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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 07:13:00 -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/t12290913078gynk8z8ky2rhqt.htm/, Retrieved Mon, 20 May 2024 23:12:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32769, Retrieved Mon, 20 May 2024 23:12:31 +0000

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User-defined keywords

Estimated Impact

188

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

-     [Variance Reduction Matrix] [VRM - vaste rente...] [2008-12-12 10:51:08] [c5a66f1c8528a963efc2b82a8519f117]
- RM D  [Standard Deviation-Mean Plot] [SDMP inschrijving...] [2008-12-12 11:03:14] [c5a66f1c8528a963efc2b82a8519f117]
- RM      [Variance Reduction Matrix] [VRM - inschrijvin...] [2008-12-12 11:08:27] [c5a66f1c8528a963efc2b82a8519f117]
- RMP       [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 11:14:36] [c5a66f1c8528a963efc2b82a8519f117]
-   P         [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 14:06:23] [c5a66f1c8528a963efc2b82a8519f117]
-   P           [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 14:09:53] [c5a66f1c8528a963efc2b82a8519f117]
-   P               [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 14:13:00] [b4fc5040f26b33db57f84cfb8d1d2b82] [Current]
-   P                 [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 14:23:53] [c5a66f1c8528a963efc2b82a8519f117] 

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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	2 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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32769&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]2 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=32769&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32769&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.447812	-3.1025	0.001606
2	0.254752	1.765	0.041965
3	-0.230984	-1.6003	0.058046
4	-0.01852	-0.1283	0.44922
5	-0.079887	-0.5535	0.291253
6	0.056764	0.3933	0.34793
7	-0.045471	-0.315	0.377051
8	0.135024	0.9355	0.177114
9	0.092941	0.6439	0.261349
10	-0.058636	-0.4062	0.343186
11	-0.050147	-0.3474	0.364895
12	-0.094945	-0.6578	0.256906
13	-0.10746	-0.7445	0.2301
14	0.030222	0.2094	0.417518
15	-0.02828	-0.1959	0.422746
16	0.136789	0.9477	0.174014
17	-0.041888	-0.2902	0.386454
18	0.022351	0.1549	0.438792
19	0.01643	0.1138	0.454925
20	-0.121978	-0.8451	0.201126
21	0.19947	1.382	0.08669
22	-0.288589	-1.9994	0.025621
23	0.269999	1.8706	0.033752
24	-0.12767	-0.8845	0.190412
25	0.148657	1.0299	0.154103
26	-0.070952	-0.4916	0.312631
27	0.072857	0.5048	0.308015
28	-0.129058	-0.8941	0.187854
29	0.107697	0.7462	0.229608
30	-0.049722	-0.3445	0.365992
