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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 05:41:13 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/11/t1228999368jiz3c1588hmitvw.htm/, Retrieved Fri, 17 May 2024 02:01:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32199, Retrieved Fri, 17 May 2024 02:01:59 +0000

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168

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-       [(Partial) Autocorrelation Function] [Paper] [2008-12-11 12:41:13] [1351baa662f198be3bff32f9007a9a6d] [Current]

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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=32199&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=32199&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32199&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	0.42293	3.8762	0.000105
2	0.250684	2.2976	0.012037
3	0.492825	4.5168	1e-05
4	0.212206	1.9449	0.027567
5	0.295787	2.7109	0.004067
6	0.54272	4.9741	2e-06
7	0.220665	2.0224	0.023157
8	0.19508	1.7879	0.038696
9	0.408244	3.7416	0.000167
10	0.117409	1.0761	0.142488
11	0.312204	2.8614	0.002661
12	0.651796	5.9738	0
13	0.22592	2.0706	0.020734
14	0.157866	1.4469	0.075828
15	0.260748	2.3898	0.009548
16	0.014525	0.1331	0.447205
17	0.158356	1.4514	0.075202
18	0.29132	2.67	0.004552
19	0.013942	0.1278	0.449315
20	0.030653	0.2809	0.389724
21	0.153687	1.4086	0.081327
22	-0.068561	-0.6284	0.265733
23	0.142234	1.3036	0.097967
24	0.306455	2.8087	0.003092
25	0.035816	0.3283	0.371765
26	0.012334	0.113	0.455131
27	0.05501	0.5042	0.307728
28	-0.145505	-1.3336	0.092973
29	-0.02436	-0.2233	0.411937
30	0.091362	0.8373	0.202388
31	-0.10915	-1.0004	0.160002
32	-0.078306	-0.7177	0.237472
33	-0.033026	-0.3027	0.381439
34	-0.152685	-1.3994	0.082691
35	0.028396	0.2603	0.397651
36	0.185828	1.7031	0.046119
37	-0.032001	-0.2933	0.385011
38	-0.076401	-0.7002	0.242859
39	-0.054518	-0.4997	0.309307
40	-0.190311	-1.7442	0.042388
41	-0.132112	-1.2108	0.114679
42	-0.064471	-0.5909	0.278092
43	-0.160187	-1.4681	0.072901
44	-0.146688	-1.3444	0.091217
45	-0.164047	-1.5035	0.068228
46	-0.220357	-2.0196	0.023306
47	-0.093424	-0.8562	0.197149
48	0.035756	0.3277	0.371973
49	-0.110176	-1.0098	0.157749
50	-0.158462	-1.4523	0.075068
51	-0.167161	-1.5321	0.064634
52	-0.218956	-2.0068	0.023996
53	-0.151837	-1.3916	0.083858
54	-0.159563	-1.4624	0.073679
55	-0.205055	-1.8794	0.031831
56	-0.200724	-1.8397	0.034675
57	-0.196367	-1.7997	0.037746
58	-0.251729	-2.3071	0.011754
59	-0.179189	-1.6423	0.052133
60	-0.081439	-0.7464	0.228755

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.42293 & 3.8762 & 0.000105 \tabularnewline
2 & 0.250684 & 2.2976 & 0.012037 \tabularnewline
3 & 0.492825 & 4.5168 & 1e-05 \tabularnewline
4 & 0.212206 & 1.9449 & 0.027567 \tabularnewline
