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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 05:38:52 -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/12/t1229085609xq9e0mmokiat0u6.htm/, Retrieved Fri, 17 May 2024 14:10:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32637, Retrieved Fri, 17 May 2024 14:10:41 +0000

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User-defined keywords

Estimated Impact

222

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]
- RMPD  [Standard Deviation-Mean Plot] [Identification an...] [2008-12-07 14:45:52] [b943bd7078334192ff8343563ee31113]
- RM      [Variance Reduction Matrix] [Identification an...] [2008-12-07 14:47:22] [b943bd7078334192ff8343563ee31113]
- RMP       [(Partial) Autocorrelation Function] [Identification an...] [2008-12-07 14:51:36] [b943bd7078334192ff8343563ee31113]
F   P         [(Partial) Autocorrelation Function] [Identification an...] [2008-12-07 14:54:30] [b943bd7078334192ff8343563ee31113]
-   P           [(Partial) Autocorrelation Function] [Identification an...] [2008-12-07 14:58:01] [b943bd7078334192ff8343563ee31113]
F RMP             [Spectral Analysis] [Identification an...] [2008-12-07 15:02:51] [b943bd7078334192ff8343563ee31113]
F RMP               [(Partial) Autocorrelation Function] [Identification an...] [2008-12-07 15:05:29] [b943bd7078334192ff8343563ee31113]
-   P                   [(Partial) Autocorrelation Function] [Identification an...] [2008-12-12 12:38:52] [620b6ad5c4696049e39cb73ce029682c] [Current]

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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=32637&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=32637&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32637&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	-0.451248	-4.1358	4.2e-05
2	-0.086348	-0.7914	0.215472
3	0.277041	2.5391	0.006478
4	-0.207996	-1.9063	0.030015
5	0.142139	1.3027	0.098115
6	-0.124919	-1.1449	0.12775
7	0.041831	0.3834	0.351201
8	0.013562	0.1243	0.450687
9	-0.083471	-0.765	0.2232
10	-0.020355	-0.1866	0.42623
11	0.232906	2.1346	0.017853
12	-0.326259	-2.9902	0.001828
13	-0.015844	-0.1452	0.442445
14	0.165346	1.5154	0.06671
15	-0.049333	-0.4521	0.326166
16	-0.003739	-0.0343	0.486371
17	-0.154654	-1.4174	0.080028
18	0.293834	2.693	0.004273
19	-0.174042	-1.5951	0.057221
20	-0.003001	-0.0275	0.489062
21	0.163046	1.4943	0.069417
22	-0.183389	-1.6808	0.04826
23	0.184761	1.6934	0.047046
24	-0.11191	-1.0257	0.153996
25	0.02258	0.2069	0.418275
26	0.161689	1.4819	0.071054
27	-0.247434	-2.2678	0.012955
28	0.076423	0.7004	0.242797
29	0.168637	1.5456	0.062982
30	-0.248588	-2.2783	0.012622
31	0.021069	0.1931	0.423673
32	0.118794	1.0888	0.139685
33	-0.07908	-0.7248	0.2353
34	-0.003671	-0.0336	0.486621
35	0.001726	0.0158	0.49371
36	0.047291	0.4334	0.332907
37	6.3e-05	6e-04	0.499769
38	-0.085115	-0.7801	0.218764
39	0.047677	0.437	0.331629
