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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 05 Dec 2008 06:30:00 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/05/t12284838510p6wx3a2xdhx2s8.htm/, Retrieved Thu, 16 May 2024 03:55:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29247, Retrieved Thu, 16 May 2024 03:55:59 +0000

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User-defined keywords

Estimated Impact

218

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]
- RMP   [Standard Deviation-Mean Plot] [SDMP] [2008-12-05 07:29:02] [c5a66f1c8528a963efc2b82a8519f117]
- RMP     [(Partial) Autocorrelation Function] [ACF (d1,D0,Lambda...] [2008-12-05 07:45:51] [c5a66f1c8528a963efc2b82a8519f117]
-           [(Partial) Autocorrelation Function] [ACF (d1,D1,Lambda...] [2008-12-05 07:55:27] [c5a66f1c8528a963efc2b82a8519f117]
-   PD          [(Partial) Autocorrelation Function] [ACF (d0,D0,Lambda...] [2008-12-05 13:30:00] [b4fc5040f26b33db57f84cfb8d1d2b82] [Current]
-   PD            [(Partial) Autocorrelation Function] [ACF - woninghuur ...] [2008-12-08 18:35:03] [c5a66f1c8528a963efc2b82a8519f117] 

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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	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29247&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29247&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29247&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.266811	2.0839	0.020685
2	0.228135	1.7818	0.039881
3	0.365618	2.8556	0.002932
4	0.191441	1.4952	0.070009
5	0.023953	0.1871	0.42611
6	0.05573	0.4353	0.332454
7	-0.043015	-0.336	0.369028
8	0.111094	0.8677	0.194486
9	0.168154	1.3133	0.096996
10	0.032611	0.2547	0.399907
11	-0.049772	-0.3887	0.349413
12	0.197105	1.5394	0.064434
13	0.06367	0.4973	0.310391
14	-0.128502	-1.0036	0.159759
15	0.016358	0.1278	0.449381
16	-0.12379	-0.9668	0.168724
17	-0.106854	-0.8346	0.203612
18	-0.232335	-1.8146	0.037252
19	-0.230985	-1.804	0.038081
20	-0.214613	-1.6762	0.049411
21	-0.134273	-1.0487	0.149225
22	-0.207358	-1.6195	0.055247
23	-0.16059	-1.2542	0.107269
24	-0.073114	-0.571	0.285034
25	-0.120482	-0.941	0.175211
26	-0.249514	-1.9488	0.027963
27	-0.170743	-1.3335	0.093655
28	-0.19106	-1.4922	0.070397
29	-0.214519	-1.6754	0.049483
30	-0.173392	-1.3542	0.090329
31	-0.162868	-1.272	0.104094
32	-0.015139	-0.1182	0.453133
33	-0.004663	-0.0364	0.485534
34	0.025589	0.1999	0.421128
35	-0.102157	-0.7979	0.214021
36	0.200379	1.565	0.061377
37	0.091149	0.7119	0.239622
38	-0.064827	-0.5063	0.30723
39	0.064042	0.5002	0.309372
40	0.092275	0.7207	0.236925
41	-0.045294	-0.3538	0.362371
42	0.023802	0.1859	0.426569
43	-0.047613	-0.3719	0.355638
44	-0.00163	-0.0127	0.494942
45	0.063811	0.4984	0.310004
46	0.111096	0.8677	0.194483
47	-0.017762	-0.1387	0.445061
48	0.110472	0.8628	0.19581
49	0.189668	1.4814	0.07183
