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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 23 Dec 2010 07:02:17 +0000

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/2010/Dec/23/t1293087630ef6547p2xflsp19.htm/, Retrieved Wed, 01 May 2024 23:09:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114627, Retrieved Wed, 01 May 2024 23:09:29 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

193

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]
-    D        [(Partial) Autocorrelation Function] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
-    D          [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c]
-    D            [(Partial) Autocorrelation Function] [methode 1 (d=0 D= 0)] [2009-11-27 20:21:42] [4b453aa14d54730625f8d3de5f1f6d82]
-    D              [(Partial) Autocorrelation Function] [koffie en thee] [2009-12-16 19:04:55] [7773f496f69461f4a67891f0ef752622]
-    D                [(Partial) Autocorrelation Function] [Appelen Jonagold ...] [2009-12-17 16:51:16] [7773f496f69461f4a67891f0ef752622]
- R PD                  [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-15 16:35:33] [717f3d787904f94c39256c5c1fc72d4c]
-   PD                      [(Partial) Autocorrelation Function] [autocorrelation] [2010-12-23 07:02:17] [c1f1b5e209adb4577289f490325e36f2] [Current]

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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	3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114627&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]3 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=114627&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114627&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	3 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.921322	7.1365	0
2	0.83412	6.4611	0
3	0.751629	5.8221	0
4	0.645053	4.9966	3e-06
5	0.548626	4.2496	3.8e-05
6	0.430327	3.3333	0.000737
7	0.309325	2.396	0.009855
8	0.23676	1.8339	0.035812
9	0.188267	1.4583	0.074985
10	0.148581	1.1509	0.127169
11	0.127098	0.9845	0.164412
12	0.102454	0.7936	0.215277
13	0.097993	0.7591	0.225396
14	0.127889	0.9906	0.162924
15	0.140616	1.0892	0.140209
16	0.124451	0.964	0.169458
17	0.097974	0.7589	0.22544
18	0.055821	0.4324	0.333504
19	0.013094	0.1014	0.459777
20	-0.023431	-0.1815	0.428294
21	-0.08547	-0.662	0.255239
22	-0.140537	-1.0886	0.140343
23	-0.186569	-1.4452	0.076809
24	-0.217758	-1.6867	0.048423
25	-0.247409	-1.9164	0.030039
26	-0.292347	-2.2645	0.013584
27	-0.332676	-2.5769	0.006223
28	-0.355896	-2.7568	0.003861
29	-0.360947	-2.7959	0.003471
30	-0.354615	-2.7468	0.003966
31	-0.335206	-2.5965	0.005913
32	-0.320162	-2.48	0.007982
33	-0.303736	-2.3527	0.010966
34	-0.269642	-2.0886	0.020496
35	-0.222331	-1.7222	0.045095
36	-0.19583	-1.5169	0.067273
37	-0.170052	-1.3172	0.096387
38	-0.143118	-1.1086	0.136016