40	0.021366	0.1958	0.422611
41	-0.073891	-0.6772	0.250062
42	0.035312	0.3236	0.373506
43	0.042605	0.3905	0.348584
44	0.008427	0.0772	0.469311
45	-0.138951	-1.2735	0.103176
46	0.171798	1.5746	0.059559
47	-0.038582	-0.3536	0.362259
48	-0.187684	-1.7202	0.044543
49	0.185698	1.702	0.046231
50	-0.10539	-0.9659	0.16843
51	0.049387	0.4526	0.325989
52	0.009192	0.0842	0.466531
53	-0.040044	-0.367	0.357268
54	0.03972	0.364	0.358371
55	-0.000266	-0.0024	0.49903
56	-0.001206	-0.011	0.495605
57	0.009162	0.084	0.466639
58	0.035372	0.3242	0.373302
59	-0.115968	-1.0629	0.145445
60	0.156399	1.4334	0.077725

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.451248 & -4.1358 & 4.2e-05 \tabularnewline
2 & -0.086348 & -0.7914 & 0.215472 \tabularnewline
3 & 0.277041 & 2.5391 & 0.006478 \tabularnewline
4 & -0.207996 & -1.9063 & 0.030015 \tabularnewline
5 & 0.142139 & 1.3027 & 0.098115 \tabularnewline
6 & -0.124919 & -1.1449 & 0.12775 \tabularnewline
7 & 0.041831 & 0.3834 & 0.351201 \tabularnewline
8 & 0.013562 & 0.1243 & 0.450687 \tabularnewline
9 & -0.083471 & -0.765 & 0.2232 \tabularnewline
10 & -0.020355 & -0.1866 & 0.42623 \tabularnewline
11 & 0.232906 & 2.1346 & 0.017853 \tabularnewline
12 & -0.326259 & -2.9902 & 0.001828 \tabularnewline
13 & -0.015844 & -0.1452 & 0.442445 \tabularnewline
14 & 0.165346 & 1.5154 & 0.06671 \tabularnewline
15 & -0.049333 & -0.4521 & 0.326166 \tabularnewline
16 & -0.003739 & -0.0343 & 0.486371 \tabularnewline
17 & -0.154654 & -1.4174 & 0.080028 \tabularnewline
18 & 0.293834 & 2.693 & 0.004273 \tabularnewline
19 & -0.174042 & -1.5951 & 0.057221 \tabularnewline
20 & -0.003001 & -0.0275 & 0.489062 \tabularnewline
21 & 0.163046 & 1.4943 & 0.069417 \tabularnewline
22 & -0.183389 & -1.6808 & 0.04826 \tabularnewline
23 & 0.184761 & 1.6934 & 0.047046 \tabularnewline
24 & -0.11191 & -1.0257 & 0.153996 \tabularnewline
25 & 0.02258 & 0.2069 & 0.418275 \tabularnewline
26 & 0.161689 & 1.4819 & 0.071054 \tabularnewline
27 & -0.247434 & -2.2678 & 0.012955 \tabularnewline
28 & 0.076423 & 0.7004 & 0.242797 \tabularnewline
29 & 0.168637 & 1.5456 & 0.062982 \tabularnewline
30 & -0.248588 & -2.2783 & 0.012622 \tabularnewline
31 & 0.021069 & 0.1931 & 0.423673 \tabularnewline
32 & 0.118794 & 1.0888 & 0.139685 \tabularnewline
33 & -0.07908 & -0.7248 & 0.2353 \tabularnewline
34 & -0.003671 & -0.0336 & 0.486621 \tabularnewline
35 & 0.001726 & 0.0158 & 0.49371 \tabularnewline
36 & 0.047291 & 0.4334 & 0.332907 \tabularnewline
37 & 6.3e-05 & 6e-04 & 0.499769 \tabularnewline
38 & -0.085115 & -0.7801 & 0.218764 \tabularnewline
39 & 0.047677 & 0.437 & 0.331629 \tabularnewline
40 & 0.021366 & 0.1958 & 0.422611 \tabularnewline
41 & -0.073891 & -0.6772 & 0.250062 \tabularnewline
42 & 0.035312 & 0.3236 & 0.373506 \tabularnewline
43 & 0.042605 & 0.3905 & 0.348584 \tabularnewline
44 & 0.008427 & 0.0772 & 0.469311 \tabularnewline
45 & -0.138951 & -1.2735 & 0.103176 \tabularnewline