50	0.001606	0.0125	0.495015
51	0.055223	0.4313	0.333884
52	0.064386	0.5029	0.308432
53	-0.016384	-0.128	0.449299
54	0.029527	0.2306	0.409192
55	-0.009445	-0.0738	0.47072
56	-0.036218	-0.2829	0.389116
57	0.037277	0.2911	0.385965
58	-0.028217	-0.2204	0.413154
59	0.001336	0.0104	0.495854
60	-0.005191	-0.0405	0.483895

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.266811 & 2.0839 & 0.020685 \tabularnewline
2 & 0.228135 & 1.7818 & 0.039881 \tabularnewline
3 & 0.365618 & 2.8556 & 0.002932 \tabularnewline
4 & 0.191441 & 1.4952 & 0.070009 \tabularnewline
5 & 0.023953 & 0.1871 & 0.42611 \tabularnewline
6 & 0.05573 & 0.4353 & 0.332454 \tabularnewline
7 & -0.043015 & -0.336 & 0.369028 \tabularnewline
8 & 0.111094 & 0.8677 & 0.194486 \tabularnewline
9 & 0.168154 & 1.3133 & 0.096996 \tabularnewline
10 & 0.032611 & 0.2547 & 0.399907 \tabularnewline
11 & -0.049772 & -0.3887 & 0.349413 \tabularnewline
12 & 0.197105 & 1.5394 & 0.064434 \tabularnewline
13 & 0.06367 & 0.4973 & 0.310391 \tabularnewline
14 & -0.128502 & -1.0036 & 0.159759 \tabularnewline
15 & 0.016358 & 0.1278 & 0.449381 \tabularnewline
16 & -0.12379 & -0.9668 & 0.168724 \tabularnewline
17 & -0.106854 & -0.8346 & 0.203612 \tabularnewline
18 & -0.232335 & -1.8146 & 0.037252 \tabularnewline
19 & -0.230985 & -1.804 & 0.038081 \tabularnewline
20 & -0.214613 & -1.6762 & 0.049411 \tabularnewline
21 & -0.134273 & -1.0487 & 0.149225 \tabularnewline
22 & -0.207358 & -1.6195 & 0.055247 \tabularnewline
23 & -0.16059 & -1.2542 & 0.107269 \tabularnewline
24 & -0.073114 & -0.571 & 0.285034 \tabularnewline
25 & -0.120482 & -0.941 & 0.175211 \tabularnewline
26 & -0.249514 & -1.9488 & 0.027963 \tabularnewline
27 & -0.170743 & -1.3335 & 0.093655 \tabularnewline
28 & -0.19106 & -1.4922 & 0.070397 \tabularnewline
29 & -0.214519 & -1.6754 & 0.049483 \tabularnewline
30 & -0.173392 & -1.3542 & 0.090329 \tabularnewline
31 & -0.162868 & -1.272 & 0.104094 \tabularnewline
32 & -0.015139 & -0.1182 & 0.453133 \tabularnewline
33 & -0.004663 & -0.0364 & 0.485534 \tabularnewline
34 & 0.025589 & 0.1999 & 0.421128 \tabularnewline
35 & -0.102157 & -0.7979 & 0.214021 \tabularnewline
36 & 0.200379 & 1.565 & 0.061377 \tabularnewline
37 & 0.091149 & 0.7119 & 0.239622 \tabularnewline
38 & -0.064827 & -0.5063 & 0.30723 \tabularnewline
39 & 0.064042 & 0.5002 & 0.309372 \tabularnewline
40 & 0.092275 & 0.7207 & 0.236925 \tabularnewline
41 & -0.045294 & -0.3538 & 0.362371 \tabularnewline
42 & 0.023802 & 0.1859 & 0.426569 \tabularnewline
43 & -0.047613 & -0.3719 & 0.355638 \tabularnewline
44 & -0.00163 & -0.0127 & 0.494942 \tabularnewline
45 & 0.063811 & 0.4984 & 0.310004 \tabularnewline
46 & 0.111096 & 0.8677 & 0.194483 \tabularnewline
47 & -0.017762 & -0.1387 & 0.445061 \tabularnewline
48 & 0.110472 & 0.8628 & 0.19581 \tabularnewline
49 & 0.189668 & 1.4814 & 0.07183 \tabularnewline