39	-0.112912	-0.8746	0.192636
40	-0.084923	-0.6578	0.256588
41	-0.082999	-0.6429	0.261367
42	-0.0926	-0.7173	0.237992
43	-0.098881	-0.7659	0.223362
44	-0.110319	-0.8545	0.198105
45	-0.119843	-0.9283	0.178485
46	-0.12852	-0.9955	0.161742
47	-0.141053	-1.0926	0.139471
48	-0.139324	-1.0792	0.142409
49	-0.129817	-1.0056	0.159333
50	-0.12376	-0.9586	0.170793
51	-0.110004	-0.8521	0.198776
52	-0.102312	-0.7925	0.215595
53	-0.086712	-0.6717	0.252186
54	-0.067413	-0.5222	0.301734
55	-0.045007	-0.3486	0.364297
56	-0.030007	-0.2324	0.408497
57	-0.019291	-0.1494	0.440858
58	-0.012695	-0.0983	0.460997
59	-0.005276	-0.0409	0.483768
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.921322 & 7.1365 & 0 \tabularnewline
2 & 0.83412 & 6.4611 & 0 \tabularnewline
3 & 0.751629 & 5.8221 & 0 \tabularnewline
4 & 0.645053 & 4.9966 & 3e-06 \tabularnewline
5 & 0.548626 & 4.2496 & 3.8e-05 \tabularnewline
6 & 0.430327 & 3.3333 & 0.000737 \tabularnewline
7 & 0.309325 & 2.396 & 0.009855 \tabularnewline
8 & 0.23676 & 1.8339 & 0.035812 \tabularnewline
9 & 0.188267 & 1.4583 & 0.074985 \tabularnewline
10 & 0.148581 & 1.1509 & 0.127169 \tabularnewline
11 & 0.127098 & 0.9845 & 0.164412 \tabularnewline
12 & 0.102454 & 0.7936 & 0.215277 \tabularnewline
13 & 0.097993 & 0.7591 & 0.225396 \tabularnewline
14 & 0.127889 & 0.9906 & 0.162924 \tabularnewline
15 & 0.140616 & 1.0892 & 0.140209 \tabularnewline
16 & 0.124451 & 0.964 & 0.169458 \tabularnewline
17 & 0.097974 & 0.7589 & 0.22544 \tabularnewline
18 & 0.055821 & 0.4324 & 0.333504 \tabularnewline
19 & 0.013094 & 0.1014 & 0.459777 \tabularnewline
20 & -0.023431 & -0.1815 & 0.428294 \tabularnewline
21 & -0.08547 & -0.662 & 0.255239 \tabularnewline
22 & -0.140537 & -1.0886 & 0.140343 \tabularnewline
23 & -0.186569 & -1.4452 & 0.076809 \tabularnewline
24 & -0.217758 & -1.6867 & 0.048423 \tabularnewline
25 & -0.247409 & -1.9164 & 0.030039 \tabularnewline
26 & -0.292347 & -2.2645 & 0.013584 \tabularnewline
27 & -0.332676 & -2.5769 & 0.006223 \tabularnewline
28 & -0.355896 & -2.7568 & 0.003861 \tabularnewline
29 & -0.360947 & -2.7959 & 0.003471 \tabularnewline
30 & -0.354615 & -2.7468 & 0.003966 \tabularnewline
31 & -0.335206 & -2.5965 & 0.005913 \tabularnewline
32 & -0.320162 & -2.48 & 0.007982 \tabularnewline
33 & -0.303736 & -2.3527 & 0.010966 \tabularnewline
34 & -0.269642 & -2.0886 & 0.020496 \tabularnewline
35 & -0.222331 & -1.7222 & 0.045095 \tabularnewline
36 & -0.19583 & -1.5169 & 0.067273 \tabularnewline
37 & -0.170052 & -1.3172 & 0.096387 \tabularnewline
38 & -0.143118 & -1.1086 & 0.136016 \tabularnewline
39 & -0.112912 & -0.8746 & 0.192636 \tabularnewline
40 & -0.084923 & -0.6578 & 0.256588 \tabularnewline
41 & -0.082999 & -0.6429 & 0.261367 \tabularnewline
42 & -0.0926 & -0.7173 & 0.237992 \tabularnewline
43 & -0.098881 & -0.7659 & 0.223362 \tabularnewline
44 & -0.110319 & -0.8545 & 0.198105 \tabularnewline
