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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 11:57:23 -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/t1228762673ucwxsqn92gzzejb.htm/, Retrieved Thu, 16 May 2024 23:32:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30712, Retrieved Thu, 16 May 2024 23:32:21 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

ARMA proces WS5 Q2: ACF

Estimated Impact

177

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]
F RMP   [Standard Deviation-Mean Plot] [ARMA proces WS5 Q...] [2008-12-08 18:26:08] [47f64d63202c1921bd27f3073f07a153]
F RM      [Variance Reduction Matrix] [ARMA proces WS5 Q...] [2008-12-08 18:38:24] [47f64d63202c1921bd27f3073f07a153]
- RMP       [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 18:44:52] [47f64d63202c1921bd27f3073f07a153]
-   P         [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 18:50:21] [47f64d63202c1921bd27f3073f07a153]
F   P           [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 18:53:02] [47f64d63202c1921bd27f3073f07a153]
-   P               [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 18:57:23] [74c7506a1ea162af3aa8be25bcd05d28] [Current]
F RMP                 [Spectral Analysis] [ARMA proces WS5 Q...] [2008-12-08 19:01:20] [47f64d63202c1921bd27f3073f07a153] 
F   P                   [Spectral Analysis] [ARMA proces WS5 Q...] [2008-12-08 19:03:44] [47f64d63202c1921bd27f3073f07a153] 
F   P                     [Spectral Analysis] [ARMA proces WS5 Q...] [2008-12-08 19:04:59] [47f64d63202c1921bd27f3073f07a153] 
-                           [Spectral Analysis] [ARMA proces WS5 Q...] [2008-12-08 19:28:19] [47f64d63202c1921bd27f3073f07a153] 
F RM                          [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 19:32:37] [47f64d63202c1921bd27f3073f07a153] 
F RM                            [ARIMA Backward Selection] [ARMA proces WS5 Q...] [2008-12-08 20:01:06] [47f64d63202c1921bd27f3073f07a153] 

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Dataseries X:

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Histogram

Boxplots

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30712&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30712&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30712&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.154771	2.9325	0.001789
2	0.28179	5.3391	0
3	0.184048	3.4872	0.000274
4	0.123286	2.3359	0.010022
5	0.145779	2.7621	0.003019
6	0.054995	1.042	0.149057
7	-0.04204	-0.7965	0.213123
8	-0.000573	-0.0108	0.495675
9	-0.079745	-1.511	0.06584
10	-0.169677	-3.2149	0.000712
11	-0.031115	-0.5895	0.277934
12	-0.466241	-8.834	0
13	-0.160165	-3.0347	0.001292
14	-0.163861	-3.1047	0.001028
15	-0.144938	-2.7462	0.003167
16	-0.156891	-2.9727	0.001576
17	-0.130111	-2.4653	0.007079
18	-0.104923	-1.988	0.023785
19	0.015515	0.294	0.384477
20	0.012254	0.2322	0.408263
21	-0.023836	-0.4516	0.325902
22	0.004867	0.0922	0.463292
