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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 04:43:53 -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/08/t1228736723rniuyvgqxbdjen9.htm/, Retrieved Thu, 16 May 2024 04:58:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30398, Retrieved Thu, 16 May 2024 04:58:10 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

257

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

-     [Univariate Data Series] [Run sequence plot...] [2008-12-02 22:19:27] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMPD  [Standard Deviation-Mean Plot] [SD mean plot] [2008-12-06 11:49:39] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMP     [(Partial) Autocorrelation Function] [ACF d=1 en D=0] [2008-12-06 12:51:22] [ed2ba3b6182103c15c0ab511ae4e6284]
-   P         [(Partial) Autocorrelation Function] [acf d=1] [2008-12-08 11:43:53] [164b09377ab48f5ead4354b24e82a91a] [Current]
-               [(Partial) Autocorrelation Function] [acf d=1] [2008-12-08 19:45:09] [4ad596f10399a71ad29b7d76e6ab90ac] 
-               [(Partial) Autocorrelation Function] [] [2008-12-08 21:16:19] [28075c6928548bea087cb2be962cfe7e] 
-               [(Partial) Autocorrelation Function] [ACF d=1] [2008-12-09 00:23:10] [4ddbf81f78ea7c738951638c7e93f6ee] 
-               [(Partial) Autocorrelation Function] [] [2008-12-09 00:25:46] [29747f79f5beb5b2516e1271770ecb47] 

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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	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=30398&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=30398&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30398&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	-0.378021	-2.9281	0.002407
2	-0.017496	-0.1355	0.446325
3	-0.018433	-0.1428	0.443471
4	-0.004782	-0.037	0.485286
5	-0.43141	-3.3417	0.000719
6	0.817586	6.333	0
7	-0.374715	-2.9025	0.002586
8	-0.018203	-0.141	0.444171
9	-0.050408	-0.3905	0.348789
10	-0.010331	-0.08	0.468242
11	-0.372523	-2.8856	0.002711
12	0.738892	5.7234	0
13	-0.289765	-2.2445	0.01425
14	0.023479	0.1819	0.428149
15	-0.024044	-0.1862	0.42644
16	-0.025389	-0.1967	0.422378
17	-0.351583	-2.7233	0.004225
18	0.622483	4.8217	5e-06
19	-0.27699	-2.1456	0.017982
20	0.001637	0.0127	0.494964
21	-0.021898	-0.1696	0.432939
22	-0.048402	-0.3749	0.35452
23	-0.321389	-2.4895	0.007792
24	0.556909	4.3138	3e-05
25	-0.199968	-1.5489	0.063327
26	0.03943	0.3054	0.380549
27	-0.009885	-0.0766	0.469611
28	-0.042577	-0.3298	0.37135
29	-0.246249	-1.9074	0.030627
30	0.449854	3.4846	0.000464
31	-0.193477	-1.4987	0.069602
32	0.014372	0.1113	0.455865
33	-0.017892	-0.1386	0.445118
34	-0.052432	-0.4061	0.343043
35	-0.216308	-1.6755	0.049519
36	0.373386	2.8922	0.002661
37	-0.131221	-1.0164	0.156752
38	0.032704	0.2533	0.400443
39	0.019389	0.1502	0.44056
