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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 09 Dec 2008 06:03:20 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/09/t1228827838hlqxqmonby3h0tf.htm/, Retrieved Fri, 17 May 2024 05:15:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31356, Retrieved Fri, 17 May 2024 05:15:22 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

196

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 RMPD  [Standard Deviation-Mean Plot] [Identification an...] [2008-12-09 12:57:00] [8ac58ef7b35dc5a117bc162cf16850e9]
F RM D    [Variance Reduction Matrix] [Identification an...] [2008-12-09 13:00:44] [8ac58ef7b35dc5a117bc162cf16850e9]
F RM          [(Partial) Autocorrelation Function] [Identification an...] [2008-12-09 13:03:20] [acca1d0ee7cc95ffc080d0867a313954] [Current]
F RM            [Spectral Analysis] [Identification an...] [2008-12-09 13:05:46] [8ac58ef7b35dc5a117bc162cf16850e9] 
F RM              [(Partial) Autocorrelation Function] [Identification an...] [2008-12-09 13:10:48] [8ac58ef7b35dc5a117bc162cf16850e9] 
- RMP               [ARIMA Backward Selection] [ARIMA workshop IP] [2008-12-09 16:55:50] [74be16979710d4c4e7c6647856088456] 
F RMP               [ARIMA Backward Selection] [Identification an...] [2008-12-09 17:00:28] [74be16979710d4c4e7c6647856088456] 
F                     [ARIMA Backward Selection] [step 5 ip] [2008-12-09 18:09:34] [74be16979710d4c4e7c6647856088456] 
F   P               [(Partial) Autocorrelation Function] [step 4 ip] [2008-12-09 18:08:11] [74be16979710d4c4e7c6647856088456] 
F   P             [Spectral Analysis] [step 2 cp ip] [2008-12-09 18:07:03] [74be16979710d4c4e7c6647856088456] 
F   P           [(Partial) Autocorrelation Function] [step 2 acf1 ip] [2008-12-09 18:05:59] [74be16979710d4c4e7c6647856088456] 

Feedback Forum

2008-12-15 15:36:12 [Jessica Alves Pires] [reply] 
Spijtig dat je hier niet stapsgewijs gedifferentieerd hebt. Je conclusie is wel correct.

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31356&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31356&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31356&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.036298	-0.2541	0.400245
2	0.097753	0.6843	0.248513
3	0.266237	1.8637	0.034184
4	-0.172635	-1.2084	0.116338
5	0.109549	0.7668	0.223427
6	0.04469	0.3128	0.377868
7	-0.29752	-2.0826	0.021263
8	-0.152662	-1.0686	0.145236
9	0.023244	0.1627	0.435708
10	-0.282113	-1.9748	0.02697
11	-0.140453	-0.9832	0.165176
12	-0.154458	-1.0812	0.142449
13	-0.313797	-2.1966	0.016406
14	0.088319	0.6182	0.269642
15	0.057118	0.3998	0.345511
16	-0.15635	-1.0945	0.139554
17	0.17862	1.2503	0.108556
18	0.040482	0.2834	0.389042
19	-0.04687	-0.3281	0.37212
20	0.208249	1.4577	0.075646
21	0.087911	0.6154	0.270577