23	-0.020275	-0.3842	0.350547
24	0.000173	0.0033	0.498692
25	0.111728	2.1169	0.017476
26	0.028983	0.5492	0.29162
27	0.056469	1.0699	0.142684
28	0.104398	1.9781	0.024343
29	0.038219	0.7242	0.234721
30	0.056913	1.0783	0.140803
31	0.031653	0.5997	0.274531
32	-0.076466	-1.4488	0.074129
33	0.010598	0.2008	0.420482
34	-0.011294	-0.214	0.415336
35	-0.083718	-1.5862	0.056784
36	-0.042666	-0.8084	0.209694
37	-0.102401	-1.9402	0.026568
38	-0.020948	-0.3969	0.345837
39	-0.062518	-1.1845	0.118491
40	-0.103019	-1.9519	0.025862
41	-0.103343	-1.9581	0.025498
42	-0.029705	-0.5628	0.28695
43	-0.165536	-3.1365	0.000926
44	0.030984	0.5871	0.278768
45	-0.029132	-0.552	0.290655
46	0.023277	0.441	0.329729
47	0.067925	1.287	0.099464
48	0.078109	1.48	0.069881
49	0.102234	1.937	0.026762
50	0.076353	1.4467	0.074429
51	0.074565	1.4128	0.079289
52	0.150815	2.8575	0.002259
53	0.193056	3.6579	0.000146
54	0.020097	0.3808	0.351792
55	0.168998	3.2021	0.000743
56	0.023075	0.4372	0.331114
57	0.057895	1.097	0.136698
58	0.051955	0.9844	0.162788
59	0.01713	0.3246	0.372847
60	-0.018682	-0.354	0.361786

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.154771 & 2.9325 & 0.001789 \tabularnewline
2 & 0.28179 & 5.3391 & 0 \tabularnewline
3 & 0.184048 & 3.4872 & 0.000274 \tabularnewline
4 & 0.123286 & 2.3359 & 0.010022 \tabularnewline
5 & 0.145779 & 2.7621 & 0.003019 \tabularnewline
6 & 0.054995 & 1.042 & 0.149057 \tabularnewline
7 & -0.04204 & -0.7965 & 0.213123 \tabularnewline
8 & -0.000573 & -0.0108 & 0.495675 \tabularnewline
9 & -0.079745 & -1.511 & 0.06584 \tabularnewline
10 & -0.169677 & -3.2149 & 0.000712 \tabularnewline
11 & -0.031115 & -0.5895 & 0.277934 \tabularnewline
12 & -0.466241 & -8.834 & 0 \tabularnewline
13 & -0.160165 & -3.0347 & 0.001292 \tabularnewline
14 & -0.163861 & -3.1047 & 0.001028 \tabularnewline
15 & -0.144938 & -2.7462 & 0.003167 \tabularnewline
16 & -0.156891 & -2.9727 & 0.001576 \tabularnewline
17 & -0.130111 & -2.4653 & 0.007079 \tabularnewline
18 & -0.104923 & -1.988 & 0.023785 \tabularnewline
19 & 0.015515 & 0.294 & 0.384477 \tabularnewline
20 & 0.012254 & 0.2322 & 0.408263 \tabularnewline
21 & -0.023836 & -0.4516 & 0.325902 \tabularnewline
22 & 0.004867 & 0.0922 & 0.463292 \tabularnewline
23 & -0.020275 & -0.3842 & 0.350547 \tabularnewline
24 & 0.000173 & 0.0033 & 0.498692 \tabularnewline
25 & 0.111728 & 2.1169 & 0.017476 \tabularnewline
26 & 0.028983 & 0.5492 & 0.29162 \tabularnewline
27 & 0.056469 & 1.0699 & 0.142684 \tabularnewline
28 & 0.104398 & 1.9781 & 0.024343 \tabularnewline
29 & 0.038219 & 0.7242 & 0.234721 \tabularnewline
30 & 0.056913 & 1.0783 & 0.140803 \tabularnewline
31 & 0.031653 & 0.5997 & 0.274531 \tabularnewline
32 & -0.076466 & -1.4488 & 0.074129 \tabularnewline
33 & 0.010598 & 0.2008 & 0.420482 \tabularnewline
34 & -0.011294 & -0.214 & 0.415336 \tabularnewline
35 & -0.083718 & -1.5862 & 0.056784 \tabularnewline
36 & -0.042666 & -0.8084 & 0.209694 \tabularnewline
37 & -0.102401 & -1.9402 & 0.026568 \tabularnewline