45 & -0.119843 & -0.9283 & 0.178485 \tabularnewline
46 & -0.12852 & -0.9955 & 0.161742 \tabularnewline
47 & -0.141053 & -1.0926 & 0.139471 \tabularnewline
48 & -0.139324 & -1.0792 & 0.142409 \tabularnewline
49 & -0.129817 & -1.0056 & 0.159333 \tabularnewline
50 & -0.12376 & -0.9586 & 0.170793 \tabularnewline
51 & -0.110004 & -0.8521 & 0.198776 \tabularnewline
52 & -0.102312 & -0.7925 & 0.215595 \tabularnewline
53 & -0.086712 & -0.6717 & 0.252186 \tabularnewline
54 & -0.067413 & -0.5222 & 0.301734 \tabularnewline
55 & -0.045007 & -0.3486 & 0.364297 \tabularnewline
56 & -0.030007 & -0.2324 & 0.408497 \tabularnewline
57 & -0.019291 & -0.1494 & 0.440858 \tabularnewline
58 & -0.012695 & -0.0983 & 0.460997 \tabularnewline
59 & -0.005276 & -0.0409 & 0.483768 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114627&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]0.921322[/C][C]7.1365[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.83412[/C][C]6.4611[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.751629[/C][C]5.8221[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.645053[/C][C]4.9966[/C][C]3e-06[/C][/ROW]
[ROW][C]5[/C][C]0.548626[/C][C]4.2496[/C][C]3.8e-05[/C][/ROW]
[ROW][C]6[/C][C]0.430327[/C][C]3.3333[/C][C]0.000737[/C][/ROW]
[ROW][C]7[/C][C]0.309325[/C][C]2.396[/C][C]0.009855[/C][/ROW]
[ROW][C]8[/C][C]0.23676[/C][C]1.8339[/C][C]0.035812[/C][/ROW]
[ROW][C]9[/C][C]0.188267[/C][C]1.4583[/C][C]0.074985[/C][/ROW]
[ROW][C]10[/C][C]0.148581[/C][C]1.1509[/C][C]0.127169[/C][/ROW]
[ROW][C]11[/C][C]0.127098[/C][C]0.9845[/C][C]0.164412[/C][/ROW]
[ROW][C]12[/C][C]0.102454[/C][C]0.7936[/C][C]0.215277[/C][/ROW]
[ROW][C]13[/C][C]0.097993[/C][C]0.7591[/C][C]0.225396[/C][/ROW]
[ROW][C]14[/C][C]0.127889[/C][C]0.9906[/C][C]0.162924[/C][/ROW]
[ROW][C]15[/C][C]0.140616[/C][C]1.0892[/C][C]0.140209[/C][/ROW]
[ROW][C]16[/C][C]0.124451[/C][C]0.964[/C][C]0.169458[/C][/ROW]
[ROW][C]17[/C][C]0.097974[/C][C]0.7589[/C][C]0.22544[/C][/ROW]
[ROW][C]18[/C][C]0.055821[/C][C]0.4324[/C][C]0.333504[/C][/ROW]
[ROW][C]19[/C][C]0.013094[/C][C]0.1014[/C][C]0.459777[/C][/ROW]
[ROW][C]20[/C][C]-0.023431[/C][C]-0.1815[/C][C]0.428294[/C][/ROW]
[ROW][C]21[/C][C]-0.08547[/C][C]-0.662[/C][C]0.255239[/C][/ROW]
[ROW][C]22[/C][C]-0.140537[/C][C]-1.0886[/C][C]0.140343[/C][/ROW]
[ROW][C]23[/C][C]-0.186569[/C][C]-1.4452[/C][C]0.076809[/C][/ROW]
[ROW][C]24[/C][C]-0.217758[/C][C]-1.6867[/C][C]0.048423[/C][/ROW]
[ROW][C]25[/C][C]-0.247409[/C][C]-1.9164[/C][C]0.030039[/C][/ROW]
[ROW][C]26[/C][C]-0.292347[/C][C]-2.2645[/C][C]0.013584[/C][/ROW]
[ROW][C]27[/C][C]-0.332676[/C][C]-2.5769[/C][C]0.006223[/C][/ROW]
[ROW][C]28[/C][C]-0.355896[/C][C]-2.7568[/C][C]0.003861[/C][/ROW]
[ROW][C]29[/C][C]-0.360947[/C][C]-2.7959[/C][C]0.003471[/C][/ROW]
[ROW][C]30[/C][C]-0.354615[/C][C]-2.7468[/C][C]0.003966[/C][/ROW]
[ROW][C]31[/C][C]-0.335206[/C][C]-2.5965[/C][C]0.005913[/C][/ROW]