46 & 0.171798 & 1.5746 & 0.059559 \tabularnewline
47 & -0.038582 & -0.3536 & 0.362259 \tabularnewline
48 & -0.187684 & -1.7202 & 0.044543 \tabularnewline
49 & 0.185698 & 1.702 & 0.046231 \tabularnewline
50 & -0.10539 & -0.9659 & 0.16843 \tabularnewline
51 & 0.049387 & 0.4526 & 0.325989 \tabularnewline
52 & 0.009192 & 0.0842 & 0.466531 \tabularnewline
53 & -0.040044 & -0.367 & 0.357268 \tabularnewline
54 & 0.03972 & 0.364 & 0.358371 \tabularnewline
55 & -0.000266 & -0.0024 & 0.49903 \tabularnewline
56 & -0.001206 & -0.011 & 0.495605 \tabularnewline
57 & 0.009162 & 0.084 & 0.466639 \tabularnewline
58 & 0.035372 & 0.3242 & 0.373302 \tabularnewline
59 & -0.115968 & -1.0629 & 0.145445 \tabularnewline
60 & 0.156399 & 1.4334 & 0.077725 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32637&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]-0.451248[/C][C]-4.1358[/C][C]4.2e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.086348[/C][C]-0.7914[/C][C]0.215472[/C][/ROW]
[ROW][C]3[/C][C]0.277041[/C][C]2.5391[/C][C]0.006478[/C][/ROW]
[ROW][C]4[/C][C]-0.207996[/C][C]-1.9063[/C][C]0.030015[/C][/ROW]
[ROW][C]5[/C][C]0.142139[/C][C]1.3027[/C][C]0.098115[/C][/ROW]
[ROW][C]6[/C][C]-0.124919[/C][C]-1.1449[/C][C]0.12775[/C][/ROW]
[ROW][C]7[/C][C]0.041831[/C][C]0.3834[/C][C]0.351201[/C][/ROW]
[ROW][C]8[/C][C]0.013562[/C][C]0.1243[/C][C]0.450687[/C][/ROW]
[ROW][C]9[/C][C]-0.083471[/C][C]-0.765[/C][C]0.2232[/C][/ROW]
[ROW][C]10[/C][C]-0.020355[/C][C]-0.1866[/C][C]0.42623[/C][/ROW]
[ROW][C]11[/C][C]0.232906[/C][C]2.1346[/C][C]0.017853[/C][/ROW]
[ROW][C]12[/C][C]-0.326259[/C][C]-2.9902[/C][C]0.001828[/C][/ROW]
[ROW][C]13[/C][C]-0.015844[/C][C]-0.1452[/C][C]0.442445[/C][/ROW]
[ROW][C]14[/C][C]0.165346[/C][C]1.5154[/C][C]0.06671[/C][/ROW]
[ROW][C]15[/C][C]-0.049333[/C][C]-0.4521[/C][C]0.326166[/C][/ROW]
[ROW][C]16[/C][C]-0.003739[/C][C]-0.0343[/C][C]0.486371[/C][/ROW]
[ROW][C]17[/C][C]-0.154654[/C][C]-1.4174[/C][C]0.080028[/C][/ROW]
[ROW][C]18[/C][C]0.293834[/C][C]2.693[/C][C]0.004273[/C][/ROW]
[ROW][C]19[/C][C]-0.174042[/C][C]-1.5951[/C][C]0.057221[/C][/ROW]
[ROW][C]20[/C][C]-0.003001[/C][C]-0.0275[/C][C]0.489062[/C][/ROW]
[ROW][C]21[/C][C]0.163046[/C][C]1.4943[/C][C]0.069417[/C][/ROW]
[ROW][C]22[/C][C]-0.183389[/C][C]-1.6808[/C][C]0.04826[/C][/ROW]
[ROW][C]23[/C][C]0.184761[/C][C]1.6934[/C][C]0.047046[/C][/ROW]
[ROW][C]24[/C][C]-0.11191[/C][C]-1.0257[/C][C]0.153996[/C][/ROW]
[ROW][C]25[/C][C]0.02258[/C][C]0.2069[/C][C]0.418275[/C][/ROW]
[ROW][C]26[/C][C]0.161689[/C][C]1.4819[/C][C]0.071054[/C][/ROW]
[ROW][C]27[/C][C]-0.247434[/C][C]-2.2678[/C][C]0.012955[/C][/ROW]
[ROW][C]28[/C][C]0.076423[/C][C]0.7004[/C][C]0.242797[/C][/ROW]
[ROW][C]29[/C][C]0.168637[/C][C]1.5456[/C][C]0.062982[/C][/ROW]
[ROW][C]30[/C][C]-0.248588[/C][C]-2.2783[/C][C]0.012622[/C][/ROW]
[ROW][C]31[/C][C]0.021069[/C][C]0.1931[/C][C]0.423673[/C][/ROW]
[ROW][C]32[/C][C]0.118794[/C][C]1.0888[/C][C]0.139685[/C][/ROW]
