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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 07:48:12 -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/t1229093346bg6dl2gpu1swbza.htm/, Retrieved Fri, 17 May 2024 17:23:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32808, Retrieved Fri, 17 May 2024 17:23:43 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

155

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

-       [(Partial) Autocorrelation Function] [pacf onder de 25 ...] [2008-12-12 14:48:12] [f24298b2e4c2a19d76cf4460ec5d2246] [Current]

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Dataseries X:

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Histogram

Boxplots

21,1
21,0
20,4
19,5
18,6
18,8
23,7
24,8
25,0
23,6
22,3
21,8
20,8
19,7
18,3
17,4
17,0
18,1
23,9
25,6
25,3
23,6
21,9
21,4
20,6
20,5
20,2
20,6
19,7
19,3
22,8
23,5
23,8
22,6
22,0
21,7
20,7
20,2
19,1
19,5
18,7
18,6
22,2
23,2
23,5
21,3
20,0
18,7
18,9
18,3
18,4
19,9
19,2
18,5
20,9
20,5
19,4
18,1
17,0
17,0
17,3
16,7
15,5
15,3
13,7
14,1
17,3
18,1

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=32808&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=32808&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32808&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	-0.049937	-0.367	0.357541
2	-0.103111	-0.7577	0.225961
3	-0.28118	-2.0662	0.021808
4	-0.153505	-1.128	0.132148
5	-0.150588	-1.1066	0.136689
6	0.096717	0.7107	0.240156
7	0.103405	0.7599	0.225319
8	0.063536	0.4669	0.321228
9	0.239993	1.7636	0.04173
10	-0.090748	-0.6669	0.25385
11	0.039253	0.2884	0.387054
12	-0.20937	-1.5385	0.064877
13	-0.148128	-1.0885	0.140601
14	-0.096705	-0.7106	0.240186
15	0.198147	1.4561	0.07558
16	0.005789	0.0425	0.483112
17	0.161199	1.1846	0.120688
18	0.090093	0.662	0.255378
19	-0.10318	-0.7582	0.225809
20	-0.074323	-0.5462	0.293601
21	-0.112851	-0.8293	0.205297
22	-0.052145	-0.3832	0.351542
23	0.03267	0.2401	0.405591
24	0.083046	0.6103	0.272125
25	0.067715	0.4976	0.310393
26	0.078075	0.5737	0.284267
27	0.022718	0.1669	0.434019
28	-0.102711	-0.7548	0.226833
29	-0.069643	-0.5118	0.30545
30	-0.123928	-0.9107	0.183256
31	-0.006525	-0.0479	0.480967
32	0.070152	0.5155	0.304151
33	0.099071	0.728	0.234873
34	0.206343	1.5163	0.067637
35	0.021723	0.1596	0.436885
36	-0.17145	-1.2599	0.106563
37	-0.223003	-1.6387	0.053542
38	0.007266	0.0534	0.478809
39	0.053391	0.3923	0.348175
40	0.058531	0.4301	0.334413
41	0.019471	0.1431	0.443379
42	0.047873	0.3518	0.363182
43	0.006196	0.0455	0.481925
44	0.008924	0.0656	0.473978