31	-0.060747	-0.4209	0.337866
32	0.05322	0.3687	0.356979
33	-0.084221	-0.5835	0.281144
34	0.034232	0.2372	0.406767
35	0.042863	0.297	0.383889
36	-0.067197	-0.4656	0.321821
37	0.041941	0.2906	0.386313
38	-0.119653	-0.829	0.20561
39	0.146734	1.0166	0.157219
40	-0.079557	-0.5512	0.292031
41	0.022839	0.1582	0.437469
42	-0.046361	-0.3212	0.374728
43	-0.000822	-0.0057	0.49774
44	0.054394	0.3769	0.353972
45	-0.003104	-0.0215	0.491467
46	0.000527	0.0037	0.49855
47	0.012957	0.0898	0.464423
48	NA	NA	NA
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 & -0.447812 & -3.1025 & 0.001606 \tabularnewline
2 & 0.254752 & 1.765 & 0.041965 \tabularnewline
3 & -0.230984 & -1.6003 & 0.058046 \tabularnewline
4 & -0.01852 & -0.1283 & 0.44922 \tabularnewline
5 & -0.079887 & -0.5535 & 0.291253 \tabularnewline
6 & 0.056764 & 0.3933 & 0.34793 \tabularnewline
7 & -0.045471 & -0.315 & 0.377051 \tabularnewline
8 & 0.135024 & 0.9355 & 0.177114 \tabularnewline
9 & 0.092941 & 0.6439 & 0.261349 \tabularnewline
10 & -0.058636 & -0.4062 & 0.343186 \tabularnewline
11 & -0.050147 & -0.3474 & 0.364895 \tabularnewline
12 & -0.094945 & -0.6578 & 0.256906 \tabularnewline
13 & -0.10746 & -0.7445 & 0.2301 \tabularnewline
14 & 0.030222 & 0.2094 & 0.417518 \tabularnewline
15 & -0.02828 & -0.1959 & 0.422746 \tabularnewline
16 & 0.136789 & 0.9477 & 0.174014 \tabularnewline
17 & -0.041888 & -0.2902 & 0.386454 \tabularnewline
18 & 0.022351 & 0.1549 & 0.438792 \tabularnewline
19 & 0.01643 & 0.1138 & 0.454925 \tabularnewline
20 & -0.121978 & -0.8451 & 0.201126 \tabularnewline
21 & 0.19947 & 1.382 & 0.08669 \tabularnewline
22 & -0.288589 & -1.9994 & 0.025621 \tabularnewline
23 & 0.269999 & 1.8706 & 0.033752 \tabularnewline
24 & -0.12767 & -0.8845 & 0.190412 \tabularnewline
25 & 0.148657 & 1.0299 & 0.154103 \tabularnewline
26 & -0.070952 & -0.4916 & 0.312631 \tabularnewline
27 & 0.072857 & 0.5048 & 0.308015 \tabularnewline
28 & -0.129058 & -0.8941 & 0.187854 \tabularnewline
29 & 0.107697 & 0.7462 & 0.229608 \tabularnewline
30 & -0.049722 & -0.3445 & 0.365992 \tabularnewline
31 & -0.060747 & -0.4209 & 0.337866 \tabularnewline
32 & 0.05322 & 0.3687 & 0.356979 \tabularnewline
33 & -0.084221 & -0.5835 & 0.281144 \tabularnewline
34 & 0.034232 & 0.2372 & 0.406767 \tabularnewline
35 & 0.042863 & 0.297 & 0.383889 \tabularnewline
36 & -0.067197 & -0.4656 & 0.321821 \tabularnewline
37 & 0.041941 & 0.2906 & 0.386313 \tabularnewline
38 & -0.119653 & -0.829 & 0.20561 \tabularnewline
39 & 0.146734 & 1.0166 & 0.157219 \tabularnewline
40 & -0.079557 & -0.5512 & 0.292031 \tabularnewline
41 & 0.022839 & 0.1582 & 0.437469 \tabularnewline
42 & -0.046361 & -0.3212 & 0.374728 \tabularnewline
43 & -0.000822 & -0.0057 & 0.49774 \tabularnewline
44 & 0.054394 & 0.3769 & 0.353972 \tabularnewline