5 & 0.295787 & 2.7109 & 0.004067 \tabularnewline
6 & 0.54272 & 4.9741 & 2e-06 \tabularnewline
7 & 0.220665 & 2.0224 & 0.023157 \tabularnewline
8 & 0.19508 & 1.7879 & 0.038696 \tabularnewline
9 & 0.408244 & 3.7416 & 0.000167 \tabularnewline
10 & 0.117409 & 1.0761 & 0.142488 \tabularnewline
11 & 0.312204 & 2.8614 & 0.002661 \tabularnewline
12 & 0.651796 & 5.9738 & 0 \tabularnewline
13 & 0.22592 & 2.0706 & 0.020734 \tabularnewline
14 & 0.157866 & 1.4469 & 0.075828 \tabularnewline
15 & 0.260748 & 2.3898 & 0.009548 \tabularnewline
16 & 0.014525 & 0.1331 & 0.447205 \tabularnewline
17 & 0.158356 & 1.4514 & 0.075202 \tabularnewline
18 & 0.29132 & 2.67 & 0.004552 \tabularnewline
19 & 0.013942 & 0.1278 & 0.449315 \tabularnewline
20 & 0.030653 & 0.2809 & 0.389724 \tabularnewline
21 & 0.153687 & 1.4086 & 0.081327 \tabularnewline
22 & -0.068561 & -0.6284 & 0.265733 \tabularnewline
23 & 0.142234 & 1.3036 & 0.097967 \tabularnewline
24 & 0.306455 & 2.8087 & 0.003092 \tabularnewline
25 & 0.035816 & 0.3283 & 0.371765 \tabularnewline
26 & 0.012334 & 0.113 & 0.455131 \tabularnewline
27 & 0.05501 & 0.5042 & 0.307728 \tabularnewline
28 & -0.145505 & -1.3336 & 0.092973 \tabularnewline
29 & -0.02436 & -0.2233 & 0.411937 \tabularnewline
30 & 0.091362 & 0.8373 & 0.202388 \tabularnewline
31 & -0.10915 & -1.0004 & 0.160002 \tabularnewline
32 & -0.078306 & -0.7177 & 0.237472 \tabularnewline
33 & -0.033026 & -0.3027 & 0.381439 \tabularnewline
34 & -0.152685 & -1.3994 & 0.082691 \tabularnewline
35 & 0.028396 & 0.2603 & 0.397651 \tabularnewline
36 & 0.185828 & 1.7031 & 0.046119 \tabularnewline
37 & -0.032001 & -0.2933 & 0.385011 \tabularnewline
38 & -0.076401 & -0.7002 & 0.242859 \tabularnewline
39 & -0.054518 & -0.4997 & 0.309307 \tabularnewline
40 & -0.190311 & -1.7442 & 0.042388 \tabularnewline
41 & -0.132112 & -1.2108 & 0.114679 \tabularnewline
42 & -0.064471 & -0.5909 & 0.278092 \tabularnewline
43 & -0.160187 & -1.4681 & 0.072901 \tabularnewline
44 & -0.146688 & -1.3444 & 0.091217 \tabularnewline
45 & -0.164047 & -1.5035 & 0.068228 \tabularnewline
46 & -0.220357 & -2.0196 & 0.023306 \tabularnewline
47 & -0.093424 & -0.8562 & 0.197149 \tabularnewline
48 & 0.035756 & 0.3277 & 0.371973 \tabularnewline
49 & -0.110176 & -1.0098 & 0.157749 \tabularnewline
50 & -0.158462 & -1.4523 & 0.075068 \tabularnewline
51 & -0.167161 & -1.5321 & 0.064634 \tabularnewline
52 & -0.218956 & -2.0068 & 0.023996 \tabularnewline
53 & -0.151837 & -1.3916 & 0.083858 \tabularnewline
54 & -0.159563 & -1.4624 & 0.073679 \tabularnewline
55 & -0.205055 & -1.8794 & 0.031831 \tabularnewline
56 & -0.200724 & -1.8397 & 0.034675 \tabularnewline
57 & -0.196367 & -1.7997 & 0.037746 \tabularnewline
58 & -0.251729 & -2.3071 & 0.011754 \tabularnewline
59 & -0.179189 & -1.6423 & 0.052133 \tabularnewline