45	-0.060617	-0.4454	0.328891
46	-0.07735	-0.5684	0.286057
47	-0.057907	-0.4255	0.336072
48	0.068322	0.5021	0.308833
49	0.071926	0.5285	0.299643
50	0.035189	0.2586	0.398468
51	-0.016742	-0.123	0.451272
52	-0.026462	-0.1945	0.423275
53	0.005375	0.0395	0.484321
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 & -0.049937 & -0.367 & 0.357541 \tabularnewline
2 & -0.103111 & -0.7577 & 0.225961 \tabularnewline
3 & -0.28118 & -2.0662 & 0.021808 \tabularnewline
4 & -0.153505 & -1.128 & 0.132148 \tabularnewline
5 & -0.150588 & -1.1066 & 0.136689 \tabularnewline
6 & 0.096717 & 0.7107 & 0.240156 \tabularnewline
7 & 0.103405 & 0.7599 & 0.225319 \tabularnewline
8 & 0.063536 & 0.4669 & 0.321228 \tabularnewline
9 & 0.239993 & 1.7636 & 0.04173 \tabularnewline
10 & -0.090748 & -0.6669 & 0.25385 \tabularnewline
11 & 0.039253 & 0.2884 & 0.387054 \tabularnewline
12 & -0.20937 & -1.5385 & 0.064877 \tabularnewline
13 & -0.148128 & -1.0885 & 0.140601 \tabularnewline
14 & -0.096705 & -0.7106 & 0.240186 \tabularnewline
15 & 0.198147 & 1.4561 & 0.07558 \tabularnewline
16 & 0.005789 & 0.0425 & 0.483112 \tabularnewline
17 & 0.161199 & 1.1846 & 0.120688 \tabularnewline
18 & 0.090093 & 0.662 & 0.255378 \tabularnewline
19 & -0.10318 & -0.7582 & 0.225809 \tabularnewline
20 & -0.074323 & -0.5462 & 0.293601 \tabularnewline
21 & -0.112851 & -0.8293 & 0.205297 \tabularnewline
22 & -0.052145 & -0.3832 & 0.351542 \tabularnewline
23 & 0.03267 & 0.2401 & 0.405591 \tabularnewline
24 & 0.083046 & 0.6103 & 0.272125 \tabularnewline
25 & 0.067715 & 0.4976 & 0.310393 \tabularnewline
26 & 0.078075 & 0.5737 & 0.284267 \tabularnewline
27 & 0.022718 & 0.1669 & 0.434019 \tabularnewline
28 & -0.102711 & -0.7548 & 0.226833 \tabularnewline
29 & -0.069643 & -0.5118 & 0.30545 \tabularnewline
30 & -0.123928 & -0.9107 & 0.183256 \tabularnewline
31 & -0.006525 & -0.0479 & 0.480967 \tabularnewline
32 & 0.070152 & 0.5155 & 0.304151 \tabularnewline
33 & 0.099071 & 0.728 & 0.234873 \tabularnewline
34 & 0.206343 & 1.5163 & 0.067637 \tabularnewline
35 & 0.021723 & 0.1596 & 0.436885 \tabularnewline
36 & -0.17145 & -1.2599 & 0.106563 \tabularnewline
37 & -0.223003 & -1.6387 & 0.053542 \tabularnewline
38 & 0.007266 & 0.0534 & 0.478809 \tabularnewline
39 & 0.053391 & 0.3923 & 0.348175 \tabularnewline
40 & 0.058531 & 0.4301 & 0.334413 \tabularnewline
41 & 0.019471 & 0.1431 & 0.443379 \tabularnewline
42 & 0.047873 & 0.3518 & 0.363182 \tabularnewline
43 & 0.006196 & 0.0455 & 0.481925 \tabularnewline
44 & 0.008924 & 0.0656 & 0.473978 \tabularnewline
45 & -0.060617 & -0.4454 & 0.328891 \tabularnewline