[ROW][C]33[/C][C]-0.07908[/C][C]-0.7248[/C][C]0.2353[/C][/ROW]
[ROW][C]34[/C][C]-0.003671[/C][C]-0.0336[/C][C]0.486621[/C][/ROW]
[ROW][C]35[/C][C]0.001726[/C][C]0.0158[/C][C]0.49371[/C][/ROW]
[ROW][C]36[/C][C]0.047291[/C][C]0.4334[/C][C]0.332907[/C][/ROW]
[ROW][C]37[/C][C]6.3e-05[/C][C]6e-04[/C][C]0.499769[/C][/ROW]
[ROW][C]38[/C][C]-0.085115[/C][C]-0.7801[/C][C]0.218764[/C][/ROW]
[ROW][C]39[/C][C]0.047677[/C][C]0.437[/C][C]0.331629[/C][/ROW]
[ROW][C]40[/C][C]0.021366[/C][C]0.1958[/C][C]0.422611[/C][/ROW]
[ROW][C]41[/C][C]-0.073891[/C][C]-0.6772[/C][C]0.250062[/C][/ROW]
[ROW][C]42[/C][C]0.035312[/C][C]0.3236[/C][C]0.373506[/C][/ROW]
[ROW][C]43[/C][C]0.042605[/C][C]0.3905[/C][C]0.348584[/C][/ROW]
[ROW][C]44[/C][C]0.008427[/C][C]0.0772[/C][C]0.469311[/C][/ROW]
[ROW][C]45[/C][C]-0.138951[/C][C]-1.2735[/C][C]0.103176[/C][/ROW]
[ROW][C]46[/C][C]0.171798[/C][C]1.5746[/C][C]0.059559[/C][/ROW]
[ROW][C]47[/C][C]-0.038582[/C][C]-0.3536[/C][C]0.362259[/C][/ROW]
[ROW][C]48[/C][C]-0.187684[/C][C]-1.7202[/C][C]0.044543[/C][/ROW]
[ROW][C]49[/C][C]0.185698[/C][C]1.702[/C][C]0.046231[/C][/ROW]
[ROW][C]50[/C][C]-0.10539[/C][C]-0.9659[/C][C]0.16843[/C][/ROW]
[ROW][C]51[/C][C]0.049387[/C][C]0.4526[/C][C]0.325989[/C][/ROW]
[ROW][C]52[/C][C]0.009192[/C][C]0.0842[/C][C]0.466531[/C][/ROW]
[ROW][C]53[/C][C]-0.040044[/C][C]-0.367[/C][C]0.357268[/C][/ROW]
[ROW][C]54[/C][C]0.03972[/C][C]0.364[/C][C]0.358371[/C][/ROW]
[ROW][C]55[/C][C]-0.000266[/C][C]-0.0024[/C][C]0.49903[/C][/ROW]
[ROW][C]56[/C][C]-0.001206[/C][C]-0.011[/C][C]0.495605[/C][/ROW]
[ROW][C]57[/C][C]0.009162[/C][C]0.084[/C][C]0.466639[/C][/ROW]
[ROW][C]58[/C][C]0.035372[/C][C]0.3242[/C][C]0.373302[/C][/ROW]
[ROW][C]59[/C][C]-0.115968[/C][C]-1.0629[/C][C]0.145445[/C][/ROW]
[ROW][C]60[/C][C]0.156399[/C][C]1.4334[/C][C]0.077725[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32637&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32637&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	-0.451248	-4.1358	4.2e-05
2	-0.086348	-0.7914	0.215472
3	0.277041	2.5391	0.006478
4	-0.207996	-1.9063	0.030015
5	0.142139	1.3027	0.098115
6	-0.124919	-1.1449	0.12775
7	0.041831	0.3834	0.351201
8	0.013562	0.1243	0.450687
9	-0.083471	-0.765	0.2232
10	-0.020355	-0.1866	0.42623
11	0.232906	2.1346	0.017853
12	-0.326259	-2.9902	0.001828
13	-0.015844	-0.1452	0.442445
14	0.165346	1.5154	0.06671
15	-0.049333	-0.4521	0.326166
16	-0.003739	-0.0343	0.486371
17	-0.154654	-1.4174	0.080028
18	0.293834	2.693	0.004273
19	-0.174042	-1.5951	0.057221
20	-0.003001	-0.0275	0.489062
21	0.163046	1.4943	0.069417
22	-0.183389	-1.6808	0.04826
23	0.184761	1.6934	0.047046
24	-0.11191	-1.0257	0.153996
25	0.02258	0.2069	0.418275
26	0.161689	1.4819	0.071054
27	-0.247434	-2.2678	0.012955
28	0.076423	0.7004	0.242797
29	0.168637	1.5456	0.062982
30	-0.248588	-2.2783	0.012622
31	0.021069	0.1931	0.423673
32	0.118794	1.0888	0.139685
33	-0.07908	-0.7248	0.2353
34	-0.003671	-0.0336	0.486621
