Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 03 Dec 2008 11:58:20 -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/03/t1228330845i9g64doyeoxvzxq.htm/, Retrieved Fri, 17 May 2024 15:01:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28847, Retrieved Fri, 17 May 2024 15:01:59 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

187

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]
-   PD  [Univariate Data Series] [Werkloosheids Bel...] [2008-12-03 18:39:41] [74be16979710d4c4e7c6647856088456]
-   PD    [Univariate Data Series] [Werkloosheids Bel...] [2008-12-03 18:47:55] [74be16979710d4c4e7c6647856088456]
- RMP       [Variance Reduction Matrix] [VRM werkloosheid ...] [2008-12-03 18:51:43] [74be16979710d4c4e7c6647856088456]
- RMP           [(Partial) Autocorrelation Function] [Autocorrelation w...] [2008-12-03 18:58:20] [822e74e765918799ae89051d24799c03] [Current]
-   P             [(Partial) Autocorrelation Function] [Autocorrelation w...] [2008-12-03 19:01:56] [27f46dbe13ae2811dfd3a6f3c54d4d50] 
-   P               [(Partial) Autocorrelation Function] [Autocorrelation w...] [2008-12-03 19:06:20] [27f46dbe13ae2811dfd3a6f3c54d4d50] 
- RMP                 [Spectral Analysis] [Spectral analysis...] [2008-12-03 19:13:53] [27f46dbe13ae2811dfd3a6f3c54d4d50] 
-   P                   [Spectral Analysis] [Spectral analysis...] [2008-12-03 19:19:15] [27f46dbe13ae2811dfd3a6f3c54d4d50] 
-                         [Spectral Analysis] [Spectral analysis...] [2008-12-03 19:22:31] [27f46dbe13ae2811dfd3a6f3c54d4d50] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=28847&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=28847&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28847&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	0.88819	7.5887	0
2	0.736535	6.293	0
3	0.61445	5.2499	1e-06
4	0.543534	4.644	7e-06
5	0.520742	4.4492	1.5e-05
6	0.483379	4.13	4.8e-05
7	0.402755	3.4411	0.000481
8	0.349057	2.9823	0.001943
9	0.342203	2.9238	0.002301
10	0.377201	3.2228	0.000949
11	0.432165	3.6924	0.000213
12	0.44716	3.8205	0.000139
13	0.335858	2.8696	0.002686
14	0.195166	1.6675	0.04985
15	0.079887	0.6826	0.248525
16	0.01768	0.1511	0.440173
17	0.000283	0.0024	0.499039
18	-0.028716	-0.2454	0.403437
19	-0.08571	-0.7323	0.233164
20	-0.116891	-0.9987	0.160615
21	-0.111165	-0.9498	0.172675
22	-0.073229	-0.6257	0.266742
23	-0.028017	-0.2394	0.405741
24	-0.018745	-0.1602	0.436599
25	-0.100811	-0.8613	0.195939
26	-0.206206	-1.7618	0.041143
27	-0.284942	-2.4345	0.008678
28	-0.320736	-2.7404	0.003855
29	-0.326394	-2.7887	0.003372
30	-0.340674	-2.9107	0.002389
31	-0.376963	-3.2208	0.000955
32	-0.390378	-3.3354	0.000671
33	-0.367698	-3.1416	0.001214
34	-0.319015	-2.7257	0.004014
35	-0.260842	-2.2286	0.014459
36	-0.229093	-1.9574	0.027063
37	-0.269602	-2.3035	0.012051
38	-0.329254	-2.8131	0.00315
39	-0.363646	-3.107	0.001346
40	-0.360838	-3.083	0.001446