22	-0.00789	-0.0552	0.478089
23	0.301253	2.1088	0.02005
24	-0.023656	-0.1656	0.434579
25	-0.029675	-0.2077	0.418152
26	0.157223	1.1006	0.138232
27	-0.05572	-0.39	0.349099
28	0.057276	0.4009	0.345105
29	-0.033047	-0.2313	0.409012
30	-0.127668	-0.8937	0.187932
31	0.031292	0.219	0.413762
32	-0.05263	-0.3684	0.357077
33	-0.07032	-0.4922	0.312374
34	-0.137685	-0.9638	0.16994
35	-0.04232	-0.2962	0.384149
36	-0.037384	-0.2617	0.39733
37	0.004632	0.0324	0.487133
38	0.070718	0.495	0.311397
39	-0.109488	-0.7664	0.223552
40	0.098635	0.6904	0.246587
41	0.031035	0.2172	0.414459
42	0.034299	0.2401	0.405629
43	0.032188	0.2253	0.411335
44	0.00456	0.0319	0.487332
45	-0.010396	-0.0728	0.471142
46	-0.008534	-0.0597	0.476304
47	0.049504	0.3465	0.365215
48	-0.075219	-0.5265	0.300447
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.036298 & -0.2541 & 0.400245 \tabularnewline
2 & 0.097753 & 0.6843 & 0.248513 \tabularnewline
3 & 0.266237 & 1.8637 & 0.034184 \tabularnewline
4 & -0.172635 & -1.2084 & 0.116338 \tabularnewline
5 & 0.109549 & 0.7668 & 0.223427 \tabularnewline
6 & 0.04469 & 0.3128 & 0.377868 \tabularnewline
7 & -0.29752 & -2.0826 & 0.021263 \tabularnewline
8 & -0.152662 & -1.0686 & 0.145236 \tabularnewline
9 & 0.023244 & 0.1627 & 0.435708 \tabularnewline
10 & -0.282113 & -1.9748 & 0.02697 \tabularnewline
11 & -0.140453 & -0.9832 & 0.165176 \tabularnewline
12 & -0.154458 & -1.0812 & 0.142449 \tabularnewline
13 & -0.313797 & -2.1966 & 0.016406 \tabularnewline
14 & 0.088319 & 0.6182 & 0.269642 \tabularnewline
15 & 0.057118 & 0.3998 & 0.345511 \tabularnewline
16 & -0.15635 & -1.0945 & 0.139554 \tabularnewline
17 & 0.17862 & 1.2503 & 0.108556 \tabularnewline
18 & 0.040482 & 0.2834 & 0.389042 \tabularnewline
19 & -0.04687 & -0.3281 & 0.37212 \tabularnewline
20 & 0.208249 & 1.4577 & 0.075646 \tabularnewline
21 & 0.087911 & 0.6154 & 0.270577 \tabularnewline
22 & -0.00789 & -0.0552 & 0.478089 \tabularnewline
23 & 0.301253 & 2.1088 & 0.02005 \tabularnewline
24 & -0.023656 & -0.1656 & 0.434579 \tabularnewline
25 & -0.029675 & -0.2077 & 0.418152 \tabularnewline
26 & 0.157223 & 1.1006 & 0.138232 \tabularnewline
27 & -0.05572 & -0.39 & 0.349099 \tabularnewline
28 & 0.057276 & 0.4009 & 0.345105 \tabularnewline
29 & -0.033047 & -0.2313 & 0.409012 \tabularnewline
30 & -0.127668 & -0.8937 & 0.187932 \tabularnewline
31 & 0.031292 & 0.219 & 0.413762 \tabularnewline
32 & -0.05263 & -0.3684 & 0.357077 \tabularnewline
33 & -0.07032 & -0.4922 & 0.312374 \tabularnewline
34 & -0.137685 & -0.9638 & 0.16994 \tabularnewline
35 & -0.04232 & -0.2962 & 0.384149 \tabularnewline
36 & -0.037384 & -0.2617 & 0.39733 \tabularnewline
37 & 0.004632 & 0.0324 & 0.487133 \tabularnewline
38 & 0.070718 & 0.495 & 0.311397 \tabularnewline
39 & -0.109488 & -0.7664 & 0.223552 \tabularnewline