[ROW][C]32[/C][C]-0.320162[/C][C]-2.48[/C][C]0.007982[/C][/ROW]
[ROW][C]33[/C][C]-0.303736[/C][C]-2.3527[/C][C]0.010966[/C][/ROW]
[ROW][C]34[/C][C]-0.269642[/C][C]-2.0886[/C][C]0.020496[/C][/ROW]
[ROW][C]35[/C][C]-0.222331[/C][C]-1.7222[/C][C]0.045095[/C][/ROW]
[ROW][C]36[/C][C]-0.19583[/C][C]-1.5169[/C][C]0.067273[/C][/ROW]
[ROW][C]37[/C][C]-0.170052[/C][C]-1.3172[/C][C]0.096387[/C][/ROW]
[ROW][C]38[/C][C]-0.143118[/C][C]-1.1086[/C][C]0.136016[/C][/ROW]
[ROW][C]39[/C][C]-0.112912[/C][C]-0.8746[/C][C]0.192636[/C][/ROW]
[ROW][C]40[/C][C]-0.084923[/C][C]-0.6578[/C][C]0.256588[/C][/ROW]
[ROW][C]41[/C][C]-0.082999[/C][C]-0.6429[/C][C]0.261367[/C][/ROW]
[ROW][C]42[/C][C]-0.0926[/C][C]-0.7173[/C][C]0.237992[/C][/ROW]
[ROW][C]43[/C][C]-0.098881[/C][C]-0.7659[/C][C]0.223362[/C][/ROW]
[ROW][C]44[/C][C]-0.110319[/C][C]-0.8545[/C][C]0.198105[/C][/ROW]
[ROW][C]45[/C][C]-0.119843[/C][C]-0.9283[/C][C]0.178485[/C][/ROW]
[ROW][C]46[/C][C]-0.12852[/C][C]-0.9955[/C][C]0.161742[/C][/ROW]
[ROW][C]47[/C][C]-0.141053[/C][C]-1.0926[/C][C]0.139471[/C][/ROW]
[ROW][C]48[/C][C]-0.139324[/C][C]-1.0792[/C][C]0.142409[/C][/ROW]
[ROW][C]49[/C][C]-0.129817[/C][C]-1.0056[/C][C]0.159333[/C][/ROW]
[ROW][C]50[/C][C]-0.12376[/C][C]-0.9586[/C][C]0.170793[/C][/ROW]
[ROW][C]51[/C][C]-0.110004[/C][C]-0.8521[/C][C]0.198776[/C][/ROW]
[ROW][C]52[/C][C]-0.102312[/C][C]-0.7925[/C][C]0.215595[/C][/ROW]
[ROW][C]53[/C][C]-0.086712[/C][C]-0.6717[/C][C]0.252186[/C][/ROW]
[ROW][C]54[/C][C]-0.067413[/C][C]-0.5222[/C][C]0.301734[/C][/ROW]
[ROW][C]55[/C][C]-0.045007[/C][C]-0.3486[/C][C]0.364297[/C][/ROW]
[ROW][C]56[/C][C]-0.030007[/C][C]-0.2324[/C][C]0.408497[/C][/ROW]
[ROW][C]57[/C][C]-0.019291[/C][C]-0.1494[/C][C]0.440858[/C][/ROW]
[ROW][C]58[/C][C]-0.012695[/C][C]-0.0983[/C][C]0.460997[/C][/ROW]
[ROW][C]59[/C][C]-0.005276[/C][C]-0.0409[/C][C]0.483768[/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=114627&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114627&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	0.921322	7.1365	0
2	0.83412	6.4611	0
3	0.751629	5.8221	0
4	0.645053	4.9966	3e-06
5	0.548626	4.2496	3.8e-05
6	0.430327	3.3333	0.000737
7	0.309325	2.396	0.009855
8	0.23676	1.8339	0.035812
9	0.188267	1.4583	0.074985
10	0.148581	1.1509	0.127169
11	0.127098	0.9845	0.164412
12	0.102454	0.7936	0.215277
13	0.097993	0.7591	0.225396
14	0.127889	0.9906	0.162924
15	0.140616	1.0892	0.140209
16	0.124451	0.964	0.169458
17	0.097974	0.7589	0.22544
18	0.055821	0.4324	0.333504
19	0.013094	0.1014	0.459777
20	-0.023431	-0.1815	0.428294
21	-0.08547	-0.662	0.255239
22	-0.140537	-1.0886	0.140343
23	-0.186569	-1.4452	0.076809
24	-0.217758	-1.6867	0.048423
25	-0.247409	-1.9164	0.030039
26	-0.292347	-2.2645	0.013584
27	-0.332676	-2.5769	0.006223
28	-0.355896	-2.7568	0.003861
29	-0.360947	-2.7959	0.003471
30	-0.354615	-2.7468	0.003966