41	-0.336965	-2.879	0.002615
42	-0.321998	-2.7512	0.003742
43	-0.332958	-2.8448	0.002882
44	-0.322427	-2.7548	0.003704
45	-0.286266	-2.4459	0.008431
46	-0.23085	-1.9724	0.026177
47	-0.173342	-1.481	0.071451
48	-0.132331	-1.1306	0.130954
49	-0.144115	-1.2313	0.111078
50	-0.17123	-1.463	0.073881
51	-0.17562	-1.5005	0.068899
52	-0.155992	-1.3328	0.093372
53	-0.119532	-1.0213	0.155246
54	-0.08488	-0.7252	0.23532
55	-0.077865	-0.6653	0.253985
56	-0.047532	-0.4061	0.342923
57	-0.002397	-0.0205	0.491858
58	0.04662	0.3983	0.345777
59	0.086722	0.741	0.23055
60	0.11455	0.9787	0.165476

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.88819 & 7.5887 & 0 \tabularnewline
2 & 0.736535 & 6.293 & 0 \tabularnewline
3 & 0.61445 & 5.2499 & 1e-06 \tabularnewline
4 & 0.543534 & 4.644 & 7e-06 \tabularnewline
5 & 0.520742 & 4.4492 & 1.5e-05 \tabularnewline
6 & 0.483379 & 4.13 & 4.8e-05 \tabularnewline
7 & 0.402755 & 3.4411 & 0.000481 \tabularnewline
8 & 0.349057 & 2.9823 & 0.001943 \tabularnewline
9 & 0.342203 & 2.9238 & 0.002301 \tabularnewline
10 & 0.377201 & 3.2228 & 0.000949 \tabularnewline
11 & 0.432165 & 3.6924 & 0.000213 \tabularnewline
12 & 0.44716 & 3.8205 & 0.000139 \tabularnewline
13 & 0.335858 & 2.8696 & 0.002686 \tabularnewline
14 & 0.195166 & 1.6675 & 0.04985 \tabularnewline
15 & 0.079887 & 0.6826 & 0.248525 \tabularnewline
16 & 0.01768 & 0.1511 & 0.440173 \tabularnewline
17 & 0.000283 & 0.0024 & 0.499039 \tabularnewline
18 & -0.028716 & -0.2454 & 0.403437 \tabularnewline
19 & -0.08571 & -0.7323 & 0.233164 \tabularnewline
20 & -0.116891 & -0.9987 & 0.160615 \tabularnewline
21 & -0.111165 & -0.9498 & 0.172675 \tabularnewline
22 & -0.073229 & -0.6257 & 0.266742 \tabularnewline
23 & -0.028017 & -0.2394 & 0.405741 \tabularnewline
24 & -0.018745 & -0.1602 & 0.436599 \tabularnewline
25 & -0.100811 & -0.8613 & 0.195939 \tabularnewline
26 & -0.206206 & -1.7618 & 0.041143 \tabularnewline
27 & -0.284942 & -2.4345 & 0.008678 \tabularnewline
28 & -0.320736 & -2.7404 & 0.003855 \tabularnewline
29 & -0.326394 & -2.7887 & 0.003372 \tabularnewline
30 & -0.340674 & -2.9107 & 0.002389 \tabularnewline
31 & -0.376963 & -3.2208 & 0.000955 \tabularnewline
32 & -0.390378 & -3.3354 & 0.000671 \tabularnewline
33 & -0.367698 & -3.1416 & 0.001214 \tabularnewline
34 & -0.319015 & -2.7257 & 0.004014 \tabularnewline
35 & -0.260842 & -2.2286 & 0.014459 \tabularnewline
36 & -0.229093 & -1.9574 & 0.027063 \tabularnewline
37 & -0.269602 & -2.3035 & 0.012051 \tabularnewline
38 & -0.329254 & -2.8131 & 0.00315 \tabularnewline
39 & -0.363646 & -3.107 & 0.001346 \tabularnewline
40 & -0.360838 & -3.083 & 0.001446 \tabularnewline
41 & -0.336965 & -2.879 & 0.002615 \tabularnewline
42 & -0.321998 & -2.7512 & 0.003742 \tabularnewline
43 & -0.332958 & -2.8448 & 0.002882 \tabularnewline
44 & -0.322427 & -2.7548 & 0.003704 \tabularnewline
45 & -0.286266 & -2.4459 & 0.008431 \tabularnewline
