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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 12:55:03 -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/2009/Nov/26/t1259265344dynudy07h4jzxf1.htm/, Retrieved Mon, 29 Apr 2024 04:29:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60341, Retrieved Mon, 29 Apr 2024 04:29:08 +0000

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User-defined keywords

Estimated Impact

107

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [Workshop 8] [2009-11-24 11:56:57] [214e6e00abbde49700521a7ef1d30da2]
-   P           [(Partial) Autocorrelation Function] [REV 7 1] [2009-11-26 19:50:43] [6e4e01d7eb22a9f33d58ebb35753a195]
-   P               [(Partial) Autocorrelation Function] [rev 7 1b] [2009-11-26 19:55:03] [2e4ef2c1b76db9b31c0a03b96e94ad77] [Current]

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Dataseries X:

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Histogram

Boxplots

11.1
10.9
10
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.8
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.7
7.9
7.9
8
7.9
7.6
7.1
6.8
6.5
6.9
8.2
8.7
8.3
7.9
7.5
7.8
8.3
8.4
8.2
7.7
7.2
7.3
8.1

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=60341&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=60341&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60341&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	0.310831	2.1082	0.020247
2	-0.157599	-1.0689	0.145349
3	-0.564308	-3.8273	0.000195
4	-0.44761	-3.0358	0.00197
5	-0.151526	-1.0277	0.154733
6	0.283213	1.9208	0.030481
7	0.261803	1.7756	0.041205
8	0.251394	1.705	0.047466
9	0.102643	0.6962	0.244915
10	-0.051647	-0.3503	0.36386
11	-0.158185	-1.0729	0.144464
12	-0.25934	-1.7589	0.04262
13	-0.215675	-1.4628	0.075164
14	0.096483	0.6544	0.258064
15	0.163946	1.1119	0.135972
16	0.158063	1.072	0.144648
17	0.120814	0.8194	0.208392
18	-0.110958	-0.7526	0.227775
19	-0.146413	-0.993	0.162947
20	-0.034865	-0.2365	0.407061
21	-0.005011	-0.034	0.486518
22	0.02024	0.1373	0.445707
23	0.03519	0.2387	0.40621
24	-0.046769	-0.3172	0.376263
25	-0.023313	-0.1581	0.437528
26	0.110629	0.7503	0.22844
27	0.083991	0.5697	0.285841
28	0.00726	0.0492	0.480471
29	-0.125807	-0.8533	0.198966
30	-0.159468	-1.0816	0.142542
31	0.030264	0.2053	0.419136
32	0.103112	0.6993	0.243931
33	0.119155	0.8081	0.211583
34	0.013865	0.094	0.462744
35	-0.090878	-0.6164	0.270346
36	-0.091533	-0.6208	0.268895
37	0.016192	0.1098	0.456514
38	0.030753	0.2086	0.41785
39	0.031113	0.211	0.416903