50 & 0.001606 & 0.0125 & 0.495015 \tabularnewline
51 & 0.055223 & 0.4313 & 0.333884 \tabularnewline
52 & 0.064386 & 0.5029 & 0.308432 \tabularnewline
53 & -0.016384 & -0.128 & 0.449299 \tabularnewline
54 & 0.029527 & 0.2306 & 0.409192 \tabularnewline
55 & -0.009445 & -0.0738 & 0.47072 \tabularnewline
56 & -0.036218 & -0.2829 & 0.389116 \tabularnewline
57 & 0.037277 & 0.2911 & 0.385965 \tabularnewline
58 & -0.028217 & -0.2204 & 0.413154 \tabularnewline
59 & 0.001336 & 0.0104 & 0.495854 \tabularnewline
60 & -0.005191 & -0.0405 & 0.483895 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29247&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]0.266811[/C][C]2.0839[/C][C]0.020685[/C][/ROW]
[ROW][C]2[/C][C]0.228135[/C][C]1.7818[/C][C]0.039881[/C][/ROW]
[ROW][C]3[/C][C]0.365618[/C][C]2.8556[/C][C]0.002932[/C][/ROW]
[ROW][C]4[/C][C]0.191441[/C][C]1.4952[/C][C]0.070009[/C][/ROW]
[ROW][C]5[/C][C]0.023953[/C][C]0.1871[/C][C]0.42611[/C][/ROW]
[ROW][C]6[/C][C]0.05573[/C][C]0.4353[/C][C]0.332454[/C][/ROW]
[ROW][C]7[/C][C]-0.043015[/C][C]-0.336[/C][C]0.369028[/C][/ROW]
[ROW][C]8[/C][C]0.111094[/C][C]0.8677[/C][C]0.194486[/C][/ROW]
[ROW][C]9[/C][C]0.168154[/C][C]1.3133[/C][C]0.096996[/C][/ROW]
[ROW][C]10[/C][C]0.032611[/C][C]0.2547[/C][C]0.399907[/C][/ROW]
[ROW][C]11[/C][C]-0.049772[/C][C]-0.3887[/C][C]0.349413[/C][/ROW]
[ROW][C]12[/C][C]0.197105[/C][C]1.5394[/C][C]0.064434[/C][/ROW]
[ROW][C]13[/C][C]0.06367[/C][C]0.4973[/C][C]0.310391[/C][/ROW]
[ROW][C]14[/C][C]-0.128502[/C][C]-1.0036[/C][C]0.159759[/C][/ROW]
[ROW][C]15[/C][C]0.016358[/C][C]0.1278[/C][C]0.449381[/C][/ROW]
[ROW][C]16[/C][C]-0.12379[/C][C]-0.9668[/C][C]0.168724[/C][/ROW]
[ROW][C]17[/C][C]-0.106854[/C][C]-0.8346[/C][C]0.203612[/C][/ROW]
[ROW][C]18[/C][C]-0.232335[/C][C]-1.8146[/C][C]0.037252[/C][/ROW]
[ROW][C]19[/C][C]-0.230985[/C][C]-1.804[/C][C]0.038081[/C][/ROW]
[ROW][C]20[/C][C]-0.214613[/C][C]-1.6762[/C][C]0.049411[/C][/ROW]
[ROW][C]21[/C][C]-0.134273[/C][C]-1.0487[/C][C]0.149225[/C][/ROW]
[ROW][C]22[/C][C]-0.207358[/C][C]-1.6195[/C][C]0.055247[/C][/ROW]
[ROW][C]23[/C][C]-0.16059[/C][C]-1.2542[/C][C]0.107269[/C][/ROW]
[ROW][C]24[/C][C]-0.073114[/C][C]-0.571[/C][C]0.285034[/C][/ROW]
[ROW][C]25[/C][C]-0.120482[/C][C]-0.941[/C][C]0.175211[/C][/ROW]
[ROW][C]26[/C][C]-0.249514[/C][C]-1.9488[/C][C]0.027963[/C][/ROW]
[ROW][C]27[/C][C]-0.170743[/C][C]-1.3335[/C][C]0.093655[/C][/ROW]
[ROW][C]28[/C][C]-0.19106[/C][C]-1.4922[/C][C]0.070397[/C][/ROW]
[ROW][C]29[/C][C]-0.214519[/C][C]-1.6754[/C][C]0.049483[/C][/ROW]
[ROW][C]30[/C][C]-0.173392[/C][C]-1.3542[/C][C]0.090329[/C][/ROW]
[ROW][C]31[/C][C]-0.162868[/C][C]-1.272[/C][C]0.104094[/C][/ROW]
[ROW][C]32[/C][C]-0.015139[/C][C]-0.1182[/C][C]0.453133[/C][/ROW]
[ROW][C]33[/C][C]-0.004663[/C][C]-0.0364[/C][C]0.485534[/C][/ROW]
[ROW][C]34[/C][C]0.025589[/C][C]0.1999[/C][C]0.421128[/C][/ROW]
[ROW][C]35[/C][C]-0.102157[/C][C]-0.7979[/C][C]0.214021[/C][/ROW]
