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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 03 Dec 2008 12:18:47 -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/t1228332140jlmb4gyc5h06oja.htm/, Retrieved Tue, 21 May 2024 09:03:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28855, Retrieved Tue, 21 May 2024 09:03:39 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

209

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]
- RMPD    [(Partial) Autocorrelation Function] [T8 12] [2008-12-03 19:18:47] [fb0ffb935e9c1a725d69519be28b148f] [Current]
-   PD      [(Partial) Autocorrelation Function] [Paper - ACF ] [2008-12-19 17:13:09] [23bfa928dab4b48567707937094f7011] 
-   PD      [(Partial) Autocorrelation Function] [Paper - ACF ] [2008-12-19 17:20:29] [23bfa928dab4b48567707937094f7011] 
-   PD      [(Partial) Autocorrelation Function] [Paper - ACF ] [2008-12-19 17:22:27] [23bfa928dab4b48567707937094f7011] 
-   PD      [(Partial) Autocorrelation Function] [Paper - ACF ] [2008-12-19 17:24:24] [23bfa928dab4b48567707937094f7011] 
- RMPD      [Spectral Analysis] [Paper - Cumulatie...] [2008-12-19 17:30:25] [23bfa928dab4b48567707937094f7011] 
- RMPD      [Spectral Analysis] [Paper - Cumulatie...] [2008-12-19 17:34:48] [23bfa928dab4b48567707937094f7011] 

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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	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=28855&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=28855&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28855&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	0.414869	3.5203	0.000376
2	0.314368	2.6675	0.004717
3	0.379413	3.2194	0.000964
4	0.349377	2.9646	0.002054
5	0.263935	2.2396	0.014104
6	0.217385	1.8446	0.034606
7	0.226703	1.9236	0.029177
8	0.129785	1.1013	0.137225
9	0.207513	1.7608	0.041259
10	0.100193	0.8502	0.199027
11	0.022551	0.1914	0.424395
12	-0.169079	-1.4347	0.077853
13	-0.081562	-0.6921	0.245559
14	0.030033	0.2548	0.399786
15	-0.039364	-0.334	0.369669
16	-0.071837	-0.6096	0.272037
17	-0.045329	-0.3846	0.350823
18	0.009357	0.0794	0.468468
19	-0.050705	-0.4302	0.334149
20	-0.1453	-1.2329	0.110809
21	-0.168181	-1.4271	0.078943
22	-0.117314	-0.9954	0.161427
23	-0.006005	-0.0509	0.479753
24	-0.127091	-1.0784	0.142227
25	-0.061431	-0.5213	0.301892
26	-0.079149	-0.6716	0.251994
27	-0.12389	-1.0512	0.148331
28	-0.07206	-0.6115	0.271413
29	-0.081462	-0.6912	0.245824
30	-0.135446	-1.1493	0.127119
31	-0.190055	-1.6127	0.055595
32	-0.015973	-0.1355	0.446285
33	-0.032108	-0.2724	0.393029
34	-0.10822	-0.9183	0.180771
35	-0.172497	-1.4637	0.073816
36	-0.09424	-0.7997	0.213271
37	-0.154891	-1.3143	0.09646
38	-0.188332	-1.5981	0.057205
39	-0.157631	-1.3375	0.092628
40	-0.135474	-1.1495	0.127069
41	-0.093819	-0.7961	0.2143
42	-0.108968	-0.9246	0.179126
43	-0.047922	-0.4066	0.342741
44	-0.125107	-1.0616	0.14599