46 & -0.23085 & -1.9724 & 0.026177 \tabularnewline
47 & -0.173342 & -1.481 & 0.071451 \tabularnewline
48 & -0.132331 & -1.1306 & 0.130954 \tabularnewline
49 & -0.144115 & -1.2313 & 0.111078 \tabularnewline
50 & -0.17123 & -1.463 & 0.073881 \tabularnewline
51 & -0.17562 & -1.5005 & 0.068899 \tabularnewline
52 & -0.155992 & -1.3328 & 0.093372 \tabularnewline
53 & -0.119532 & -1.0213 & 0.155246 \tabularnewline
54 & -0.08488 & -0.7252 & 0.23532 \tabularnewline
55 & -0.077865 & -0.6653 & 0.253985 \tabularnewline
56 & -0.047532 & -0.4061 & 0.342923 \tabularnewline
57 & -0.002397 & -0.0205 & 0.491858 \tabularnewline
58 & 0.04662 & 0.3983 & 0.345777 \tabularnewline
59 & 0.086722 & 0.741 & 0.23055 \tabularnewline
60 & 0.11455 & 0.9787 & 0.165476 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28847&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]0.88819[/C][C]7.5887[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.736535[/C][C]6.293[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.61445[/C][C]5.2499[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.543534[/C][C]4.644[/C][C]7e-06[/C][/ROW]
[ROW][C]5[/C][C]0.520742[/C][C]4.4492[/C][C]1.5e-05[/C][/ROW]
[ROW][C]6[/C][C]0.483379[/C][C]4.13[/C][C]4.8e-05[/C][/ROW]
[ROW][C]7[/C][C]0.402755[/C][C]3.4411[/C][C]0.000481[/C][/ROW]
[ROW][C]8[/C][C]0.349057[/C][C]2.9823[/C][C]0.001943[/C][/ROW]
[ROW][C]9[/C][C]0.342203[/C][C]2.9238[/C][C]0.002301[/C][/ROW]
[ROW][C]10[/C][C]0.377201[/C][C]3.2228[/C][C]0.000949[/C][/ROW]
[ROW][C]11[/C][C]0.432165[/C][C]3.6924[/C][C]0.000213[/C][/ROW]
[ROW][C]12[/C][C]0.44716[/C][C]3.8205[/C][C]0.000139[/C][/ROW]
[ROW][C]13[/C][C]0.335858[/C][C]2.8696[/C][C]0.002686[/C][/ROW]
[ROW][C]14[/C][C]0.195166[/C][C]1.6675[/C][C]0.04985[/C][/ROW]
[ROW][C]15[/C][C]0.079887[/C][C]0.6826[/C][C]0.248525[/C][/ROW]
[ROW][C]16[/C][C]0.01768[/C][C]0.1511[/C][C]0.440173[/C][/ROW]
[ROW][C]17[/C][C]0.000283[/C][C]0.0024[/C][C]0.499039[/C][/ROW]
[ROW][C]18[/C][C]-0.028716[/C][C]-0.2454[/C][C]0.403437[/C][/ROW]
[ROW][C]19[/C][C]-0.08571[/C][C]-0.7323[/C][C]0.233164[/C][/ROW]
[ROW][C]20[/C][C]-0.116891[/C][C]-0.9987[/C][C]0.160615[/C][/ROW]
[ROW][C]21[/C][C]-0.111165[/C][C]-0.9498[/C][C]0.172675[/C][/ROW]
[ROW][C]22[/C][C]-0.073229[/C][C]-0.6257[/C][C]0.266742[/C][/ROW]
[ROW][C]23[/C][C]-0.028017[/C][C]-0.2394[/C][C]0.405741[/C][/ROW]
[ROW][C]24[/C][C]-0.018745[/C][C]-0.1602[/C][C]0.436599[/C][/ROW]
[ROW][C]25[/C][C]-0.100811[/C][C]-0.8613[/C][C]0.195939[/C][/ROW]
[ROW][C]26[/C][C]-0.206206[/C][C]-1.7618[/C][C]0.041143[/C][/ROW]
[ROW][C]27[/C][C]-0.284942[/C][C]-2.4345[/C][C]0.008678[/C][/ROW]
[ROW][C]28[/C][C]-0.320736[/C][C]-2.7404[/C][C]0.003855[/C][/ROW]
[ROW][C]29[/C][C]-0.326394[/C][C]-2.7887[/C][C]0.003372[/C][/ROW]
[ROW][C]30[/C][C]-0.340674[/C][C]-2.9107[/C][C]0.002389[/C][/ROW]
[ROW][C]31[/C][C]-0.376963[/C][C]-3.2208[/C][C]0.000955[/C][/ROW]