35	0.001726	0.0158	0.49371
36	0.047291	0.4334	0.332907
37	6.3e-05	6e-04	0.499769
38	-0.085115	-0.7801	0.218764
39	0.047677	0.437	0.331629
40	0.021366	0.1958	0.422611
41	-0.073891	-0.6772	0.250062
42	0.035312	0.3236	0.373506
43	0.042605	0.3905	0.348584
44	0.008427	0.0772	0.469311
45	-0.138951	-1.2735	0.103176
46	0.171798	1.5746	0.059559
47	-0.038582	-0.3536	0.362259
48	-0.187684	-1.7202	0.044543
49	0.185698	1.702	0.046231
50	-0.10539	-0.9659	0.16843
51	0.049387	0.4526	0.325989
52	0.009192	0.0842	0.466531
53	-0.040044	-0.367	0.357268
54	0.03972	0.364	0.358371
55	-0.000266	-0.0024	0.49903
56	-0.001206	-0.011	0.495605
57	0.009162	0.084	0.466639
58	0.035372	0.3242	0.373302
59	-0.115968	-1.0629	0.145445
60	0.156399	1.4334	0.077725

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.451248	-4.1358	4.2e-05
2	-0.364115	-3.3372	0.000631
3	0.086253	0.7905	0.215724
4	-0.04973	-0.4558	0.324861
5	0.138138	1.2661	0.104497
6	-0.113895	-1.0439	0.149771
7	-8e-06	-1e-04	0.499969
8	-0.078974	-0.7238	0.235596
9	-0.044326	-0.4063	0.342794
10	-0.18279	-1.6753	0.048797
11	0.260313	2.3858	0.009645
12	-0.221669	-2.0316	0.022676
13	-0.21436	-1.9646	0.026381
14	-0.2493	-2.2849	0.012421
15	0.183337	1.6803	0.048306
16	-0.011137	-0.1021	0.459471
17	-0.13356	-1.2241	0.112169
18	0.069907	0.6407	0.261729
19	-0.000158	-0.0014	0.499424
20	-0.001004	-0.0092	0.49634
21	0.038469	0.3526	0.362647
22	-0.105257	-0.9647	0.168733
23	0.247591	2.2692	0.012909
24	-0.029732	-0.2725	0.392952
25	-0.124852	-1.1443	0.127878
26	0.071123	0.6518	0.258139
27	0.066956	0.6137	0.270548
28	-0.02402	-0.2201	0.413146
29	-0.030346	-0.2781	0.390799
30	-0.023152	-0.2122	0.416235
31	-0.074878	-0.6863	0.247217
32	-0.023695	-0.2172	0.414303
33	0.104643	0.9591	0.170138
34	-0.093021	-0.8525	0.198167
35	0.162028	1.485	0.070643
36	0.029025	0.266	0.395437
37	-0.016145	-0.148	0.441361
38	-0.020659	-0.1893	0.42514
39	-0.053466	-0.49	0.312697
40	-0.060991	-0.559	0.288827
41	-0.067576	-0.6193	0.268683
42	0.016676	0.1528	0.439444
43	-0.03627	-0.3324	0.370201
44	-0.043512	-0.3988	0.345527
45	-0.023498	-0.2154	0.415003
46	0.049883	0.4572	0.324358
47	-0.071441	-0.6548	0.257202
48	-0.138735	-1.2715	0.103526
49	-0.072783	-0.6671	0.253279
50	-0.032923	-0.3017	0.381795
51	-0.017515	-0.1605	0.436425
52	-0.041482	-0.3802	0.352383
53	0.02209	0.2025	0.420023
54	-0.027296	-0.2502	0.401533
55	-0.018946	-0.1736	0.431284
56	0.011803	0.1082	0.457055
57	0.004145	0.038	0.484891
58	0.034296	0.3143	0.377025
59	-0.06962	-0.6381	0.26258
60	-0.00387	-0.0355	0.485894

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.451248 & -4.1358 & 4.2e-05 \tabularnewline
2 & -0.364115 & -3.3372 & 0.000631 \tabularnewline
3 & 0.086253 & 0.7905 & 0.215724 \tabularnewline
4 & -0.04973 & -0.4558 & 0.324861 \tabularnewline
5 & 0.138138 & 1.2661 & 0.104497 \tabularnewline
6 & -0.113895 & -1.0439 & 0.149771 \tabularnewline
7 & -8e-06 & -1e-04 & 0.499969 \tabularnewline