40	-0.018417	-0.1427	0.443519
41	-0.159607	-1.2363	0.11058
42	0.268005	2.076	0.021095
43	-0.113684	-0.8806	0.191025
44	0.011556	0.0895	0.464485
45	0.015516	0.1202	0.452367
46	-0.023896	-0.1851	0.426887
47	-0.138129	-1.0699	0.144466
48	0.173577	1.3445	0.09192
49	-0.045518	-0.3526	0.36282
50	0.013929	0.1079	0.45722
51	0.034683	0.2687	0.394559
52	-0.001315	-0.0102	0.495952
53	-0.081699	-0.6328	0.264622
54	0.088521	0.6857	0.247778
55	-0.003288	-0.0255	0.489882
56	-0.013701	-0.1061	0.457917
57	0.004654	0.036	0.485683
58	-0.001411	-0.0109	0.495657
59	-0.054102	-0.4191	0.338331
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.378021 & -2.9281 & 0.002407 \tabularnewline
2 & -0.017496 & -0.1355 & 0.446325 \tabularnewline
3 & -0.018433 & -0.1428 & 0.443471 \tabularnewline
4 & -0.004782 & -0.037 & 0.485286 \tabularnewline
5 & -0.43141 & -3.3417 & 0.000719 \tabularnewline
6 & 0.817586 & 6.333 & 0 \tabularnewline
7 & -0.374715 & -2.9025 & 0.002586 \tabularnewline
8 & -0.018203 & -0.141 & 0.444171 \tabularnewline
9 & -0.050408 & -0.3905 & 0.348789 \tabularnewline
10 & -0.010331 & -0.08 & 0.468242 \tabularnewline
11 & -0.372523 & -2.8856 & 0.002711 \tabularnewline
12 & 0.738892 & 5.7234 & 0 \tabularnewline
13 & -0.289765 & -2.2445 & 0.01425 \tabularnewline
14 & 0.023479 & 0.1819 & 0.428149 \tabularnewline
15 & -0.024044 & -0.1862 & 0.42644 \tabularnewline
16 & -0.025389 & -0.1967 & 0.422378 \tabularnewline
17 & -0.351583 & -2.7233 & 0.004225 \tabularnewline
18 & 0.622483 & 4.8217 & 5e-06 \tabularnewline
19 & -0.27699 & -2.1456 & 0.017982 \tabularnewline
20 & 0.001637 & 0.0127 & 0.494964 \tabularnewline
21 & -0.021898 & -0.1696 & 0.432939 \tabularnewline
22 & -0.048402 & -0.3749 & 0.35452 \tabularnewline
23 & -0.321389 & -2.4895 & 0.007792 \tabularnewline
24 & 0.556909 & 4.3138 & 3e-05 \tabularnewline
25 & -0.199968 & -1.5489 & 0.063327 \tabularnewline
26 & 0.03943 & 0.3054 & 0.380549 \tabularnewline
27 & -0.009885 & -0.0766 & 0.469611 \tabularnewline
28 & -0.042577 & -0.3298 & 0.37135 \tabularnewline
29 & -0.246249 & -1.9074 & 0.030627 \tabularnewline
30 & 0.449854 & 3.4846 & 0.000464 \tabularnewline
31 & -0.193477 & -1.4987 & 0.069602 \tabularnewline
32 & 0.014372 & 0.1113 & 0.455865 \tabularnewline
33 & -0.017892 & -0.1386 & 0.445118 \tabularnewline
34 & -0.052432 & -0.4061 & 0.343043 \tabularnewline
35 & -0.216308 & -1.6755 & 0.049519 \tabularnewline
36 & 0.373386 & 2.8922 & 0.002661 \tabularnewline
37 & -0.131221 & -1.0164 & 0.156752 \tabularnewline
38 & 0.032704 & 0.2533 & 0.400443 \tabularnewline
39 & 0.019389 & 0.1502 & 0.44056 \tabularnewline
40 & -0.018417 & -0.1427 & 0.443519 \tabularnewline
41 & -0.159607 & -1.2363 & 0.11058 \tabularnewline
42 & 0.268005 & 2.076 & 0.021095 \tabularnewline
43 & -0.113684 & -0.8806 & 0.191025 \tabularnewline
44 & 0.011556 & 0.0895 & 0.464485 \tabularnewline
45 & 0.015516 & 0.1202 & 0.452367 \tabularnewline