[ROW][C]32[/C][C]-0.390378[/C][C]-3.3354[/C][C]0.000671[/C][/ROW]
[ROW][C]33[/C][C]-0.367698[/C][C]-3.1416[/C][C]0.001214[/C][/ROW]
[ROW][C]34[/C][C]-0.319015[/C][C]-2.7257[/C][C]0.004014[/C][/ROW]
[ROW][C]35[/C][C]-0.260842[/C][C]-2.2286[/C][C]0.014459[/C][/ROW]
[ROW][C]36[/C][C]-0.229093[/C][C]-1.9574[/C][C]0.027063[/C][/ROW]
[ROW][C]37[/C][C]-0.269602[/C][C]-2.3035[/C][C]0.012051[/C][/ROW]
[ROW][C]38[/C][C]-0.329254[/C][C]-2.8131[/C][C]0.00315[/C][/ROW]
[ROW][C]39[/C][C]-0.363646[/C][C]-3.107[/C][C]0.001346[/C][/ROW]
[ROW][C]40[/C][C]-0.360838[/C][C]-3.083[/C][C]0.001446[/C][/ROW]
[ROW][C]41[/C][C]-0.336965[/C][C]-2.879[/C][C]0.002615[/C][/ROW]
[ROW][C]42[/C][C]-0.321998[/C][C]-2.7512[/C][C]0.003742[/C][/ROW]
[ROW][C]43[/C][C]-0.332958[/C][C]-2.8448[/C][C]0.002882[/C][/ROW]
[ROW][C]44[/C][C]-0.322427[/C][C]-2.7548[/C][C]0.003704[/C][/ROW]
[ROW][C]45[/C][C]-0.286266[/C][C]-2.4459[/C][C]0.008431[/C][/ROW]
[ROW][C]46[/C][C]-0.23085[/C][C]-1.9724[/C][C]0.026177[/C][/ROW]
[ROW][C]47[/C][C]-0.173342[/C][C]-1.481[/C][C]0.071451[/C][/ROW]
[ROW][C]48[/C][C]-0.132331[/C][C]-1.1306[/C][C]0.130954[/C][/ROW]
[ROW][C]49[/C][C]-0.144115[/C][C]-1.2313[/C][C]0.111078[/C][/ROW]
[ROW][C]50[/C][C]-0.17123[/C][C]-1.463[/C][C]0.073881[/C][/ROW]
[ROW][C]51[/C][C]-0.17562[/C][C]-1.5005[/C][C]0.068899[/C][/ROW]
[ROW][C]52[/C][C]-0.155992[/C][C]-1.3328[/C][C]0.093372[/C][/ROW]
[ROW][C]53[/C][C]-0.119532[/C][C]-1.0213[/C][C]0.155246[/C][/ROW]
[ROW][C]54[/C][C]-0.08488[/C][C]-0.7252[/C][C]0.23532[/C][/ROW]
[ROW][C]55[/C][C]-0.077865[/C][C]-0.6653[/C][C]0.253985[/C][/ROW]
[ROW][C]56[/C][C]-0.047532[/C][C]-0.4061[/C][C]0.342923[/C][/ROW]
[ROW][C]57[/C][C]-0.002397[/C][C]-0.0205[/C][C]0.491858[/C][/ROW]
[ROW][C]58[/C][C]0.04662[/C][C]0.3983[/C][C]0.345777[/C][/ROW]
[ROW][C]59[/C][C]0.086722[/C][C]0.741[/C][C]0.23055[/C][/ROW]
[ROW][C]60[/C][C]0.11455[/C][C]0.9787[/C][C]0.165476[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28847&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28847&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	0.88819	7.5887	0
2	0.736535	6.293	0
3	0.61445	5.2499	1e-06
4	0.543534	4.644	7e-06
5	0.520742	4.4492	1.5e-05
6	0.483379	4.13	4.8e-05
7	0.402755	3.4411	0.000481
8	0.349057	2.9823	0.001943
9	0.342203	2.9238	0.002301
10	0.377201	3.2228	0.000949
11	0.432165	3.6924	0.000213
12	0.44716	3.8205	0.000139
13	0.335858	2.8696	0.002686
14	0.195166	1.6675	0.04985
15	0.079887	0.6826	0.248525
16	0.01768	0.1511	0.440173
17	0.000283	0.0024	0.499039
18	-0.028716	-0.2454	0.403437
19	-0.08571	-0.7323	0.233164
20	-0.116891	-0.9987	0.160615
21	-0.111165	-0.9498	0.172675
22	-0.073229	-0.6257	0.266742
23	-0.028017	-0.2394	0.405741
24	-0.018745	-0.1602	0.436599
25	-0.100811	-0.8613	0.195939
26	-0.206206	-1.7618	0.041143
27	-0.284942	-2.4345	0.008678
28	-0.320736	-2.7404	0.003855
29	-0.326394	-2.7887	0.003372
30	-0.340674	-2.9107	0.002389
31	-0.376963	-3.2208	0.000955