8 & -0.078974 & -0.7238 & 0.235596 \tabularnewline
9 & -0.044326 & -0.4063 & 0.342794 \tabularnewline
10 & -0.18279 & -1.6753 & 0.048797 \tabularnewline
11 & 0.260313 & 2.3858 & 0.009645 \tabularnewline
12 & -0.221669 & -2.0316 & 0.022676 \tabularnewline
13 & -0.21436 & -1.9646 & 0.026381 \tabularnewline
14 & -0.2493 & -2.2849 & 0.012421 \tabularnewline
15 & 0.183337 & 1.6803 & 0.048306 \tabularnewline
16 & -0.011137 & -0.1021 & 0.459471 \tabularnewline
17 & -0.13356 & -1.2241 & 0.112169 \tabularnewline
18 & 0.069907 & 0.6407 & 0.261729 \tabularnewline
19 & -0.000158 & -0.0014 & 0.499424 \tabularnewline
20 & -0.001004 & -0.0092 & 0.49634 \tabularnewline
21 & 0.038469 & 0.3526 & 0.362647 \tabularnewline
22 & -0.105257 & -0.9647 & 0.168733 \tabularnewline
23 & 0.247591 & 2.2692 & 0.012909 \tabularnewline
24 & -0.029732 & -0.2725 & 0.392952 \tabularnewline
25 & -0.124852 & -1.1443 & 0.127878 \tabularnewline
26 & 0.071123 & 0.6518 & 0.258139 \tabularnewline
27 & 0.066956 & 0.6137 & 0.270548 \tabularnewline
28 & -0.02402 & -0.2201 & 0.413146 \tabularnewline
29 & -0.030346 & -0.2781 & 0.390799 \tabularnewline
30 & -0.023152 & -0.2122 & 0.416235 \tabularnewline
31 & -0.074878 & -0.6863 & 0.247217 \tabularnewline
32 & -0.023695 & -0.2172 & 0.414303 \tabularnewline
33 & 0.104643 & 0.9591 & 0.170138 \tabularnewline
34 & -0.093021 & -0.8525 & 0.198167 \tabularnewline
35 & 0.162028 & 1.485 & 0.070643 \tabularnewline
36 & 0.029025 & 0.266 & 0.395437 \tabularnewline
37 & -0.016145 & -0.148 & 0.441361 \tabularnewline
38 & -0.020659 & -0.1893 & 0.42514 \tabularnewline
39 & -0.053466 & -0.49 & 0.312697 \tabularnewline
40 & -0.060991 & -0.559 & 0.288827 \tabularnewline
41 & -0.067576 & -0.6193 & 0.268683 \tabularnewline
42 & 0.016676 & 0.1528 & 0.439444 \tabularnewline
43 & -0.03627 & -0.3324 & 0.370201 \tabularnewline
44 & -0.043512 & -0.3988 & 0.345527 \tabularnewline
45 & -0.023498 & -0.2154 & 0.415003 \tabularnewline
46 & 0.049883 & 0.4572 & 0.324358 \tabularnewline
47 & -0.071441 & -0.6548 & 0.257202 \tabularnewline
48 & -0.138735 & -1.2715 & 0.103526 \tabularnewline
49 & -0.072783 & -0.6671 & 0.253279 \tabularnewline
50 & -0.032923 & -0.3017 & 0.381795 \tabularnewline
51 & -0.017515 & -0.1605 & 0.436425 \tabularnewline
52 & -0.041482 & -0.3802 & 0.352383 \tabularnewline
53 & 0.02209 & 0.2025 & 0.420023 \tabularnewline
54 & -0.027296 & -0.2502 & 0.401533 \tabularnewline
55 & -0.018946 & -0.1736 & 0.431284 \tabularnewline
56 & 0.011803 & 0.1082 & 0.457055 \tabularnewline
57 & 0.004145 & 0.038 & 0.484891 \tabularnewline
58 & 0.034296 & 0.3143 & 0.377025 \tabularnewline
59 & -0.06962 & -0.6381 & 0.26258 \tabularnewline
60 & -0.00387 & -0.0355 & 0.485894 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32637&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]-0.451248[/C][C]-4.1358[/C][C]4.2e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.364115[/C][C]-3.3372[/C][C]0.000631[/C][/ROW]