40	0.013292	0.0901	0.46428
41	-0.01319	-0.0895	0.464553
42	-0.004247	-0.0288	0.488571
43	0.008363	0.0567	0.477508
44	-0.007117	-0.0483	0.480854
45	-0.007148	-0.0485	0.480772
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.310831 & 2.1082 & 0.020247 \tabularnewline
2 & -0.157599 & -1.0689 & 0.145349 \tabularnewline
3 & -0.564308 & -3.8273 & 0.000195 \tabularnewline
4 & -0.44761 & -3.0358 & 0.00197 \tabularnewline
5 & -0.151526 & -1.0277 & 0.154733 \tabularnewline
6 & 0.283213 & 1.9208 & 0.030481 \tabularnewline
7 & 0.261803 & 1.7756 & 0.041205 \tabularnewline
8 & 0.251394 & 1.705 & 0.047466 \tabularnewline
9 & 0.102643 & 0.6962 & 0.244915 \tabularnewline
10 & -0.051647 & -0.3503 & 0.36386 \tabularnewline
11 & -0.158185 & -1.0729 & 0.144464 \tabularnewline
12 & -0.25934 & -1.7589 & 0.04262 \tabularnewline
13 & -0.215675 & -1.4628 & 0.075164 \tabularnewline
14 & 0.096483 & 0.6544 & 0.258064 \tabularnewline
15 & 0.163946 & 1.1119 & 0.135972 \tabularnewline
16 & 0.158063 & 1.072 & 0.144648 \tabularnewline
17 & 0.120814 & 0.8194 & 0.208392 \tabularnewline
18 & -0.110958 & -0.7526 & 0.227775 \tabularnewline
19 & -0.146413 & -0.993 & 0.162947 \tabularnewline
20 & -0.034865 & -0.2365 & 0.407061 \tabularnewline
21 & -0.005011 & -0.034 & 0.486518 \tabularnewline
22 & 0.02024 & 0.1373 & 0.445707 \tabularnewline
23 & 0.03519 & 0.2387 & 0.40621 \tabularnewline
24 & -0.046769 & -0.3172 & 0.376263 \tabularnewline
25 & -0.023313 & -0.1581 & 0.437528 \tabularnewline
26 & 0.110629 & 0.7503 & 0.22844 \tabularnewline
27 & 0.083991 & 0.5697 & 0.285841 \tabularnewline
28 & 0.00726 & 0.0492 & 0.480471 \tabularnewline
29 & -0.125807 & -0.8533 & 0.198966 \tabularnewline
30 & -0.159468 & -1.0816 & 0.142542 \tabularnewline
31 & 0.030264 & 0.2053 & 0.419136 \tabularnewline
32 & 0.103112 & 0.6993 & 0.243931 \tabularnewline
33 & 0.119155 & 0.8081 & 0.211583 \tabularnewline
34 & 0.013865 & 0.094 & 0.462744 \tabularnewline
35 & -0.090878 & -0.6164 & 0.270346 \tabularnewline
36 & -0.091533 & -0.6208 & 0.268895 \tabularnewline
37 & 0.016192 & 0.1098 & 0.456514 \tabularnewline
38 & 0.030753 & 0.2086 & 0.41785 \tabularnewline
39 & 0.031113 & 0.211 & 0.416903 \tabularnewline
40 & 0.013292 & 0.0901 & 0.46428 \tabularnewline
41 & -0.01319 & -0.0895 & 0.464553 \tabularnewline
42 & -0.004247 & -0.0288 & 0.488571 \tabularnewline
43 & 0.008363 & 0.0567 & 0.477508 \tabularnewline
44 & -0.007117 & -0.0483 & 0.480854 \tabularnewline