46 & -0.023896 & -0.1851 & 0.426887 \tabularnewline
47 & -0.138129 & -1.0699 & 0.144466 \tabularnewline
48 & 0.173577 & 1.3445 & 0.09192 \tabularnewline
49 & -0.045518 & -0.3526 & 0.36282 \tabularnewline
50 & 0.013929 & 0.1079 & 0.45722 \tabularnewline
51 & 0.034683 & 0.2687 & 0.394559 \tabularnewline
52 & -0.001315 & -0.0102 & 0.495952 \tabularnewline
53 & -0.081699 & -0.6328 & 0.264622 \tabularnewline
54 & 0.088521 & 0.6857 & 0.247778 \tabularnewline
55 & -0.003288 & -0.0255 & 0.489882 \tabularnewline
56 & -0.013701 & -0.1061 & 0.457917 \tabularnewline
57 & 0.004654 & 0.036 & 0.485683 \tabularnewline
58 & -0.001411 & -0.0109 & 0.495657 \tabularnewline
59 & -0.054102 & -0.4191 & 0.338331 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30398&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]-0.378021[/C][C]-2.9281[/C][C]0.002407[/C][/ROW]
[ROW][C]2[/C][C]-0.017496[/C][C]-0.1355[/C][C]0.446325[/C][/ROW]
[ROW][C]3[/C][C]-0.018433[/C][C]-0.1428[/C][C]0.443471[/C][/ROW]
[ROW][C]4[/C][C]-0.004782[/C][C]-0.037[/C][C]0.485286[/C][/ROW]
[ROW][C]5[/C][C]-0.43141[/C][C]-3.3417[/C][C]0.000719[/C][/ROW]
[ROW][C]6[/C][C]0.817586[/C][C]6.333[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]-0.374715[/C][C]-2.9025[/C][C]0.002586[/C][/ROW]
[ROW][C]8[/C][C]-0.018203[/C][C]-0.141[/C][C]0.444171[/C][/ROW]
[ROW][C]9[/C][C]-0.050408[/C][C]-0.3905[/C][C]0.348789[/C][/ROW]
[ROW][C]10[/C][C]-0.010331[/C][C]-0.08[/C][C]0.468242[/C][/ROW]
[ROW][C]11[/C][C]-0.372523[/C][C]-2.8856[/C][C]0.002711[/C][/ROW]
[ROW][C]12[/C][C]0.738892[/C][C]5.7234[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.289765[/C][C]-2.2445[/C][C]0.01425[/C][/ROW]
[ROW][C]14[/C][C]0.023479[/C][C]0.1819[/C][C]0.428149[/C][/ROW]
[ROW][C]15[/C][C]-0.024044[/C][C]-0.1862[/C][C]0.42644[/C][/ROW]
[ROW][C]16[/C][C]-0.025389[/C][C]-0.1967[/C][C]0.422378[/C][/ROW]
[ROW][C]17[/C][C]-0.351583[/C][C]-2.7233[/C][C]0.004225[/C][/ROW]
[ROW][C]18[/C][C]0.622483[/C][C]4.8217[/C][C]5e-06[/C][/ROW]
[ROW][C]19[/C][C]-0.27699[/C][C]-2.1456[/C][C]0.017982[/C][/ROW]
[ROW][C]20[/C][C]0.001637[/C][C]0.0127[/C][C]0.494964[/C][/ROW]
[ROW][C]21[/C][C]-0.021898[/C][C]-0.1696[/C][C]0.432939[/C][/ROW]
[ROW][C]22[/C][C]-0.048402[/C][C]-0.3749[/C][C]0.35452[/C][/ROW]
[ROW][C]23[/C][C]-0.321389[/C][C]-2.4895[/C][C]0.007792[/C][/ROW]
[ROW][C]24[/C][C]0.556909[/C][C]4.3138[/C][C]3e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.199968[/C][C]-1.5489[/C][C]0.063327[/C][/ROW]
[ROW][C]26[/C][C]0.03943[/C][C]0.3054[/C][C]0.380549[/C][/ROW]
[ROW][C]27[/C][C]-0.009885[/C][C]-0.0766[/C][C]0.469611[/C][/ROW]
[ROW][C]28[/C][C]-0.042577[/C][C]-0.3298[/C][C]0.37135[/C][/ROW]
[ROW][C]29[/C][C]-0.246249[/C][C]-1.9074[/C][C]0.030627[/C][/ROW]
[ROW][C]30[/C][C]0.449854[/C][C]3.4846[/C][C]0.000464[/C][/ROW]
[ROW][C]31[/C][C]-0.193477[/C][C]-1.4987[/C][C]0.069602[/C][/ROW]