40 & 0.098635 & 0.6904 & 0.246587 \tabularnewline
41 & 0.031035 & 0.2172 & 0.414459 \tabularnewline
42 & 0.034299 & 0.2401 & 0.405629 \tabularnewline
43 & 0.032188 & 0.2253 & 0.411335 \tabularnewline
44 & 0.00456 & 0.0319 & 0.487332 \tabularnewline
45 & -0.010396 & -0.0728 & 0.471142 \tabularnewline
46 & -0.008534 & -0.0597 & 0.476304 \tabularnewline
47 & 0.049504 & 0.3465 & 0.365215 \tabularnewline
48 & -0.075219 & -0.5265 & 0.300447 \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31356&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]-0.036298[/C][C]-0.2541[/C][C]0.400245[/C][/ROW]
[ROW][C]2[/C][C]0.097753[/C][C]0.6843[/C][C]0.248513[/C][/ROW]
[ROW][C]3[/C][C]0.266237[/C][C]1.8637[/C][C]0.034184[/C][/ROW]
[ROW][C]4[/C][C]-0.172635[/C][C]-1.2084[/C][C]0.116338[/C][/ROW]
[ROW][C]5[/C][C]0.109549[/C][C]0.7668[/C][C]0.223427[/C][/ROW]
[ROW][C]6[/C][C]0.04469[/C][C]0.3128[/C][C]0.377868[/C][/ROW]
[ROW][C]7[/C][C]-0.29752[/C][C]-2.0826[/C][C]0.021263[/C][/ROW]
[ROW][C]8[/C][C]-0.152662[/C][C]-1.0686[/C][C]0.145236[/C][/ROW]
[ROW][C]9[/C][C]0.023244[/C][C]0.1627[/C][C]0.435708[/C][/ROW]
[ROW][C]10[/C][C]-0.282113[/C][C]-1.9748[/C][C]0.02697[/C][/ROW]
[ROW][C]11[/C][C]-0.140453[/C][C]-0.9832[/C][C]0.165176[/C][/ROW]
[ROW][C]12[/C][C]-0.154458[/C][C]-1.0812[/C][C]0.142449[/C][/ROW]
[ROW][C]13[/C][C]-0.313797[/C][C]-2.1966[/C][C]0.016406[/C][/ROW]
[ROW][C]14[/C][C]0.088319[/C][C]0.6182[/C][C]0.269642[/C][/ROW]
[ROW][C]15[/C][C]0.057118[/C][C]0.3998[/C][C]0.345511[/C][/ROW]
[ROW][C]16[/C][C]-0.15635[/C][C]-1.0945[/C][C]0.139554[/C][/ROW]
[ROW][C]17[/C][C]0.17862[/C][C]1.2503[/C][C]0.108556[/C][/ROW]
[ROW][C]18[/C][C]0.040482[/C][C]0.2834[/C][C]0.389042[/C][/ROW]
[ROW][C]19[/C][C]-0.04687[/C][C]-0.3281[/C][C]0.37212[/C][/ROW]
[ROW][C]20[/C][C]0.208249[/C][C]1.4577[/C][C]0.075646[/C][/ROW]
[ROW][C]21[/C][C]0.087911[/C][C]0.6154[/C][C]0.270577[/C][/ROW]
[ROW][C]22[/C][C]-0.00789[/C][C]-0.0552[/C][C]0.478089[/C][/ROW]
[ROW][C]23[/C][C]0.301253[/C][C]2.1088[/C][C]0.02005[/C][/ROW]
[ROW][C]24[/C][C]-0.023656[/C][C]-0.1656[/C][C]0.434579[/C][/ROW]
[ROW][C]25[/C][C]-0.029675[/C][C]-0.2077[/C][C]0.418152[/C][/ROW]
[ROW][C]26[/C][C]0.157223[/C][C]1.1006[/C][C]0.138232[/C][/ROW]
[ROW][C]27[/C][C]-0.05572[/C][C]-0.39[/C][C]0.349099[/C][/ROW]
[ROW][C]28[/C][C]0.057276[/C][C]0.4009[/C][C]0.345105[/C][/ROW]
[ROW][C]29[/C][C]-0.033047[/C][C]-0.2313[/C][C]0.409012[/C][/ROW]
[ROW][C]30[/C][C]-0.127668[/C][C]-0.8937[/C][C]0.187932[/C][/ROW]
[ROW][C]31[/C][C]0.031292[/C][C]0.219[/C][C]0.413762[/C][/ROW]
[ROW][C]32[/C][C]-0.05263[/C][C]-0.3684[/C][C]0.357077[/C][/ROW]
[ROW][C]33[/C][C]-0.07032[/C][C]-0.4922[/C][C]0.312374[/C][/ROW]
[ROW][C]34[/C][C]-0.137685[/C][C]-0.9638[/C][C]0.16994[/C][/ROW]
[ROW][C]35[/C][C]-0.04232[/C][C]-0.2962[/C][C]0.384149[/C][/ROW]