[ROW][C]3[/C][C]0.086253[/C][C]0.7905[/C][C]0.215724[/C][/ROW]
[ROW][C]4[/C][C]-0.04973[/C][C]-0.4558[/C][C]0.324861[/C][/ROW]
[ROW][C]5[/C][C]0.138138[/C][C]1.2661[/C][C]0.104497[/C][/ROW]
[ROW][C]6[/C][C]-0.113895[/C][C]-1.0439[/C][C]0.149771[/C][/ROW]
[ROW][C]7[/C][C]-8e-06[/C][C]-1e-04[/C][C]0.499969[/C][/ROW]
[ROW][C]8[/C][C]-0.078974[/C][C]-0.7238[/C][C]0.235596[/C][/ROW]
[ROW][C]9[/C][C]-0.044326[/C][C]-0.4063[/C][C]0.342794[/C][/ROW]
[ROW][C]10[/C][C]-0.18279[/C][C]-1.6753[/C][C]0.048797[/C][/ROW]
[ROW][C]11[/C][C]0.260313[/C][C]2.3858[/C][C]0.009645[/C][/ROW]
[ROW][C]12[/C][C]-0.221669[/C][C]-2.0316[/C][C]0.022676[/C][/ROW]
[ROW][C]13[/C][C]-0.21436[/C][C]-1.9646[/C][C]0.026381[/C][/ROW]
[ROW][C]14[/C][C]-0.2493[/C][C]-2.2849[/C][C]0.012421[/C][/ROW]
[ROW][C]15[/C][C]0.183337[/C][C]1.6803[/C][C]0.048306[/C][/ROW]
[ROW][C]16[/C][C]-0.011137[/C][C]-0.1021[/C][C]0.459471[/C][/ROW]
[ROW][C]17[/C][C]-0.13356[/C][C]-1.2241[/C][C]0.112169[/C][/ROW]
[ROW][C]18[/C][C]0.069907[/C][C]0.6407[/C][C]0.261729[/C][/ROW]
[ROW][C]19[/C][C]-0.000158[/C][C]-0.0014[/C][C]0.499424[/C][/ROW]
[ROW][C]20[/C][C]-0.001004[/C][C]-0.0092[/C][C]0.49634[/C][/ROW]
[ROW][C]21[/C][C]0.038469[/C][C]0.3526[/C][C]0.362647[/C][/ROW]
[ROW][C]22[/C][C]-0.105257[/C][C]-0.9647[/C][C]0.168733[/C][/ROW]
[ROW][C]23[/C][C]0.247591[/C][C]2.2692[/C][C]0.012909[/C][/ROW]
[ROW][C]24[/C][C]-0.029732[/C][C]-0.2725[/C][C]0.392952[/C][/ROW]
[ROW][C]25[/C][C]-0.124852[/C][C]-1.1443[/C][C]0.127878[/C][/ROW]
[ROW][C]26[/C][C]0.071123[/C][C]0.6518[/C][C]0.258139[/C][/ROW]
[ROW][C]27[/C][C]0.066956[/C][C]0.6137[/C][C]0.270548[/C][/ROW]
[ROW][C]28[/C][C]-0.02402[/C][C]-0.2201[/C][C]0.413146[/C][/ROW]
[ROW][C]29[/C][C]-0.030346[/C][C]-0.2781[/C][C]0.390799[/C][/ROW]
[ROW][C]30[/C][C]-0.023152[/C][C]-0.2122[/C][C]0.416235[/C][/ROW]
[ROW][C]31[/C][C]-0.074878[/C][C]-0.6863[/C][C]0.247217[/C][/ROW]
[ROW][C]32[/C][C]-0.023695[/C][C]-0.2172[/C][C]0.414303[/C][/ROW]
[ROW][C]33[/C][C]0.104643[/C][C]0.9591[/C][C]0.170138[/C][/ROW]
[ROW][C]34[/C][C]-0.093021[/C][C]-0.8525[/C][C]0.198167[/C][/ROW]
[ROW][C]35[/C][C]0.162028[/C][C]1.485[/C][C]0.070643[/C][/ROW]
[ROW][C]36[/C][C]0.029025[/C][C]0.266[/C][C]0.395437[/C][/ROW]
[ROW][C]37[/C][C]-0.016145[/C][C]-0.148[/C][C]0.441361[/C][/ROW]
[ROW][C]38[/C][C]-0.020659[/C][C]-0.1893[/C][C]0.42514[/C][/ROW]
[ROW][C]39[/C][C]-0.053466[/C][C]-0.49[/C][C]0.312697[/C][/ROW]
[ROW][C]40[/C][C]-0.060991[/C][C]-0.559[/C][C]0.288827[/C][/ROW]
[ROW][C]41[/C][C]-0.067576[/C][C]-0.6193[/C][C]0.268683[/C][/ROW]
[ROW][C]42[/C][C]0.016676[/C][C]0.1528[/C][C]0.439444[/C][/ROW]
[ROW][C]43[/C][C]-0.03627[/C][C]-0.3324[/C][C]0.370201[/C][/ROW]
[ROW][C]44[/C][C]-0.043512[/C][C]-0.3988[/C][C]0.345527[/C][/ROW]
[ROW][C]45[/C][C]-0.023498[/C][C]-0.2154[/C][C]0.415003[/C][/ROW]
[ROW][C]46[/C][C]0.049883[/C][C]0.4572[/C][C]0.324358[/C][/ROW]
[ROW][C]47[/C][C]-0.071441[/C][C]-0.6548[/C][C]0.257202[/C][/ROW]