60 & -0.081439 & -0.7464 & 0.228755 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32199&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]0.42293[/C][C]3.8762[/C][C]0.000105[/C][/ROW]
[ROW][C]2[/C][C]0.250684[/C][C]2.2976[/C][C]0.012037[/C][/ROW]
[ROW][C]3[/C][C]0.492825[/C][C]4.5168[/C][C]1e-05[/C][/ROW]
[ROW][C]4[/C][C]0.212206[/C][C]1.9449[/C][C]0.027567[/C][/ROW]
[ROW][C]5[/C][C]0.295787[/C][C]2.7109[/C][C]0.004067[/C][/ROW]
[ROW][C]6[/C][C]0.54272[/C][C]4.9741[/C][C]2e-06[/C][/ROW]
[ROW][C]7[/C][C]0.220665[/C][C]2.0224[/C][C]0.023157[/C][/ROW]
[ROW][C]8[/C][C]0.19508[/C][C]1.7879[/C][C]0.038696[/C][/ROW]
[ROW][C]9[/C][C]0.408244[/C][C]3.7416[/C][C]0.000167[/C][/ROW]
[ROW][C]10[/C][C]0.117409[/C][C]1.0761[/C][C]0.142488[/C][/ROW]
[ROW][C]11[/C][C]0.312204[/C][C]2.8614[/C][C]0.002661[/C][/ROW]
[ROW][C]12[/C][C]0.651796[/C][C]5.9738[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.22592[/C][C]2.0706[/C][C]0.020734[/C][/ROW]
[ROW][C]14[/C][C]0.157866[/C][C]1.4469[/C][C]0.075828[/C][/ROW]
[ROW][C]15[/C][C]0.260748[/C][C]2.3898[/C][C]0.009548[/C][/ROW]
[ROW][C]16[/C][C]0.014525[/C][C]0.1331[/C][C]0.447205[/C][/ROW]
[ROW][C]17[/C][C]0.158356[/C][C]1.4514[/C][C]0.075202[/C][/ROW]
[ROW][C]18[/C][C]0.29132[/C][C]2.67[/C][C]0.004552[/C][/ROW]
[ROW][C]19[/C][C]0.013942[/C][C]0.1278[/C][C]0.449315[/C][/ROW]
[ROW][C]20[/C][C]0.030653[/C][C]0.2809[/C][C]0.389724[/C][/ROW]
[ROW][C]21[/C][C]0.153687[/C][C]1.4086[/C][C]0.081327[/C][/ROW]
[ROW][C]22[/C][C]-0.068561[/C][C]-0.6284[/C][C]0.265733[/C][/ROW]
[ROW][C]23[/C][C]0.142234[/C][C]1.3036[/C][C]0.097967[/C][/ROW]
[ROW][C]24[/C][C]0.306455[/C][C]2.8087[/C][C]0.003092[/C][/ROW]
[ROW][C]25[/C][C]0.035816[/C][C]0.3283[/C][C]0.371765[/C][/ROW]
[ROW][C]26[/C][C]0.012334[/C][C]0.113[/C][C]0.455131[/C][/ROW]
[ROW][C]27[/C][C]0.05501[/C][C]0.5042[/C][C]0.307728[/C][/ROW]
[ROW][C]28[/C][C]-0.145505[/C][C]-1.3336[/C][C]0.092973[/C][/ROW]
[ROW][C]29[/C][C]-0.02436[/C][C]-0.2233[/C][C]0.411937[/C][/ROW]
[ROW][C]30[/C][C]0.091362[/C][C]0.8373[/C][C]0.202388[/C][/ROW]
[ROW][C]31[/C][C]-0.10915[/C][C]-1.0004[/C][C]0.160002[/C][/ROW]
[ROW][C]32[/C][C]-0.078306[/C][C]-0.7177[/C][C]0.237472[/C][/ROW]
[ROW][C]33[/C][C]-0.033026[/C][C]-0.3027[/C][C]0.381439[/C][/ROW]
[ROW][C]34[/C][C]-0.152685[/C][C]-1.3994[/C][C]0.082691[/C][/ROW]
[ROW][C]35[/C][C]0.028396[/C][C]0.2603[/C][C]0.397651[/C][/ROW]
[ROW][C]36[/C][C]0.185828[/C][C]1.7031[/C][C]0.046119[/C][/ROW]
[ROW][C]37[/C][C]-0.032001[/C][C]-0.2933[/C][C]0.385011[/C][/ROW]
[ROW][C]38[/C][C]-0.076401[/C][C]-0.7002[/C][C]0.242859[/C][/ROW]
[ROW][C]39[/C][C]-0.054518[/C][C]-0.4997[/C][C]0.309307[/C][/ROW]
[ROW][C]40[/C][C]-0.190311[/C][C]-1.7442[/C][C]0.042388[/C][/ROW]
[ROW][C]41[/C][C]-0.132112[/C][C]-1.2108[/C][C]0.114679[/C][/ROW]