38 & -0.020948 & -0.3969 & 0.345837 \tabularnewline
39 & -0.062518 & -1.1845 & 0.118491 \tabularnewline
40 & -0.103019 & -1.9519 & 0.025862 \tabularnewline
41 & -0.103343 & -1.9581 & 0.025498 \tabularnewline
42 & -0.029705 & -0.5628 & 0.28695 \tabularnewline
43 & -0.165536 & -3.1365 & 0.000926 \tabularnewline
44 & 0.030984 & 0.5871 & 0.278768 \tabularnewline
45 & -0.029132 & -0.552 & 0.290655 \tabularnewline
46 & 0.023277 & 0.441 & 0.329729 \tabularnewline
47 & 0.067925 & 1.287 & 0.099464 \tabularnewline
48 & 0.078109 & 1.48 & 0.069881 \tabularnewline
49 & 0.102234 & 1.937 & 0.026762 \tabularnewline
50 & 0.076353 & 1.4467 & 0.074429 \tabularnewline
51 & 0.074565 & 1.4128 & 0.079289 \tabularnewline
52 & 0.150815 & 2.8575 & 0.002259 \tabularnewline
53 & 0.193056 & 3.6579 & 0.000146 \tabularnewline
54 & 0.020097 & 0.3808 & 0.351792 \tabularnewline
55 & 0.168998 & 3.2021 & 0.000743 \tabularnewline
56 & 0.023075 & 0.4372 & 0.331114 \tabularnewline
57 & 0.057895 & 1.097 & 0.136698 \tabularnewline
58 & 0.051955 & 0.9844 & 0.162788 \tabularnewline
59 & 0.01713 & 0.3246 & 0.372847 \tabularnewline
60 & -0.018682 & -0.354 & 0.361786 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30712&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]0.154771[/C][C]2.9325[/C][C]0.001789[/C][/ROW]
[ROW][C]2[/C][C]0.28179[/C][C]5.3391[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.184048[/C][C]3.4872[/C][C]0.000274[/C][/ROW]
[ROW][C]4[/C][C]0.123286[/C][C]2.3359[/C][C]0.010022[/C][/ROW]
[ROW][C]5[/C][C]0.145779[/C][C]2.7621[/C][C]0.003019[/C][/ROW]
[ROW][C]6[/C][C]0.054995[/C][C]1.042[/C][C]0.149057[/C][/ROW]
[ROW][C]7[/C][C]-0.04204[/C][C]-0.7965[/C][C]0.213123[/C][/ROW]
[ROW][C]8[/C][C]-0.000573[/C][C]-0.0108[/C][C]0.495675[/C][/ROW]
[ROW][C]9[/C][C]-0.079745[/C][C]-1.511[/C][C]0.06584[/C][/ROW]
[ROW][C]10[/C][C]-0.169677[/C][C]-3.2149[/C][C]0.000712[/C][/ROW]
[ROW][C]11[/C][C]-0.031115[/C][C]-0.5895[/C][C]0.277934[/C][/ROW]
[ROW][C]12[/C][C]-0.466241[/C][C]-8.834[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.160165[/C][C]-3.0347[/C][C]0.001292[/C][/ROW]
[ROW][C]14[/C][C]-0.163861[/C][C]-3.1047[/C][C]0.001028[/C][/ROW]
[ROW][C]15[/C][C]-0.144938[/C][C]-2.7462[/C][C]0.003167[/C][/ROW]
[ROW][C]16[/C][C]-0.156891[/C][C]-2.9727[/C][C]0.001576[/C][/ROW]
[ROW][C]17[/C][C]-0.130111[/C][C]-2.4653[/C][C]0.007079[/C][/ROW]
[ROW][C]18[/C][C]-0.104923[/C][C]-1.988[/C][C]0.023785[/C][/ROW]
[ROW][C]19[/C][C]0.015515[/C][C]0.294[/C][C]0.384477[/C][/ROW]
[ROW][C]20[/C][C]0.012254[/C][C]0.2322[/C][C]0.408263[/C][/ROW]
[ROW][C]21[/C][C]-0.023836[/C][C]-0.4516[/C][C]0.325902[/C][/ROW]
[ROW][C]22[/C][C]0.004867[/C][C]0.0922[/C][C]0.463292[/C][/ROW]
[ROW][C]23[/C][C]-0.020275[/C][C]-0.3842[/C][C]0.350547[/C][/ROW]
[ROW][C]24[/C][C]0.000173[/C][C]0.0033[/C][C]0.498692[/C][/ROW]
[ROW][C]25[/C][C]0.111728[/C][C]2.1169[/C][C]0.017476[/C][/ROW]
[ROW][C]26[/C][C]0.028983[/C][C]0.5492[/C][C]0.29162[/C][/ROW]