[ROW][C]36[/C][C]-0.037384[/C][C]-0.2617[/C][C]0.39733[/C][/ROW]
[ROW][C]37[/C][C]0.004632[/C][C]0.0324[/C][C]0.487133[/C][/ROW]
[ROW][C]38[/C][C]0.070718[/C][C]0.495[/C][C]0.311397[/C][/ROW]
[ROW][C]39[/C][C]-0.109488[/C][C]-0.7664[/C][C]0.223552[/C][/ROW]
[ROW][C]40[/C][C]0.098635[/C][C]0.6904[/C][C]0.246587[/C][/ROW]
[ROW][C]41[/C][C]0.031035[/C][C]0.2172[/C][C]0.414459[/C][/ROW]
[ROW][C]42[/C][C]0.034299[/C][C]0.2401[/C][C]0.405629[/C][/ROW]
[ROW][C]43[/C][C]0.032188[/C][C]0.2253[/C][C]0.411335[/C][/ROW]
[ROW][C]44[/C][C]0.00456[/C][C]0.0319[/C][C]0.487332[/C][/ROW]
[ROW][C]45[/C][C]-0.010396[/C][C]-0.0728[/C][C]0.471142[/C][/ROW]
[ROW][C]46[/C][C]-0.008534[/C][C]-0.0597[/C][C]0.476304[/C][/ROW]
[ROW][C]47[/C][C]0.049504[/C][C]0.3465[/C][C]0.365215[/C][/ROW]
[ROW][C]48[/C][C]-0.075219[/C][C]-0.5265[/C][C]0.300447[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=31356&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31356&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	-0.036298	-0.2541	0.400245
2	0.097753	0.6843	0.248513
3	0.266237	1.8637	0.034184
4	-0.172635	-1.2084	0.116338
5	0.109549	0.7668	0.223427
6	0.04469	0.3128	0.377868
7	-0.29752	-2.0826	0.021263
8	-0.152662	-1.0686	0.145236
9	0.023244	0.1627	0.435708
10	-0.282113	-1.9748	0.02697
11	-0.140453	-0.9832	0.165176
12	-0.154458	-1.0812	0.142449
13	-0.313797	-2.1966	0.016406
14	0.088319	0.6182	0.269642
15	0.057118	0.3998	0.345511
16	-0.15635	-1.0945	0.139554
17	0.17862	1.2503	0.108556
18	0.040482	0.2834	0.389042
19	-0.04687	-0.3281	0.37212
20	0.208249	1.4577	0.075646
21	0.087911	0.6154	0.270577
22	-0.00789	-0.0552	0.478089
23	0.301253	2.1088	0.02005
24	-0.023656	-0.1656	0.434579
25	-0.029675	-0.2077	0.418152
26	0.157223	1.1006	0.138232
27	-0.05572	-0.39	0.349099
28	0.057276	0.4009	0.345105
29	-0.033047	-0.2313	0.409012
30	-0.127668	-0.8937	0.187932
31	0.031292	0.219	0.413762
32	-0.05263	-0.3684	0.357077
33	-0.07032	-0.4922	0.312374
34	-0.137685	-0.9638	0.16994
35	-0.04232	-0.2962	0.384149
36	-0.037384	-0.2617	0.39733
37	0.004632	0.0324	0.487133
38	0.070718	0.495	0.311397
39	-0.109488	-0.7664	0.223552
40	0.098635	0.6904	0.246587
41	0.031035	0.2172	0.414459
42	0.034299	0.2401	0.405629
43	0.032188	0.2253	0.411335
44	0.00456	0.0319	0.487332
45	-0.010396	-0.0728	0.471142
46	-0.008534	-0.0597	0.476304
47	0.049504	0.3465	0.365215
48	-0.075219	-0.5265	0.300447
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.036298	-0.2541	0.400245
2	0.096563	0.6759	0.251128
3	0.27588	1.9312	0.029629
4	-0.171892	-1.2032	0.117332
5	0.047704	0.3339	0.36993
6	0.015374	0.1076	0.457369
7	-0.252777	-1.7694	0.041522
8	-0.279311	-1.9552	0.028139
9	0.105557	0.7389	0.231747
10	-0.123598	-0.8652	0.195576
11	-0.218733	-1.5311	0.066084
12	-0.201145	-1.408	0.08272
13	-0.177118	-1.2398	0.110472
14	0.008664	0.0606	0.475943