45	-0.12872	-1.0922	0.139188
46	-0.061704	-0.5236	0.301089
47	-0.10114	-0.8582	0.196815
48	-0.099033	-0.8403	0.201755
49	-0.003603	-0.0306	0.487847
50	-0.012379	-0.105	0.458319
51	-0.004118	-0.0349	0.486111
52	-0.015468	-0.1312	0.447972
53	-0.017557	-0.149	0.440993
54	-0.061854	-0.5249	0.30065
55	0.019104	0.1621	0.43584
56	-0.012816	-0.1087	0.456852
57	-0.001587	-0.0135	0.494648
58	0.056098	0.476	0.317756
59	0.056434	0.4789	0.316744
60	0.038488	0.3266	0.372465

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.414869 & 3.5203 & 0.000376 \tabularnewline
2 & 0.314368 & 2.6675 & 0.004717 \tabularnewline
3 & 0.379413 & 3.2194 & 0.000964 \tabularnewline
4 & 0.349377 & 2.9646 & 0.002054 \tabularnewline
5 & 0.263935 & 2.2396 & 0.014104 \tabularnewline
6 & 0.217385 & 1.8446 & 0.034606 \tabularnewline
7 & 0.226703 & 1.9236 & 0.029177 \tabularnewline
8 & 0.129785 & 1.1013 & 0.137225 \tabularnewline
9 & 0.207513 & 1.7608 & 0.041259 \tabularnewline
10 & 0.100193 & 0.8502 & 0.199027 \tabularnewline
11 & 0.022551 & 0.1914 & 0.424395 \tabularnewline
12 & -0.169079 & -1.4347 & 0.077853 \tabularnewline
13 & -0.081562 & -0.6921 & 0.245559 \tabularnewline
14 & 0.030033 & 0.2548 & 0.399786 \tabularnewline
15 & -0.039364 & -0.334 & 0.369669 \tabularnewline
16 & -0.071837 & -0.6096 & 0.272037 \tabularnewline
17 & -0.045329 & -0.3846 & 0.350823 \tabularnewline
18 & 0.009357 & 0.0794 & 0.468468 \tabularnewline
19 & -0.050705 & -0.4302 & 0.334149 \tabularnewline
20 & -0.1453 & -1.2329 & 0.110809 \tabularnewline
21 & -0.168181 & -1.4271 & 0.078943 \tabularnewline
22 & -0.117314 & -0.9954 & 0.161427 \tabularnewline
23 & -0.006005 & -0.0509 & 0.479753 \tabularnewline
24 & -0.127091 & -1.0784 & 0.142227 \tabularnewline
25 & -0.061431 & -0.5213 & 0.301892 \tabularnewline
26 & -0.079149 & -0.6716 & 0.251994 \tabularnewline
27 & -0.12389 & -1.0512 & 0.148331 \tabularnewline
28 & -0.07206 & -0.6115 & 0.271413 \tabularnewline
29 & -0.081462 & -0.6912 & 0.245824 \tabularnewline
30 & -0.135446 & -1.1493 & 0.127119 \tabularnewline
31 & -0.190055 & -1.6127 & 0.055595 \tabularnewline
32 & -0.015973 & -0.1355 & 0.446285 \tabularnewline
33 & -0.032108 & -0.2724 & 0.393029 \tabularnewline
34 & -0.10822 & -0.9183 & 0.180771 \tabularnewline
35 & -0.172497 & -1.4637 & 0.073816 \tabularnewline
36 & -0.09424 & -0.7997 & 0.213271 \tabularnewline
37 & -0.154891 & -1.3143 & 0.09646 \tabularnewline
38 & -0.188332 & -1.5981 & 0.057205 \tabularnewline
39 & -0.157631 & -1.3375 & 0.092628 \tabularnewline
40 & -0.135474 & -1.1495 & 0.127069 \tabularnewline
41 & -0.093819 & -0.7961 & 0.2143 \tabularnewline
42 & -0.108968 & -0.9246 & 0.179126 \tabularnewline
43 & -0.047922 & -0.4066 & 0.342741 \tabularnewline
44 & -0.125107 & -1.0616 & 0.14599 \tabularnewline
45 & -0.12872 & -1.0922 & 0.139188 \tabularnewline
46 & -0.061704 & -0.5236 & 0.301089 \tabularnewline
47 & -0.10114 & -0.8582 & 0.196815 \tabularnewline