[ROW][C]36[/C][C]0.200379[/C][C]1.565[/C][C]0.061377[/C][/ROW]
[ROW][C]37[/C][C]0.091149[/C][C]0.7119[/C][C]0.239622[/C][/ROW]
[ROW][C]38[/C][C]-0.064827[/C][C]-0.5063[/C][C]0.30723[/C][/ROW]
[ROW][C]39[/C][C]0.064042[/C][C]0.5002[/C][C]0.309372[/C][/ROW]
[ROW][C]40[/C][C]0.092275[/C][C]0.7207[/C][C]0.236925[/C][/ROW]
[ROW][C]41[/C][C]-0.045294[/C][C]-0.3538[/C][C]0.362371[/C][/ROW]
[ROW][C]42[/C][C]0.023802[/C][C]0.1859[/C][C]0.426569[/C][/ROW]
[ROW][C]43[/C][C]-0.047613[/C][C]-0.3719[/C][C]0.355638[/C][/ROW]
[ROW][C]44[/C][C]-0.00163[/C][C]-0.0127[/C][C]0.494942[/C][/ROW]
[ROW][C]45[/C][C]0.063811[/C][C]0.4984[/C][C]0.310004[/C][/ROW]
[ROW][C]46[/C][C]0.111096[/C][C]0.8677[/C][C]0.194483[/C][/ROW]
[ROW][C]47[/C][C]-0.017762[/C][C]-0.1387[/C][C]0.445061[/C][/ROW]
[ROW][C]48[/C][C]0.110472[/C][C]0.8628[/C][C]0.19581[/C][/ROW]
[ROW][C]49[/C][C]0.189668[/C][C]1.4814[/C][C]0.07183[/C][/ROW]
[ROW][C]50[/C][C]0.001606[/C][C]0.0125[/C][C]0.495015[/C][/ROW]
[ROW][C]51[/C][C]0.055223[/C][C]0.4313[/C][C]0.333884[/C][/ROW]
[ROW][C]52[/C][C]0.064386[/C][C]0.5029[/C][C]0.308432[/C][/ROW]
[ROW][C]53[/C][C]-0.016384[/C][C]-0.128[/C][C]0.449299[/C][/ROW]
[ROW][C]54[/C][C]0.029527[/C][C]0.2306[/C][C]0.409192[/C][/ROW]
[ROW][C]55[/C][C]-0.009445[/C][C]-0.0738[/C][C]0.47072[/C][/ROW]
[ROW][C]56[/C][C]-0.036218[/C][C]-0.2829[/C][C]0.389116[/C][/ROW]
[ROW][C]57[/C][C]0.037277[/C][C]0.2911[/C][C]0.385965[/C][/ROW]
[ROW][C]58[/C][C]-0.028217[/C][C]-0.2204[/C][C]0.413154[/C][/ROW]
[ROW][C]59[/C][C]0.001336[/C][C]0.0104[/C][C]0.495854[/C][/ROW]
[ROW][C]60[/C][C]-0.005191[/C][C]-0.0405[/C][C]0.483895[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29247&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29247&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	0.266811	2.0839	0.020685
2	0.228135	1.7818	0.039881
3	0.365618	2.8556	0.002932
4	0.191441	1.4952	0.070009
5	0.023953	0.1871	0.42611
6	0.05573	0.4353	0.332454
7	-0.043015	-0.336	0.369028
8	0.111094	0.8677	0.194486
9	0.168154	1.3133	0.096996
10	0.032611	0.2547	0.399907
11	-0.049772	-0.3887	0.349413
12	0.197105	1.5394	0.064434
13	0.06367	0.4973	0.310391
14	-0.128502	-1.0036	0.159759
15	0.016358	0.1278	0.449381
16	-0.12379	-0.9668	0.168724
17	-0.106854	-0.8346	0.203612
18	-0.232335	-1.8146	0.037252
19	-0.230985	-1.804	0.038081
20	-0.214613	-1.6762	0.049411
21	-0.134273	-1.0487	0.149225
22	-0.207358	-1.6195	0.055247
23	-0.16059	-1.2542	0.107269
24	-0.073114	-0.571	0.285034
25	-0.120482	-0.941	0.175211
26	-0.249514	-1.9488	0.027963
27	-0.170743	-1.3335	0.093655
28	-0.19106	-1.4922	0.070397
29	-0.214519	-1.6754	0.049483
30	-0.173392	-1.3542	0.090329
31	-0.162868	-1.272	0.104094
32	-0.015139	-0.1182	0.453133
33	-0.004663	-0.0364	0.485534
34	0.025589	0.1999	0.421128
35	-0.102157	-0.7979	0.214021
36	0.200379	1.565	0.061377
37	0.091149	0.7119	0.239622
38	-0.064827	-0.5063	0.30723
