[/C][/ROW]
[ROW][C]13[/C][C]0.222725[/C][C]2.1479[/C][C]0.017161[/C][/ROW]
[ROW][C]14[/C][C]0.210261[/C][C]2.0277[/C][C]0.022727[/C][/ROW]
[ROW][C]15[/C][C]-0.091355[/C][C]-0.881[/C][C]0.190296[/C][/ROW]
[ROW][C]16[/C][C]-0.159729[/C][C]-1.5404[/C][C]0.063433[/C][/ROW]
[ROW][C]17[/C][C]-0.003174[/C][C]-0.0306[/C][C]0.487824[/C][/ROW]
[ROW][C]18[/C][C]-0.064167[/C][C]-0.6188[/C][C]0.26878[/C][/ROW]
[ROW][C]19[/C][C]0.024265[/C][C]0.234[/C][C]0.407748[/C][/ROW]
[ROW][C]20[/C][C]-0.01923[/C][C]-0.1855[/C][C]0.426639[/C][/ROW]
[ROW][C]21[/C][C]-0.044391[/C][C]-0.4281[/C][C]0.334789[/C][/ROW]
[ROW][C]22[/C][C]-0.106414[/C][C]-1.0262[/C][C]0.153726[/C][/ROW]
[ROW][C]23[/C][C]0.049511[/C][C]0.4775[/C][C]0.317073[/C][/ROW]
[ROW][C]24[/C][C]-0.042879[/C][C]-0.4135[/C][C]0.340094[/C][/ROW]
[ROW][C]25[/C][C]0.156503[/C][C]1.5093[/C][C]0.067311[/C][/ROW]
[ROW][C]26[/C][C]0.118383[/C][C]1.1416[/C][C]0.128266[/C][/ROW]
[ROW][C]27[/C][C]0.100032[/C][C]0.9647[/C][C]0.168604[/C][/ROW]
[ROW][C]28[/C][C]0.057563[/C][C]0.5551[/C][C]0.290075[/C][/ROW]
[ROW][C]29[/C][C]0.032984[/C][C]0.3181[/C][C]0.375567[/C][/ROW]
[ROW][C]30[/C][C]-0.13575[/C][C]-1.3091[/C][C]0.096859[/C][/ROW]
[ROW][C]31[/C][C]-0.141783[/C][C]-1.3673[/C][C]0.087413[/C][/ROW]
[ROW][C]32[/C][C]-0.091319[/C][C]-0.8806[/C][C]0.190389[/C][/ROW]
[ROW][C]33[/C][C]0.06335[/C][C]0.6109[/C][C]0.271371[/C][/ROW]
[ROW][C]34[/C][C]0.084269[/C][C]0.8127[/C][C]0.209244[/C][/ROW]
[ROW][C]35[/C][C]-0.138588[/C][C]-1.3365[/C][C]0.092325[/C][/ROW]
[ROW][C]36[/C][C]0.017528[/C][C]0.169[/C][C]0.433067[/C][/ROW]
[ROW][C]37[/C][C]0.035957[/C][C]0.3468[/C][C]0.36478[/C][/ROW]
[ROW][C]38[/C][C]0.004074[/C][C]0.0393[/C][C]0.484371[/C][/ROW]
[ROW][C]39[/C][C]0.006591[/C][C]0.0636[/C][C]0.474728[/C][/ROW]
[ROW][C]40[/C][C]0.000395[/C][C]0.0038[/C][C]0.498485[/C][/ROW]
[ROW][C]41[/C][C]0.045309[/C][C]0.4369[/C][C]0.331582[/C][/ROW]
[ROW][C]42[/C][C]-0.029828[/C][C]-0.2877[/C][C]0.387126[/C][/ROW]
[ROW][C]43[/C][C]-0.004457[/C][C]-0.043[/C][C]0.482905[/C][/ROW]
[ROW][C]44[/C][C]0.044889[/C][C]0.4329[/C][C]0.333045[/C][/ROW]
[ROW][C]45[/C][C]-0.060367[/C][C]-0.5822[/C][C]0.280935[/C][/ROW]
[ROW][C]46[/C][C]0.150446[/C][C]1.4508[/C][C]0.075094[/C][/ROW]
[ROW][C]47[/C][C]0.046476[/C][C]0.4482[/C][C]0.327526[/C][/ROW]
[ROW][C]48[/C][C]0.051227[/C][C]0.494[/C][C]0.311232[/C][/ROW]
[ROW][C]49[/C][C]-0.034989[/C][C]-0.3374[/C][C]0.368281[/C][/ROW]
[ROW][C]50[/C][C]-0.069868[/C][C]-0.6738[/C][C]0.251061[/C][/ROW]
[ROW][C]51[/C][C]-0.067116[/C][C]-0.6472[/C][C]0.259534[/C][/ROW]