46 & -0.07735 & -0.5684 & 0.286057 \tabularnewline
47 & -0.057907 & -0.4255 & 0.336072 \tabularnewline
48 & 0.068322 & 0.5021 & 0.308833 \tabularnewline
49 & 0.071926 & 0.5285 & 0.299643 \tabularnewline
50 & 0.035189 & 0.2586 & 0.398468 \tabularnewline
51 & -0.016742 & -0.123 & 0.451272 \tabularnewline
52 & -0.026462 & -0.1945 & 0.423275 \tabularnewline
53 & 0.005375 & 0.0395 & 0.484321 \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=32808&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]-0.049937[/C][C]-0.367[/C][C]0.357541[/C][/ROW]
[ROW][C]2[/C][C]-0.103111[/C][C]-0.7577[/C][C]0.225961[/C][/ROW]
[ROW][C]3[/C][C]-0.28118[/C][C]-2.0662[/C][C]0.021808[/C][/ROW]
[ROW][C]4[/C][C]-0.153505[/C][C]-1.128[/C][C]0.132148[/C][/ROW]
[ROW][C]5[/C][C]-0.150588[/C][C]-1.1066[/C][C]0.136689[/C][/ROW]
[ROW][C]6[/C][C]0.096717[/C][C]0.7107[/C][C]0.240156[/C][/ROW]
[ROW][C]7[/C][C]0.103405[/C][C]0.7599[/C][C]0.225319[/C][/ROW]
[ROW][C]8[/C][C]0.063536[/C][C]0.4669[/C][C]0.321228[/C][/ROW]
[ROW][C]9[/C][C]0.239993[/C][C]1.7636[/C][C]0.04173[/C][/ROW]
[ROW][C]10[/C][C]-0.090748[/C][C]-0.6669[/C][C]0.25385[/C][/ROW]
[ROW][C]11[/C][C]0.039253[/C][C]0.2884[/C][C]0.387054[/C][/ROW]
[ROW][C]12[/C][C]-0.20937[/C][C]-1.5385[/C][C]0.064877[/C][/ROW]
[ROW][C]13[/C][C]-0.148128[/C][C]-1.0885[/C][C]0.140601[/C][/ROW]
[ROW][C]14[/C][C]-0.096705[/C][C]-0.7106[/C][C]0.240186[/C][/ROW]
[ROW][C]15[/C][C]0.198147[/C][C]1.4561[/C][C]0.07558[/C][/ROW]
[ROW][C]16[/C][C]0.005789[/C][C]0.0425[/C][C]0.483112[/C][/ROW]
[ROW][C]17[/C][C]0.161199[/C][C]1.1846[/C][C]0.120688[/C][/ROW]
[ROW][C]18[/C][C]0.090093[/C][C]0.662[/C][C]0.255378[/C][/ROW]
[ROW][C]19[/C][C]-0.10318[/C][C]-0.7582[/C][C]0.225809[/C][/ROW]
[ROW][C]20[/C][C]-0.074323[/C][C]-0.5462[/C][C]0.293601[/C][/ROW]
[ROW][C]21[/C][C]-0.112851[/C][C]-0.8293[/C][C]0.205297[/C][/ROW]
[ROW][C]22[/C][C]-0.052145[/C][C]-0.3832[/C][C]0.351542[/C][/ROW]
[ROW][C]23[/C][C]0.03267[/C][C]0.2401[/C][C]0.405591[/C][/ROW]
[ROW][C]24[/C][C]0.083046[/C][C]0.6103[/C][C]0.272125[/C][/ROW]
[ROW][C]25[/C][C]0.067715[/C][C]0.4976[/C][C]0.310393[/C][/ROW]
[ROW][C]26[/C][C]0.078075[/C][C]0.5737[/C][C]0.284267[/C][/ROW]
[ROW][C]27[/C][C]0.022718[/C][C]0.1669[/C][C]0.434019[/C][/ROW]
[ROW][C]28[/C][C]-0.102711[/C][C]-0.7548[/C][C]0.226833[/C][/ROW]
[ROW][C]29[/C][C]-0.069643[/C][C]-0.5118[/C][C]0.30545[/C][/ROW]
[ROW][C]30[/C][C]-0.123928[/C][C]-0.9107[/C][C]0.183256[/C][/ROW]
[ROW][C]31[/C][C]-0.006525[/C][C]-0.0479[/C][C]0.480967[/C][/ROW]
[ROW][C]32[/C][C]0.070152[/C][C]0.5155[/C][C]0.304151[/C][/ROW]