[ROW][C]42[/C][C]-0.064471[/C][C]-0.5909[/C][C]0.278092[/C][/ROW]
[ROW][C]43[/C][C]-0.160187[/C][C]-1.4681[/C][C]0.072901[/C][/ROW]
[ROW][C]44[/C][C]-0.146688[/C][C]-1.3444[/C][C]0.091217[/C][/ROW]
[ROW][C]45[/C][C]-0.164047[/C][C]-1.5035[/C][C]0.068228[/C][/ROW]
[ROW][C]46[/C][C]-0.220357[/C][C]-2.0196[/C][C]0.023306[/C][/ROW]
[ROW][C]47[/C][C]-0.093424[/C][C]-0.8562[/C][C]0.197149[/C][/ROW]
[ROW][C]48[/C][C]0.035756[/C][C]0.3277[/C][C]0.371973[/C][/ROW]
[ROW][C]49[/C][C]-0.110176[/C][C]-1.0098[/C][C]0.157749[/C][/ROW]
[ROW][C]50[/C][C]-0.158462[/C][C]-1.4523[/C][C]0.075068[/C][/ROW]
[ROW][C]51[/C][C]-0.167161[/C][C]-1.5321[/C][C]0.064634[/C][/ROW]
[ROW][C]52[/C][C]-0.218956[/C][C]-2.0068[/C][C]0.023996[/C][/ROW]
[ROW][C]53[/C][C]-0.151837[/C][C]-1.3916[/C][C]0.083858[/C][/ROW]
[ROW][C]54[/C][C]-0.159563[/C][C]-1.4624[/C][C]0.073679[/C][/ROW]
[ROW][C]55[/C][C]-0.205055[/C][C]-1.8794[/C][C]0.031831[/C][/ROW]
[ROW][C]56[/C][C]-0.200724[/C][C]-1.8397[/C][C]0.034675[/C][/ROW]
[ROW][C]57[/C][C]-0.196367[/C][C]-1.7997[/C][C]0.037746[/C][/ROW]
[ROW][C]58[/C][C]-0.251729[/C][C]-2.3071[/C][C]0.011754[/C][/ROW]
[ROW][C]59[/C][C]-0.179189[/C][C]-1.6423[/C][C]0.052133[/C][/ROW]
[ROW][C]60[/C][C]-0.081439[/C][C]-0.7464[/C][C]0.228755[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32199&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32199&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	0.42293	3.8762	0.000105
2	0.250684	2.2976	0.012037
3	0.492825	4.5168	1e-05
4	0.212206	1.9449	0.027567
5	0.295787	2.7109	0.004067
6	0.54272	4.9741	2e-06
7	0.220665	2.0224	0.023157
8	0.19508	1.7879	0.038696
9	0.408244	3.7416	0.000167
10	0.117409	1.0761	0.142488
11	0.312204	2.8614	0.002661
12	0.651796	5.9738	0
13	0.22592	2.0706	0.020734
14	0.157866	1.4469	0.075828
15	0.260748	2.3898	0.009548
16	0.014525	0.1331	0.447205
17	0.158356	1.4514	0.075202
18	0.29132	2.67	0.004552
19	0.013942	0.1278	0.449315
20	0.030653	0.2809	0.389724
21	0.153687	1.4086	0.081327
22	-0.068561	-0.6284	0.265733
23	0.142234	1.3036	0.097967
24	0.306455	2.8087	0.003092
25	0.035816	0.3283	0.371765
26	0.012334	0.113	0.455131
27	0.05501	0.5042	0.307728
28	-0.145505	-1.3336	0.092973
29	-0.02436	-0.2233	0.411937
30	0.091362	0.8373	0.202388
31	-0.10915	-1.0004	0.160002
32	-0.078306	-0.7177	0.237472
33	-0.033026	-0.3027	0.381439
34	-0.152685	-1.3994	0.082691
35	0.028396	0.2603	0.397651
36	0.185828	1.7031	0.046119
37	-0.032001	-0.2933	0.385011
38	-0.076401	-0.7002	0.242859
39	-0.054518	-0.4997	0.309307
40	-0.190311	-1.7442	0.042388
41	-0.132112	-1.2108	0.114679
42	-0.064471	-0.5909	0.278092
43	-0.160187	-1.4681	0.072901
44	-0.146688	-1.3444	0.091217
45	-0.164047	-1.5035	0.068228
46	-0.220357	-2.0196	0.023306
47	-0.093424	-0.8562	0.197149
48	0.035756	0.3277	0.371973
49	-0.110176	-1.0098	0.157749