31	-0.335206	-2.5965	0.005913
32	-0.320162	-2.48	0.007982
33	-0.303736	-2.3527	0.010966
34	-0.269642	-2.0886	0.020496
35	-0.222331	-1.7222	0.045095
36	-0.19583	-1.5169	0.067273
37	-0.170052	-1.3172	0.096387
38	-0.143118	-1.1086	0.136016
39	-0.112912	-0.8746	0.192636
40	-0.084923	-0.6578	0.256588
41	-0.082999	-0.6429	0.261367
42	-0.0926	-0.7173	0.237992
43	-0.098881	-0.7659	0.223362
44	-0.110319	-0.8545	0.198105
45	-0.119843	-0.9283	0.178485
46	-0.12852	-0.9955	0.161742
47	-0.141053	-1.0926	0.139471
48	-0.139324	-1.0792	0.142409
49	-0.129817	-1.0056	0.159333
50	-0.12376	-0.9586	0.170793
51	-0.110004	-0.8521	0.198776
52	-0.102312	-0.7925	0.215595
53	-0.086712	-0.6717	0.252186
54	-0.067413	-0.5222	0.301734
55	-0.045007	-0.3486	0.364297
56	-0.030007	-0.2324	0.408497
57	-0.019291	-0.1494	0.440858
58	-0.012695	-0.0983	0.460997
59	-0.005276	-0.0409	0.483768
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.921322	7.1365	0
2	-0.097342	-0.754	0.226898
3	-0.01327	-0.1028	0.459238
4	-0.211392	-1.6374	0.053387
5	0.023234	0.18	0.42889
6	-0.237881	-1.8426	0.035163
7	-0.049847	-0.3861	0.35039
8	0.214649	1.6627	0.050798
9	0.137977	1.0688	0.144729
10	0.008471	0.0656	0.473951
11	0.028	0.2169	0.414515
12	-0.084195	-0.6522	0.25839
13	0.022973	0.178	0.429681
14	0.13376	1.0361	0.152156
15	-0.059505	-0.4609	0.323259
16	-0.192832	-1.4937	0.070251
17	-0.104273	-0.8077	0.211227
18	-0.096896	-0.7506	0.227927
19	-0.057047	-0.4419	0.33008
20	0.090834	0.7036	0.242203
21	-0.014797	-0.1146	0.454567
22	0.057453	0.445	0.328951
23	-0.079743	-0.6177	0.269559
24	0.042815	0.3316	0.370656
25	-0.199287	-1.5437	0.063964
26	-0.163793	-1.2687	0.104717
27	-0.034083	-0.264	0.396339
28	-0.001918	-0.0149	0.494097
29	0.038267	0.2964	0.383967
30	0.085935	0.6657	0.254093
31	0.164431	1.2737	0.103845
32	-0.036835	-0.2853	0.38819
33	-0.075322	-0.5834	0.280892
34	0.010661	0.0826	0.46723
35	0.104539	0.8098	0.210639
36	-0.158841	-1.2304	0.111679
37	0.042234	0.3271	0.372349
38	-0.025797	-0.1998	0.421147
39	0.021852	0.1693	0.43308
40	-0.050727	-0.3929	0.347883
41	0.0079	0.0612	0.475706
42	-0.000147	-0.0011	0.499548
43	0.073044	0.5658	0.286821
44	-0.057021	-0.4417	0.330153
45	-0.069745	-0.5402	0.295514
46	-0.096172	-0.7449	0.229608
47	-0.019607	-0.1519	0.439899
48	0.020504	0.1588	0.437169
49	-0.082388	-0.6382	0.262894
50	0.024661	0.191	0.424576
51	0.050191	0.3888	0.349408
52	-0.046305	-0.3587	0.360547
53	0.005999	0.0465	0.481545
54	-0.04733	-0.3666	0.357599
55	0.000445	0.0034	0.498629
56	-0.038671	-0.2995	0.382781
57	0.010923	0.0846	0.466427
58	0.01825	0.1414	0.444029
59	-0.031878	-0.2469	0.402905
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.921322 & 7.1365 & 0 \tabularnewline
2 & -0.097342 & -0.754 & 0.226898 \tabularnewline
3 & -0.01327 & -0.1028 & 0.459238 \tabularnewline
4 & -0.211392 & -1.6374 & 0.053387 \tabularnewline
5 & 0.023234 & 0.18 & 0.42889 \tabularnewline