45 & -0.003104 & -0.0215 & 0.491467 \tabularnewline
46 & 0.000527 & 0.0037 & 0.49855 \tabularnewline
47 & 0.012957 & 0.0898 & 0.464423 \tabularnewline
48 & NA & NA & NA \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=32769&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]-0.447812[/C][C]-3.1025[/C][C]0.001606[/C][/ROW]
[ROW][C]2[/C][C]0.254752[/C][C]1.765[/C][C]0.041965[/C][/ROW]
[ROW][C]3[/C][C]-0.230984[/C][C]-1.6003[/C][C]0.058046[/C][/ROW]
[ROW][C]4[/C][C]-0.01852[/C][C]-0.1283[/C][C]0.44922[/C][/ROW]
[ROW][C]5[/C][C]-0.079887[/C][C]-0.5535[/C][C]0.291253[/C][/ROW]
[ROW][C]6[/C][C]0.056764[/C][C]0.3933[/C][C]0.34793[/C][/ROW]
[ROW][C]7[/C][C]-0.045471[/C][C]-0.315[/C][C]0.377051[/C][/ROW]
[ROW][C]8[/C][C]0.135024[/C][C]0.9355[/C][C]0.177114[/C][/ROW]
[ROW][C]9[/C][C]0.092941[/C][C]0.6439[/C][C]0.261349[/C][/ROW]
[ROW][C]10[/C][C]-0.058636[/C][C]-0.4062[/C][C]0.343186[/C][/ROW]
[ROW][C]11[/C][C]-0.050147[/C][C]-0.3474[/C][C]0.364895[/C][/ROW]
[ROW][C]12[/C][C]-0.094945[/C][C]-0.6578[/C][C]0.256906[/C][/ROW]
[ROW][C]13[/C][C]-0.10746[/C][C]-0.7445[/C][C]0.2301[/C][/ROW]
[ROW][C]14[/C][C]0.030222[/C][C]0.2094[/C][C]0.417518[/C][/ROW]
[ROW][C]15[/C][C]-0.02828[/C][C]-0.1959[/C][C]0.422746[/C][/ROW]
[ROW][C]16[/C][C]0.136789[/C][C]0.9477[/C][C]0.174014[/C][/ROW]
[ROW][C]17[/C][C]-0.041888[/C][C]-0.2902[/C][C]0.386454[/C][/ROW]
[ROW][C]18[/C][C]0.022351[/C][C]0.1549[/C][C]0.438792[/C][/ROW]
[ROW][C]19[/C][C]0.01643[/C][C]0.1138[/C][C]0.454925[/C][/ROW]
[ROW][C]20[/C][C]-0.121978[/C][C]-0.8451[/C][C]0.201126[/C][/ROW]
[ROW][C]21[/C][C]0.19947[/C][C]1.382[/C][C]0.08669[/C][/ROW]
[ROW][C]22[/C][C]-0.288589[/C][C]-1.9994[/C][C]0.025621[/C][/ROW]
[ROW][C]23[/C][C]0.269999[/C][C]1.8706[/C][C]0.033752[/C][/ROW]
[ROW][C]24[/C][C]-0.12767[/C][C]-0.8845[/C][C]0.190412[/C][/ROW]
[ROW][C]25[/C][C]0.148657[/C][C]1.0299[/C][C]0.154103[/C][/ROW]
[ROW][C]26[/C][C]-0.070952[/C][C]-0.4916[/C][C]0.312631[/C][/ROW]
[ROW][C]27[/C][C]0.072857[/C][C]0.5048[/C][C]0.308015[/C][/ROW]
[ROW][C]28[/C][C]-0.129058[/C][C]-0.8941[/C][C]0.187854[/C][/ROW]
[ROW][C]29[/C][C]0.107697[/C][C]0.7462[/C][C]0.229608[/C][/ROW]
[ROW][C]30[/C][C]-0.049722[/C][C]-0.3445[/C][C]0.365992[/C][/ROW]
[ROW][C]31[/C][C]-0.060747[/C][C]-0.4209[/C][C]0.337866[/C][/ROW]
[ROW][C]32[/C][C]0.05322[/C][C]0.3687[/C][C]0.356979[/C][/ROW]
[ROW][C]33[/C][C]-0.084221[/C][C]-0.5835[/C][C]0.281144[/C][/ROW]
[ROW][C]34[/C][C]0.034232[/C][C]0.2372[/C][C]0.406767[/C][/ROW]
[ROW][C]35[/C][C]0.042863[/C][C]0.297[/C][C]0.383889[/C][/ROW]
[ROW][C]36[/C][C]-0.067197[/C][C]-0.4656[/C][C]0.321821[/C][/ROW]
[ROW][C]37[/C][C]0.041941[/C][C]0.2906[/C][C]0.386313[/C][/ROW]
[ROW][C]38[/C][C]-0.119653[/C][C]-0.829[/C][C]0.20561[/C][/ROW]