[ROW][C]33[/C][C]0.099071[/C][C]0.728[/C][C]0.234873[/C][/ROW]
[ROW][C]34[/C][C]0.206343[/C][C]1.5163[/C][C]0.067637[/C][/ROW]
[ROW][C]35[/C][C]0.021723[/C][C]0.1596[/C][C]0.436885[/C][/ROW]
[ROW][C]36[/C][C]-0.17145[/C][C]-1.2599[/C][C]0.106563[/C][/ROW]
[ROW][C]37[/C][C]-0.223003[/C][C]-1.6387[/C][C]0.053542[/C][/ROW]
[ROW][C]38[/C][C]0.007266[/C][C]0.0534[/C][C]0.478809[/C][/ROW]
[ROW][C]39[/C][C]0.053391[/C][C]0.3923[/C][C]0.348175[/C][/ROW]
[ROW][C]40[/C][C]0.058531[/C][C]0.4301[/C][C]0.334413[/C][/ROW]
[ROW][C]41[/C][C]0.019471[/C][C]0.1431[/C][C]0.443379[/C][/ROW]
[ROW][C]42[/C][C]0.047873[/C][C]0.3518[/C][C]0.363182[/C][/ROW]
[ROW][C]43[/C][C]0.006196[/C][C]0.0455[/C][C]0.481925[/C][/ROW]
[ROW][C]44[/C][C]0.008924[/C][C]0.0656[/C][C]0.473978[/C][/ROW]
[ROW][C]45[/C][C]-0.060617[/C][C]-0.4454[/C][C]0.328891[/C][/ROW]
[ROW][C]46[/C][C]-0.07735[/C][C]-0.5684[/C][C]0.286057[/C][/ROW]
[ROW][C]47[/C][C]-0.057907[/C][C]-0.4255[/C][C]0.336072[/C][/ROW]
[ROW][C]48[/C][C]0.068322[/C][C]0.5021[/C][C]0.308833[/C][/ROW]
[ROW][C]49[/C][C]0.071926[/C][C]0.5285[/C][C]0.299643[/C][/ROW]
[ROW][C]50[/C][C]0.035189[/C][C]0.2586[/C][C]0.398468[/C][/ROW]
[ROW][C]51[/C][C]-0.016742[/C][C]-0.123[/C][C]0.451272[/C][/ROW]
[ROW][C]52[/C][C]-0.026462[/C][C]-0.1945[/C][C]0.423275[/C][/ROW]
[ROW][C]53[/C][C]0.005375[/C][C]0.0395[/C][C]0.484321[/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=32808&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32808&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	-0.049937	-0.367	0.357541
2	-0.103111	-0.7577	0.225961
3	-0.28118	-2.0662	0.021808
4	-0.153505	-1.128	0.132148
5	-0.150588	-1.1066	0.136689
6	0.096717	0.7107	0.240156
7	0.103405	0.7599	0.225319
8	0.063536	0.4669	0.321228
9	0.239993	1.7636	0.04173
10	-0.090748	-0.6669	0.25385
11	0.039253	0.2884	0.387054
12	-0.20937	-1.5385	0.064877
13	-0.148128	-1.0885	0.140601
14	-0.096705	-0.7106	0.240186
15	0.198147	1.4561	0.07558
16	0.005789	0.0425	0.483112
17	0.161199	1.1846	0.120688
18	0.090093	0.662	0.255378
19	-0.10318	-0.7582	0.225809
20	-0.074323	-0.5462	0.293601
21	-0.112851	-0.8293	0.205297
22	-0.052145	-0.3832	0.351542
23	0.03267	0.2401	0.405591
24	0.083046	0.6103	0.272125
25	0.067715	0.4976	0.310393
26	0.078075	0.5737	0.284267
27	0.022718	0.1669	0.434019
28	-0.102711	-0.7548	0.226833
29	-0.069643	-0.5118	0.30545
30	-0.123928	-0.9107	0.183256
31	-0.006525	-0.0479	0.480967
32	0.070152	0.5155	0.304151
33	0.099071	0.728	0.234873
34	0.206343	1.5163	0.067637
35	0.021723	0.1596	0.436885
36	-0.17145	-1.2599	0.106563
37	-0.223003	-1.6387	0.053542