6 & -0.237881 & -1.8426 & 0.035163 \tabularnewline
7 & -0.049847 & -0.3861 & 0.35039 \tabularnewline
8 & 0.214649 & 1.6627 & 0.050798 \tabularnewline
9 & 0.137977 & 1.0688 & 0.144729 \tabularnewline
10 & 0.008471 & 0.0656 & 0.473951 \tabularnewline
11 & 0.028 & 0.2169 & 0.414515 \tabularnewline
12 & -0.084195 & -0.6522 & 0.25839 \tabularnewline
13 & 0.022973 & 0.178 & 0.429681 \tabularnewline
14 & 0.13376 & 1.0361 & 0.152156 \tabularnewline
15 & -0.059505 & -0.4609 & 0.323259 \tabularnewline
16 & -0.192832 & -1.4937 & 0.070251 \tabularnewline
17 & -0.104273 & -0.8077 & 0.211227 \tabularnewline
18 & -0.096896 & -0.7506 & 0.227927 \tabularnewline
19 & -0.057047 & -0.4419 & 0.33008 \tabularnewline
20 & 0.090834 & 0.7036 & 0.242203 \tabularnewline
21 & -0.014797 & -0.1146 & 0.454567 \tabularnewline
22 & 0.057453 & 0.445 & 0.328951 \tabularnewline
23 & -0.079743 & -0.6177 & 0.269559 \tabularnewline
24 & 0.042815 & 0.3316 & 0.370656 \tabularnewline
25 & -0.199287 & -1.5437 & 0.063964 \tabularnewline
26 & -0.163793 & -1.2687 & 0.104717 \tabularnewline
27 & -0.034083 & -0.264 & 0.396339 \tabularnewline
28 & -0.001918 & -0.0149 & 0.494097 \tabularnewline
29 & 0.038267 & 0.2964 & 0.383967 \tabularnewline
30 & 0.085935 & 0.6657 & 0.254093 \tabularnewline
31 & 0.164431 & 1.2737 & 0.103845 \tabularnewline
32 & -0.036835 & -0.2853 & 0.38819 \tabularnewline
33 & -0.075322 & -0.5834 & 0.280892 \tabularnewline
34 & 0.010661 & 0.0826 & 0.46723 \tabularnewline
35 & 0.104539 & 0.8098 & 0.210639 \tabularnewline
36 & -0.158841 & -1.2304 & 0.111679 \tabularnewline
37 & 0.042234 & 0.3271 & 0.372349 \tabularnewline
38 & -0.025797 & -0.1998 & 0.421147 \tabularnewline
39 & 0.021852 & 0.1693 & 0.43308 \tabularnewline
40 & -0.050727 & -0.3929 & 0.347883 \tabularnewline
41 & 0.0079 & 0.0612 & 0.475706 \tabularnewline
42 & -0.000147 & -0.0011 & 0.499548 \tabularnewline
43 & 0.073044 & 0.5658 & 0.286821 \tabularnewline
44 & -0.057021 & -0.4417 & 0.330153 \tabularnewline
45 & -0.069745 & -0.5402 & 0.295514 \tabularnewline
46 & -0.096172 & -0.7449 & 0.229608 \tabularnewline
47 & -0.019607 & -0.1519 & 0.439899 \tabularnewline
48 & 0.020504 & 0.1588 & 0.437169 \tabularnewline
49 & -0.082388 & -0.6382 & 0.262894 \tabularnewline
50 & 0.024661 & 0.191 & 0.424576 \tabularnewline
51 & 0.050191 & 0.3888 & 0.349408 \tabularnewline
52 & -0.046305 & -0.3587 & 0.360547 \tabularnewline
53 & 0.005999 & 0.0465 & 0.481545 \tabularnewline
54 & -0.04733 & -0.3666 & 0.357599 \tabularnewline
55 & 0.000445 & 0.0034 & 0.498629 \tabularnewline
56 & -0.038671 & -0.2995 & 0.382781 \tabularnewline
57 & 0.010923 & 0.0846 & 0.466427 \tabularnewline
58 & 0.01825 & 0.1414 & 0.444029 \tabularnewline
59 & -0.031878 & -0.2469 & 0.402905 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114627&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]0.921322[/C][C]7.1365[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.097342[/C][C]-0.754[/C][C]0.226898[/C][/ROW]