[ROW][C]39[/C][C]0.146734[/C][C]1.0166[/C][C]0.157219[/C][/ROW]
[ROW][C]40[/C][C]-0.079557[/C][C]-0.5512[/C][C]0.292031[/C][/ROW]
[ROW][C]41[/C][C]0.022839[/C][C]0.1582[/C][C]0.437469[/C][/ROW]
[ROW][C]42[/C][C]-0.046361[/C][C]-0.3212[/C][C]0.374728[/C][/ROW]
[ROW][C]43[/C][C]-0.000822[/C][C]-0.0057[/C][C]0.49774[/C][/ROW]
[ROW][C]44[/C][C]0.054394[/C][C]0.3769[/C][C]0.353972[/C][/ROW]
[ROW][C]45[/C][C]-0.003104[/C][C]-0.0215[/C][C]0.491467[/C][/ROW]
[ROW][C]46[/C][C]0.000527[/C][C]0.0037[/C][C]0.49855[/C][/ROW]
[ROW][C]47[/C][C]0.012957[/C][C]0.0898[/C][C]0.464423[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/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=32769&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32769&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	-0.447812	-3.1025	0.001606
2	0.254752	1.765	0.041965
3	-0.230984	-1.6003	0.058046
4	-0.01852	-0.1283	0.44922
5	-0.079887	-0.5535	0.291253
6	0.056764	0.3933	0.34793
7	-0.045471	-0.315	0.377051
8	0.135024	0.9355	0.177114
9	0.092941	0.6439	0.261349
10	-0.058636	-0.4062	0.343186
11	-0.050147	-0.3474	0.364895
12	-0.094945	-0.6578	0.256906
13	-0.10746	-0.7445	0.2301
14	0.030222	0.2094	0.417518
15	-0.02828	-0.1959	0.422746
16	0.136789	0.9477	0.174014
17	-0.041888	-0.2902	0.386454
18	0.022351	0.1549	0.438792
19	0.01643	0.1138	0.454925
20	-0.121978	-0.8451	0.201126
21	0.19947	1.382	0.08669
22	-0.288589	-1.9994	0.025621
23	0.269999	1.8706	0.033752
24	-0.12767	-0.8845	0.190412
25	0.148657	1.0299	0.154103
26	-0.070952	-0.4916	0.312631
27	0.072857	0.5048	0.308015
28	-0.129058	-0.8941	0.187854
29	0.107697	0.7462	0.229608
30	-0.049722	-0.3445	0.365992
31	-0.060747	-0.4209	0.337866
32	0.05322	0.3687	0.356979
33	-0.084221	-0.5835	0.281144
34	0.034232	0.2372	0.406767
35	0.042863	0.297	0.383889
36	-0.067197	-0.4656	0.321821
37	0.041941	0.2906	0.386313
38	-0.119653	-0.829	0.20561
39	0.146734	1.0166	0.157219
40	-0.079557	-0.5512	0.292031
41	0.022839	0.1582	0.437469
42	-0.046361	-0.3212	0.374728
43	-0.000822	-0.0057	0.49774
44	0.054394	0.3769	0.353972
45	-0.003104	-0.0215	0.491467
46	0.000527	0.0037	0.49855
47	0.012957	0.0898	0.464423
48	NA	NA	NA
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	-0.447812	-3.1025	0.001606
2	0.067816	0.4698	0.320298
3	-0.118463	-0.8207	0.207927
4	-0.217703	-1.5083	0.069017
5	-0.170433	-1.1808	0.121751
6	-0.041676	-0.2887	0.387013
7	-0.085547	-0.5927	0.278086
8	0.040396	0.2799	0.390389
9	0.220046	1.5245	0.06697
10	0.048419	0.3355	0.369371
11	-0.091599	-0.6346	0.264346
12	-0.088434	-0.6127	0.271487
13	-0.172184	-1.1929	0.119381
14	-0.142842	-0.9896	0.163656
15	-0.143395	-0.9935	0.162731
16	-0.003852	-0.0267	0.489409
17	-0.091218	-0.632	0.265201
18	-0.145336	-1.0069	0.159512
19	0.050878	0.3525	0.363006