[ROW][C]27[/C][C]0.056469[/C][C]1.0699[/C][C]0.142684[/C][/ROW]
[ROW][C]28[/C][C]0.104398[/C][C]1.9781[/C][C]0.024343[/C][/ROW]
[ROW][C]29[/C][C]0.038219[/C][C]0.7242[/C][C]0.234721[/C][/ROW]
[ROW][C]30[/C][C]0.056913[/C][C]1.0783[/C][C]0.140803[/C][/ROW]
[ROW][C]31[/C][C]0.031653[/C][C]0.5997[/C][C]0.274531[/C][/ROW]
[ROW][C]32[/C][C]-0.076466[/C][C]-1.4488[/C][C]0.074129[/C][/ROW]
[ROW][C]33[/C][C]0.010598[/C][C]0.2008[/C][C]0.420482[/C][/ROW]
[ROW][C]34[/C][C]-0.011294[/C][C]-0.214[/C][C]0.415336[/C][/ROW]
[ROW][C]35[/C][C]-0.083718[/C][C]-1.5862[/C][C]0.056784[/C][/ROW]
[ROW][C]36[/C][C]-0.042666[/C][C]-0.8084[/C][C]0.209694[/C][/ROW]
[ROW][C]37[/C][C]-0.102401[/C][C]-1.9402[/C][C]0.026568[/C][/ROW]
[ROW][C]38[/C][C]-0.020948[/C][C]-0.3969[/C][C]0.345837[/C][/ROW]
[ROW][C]39[/C][C]-0.062518[/C][C]-1.1845[/C][C]0.118491[/C][/ROW]
[ROW][C]40[/C][C]-0.103019[/C][C]-1.9519[/C][C]0.025862[/C][/ROW]
[ROW][C]41[/C][C]-0.103343[/C][C]-1.9581[/C][C]0.025498[/C][/ROW]
[ROW][C]42[/C][C]-0.029705[/C][C]-0.5628[/C][C]0.28695[/C][/ROW]
[ROW][C]43[/C][C]-0.165536[/C][C]-3.1365[/C][C]0.000926[/C][/ROW]
[ROW][C]44[/C][C]0.030984[/C][C]0.5871[/C][C]0.278768[/C][/ROW]
[ROW][C]45[/C][C]-0.029132[/C][C]-0.552[/C][C]0.290655[/C][/ROW]
[ROW][C]46[/C][C]0.023277[/C][C]0.441[/C][C]0.329729[/C][/ROW]
[ROW][C]47[/C][C]0.067925[/C][C]1.287[/C][C]0.099464[/C][/ROW]
[ROW][C]48[/C][C]0.078109[/C][C]1.48[/C][C]0.069881[/C][/ROW]
[ROW][C]49[/C][C]0.102234[/C][C]1.937[/C][C]0.026762[/C][/ROW]
[ROW][C]50[/C][C]0.076353[/C][C]1.4467[/C][C]0.074429[/C][/ROW]
[ROW][C]51[/C][C]0.074565[/C][C]1.4128[/C][C]0.079289[/C][/ROW]
[ROW][C]52[/C][C]0.150815[/C][C]2.8575[/C][C]0.002259[/C][/ROW]
[ROW][C]53[/C][C]0.193056[/C][C]3.6579[/C][C]0.000146[/C][/ROW]
[ROW][C]54[/C][C]0.020097[/C][C]0.3808[/C][C]0.351792[/C][/ROW]
[ROW][C]55[/C][C]0.168998[/C][C]3.2021[/C][C]0.000743[/C][/ROW]
[ROW][C]56[/C][C]0.023075[/C][C]0.4372[/C][C]0.331114[/C][/ROW]
[ROW][C]57[/C][C]0.057895[/C][C]1.097[/C][C]0.136698[/C][/ROW]
[ROW][C]58[/C][C]0.051955[/C][C]0.9844[/C][C]0.162788[/C][/ROW]
[ROW][C]59[/C][C]0.01713[/C][C]0.3246[/C][C]0.372847[/C][/ROW]
[ROW][C]60[/C][C]-0.018682[/C][C]-0.354[/C][C]0.361786[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30712&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30712&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	0.154771	2.9325	0.001789
2	0.28179	5.3391	0
3	0.184048	3.4872	0.000274
4	0.123286	2.3359	0.010022
5	0.145779	2.7621	0.003019
6	0.054995	1.042	0.149057
7	-0.04204	-0.7965	0.213123
8	-0.000573	-0.0108	0.495675
9	-0.079745	-1.511	0.06584
10	-0.169677	-3.2149	0.000712
11	-0.031115	-0.5895	0.277934
12	-0.466241	-8.834	0
13	-0.160165	-3.0347	0.001292
14	-0.163861	-3.1047	0.001028
15	-0.144938	-2.7462	0.003167
16	-0.156891	-2.9727	0.001576
17	-0.130111	-2.4653	0.007079
18	-0.104923	-1.988	0.023785
19	0.015515	0.294	0.384477
20	0.012254	0.2322	0.408263
21	-0.023836	-0.4516	0.325902
22	0.004867	0.0922	0.463292
23	-0.020275	-0.3842	0.350547