38	0.007266	0.0534	0.478809
39	0.053391	0.3923	0.348175
40	0.058531	0.4301	0.334413
41	0.019471	0.1431	0.443379
42	0.047873	0.3518	0.363182
43	0.006196	0.0455	0.481925
44	0.008924	0.0656	0.473978
45	-0.060617	-0.4454	0.328891
46	-0.07735	-0.5684	0.286057
47	-0.057907	-0.4255	0.336072
48	0.068322	0.5021	0.308833
49	0.071926	0.5285	0.299643
50	0.035189	0.2586	0.398468
51	-0.016742	-0.123	0.451272
52	-0.026462	-0.1945	0.423275
53	0.005375	0.0395	0.484321
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	-0.049937	-0.367	0.357541
2	-0.105868	-0.778	0.219991
3	-0.296211	-2.1767	0.016947
4	-0.228105	-1.6762	0.049738
5	-0.30532	-2.2436	0.01449
6	-0.155384	-1.1418	0.12928
7	-0.144506	-1.0619	0.146504
8	-0.182924	-1.3442	0.09225
9	0.154907	1.1383	0.130004
10	-0.063407	-0.4659	0.321565
11	0.175117	1.2868	0.101819
12	-0.011128	-0.0818	0.467563
13	-0.102546	-0.7536	0.227196
14	-0.081213	-0.5968	0.276571
15	0.0108	0.0794	0.468518
16	-0.171304	-1.2588	0.106755
17	-0.010284	-0.0756	0.470019
18	0.017802	0.1308	0.448202
19	-0.046476	-0.3415	0.367015
20	0.004645	0.0341	0.486448
21	-0.016898	-0.1242	0.450819
22	-0.025519	-0.1875	0.425975
23	0.04081	0.2999	0.382707
24	-0.08275	-0.6081	0.272839
25	0.04433	0.3258	0.372932
26	-0.047991	-0.3527	0.362857
27	0.055516	0.408	0.34246
28	-0.008743	-0.0643	0.474504
29	-0.020769	-0.1526	0.439633
30	-0.081506	-0.5989	0.275857
31	-0.032651	-0.2399	0.405644
32	-0.084135	-0.6183	0.269499
33	-0.053574	-0.3937	0.347681
34	0.184369	1.3548	0.090557
35	0.08715	0.6404	0.262305
36	-0.044189	-0.3247	0.373323
37	-0.069962	-0.5141	0.304635
38	0.009741	0.0716	0.471599
39	0.106177	0.7802	0.219329
40	-0.099817	-0.7335	0.233213
41	-0.112375	-0.8258	0.206281
42	-0.077662	-0.5707	0.285287
43	-0.13174	-0.9681	0.168658
44	-0.051776	-0.3805	0.352542
45	-0.093095	-0.6841	0.248417
46	-0.055377	-0.4069	0.342833
47	-0.029886	-0.2196	0.413499
48	0.070043	0.5147	0.304428
49	-0.054569	-0.401	0.345002
50	-0.027975	-0.2056	0.41895
51	-0.052303	-0.3843	0.351115
52	-0.074217	-0.5454	0.293869
53	-0.036398	-0.2675	0.395064
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 & -0.049937 & -0.367 & 0.357541 \tabularnewline
2 & -0.105868 & -0.778 & 0.219991 \tabularnewline
3 & -0.296211 & -2.1767 & 0.016947 \tabularnewline
4 & -0.228105 & -1.6762 & 0.049738 \tabularnewline
5 & -0.30532 & -2.2436 & 0.01449 \tabularnewline
6 & -0.155384 & -1.1418 & 0.12928 \tabularnewline
7 & -0.144506 & -1.0619 & 0.146504 \tabularnewline
8 & -0.182924 & -1.3442 & 0.09225 \tabularnewline
9 & 0.154907 & 1.1383 & 0.130004 \tabularnewline