39	0.064042	0.5002	0.309372
40	0.092275	0.7207	0.236925
41	-0.045294	-0.3538	0.362371
42	0.023802	0.1859	0.426569
43	-0.047613	-0.3719	0.355638
44	-0.00163	-0.0127	0.494942
45	0.063811	0.4984	0.310004
46	0.111096	0.8677	0.194483
47	-0.017762	-0.1387	0.445061
48	0.110472	0.8628	0.19581
49	0.189668	1.4814	0.07183
50	0.001606	0.0125	0.495015
51	0.055223	0.4313	0.333884
52	0.064386	0.5029	0.308432
53	-0.016384	-0.128	0.449299
54	0.029527	0.2306	0.409192
55	-0.009445	-0.0738	0.47072
56	-0.036218	-0.2829	0.389116
57	0.037277	0.2911	0.385965
58	-0.028217	-0.2204	0.413154
59	0.001336	0.0104	0.495854
60	-0.005191	-0.0405	0.483895

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.266811	2.0839	0.020685
2	0.168976	1.3197	0.095926
3	0.299182	2.3367	0.011378
4	0.031182	0.2435	0.404201
5	-0.14468	-1.13	0.131453
6	-0.077132	-0.6024	0.274565
7	-0.115216	-0.8999	0.185866
8	0.213649	1.6687	0.050156
9	0.235722	1.8411	0.035239
10	0.005146	0.0402	0.484037
11	-0.265197	-2.0713	0.021286
12	0.039578	0.3091	0.379143
13	0.051606	0.4031	0.344157
14	-0.071131	-0.5555	0.290276
15	0.044837	0.3502	0.363702
16	-0.223255	-1.7437	0.043127
17	-0.056633	-0.4423	0.329911
18	-0.264495	-2.0658	0.021553
19	0.010873	0.0849	0.466302
20	-0.000542	-0.0042	0.498318
21	0.024768	0.1934	0.423627
22	-0.067006	-0.5233	0.30132
23	-0.061585	-0.481	0.316121
24	0.017152	0.134	0.446937
25	-0.13561	-1.0591	0.146855
26	-0.110216	-0.8608	0.196357
27	-0.099177	-0.7746	0.220786
28	0.033209	0.2594	0.398111
29	-0.02373	-0.1853	0.426791
30	0.020283	0.1584	0.437328
31	-0.004976	-0.0389	0.484563
32	0.061356	0.4792	0.316754
33	0.038	0.2968	0.383819
34	0.064426	0.5032	0.308324
35	-0.181066	-1.4142	0.081198
36	0.184984	1.4448	0.07682
37	0.037736	0.2947	0.384601
38	-0.077952	-0.6088	0.27245
39	-0.012268	-0.0958	0.461991
40	-0.095053	-0.7424	0.23035
41	-0.058056	-0.4534	0.325923
42	-0.070058	-0.5472	0.293128
43	0.009624	0.0752	0.470163
44	-0.100108	-0.7819	0.218659
45	-0.118408	-0.9248	0.179358
46	0.022052	0.1722	0.431912
47	-0.053948	-0.4213	0.337493
48	-0.008383	-0.0655	0.474006
49	-0.066175	-0.5168	0.303567
50	0.055165	0.4308	0.334048
51	-0.037544	-0.2932	0.385171
52	0.018596	0.1452	0.442501
53	-0.083195	-0.6498	0.259139
54	0.019397	0.1515	0.440043
55	-0.030453	-0.2378	0.406398
56	0.004726	0.0369	0.485337
57	0.032608	0.2547	0.399914
58	-0.110248	-0.8611	0.196286
59	0.056298	0.4397	0.330855
60	-0.039991	-0.3123	0.377924

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.266811 & 2.0839 & 0.020685 \tabularnewline
2 & 0.168976 & 1.3197 & 0.095926 \tabularnewline
3 & 0.299182 & 2.3367 & 0.011378 \tabularnewline
4 & 0.031182 & 0.2435 & 0.404201 \tabularnewline
5 & -0.14468 & -1.13 & 0.131453 \tabularnewline
6 & -0.077132 & -0.6024 & 0.274565 \tabularnewline
7 & -0.115216 & -0.8999 & 0.185866 \tabularnewline
8 & 0.213649 & 1.6687 & 0.050156 \tabularnewline
9 & 0.235722 & 1.8411 & 0.035239 \tabularnewline