50	-0.158462	-1.4523	0.075068
51	-0.167161	-1.5321	0.064634
52	-0.218956	-2.0068	0.023996
53	-0.151837	-1.3916	0.083858
54	-0.159563	-1.4624	0.073679
55	-0.205055	-1.8794	0.031831
56	-0.200724	-1.8397	0.034675
57	-0.196367	-1.7997	0.037746
58	-0.251729	-2.3071	0.011754
59	-0.179189	-1.6423	0.052133
60	-0.081439	-0.7464	0.228755

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.42293	3.8762	0.000105
2	0.087458	0.8016	0.212533
3	0.440678	4.0389	5.9e-05
4	-0.189865	-1.7401	0.042748
5	0.325548	2.9837	0.001864
6	0.234033	2.1449	0.017423
7	-0.107191	-0.9824	0.164356
8	0.003947	0.0362	0.485614
9	0.121849	1.1168	0.13364
10	-0.163428	-1.4978	0.068961
11	0.344377	3.1563	0.00111
12	0.337565	3.0938	0.001342
13	-0.173057	-1.5861	0.058238
14	-0.158603	-1.4536	0.074888
15	-0.245671	-2.2516	0.013478
16	-0.059461	-0.545	0.293609
17	-0.05125	-0.4697	0.319887
18	-0.112015	-1.0266	0.153769
19	0.030893	0.2831	0.388884
20	-0.105799	-0.9697	0.167499
21	0.034478	0.316	0.376394
22	-0.007344	-0.0673	0.473248
23	0.078609	0.7205	0.236619
24	-0.05204	-0.477	0.317317
25	0.089994	0.8248	0.205909
26	-0.112327	-1.0295	0.1531
27	0.123046	1.1277	0.131322
28	-0.164652	-1.5091	0.067518
29	-0.015885	-0.1456	0.442297
30	0.001226	0.0112	0.495531
31	0.067574	0.6193	0.268689
32	-0.011577	-0.1061	0.457876
33	-0.013642	-0.125	0.4504
34	0.024226	0.222	0.412414
35	0.05485	0.5027	0.308243
36	0.170988	1.5671	0.060422
37	-0.073917	-0.6775	0.249989
38	-0.07159	-0.6561	0.256766
39	-0.12235	-1.1214	0.132666
40	0.009619	0.0882	0.464979
41	-0.144062	-1.3203	0.095153
42	-0.155256	-1.4229	0.079227
43	0.074681	0.6845	0.247784
44	-0.051991	-0.4765	0.317475
45	-0.027471	-0.2518	0.400914
46	-0.034725	-0.3183	0.375538
47	-0.008092	-0.0742	0.470526
48	-0.050816	-0.4657	0.321304
49	-0.009995	-0.0916	0.463614
50	0.012471	0.1143	0.454636
51	0.004453	0.0408	0.483771
52	0.07153	0.6556	0.256943
53	0.087524	0.8022	0.212358
54	-0.02834	-0.2597	0.397849
55	-0.047633	-0.4366	0.331772
56	-0.001072	-0.0098	0.496091
57	0.037534	0.344	0.365852
58	-0.078596	-0.7203	0.236657
59	-0.107647	-0.9866	0.163337
60	-0.04882	-0.4474	0.327854

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.42293 & 3.8762 & 0.000105 \tabularnewline
2 & 0.087458 & 0.8016 & 0.212533 \tabularnewline
3 & 0.440678 & 4.0389 & 5.9e-05 \tabularnewline
4 & -0.189865 & -1.7401 & 0.042748 \tabularnewline
5 & 0.325548 & 2.9837 & 0.001864 \tabularnewline
6 & 0.234033 & 2.1449 & 0.017423 \tabularnewline
7 & -0.107191 & -0.9824 & 0.164356 \tabularnewline
8 & 0.003947 & 0.0362 & 0.485614 \tabularnewline
9 & 0.121849 & 1.1168 & 0.13364 \tabularnewline
10 & -0.163428 & -1.4978 & 0.068961 \tabularnewline
11 & 0.344377 & 3.1563 & 0.00111 \tabularnewline
12 & 0.337565 & 3.0938 & 0.001342 \tabularnewline
13 & -0.173057 & -1.5861 & 0.058238 \tabularnewline