[ROW][C]52[/C][C]-0.085967[/C][C]-0.829[/C][C]0.204602[/C][/ROW]
[ROW][C]53[/C][C]-0.072431[/C][C]-0.6985[/C][C]0.243303[/C][/ROW]
[ROW][C]54[/C][C]0.084443[/C][C]0.8143[/C][C]0.208766[/C][/ROW]
[ROW][C]55[/C][C]0.03573[/C][C]0.3446[/C][C]0.365599[/C][/ROW]
[ROW][C]56[/C][C]-0.035696[/C][C]-0.3442[/C][C]0.365723[/C][/ROW]
[ROW][C]57[/C][C]-0.021304[/C][C]-0.2054[/C][C]0.418837[/C][/ROW]
[ROW][C]58[/C][C]-0.033886[/C][C]-0.3268[/C][C]0.372282[/C][/ROW]
[ROW][C]59[/C][C]0.007779[/C][C]0.075[/C][C]0.47018[/C][/ROW]
[ROW][C]60[/C][C]0.021734[/C][C]0.2096[/C][C]0.417221[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36145&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36145&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	-0.41004	-3.9543	7.5e-05
2	-0.484119	-4.6687	5e-06
3	-0.028876	-0.2785	0.390635
4	-0.12541	-1.2094	0.114786
5	-0.177864	-1.7153	0.044814
6	0.119928	1.1565	0.12521
7	-0.0393	-0.379	0.352778
8	0.006498	0.0627	0.475083
9	0.079229	0.7641	0.223384
10	-0.157514	-1.519	0.066076
11	-0.385496	-3.7176	0.000172
12	0.256229	2.471	0.007648
13	0.222725	2.1479	0.017161
14	0.210261	2.0277	0.022727
15	-0.091355	-0.881	0.190296
16	-0.159729	-1.5404	0.063433
17	-0.003174	-0.0306	0.487824
18	-0.064167	-0.6188	0.26878
19	0.024265	0.234	0.407748
20	-0.01923	-0.1855	0.426639
21	-0.044391	-0.4281	0.334789
22	-0.106414	-1.0262	0.153726
23	0.049511	0.4775	0.317073
24	-0.042879	-0.4135	0.340094
25	0.156503	1.5093	0.067311
26	0.118383	1.1416	0.128266
27	0.100032	0.9647	0.168604
28	0.057563	0.5551	0.290075
29	0.032984	0.3181	0.375567
30	-0.13575	-1.3091	0.096859
31	-0.141783	-1.3673	0.087413
32	-0.091319	-0.8806	0.190389
33	0.06335	0.6109	0.271371
34	0.084269	0.8127	0.209244
35	-0.138588	-1.3365	0.092325
36	0.017528	0.169	0.433067
37	0.035957	0.3468	0.36478
38	0.004074	0.0393	0.484371
39	0.006591	0.0636	0.474728
40	0.000395	0.0038	0.498485
41	0.045309	0.4369	0.331582
42	-0.029828	-0.2877	0.387126
43	-0.004457	-0.043	0.482905
44	0.044889	0.4329	0.333045
45	-0.060367	-0.5822	0.280935
46	0.150446	1.4508	0.075094
47	0.046476	0.4482	0.327526
48	0.051227	0.494	0.311232
49	-0.034989	-0.3374	0.368281
50	-0.069868	-0.6738	0.251061
51	-0.067116	-0.6472	0.259534
52	-0.085967	-0.829	0.204602
53	-0.072431	-0.6985	0.243303
54	0.084443	0.8143	0.208766
55	0.03573	0.3446	0.365599
56	-0.035696	-0.3442	0.365723
57	-0.021304	-0.2054	0.418837
58	-0.033886	-0.3268	0.372282
59	0.007779	0.075	0.47018
60	0.021734	0.2096	0.417221

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; 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