24	0.000173	0.0033	0.498692
25	0.111728	2.1169	0.017476
26	0.028983	0.5492	0.29162
27	0.056469	1.0699	0.142684
28	0.104398	1.9781	0.024343
29	0.038219	0.7242	0.234721
30	0.056913	1.0783	0.140803
31	0.031653	0.5997	0.274531
32	-0.076466	-1.4488	0.074129
33	0.010598	0.2008	0.420482
34	-0.011294	-0.214	0.415336
35	-0.083718	-1.5862	0.056784
36	-0.042666	-0.8084	0.209694
37	-0.102401	-1.9402	0.026568
38	-0.020948	-0.3969	0.345837
39	-0.062518	-1.1845	0.118491
40	-0.103019	-1.9519	0.025862
41	-0.103343	-1.9581	0.025498
42	-0.029705	-0.5628	0.28695
43	-0.165536	-3.1365	0.000926
44	0.030984	0.5871	0.278768
45	-0.029132	-0.552	0.290655
46	0.023277	0.441	0.329729
47	0.067925	1.287	0.099464
48	0.078109	1.48	0.069881
49	0.102234	1.937	0.026762
50	0.076353	1.4467	0.074429
51	0.074565	1.4128	0.079289
52	0.150815	2.8575	0.002259
53	0.193056	3.6579	0.000146
54	0.020097	0.3808	0.351792
55	0.168998	3.2021	0.000743
56	0.023075	0.4372	0.331114
57	0.057895	1.097	0.136698
58	0.051955	0.9844	0.162788
59	0.01713	0.3246	0.372847
60	-0.018682	-0.354	0.361786

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.154771	2.9325	0.001789
2	0.264163	5.0052	0
3	0.122334	2.3179	0.010508
4	0.021052	0.3989	0.345113
5	0.060079	1.1383	0.12787
6	-0.021362	-0.4048	0.342948
7	-0.126305	-2.3931	0.008609
8	-0.029116	-0.5517	0.29076
9	-0.059804	-1.1331	0.12896
10	-0.159972	-3.031	0.001307
11	0.046428	0.8797	0.189811
12	-0.412411	-7.8141	0
13	-0.059522	-1.1278	0.130085
14	0.08311	1.5747	0.058102
15	0.039387	0.7463	0.227993
16	-0.071159	-1.3483	0.089209
17	0.006751	0.1279	0.449143
18	0.003211	0.0608	0.475762
19	0.038723	0.7337	0.231807
20	0.076867	1.4564	0.073076
21	-0.056412	-1.0689	0.142927
22	-0.149328	-2.8294	0.002463
23	0.000345	0.0065	0.497393
24	-0.23942	-4.5364	4e-06
25	0.056744	1.0751	0.141516
26	0.03746	0.7098	0.239158
27	0.016754	0.3174	0.375546
28	0.02053	0.389	0.348758
29	-0.008507	-0.1612	0.43602
30	-0.036388	-0.6894	0.245494
31	0.042029	0.7963	0.213182
32	-0.069196	-1.3111	0.095334
33	-0.062695	-1.1879	0.117829
34	-0.082502	-1.5632	0.059444
35	-0.093845	-1.7781	0.038116
36	-0.201974	-3.8269	7.7e-05
37	0.02489	0.4716	0.318751
38	0.063369	1.2007	0.115335
39	-0.05015	-0.9502	0.171324
40	-0.040929	-0.7755	0.219278
41	-0.079629	-1.5087	0.066121
42	0.011705	0.2218	0.412303
43	-0.103599	-1.9629	0.025214
44	0.009725	0.1843	0.426954
45	-0.041905	-0.794	0.213864
46	-0.010004	-0.1895	0.424887
47	-0.024678	-0.4676	0.320182
48	-0.054019	-1.0235	0.153377
49	0.050465	0.9562	0.169812
50	0.034676	0.657	0.255794
51	-0.029533	-0.5596	0.288061
52	0.074536	1.4122	0.079372
53	0.033294	0.6308	0.264279
54	-0.086768	-1.644	0.050524
55	-0.033736	-0.6392	0.261549
56	-0.056455	-1.0697	0.142742
57	-0.073319	-1.3892	0.082816
58	0.026122	0.4949	0.310472
59	0.00442	0.0837	0.466656
60	-0.035089	-0.6649	0.253287

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.154771 & 2.9325 & 0.001789 \tabularnewline
2 & 0.264163 & 5.0052 & 0 \tabularnewline