[ROW][C]48[/C][C]-0.138735[/C][C]-1.2715[/C][C]0.103526[/C][/ROW]
[ROW][C]49[/C][C]-0.072783[/C][C]-0.6671[/C][C]0.253279[/C][/ROW]
[ROW][C]50[/C][C]-0.032923[/C][C]-0.3017[/C][C]0.381795[/C][/ROW]
[ROW][C]51[/C][C]-0.017515[/C][C]-0.1605[/C][C]0.436425[/C][/ROW]
[ROW][C]52[/C][C]-0.041482[/C][C]-0.3802[/C][C]0.352383[/C][/ROW]
[ROW][C]53[/C][C]0.02209[/C][C]0.2025[/C][C]0.420023[/C][/ROW]
[ROW][C]54[/C][C]-0.027296[/C][C]-0.2502[/C][C]0.401533[/C][/ROW]
[ROW][C]55[/C][C]-0.018946[/C][C]-0.1736[/C][C]0.431284[/C][/ROW]
[ROW][C]56[/C][C]0.011803[/C][C]0.1082[/C][C]0.457055[/C][/ROW]
[ROW][C]57[/C][C]0.004145[/C][C]0.038[/C][C]0.484891[/C][/ROW]
[ROW][C]58[/C][C]0.034296[/C][C]0.3143[/C][C]0.377025[/C][/ROW]
[ROW][C]59[/C][C]-0.06962[/C][C]-0.6381[/C][C]0.26258[/C][/ROW]
[ROW][C]60[/C][C]-0.00387[/C][C]-0.0355[/C][C]0.485894[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32637&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32637&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	-0.451248	-4.1358	4.2e-05
2	-0.364115	-3.3372	0.000631
3	0.086253	0.7905	0.215724
4	-0.04973	-0.4558	0.324861
5	0.138138	1.2661	0.104497
6	-0.113895	-1.0439	0.149771
7	-8e-06	-1e-04	0.499969
8	-0.078974	-0.7238	0.235596
9	-0.044326	-0.4063	0.342794
10	-0.18279	-1.6753	0.048797
11	0.260313	2.3858	0.009645
12	-0.221669	-2.0316	0.022676
13	-0.21436	-1.9646	0.026381
14	-0.2493	-2.2849	0.012421
15	0.183337	1.6803	0.048306
16	-0.011137	-0.1021	0.459471
17	-0.13356	-1.2241	0.112169
18	0.069907	0.6407	0.261729
19	-0.000158	-0.0014	0.499424
20	-0.001004	-0.0092	0.49634
21	0.038469	0.3526	0.362647
22	-0.105257	-0.9647	0.168733
23	0.247591	2.2692	0.012909
24	-0.029732	-0.2725	0.392952
25	-0.124852	-1.1443	0.127878
26	0.071123	0.6518	0.258139
27	0.066956	0.6137	0.270548
28	-0.02402	-0.2201	0.413146
29	-0.030346	-0.2781	0.390799
30	-0.023152	-0.2122	0.416235
31	-0.074878	-0.6863	0.247217
32	-0.023695	-0.2172	0.414303
33	0.104643	0.9591	0.170138
34	-0.093021	-0.8525	0.198167
35	0.162028	1.485	0.070643
36	0.029025	0.266	0.395437
37	-0.016145	-0.148	0.441361
38	-0.020659	-0.1893	0.42514
39	-0.053466	-0.49	0.312697
40	-0.060991	-0.559	0.288827
41	-0.067576	-0.6193	0.268683
42	0.016676	0.1528	0.439444
43	-0.03627	-0.3324	0.370201
44	-0.043512	-0.3988	0.345527
45	-0.023498	-0.2154	0.415003
46	0.049883	0.4572	0.324358
47	-0.071441	-0.6548	0.257202
48	-0.138735	-1.2715	0.103526
49	-0.072783	-0.6671	0.253279
50	-0.032923	-0.3017	0.381795
51	-0.017515	-0.1605	0.436425
52	-0.041482	-0.3802	0.352383
53	0.02209	0.2025	0.420023
54	-0.027296	-0.2502	0.401533
55	-0.018946	-0.1736	0.431284
56	0.011803	0.1082	0.457055
57	0.004145	0.038	0.484891
58	0.034296	0.3143	0.377025
59	-0.06962	-0.6381	0.26258
60	-0.00387	-0.0355	0.485894

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = -0.9 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -0.9 ; 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