[ROW][C]32[/C][C]0.014372[/C][C]0.1113[/C][C]0.455865[/C][/ROW]
[ROW][C]33[/C][C]-0.017892[/C][C]-0.1386[/C][C]0.445118[/C][/ROW]
[ROW][C]34[/C][C]-0.052432[/C][C]-0.4061[/C][C]0.343043[/C][/ROW]
[ROW][C]35[/C][C]-0.216308[/C][C]-1.6755[/C][C]0.049519[/C][/ROW]
[ROW][C]36[/C][C]0.373386[/C][C]2.8922[/C][C]0.002661[/C][/ROW]
[ROW][C]37[/C][C]-0.131221[/C][C]-1.0164[/C][C]0.156752[/C][/ROW]
[ROW][C]38[/C][C]0.032704[/C][C]0.2533[/C][C]0.400443[/C][/ROW]
[ROW][C]39[/C][C]0.019389[/C][C]0.1502[/C][C]0.44056[/C][/ROW]
[ROW][C]40[/C][C]-0.018417[/C][C]-0.1427[/C][C]0.443519[/C][/ROW]
[ROW][C]41[/C][C]-0.159607[/C][C]-1.2363[/C][C]0.11058[/C][/ROW]
[ROW][C]42[/C][C]0.268005[/C][C]2.076[/C][C]0.021095[/C][/ROW]
[ROW][C]43[/C][C]-0.113684[/C][C]-0.8806[/C][C]0.191025[/C][/ROW]
[ROW][C]44[/C][C]0.011556[/C][C]0.0895[/C][C]0.464485[/C][/ROW]
[ROW][C]45[/C][C]0.015516[/C][C]0.1202[/C][C]0.452367[/C][/ROW]
[ROW][C]46[/C][C]-0.023896[/C][C]-0.1851[/C][C]0.426887[/C][/ROW]
[ROW][C]47[/C][C]-0.138129[/C][C]-1.0699[/C][C]0.144466[/C][/ROW]
[ROW][C]48[/C][C]0.173577[/C][C]1.3445[/C][C]0.09192[/C][/ROW]
[ROW][C]49[/C][C]-0.045518[/C][C]-0.3526[/C][C]0.36282[/C][/ROW]
[ROW][C]50[/C][C]0.013929[/C][C]0.1079[/C][C]0.45722[/C][/ROW]
[ROW][C]51[/C][C]0.034683[/C][C]0.2687[/C][C]0.394559[/C][/ROW]
[ROW][C]52[/C][C]-0.001315[/C][C]-0.0102[/C][C]0.495952[/C][/ROW]
[ROW][C]53[/C][C]-0.081699[/C][C]-0.6328[/C][C]0.264622[/C][/ROW]
[ROW][C]54[/C][C]0.088521[/C][C]0.6857[/C][C]0.247778[/C][/ROW]
[ROW][C]55[/C][C]-0.003288[/C][C]-0.0255[/C][C]0.489882[/C][/ROW]
[ROW][C]56[/C][C]-0.013701[/C][C]-0.1061[/C][C]0.457917[/C][/ROW]
[ROW][C]57[/C][C]0.004654[/C][C]0.036[/C][C]0.485683[/C][/ROW]
[ROW][C]58[/C][C]-0.001411[/C][C]-0.0109[/C][C]0.495657[/C][/ROW]
[ROW][C]59[/C][C]-0.054102[/C][C]-0.4191[/C][C]0.338331[/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=30398&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30398&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	-0.378021	-2.9281	0.002407
2	-0.017496	-0.1355	0.446325
3	-0.018433	-0.1428	0.443471
4	-0.004782	-0.037	0.485286
5	-0.43141	-3.3417	0.000719
6	0.817586	6.333	0
7	-0.374715	-2.9025	0.002586
8	-0.018203	-0.141	0.444171
9	-0.050408	-0.3905	0.348789
10	-0.010331	-0.08	0.468242
11	-0.372523	-2.8856	0.002711
12	0.738892	5.7234	0
13	-0.289765	-2.2445	0.01425
14	0.023479	0.1819	0.428149
15	-0.024044	-0.1862	0.42644
16	-0.025389	-0.1967	0.422378
17	-0.351583	-2.7233	0.004225
18	0.622483	4.8217	5e-06
19	-0.27699	-2.1456	0.017982
20	0.001637	0.0127	0.494964
21	-0.021898	-0.1696	0.432939
22	-0.048402	-0.3749	0.35452
23	-0.321389	-2.4895	0.007792
24	0.556909	4.3138	3e-05
25	-0.199968	-1.5489	0.063327
26	0.03943	0.3054	0.380549
27	-0.009885	-0.0766	0.469611
28	-0.042577	-0.3298	0.37135
29	-0.246249	-1.9074	0.030627
30	0.449854	3.4846	0.000464
31	-0.193477	-1.4987	0.069602
32	0.014372	0.1113	0.455865