32	-0.390378	-3.3354	0.000671
33	-0.367698	-3.1416	0.001214
34	-0.319015	-2.7257	0.004014
35	-0.260842	-2.2286	0.014459
36	-0.229093	-1.9574	0.027063
37	-0.269602	-2.3035	0.012051
38	-0.329254	-2.8131	0.00315
39	-0.363646	-3.107	0.001346
40	-0.360838	-3.083	0.001446
41	-0.336965	-2.879	0.002615
42	-0.321998	-2.7512	0.003742
43	-0.332958	-2.8448	0.002882
44	-0.322427	-2.7548	0.003704
45	-0.286266	-2.4459	0.008431
46	-0.23085	-1.9724	0.026177
47	-0.173342	-1.481	0.071451
48	-0.132331	-1.1306	0.130954
49	-0.144115	-1.2313	0.111078
50	-0.17123	-1.463	0.073881
51	-0.17562	-1.5005	0.068899
52	-0.155992	-1.3328	0.093372
53	-0.119532	-1.0213	0.155246
54	-0.08488	-0.7252	0.23532
55	-0.077865	-0.6653	0.253985
56	-0.047532	-0.4061	0.342923
57	-0.002397	-0.0205	0.491858
58	0.04662	0.3983	0.345777
59	0.086722	0.741	0.23055
60	0.11455	0.9787	0.165476

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.88819	7.5887	0
2	-0.247952	-2.1185	0.018768
3	0.092304	0.7886	0.216437
4	0.124209	1.0612	0.146039
5	0.133119	1.1374	0.129552
6	-0.122648	-1.0479	0.149069
7	-0.143375	-1.225	0.112258
8	0.205047	1.7519	0.041993
9	0.129767	1.1087	0.135594
10	0.095615	0.8169	0.208311
11	0.099047	0.8463	0.200087
12	-0.039353	-0.3362	0.368831
13	-0.520824	-4.4499	1.5e-05
14	-0.087422	-0.7469	0.228753
15	-0.016961	-0.1449	0.442588
16	0.019656	0.1679	0.433548
17	0.005162	0.0441	0.48247
18	0.068888	0.5886	0.278981
19	0.056105	0.4794	0.316558
20	-0.030422	-0.2599	0.397827
21	-0.055893	-0.4775	0.317199
22	-0.03159	-0.2699	0.393998
23	-0.029491	-0.252	0.400885
24	-0.007349	-0.0628	0.475053
25	-0.146876	-1.2549	0.106757
26	-0.019181	-0.1639	0.435139
27	0.038974	0.333	0.370047
28	-0.05621	-0.4803	0.31624
29	-0.096083	-0.8209	0.207179
30	0.014323	0.1224	0.45147
31	-0.009688	-0.0828	0.46713
32	-0.072469	-0.6192	0.268865
33	-0.010011	-0.0855	0.466037
34	0.03438	0.2937	0.384895
35	0.061437	0.5249	0.300616
36	0.004567	0.039	0.48449
37	-0.076386	-0.6526	0.25802
38	-0.006125	-0.0523	0.479202
39	0.018168	0.1552	0.438535
40	-0.029509	-0.2521	0.400827
41	-0.064414	-0.5504	0.291878
42	0.058157	0.4969	0.310379
43	-0.013109	-0.112	0.455563
44	-0.024816	-0.212	0.416339
45	-0.075138	-0.642	0.261448
46	0.030654	0.2619	0.397066
47	-0.036224	-0.3095	0.378914
48	0.028504	0.2435	0.404135
49	0.001871	0.016	0.493643
50	0.028657	0.2448	0.40363
51	0.059419	0.5077	0.306605
52	-0.058136	-0.4967	0.310441
53	-0.003082	-0.0263	0.489531
54	0.080563	0.6883	0.246713
55	-0.01737	-0.1484	0.441214
56	0.039969	0.3415	0.366857
57	-0.02946	-0.2517	0.400987
58	0.0032	0.0273	0.489133
59	-0.093039	-0.7949	0.214618
60	0.008839	0.0755	0.470003

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.88819 & 7.5887 & 0 \tabularnewline
2 & -0.247952 & -2.1185 & 0.018768 \tabularnewline
3 & 0.092304 & 0.7886 & 0.216437 \tabularnewline
4 & 0.124209 & 1.0612 & 0.146039 \tabularnewline
5 & 0.133119 & 1.1374 & 0.129552 \tabularnewline