3 & 0.122334 & 2.3179 & 0.010508 \tabularnewline
4 & 0.021052 & 0.3989 & 0.345113 \tabularnewline
5 & 0.060079 & 1.1383 & 0.12787 \tabularnewline
6 & -0.021362 & -0.4048 & 0.342948 \tabularnewline
7 & -0.126305 & -2.3931 & 0.008609 \tabularnewline
8 & -0.029116 & -0.5517 & 0.29076 \tabularnewline
9 & -0.059804 & -1.1331 & 0.12896 \tabularnewline
10 & -0.159972 & -3.031 & 0.001307 \tabularnewline
11 & 0.046428 & 0.8797 & 0.189811 \tabularnewline
12 & -0.412411 & -7.8141 & 0 \tabularnewline
13 & -0.059522 & -1.1278 & 0.130085 \tabularnewline
14 & 0.08311 & 1.5747 & 0.058102 \tabularnewline
15 & 0.039387 & 0.7463 & 0.227993 \tabularnewline
16 & -0.071159 & -1.3483 & 0.089209 \tabularnewline
17 & 0.006751 & 0.1279 & 0.449143 \tabularnewline
18 & 0.003211 & 0.0608 & 0.475762 \tabularnewline
19 & 0.038723 & 0.7337 & 0.231807 \tabularnewline
20 & 0.076867 & 1.4564 & 0.073076 \tabularnewline
21 & -0.056412 & -1.0689 & 0.142927 \tabularnewline
22 & -0.149328 & -2.8294 & 0.002463 \tabularnewline
23 & 0.000345 & 0.0065 & 0.497393 \tabularnewline
24 & -0.23942 & -4.5364 & 4e-06 \tabularnewline
25 & 0.056744 & 1.0751 & 0.141516 \tabularnewline
26 & 0.03746 & 0.7098 & 0.239158 \tabularnewline
27 & 0.016754 & 0.3174 & 0.375546 \tabularnewline
28 & 0.02053 & 0.389 & 0.348758 \tabularnewline
29 & -0.008507 & -0.1612 & 0.43602 \tabularnewline
30 & -0.036388 & -0.6894 & 0.245494 \tabularnewline
31 & 0.042029 & 0.7963 & 0.213182 \tabularnewline
32 & -0.069196 & -1.3111 & 0.095334 \tabularnewline
33 & -0.062695 & -1.1879 & 0.117829 \tabularnewline
34 & -0.082502 & -1.5632 & 0.059444 \tabularnewline
35 & -0.093845 & -1.7781 & 0.038116 \tabularnewline
36 & -0.201974 & -3.8269 & 7.7e-05 \tabularnewline
37 & 0.02489 & 0.4716 & 0.318751 \tabularnewline
38 & 0.063369 & 1.2007 & 0.115335 \tabularnewline
39 & -0.05015 & -0.9502 & 0.171324 \tabularnewline
40 & -0.040929 & -0.7755 & 0.219278 \tabularnewline
41 & -0.079629 & -1.5087 & 0.066121 \tabularnewline
42 & 0.011705 & 0.2218 & 0.412303 \tabularnewline
43 & -0.103599 & -1.9629 & 0.025214 \tabularnewline
44 & 0.009725 & 0.1843 & 0.426954 \tabularnewline
45 & -0.041905 & -0.794 & 0.213864 \tabularnewline
46 & -0.010004 & -0.1895 & 0.424887 \tabularnewline
47 & -0.024678 & -0.4676 & 0.320182 \tabularnewline
48 & -0.054019 & -1.0235 & 0.153377 \tabularnewline
49 & 0.050465 & 0.9562 & 0.169812 \tabularnewline
50 & 0.034676 & 0.657 & 0.255794 \tabularnewline
51 & -0.029533 & -0.5596 & 0.288061 \tabularnewline
52 & 0.074536 & 1.4122 & 0.079372 \tabularnewline
53 & 0.033294 & 0.6308 & 0.264279 \tabularnewline
54 & -0.086768 & -1.644 & 0.050524 \tabularnewline
55 & -0.033736 & -0.6392 & 0.261549 \tabularnewline
56 & -0.056455 & -1.0697 & 0.142742 \tabularnewline
57 & -0.073319 & -1.3892 & 0.082816 \tabularnewline
58 & 0.026122 & 0.4949 & 0.310472 \tabularnewline
59 & 0.00442 & 0.0837 & 0.466656 \tabularnewline