33	-0.017892	-0.1386	0.445118
34	-0.052432	-0.4061	0.343043
35	-0.216308	-1.6755	0.049519
36	0.373386	2.8922	0.002661
37	-0.131221	-1.0164	0.156752
38	0.032704	0.2533	0.400443
39	0.019389	0.1502	0.44056
40	-0.018417	-0.1427	0.443519
41	-0.159607	-1.2363	0.11058
42	0.268005	2.076	0.021095
43	-0.113684	-0.8806	0.191025
44	0.011556	0.0895	0.464485
45	0.015516	0.1202	0.452367
46	-0.023896	-0.1851	0.426887
47	-0.138129	-1.0699	0.144466
48	0.173577	1.3445	0.09192
49	-0.045518	-0.3526	0.36282
50	0.013929	0.1079	0.45722
51	0.034683	0.2687	0.394559
52	-0.001315	-0.0102	0.495952
53	-0.081699	-0.6328	0.264622
54	0.088521	0.6857	0.247778
55	-0.003288	-0.0255	0.489882
56	-0.013701	-0.1061	0.457917
57	0.004654	0.036	0.485683
58	-0.001411	-0.0109	0.495657
59	-0.054102	-0.4191	0.338331
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.378021	-2.9281	0.002407
2	-0.187138	-1.4496	0.076193
3	-0.117312	-0.9087	0.183573
4	-0.076009	-0.5888	0.279114
5	-0.579381	-4.4879	1.7e-05
6	0.666766	5.1647	1e-06
7	-0.216903	-1.6801	0.049067
8	-0.05375	-0.4163	0.339321
9	-0.218053	-1.689	0.048202
10	-0.209428	-1.6222	0.054999
11	0.111912	0.8669	0.194735
12	0.042264	0.3274	0.372263
13	0.172373	1.3352	0.093429
14	0.011757	0.0911	0.463871
15	0.067762	0.5249	0.300799
16	-0.069294	-0.5368	0.296712
17	-0.056396	-0.4368	0.331898
18	-0.040855	-0.3165	0.376377
19	-0.105803	-0.8195	0.207859
20	-0.049476	-0.3832	0.351449
21	-0.045071	-0.3491	0.364111
22	-0.055721	-0.4316	0.333784
23	-0.056017	-0.4339	0.332956
24	-0.035534	-0.2752	0.392036
25	0.042644	0.3303	0.371154
26	0.043657	0.3382	0.368208
27	-0.09193	-0.7121	0.239586
28	-0.019514	-0.1512	0.440181
29	0.118301	0.9164	0.181574
30	-0.089367	-0.6922	0.245731
31	-0.029092	-0.2253	0.411239
32	-0.170228	-1.3186	0.09616
33	-0.008446	-0.0654	0.474029
34	0.061248	0.4744	0.318459
35	-0.095915	-0.743	0.230205
36	0.010326	0.08	0.468259
37	-0.022493	-0.1742	0.431137
38	0.031725	0.2457	0.403361
39	0.043904	0.3401	0.367494
40	0.037122	0.2875	0.387343
41	0.074263	0.5752	0.283641
42	-0.15943	-1.2349	0.110833
43	-0.013334	-0.1033	0.459041
44	-0.044468	-0.3445	0.365856
45	0.056655	0.4388	0.331174
46	0.08298	0.6428	0.261413
47	-0.074283	-0.5754	0.283588
48	-0.004697	-0.0364	0.48555
49	0.111594	0.8644	0.195405
50	-0.038134	-0.2954	0.384359
51	0.040098	0.3106	0.378591
52	-0.014561	-0.1128	0.455287
53	0.030913	0.2395	0.405786
54	-0.016736	-0.1296	0.448645
55	-0.015543	-0.1204	0.452285
56	0.067718	0.5245	0.300916
57	-0.074477	-0.5769	0.283084
58	0.063827	0.4944	0.311414
59	-0.01588	-0.123	0.451256
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.378021 & -2.9281 & 0.002407 \tabularnewline
2 & -0.187138 & -1.4496 & 0.076193 \tabularnewline
3 & -0.117312 & -0.9087 & 0.183573 \tabularnewline
4 & -0.076009 & -0.5888 & 0.279114 \tabularnewline
5 & -0.579381 & -4.4879 & 1.7e-05 \tabularnewline
6 & 0.666766 & 5.1647 & 1e-06 \tabularnewline