48 & -0.099033 & -0.8403 & 0.201755 \tabularnewline
49 & -0.003603 & -0.0306 & 0.487847 \tabularnewline
50 & -0.012379 & -0.105 & 0.458319 \tabularnewline
51 & -0.004118 & -0.0349 & 0.486111 \tabularnewline
52 & -0.015468 & -0.1312 & 0.447972 \tabularnewline
53 & -0.017557 & -0.149 & 0.440993 \tabularnewline
54 & -0.061854 & -0.5249 & 0.30065 \tabularnewline
55 & 0.019104 & 0.1621 & 0.43584 \tabularnewline
56 & -0.012816 & -0.1087 & 0.456852 \tabularnewline
57 & -0.001587 & -0.0135 & 0.494648 \tabularnewline
58 & 0.056098 & 0.476 & 0.317756 \tabularnewline
59 & 0.056434 & 0.4789 & 0.316744 \tabularnewline
60 & 0.038488 & 0.3266 & 0.372465 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28855&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]0.414869[/C][C]3.5203[/C][C]0.000376[/C][/ROW]
[ROW][C]2[/C][C]0.314368[/C][C]2.6675[/C][C]0.004717[/C][/ROW]
[ROW][C]3[/C][C]0.379413[/C][C]3.2194[/C][C]0.000964[/C][/ROW]
[ROW][C]4[/C][C]0.349377[/C][C]2.9646[/C][C]0.002054[/C][/ROW]
[ROW][C]5[/C][C]0.263935[/C][C]2.2396[/C][C]0.014104[/C][/ROW]
[ROW][C]6[/C][C]0.217385[/C][C]1.8446[/C][C]0.034606[/C][/ROW]
[ROW][C]7[/C][C]0.226703[/C][C]1.9236[/C][C]0.029177[/C][/ROW]
[ROW][C]8[/C][C]0.129785[/C][C]1.1013[/C][C]0.137225[/C][/ROW]
[ROW][C]9[/C][C]0.207513[/C][C]1.7608[/C][C]0.041259[/C][/ROW]
[ROW][C]10[/C][C]0.100193[/C][C]0.8502[/C][C]0.199027[/C][/ROW]
[ROW][C]11[/C][C]0.022551[/C][C]0.1914[/C][C]0.424395[/C][/ROW]
[ROW][C]12[/C][C]-0.169079[/C][C]-1.4347[/C][C]0.077853[/C][/ROW]
[ROW][C]13[/C][C]-0.081562[/C][C]-0.6921[/C][C]0.245559[/C][/ROW]
[ROW][C]14[/C][C]0.030033[/C][C]0.2548[/C][C]0.399786[/C][/ROW]
[ROW][C]15[/C][C]-0.039364[/C][C]-0.334[/C][C]0.369669[/C][/ROW]
[ROW][C]16[/C][C]-0.071837[/C][C]-0.6096[/C][C]0.272037[/C][/ROW]
[ROW][C]17[/C][C]-0.045329[/C][C]-0.3846[/C][C]0.350823[/C][/ROW]
[ROW][C]18[/C][C]0.009357[/C][C]0.0794[/C][C]0.468468[/C][/ROW]
[ROW][C]19[/C][C]-0.050705[/C][C]-0.4302[/C][C]0.334149[/C][/ROW]
[ROW][C]20[/C][C]-0.1453[/C][C]-1.2329[/C][C]0.110809[/C][/ROW]
[ROW][C]21[/C][C]-0.168181[/C][C]-1.4271[/C][C]0.078943[/C][/ROW]
[ROW][C]22[/C][C]-0.117314[/C][C]-0.9954[/C][C]0.161427[/C][/ROW]
[ROW][C]23[/C][C]-0.006005[/C][C]-0.0509[/C][C]0.479753[/C][/ROW]
[ROW][C]24[/C][C]-0.127091[/C][C]-1.0784[/C][C]0.142227[/C][/ROW]
[ROW][C]25[/C][C]-0.061431[/C][C]-0.5213[/C][C]0.301892[/C][/ROW]
[ROW][C]26[/C][C]-0.079149[/C][C]-0.6716[/C][C]0.251994[/C][/ROW]
[ROW][C]27[/C][C]-0.12389[/C][C]-1.0512[/C][C]0.148331[/C][/ROW]
[ROW][C]28[/C][C]-0.07206[/C][C]-0.6115[/C][C]0.271413[/C][/ROW]
[ROW][C]29[/C][C]-0.081462[/C][C]-0.6912[/C][C]0.245824[/C][/ROW]
[ROW][C]30[/C][C]-0.135446[/C][C]-1.1493[/C][C]0.127119[/C][/ROW]
[ROW][C]31[/C][C]-0.190055[/C][C]-1.6127[/C][C]0.055595[/C][/ROW]
[ROW][C]32[/C][C]-0.015973[/C][C]-0.1355[/C][C]0.446285[/C][/ROW]
[ROW][C]33[/C][C]-0.032108[/C][C]-0.2724[/C][C]0.393029[/C][/ROW]