14 & -0.158603 & -1.4536 & 0.074888 \tabularnewline
15 & -0.245671 & -2.2516 & 0.013478 \tabularnewline
16 & -0.059461 & -0.545 & 0.293609 \tabularnewline
17 & -0.05125 & -0.4697 & 0.319887 \tabularnewline
18 & -0.112015 & -1.0266 & 0.153769 \tabularnewline
19 & 0.030893 & 0.2831 & 0.388884 \tabularnewline
20 & -0.105799 & -0.9697 & 0.167499 \tabularnewline
21 & 0.034478 & 0.316 & 0.376394 \tabularnewline
22 & -0.007344 & -0.0673 & 0.473248 \tabularnewline
23 & 0.078609 & 0.7205 & 0.236619 \tabularnewline
24 & -0.05204 & -0.477 & 0.317317 \tabularnewline
25 & 0.089994 & 0.8248 & 0.205909 \tabularnewline
26 & -0.112327 & -1.0295 & 0.1531 \tabularnewline
27 & 0.123046 & 1.1277 & 0.131322 \tabularnewline
28 & -0.164652 & -1.5091 & 0.067518 \tabularnewline
29 & -0.015885 & -0.1456 & 0.442297 \tabularnewline
30 & 0.001226 & 0.0112 & 0.495531 \tabularnewline
31 & 0.067574 & 0.6193 & 0.268689 \tabularnewline
32 & -0.011577 & -0.1061 & 0.457876 \tabularnewline
33 & -0.013642 & -0.125 & 0.4504 \tabularnewline
34 & 0.024226 & 0.222 & 0.412414 \tabularnewline
35 & 0.05485 & 0.5027 & 0.308243 \tabularnewline
36 & 0.170988 & 1.5671 & 0.060422 \tabularnewline
37 & -0.073917 & -0.6775 & 0.249989 \tabularnewline
38 & -0.07159 & -0.6561 & 0.256766 \tabularnewline
39 & -0.12235 & -1.1214 & 0.132666 \tabularnewline
40 & 0.009619 & 0.0882 & 0.464979 \tabularnewline
41 & -0.144062 & -1.3203 & 0.095153 \tabularnewline
42 & -0.155256 & -1.4229 & 0.079227 \tabularnewline
43 & 0.074681 & 0.6845 & 0.247784 \tabularnewline
44 & -0.051991 & -0.4765 & 0.317475 \tabularnewline
45 & -0.027471 & -0.2518 & 0.400914 \tabularnewline
46 & -0.034725 & -0.3183 & 0.375538 \tabularnewline
47 & -0.008092 & -0.0742 & 0.470526 \tabularnewline
48 & -0.050816 & -0.4657 & 0.321304 \tabularnewline
49 & -0.009995 & -0.0916 & 0.463614 \tabularnewline
50 & 0.012471 & 0.1143 & 0.454636 \tabularnewline
51 & 0.004453 & 0.0408 & 0.483771 \tabularnewline
52 & 0.07153 & 0.6556 & 0.256943 \tabularnewline
53 & 0.087524 & 0.8022 & 0.212358 \tabularnewline
54 & -0.02834 & -0.2597 & 0.397849 \tabularnewline
55 & -0.047633 & -0.4366 & 0.331772 \tabularnewline
56 & -0.001072 & -0.0098 & 0.496091 \tabularnewline
57 & 0.037534 & 0.344 & 0.365852 \tabularnewline
58 & -0.078596 & -0.7203 & 0.236657 \tabularnewline
59 & -0.107647 & -0.9866 & 0.163337 \tabularnewline
60 & -0.04882 & -0.4474 & 0.327854 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32199&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]0.42293[/C][C]3.8762[/C][C]0.000105[/C][/ROW]
[ROW][C]2[/C][C]0.087458[/C][C]0.8016[/C][C]0.212533[/C][/ROW]
[ROW][C]3[/C][C]0.440678[/C][C]4.0389[/C][C]5.9e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.189865[/C][C]-1.7401[/C][C]0.042748[/C][/ROW]
[ROW][C]5[/C][C]0.325548[/C][C]2.9837[/C][C]0.001864[/C][/ROW]