45 & -0.007148 & -0.0485 & 0.480772 \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60341&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]0.310831[/C][C]2.1082[/C][C]0.020247[/C][/ROW]
[ROW][C]2[/C][C]-0.157599[/C][C]-1.0689[/C][C]0.145349[/C][/ROW]
[ROW][C]3[/C][C]-0.564308[/C][C]-3.8273[/C][C]0.000195[/C][/ROW]
[ROW][C]4[/C][C]-0.44761[/C][C]-3.0358[/C][C]0.00197[/C][/ROW]
[ROW][C]5[/C][C]-0.151526[/C][C]-1.0277[/C][C]0.154733[/C][/ROW]
[ROW][C]6[/C][C]0.283213[/C][C]1.9208[/C][C]0.030481[/C][/ROW]
[ROW][C]7[/C][C]0.261803[/C][C]1.7756[/C][C]0.041205[/C][/ROW]
[ROW][C]8[/C][C]0.251394[/C][C]1.705[/C][C]0.047466[/C][/ROW]
[ROW][C]9[/C][C]0.102643[/C][C]0.6962[/C][C]0.244915[/C][/ROW]
[ROW][C]10[/C][C]-0.051647[/C][C]-0.3503[/C][C]0.36386[/C][/ROW]
[ROW][C]11[/C][C]-0.158185[/C][C]-1.0729[/C][C]0.144464[/C][/ROW]
[ROW][C]12[/C][C]-0.25934[/C][C]-1.7589[/C][C]0.04262[/C][/ROW]
[ROW][C]13[/C][C]-0.215675[/C][C]-1.4628[/C][C]0.075164[/C][/ROW]
[ROW][C]14[/C][C]0.096483[/C][C]0.6544[/C][C]0.258064[/C][/ROW]
[ROW][C]15[/C][C]0.163946[/C][C]1.1119[/C][C]0.135972[/C][/ROW]
[ROW][C]16[/C][C]0.158063[/C][C]1.072[/C][C]0.144648[/C][/ROW]
[ROW][C]17[/C][C]0.120814[/C][C]0.8194[/C][C]0.208392[/C][/ROW]
[ROW][C]18[/C][C]-0.110958[/C][C]-0.7526[/C][C]0.227775[/C][/ROW]
[ROW][C]19[/C][C]-0.146413[/C][C]-0.993[/C][C]0.162947[/C][/ROW]
[ROW][C]20[/C][C]-0.034865[/C][C]-0.2365[/C][C]0.407061[/C][/ROW]
[ROW][C]21[/C][C]-0.005011[/C][C]-0.034[/C][C]0.486518[/C][/ROW]
[ROW][C]22[/C][C]0.02024[/C][C]0.1373[/C][C]0.445707[/C][/ROW]
[ROW][C]23[/C][C]0.03519[/C][C]0.2387[/C][C]0.40621[/C][/ROW]
[ROW][C]24[/C][C]-0.046769[/C][C]-0.3172[/C][C]0.376263[/C][/ROW]
[ROW][C]25[/C][C]-0.023313[/C][C]-0.1581[/C][C]0.437528[/C][/ROW]
[ROW][C]26[/C][C]0.110629[/C][C]0.7503[/C][C]0.22844[/C][/ROW]
[ROW][C]27[/C][C]0.083991[/C][C]0.5697[/C][C]0.285841[/C][/ROW]
[ROW][C]28[/C][C]0.00726[/C][C]0.0492[/C][C]0.480471[/C][/ROW]
[ROW][C]29[/C][C]-0.125807[/C][C]-0.8533[/C][C]0.198966[/C][/ROW]
[ROW][C]30[/C][C]-0.159468[/C][C]-1.0816[/C][C]0.142542[/C][/ROW]
[ROW][C]31[/C][C]0.030264[/C][C]0.2053[/C][C]0.419136[/C][/ROW]
[ROW][C]32[/C][C]0.103112[/C][C]0.6993[/C][C]0.243931[/C][/ROW]
[ROW][C]33[/C][C]0.119155[/C][C]0.8081[/C][C]0.211583[/C][/ROW]
[ROW][C]34[/C][C]0.013865[/C][C]0.094[/C][C]0.462744[/C][/ROW]
[ROW][C]35[/C][C]-0.090878[/C][C]-0.6164[/C][C]0.270346[/C][/ROW]
[ROW][C]36[/C][C]-0.091533[/C][C]-0.6208[/C][C]0.268895[/C][/ROW]
[ROW][C]37[/C][C]0.016192[/C][C]0.1098[/C][C]0.456514[/C][/ROW]
[ROW][C]38[/C][C]0.030753[/C][C]0.2086[/C][C]0.41785[/C][/ROW]
[ROW][C]39[/C][C]0.031113[/C][C]0.211[/C][C]0.416903[/C][/ROW]