15	0.069468	0.4863	0.314469
16	-0.130399	-0.9128	0.182911
17	0.011615	0.0813	0.467767
18	-0.039604	-0.2772	0.391385
19	-0.201566	-1.411	0.082287
20	-0.162243	-1.1357	0.130803
21	0.095059	0.6654	0.254452
22	-0.009701	-0.0679	0.473067
23	0.058266	0.4079	0.342577
24	-0.14462	-1.0123	0.158175
25	-0.09605	-0.6724	0.252259
26	-0.045749	-0.3202	0.375072
27	0.10054	0.7038	0.242451
28	0.137443	0.9621	0.170362
29	-0.110789	-0.7755	0.220879
30	-0.093478	-0.6543	0.257974
31	0.076843	0.5379	0.29654
32	-0.112776	-0.7894	0.216831
33	0.053904	0.3773	0.35378
34	-0.017867	-0.1251	0.45049
35	0.071174	0.4982	0.310281
36	0.003909	0.0274	0.489139
37	-0.065372	-0.4576	0.32463
38	0.05109	0.3576	0.361078
39	0.097834	0.6848	0.248336
40	0.126383	0.8847	0.190325
41	-0.031857	-0.223	0.412233
42	-0.014198	-0.0994	0.460618
43	-0.04444	-0.3111	0.37853
44	0.019278	0.1349	0.446603
45	-0.065315	-0.4572	0.324773
46	-0.062176	-0.4352	0.332653
47	0.098712	0.691	0.246418
48	-0.032829	-0.2298	0.409601
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.036298 & -0.2541 & 0.400245 \tabularnewline
2 & 0.096563 & 0.6759 & 0.251128 \tabularnewline
3 & 0.27588 & 1.9312 & 0.029629 \tabularnewline
4 & -0.171892 & -1.2032 & 0.117332 \tabularnewline
5 & 0.047704 & 0.3339 & 0.36993 \tabularnewline
6 & 0.015374 & 0.1076 & 0.457369 \tabularnewline
7 & -0.252777 & -1.7694 & 0.041522 \tabularnewline
8 & -0.279311 & -1.9552 & 0.028139 \tabularnewline
9 & 0.105557 & 0.7389 & 0.231747 \tabularnewline
10 & -0.123598 & -0.8652 & 0.195576 \tabularnewline
11 & -0.218733 & -1.5311 & 0.066084 \tabularnewline
12 & -0.201145 & -1.408 & 0.08272 \tabularnewline
13 & -0.177118 & -1.2398 & 0.110472 \tabularnewline
14 & 0.008664 & 0.0606 & 0.475943 \tabularnewline
15 & 0.069468 & 0.4863 & 0.314469 \tabularnewline
16 & -0.130399 & -0.9128 & 0.182911 \tabularnewline
17 & 0.011615 & 0.0813 & 0.467767 \tabularnewline
18 & -0.039604 & -0.2772 & 0.391385 \tabularnewline
19 & -0.201566 & -1.411 & 0.082287 \tabularnewline
20 & -0.162243 & -1.1357 & 0.130803 \tabularnewline
21 & 0.095059 & 0.6654 & 0.254452 \tabularnewline
22 & -0.009701 & -0.0679 & 0.473067 \tabularnewline
23 & 0.058266 & 0.4079 & 0.342577 \tabularnewline
24 & -0.14462 & -1.0123 & 0.158175 \tabularnewline
25 & -0.09605 & -0.6724 & 0.252259 \tabularnewline
26 & -0.045749 & -0.3202 & 0.375072 \tabularnewline
27 & 0.10054 & 0.7038 & 0.242451 \tabularnewline
28 & 0.137443 & 0.9621 & 0.170362 \tabularnewline
29 & -0.110789 & -0.7755 & 0.220879 \tabularnewline
30 & -0.093478 & -0.6543 & 0.257974 \tabularnewline
31 & 0.076843 & 0.5379 & 0.29654 \tabularnewline
32 & -0.112776 & -0.7894 & 0.216831 \tabularnewline
33 & 0.053904 & 0.3773 & 0.35378 \tabularnewline
34 & -0.017867 & -0.1251 & 0.45049 \tabularnewline
35 & 0.071174 & 0.4982 & 0.310281 \tabularnewline