20	-0.055894	-0.3872	0.350144
21	0.241978	1.6765	0.050074
22	-0.086078	-0.5964	0.276867
23	0.073178	0.507	0.30724
24	0.054365	0.3767	0.354046
25	-0.005463	-0.0378	0.484984
26	-0.001654	-0.0115	0.495451
27	0.022443	0.1555	0.438545
28	-0.068229	-0.4727	0.319282
29	-0.021057	-0.1459	0.442311
30	0.039583	0.2742	0.392539
31	-0.088302	-0.6118	0.271788
32	-0.071152	-0.493	0.312145
33	-0.083072	-0.5755	0.283808
34	-0.060662	-0.4203	0.338079
35	0.005831	0.0404	0.48397
36	-0.005277	-0.0366	0.485494
37	-0.027518	-0.1907	0.424802
38	-0.113921	-0.7893	0.216919
39	0.095814	0.6638	0.254991
40	0.088034	0.6099	0.272397
41	-0.024417	-0.1692	0.43319
42	-0.099502	-0.6894	0.246955
43	-0.042075	-0.2915	0.385961
44	-0.100635	-0.6972	0.244514
45	-0.052163	-0.3614	0.359694
46	-0.098775	-0.6843	0.248527
47	-0.013334	-0.0924	0.463389
48	NA	NA	NA
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 & -0.447812 & -3.1025 & 0.001606 \tabularnewline
2 & 0.067816 & 0.4698 & 0.320298 \tabularnewline
3 & -0.118463 & -0.8207 & 0.207927 \tabularnewline
4 & -0.217703 & -1.5083 & 0.069017 \tabularnewline
5 & -0.170433 & -1.1808 & 0.121751 \tabularnewline
6 & -0.041676 & -0.2887 & 0.387013 \tabularnewline
7 & -0.085547 & -0.5927 & 0.278086 \tabularnewline
8 & 0.040396 & 0.2799 & 0.390389 \tabularnewline
9 & 0.220046 & 1.5245 & 0.06697 \tabularnewline
10 & 0.048419 & 0.3355 & 0.369371 \tabularnewline
11 & -0.091599 & -0.6346 & 0.264346 \tabularnewline
12 & -0.088434 & -0.6127 & 0.271487 \tabularnewline
13 & -0.172184 & -1.1929 & 0.119381 \tabularnewline
14 & -0.142842 & -0.9896 & 0.163656 \tabularnewline
15 & -0.143395 & -0.9935 & 0.162731 \tabularnewline
16 & -0.003852 & -0.0267 & 0.489409 \tabularnewline
17 & -0.091218 & -0.632 & 0.265201 \tabularnewline
18 & -0.145336 & -1.0069 & 0.159512 \tabularnewline
19 & 0.050878 & 0.3525 & 0.363006 \tabularnewline
20 & -0.055894 & -0.3872 & 0.350144 \tabularnewline
21 & 0.241978 & 1.6765 & 0.050074 \tabularnewline
22 & -0.086078 & -0.5964 & 0.276867 \tabularnewline
23 & 0.073178 & 0.507 & 0.30724 \tabularnewline
24 & 0.054365 & 0.3767 & 0.354046 \tabularnewline
25 & -0.005463 & -0.0378 & 0.484984 \tabularnewline
26 & -0.001654 & -0.0115 & 0.495451 \tabularnewline
27 & 0.022443 & 0.1555 & 0.438545 \tabularnewline
28 & -0.068229 & -0.4727 & 0.319282 \tabularnewline
29 & -0.021057 & -0.1459 & 0.442311 \tabularnewline
30 & 0.039583 & 0.2742 & 0.392539 \tabularnewline
31 & -0.088302 & -0.6118 & 0.271788 \tabularnewline
32 & -0.071152 & -0.493 & 0.312145 \tabularnewline
33 & -0.083072 & -0.5755 & 0.283808 \tabularnewline
34 & -0.060662 & -0.4203 & 0.338079 \tabularnewline
35 & 0.005831 & 0.0404 & 0.48397 \tabularnewline
36 & -0.005277 & -0.0366 & 0.485494 \tabularnewline