60 & -0.035089 & -0.6649 & 0.253287 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30712&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]0.154771[/C][C]2.9325[/C][C]0.001789[/C][/ROW]
[ROW][C]2[/C][C]0.264163[/C][C]5.0052[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.122334[/C][C]2.3179[/C][C]0.010508[/C][/ROW]
[ROW][C]4[/C][C]0.021052[/C][C]0.3989[/C][C]0.345113[/C][/ROW]
[ROW][C]5[/C][C]0.060079[/C][C]1.1383[/C][C]0.12787[/C][/ROW]
[ROW][C]6[/C][C]-0.021362[/C][C]-0.4048[/C][C]0.342948[/C][/ROW]
[ROW][C]7[/C][C]-0.126305[/C][C]-2.3931[/C][C]0.008609[/C][/ROW]
[ROW][C]8[/C][C]-0.029116[/C][C]-0.5517[/C][C]0.29076[/C][/ROW]
[ROW][C]9[/C][C]-0.059804[/C][C]-1.1331[/C][C]0.12896[/C][/ROW]
[ROW][C]10[/C][C]-0.159972[/C][C]-3.031[/C][C]0.001307[/C][/ROW]
[ROW][C]11[/C][C]0.046428[/C][C]0.8797[/C][C]0.189811[/C][/ROW]
[ROW][C]12[/C][C]-0.412411[/C][C]-7.8141[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.059522[/C][C]-1.1278[/C][C]0.130085[/C][/ROW]
[ROW][C]14[/C][C]0.08311[/C][C]1.5747[/C][C]0.058102[/C][/ROW]
[ROW][C]15[/C][C]0.039387[/C][C]0.7463[/C][C]0.227993[/C][/ROW]
[ROW][C]16[/C][C]-0.071159[/C][C]-1.3483[/C][C]0.089209[/C][/ROW]
[ROW][C]17[/C][C]0.006751[/C][C]0.1279[/C][C]0.449143[/C][/ROW]
[ROW][C]18[/C][C]0.003211[/C][C]0.0608[/C][C]0.475762[/C][/ROW]
[ROW][C]19[/C][C]0.038723[/C][C]0.7337[/C][C]0.231807[/C][/ROW]
[ROW][C]20[/C][C]0.076867[/C][C]1.4564[/C][C]0.073076[/C][/ROW]
[ROW][C]21[/C][C]-0.056412[/C][C]-1.0689[/C][C]0.142927[/C][/ROW]
[ROW][C]22[/C][C]-0.149328[/C][C]-2.8294[/C][C]0.002463[/C][/ROW]
[ROW][C]23[/C][C]0.000345[/C][C]0.0065[/C][C]0.497393[/C][/ROW]
[ROW][C]24[/C][C]-0.23942[/C][C]-4.5364[/C][C]4e-06[/C][/ROW]
[ROW][C]25[/C][C]0.056744[/C][C]1.0751[/C][C]0.141516[/C][/ROW]
[ROW][C]26[/C][C]0.03746[/C][C]0.7098[/C][C]0.239158[/C][/ROW]
[ROW][C]27[/C][C]0.016754[/C][C]0.3174[/C][C]0.375546[/C][/ROW]
[ROW][C]28[/C][C]0.02053[/C][C]0.389[/C][C]0.348758[/C][/ROW]
[ROW][C]29[/C][C]-0.008507[/C][C]-0.1612[/C][C]0.43602[/C][/ROW]
[ROW][C]30[/C][C]-0.036388[/C][C]-0.6894[/C][C]0.245494[/C][/ROW]
[ROW][C]31[/C][C]0.042029[/C][C]0.7963[/C][C]0.213182[/C][/ROW]
[ROW][C]32[/C][C]-0.069196[/C][C]-1.3111[/C][C]0.095334[/C][/ROW]
[ROW][C]33[/C][C]-0.062695[/C][C]-1.1879[/C][C]0.117829[/C][/ROW]
[ROW][C]34[/C][C]-0.082502[/C][C]-1.5632[/C][C]0.059444[/C][/ROW]
[ROW][C]35[/C][C]-0.093845[/C][C]-1.7781[/C][C]0.038116[/C][/ROW]
[ROW][C]36[/C][C]-0.201974[/C][C]-3.8269[/C][C]7.7e-05[/C][/ROW]
[ROW][C]37[/C][C]0.02489[/C][C]0.4716[/C][C]0.318751[/C][/ROW]
[ROW][C]38[/C][C]0.063369[/C][C]1.2007[/C][C]0.115335[/C][/ROW]
[ROW][C]39[/C][C]-0.05015[/C][C]-0.9502[/C][C]0.171324[/C][/ROW]
[ROW][C]40[/C][C]-0.040929[/C][C]-0.7755[/C][C]0.219278[/C][/ROW]
[ROW][C]41[/C][C]-0.079629[/C][C]-1.5087[/C][C]0.066121[/C][/ROW]
[ROW][C]42[/C][C]0.011705[/C][C]0.2218[/C][C]0.412303[/C][/ROW]
[ROW][C]43[/C][C]-0.103599[/C][C]-1.9629[/C][C]0.025214[/C][/ROW]
[ROW][C]44[/C][C]0.009725[/C][C]0.1843[/C][C]0.426954[/C][/ROW]
[ROW][C]45[/C][C]-0.041905[/C][C]-0.794[/C][C]0.213864[/C][/ROW]