10 & -0.063407 & -0.4659 & 0.321565 \tabularnewline
11 & 0.175117 & 1.2868 & 0.101819 \tabularnewline
12 & -0.011128 & -0.0818 & 0.467563 \tabularnewline
13 & -0.102546 & -0.7536 & 0.227196 \tabularnewline
14 & -0.081213 & -0.5968 & 0.276571 \tabularnewline
15 & 0.0108 & 0.0794 & 0.468518 \tabularnewline
16 & -0.171304 & -1.2588 & 0.106755 \tabularnewline
17 & -0.010284 & -0.0756 & 0.470019 \tabularnewline
18 & 0.017802 & 0.1308 & 0.448202 \tabularnewline
19 & -0.046476 & -0.3415 & 0.367015 \tabularnewline
20 & 0.004645 & 0.0341 & 0.486448 \tabularnewline
21 & -0.016898 & -0.1242 & 0.450819 \tabularnewline
22 & -0.025519 & -0.1875 & 0.425975 \tabularnewline
23 & 0.04081 & 0.2999 & 0.382707 \tabularnewline
24 & -0.08275 & -0.6081 & 0.272839 \tabularnewline
25 & 0.04433 & 0.3258 & 0.372932 \tabularnewline
26 & -0.047991 & -0.3527 & 0.362857 \tabularnewline
27 & 0.055516 & 0.408 & 0.34246 \tabularnewline
28 & -0.008743 & -0.0643 & 0.474504 \tabularnewline
29 & -0.020769 & -0.1526 & 0.439633 \tabularnewline
30 & -0.081506 & -0.5989 & 0.275857 \tabularnewline
31 & -0.032651 & -0.2399 & 0.405644 \tabularnewline
32 & -0.084135 & -0.6183 & 0.269499 \tabularnewline
33 & -0.053574 & -0.3937 & 0.347681 \tabularnewline
34 & 0.184369 & 1.3548 & 0.090557 \tabularnewline
35 & 0.08715 & 0.6404 & 0.262305 \tabularnewline
36 & -0.044189 & -0.3247 & 0.373323 \tabularnewline
37 & -0.069962 & -0.5141 & 0.304635 \tabularnewline
38 & 0.009741 & 0.0716 & 0.471599 \tabularnewline
39 & 0.106177 & 0.7802 & 0.219329 \tabularnewline
40 & -0.099817 & -0.7335 & 0.233213 \tabularnewline
41 & -0.112375 & -0.8258 & 0.206281 \tabularnewline
42 & -0.077662 & -0.5707 & 0.285287 \tabularnewline
43 & -0.13174 & -0.9681 & 0.168658 \tabularnewline
44 & -0.051776 & -0.3805 & 0.352542 \tabularnewline
45 & -0.093095 & -0.6841 & 0.248417 \tabularnewline
46 & -0.055377 & -0.4069 & 0.342833 \tabularnewline
47 & -0.029886 & -0.2196 & 0.413499 \tabularnewline
48 & 0.070043 & 0.5147 & 0.304428 \tabularnewline
49 & -0.054569 & -0.401 & 0.345002 \tabularnewline
50 & -0.027975 & -0.2056 & 0.41895 \tabularnewline
51 & -0.052303 & -0.3843 & 0.351115 \tabularnewline
52 & -0.074217 & -0.5454 & 0.293869 \tabularnewline
53 & -0.036398 & -0.2675 & 0.395064 \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=32808&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]-0.049937[/C][C]-0.367[/C][C]0.357541[/C][/ROW]
[ROW][C]2[/C][C]-0.105868[/C][C]-0.778[/C][C]0.219991[/C][/ROW]
[ROW][C]3[/C][C]-0.296211[/C][C]-2.1767[/C][C]0.016947[/C][/ROW]