36 & 0.003909 & 0.0274 & 0.489139 \tabularnewline
37 & -0.065372 & -0.4576 & 0.32463 \tabularnewline
38 & 0.05109 & 0.3576 & 0.361078 \tabularnewline
39 & 0.097834 & 0.6848 & 0.248336 \tabularnewline
40 & 0.126383 & 0.8847 & 0.190325 \tabularnewline
41 & -0.031857 & -0.223 & 0.412233 \tabularnewline
42 & -0.014198 & -0.0994 & 0.460618 \tabularnewline
43 & -0.04444 & -0.3111 & 0.37853 \tabularnewline
44 & 0.019278 & 0.1349 & 0.446603 \tabularnewline
45 & -0.065315 & -0.4572 & 0.324773 \tabularnewline
46 & -0.062176 & -0.4352 & 0.332653 \tabularnewline
47 & 0.098712 & 0.691 & 0.246418 \tabularnewline
48 & -0.032829 & -0.2298 & 0.409601 \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31356&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]-0.036298[/C][C]-0.2541[/C][C]0.400245[/C][/ROW]
[ROW][C]2[/C][C]0.096563[/C][C]0.6759[/C][C]0.251128[/C][/ROW]
[ROW][C]3[/C][C]0.27588[/C][C]1.9312[/C][C]0.029629[/C][/ROW]
[ROW][C]4[/C][C]-0.171892[/C][C]-1.2032[/C][C]0.117332[/C][/ROW]
[ROW][C]5[/C][C]0.047704[/C][C]0.3339[/C][C]0.36993[/C][/ROW]
[ROW][C]6[/C][C]0.015374[/C][C]0.1076[/C][C]0.457369[/C][/ROW]
[ROW][C]7[/C][C]-0.252777[/C][C]-1.7694[/C][C]0.041522[/C][/ROW]
[ROW][C]8[/C][C]-0.279311[/C][C]-1.9552[/C][C]0.028139[/C][/ROW]
[ROW][C]9[/C][C]0.105557[/C][C]0.7389[/C][C]0.231747[/C][/ROW]
[ROW][C]10[/C][C]-0.123598[/C][C]-0.8652[/C][C]0.195576[/C][/ROW]
[ROW][C]11[/C][C]-0.218733[/C][C]-1.5311[/C][C]0.066084[/C][/ROW]
[ROW][C]12[/C][C]-0.201145[/C][C]-1.408[/C][C]0.08272[/C][/ROW]
[ROW][C]13[/C][C]-0.177118[/C][C]-1.2398[/C][C]0.110472[/C][/ROW]
[ROW][C]14[/C][C]0.008664[/C][C]0.0606[/C][C]0.475943[/C][/ROW]
[ROW][C]15[/C][C]0.069468[/C][C]0.4863[/C][C]0.314469[/C][/ROW]
[ROW][C]16[/C][C]-0.130399[/C][C]-0.9128[/C][C]0.182911[/C][/ROW]
[ROW][C]17[/C][C]0.011615[/C][C]0.0813[/C][C]0.467767[/C][/ROW]
[ROW][C]18[/C][C]-0.039604[/C][C]-0.2772[/C][C]0.391385[/C][/ROW]
[ROW][C]19[/C][C]-0.201566[/C][C]-1.411[/C][C]0.082287[/C][/ROW]
[ROW][C]20[/C][C]-0.162243[/C][C]-1.1357[/C][C]0.130803[/C][/ROW]
[ROW][C]21[/C][C]0.095059[/C][C]0.6654[/C][C]0.254452[/C][/ROW]
[ROW][C]22[/C][C]-0.009701[/C][C]-0.0679[/C][C]0.473067[/C][/ROW]
[ROW][C]23[/C][C]0.058266[/C][C]0.4079[/C][C]0.342577[/C][/ROW]
[ROW][C]24[/C][C]-0.14462[/C][C]-1.0123[/C][C]0.158175[/C][/ROW]
[ROW][C]25[/C][C]-0.09605[/C][C]-0.6724[/C][C]0.252259[/C][/ROW]
[ROW][C]26[/C][C]-0.045749[/C][C]-0.3202[/C][C]0.375072[/C][/ROW]
[ROW][C]27[/C][C]0.10054[/C][C]0.7038[/C][C]0.242451[/C][/ROW]
[ROW][C]28[/C][C]0.137443[/C][C]0.9621[/C][C]0.170362[/C][/ROW]
[ROW][C]29[/C][C]-0.110789[/C][C]-0.7755[/C][C]0.220879[/C][/ROW]
[ROW][C]30[/C][C]-0.093478[/C][C]-0.6543[/C][C]0.257974[/C][/ROW]
[ROW][C]31[/C][C]0.076843[/C][C]0.5379[/C][C]0.29654[/C][/ROW]
[ROW][C]32[/C][C]-0.112776[/C][C]-0.7894[/C][C]0.216831[/C][/ROW]