[ROW][C]40[/C][C]0.013292[/C][C]0.0901[/C][C]0.46428[/C][/ROW]
[ROW][C]41[/C][C]-0.01319[/C][C]-0.0895[/C][C]0.464553[/C][/ROW]
[ROW][C]42[/C][C]-0.004247[/C][C]-0.0288[/C][C]0.488571[/C][/ROW]
[ROW][C]43[/C][C]0.008363[/C][C]0.0567[/C][C]0.477508[/C][/ROW]
[ROW][C]44[/C][C]-0.007117[/C][C]-0.0483[/C][C]0.480854[/C][/ROW]
[ROW][C]45[/C][C]-0.007148[/C][C]-0.0485[/C][C]0.480772[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60341&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60341&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	0.310831	2.1082	0.020247
2	-0.157599	-1.0689	0.145349
3	-0.564308	-3.8273	0.000195
4	-0.44761	-3.0358	0.00197
5	-0.151526	-1.0277	0.154733
6	0.283213	1.9208	0.030481
7	0.261803	1.7756	0.041205
8	0.251394	1.705	0.047466
9	0.102643	0.6962	0.244915
10	-0.051647	-0.3503	0.36386
11	-0.158185	-1.0729	0.144464
12	-0.25934	-1.7589	0.04262
13	-0.215675	-1.4628	0.075164
14	0.096483	0.6544	0.258064
15	0.163946	1.1119	0.135972
16	0.158063	1.072	0.144648
17	0.120814	0.8194	0.208392
18	-0.110958	-0.7526	0.227775
19	-0.146413	-0.993	0.162947
20	-0.034865	-0.2365	0.407061
21	-0.005011	-0.034	0.486518
22	0.02024	0.1373	0.445707
23	0.03519	0.2387	0.40621
24	-0.046769	-0.3172	0.376263
25	-0.023313	-0.1581	0.437528
26	0.110629	0.7503	0.22844
27	0.083991	0.5697	0.285841
28	0.00726	0.0492	0.480471
29	-0.125807	-0.8533	0.198966
30	-0.159468	-1.0816	0.142542
31	0.030264	0.2053	0.419136
32	0.103112	0.6993	0.243931
33	0.119155	0.8081	0.211583
34	0.013865	0.094	0.462744
35	-0.090878	-0.6164	0.270346
36	-0.091533	-0.6208	0.268895
37	0.016192	0.1098	0.456514
38	0.030753	0.2086	0.41785
39	0.031113	0.211	0.416903
40	0.013292	0.0901	0.46428
41	-0.01319	-0.0895	0.464553
42	-0.004247	-0.0288	0.488571
43	0.008363	0.0567	0.477508
44	-0.007117	-0.0483	0.480854
45	-0.007148	-0.0485	0.480772
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.310831	2.1082	0.020247
2	-0.281402	-1.9086	0.031285
3	-0.497769	-3.376	0.000752
4	-0.256132	-1.7372	0.044525
5	-0.24005	-1.6281	0.055168
6	-0.032566	-0.2209	0.413083
7	-0.285813	-1.9385	0.029358
8	-0.019595	-0.1329	0.447427
9	0.145401	0.9862	0.164607
10	0.079644	0.5402	0.295843
11	0.142236	0.9647	0.169872
12	-0.070458	-0.4779	0.317504
13	-0.03473	-0.2355	0.407415
14	0.179109	1.2148	0.115325
15	-0.178339	-1.2096	0.116315
16	-0.185965	-1.2613	0.106785
17	0.022924	0.1555	0.438563
18	-0.226443	-1.5358	0.065718
19	-0.094546	-0.6412	0.262275
20	0.002674	0.0181	0.492805
21	-0.013136	-0.0891	0.464697
22	0.041418	0.2809	0.39002