10 & 0.005146 & 0.0402 & 0.484037 \tabularnewline
11 & -0.265197 & -2.0713 & 0.021286 \tabularnewline
12 & 0.039578 & 0.3091 & 0.379143 \tabularnewline
13 & 0.051606 & 0.4031 & 0.344157 \tabularnewline
14 & -0.071131 & -0.5555 & 0.290276 \tabularnewline
15 & 0.044837 & 0.3502 & 0.363702 \tabularnewline
16 & -0.223255 & -1.7437 & 0.043127 \tabularnewline
17 & -0.056633 & -0.4423 & 0.329911 \tabularnewline
18 & -0.264495 & -2.0658 & 0.021553 \tabularnewline
19 & 0.010873 & 0.0849 & 0.466302 \tabularnewline
20 & -0.000542 & -0.0042 & 0.498318 \tabularnewline
21 & 0.024768 & 0.1934 & 0.423627 \tabularnewline
22 & -0.067006 & -0.5233 & 0.30132 \tabularnewline
23 & -0.061585 & -0.481 & 0.316121 \tabularnewline
24 & 0.017152 & 0.134 & 0.446937 \tabularnewline
25 & -0.13561 & -1.0591 & 0.146855 \tabularnewline
26 & -0.110216 & -0.8608 & 0.196357 \tabularnewline
27 & -0.099177 & -0.7746 & 0.220786 \tabularnewline
28 & 0.033209 & 0.2594 & 0.398111 \tabularnewline
29 & -0.02373 & -0.1853 & 0.426791 \tabularnewline
30 & 0.020283 & 0.1584 & 0.437328 \tabularnewline
31 & -0.004976 & -0.0389 & 0.484563 \tabularnewline
32 & 0.061356 & 0.4792 & 0.316754 \tabularnewline
33 & 0.038 & 0.2968 & 0.383819 \tabularnewline
34 & 0.064426 & 0.5032 & 0.308324 \tabularnewline
35 & -0.181066 & -1.4142 & 0.081198 \tabularnewline
36 & 0.184984 & 1.4448 & 0.07682 \tabularnewline
37 & 0.037736 & 0.2947 & 0.384601 \tabularnewline
38 & -0.077952 & -0.6088 & 0.27245 \tabularnewline
39 & -0.012268 & -0.0958 & 0.461991 \tabularnewline
40 & -0.095053 & -0.7424 & 0.23035 \tabularnewline
41 & -0.058056 & -0.4534 & 0.325923 \tabularnewline
42 & -0.070058 & -0.5472 & 0.293128 \tabularnewline
43 & 0.009624 & 0.0752 & 0.470163 \tabularnewline
44 & -0.100108 & -0.7819 & 0.218659 \tabularnewline
45 & -0.118408 & -0.9248 & 0.179358 \tabularnewline
46 & 0.022052 & 0.1722 & 0.431912 \tabularnewline
47 & -0.053948 & -0.4213 & 0.337493 \tabularnewline
48 & -0.008383 & -0.0655 & 0.474006 \tabularnewline
49 & -0.066175 & -0.5168 & 0.303567 \tabularnewline
50 & 0.055165 & 0.4308 & 0.334048 \tabularnewline
51 & -0.037544 & -0.2932 & 0.385171 \tabularnewline
52 & 0.018596 & 0.1452 & 0.442501 \tabularnewline
53 & -0.083195 & -0.6498 & 0.259139 \tabularnewline
54 & 0.019397 & 0.1515 & 0.440043 \tabularnewline
55 & -0.030453 & -0.2378 & 0.406398 \tabularnewline
56 & 0.004726 & 0.0369 & 0.485337 \tabularnewline
57 & 0.032608 & 0.2547 & 0.399914 \tabularnewline
58 & -0.110248 & -0.8611 & 0.196286 \tabularnewline
59 & 0.056298 & 0.4397 & 0.330855 \tabularnewline
60 & -0.039991 & -0.3123 & 0.377924 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29247&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]0.266811[/C][C]2.0839[/C][C]0.020685[/C][/ROW]
[ROW][C]2[/C][C]0.168976[/C][C]1.3197[/C][C]0.095926[/C][/ROW]
[ROW][C]3[/C][C]0.299182[/C][C]2.3367[/C][C]0.011378[/C][/ROW]