[ROW][C]46[/C][C]-0.010004[/C][C]-0.1895[/C][C]0.424887[/C][/ROW]
[ROW][C]47[/C][C]-0.024678[/C][C]-0.4676[/C][C]0.320182[/C][/ROW]
[ROW][C]48[/C][C]-0.054019[/C][C]-1.0235[/C][C]0.153377[/C][/ROW]
[ROW][C]49[/C][C]0.050465[/C][C]0.9562[/C][C]0.169812[/C][/ROW]
[ROW][C]50[/C][C]0.034676[/C][C]0.657[/C][C]0.255794[/C][/ROW]
[ROW][C]51[/C][C]-0.029533[/C][C]-0.5596[/C][C]0.288061[/C][/ROW]
[ROW][C]52[/C][C]0.074536[/C][C]1.4122[/C][C]0.079372[/C][/ROW]
[ROW][C]53[/C][C]0.033294[/C][C]0.6308[/C][C]0.264279[/C][/ROW]
[ROW][C]54[/C][C]-0.086768[/C][C]-1.644[/C][C]0.050524[/C][/ROW]
[ROW][C]55[/C][C]-0.033736[/C][C]-0.6392[/C][C]0.261549[/C][/ROW]
[ROW][C]56[/C][C]-0.056455[/C][C]-1.0697[/C][C]0.142742[/C][/ROW]
[ROW][C]57[/C][C]-0.073319[/C][C]-1.3892[/C][C]0.082816[/C][/ROW]
[ROW][C]58[/C][C]0.026122[/C][C]0.4949[/C][C]0.310472[/C][/ROW]
[ROW][C]59[/C][C]0.00442[/C][C]0.0837[/C][C]0.466656[/C][/ROW]
[ROW][C]60[/C][C]-0.035089[/C][C]-0.6649[/C][C]0.253287[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30712&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30712&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	0.154771	2.9325	0.001789
2	0.264163	5.0052	0
3	0.122334	2.3179	0.010508
4	0.021052	0.3989	0.345113
5	0.060079	1.1383	0.12787
6	-0.021362	-0.4048	0.342948
7	-0.126305	-2.3931	0.008609
8	-0.029116	-0.5517	0.29076
9	-0.059804	-1.1331	0.12896
10	-0.159972	-3.031	0.001307
11	0.046428	0.8797	0.189811
12	-0.412411	-7.8141	0
13	-0.059522	-1.1278	0.130085
14	0.08311	1.5747	0.058102
15	0.039387	0.7463	0.227993
16	-0.071159	-1.3483	0.089209
17	0.006751	0.1279	0.449143
18	0.003211	0.0608	0.475762
19	0.038723	0.7337	0.231807
20	0.076867	1.4564	0.073076
21	-0.056412	-1.0689	0.142927
22	-0.149328	-2.8294	0.002463
23	0.000345	0.0065	0.497393
24	-0.23942	-4.5364	4e-06
25	0.056744	1.0751	0.141516
26	0.03746	0.7098	0.239158
27	0.016754	0.3174	0.375546
28	0.02053	0.389	0.348758
29	-0.008507	-0.1612	0.43602
30	-0.036388	-0.6894	0.245494
31	0.042029	0.7963	0.213182
32	-0.069196	-1.3111	0.095334
33	-0.062695	-1.1879	0.117829
34	-0.082502	-1.5632	0.059444
35	-0.093845	-1.7781	0.038116
36	-0.201974	-3.8269	7.7e-05
37	0.02489	0.4716	0.318751
38	0.063369	1.2007	0.115335
39	-0.05015	-0.9502	0.171324
40	-0.040929	-0.7755	0.219278
41	-0.079629	-1.5087	0.066121
42	0.011705	0.2218	0.412303
43	-0.103599	-1.9629	0.025214
44	0.009725	0.1843	0.426954
45	-0.041905	-0.794	0.213864
46	-0.010004	-0.1895	0.424887
47	-0.024678	-0.4676	0.320182
48	-0.054019	-1.0235	0.153377
49	0.050465	0.9562	0.169812
50	0.034676	0.657	0.255794
51	-0.029533	-0.5596	0.288061
52	0.074536	1.4122	0.079372
53	0.033294	0.6308	0.264279
54	-0.086768	-1.644	0.050524
55	-0.033736	-0.6392	0.261549
56	-0.056455	-1.0697	0.142742
57	-0.073319	-1.3892	0.082816
58	0.026122	0.4949	0.310472
59	0.00442	0.0837	0.466656
60	-0.035089	-0.6649	0.253287

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 0.0 ; par3 = 1 ; 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