23	0.004309	0.0292	0.488406
24	-0.028682	-0.1945	0.423309
25	-0.086341	-0.5856	0.280506
26	0.157375	1.0674	0.145688
27	0.054506	0.3697	0.356659
28	-0.173752	-1.1784	0.12234
29	-0.06108	-0.4143	0.340302
30	-0.061081	-0.4143	0.3403
31	0.033077	0.2243	0.411742
32	-0.041267	-0.2799	0.390408
33	-0.004848	-0.0329	0.486957
34	-0.04968	-0.3369	0.368844
35	-0.012387	-0.084	0.466705
36	0.030238	0.2051	0.419205
37	-0.120975	-0.8205	0.208084
38	-0.001312	-0.0089	0.496469
39	0.083701	0.5677	0.286503
40	-0.096159	-0.6522	0.258766
41	-0.054754	-0.3714	0.356037
42	0.006942	0.0471	0.481326
43	-0.020633	-0.1399	0.44466
44	0.076573	0.5193	0.303007
45	-0.002339	-0.0159	0.493707
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.310831 & 2.1082 & 0.020247 \tabularnewline
2 & -0.281402 & -1.9086 & 0.031285 \tabularnewline
3 & -0.497769 & -3.376 & 0.000752 \tabularnewline
4 & -0.256132 & -1.7372 & 0.044525 \tabularnewline
5 & -0.24005 & -1.6281 & 0.055168 \tabularnewline
6 & -0.032566 & -0.2209 & 0.413083 \tabularnewline
7 & -0.285813 & -1.9385 & 0.029358 \tabularnewline
8 & -0.019595 & -0.1329 & 0.447427 \tabularnewline
9 & 0.145401 & 0.9862 & 0.164607 \tabularnewline
10 & 0.079644 & 0.5402 & 0.295843 \tabularnewline
11 & 0.142236 & 0.9647 & 0.169872 \tabularnewline
12 & -0.070458 & -0.4779 & 0.317504 \tabularnewline
13 & -0.03473 & -0.2355 & 0.407415 \tabularnewline
14 & 0.179109 & 1.2148 & 0.115325 \tabularnewline
15 & -0.178339 & -1.2096 & 0.116315 \tabularnewline
16 & -0.185965 & -1.2613 & 0.106785 \tabularnewline
17 & 0.022924 & 0.1555 & 0.438563 \tabularnewline
18 & -0.226443 & -1.5358 & 0.065718 \tabularnewline
19 & -0.094546 & -0.6412 & 0.262275 \tabularnewline
20 & 0.002674 & 0.0181 & 0.492805 \tabularnewline
21 & -0.013136 & -0.0891 & 0.464697 \tabularnewline
22 & 0.041418 & 0.2809 & 0.39002 \tabularnewline
23 & 0.004309 & 0.0292 & 0.488406 \tabularnewline
24 & -0.028682 & -0.1945 & 0.423309 \tabularnewline
25 & -0.086341 & -0.5856 & 0.280506 \tabularnewline
26 & 0.157375 & 1.0674 & 0.145688 \tabularnewline
27 & 0.054506 & 0.3697 & 0.356659 \tabularnewline
28 & -0.173752 & -1.1784 & 0.12234 \tabularnewline
29 & -0.06108 & -0.4143 & 0.340302 \tabularnewline
30 & -0.061081 & -0.4143 & 0.3403 \tabularnewline
31 & 0.033077 & 0.2243 & 0.411742 \tabularnewline
32 & -0.041267 & -0.2799 & 0.390408 \tabularnewline
33 & -0.004848 & -0.0329 & 0.486957 \tabularnewline
34 & -0.04968 & -0.3369 & 0.368844 \tabularnewline
35 & -0.012387 & -0.084 & 0.466705 \tabularnewline
36 & 0.030238 & 0.2051 & 0.419205 \tabularnewline