[ROW][C]4[/C][C]-0.228105[/C][C]-1.6762[/C][C]0.049738[/C][/ROW]
[ROW][C]5[/C][C]-0.30532[/C][C]-2.2436[/C][C]0.01449[/C][/ROW]
[ROW][C]6[/C][C]-0.155384[/C][C]-1.1418[/C][C]0.12928[/C][/ROW]
[ROW][C]7[/C][C]-0.144506[/C][C]-1.0619[/C][C]0.146504[/C][/ROW]
[ROW][C]8[/C][C]-0.182924[/C][C]-1.3442[/C][C]0.09225[/C][/ROW]
[ROW][C]9[/C][C]0.154907[/C][C]1.1383[/C][C]0.130004[/C][/ROW]
[ROW][C]10[/C][C]-0.063407[/C][C]-0.4659[/C][C]0.321565[/C][/ROW]
[ROW][C]11[/C][C]0.175117[/C][C]1.2868[/C][C]0.101819[/C][/ROW]
[ROW][C]12[/C][C]-0.011128[/C][C]-0.0818[/C][C]0.467563[/C][/ROW]
[ROW][C]13[/C][C]-0.102546[/C][C]-0.7536[/C][C]0.227196[/C][/ROW]
[ROW][C]14[/C][C]-0.081213[/C][C]-0.5968[/C][C]0.276571[/C][/ROW]
[ROW][C]15[/C][C]0.0108[/C][C]0.0794[/C][C]0.468518[/C][/ROW]
[ROW][C]16[/C][C]-0.171304[/C][C]-1.2588[/C][C]0.106755[/C][/ROW]
[ROW][C]17[/C][C]-0.010284[/C][C]-0.0756[/C][C]0.470019[/C][/ROW]
[ROW][C]18[/C][C]0.017802[/C][C]0.1308[/C][C]0.448202[/C][/ROW]
[ROW][C]19[/C][C]-0.046476[/C][C]-0.3415[/C][C]0.367015[/C][/ROW]
[ROW][C]20[/C][C]0.004645[/C][C]0.0341[/C][C]0.486448[/C][/ROW]
[ROW][C]21[/C][C]-0.016898[/C][C]-0.1242[/C][C]0.450819[/C][/ROW]
[ROW][C]22[/C][C]-0.025519[/C][C]-0.1875[/C][C]0.425975[/C][/ROW]
[ROW][C]23[/C][C]0.04081[/C][C]0.2999[/C][C]0.382707[/C][/ROW]
[ROW][C]24[/C][C]-0.08275[/C][C]-0.6081[/C][C]0.272839[/C][/ROW]
[ROW][C]25[/C][C]0.04433[/C][C]0.3258[/C][C]0.372932[/C][/ROW]
[ROW][C]26[/C][C]-0.047991[/C][C]-0.3527[/C][C]0.362857[/C][/ROW]
[ROW][C]27[/C][C]0.055516[/C][C]0.408[/C][C]0.34246[/C][/ROW]
[ROW][C]28[/C][C]-0.008743[/C][C]-0.0643[/C][C]0.474504[/C][/ROW]
[ROW][C]29[/C][C]-0.020769[/C][C]-0.1526[/C][C]0.439633[/C][/ROW]
[ROW][C]30[/C][C]-0.081506[/C][C]-0.5989[/C][C]0.275857[/C][/ROW]
[ROW][C]31[/C][C]-0.032651[/C][C]-0.2399[/C][C]0.405644[/C][/ROW]
[ROW][C]32[/C][C]-0.084135[/C][C]-0.6183[/C][C]0.269499[/C][/ROW]
[ROW][C]33[/C][C]-0.053574[/C][C]-0.3937[/C][C]0.347681[/C][/ROW]
[ROW][C]34[/C][C]0.184369[/C][C]1.3548[/C][C]0.090557[/C][/ROW]
[ROW][C]35[/C][C]0.08715[/C][C]0.6404[/C][C]0.262305[/C][/ROW]
[ROW][C]36[/C][C]-0.044189[/C][C]-0.3247[/C][C]0.373323[/C][/ROW]
[ROW][C]37[/C][C]-0.069962[/C][C]-0.5141[/C][C]0.304635[/C][/ROW]
[ROW][C]38[/C][C]0.009741[/C][C]0.0716[/C][C]0.471599[/C][/ROW]
[ROW][C]39[/C][C]0.106177[/C][C]0.7802[/C][C]0.219329[/C][/ROW]
[ROW][C]40[/C][C]-0.099817[/C][C]-0.7335[/C][C]0.233213[/C][/ROW]
[ROW][C]41[/C][C]-0.112375[/C][C]-0.8258[/C][C]0.206281[/C][/ROW]
[ROW][C]42[/C][C]-0.077662[/C][C]-0.5707[/C][C]0.285287[/C][/ROW]
[ROW][C]43[/C][C]-0.13174[/C][C]-0.9681[/C][C]0.168658[/C][/ROW]