[ROW][C]34[/C][C]-0.10822[/C][C]-0.9183[/C][C]0.180771[/C][/ROW]
[ROW][C]35[/C][C]-0.172497[/C][C]-1.4637[/C][C]0.073816[/C][/ROW]
[ROW][C]36[/C][C]-0.09424[/C][C]-0.7997[/C][C]0.213271[/C][/ROW]
[ROW][C]37[/C][C]-0.154891[/C][C]-1.3143[/C][C]0.09646[/C][/ROW]
[ROW][C]38[/C][C]-0.188332[/C][C]-1.5981[/C][C]0.057205[/C][/ROW]
[ROW][C]39[/C][C]-0.157631[/C][C]-1.3375[/C][C]0.092628[/C][/ROW]
[ROW][C]40[/C][C]-0.135474[/C][C]-1.1495[/C][C]0.127069[/C][/ROW]
[ROW][C]41[/C][C]-0.093819[/C][C]-0.7961[/C][C]0.2143[/C][/ROW]
[ROW][C]42[/C][C]-0.108968[/C][C]-0.9246[/C][C]0.179126[/C][/ROW]
[ROW][C]43[/C][C]-0.047922[/C][C]-0.4066[/C][C]0.342741[/C][/ROW]
[ROW][C]44[/C][C]-0.125107[/C][C]-1.0616[/C][C]0.14599[/C][/ROW]
[ROW][C]45[/C][C]-0.12872[/C][C]-1.0922[/C][C]0.139188[/C][/ROW]
[ROW][C]46[/C][C]-0.061704[/C][C]-0.5236[/C][C]0.301089[/C][/ROW]
[ROW][C]47[/C][C]-0.10114[/C][C]-0.8582[/C][C]0.196815[/C][/ROW]
[ROW][C]48[/C][C]-0.099033[/C][C]-0.8403[/C][C]0.201755[/C][/ROW]
[ROW][C]49[/C][C]-0.003603[/C][C]-0.0306[/C][C]0.487847[/C][/ROW]
[ROW][C]50[/C][C]-0.012379[/C][C]-0.105[/C][C]0.458319[/C][/ROW]
[ROW][C]51[/C][C]-0.004118[/C][C]-0.0349[/C][C]0.486111[/C][/ROW]
[ROW][C]52[/C][C]-0.015468[/C][C]-0.1312[/C][C]0.447972[/C][/ROW]
[ROW][C]53[/C][C]-0.017557[/C][C]-0.149[/C][C]0.440993[/C][/ROW]
[ROW][C]54[/C][C]-0.061854[/C][C]-0.5249[/C][C]0.30065[/C][/ROW]
[ROW][C]55[/C][C]0.019104[/C][C]0.1621[/C][C]0.43584[/C][/ROW]
[ROW][C]56[/C][C]-0.012816[/C][C]-0.1087[/C][C]0.456852[/C][/ROW]
[ROW][C]57[/C][C]-0.001587[/C][C]-0.0135[/C][C]0.494648[/C][/ROW]
[ROW][C]58[/C][C]0.056098[/C][C]0.476[/C][C]0.317756[/C][/ROW]
[ROW][C]59[/C][C]0.056434[/C][C]0.4789[/C][C]0.316744[/C][/ROW]
[ROW][C]60[/C][C]0.038488[/C][C]0.3266[/C][C]0.372465[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28855&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28855&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	0.414869	3.5203	0.000376
2	0.314368	2.6675	0.004717
3	0.379413	3.2194	0.000964
4	0.349377	2.9646	0.002054
5	0.263935	2.2396	0.014104
6	0.217385	1.8446	0.034606
7	0.226703	1.9236	0.029177
8	0.129785	1.1013	0.137225
9	0.207513	1.7608	0.041259
10	0.100193	0.8502	0.199027
11	0.022551	0.1914	0.424395
12	-0.169079	-1.4347	0.077853
13	-0.081562	-0.6921	0.245559
14	0.030033	0.2548	0.399786
15	-0.039364	-0.334	0.369669
16	-0.071837	-0.6096	0.272037
17	-0.045329	-0.3846	0.350823
18	0.009357	0.0794	0.468468
19	-0.050705	-0.4302	0.334149
20	-0.1453	-1.2329	0.110809
21	-0.168181	-1.4271	0.078943
22	-0.117314	-0.9954	0.161427
23	-0.006005	-0.0509	0.479753
24	-0.127091	-1.0784	0.142227
25	-0.061431	-0.5213	0.301892
26	-0.079149	-0.6716	0.251994
27	-0.12389	-1.0512	0.148331
28	-0.07206	-0.6115	0.271413
29	-0.081462	-0.6912	0.245824
30	-0.135446	-1.1493	0.127119
31	-0.190055	-1.6127	0.055595
32	-0.015973	-0.1355	0.446285
33	-0.032108	-0.2724	0.393029
34	-0.10822	-0.9183	0.180771
35	-0.172497	-1.4637	0.073816