7 & -0.216903 & -1.6801 & 0.049067 \tabularnewline
8 & -0.05375 & -0.4163 & 0.339321 \tabularnewline
9 & -0.218053 & -1.689 & 0.048202 \tabularnewline
10 & -0.209428 & -1.6222 & 0.054999 \tabularnewline
11 & 0.111912 & 0.8669 & 0.194735 \tabularnewline
12 & 0.042264 & 0.3274 & 0.372263 \tabularnewline
13 & 0.172373 & 1.3352 & 0.093429 \tabularnewline
14 & 0.011757 & 0.0911 & 0.463871 \tabularnewline
15 & 0.067762 & 0.5249 & 0.300799 \tabularnewline
16 & -0.069294 & -0.5368 & 0.296712 \tabularnewline
17 & -0.056396 & -0.4368 & 0.331898 \tabularnewline
18 & -0.040855 & -0.3165 & 0.376377 \tabularnewline
19 & -0.105803 & -0.8195 & 0.207859 \tabularnewline
20 & -0.049476 & -0.3832 & 0.351449 \tabularnewline
21 & -0.045071 & -0.3491 & 0.364111 \tabularnewline
22 & -0.055721 & -0.4316 & 0.333784 \tabularnewline
23 & -0.056017 & -0.4339 & 0.332956 \tabularnewline
24 & -0.035534 & -0.2752 & 0.392036 \tabularnewline
25 & 0.042644 & 0.3303 & 0.371154 \tabularnewline
26 & 0.043657 & 0.3382 & 0.368208 \tabularnewline
27 & -0.09193 & -0.7121 & 0.239586 \tabularnewline
28 & -0.019514 & -0.1512 & 0.440181 \tabularnewline
29 & 0.118301 & 0.9164 & 0.181574 \tabularnewline
30 & -0.089367 & -0.6922 & 0.245731 \tabularnewline
31 & -0.029092 & -0.2253 & 0.411239 \tabularnewline
32 & -0.170228 & -1.3186 & 0.09616 \tabularnewline
33 & -0.008446 & -0.0654 & 0.474029 \tabularnewline
34 & 0.061248 & 0.4744 & 0.318459 \tabularnewline
35 & -0.095915 & -0.743 & 0.230205 \tabularnewline
36 & 0.010326 & 0.08 & 0.468259 \tabularnewline
37 & -0.022493 & -0.1742 & 0.431137 \tabularnewline
38 & 0.031725 & 0.2457 & 0.403361 \tabularnewline
39 & 0.043904 & 0.3401 & 0.367494 \tabularnewline
40 & 0.037122 & 0.2875 & 0.387343 \tabularnewline
41 & 0.074263 & 0.5752 & 0.283641 \tabularnewline
42 & -0.15943 & -1.2349 & 0.110833 \tabularnewline
43 & -0.013334 & -0.1033 & 0.459041 \tabularnewline
44 & -0.044468 & -0.3445 & 0.365856 \tabularnewline
45 & 0.056655 & 0.4388 & 0.331174 \tabularnewline
46 & 0.08298 & 0.6428 & 0.261413 \tabularnewline
47 & -0.074283 & -0.5754 & 0.283588 \tabularnewline
48 & -0.004697 & -0.0364 & 0.48555 \tabularnewline
49 & 0.111594 & 0.8644 & 0.195405 \tabularnewline
50 & -0.038134 & -0.2954 & 0.384359 \tabularnewline
51 & 0.040098 & 0.3106 & 0.378591 \tabularnewline
52 & -0.014561 & -0.1128 & 0.455287 \tabularnewline
53 & 0.030913 & 0.2395 & 0.405786 \tabularnewline
54 & -0.016736 & -0.1296 & 0.448645 \tabularnewline
55 & -0.015543 & -0.1204 & 0.452285 \tabularnewline
56 & 0.067718 & 0.5245 & 0.300916 \tabularnewline
57 & -0.074477 & -0.5769 & 0.283084 \tabularnewline
58 & 0.063827 & 0.4944 & 0.311414 \tabularnewline
59 & -0.01588 & -0.123 & 0.451256 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30398&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]-0.378021[/C][C]-2.9281[/C][C]0.002407[/C][/ROW]