[ROW][C]4[/C][C]0.031182[/C][C]0.2435[/C][C]0.404201[/C][/ROW]
[ROW][C]5[/C][C]-0.14468[/C][C]-1.13[/C][C]0.131453[/C][/ROW]
[ROW][C]6[/C][C]-0.077132[/C][C]-0.6024[/C][C]0.274565[/C][/ROW]
[ROW][C]7[/C][C]-0.115216[/C][C]-0.8999[/C][C]0.185866[/C][/ROW]
[ROW][C]8[/C][C]0.213649[/C][C]1.6687[/C][C]0.050156[/C][/ROW]
[ROW][C]9[/C][C]0.235722[/C][C]1.8411[/C][C]0.035239[/C][/ROW]
[ROW][C]10[/C][C]0.005146[/C][C]0.0402[/C][C]0.484037[/C][/ROW]
[ROW][C]11[/C][C]-0.265197[/C][C]-2.0713[/C][C]0.021286[/C][/ROW]
[ROW][C]12[/C][C]0.039578[/C][C]0.3091[/C][C]0.379143[/C][/ROW]
[ROW][C]13[/C][C]0.051606[/C][C]0.4031[/C][C]0.344157[/C][/ROW]
[ROW][C]14[/C][C]-0.071131[/C][C]-0.5555[/C][C]0.290276[/C][/ROW]
[ROW][C]15[/C][C]0.044837[/C][C]0.3502[/C][C]0.363702[/C][/ROW]
[ROW][C]16[/C][C]-0.223255[/C][C]-1.7437[/C][C]0.043127[/C][/ROW]
[ROW][C]17[/C][C]-0.056633[/C][C]-0.4423[/C][C]0.329911[/C][/ROW]
[ROW][C]18[/C][C]-0.264495[/C][C]-2.0658[/C][C]0.021553[/C][/ROW]
[ROW][C]19[/C][C]0.010873[/C][C]0.0849[/C][C]0.466302[/C][/ROW]
[ROW][C]20[/C][C]-0.000542[/C][C]-0.0042[/C][C]0.498318[/C][/ROW]
[ROW][C]21[/C][C]0.024768[/C][C]0.1934[/C][C]0.423627[/C][/ROW]
[ROW][C]22[/C][C]-0.067006[/C][C]-0.5233[/C][C]0.30132[/C][/ROW]
[ROW][C]23[/C][C]-0.061585[/C][C]-0.481[/C][C]0.316121[/C][/ROW]
[ROW][C]24[/C][C]0.017152[/C][C]0.134[/C][C]0.446937[/C][/ROW]
[ROW][C]25[/C][C]-0.13561[/C][C]-1.0591[/C][C]0.146855[/C][/ROW]
[ROW][C]26[/C][C]-0.110216[/C][C]-0.8608[/C][C]0.196357[/C][/ROW]
[ROW][C]27[/C][C]-0.099177[/C][C]-0.7746[/C][C]0.220786[/C][/ROW]
[ROW][C]28[/C][C]0.033209[/C][C]0.2594[/C][C]0.398111[/C][/ROW]
[ROW][C]29[/C][C]-0.02373[/C][C]-0.1853[/C][C]0.426791[/C][/ROW]
[ROW][C]30[/C][C]0.020283[/C][C]0.1584[/C][C]0.437328[/C][/ROW]
[ROW][C]31[/C][C]-0.004976[/C][C]-0.0389[/C][C]0.484563[/C][/ROW]
[ROW][C]32[/C][C]0.061356[/C][C]0.4792[/C][C]0.316754[/C][/ROW]
[ROW][C]33[/C][C]0.038[/C][C]0.2968[/C][C]0.383819[/C][/ROW]
[ROW][C]34[/C][C]0.064426[/C][C]0.5032[/C][C]0.308324[/C][/ROW]
[ROW][C]35[/C][C]-0.181066[/C][C]-1.4142[/C][C]0.081198[/C][/ROW]
[ROW][C]36[/C][C]0.184984[/C][C]1.4448[/C][C]0.07682[/C][/ROW]
[ROW][C]37[/C][C]0.037736[/C][C]0.2947[/C][C]0.384601[/C][/ROW]
[ROW][C]38[/C][C]-0.077952[/C][C]-0.6088[/C][C]0.27245[/C][/ROW]
[ROW][C]39[/C][C]-0.012268[/C][C]-0.0958[/C][C]0.461991[/C][/ROW]
[ROW][C]40[/C][C]-0.095053[/C][C]-0.7424[/C][C]0.23035[/C][/ROW]
[ROW][C]41[/C][C]-0.058056[/C][C]-0.4534[/C][C]0.325923[/C][/ROW]
[ROW][C]42[/C][C]-0.070058[/C][C]-0.5472[/C][C]0.293128[/C][/ROW]
[ROW][C]43[/C][C]0.009624[/C][C]0.0752[/C][C]0.470163[/C][/ROW]
[ROW][C]44[/C][C]-0.100108[/C][C]-0.7819[/C][C]0.218659[/C][/ROW]
[ROW][C]45[/C][C]-0.118408[/C][C]-0.9248[/C][C]0.179358[/C][/ROW]
[ROW][C]46[/C][C]0.022052[/C][C]0.1722[/C][C]0.431912[/C][/ROW]
[ROW][C]47[/C][C]-0.053948[/C][C]-0.4213[/C][C]0.337493[/C][/ROW]