36	-0.09424	-0.7997	0.213271
37	-0.154891	-1.3143	0.09646
38	-0.188332	-1.5981	0.057205
39	-0.157631	-1.3375	0.092628
40	-0.135474	-1.1495	0.127069
41	-0.093819	-0.7961	0.2143
42	-0.108968	-0.9246	0.179126
43	-0.047922	-0.4066	0.342741
44	-0.125107	-1.0616	0.14599
45	-0.12872	-1.0922	0.139188
46	-0.061704	-0.5236	0.301089
47	-0.10114	-0.8582	0.196815
48	-0.099033	-0.8403	0.201755
49	-0.003603	-0.0306	0.487847
50	-0.012379	-0.105	0.458319
51	-0.004118	-0.0349	0.486111
52	-0.015468	-0.1312	0.447972
53	-0.017557	-0.149	0.440993
54	-0.061854	-0.5249	0.30065
55	0.019104	0.1621	0.43584
56	-0.012816	-0.1087	0.456852
57	-0.001587	-0.0135	0.494648
58	0.056098	0.476	0.317756
59	0.056434	0.4789	0.316744
60	0.038488	0.3266	0.372465

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.414869	3.5203	0.000376
2	0.171826	1.458	0.074596
3	0.249074	2.1135	0.019014
4	0.139077	1.1801	0.120921
5	0.026966	0.2288	0.409831
6	-0.008643	-0.0733	0.470869
7	0.03113	0.2642	0.396209
8	-0.081704	-0.6933	0.245181
9	0.114003	0.9673	0.168304
10	-0.089354	-0.7582	0.225405
11	-0.086312	-0.7324	0.233156
12	-0.322663	-2.7379	0.003893
13	-0.026639	-0.226	0.410905
14	0.1408	1.1947	0.118057
15	0.102503	0.8698	0.19366
16	0.026792	0.2273	0.410403
17	0.024572	0.2085	0.417713
18	0.025035	0.2124	0.416187
19	-0.002001	-0.017	0.493252
20	-0.171861	-1.4583	0.074554
21	-0.081836	-0.6944	0.244833
22	-0.025127	-0.2132	0.415883
23	0.133187	1.1301	0.131086
24	-0.184251	-1.5634	0.061169
25	0.046431	0.394	0.347381
26	0.00077	0.0065	0.497403
27	-0.011007	-0.0934	0.462925
28	0.01997	0.1695	0.432958
29	0.050536	0.4288	0.334671
30	-0.020555	-0.1744	0.431013
31	-0.112122	-0.9514	0.172296
32	-0.035041	-0.2973	0.383536
33	0.007707	0.0654	0.474021
34	-0.056278	-0.4775	0.317215
35	-0.066292	-0.5625	0.287759
36	-0.042917	-0.3642	0.358402
37	-0.113259	-0.961	0.169876
38	-0.017244	-0.1463	0.442037
39	-0.038902	-0.3301	0.371143
40	0.074842	0.6351	0.263704
41	0.075456	0.6403	0.262016
42	-0.006571	-0.0558	0.477845
43	0.02161	0.1834	0.427514
44	-0.046995	-0.3988	0.345624
45	-0.022346	-0.1896	0.425073
46	-0.009913	-0.0841	0.466599
47	-0.134715	-1.1431	0.128394
48	-0.056906	-0.4829	0.315328
49	0.086092	0.7305	0.233724
50	-0.039305	-0.3335	0.369857
51	-0.020831	-0.1768	0.430097
52	-0.010611	-0.09	0.464254
53	0.098717	0.8376	0.202502
54	-0.038954	-0.3305	0.370977
55	0.044962	0.3815	0.351973
56	-0.046899	-0.398	0.345921
57	-0.000953	-0.0081	0.496784
58	-0.010961	-0.093	0.463077
59	-0.05224	-0.4433	0.329449
60	-0.048725	-0.4134	0.340255

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.414869 & 3.5203 & 0.000376 \tabularnewline
2 & 0.171826 & 1.458 & 0.074596 \tabularnewline
3 & 0.249074 & 2.1135 & 0.019014 \tabularnewline
4 & 0.139077 & 1.1801 & 0.120921 \tabularnewline
5 & 0.026966 & 0.2288 & 0.409831 \tabularnewline
6 & -0.008643 & -0.0733 & 0.470869 \tabularnewline
7 & 0.03113 & 0.2642 & 0.396209 \tabularnewline