37 & -0.027518 & -0.1907 & 0.424802 \tabularnewline
38 & -0.113921 & -0.7893 & 0.216919 \tabularnewline
39 & 0.095814 & 0.6638 & 0.254991 \tabularnewline
40 & 0.088034 & 0.6099 & 0.272397 \tabularnewline
41 & -0.024417 & -0.1692 & 0.43319 \tabularnewline
42 & -0.099502 & -0.6894 & 0.246955 \tabularnewline
43 & -0.042075 & -0.2915 & 0.385961 \tabularnewline
44 & -0.100635 & -0.6972 & 0.244514 \tabularnewline
45 & -0.052163 & -0.3614 & 0.359694 \tabularnewline
46 & -0.098775 & -0.6843 & 0.248527 \tabularnewline
47 & -0.013334 & -0.0924 & 0.463389 \tabularnewline
48 & NA & NA & NA \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=32769&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]-0.447812[/C][C]-3.1025[/C][C]0.001606[/C][/ROW]
[ROW][C]2[/C][C]0.067816[/C][C]0.4698[/C][C]0.320298[/C][/ROW]
[ROW][C]3[/C][C]-0.118463[/C][C]-0.8207[/C][C]0.207927[/C][/ROW]
[ROW][C]4[/C][C]-0.217703[/C][C]-1.5083[/C][C]0.069017[/C][/ROW]
[ROW][C]5[/C][C]-0.170433[/C][C]-1.1808[/C][C]0.121751[/C][/ROW]
[ROW][C]6[/C][C]-0.041676[/C][C]-0.2887[/C][C]0.387013[/C][/ROW]
[ROW][C]7[/C][C]-0.085547[/C][C]-0.5927[/C][C]0.278086[/C][/ROW]
[ROW][C]8[/C][C]0.040396[/C][C]0.2799[/C][C]0.390389[/C][/ROW]
[ROW][C]9[/C][C]0.220046[/C][C]1.5245[/C][C]0.06697[/C][/ROW]
[ROW][C]10[/C][C]0.048419[/C][C]0.3355[/C][C]0.369371[/C][/ROW]
[ROW][C]11[/C][C]-0.091599[/C][C]-0.6346[/C][C]0.264346[/C][/ROW]
[ROW][C]12[/C][C]-0.088434[/C][C]-0.6127[/C][C]0.271487[/C][/ROW]
[ROW][C]13[/C][C]-0.172184[/C][C]-1.1929[/C][C]0.119381[/C][/ROW]
[ROW][C]14[/C][C]-0.142842[/C][C]-0.9896[/C][C]0.163656[/C][/ROW]
[ROW][C]15[/C][C]-0.143395[/C][C]-0.9935[/C][C]0.162731[/C][/ROW]
[ROW][C]16[/C][C]-0.003852[/C][C]-0.0267[/C][C]0.489409[/C][/ROW]
[ROW][C]17[/C][C]-0.091218[/C][C]-0.632[/C][C]0.265201[/C][/ROW]
[ROW][C]18[/C][C]-0.145336[/C][C]-1.0069[/C][C]0.159512[/C][/ROW]
[ROW][C]19[/C][C]0.050878[/C][C]0.3525[/C][C]0.363006[/C][/ROW]
[ROW][C]20[/C][C]-0.055894[/C][C]-0.3872[/C][C]0.350144[/C][/ROW]
[ROW][C]21[/C][C]0.241978[/C][C]1.6765[/C][C]0.050074[/C][/ROW]
[ROW][C]22[/C][C]-0.086078[/C][C]-0.5964[/C][C]0.276867[/C][/ROW]
[ROW][C]23[/C][C]0.073178[/C][C]0.507[/C][C]0.30724[/C][/ROW]
[ROW][C]24[/C][C]0.054365[/C][C]0.3767[/C][C]0.354046[/C][/ROW]
[ROW][C]25[/C][C]-0.005463[/C][C]-0.0378[/C][C]0.484984[/C][/ROW]
[ROW][C]26[/C][C]-0.001654[/C][C]-0.0115[/C][C]0.495451[/C][/ROW]
[ROW][C]27[/C][C]0.022443[/C][C]0.1555[/C][C]0.438545[/C][/ROW]
[ROW][C]28[/C][C]-0.068229[/C][C]-0.4727[/C][C]0.319282[/C][/ROW]
[ROW][C]29[/C][C]-0.021057[/C][C]-0.1459[/C][C]0.442311[/C][/ROW]
[ROW][C]30[/C][C]0.039583[/C][C]0.2742[/C][C]0.392539[/C][/ROW]
[ROW][C]31[/C][C]-0.088302[/C][C]-0.6118[/C][C]0.271788[/C][/ROW]
[ROW][C]32[/C][C]-0.071152[/C][C]-0.493[/C][C]0.312145[/C][/ROW]