6 & -0.122648 & -1.0479 & 0.149069 \tabularnewline
7 & -0.143375 & -1.225 & 0.112258 \tabularnewline
8 & 0.205047 & 1.7519 & 0.041993 \tabularnewline
9 & 0.129767 & 1.1087 & 0.135594 \tabularnewline
10 & 0.095615 & 0.8169 & 0.208311 \tabularnewline
11 & 0.099047 & 0.8463 & 0.200087 \tabularnewline
12 & -0.039353 & -0.3362 & 0.368831 \tabularnewline
13 & -0.520824 & -4.4499 & 1.5e-05 \tabularnewline
14 & -0.087422 & -0.7469 & 0.228753 \tabularnewline
15 & -0.016961 & -0.1449 & 0.442588 \tabularnewline
16 & 0.019656 & 0.1679 & 0.433548 \tabularnewline
17 & 0.005162 & 0.0441 & 0.48247 \tabularnewline
18 & 0.068888 & 0.5886 & 0.278981 \tabularnewline
19 & 0.056105 & 0.4794 & 0.316558 \tabularnewline
20 & -0.030422 & -0.2599 & 0.397827 \tabularnewline
21 & -0.055893 & -0.4775 & 0.317199 \tabularnewline
22 & -0.03159 & -0.2699 & 0.393998 \tabularnewline
23 & -0.029491 & -0.252 & 0.400885 \tabularnewline
24 & -0.007349 & -0.0628 & 0.475053 \tabularnewline
25 & -0.146876 & -1.2549 & 0.106757 \tabularnewline
26 & -0.019181 & -0.1639 & 0.435139 \tabularnewline
27 & 0.038974 & 0.333 & 0.370047 \tabularnewline
28 & -0.05621 & -0.4803 & 0.31624 \tabularnewline
29 & -0.096083 & -0.8209 & 0.207179 \tabularnewline
30 & 0.014323 & 0.1224 & 0.45147 \tabularnewline
31 & -0.009688 & -0.0828 & 0.46713 \tabularnewline
32 & -0.072469 & -0.6192 & 0.268865 \tabularnewline
33 & -0.010011 & -0.0855 & 0.466037 \tabularnewline
34 & 0.03438 & 0.2937 & 0.384895 \tabularnewline
35 & 0.061437 & 0.5249 & 0.300616 \tabularnewline
36 & 0.004567 & 0.039 & 0.48449 \tabularnewline
37 & -0.076386 & -0.6526 & 0.25802 \tabularnewline
38 & -0.006125 & -0.0523 & 0.479202 \tabularnewline
39 & 0.018168 & 0.1552 & 0.438535 \tabularnewline
40 & -0.029509 & -0.2521 & 0.400827 \tabularnewline
41 & -0.064414 & -0.5504 & 0.291878 \tabularnewline
42 & 0.058157 & 0.4969 & 0.310379 \tabularnewline
43 & -0.013109 & -0.112 & 0.455563 \tabularnewline
44 & -0.024816 & -0.212 & 0.416339 \tabularnewline
45 & -0.075138 & -0.642 & 0.261448 \tabularnewline
46 & 0.030654 & 0.2619 & 0.397066 \tabularnewline
47 & -0.036224 & -0.3095 & 0.378914 \tabularnewline
48 & 0.028504 & 0.2435 & 0.404135 \tabularnewline
49 & 0.001871 & 0.016 & 0.493643 \tabularnewline
50 & 0.028657 & 0.2448 & 0.40363 \tabularnewline
51 & 0.059419 & 0.5077 & 0.306605 \tabularnewline
52 & -0.058136 & -0.4967 & 0.310441 \tabularnewline
53 & -0.003082 & -0.0263 & 0.489531 \tabularnewline
54 & 0.080563 & 0.6883 & 0.246713 \tabularnewline
55 & -0.01737 & -0.1484 & 0.441214 \tabularnewline
56 & 0.039969 & 0.3415 & 0.366857 \tabularnewline
57 & -0.02946 & -0.2517 & 0.400987 \tabularnewline
58 & 0.0032 & 0.0273 & 0.489133 \tabularnewline
59 & -0.093039 & -0.7949 & 0.214618 \tabularnewline
60 & 0.008839 & 0.0755 & 0.470003 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28847&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]0.88819[/C][C]7.5887[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.247952[/C][C]-2.1185[/C][C]0.018768[/C][/ROW]