8 & -0.081704 & -0.6933 & 0.245181 \tabularnewline
9 & 0.114003 & 0.9673 & 0.168304 \tabularnewline
10 & -0.089354 & -0.7582 & 0.225405 \tabularnewline
11 & -0.086312 & -0.7324 & 0.233156 \tabularnewline
12 & -0.322663 & -2.7379 & 0.003893 \tabularnewline
13 & -0.026639 & -0.226 & 0.410905 \tabularnewline
14 & 0.1408 & 1.1947 & 0.118057 \tabularnewline
15 & 0.102503 & 0.8698 & 0.19366 \tabularnewline
16 & 0.026792 & 0.2273 & 0.410403 \tabularnewline
17 & 0.024572 & 0.2085 & 0.417713 \tabularnewline
18 & 0.025035 & 0.2124 & 0.416187 \tabularnewline
19 & -0.002001 & -0.017 & 0.493252 \tabularnewline
20 & -0.171861 & -1.4583 & 0.074554 \tabularnewline
21 & -0.081836 & -0.6944 & 0.244833 \tabularnewline
22 & -0.025127 & -0.2132 & 0.415883 \tabularnewline
23 & 0.133187 & 1.1301 & 0.131086 \tabularnewline
24 & -0.184251 & -1.5634 & 0.061169 \tabularnewline
25 & 0.046431 & 0.394 & 0.347381 \tabularnewline
26 & 0.00077 & 0.0065 & 0.497403 \tabularnewline
27 & -0.011007 & -0.0934 & 0.462925 \tabularnewline
28 & 0.01997 & 0.1695 & 0.432958 \tabularnewline
29 & 0.050536 & 0.4288 & 0.334671 \tabularnewline
30 & -0.020555 & -0.1744 & 0.431013 \tabularnewline
31 & -0.112122 & -0.9514 & 0.172296 \tabularnewline
32 & -0.035041 & -0.2973 & 0.383536 \tabularnewline
33 & 0.007707 & 0.0654 & 0.474021 \tabularnewline
34 & -0.056278 & -0.4775 & 0.317215 \tabularnewline
35 & -0.066292 & -0.5625 & 0.287759 \tabularnewline
36 & -0.042917 & -0.3642 & 0.358402 \tabularnewline
37 & -0.113259 & -0.961 & 0.169876 \tabularnewline
38 & -0.017244 & -0.1463 & 0.442037 \tabularnewline
39 & -0.038902 & -0.3301 & 0.371143 \tabularnewline
40 & 0.074842 & 0.6351 & 0.263704 \tabularnewline
41 & 0.075456 & 0.6403 & 0.262016 \tabularnewline
42 & -0.006571 & -0.0558 & 0.477845 \tabularnewline
43 & 0.02161 & 0.1834 & 0.427514 \tabularnewline
44 & -0.046995 & -0.3988 & 0.345624 \tabularnewline
45 & -0.022346 & -0.1896 & 0.425073 \tabularnewline
46 & -0.009913 & -0.0841 & 0.466599 \tabularnewline
47 & -0.134715 & -1.1431 & 0.128394 \tabularnewline
48 & -0.056906 & -0.4829 & 0.315328 \tabularnewline
49 & 0.086092 & 0.7305 & 0.233724 \tabularnewline
50 & -0.039305 & -0.3335 & 0.369857 \tabularnewline
51 & -0.020831 & -0.1768 & 0.430097 \tabularnewline
52 & -0.010611 & -0.09 & 0.464254 \tabularnewline
53 & 0.098717 & 0.8376 & 0.202502 \tabularnewline
54 & -0.038954 & -0.3305 & 0.370977 \tabularnewline
55 & 0.044962 & 0.3815 & 0.351973 \tabularnewline
56 & -0.046899 & -0.398 & 0.345921 \tabularnewline
57 & -0.000953 & -0.0081 & 0.496784 \tabularnewline
58 & -0.010961 & -0.093 & 0.463077 \tabularnewline
59 & -0.05224 & -0.4433 & 0.329449 \tabularnewline
60 & -0.048725 & -0.4134 & 0.340255 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28855&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]0.414869[/C][C]3.5203[/C][C]0.000376[/C][/ROW]
[ROW][C]2[/C][C]0.171826[/C][C]1.458[/C][C]0.074596[/C][/ROW]