[ROW][C]3[/C][C]-0.01327[/C][C]-0.1028[/C][C]0.459238[/C][/ROW]
[ROW][C]4[/C][C]-0.211392[/C][C]-1.6374[/C][C]0.053387[/C][/ROW]
[ROW][C]5[/C][C]0.023234[/C][C]0.18[/C][C]0.42889[/C][/ROW]
[ROW][C]6[/C][C]-0.237881[/C][C]-1.8426[/C][C]0.035163[/C][/ROW]
[ROW][C]7[/C][C]-0.049847[/C][C]-0.3861[/C][C]0.35039[/C][/ROW]
[ROW][C]8[/C][C]0.214649[/C][C]1.6627[/C][C]0.050798[/C][/ROW]
[ROW][C]9[/C][C]0.137977[/C][C]1.0688[/C][C]0.144729[/C][/ROW]
[ROW][C]10[/C][C]0.008471[/C][C]0.0656[/C][C]0.473951[/C][/ROW]
[ROW][C]11[/C][C]0.028[/C][C]0.2169[/C][C]0.414515[/C][/ROW]
[ROW][C]12[/C][C]-0.084195[/C][C]-0.6522[/C][C]0.25839[/C][/ROW]
[ROW][C]13[/C][C]0.022973[/C][C]0.178[/C][C]0.429681[/C][/ROW]
[ROW][C]14[/C][C]0.13376[/C][C]1.0361[/C][C]0.152156[/C][/ROW]
[ROW][C]15[/C][C]-0.059505[/C][C]-0.4609[/C][C]0.323259[/C][/ROW]
[ROW][C]16[/C][C]-0.192832[/C][C]-1.4937[/C][C]0.070251[/C][/ROW]
[ROW][C]17[/C][C]-0.104273[/C][C]-0.8077[/C][C]0.211227[/C][/ROW]
[ROW][C]18[/C][C]-0.096896[/C][C]-0.7506[/C][C]0.227927[/C][/ROW]
[ROW][C]19[/C][C]-0.057047[/C][C]-0.4419[/C][C]0.33008[/C][/ROW]
[ROW][C]20[/C][C]0.090834[/C][C]0.7036[/C][C]0.242203[/C][/ROW]
[ROW][C]21[/C][C]-0.014797[/C][C]-0.1146[/C][C]0.454567[/C][/ROW]
[ROW][C]22[/C][C]0.057453[/C][C]0.445[/C][C]0.328951[/C][/ROW]
[ROW][C]23[/C][C]-0.079743[/C][C]-0.6177[/C][C]0.269559[/C][/ROW]
[ROW][C]24[/C][C]0.042815[/C][C]0.3316[/C][C]0.370656[/C][/ROW]
[ROW][C]25[/C][C]-0.199287[/C][C]-1.5437[/C][C]0.063964[/C][/ROW]
[ROW][C]26[/C][C]-0.163793[/C][C]-1.2687[/C][C]0.104717[/C][/ROW]
[ROW][C]27[/C][C]-0.034083[/C][C]-0.264[/C][C]0.396339[/C][/ROW]
[ROW][C]28[/C][C]-0.001918[/C][C]-0.0149[/C][C]0.494097[/C][/ROW]
[ROW][C]29[/C][C]0.038267[/C][C]0.2964[/C][C]0.383967[/C][/ROW]
[ROW][C]30[/C][C]0.085935[/C][C]0.6657[/C][C]0.254093[/C][/ROW]
[ROW][C]31[/C][C]0.164431[/C][C]1.2737[/C][C]0.103845[/C][/ROW]
[ROW][C]32[/C][C]-0.036835[/C][C]-0.2853[/C][C]0.38819[/C][/ROW]
[ROW][C]33[/C][C]-0.075322[/C][C]-0.5834[/C][C]0.280892[/C][/ROW]
[ROW][C]34[/C][C]0.010661[/C][C]0.0826[/C][C]0.46723[/C][/ROW]
[ROW][C]35[/C][C]0.104539[/C][C]0.8098[/C][C]0.210639[/C][/ROW]
[ROW][C]36[/C][C]-0.158841[/C][C]-1.2304[/C][C]0.111679[/C][/ROW]
[ROW][C]37[/C][C]0.042234[/C][C]0.3271[/C][C]0.372349[/C][/ROW]
[ROW][C]38[/C][C]-0.025797[/C][C]-0.1998[/C][C]0.421147[/C][/ROW]
[ROW][C]39[/C][C]0.021852[/C][C]0.1693[/C][C]0.43308[/C][/ROW]
[ROW][C]40[/C][C]-0.050727[/C][C]-0.3929[/C][C]0.347883[/C][/ROW]
[ROW][C]41[/C][C]0.0079[/C][C]0.0612[/C][C]0.475706[/C][/ROW]
[ROW][C]42[/C][C]-0.000147[/C][C]-0.0011[/C][C]0.499548[/C][/ROW]
[ROW][C]43[/C][C]0.073044[/C][C]0.5658[/C][C]0.286821[/C][/ROW]
[ROW][C]44[/C][C]-0.057021[/C][C]-0.4417[/C][C]0.330153[/C][/ROW]
[ROW][C]45[/C][C]-0.069745[/C][C]-0.5402[/C][C]0.295514[/C][/ROW]