[ROW][C]48[/C][C]-0.008383[/C][C]-0.0655[/C][C]0.474006[/C][/ROW]
[ROW][C]49[/C][C]-0.066175[/C][C]-0.5168[/C][C]0.303567[/C][/ROW]
[ROW][C]50[/C][C]0.055165[/C][C]0.4308[/C][C]0.334048[/C][/ROW]
[ROW][C]51[/C][C]-0.037544[/C][C]-0.2932[/C][C]0.385171[/C][/ROW]
[ROW][C]52[/C][C]0.018596[/C][C]0.1452[/C][C]0.442501[/C][/ROW]
[ROW][C]53[/C][C]-0.083195[/C][C]-0.6498[/C][C]0.259139[/C][/ROW]
[ROW][C]54[/C][C]0.019397[/C][C]0.1515[/C][C]0.440043[/C][/ROW]
[ROW][C]55[/C][C]-0.030453[/C][C]-0.2378[/C][C]0.406398[/C][/ROW]
[ROW][C]56[/C][C]0.004726[/C][C]0.0369[/C][C]0.485337[/C][/ROW]
[ROW][C]57[/C][C]0.032608[/C][C]0.2547[/C][C]0.399914[/C][/ROW]
[ROW][C]58[/C][C]-0.110248[/C][C]-0.8611[/C][C]0.196286[/C][/ROW]
[ROW][C]59[/C][C]0.056298[/C][C]0.4397[/C][C]0.330855[/C][/ROW]
[ROW][C]60[/C][C]-0.039991[/C][C]-0.3123[/C][C]0.377924[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29247&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29247&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	0.266811	2.0839	0.020685
2	0.168976	1.3197	0.095926
3	0.299182	2.3367	0.011378
4	0.031182	0.2435	0.404201
5	-0.14468	-1.13	0.131453
6	-0.077132	-0.6024	0.274565
7	-0.115216	-0.8999	0.185866
8	0.213649	1.6687	0.050156
9	0.235722	1.8411	0.035239
10	0.005146	0.0402	0.484037
11	-0.265197	-2.0713	0.021286
12	0.039578	0.3091	0.379143
13	0.051606	0.4031	0.344157
14	-0.071131	-0.5555	0.290276
15	0.044837	0.3502	0.363702
16	-0.223255	-1.7437	0.043127
17	-0.056633	-0.4423	0.329911
18	-0.264495	-2.0658	0.021553
19	0.010873	0.0849	0.466302
20	-0.000542	-0.0042	0.498318
21	0.024768	0.1934	0.423627
22	-0.067006	-0.5233	0.30132
23	-0.061585	-0.481	0.316121
24	0.017152	0.134	0.446937
25	-0.13561	-1.0591	0.146855
26	-0.110216	-0.8608	0.196357
27	-0.099177	-0.7746	0.220786
28	0.033209	0.2594	0.398111
29	-0.02373	-0.1853	0.426791
30	0.020283	0.1584	0.437328
31	-0.004976	-0.0389	0.484563
32	0.061356	0.4792	0.316754
33	0.038	0.2968	0.383819
34	0.064426	0.5032	0.308324
35	-0.181066	-1.4142	0.081198
36	0.184984	1.4448	0.07682
37	0.037736	0.2947	0.384601
38	-0.077952	-0.6088	0.27245
39	-0.012268	-0.0958	0.461991
40	-0.095053	-0.7424	0.23035
41	-0.058056	-0.4534	0.325923
42	-0.070058	-0.5472	0.293128
43	0.009624	0.0752	0.470163
44	-0.100108	-0.7819	0.218659
45	-0.118408	-0.9248	0.179358
46	0.022052	0.1722	0.431912
47	-0.053948	-0.4213	0.337493
48	-0.008383	-0.0655	0.474006
49	-0.066175	-0.5168	0.303567
50	0.055165	0.4308	0.334048
51	-0.037544	-0.2932	0.385171
52	0.018596	0.1452	0.442501
53	-0.083195	-0.6498	0.259139
54	0.019397	0.1515	0.440043
55	-0.030453	-0.2378	0.406398
56	0.004726	0.0369	0.485337
57	0.032608	0.2547	0.399914
58	-0.110248	-0.8611	0.196286
59	0.056298	0.4397	0.330855
60	-0.039991	-0.3123	0.377924

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = -2.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -2.0 ; 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