[ROW][C]6[/C][C]0.234033[/C][C]2.1449[/C][C]0.017423[/C][/ROW]
[ROW][C]7[/C][C]-0.107191[/C][C]-0.9824[/C][C]0.164356[/C][/ROW]
[ROW][C]8[/C][C]0.003947[/C][C]0.0362[/C][C]0.485614[/C][/ROW]
[ROW][C]9[/C][C]0.121849[/C][C]1.1168[/C][C]0.13364[/C][/ROW]
[ROW][C]10[/C][C]-0.163428[/C][C]-1.4978[/C][C]0.068961[/C][/ROW]
[ROW][C]11[/C][C]0.344377[/C][C]3.1563[/C][C]0.00111[/C][/ROW]
[ROW][C]12[/C][C]0.337565[/C][C]3.0938[/C][C]0.001342[/C][/ROW]
[ROW][C]13[/C][C]-0.173057[/C][C]-1.5861[/C][C]0.058238[/C][/ROW]
[ROW][C]14[/C][C]-0.158603[/C][C]-1.4536[/C][C]0.074888[/C][/ROW]
[ROW][C]15[/C][C]-0.245671[/C][C]-2.2516[/C][C]0.013478[/C][/ROW]
[ROW][C]16[/C][C]-0.059461[/C][C]-0.545[/C][C]0.293609[/C][/ROW]
[ROW][C]17[/C][C]-0.05125[/C][C]-0.4697[/C][C]0.319887[/C][/ROW]
[ROW][C]18[/C][C]-0.112015[/C][C]-1.0266[/C][C]0.153769[/C][/ROW]
[ROW][C]19[/C][C]0.030893[/C][C]0.2831[/C][C]0.388884[/C][/ROW]
[ROW][C]20[/C][C]-0.105799[/C][C]-0.9697[/C][C]0.167499[/C][/ROW]
[ROW][C]21[/C][C]0.034478[/C][C]0.316[/C][C]0.376394[/C][/ROW]
[ROW][C]22[/C][C]-0.007344[/C][C]-0.0673[/C][C]0.473248[/C][/ROW]
[ROW][C]23[/C][C]0.078609[/C][C]0.7205[/C][C]0.236619[/C][/ROW]
[ROW][C]24[/C][C]-0.05204[/C][C]-0.477[/C][C]0.317317[/C][/ROW]
[ROW][C]25[/C][C]0.089994[/C][C]0.8248[/C][C]0.205909[/C][/ROW]
[ROW][C]26[/C][C]-0.112327[/C][C]-1.0295[/C][C]0.1531[/C][/ROW]
[ROW][C]27[/C][C]0.123046[/C][C]1.1277[/C][C]0.131322[/C][/ROW]
[ROW][C]28[/C][C]-0.164652[/C][C]-1.5091[/C][C]0.067518[/C][/ROW]
[ROW][C]29[/C][C]-0.015885[/C][C]-0.1456[/C][C]0.442297[/C][/ROW]
[ROW][C]30[/C][C]0.001226[/C][C]0.0112[/C][C]0.495531[/C][/ROW]
[ROW][C]31[/C][C]0.067574[/C][C]0.6193[/C][C]0.268689[/C][/ROW]
[ROW][C]32[/C][C]-0.011577[/C][C]-0.1061[/C][C]0.457876[/C][/ROW]
[ROW][C]33[/C][C]-0.013642[/C][C]-0.125[/C][C]0.4504[/C][/ROW]
[ROW][C]34[/C][C]0.024226[/C][C]0.222[/C][C]0.412414[/C][/ROW]
[ROW][C]35[/C][C]0.05485[/C][C]0.5027[/C][C]0.308243[/C][/ROW]
[ROW][C]36[/C][C]0.170988[/C][C]1.5671[/C][C]0.060422[/C][/ROW]
[ROW][C]37[/C][C]-0.073917[/C][C]-0.6775[/C][C]0.249989[/C][/ROW]
[ROW][C]38[/C][C]-0.07159[/C][C]-0.6561[/C][C]0.256766[/C][/ROW]
[ROW][C]39[/C][C]-0.12235[/C][C]-1.1214[/C][C]0.132666[/C][/ROW]
[ROW][C]40[/C][C]0.009619[/C][C]0.0882[/C][C]0.464979[/C][/ROW]
[ROW][C]41[/C][C]-0.144062[/C][C]-1.3203[/C][C]0.095153[/C][/ROW]
[ROW][C]42[/C][C]-0.155256[/C][C]-1.4229[/C][C]0.079227[/C][/ROW]
[ROW][C]43[/C][C]0.074681[/C][C]0.6845[/C][C]0.247784[/C][/ROW]
[ROW][C]44[/C][C]-0.051991[/C][C]-0.4765[/C][C]0.317475[/C][/ROW]
[ROW][C]45[/C][C]-0.027471[/C][C]-0.2518[/C][C]0.400914[/C][/ROW]
[ROW][C]46[/C][C]-0.034725[/C][C]-0.3183[/C][C]0.375538[/C][/ROW]
[ROW][C]47[/C][C]-0.008092[/C][C]-0.0742[/C][C]0.470526[/C][/ROW]
[ROW][C]48[/C][C]-0.050816[/C][C]-0.4657[/C][C]0.321304[/C][/ROW]