[ROW][C]3[/C][C]0.249074[/C][C]2.1135[/C][C]0.019014[/C][/ROW]
[ROW][C]4[/C][C]0.139077[/C][C]1.1801[/C][C]0.120921[/C][/ROW]
[ROW][C]5[/C][C]0.026966[/C][C]0.2288[/C][C]0.409831[/C][/ROW]
[ROW][C]6[/C][C]-0.008643[/C][C]-0.0733[/C][C]0.470869[/C][/ROW]
[ROW][C]7[/C][C]0.03113[/C][C]0.2642[/C][C]0.396209[/C][/ROW]
[ROW][C]8[/C][C]-0.081704[/C][C]-0.6933[/C][C]0.245181[/C][/ROW]
[ROW][C]9[/C][C]0.114003[/C][C]0.9673[/C][C]0.168304[/C][/ROW]
[ROW][C]10[/C][C]-0.089354[/C][C]-0.7582[/C][C]0.225405[/C][/ROW]
[ROW][C]11[/C][C]-0.086312[/C][C]-0.7324[/C][C]0.233156[/C][/ROW]
[ROW][C]12[/C][C]-0.322663[/C][C]-2.7379[/C][C]0.003893[/C][/ROW]
[ROW][C]13[/C][C]-0.026639[/C][C]-0.226[/C][C]0.410905[/C][/ROW]
[ROW][C]14[/C][C]0.1408[/C][C]1.1947[/C][C]0.118057[/C][/ROW]
[ROW][C]15[/C][C]0.102503[/C][C]0.8698[/C][C]0.19366[/C][/ROW]
[ROW][C]16[/C][C]0.026792[/C][C]0.2273[/C][C]0.410403[/C][/ROW]
[ROW][C]17[/C][C]0.024572[/C][C]0.2085[/C][C]0.417713[/C][/ROW]
[ROW][C]18[/C][C]0.025035[/C][C]0.2124[/C][C]0.416187[/C][/ROW]
[ROW][C]19[/C][C]-0.002001[/C][C]-0.017[/C][C]0.493252[/C][/ROW]
[ROW][C]20[/C][C]-0.171861[/C][C]-1.4583[/C][C]0.074554[/C][/ROW]
[ROW][C]21[/C][C]-0.081836[/C][C]-0.6944[/C][C]0.244833[/C][/ROW]
[ROW][C]22[/C][C]-0.025127[/C][C]-0.2132[/C][C]0.415883[/C][/ROW]
[ROW][C]23[/C][C]0.133187[/C][C]1.1301[/C][C]0.131086[/C][/ROW]
[ROW][C]24[/C][C]-0.184251[/C][C]-1.5634[/C][C]0.061169[/C][/ROW]
[ROW][C]25[/C][C]0.046431[/C][C]0.394[/C][C]0.347381[/C][/ROW]
[ROW][C]26[/C][C]0.00077[/C][C]0.0065[/C][C]0.497403[/C][/ROW]
[ROW][C]27[/C][C]-0.011007[/C][C]-0.0934[/C][C]0.462925[/C][/ROW]
[ROW][C]28[/C][C]0.01997[/C][C]0.1695[/C][C]0.432958[/C][/ROW]
[ROW][C]29[/C][C]0.050536[/C][C]0.4288[/C][C]0.334671[/C][/ROW]
[ROW][C]30[/C][C]-0.020555[/C][C]-0.1744[/C][C]0.431013[/C][/ROW]
[ROW][C]31[/C][C]-0.112122[/C][C]-0.9514[/C][C]0.172296[/C][/ROW]
[ROW][C]32[/C][C]-0.035041[/C][C]-0.2973[/C][C]0.383536[/C][/ROW]
[ROW][C]33[/C][C]0.007707[/C][C]0.0654[/C][C]0.474021[/C][/ROW]
[ROW][C]34[/C][C]-0.056278[/C][C]-0.4775[/C][C]0.317215[/C][/ROW]
[ROW][C]35[/C][C]-0.066292[/C][C]-0.5625[/C][C]0.287759[/C][/ROW]
[ROW][C]36[/C][C]-0.042917[/C][C]-0.3642[/C][C]0.358402[/C][/ROW]
[ROW][C]37[/C][C]-0.113259[/C][C]-0.961[/C][C]0.169876[/C][/ROW]
[ROW][C]38[/C][C]-0.017244[/C][C]-0.1463[/C][C]0.442037[/C][/ROW]
[ROW][C]39[/C][C]-0.038902[/C][C]-0.3301[/C][C]0.371143[/C][/ROW]
[ROW][C]40[/C][C]0.074842[/C][C]0.6351[/C][C]0.263704[/C][/ROW]
[ROW][C]41[/C][C]0.075456[/C][C]0.6403[/C][C]0.262016[/C][/ROW]
[ROW][C]42[/C][C]-0.006571[/C][C]-0.0558[/C][C]0.477845[/C][/ROW]
[ROW][C]43[/C][C]0.02161[/C][C]0.1834[/C][C]0.427514[/C][/ROW]
[ROW][C]44[/C][C]-0.046995[/C][C]-0.3988[/C][C]0.345624[/C][/ROW]
[ROW][C]45[/C][C]-0.022346[/C][C]-0.1896[/C][C]0.425073[/C][/ROW]
[ROW][C]46[/C][C]-0.009913[/C][C]-0.0841[/C][C]0.466599[/C][/ROW]
[ROW][C]47[/C][C]-0.134715[/C][C]-1.1431[/C][C]0.128394[/C][/ROW]