[ROW][C]33[/C][C]-0.083072[/C][C]-0.5755[/C][C]0.283808[/C][/ROW]
[ROW][C]34[/C][C]-0.060662[/C][C]-0.4203[/C][C]0.338079[/C][/ROW]
[ROW][C]35[/C][C]0.005831[/C][C]0.0404[/C][C]0.48397[/C][/ROW]
[ROW][C]36[/C][C]-0.005277[/C][C]-0.0366[/C][C]0.485494[/C][/ROW]
[ROW][C]37[/C][C]-0.027518[/C][C]-0.1907[/C][C]0.424802[/C][/ROW]
[ROW][C]38[/C][C]-0.113921[/C][C]-0.7893[/C][C]0.216919[/C][/ROW]
[ROW][C]39[/C][C]0.095814[/C][C]0.6638[/C][C]0.254991[/C][/ROW]
[ROW][C]40[/C][C]0.088034[/C][C]0.6099[/C][C]0.272397[/C][/ROW]
[ROW][C]41[/C][C]-0.024417[/C][C]-0.1692[/C][C]0.43319[/C][/ROW]
[ROW][C]42[/C][C]-0.099502[/C][C]-0.6894[/C][C]0.246955[/C][/ROW]
[ROW][C]43[/C][C]-0.042075[/C][C]-0.2915[/C][C]0.385961[/C][/ROW]
[ROW][C]44[/C][C]-0.100635[/C][C]-0.6972[/C][C]0.244514[/C][/ROW]
[ROW][C]45[/C][C]-0.052163[/C][C]-0.3614[/C][C]0.359694[/C][/ROW]
[ROW][C]46[/C][C]-0.098775[/C][C]-0.6843[/C][C]0.248527[/C][/ROW]
[ROW][C]47[/C][C]-0.013334[/C][C]-0.0924[/C][C]0.463389[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/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=32769&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32769&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	-0.447812	-3.1025	0.001606
2	0.067816	0.4698	0.320298
3	-0.118463	-0.8207	0.207927
4	-0.217703	-1.5083	0.069017
5	-0.170433	-1.1808	0.121751
6	-0.041676	-0.2887	0.387013
7	-0.085547	-0.5927	0.278086
8	0.040396	0.2799	0.390389
9	0.220046	1.5245	0.06697
10	0.048419	0.3355	0.369371
11	-0.091599	-0.6346	0.264346
12	-0.088434	-0.6127	0.271487
13	-0.172184	-1.1929	0.119381
14	-0.142842	-0.9896	0.163656
15	-0.143395	-0.9935	0.162731
16	-0.003852	-0.0267	0.489409
17	-0.091218	-0.632	0.265201
18	-0.145336	-1.0069	0.159512
19	0.050878	0.3525	0.363006
20	-0.055894	-0.3872	0.350144
21	0.241978	1.6765	0.050074
22	-0.086078	-0.5964	0.276867
23	0.073178	0.507	0.30724
24	0.054365	0.3767	0.354046
25	-0.005463	-0.0378	0.484984
26	-0.001654	-0.0115	0.495451
27	0.022443	0.1555	0.438545
28	-0.068229	-0.4727	0.319282
29	-0.021057	-0.1459	0.442311
30	0.039583	0.2742	0.392539
31	-0.088302	-0.6118	0.271788
32	-0.071152	-0.493	0.312145
33	-0.083072	-0.5755	0.283808
34	-0.060662	-0.4203	0.338079
35	0.005831	0.0404	0.48397
36	-0.005277	-0.0366	0.485494
37	-0.027518	-0.1907	0.424802
38	-0.113921	-0.7893	0.216919
39	0.095814	0.6638	0.254991
40	0.088034	0.6099	0.272397
41	-0.024417	-0.1692	0.43319
42	-0.099502	-0.6894	0.246955
43	-0.042075	-0.2915	0.385961
44	-0.100635	-0.6972	0.244514
45	-0.052163	-0.3614	0.359694
46	-0.098775	-0.6843	0.248527
47	-0.013334	-0.0924	0.463389
48	NA	NA	NA
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 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; 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