[ROW][C]46[/C][C]-0.096172[/C][C]-0.7449[/C][C]0.229608[/C][/ROW]
[ROW][C]47[/C][C]-0.019607[/C][C]-0.1519[/C][C]0.439899[/C][/ROW]
[ROW][C]48[/C][C]0.020504[/C][C]0.1588[/C][C]0.437169[/C][/ROW]
[ROW][C]49[/C][C]-0.082388[/C][C]-0.6382[/C][C]0.262894[/C][/ROW]
[ROW][C]50[/C][C]0.024661[/C][C]0.191[/C][C]0.424576[/C][/ROW]
[ROW][C]51[/C][C]0.050191[/C][C]0.3888[/C][C]0.349408[/C][/ROW]
[ROW][C]52[/C][C]-0.046305[/C][C]-0.3587[/C][C]0.360547[/C][/ROW]
[ROW][C]53[/C][C]0.005999[/C][C]0.0465[/C][C]0.481545[/C][/ROW]
[ROW][C]54[/C][C]-0.04733[/C][C]-0.3666[/C][C]0.357599[/C][/ROW]
[ROW][C]55[/C][C]0.000445[/C][C]0.0034[/C][C]0.498629[/C][/ROW]
[ROW][C]56[/C][C]-0.038671[/C][C]-0.2995[/C][C]0.382781[/C][/ROW]
[ROW][C]57[/C][C]0.010923[/C][C]0.0846[/C][C]0.466427[/C][/ROW]
[ROW][C]58[/C][C]0.01825[/C][C]0.1414[/C][C]0.444029[/C][/ROW]
[ROW][C]59[/C][C]-0.031878[/C][C]-0.2469[/C][C]0.402905[/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=114627&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114627&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	0.921322	7.1365	0
2	-0.097342	-0.754	0.226898
3	-0.01327	-0.1028	0.459238
4	-0.211392	-1.6374	0.053387
5	0.023234	0.18	0.42889
6	-0.237881	-1.8426	0.035163
7	-0.049847	-0.3861	0.35039
8	0.214649	1.6627	0.050798
9	0.137977	1.0688	0.144729
10	0.008471	0.0656	0.473951
11	0.028	0.2169	0.414515
12	-0.084195	-0.6522	0.25839
13	0.022973	0.178	0.429681
14	0.13376	1.0361	0.152156
15	-0.059505	-0.4609	0.323259
16	-0.192832	-1.4937	0.070251
17	-0.104273	-0.8077	0.211227
18	-0.096896	-0.7506	0.227927
19	-0.057047	-0.4419	0.33008
20	0.090834	0.7036	0.242203
21	-0.014797	-0.1146	0.454567
22	0.057453	0.445	0.328951
23	-0.079743	-0.6177	0.269559
24	0.042815	0.3316	0.370656
25	-0.199287	-1.5437	0.063964
26	-0.163793	-1.2687	0.104717
27	-0.034083	-0.264	0.396339
28	-0.001918	-0.0149	0.494097
29	0.038267	0.2964	0.383967
30	0.085935	0.6657	0.254093
31	0.164431	1.2737	0.103845
32	-0.036835	-0.2853	0.38819
33	-0.075322	-0.5834	0.280892
34	0.010661	0.0826	0.46723
35	0.104539	0.8098	0.210639
36	-0.158841	-1.2304	0.111679
37	0.042234	0.3271	0.372349
38	-0.025797	-0.1998	0.421147
39	0.021852	0.1693	0.43308
40	-0.050727	-0.3929	0.347883
41	0.0079	0.0612	0.475706
42	-0.000147	-0.0011	0.499548
43	0.073044	0.5658	0.286821
44	-0.057021	-0.4417	0.330153
45	-0.069745	-0.5402	0.295514
46	-0.096172	-0.7449	0.229608
47	-0.019607	-0.1519	0.439899
48	0.020504	0.1588	0.437169
49	-0.082388	-0.6382	0.262894
50	0.024661	0.191	0.424576
51	0.050191	0.3888	0.349408
52	-0.046305	-0.3587	0.360547
53	0.005999	0.0465	0.481545
54	-0.04733	-0.3666	0.357599
55	0.000445	0.0034	0.498629
56	-0.038671	-0.2995	0.382781
57	0.010923	0.0846	0.466427
58	0.01825	0.1414	0.444029
59	-0.031878	-0.2469	0.402905
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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