[ROW][C]44[/C][C]-0.051776[/C][C]-0.3805[/C][C]0.352542[/C][/ROW]
[ROW][C]45[/C][C]-0.093095[/C][C]-0.6841[/C][C]0.248417[/C][/ROW]
[ROW][C]46[/C][C]-0.055377[/C][C]-0.4069[/C][C]0.342833[/C][/ROW]
[ROW][C]47[/C][C]-0.029886[/C][C]-0.2196[/C][C]0.413499[/C][/ROW]
[ROW][C]48[/C][C]0.070043[/C][C]0.5147[/C][C]0.304428[/C][/ROW]
[ROW][C]49[/C][C]-0.054569[/C][C]-0.401[/C][C]0.345002[/C][/ROW]
[ROW][C]50[/C][C]-0.027975[/C][C]-0.2056[/C][C]0.41895[/C][/ROW]
[ROW][C]51[/C][C]-0.052303[/C][C]-0.3843[/C][C]0.351115[/C][/ROW]
[ROW][C]52[/C][C]-0.074217[/C][C]-0.5454[/C][C]0.293869[/C][/ROW]
[ROW][C]53[/C][C]-0.036398[/C][C]-0.2675[/C][C]0.395064[/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=32808&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32808&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	-0.049937	-0.367	0.357541
2	-0.105868	-0.778	0.219991
3	-0.296211	-2.1767	0.016947
4	-0.228105	-1.6762	0.049738
5	-0.30532	-2.2436	0.01449
6	-0.155384	-1.1418	0.12928
7	-0.144506	-1.0619	0.146504
8	-0.182924	-1.3442	0.09225
9	0.154907	1.1383	0.130004
10	-0.063407	-0.4659	0.321565
11	0.175117	1.2868	0.101819
12	-0.011128	-0.0818	0.467563
13	-0.102546	-0.7536	0.227196
14	-0.081213	-0.5968	0.276571
15	0.0108	0.0794	0.468518
16	-0.171304	-1.2588	0.106755
17	-0.010284	-0.0756	0.470019
18	0.017802	0.1308	0.448202
19	-0.046476	-0.3415	0.367015
20	0.004645	0.0341	0.486448
21	-0.016898	-0.1242	0.450819
22	-0.025519	-0.1875	0.425975
23	0.04081	0.2999	0.382707
24	-0.08275	-0.6081	0.272839
25	0.04433	0.3258	0.372932
26	-0.047991	-0.3527	0.362857
27	0.055516	0.408	0.34246
28	-0.008743	-0.0643	0.474504
29	-0.020769	-0.1526	0.439633
30	-0.081506	-0.5989	0.275857
31	-0.032651	-0.2399	0.405644
32	-0.084135	-0.6183	0.269499
33	-0.053574	-0.3937	0.347681
34	0.184369	1.3548	0.090557
35	0.08715	0.6404	0.262305
36	-0.044189	-0.3247	0.373323
37	-0.069962	-0.5141	0.304635
38	0.009741	0.0716	0.471599
39	0.106177	0.7802	0.219329
40	-0.099817	-0.7335	0.233213
41	-0.112375	-0.8258	0.206281
42	-0.077662	-0.5707	0.285287
43	-0.13174	-0.9681	0.168658
44	-0.051776	-0.3805	0.352542
45	-0.093095	-0.6841	0.248417
46	-0.055377	-0.4069	0.342833
47	-0.029886	-0.2196	0.413499
48	0.070043	0.5147	0.304428
49	-0.054569	-0.401	0.345002
50	-0.027975	-0.2056	0.41895
51	-0.052303	-0.3843	0.351115
52	-0.074217	-0.5454	0.293869
53	-0.036398	-0.2675	0.395064
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 = -2.0 ; par3 = 2 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -2.0 ; par3 = 2 ; 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