37 & -0.120975 & -0.8205 & 0.208084 \tabularnewline
38 & -0.001312 & -0.0089 & 0.496469 \tabularnewline
39 & 0.083701 & 0.5677 & 0.286503 \tabularnewline
40 & -0.096159 & -0.6522 & 0.258766 \tabularnewline
41 & -0.054754 & -0.3714 & 0.356037 \tabularnewline
42 & 0.006942 & 0.0471 & 0.481326 \tabularnewline
43 & -0.020633 & -0.1399 & 0.44466 \tabularnewline
44 & 0.076573 & 0.5193 & 0.303007 \tabularnewline
45 & -0.002339 & -0.0159 & 0.493707 \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60341&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]0.310831[/C][C]2.1082[/C][C]0.020247[/C][/ROW]
[ROW][C]2[/C][C]-0.281402[/C][C]-1.9086[/C][C]0.031285[/C][/ROW]
[ROW][C]3[/C][C]-0.497769[/C][C]-3.376[/C][C]0.000752[/C][/ROW]
[ROW][C]4[/C][C]-0.256132[/C][C]-1.7372[/C][C]0.044525[/C][/ROW]
[ROW][C]5[/C][C]-0.24005[/C][C]-1.6281[/C][C]0.055168[/C][/ROW]
[ROW][C]6[/C][C]-0.032566[/C][C]-0.2209[/C][C]0.413083[/C][/ROW]
[ROW][C]7[/C][C]-0.285813[/C][C]-1.9385[/C][C]0.029358[/C][/ROW]
[ROW][C]8[/C][C]-0.019595[/C][C]-0.1329[/C][C]0.447427[/C][/ROW]
[ROW][C]9[/C][C]0.145401[/C][C]0.9862[/C][C]0.164607[/C][/ROW]
[ROW][C]10[/C][C]0.079644[/C][C]0.5402[/C][C]0.295843[/C][/ROW]
[ROW][C]11[/C][C]0.142236[/C][C]0.9647[/C][C]0.169872[/C][/ROW]
[ROW][C]12[/C][C]-0.070458[/C][C]-0.4779[/C][C]0.317504[/C][/ROW]
[ROW][C]13[/C][C]-0.03473[/C][C]-0.2355[/C][C]0.407415[/C][/ROW]
[ROW][C]14[/C][C]0.179109[/C][C]1.2148[/C][C]0.115325[/C][/ROW]
[ROW][C]15[/C][C]-0.178339[/C][C]-1.2096[/C][C]0.116315[/C][/ROW]
[ROW][C]16[/C][C]-0.185965[/C][C]-1.2613[/C][C]0.106785[/C][/ROW]
[ROW][C]17[/C][C]0.022924[/C][C]0.1555[/C][C]0.438563[/C][/ROW]
[ROW][C]18[/C][C]-0.226443[/C][C]-1.5358[/C][C]0.065718[/C][/ROW]
[ROW][C]19[/C][C]-0.094546[/C][C]-0.6412[/C][C]0.262275[/C][/ROW]
[ROW][C]20[/C][C]0.002674[/C][C]0.0181[/C][C]0.492805[/C][/ROW]
[ROW][C]21[/C][C]-0.013136[/C][C]-0.0891[/C][C]0.464697[/C][/ROW]
[ROW][C]22[/C][C]0.041418[/C][C]0.2809[/C][C]0.39002[/C][/ROW]
[ROW][C]23[/C][C]0.004309[/C][C]0.0292[/C][C]0.488406[/C][/ROW]
[ROW][C]24[/C][C]-0.028682[/C][C]-0.1945[/C][C]0.423309[/C][/ROW]
[ROW][C]25[/C][C]-0.086341[/C][C]-0.5856[/C][C]0.280506[/C][/ROW]
[ROW][C]26[/C][C]0.157375[/C][C]1.0674[/C][C]0.145688[/C][/ROW]
[ROW][C]27[/C][C]0.054506[/C][C]0.3697[/C][C]0.356659[/C][/ROW]
[ROW][C]28[/C][C]-0.173752[/C][C]-1.1784[/C][C]0.12234[/C][/ROW]
[ROW][C]29[/C][C]-0.06108[/C][C]-0.4143[/C][C]0.340302[/C][/ROW]
[ROW][C]30[/C][C]-0.061081[/C][C]-0.4143[/C][C]0.3403[/C][/ROW]