[ROW][C]48[/C][C]-0.056906[/C][C]-0.4829[/C][C]0.315328[/C][/ROW]
[ROW][C]49[/C][C]0.086092[/C][C]0.7305[/C][C]0.233724[/C][/ROW]
[ROW][C]50[/C][C]-0.039305[/C][C]-0.3335[/C][C]0.369857[/C][/ROW]
[ROW][C]51[/C][C]-0.020831[/C][C]-0.1768[/C][C]0.430097[/C][/ROW]
[ROW][C]52[/C][C]-0.010611[/C][C]-0.09[/C][C]0.464254[/C][/ROW]
[ROW][C]53[/C][C]0.098717[/C][C]0.8376[/C][C]0.202502[/C][/ROW]
[ROW][C]54[/C][C]-0.038954[/C][C]-0.3305[/C][C]0.370977[/C][/ROW]
[ROW][C]55[/C][C]0.044962[/C][C]0.3815[/C][C]0.351973[/C][/ROW]
[ROW][C]56[/C][C]-0.046899[/C][C]-0.398[/C][C]0.345921[/C][/ROW]
[ROW][C]57[/C][C]-0.000953[/C][C]-0.0081[/C][C]0.496784[/C][/ROW]
[ROW][C]58[/C][C]-0.010961[/C][C]-0.093[/C][C]0.463077[/C][/ROW]
[ROW][C]59[/C][C]-0.05224[/C][C]-0.4433[/C][C]0.329449[/C][/ROW]
[ROW][C]60[/C][C]-0.048725[/C][C]-0.4134[/C][C]0.340255[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28855&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28855&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	0.414869	3.5203	0.000376
2	0.171826	1.458	0.074596
3	0.249074	2.1135	0.019014
4	0.139077	1.1801	0.120921
5	0.026966	0.2288	0.409831
6	-0.008643	-0.0733	0.470869
7	0.03113	0.2642	0.396209
8	-0.081704	-0.6933	0.245181
9	0.114003	0.9673	0.168304
10	-0.089354	-0.7582	0.225405
11	-0.086312	-0.7324	0.233156
12	-0.322663	-2.7379	0.003893
13	-0.026639	-0.226	0.410905
14	0.1408	1.1947	0.118057
15	0.102503	0.8698	0.19366
16	0.026792	0.2273	0.410403
17	0.024572	0.2085	0.417713
18	0.025035	0.2124	0.416187
19	-0.002001	-0.017	0.493252
20	-0.171861	-1.4583	0.074554
21	-0.081836	-0.6944	0.244833
22	-0.025127	-0.2132	0.415883
23	0.133187	1.1301	0.131086
24	-0.184251	-1.5634	0.061169
25	0.046431	0.394	0.347381
26	0.00077	0.0065	0.497403
27	-0.011007	-0.0934	0.462925
28	0.01997	0.1695	0.432958
29	0.050536	0.4288	0.334671
30	-0.020555	-0.1744	0.431013
31	-0.112122	-0.9514	0.172296
32	-0.035041	-0.2973	0.383536
33	0.007707	0.0654	0.474021
34	-0.056278	-0.4775	0.317215
35	-0.066292	-0.5625	0.287759
36	-0.042917	-0.3642	0.358402
37	-0.113259	-0.961	0.169876
38	-0.017244	-0.1463	0.442037
39	-0.038902	-0.3301	0.371143
40	0.074842	0.6351	0.263704
41	0.075456	0.6403	0.262016
42	-0.006571	-0.0558	0.477845
43	0.02161	0.1834	0.427514
44	-0.046995	-0.3988	0.345624
45	-0.022346	-0.1896	0.425073
46	-0.009913	-0.0841	0.466599
47	-0.134715	-1.1431	0.128394
48	-0.056906	-0.4829	0.315328
49	0.086092	0.7305	0.233724
50	-0.039305	-0.3335	0.369857
51	-0.020831	-0.1768	0.430097
52	-0.010611	-0.09	0.464254
53	0.098717	0.8376	0.202502
54	-0.038954	-0.3305	0.370977
55	0.044962	0.3815	0.351973
56	-0.046899	-0.398	0.345921
57	-0.000953	-0.0081	0.496784
58	-0.010961	-0.093	0.463077
59	-0.05224	-0.4433	0.329449
60	-0.048725	-0.4134	0.340255

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 = 1 ; par5 = 12 ;

Parameters (R input):

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