[ROW][C]3[/C][C]0.092304[/C][C]0.7886[/C][C]0.216437[/C][/ROW]
[ROW][C]4[/C][C]0.124209[/C][C]1.0612[/C][C]0.146039[/C][/ROW]
[ROW][C]5[/C][C]0.133119[/C][C]1.1374[/C][C]0.129552[/C][/ROW]
[ROW][C]6[/C][C]-0.122648[/C][C]-1.0479[/C][C]0.149069[/C][/ROW]
[ROW][C]7[/C][C]-0.143375[/C][C]-1.225[/C][C]0.112258[/C][/ROW]
[ROW][C]8[/C][C]0.205047[/C][C]1.7519[/C][C]0.041993[/C][/ROW]
[ROW][C]9[/C][C]0.129767[/C][C]1.1087[/C][C]0.135594[/C][/ROW]
[ROW][C]10[/C][C]0.095615[/C][C]0.8169[/C][C]0.208311[/C][/ROW]
[ROW][C]11[/C][C]0.099047[/C][C]0.8463[/C][C]0.200087[/C][/ROW]
[ROW][C]12[/C][C]-0.039353[/C][C]-0.3362[/C][C]0.368831[/C][/ROW]
[ROW][C]13[/C][C]-0.520824[/C][C]-4.4499[/C][C]1.5e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.087422[/C][C]-0.7469[/C][C]0.228753[/C][/ROW]
[ROW][C]15[/C][C]-0.016961[/C][C]-0.1449[/C][C]0.442588[/C][/ROW]
[ROW][C]16[/C][C]0.019656[/C][C]0.1679[/C][C]0.433548[/C][/ROW]
[ROW][C]17[/C][C]0.005162[/C][C]0.0441[/C][C]0.48247[/C][/ROW]
[ROW][C]18[/C][C]0.068888[/C][C]0.5886[/C][C]0.278981[/C][/ROW]
[ROW][C]19[/C][C]0.056105[/C][C]0.4794[/C][C]0.316558[/C][/ROW]
[ROW][C]20[/C][C]-0.030422[/C][C]-0.2599[/C][C]0.397827[/C][/ROW]
[ROW][C]21[/C][C]-0.055893[/C][C]-0.4775[/C][C]0.317199[/C][/ROW]
[ROW][C]22[/C][C]-0.03159[/C][C]-0.2699[/C][C]0.393998[/C][/ROW]
[ROW][C]23[/C][C]-0.029491[/C][C]-0.252[/C][C]0.400885[/C][/ROW]
[ROW][C]24[/C][C]-0.007349[/C][C]-0.0628[/C][C]0.475053[/C][/ROW]
[ROW][C]25[/C][C]-0.146876[/C][C]-1.2549[/C][C]0.106757[/C][/ROW]
[ROW][C]26[/C][C]-0.019181[/C][C]-0.1639[/C][C]0.435139[/C][/ROW]
[ROW][C]27[/C][C]0.038974[/C][C]0.333[/C][C]0.370047[/C][/ROW]
[ROW][C]28[/C][C]-0.05621[/C][C]-0.4803[/C][C]0.31624[/C][/ROW]
[ROW][C]29[/C][C]-0.096083[/C][C]-0.8209[/C][C]0.207179[/C][/ROW]
[ROW][C]30[/C][C]0.014323[/C][C]0.1224[/C][C]0.45147[/C][/ROW]
[ROW][C]31[/C][C]-0.009688[/C][C]-0.0828[/C][C]0.46713[/C][/ROW]
[ROW][C]32[/C][C]-0.072469[/C][C]-0.6192[/C][C]0.268865[/C][/ROW]
[ROW][C]33[/C][C]-0.010011[/C][C]-0.0855[/C][C]0.466037[/C][/ROW]
[ROW][C]34[/C][C]0.03438[/C][C]0.2937[/C][C]0.384895[/C][/ROW]
[ROW][C]35[/C][C]0.061437[/C][C]0.5249[/C][C]0.300616[/C][/ROW]
[ROW][C]36[/C][C]0.004567[/C][C]0.039[/C][C]0.48449[/C][/ROW]
[ROW][C]37[/C][C]-0.076386[/C][C]-0.6526[/C][C]0.25802[/C][/ROW]
[ROW][C]38[/C][C]-0.006125[/C][C]-0.0523[/C][C]0.479202[/C][/ROW]
[ROW][C]39[/C][C]0.018168[/C][C]0.1552[/C][C]0.438535[/C][/ROW]
[ROW][C]40[/C][C]-0.029509[/C][C]-0.2521[/C][C]0.400827[/C][/ROW]
[ROW][C]41[/C][C]-0.064414[/C][C]-0.5504[/C][C]0.291878[/C][/ROW]
[ROW][C]42[/C][C]0.058157[/C][C]0.4969[/C][C]0.310379[/C][/ROW]
[ROW][C]43[/C][C]-0.013109[/C][C]-0.112[/C][C]0.455563[/C][/ROW]
[ROW][C]44[/C][C]-0.024816[/C][C]-0.212[/C][C]0.416339[/C][/ROW]
[ROW][C]45[/C][C]-0.075138[/C][C]-0.642[/C][C]0.261448[/C][/ROW]