[ROW][C]31[/C][C]0.033077[/C][C]0.2243[/C][C]0.411742[/C][/ROW]
[ROW][C]32[/C][C]-0.041267[/C][C]-0.2799[/C][C]0.390408[/C][/ROW]
[ROW][C]33[/C][C]-0.004848[/C][C]-0.0329[/C][C]0.486957[/C][/ROW]
[ROW][C]34[/C][C]-0.04968[/C][C]-0.3369[/C][C]0.368844[/C][/ROW]
[ROW][C]35[/C][C]-0.012387[/C][C]-0.084[/C][C]0.466705[/C][/ROW]
[ROW][C]36[/C][C]0.030238[/C][C]0.2051[/C][C]0.419205[/C][/ROW]
[ROW][C]37[/C][C]-0.120975[/C][C]-0.8205[/C][C]0.208084[/C][/ROW]
[ROW][C]38[/C][C]-0.001312[/C][C]-0.0089[/C][C]0.496469[/C][/ROW]
[ROW][C]39[/C][C]0.083701[/C][C]0.5677[/C][C]0.286503[/C][/ROW]
[ROW][C]40[/C][C]-0.096159[/C][C]-0.6522[/C][C]0.258766[/C][/ROW]
[ROW][C]41[/C][C]-0.054754[/C][C]-0.3714[/C][C]0.356037[/C][/ROW]
[ROW][C]42[/C][C]0.006942[/C][C]0.0471[/C][C]0.481326[/C][/ROW]
[ROW][C]43[/C][C]-0.020633[/C][C]-0.1399[/C][C]0.44466[/C][/ROW]
[ROW][C]44[/C][C]0.076573[/C][C]0.5193[/C][C]0.303007[/C][/ROW]
[ROW][C]45[/C][C]-0.002339[/C][C]-0.0159[/C][C]0.493707[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60341&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60341&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	0.310831	2.1082	0.020247
2	-0.281402	-1.9086	0.031285
3	-0.497769	-3.376	0.000752
4	-0.256132	-1.7372	0.044525
5	-0.24005	-1.6281	0.055168
6	-0.032566	-0.2209	0.413083
7	-0.285813	-1.9385	0.029358
8	-0.019595	-0.1329	0.447427
9	0.145401	0.9862	0.164607
10	0.079644	0.5402	0.295843
11	0.142236	0.9647	0.169872
12	-0.070458	-0.4779	0.317504
13	-0.03473	-0.2355	0.407415
14	0.179109	1.2148	0.115325
15	-0.178339	-1.2096	0.116315
16	-0.185965	-1.2613	0.106785
17	0.022924	0.1555	0.438563
18	-0.226443	-1.5358	0.065718
19	-0.094546	-0.6412	0.262275
20	0.002674	0.0181	0.492805
21	-0.013136	-0.0891	0.464697
22	0.041418	0.2809	0.39002
23	0.004309	0.0292	0.488406
24	-0.028682	-0.1945	0.423309
25	-0.086341	-0.5856	0.280506
26	0.157375	1.0674	0.145688
27	0.054506	0.3697	0.356659
28	-0.173752	-1.1784	0.12234
29	-0.06108	-0.4143	0.340302
30	-0.061081	-0.4143	0.3403
31	0.033077	0.2243	0.411742
32	-0.041267	-0.2799	0.390408
33	-0.004848	-0.0329	0.486957
34	-0.04968	-0.3369	0.368844
35	-0.012387	-0.084	0.466705
36	0.030238	0.2051	0.419205
37	-0.120975	-0.8205	0.208084
38	-0.001312	-0.0089	0.496469
39	0.083701	0.5677	0.286503
40	-0.096159	-0.6522	0.258766
41	-0.054754	-0.3714	0.356037
42	0.006942	0.0471	0.481326
43	-0.020633	-0.1399	0.44466
44	0.076573	0.5193	0.303007
45	-0.002339	-0.0159	0.493707
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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