[ROW][C]33[/C][C]0.053904[/C][C]0.3773[/C][C]0.35378[/C][/ROW]
[ROW][C]34[/C][C]-0.017867[/C][C]-0.1251[/C][C]0.45049[/C][/ROW]
[ROW][C]35[/C][C]0.071174[/C][C]0.4982[/C][C]0.310281[/C][/ROW]
[ROW][C]36[/C][C]0.003909[/C][C]0.0274[/C][C]0.489139[/C][/ROW]
[ROW][C]37[/C][C]-0.065372[/C][C]-0.4576[/C][C]0.32463[/C][/ROW]
[ROW][C]38[/C][C]0.05109[/C][C]0.3576[/C][C]0.361078[/C][/ROW]
[ROW][C]39[/C][C]0.097834[/C][C]0.6848[/C][C]0.248336[/C][/ROW]
[ROW][C]40[/C][C]0.126383[/C][C]0.8847[/C][C]0.190325[/C][/ROW]
[ROW][C]41[/C][C]-0.031857[/C][C]-0.223[/C][C]0.412233[/C][/ROW]
[ROW][C]42[/C][C]-0.014198[/C][C]-0.0994[/C][C]0.460618[/C][/ROW]
[ROW][C]43[/C][C]-0.04444[/C][C]-0.3111[/C][C]0.37853[/C][/ROW]
[ROW][C]44[/C][C]0.019278[/C][C]0.1349[/C][C]0.446603[/C][/ROW]
[ROW][C]45[/C][C]-0.065315[/C][C]-0.4572[/C][C]0.324773[/C][/ROW]
[ROW][C]46[/C][C]-0.062176[/C][C]-0.4352[/C][C]0.332653[/C][/ROW]
[ROW][C]47[/C][C]0.098712[/C][C]0.691[/C][C]0.246418[/C][/ROW]
[ROW][C]48[/C][C]-0.032829[/C][C]-0.2298[/C][C]0.409601[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=31356&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31356&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	-0.036298	-0.2541	0.400245
2	0.096563	0.6759	0.251128
3	0.27588	1.9312	0.029629
4	-0.171892	-1.2032	0.117332
5	0.047704	0.3339	0.36993
6	0.015374	0.1076	0.457369
7	-0.252777	-1.7694	0.041522
8	-0.279311	-1.9552	0.028139
9	0.105557	0.7389	0.231747
10	-0.123598	-0.8652	0.195576
11	-0.218733	-1.5311	0.066084
12	-0.201145	-1.408	0.08272
13	-0.177118	-1.2398	0.110472
14	0.008664	0.0606	0.475943
15	0.069468	0.4863	0.314469
16	-0.130399	-0.9128	0.182911
17	0.011615	0.0813	0.467767
18	-0.039604	-0.2772	0.391385
19	-0.201566	-1.411	0.082287
20	-0.162243	-1.1357	0.130803
21	0.095059	0.6654	0.254452
22	-0.009701	-0.0679	0.473067
23	0.058266	0.4079	0.342577
24	-0.14462	-1.0123	0.158175
25	-0.09605	-0.6724	0.252259
26	-0.045749	-0.3202	0.375072
27	0.10054	0.7038	0.242451
28	0.137443	0.9621	0.170362
29	-0.110789	-0.7755	0.220879
30	-0.093478	-0.6543	0.257974
31	0.076843	0.5379	0.29654
32	-0.112776	-0.7894	0.216831
33	0.053904	0.3773	0.35378
34	-0.017867	-0.1251	0.45049
35	0.071174	0.4982	0.310281
36	0.003909	0.0274	0.489139
37	-0.065372	-0.4576	0.32463
38	0.05109	0.3576	0.361078
39	0.097834	0.6848	0.248336
40	0.126383	0.8847	0.190325
41	-0.031857	-0.223	0.412233
42	-0.014198	-0.0994	0.460618
43	-0.04444	-0.3111	0.37853
44	0.019278	0.1349	0.446603
45	-0.065315	-0.4572	0.324773
46	-0.062176	-0.4352	0.332653
47	0.098712	0.691	0.246418
48	-0.032829	-0.2298	0.409601
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = FALSE ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = 0 ; par7 = 0 ; par8 = 0 ; par9 = 0 ;

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