[ROW][C]46[/C][C]0.030654[/C][C]0.2619[/C][C]0.397066[/C][/ROW]
[ROW][C]47[/C][C]-0.036224[/C][C]-0.3095[/C][C]0.378914[/C][/ROW]
[ROW][C]48[/C][C]0.028504[/C][C]0.2435[/C][C]0.404135[/C][/ROW]
[ROW][C]49[/C][C]0.001871[/C][C]0.016[/C][C]0.493643[/C][/ROW]
[ROW][C]50[/C][C]0.028657[/C][C]0.2448[/C][C]0.40363[/C][/ROW]
[ROW][C]51[/C][C]0.059419[/C][C]0.5077[/C][C]0.306605[/C][/ROW]
[ROW][C]52[/C][C]-0.058136[/C][C]-0.4967[/C][C]0.310441[/C][/ROW]
[ROW][C]53[/C][C]-0.003082[/C][C]-0.0263[/C][C]0.489531[/C][/ROW]
[ROW][C]54[/C][C]0.080563[/C][C]0.6883[/C][C]0.246713[/C][/ROW]
[ROW][C]55[/C][C]-0.01737[/C][C]-0.1484[/C][C]0.441214[/C][/ROW]
[ROW][C]56[/C][C]0.039969[/C][C]0.3415[/C][C]0.366857[/C][/ROW]
[ROW][C]57[/C][C]-0.02946[/C][C]-0.2517[/C][C]0.400987[/C][/ROW]
[ROW][C]58[/C][C]0.0032[/C][C]0.0273[/C][C]0.489133[/C][/ROW]
[ROW][C]59[/C][C]-0.093039[/C][C]-0.7949[/C][C]0.214618[/C][/ROW]
[ROW][C]60[/C][C]0.008839[/C][C]0.0755[/C][C]0.470003[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28847&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28847&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	0.88819	7.5887	0
2	-0.247952	-2.1185	0.018768
3	0.092304	0.7886	0.216437
4	0.124209	1.0612	0.146039
5	0.133119	1.1374	0.129552
6	-0.122648	-1.0479	0.149069
7	-0.143375	-1.225	0.112258
8	0.205047	1.7519	0.041993
9	0.129767	1.1087	0.135594
10	0.095615	0.8169	0.208311
11	0.099047	0.8463	0.200087
12	-0.039353	-0.3362	0.368831
13	-0.520824	-4.4499	1.5e-05
14	-0.087422	-0.7469	0.228753
15	-0.016961	-0.1449	0.442588
16	0.019656	0.1679	0.433548
17	0.005162	0.0441	0.48247
18	0.068888	0.5886	0.278981
19	0.056105	0.4794	0.316558
20	-0.030422	-0.2599	0.397827
21	-0.055893	-0.4775	0.317199
22	-0.03159	-0.2699	0.393998
23	-0.029491	-0.252	0.400885
24	-0.007349	-0.0628	0.475053
25	-0.146876	-1.2549	0.106757
26	-0.019181	-0.1639	0.435139
27	0.038974	0.333	0.370047
28	-0.05621	-0.4803	0.31624
29	-0.096083	-0.8209	0.207179
30	0.014323	0.1224	0.45147
31	-0.009688	-0.0828	0.46713
32	-0.072469	-0.6192	0.268865
33	-0.010011	-0.0855	0.466037
34	0.03438	0.2937	0.384895
35	0.061437	0.5249	0.300616
36	0.004567	0.039	0.48449
37	-0.076386	-0.6526	0.25802
38	-0.006125	-0.0523	0.479202
39	0.018168	0.1552	0.438535
40	-0.029509	-0.2521	0.400827
41	-0.064414	-0.5504	0.291878
42	0.058157	0.4969	0.310379
43	-0.013109	-0.112	0.455563
44	-0.024816	-0.212	0.416339
45	-0.075138	-0.642	0.261448
46	0.030654	0.2619	0.397066
47	-0.036224	-0.3095	0.378914
48	0.028504	0.2435	0.404135
49	0.001871	0.016	0.493643
50	0.028657	0.2448	0.40363
51	0.059419	0.5077	0.306605
52	-0.058136	-0.4967	0.310441
53	-0.003082	-0.0263	0.489531
54	0.080563	0.6883	0.246713
55	-0.01737	-0.1484	0.441214
56	0.039969	0.3415	0.366857
57	-0.02946	-0.2517	0.400987
58	0.0032	0.0273	0.489133
59	-0.093039	-0.7949	0.214618
60	0.008839	0.0755	0.470003

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