[ROW][C]2[/C][C]-0.187138[/C][C]-1.4496[/C][C]0.076193[/C][/ROW]
[ROW][C]3[/C][C]-0.117312[/C][C]-0.9087[/C][C]0.183573[/C][/ROW]
[ROW][C]4[/C][C]-0.076009[/C][C]-0.5888[/C][C]0.279114[/C][/ROW]
[ROW][C]5[/C][C]-0.579381[/C][C]-4.4879[/C][C]1.7e-05[/C][/ROW]
[ROW][C]6[/C][C]0.666766[/C][C]5.1647[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]-0.216903[/C][C]-1.6801[/C][C]0.049067[/C][/ROW]
[ROW][C]8[/C][C]-0.05375[/C][C]-0.4163[/C][C]0.339321[/C][/ROW]
[ROW][C]9[/C][C]-0.218053[/C][C]-1.689[/C][C]0.048202[/C][/ROW]
[ROW][C]10[/C][C]-0.209428[/C][C]-1.6222[/C][C]0.054999[/C][/ROW]
[ROW][C]11[/C][C]0.111912[/C][C]0.8669[/C][C]0.194735[/C][/ROW]
[ROW][C]12[/C][C]0.042264[/C][C]0.3274[/C][C]0.372263[/C][/ROW]
[ROW][C]13[/C][C]0.172373[/C][C]1.3352[/C][C]0.093429[/C][/ROW]
[ROW][C]14[/C][C]0.011757[/C][C]0.0911[/C][C]0.463871[/C][/ROW]
[ROW][C]15[/C][C]0.067762[/C][C]0.5249[/C][C]0.300799[/C][/ROW]
[ROW][C]16[/C][C]-0.069294[/C][C]-0.5368[/C][C]0.296712[/C][/ROW]
[ROW][C]17[/C][C]-0.056396[/C][C]-0.4368[/C][C]0.331898[/C][/ROW]
[ROW][C]18[/C][C]-0.040855[/C][C]-0.3165[/C][C]0.376377[/C][/ROW]
[ROW][C]19[/C][C]-0.105803[/C][C]-0.8195[/C][C]0.207859[/C][/ROW]
[ROW][C]20[/C][C]-0.049476[/C][C]-0.3832[/C][C]0.351449[/C][/ROW]
[ROW][C]21[/C][C]-0.045071[/C][C]-0.3491[/C][C]0.364111[/C][/ROW]
[ROW][C]22[/C][C]-0.055721[/C][C]-0.4316[/C][C]0.333784[/C][/ROW]
[ROW][C]23[/C][C]-0.056017[/C][C]-0.4339[/C][C]0.332956[/C][/ROW]
[ROW][C]24[/C][C]-0.035534[/C][C]-0.2752[/C][C]0.392036[/C][/ROW]
[ROW][C]25[/C][C]0.042644[/C][C]0.3303[/C][C]0.371154[/C][/ROW]
[ROW][C]26[/C][C]0.043657[/C][C]0.3382[/C][C]0.368208[/C][/ROW]
[ROW][C]27[/C][C]-0.09193[/C][C]-0.7121[/C][C]0.239586[/C][/ROW]
[ROW][C]28[/C][C]-0.019514[/C][C]-0.1512[/C][C]0.440181[/C][/ROW]
[ROW][C]29[/C][C]0.118301[/C][C]0.9164[/C][C]0.181574[/C][/ROW]
[ROW][C]30[/C][C]-0.089367[/C][C]-0.6922[/C][C]0.245731[/C][/ROW]
[ROW][C]31[/C][C]-0.029092[/C][C]-0.2253[/C][C]0.411239[/C][/ROW]
[ROW][C]32[/C][C]-0.170228[/C][C]-1.3186[/C][C]0.09616[/C][/ROW]
[ROW][C]33[/C][C]-0.008446[/C][C]-0.0654[/C][C]0.474029[/C][/ROW]
[ROW][C]34[/C][C]0.061248[/C][C]0.4744[/C][C]0.318459[/C][/ROW]
[ROW][C]35[/C][C]-0.095915[/C][C]-0.743[/C][C]0.230205[/C][/ROW]
[ROW][C]36[/C][C]0.010326[/C][C]0.08[/C][C]0.468259[/C][/ROW]
[ROW][C]37[/C][C]-0.022493[/C][C]-0.1742[/C][C]0.431137[/C][/ROW]
[ROW][C]38[/C][C]0.031725[/C][C]0.2457[/C][C]0.403361[/C][/ROW]
[ROW][C]39[/C][C]0.043904[/C][C]0.3401[/C][C]0.367494[/C][/ROW]
[ROW][C]40[/C][C]0.037122[/C][C]0.2875[/C][C]0.387343[/C][/ROW]
[ROW][C]41[/C][C]0.074263[/C][C]0.5752[/C][C]0.283641[/C][/ROW]
[ROW][C]42[/C][C]-0.15943[/C][C]-1.2349[/C][C]0.110833[/C][/ROW]
[ROW][C]43[/C][C]-0.013334[/C][C]-0.1033[/C][C]0.459041[/C][/ROW]
[ROW][C]44[/C][C]-0.044468[/C][C]-0.3445[/C][C]0.365856[/C][/ROW]
[ROW][C]45[/C][C]0.056655[/C][C]0.4388[/C][C]0.331174[/C][/ROW]