[ROW][C]49[/C][C]-0.009995[/C][C]-0.0916[/C][C]0.463614[/C][/ROW]
[ROW][C]50[/C][C]0.012471[/C][C]0.1143[/C][C]0.454636[/C][/ROW]
[ROW][C]51[/C][C]0.004453[/C][C]0.0408[/C][C]0.483771[/C][/ROW]
[ROW][C]52[/C][C]0.07153[/C][C]0.6556[/C][C]0.256943[/C][/ROW]
[ROW][C]53[/C][C]0.087524[/C][C]0.8022[/C][C]0.212358[/C][/ROW]
[ROW][C]54[/C][C]-0.02834[/C][C]-0.2597[/C][C]0.397849[/C][/ROW]
[ROW][C]55[/C][C]-0.047633[/C][C]-0.4366[/C][C]0.331772[/C][/ROW]
[ROW][C]56[/C][C]-0.001072[/C][C]-0.0098[/C][C]0.496091[/C][/ROW]
[ROW][C]57[/C][C]0.037534[/C][C]0.344[/C][C]0.365852[/C][/ROW]
[ROW][C]58[/C][C]-0.078596[/C][C]-0.7203[/C][C]0.236657[/C][/ROW]
[ROW][C]59[/C][C]-0.107647[/C][C]-0.9866[/C][C]0.163337[/C][/ROW]
[ROW][C]60[/C][C]-0.04882[/C][C]-0.4474[/C][C]0.327854[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32199&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32199&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	0.42293	3.8762	0.000105
2	0.087458	0.8016	0.212533
3	0.440678	4.0389	5.9e-05
4	-0.189865	-1.7401	0.042748
5	0.325548	2.9837	0.001864
6	0.234033	2.1449	0.017423
7	-0.107191	-0.9824	0.164356
8	0.003947	0.0362	0.485614
9	0.121849	1.1168	0.13364
10	-0.163428	-1.4978	0.068961
11	0.344377	3.1563	0.00111
12	0.337565	3.0938	0.001342
13	-0.173057	-1.5861	0.058238
14	-0.158603	-1.4536	0.074888
15	-0.245671	-2.2516	0.013478
16	-0.059461	-0.545	0.293609
17	-0.05125	-0.4697	0.319887
18	-0.112015	-1.0266	0.153769
19	0.030893	0.2831	0.388884
20	-0.105799	-0.9697	0.167499
21	0.034478	0.316	0.376394
22	-0.007344	-0.0673	0.473248
23	0.078609	0.7205	0.236619
24	-0.05204	-0.477	0.317317
25	0.089994	0.8248	0.205909
26	-0.112327	-1.0295	0.1531
27	0.123046	1.1277	0.131322
28	-0.164652	-1.5091	0.067518
29	-0.015885	-0.1456	0.442297
30	0.001226	0.0112	0.495531
31	0.067574	0.6193	0.268689
32	-0.011577	-0.1061	0.457876
33	-0.013642	-0.125	0.4504
34	0.024226	0.222	0.412414
35	0.05485	0.5027	0.308243
36	0.170988	1.5671	0.060422
37	-0.073917	-0.6775	0.249989
38	-0.07159	-0.6561	0.256766
39	-0.12235	-1.1214	0.132666
40	0.009619	0.0882	0.464979
41	-0.144062	-1.3203	0.095153
42	-0.155256	-1.4229	0.079227
43	0.074681	0.6845	0.247784
44	-0.051991	-0.4765	0.317475
45	-0.027471	-0.2518	0.400914
46	-0.034725	-0.3183	0.375538
47	-0.008092	-0.0742	0.470526
48	-0.050816	-0.4657	0.321304
49	-0.009995	-0.0916	0.463614
50	0.012471	0.1143	0.454636
51	0.004453	0.0408	0.483771
52	0.07153	0.6556	0.256943
53	0.087524	0.8022	0.212358
54	-0.02834	-0.2597	0.397849
55	-0.047633	-0.4366	0.331772
56	-0.001072	-0.0098	0.496091
57	0.037534	0.344	0.365852
58	-0.078596	-0.7203	0.236657
59	-0.107647	-0.9866	0.163337
60	-0.04882	-0.4474	0.327854

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; 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