[ROW][C]46[/C][C]0.08298[/C][C]0.6428[/C][C]0.261413[/C][/ROW]
[ROW][C]47[/C][C]-0.074283[/C][C]-0.5754[/C][C]0.283588[/C][/ROW]
[ROW][C]48[/C][C]-0.004697[/C][C]-0.0364[/C][C]0.48555[/C][/ROW]
[ROW][C]49[/C][C]0.111594[/C][C]0.8644[/C][C]0.195405[/C][/ROW]
[ROW][C]50[/C][C]-0.038134[/C][C]-0.2954[/C][C]0.384359[/C][/ROW]
[ROW][C]51[/C][C]0.040098[/C][C]0.3106[/C][C]0.378591[/C][/ROW]
[ROW][C]52[/C][C]-0.014561[/C][C]-0.1128[/C][C]0.455287[/C][/ROW]
[ROW][C]53[/C][C]0.030913[/C][C]0.2395[/C][C]0.405786[/C][/ROW]
[ROW][C]54[/C][C]-0.016736[/C][C]-0.1296[/C][C]0.448645[/C][/ROW]
[ROW][C]55[/C][C]-0.015543[/C][C]-0.1204[/C][C]0.452285[/C][/ROW]
[ROW][C]56[/C][C]0.067718[/C][C]0.5245[/C][C]0.300916[/C][/ROW]
[ROW][C]57[/C][C]-0.074477[/C][C]-0.5769[/C][C]0.283084[/C][/ROW]
[ROW][C]58[/C][C]0.063827[/C][C]0.4944[/C][C]0.311414[/C][/ROW]
[ROW][C]59[/C][C]-0.01588[/C][C]-0.123[/C][C]0.451256[/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=30398&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30398&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	-0.378021	-2.9281	0.002407
2	-0.187138	-1.4496	0.076193
3	-0.117312	-0.9087	0.183573
4	-0.076009	-0.5888	0.279114
5	-0.579381	-4.4879	1.7e-05
6	0.666766	5.1647	1e-06
7	-0.216903	-1.6801	0.049067
8	-0.05375	-0.4163	0.339321
9	-0.218053	-1.689	0.048202
10	-0.209428	-1.6222	0.054999
11	0.111912	0.8669	0.194735
12	0.042264	0.3274	0.372263
13	0.172373	1.3352	0.093429
14	0.011757	0.0911	0.463871
15	0.067762	0.5249	0.300799
16	-0.069294	-0.5368	0.296712
17	-0.056396	-0.4368	0.331898
18	-0.040855	-0.3165	0.376377
19	-0.105803	-0.8195	0.207859
20	-0.049476	-0.3832	0.351449
21	-0.045071	-0.3491	0.364111
22	-0.055721	-0.4316	0.333784
23	-0.056017	-0.4339	0.332956
24	-0.035534	-0.2752	0.392036
25	0.042644	0.3303	0.371154
26	0.043657	0.3382	0.368208
27	-0.09193	-0.7121	0.239586
28	-0.019514	-0.1512	0.440181
29	0.118301	0.9164	0.181574
30	-0.089367	-0.6922	0.245731
31	-0.029092	-0.2253	0.411239
32	-0.170228	-1.3186	0.09616
33	-0.008446	-0.0654	0.474029
34	0.061248	0.4744	0.318459
35	-0.095915	-0.743	0.230205
36	0.010326	0.08	0.468259
37	-0.022493	-0.1742	0.431137
38	0.031725	0.2457	0.403361
39	0.043904	0.3401	0.367494
40	0.037122	0.2875	0.387343
41	0.074263	0.5752	0.283641
42	-0.15943	-1.2349	0.110833
43	-0.013334	-0.1033	0.459041
44	-0.044468	-0.3445	0.365856
45	0.056655	0.4388	0.331174
46	0.08298	0.6428	0.261413
47	-0.074283	-0.5754	0.283588
48	-0.004697	-0.0364	0.48555
49	0.111594	0.8644	0.195405
50	-0.038134	-0.2954	0.384359
51	0.040098	0.3106	0.378591
52	-0.014561	-0.1128	0.455287
53	0.030913	0.2395	0.405786
54	-0.016736	-0.1296	0.448645
55	-0.015543	-0.1204	0.452285
56	0.067718	0.5245	0.300916
57	-0.074477	-0.5769	0.283084
58	0.063827	0.4944	0.311414
59	-0.01588	-0.123	0.451256
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; 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