Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 07:52:48 -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/t1229093609odxoqq5ncyg8fpj.htm/, Retrieved Fri, 17 May 2024 16:18:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32813, Retrieved Fri, 17 May 2024 16:18:23 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

128

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

-       [(Partial) Autocorrelation Function] [pafc boven de 25 ...] [2008-12-12 14:52:48] [f24298b2e4c2a19d76cf4460ec5d2246] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

7,0
6,9
6,7
6,6
6,5
6,4
6,5
6,5
6,6
6,7
6,8
7,2
7,6
7,6
7,3
6,4
6,1
6,3
7,1
7,5
7,4
7,1
6,8
6,9
7,2
7,4
7,3
6,9
6,9
6,8
7,1
7,2
7,1
7,0
6,9
7,0
7,4
7,5
7,5
7,4
7,3
7,0
6,7
6,5
6,5
6,5
6,6
6,8
6,9
6,9
6,8
6,8
6,5
6,1
6,0
5,9
5,8
5,9
5,9
6,2
6,3
6,2
6,0
5,8
5,5
5,5
5,7
5,8

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=32813&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=32813&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32813&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	0.502234	4.111	5.5e-05
2	-0.118078	-0.9665	0.168633
3	-0.562876	-4.6073	9e-06
4	-0.488637	-3.9997	8e-05
5	-0.067217	-0.5502	0.292007
6	0.215756	1.766	0.040972
7	0.173608	1.421	0.079971
8	-0.069959	-0.5726	0.284404
9	-0.251898	-2.0619	0.021551
10	-0.067357	-0.5513	0.291617
11	0.200424	1.6405	0.05279
12	0.381568	3.1233	0.001321
13	0.184362	1.5091	0.067991
14	-0.041511	-0.3398	0.367541
15	-0.225839	-1.8486	0.034466
16	-0.220731	-1.8068	0.037645
17	-0.071651	-0.5865	0.279758
18	0.087694	0.7178	0.237687
19	0.118334	0.9686	0.168113
20	0.010714	0.0877	0.465191
21	-0.068949	-0.5644	0.287194
22	-0.065632	-0.5372	0.296447
23	-0.03865	-0.3164	0.376355
24	0.007444	0.0609	0.475798
25	0.019868	0.1626	0.43565
26	0.066596	0.5451	0.293742
27	0.067151	0.5497	0.292192
28	0.035006	0.2865	0.387675
29	0.040824	0.3342	0.369652
30	0.004387	0.0359	0.485731
31	-0.059113	-0.4839	0.315032
32	-0.130563	-1.0687	0.14452
33	-0.125641	-1.0284	0.153726
34	-0.112321	-0.9194	0.180596
35	-0.014865	-0.1217	0.451761
36	0.058739	0.4808	0.316112
37	0.090275	0.7389	0.231263
38	0.073846	0.6045	0.273792
39	0.034646	0.2836	0.388798
40	0.045018	0.3685	0.356836
41	0.070582	0.5777	0.28269
42	0.012271	0.1004	0.460148
43	-0.072841	-0.5962	0.276515
44	-0.201813	-1.6519	0.051616
45	-0.169829	-1.3901	0.084548
46	-0.066475	-0.5441	0.294082
47	0.093952	0.769	0.222288
48	0.191409	1.5667	0.060943
49	0.139518	1.142	0.128759
50	0.013757	0.1126	0.455341
51	-0.054745	-0.4481	0.327762
52	-0.079648	-0.6519	0.258334
53	-0.03389	-0.2774	0.391163
54	0.005336	0.0437	0.482647
55	0.005703	0.0467	0.481452
56	-0.005724	-0.0469	0.481383
57	-0.008044	-0.0658	0.473848
58	-0.00107	-0.0088	0.49652
59	0.019567	0.1602	0.436618
60	0.026093	0.2136	0.41576

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.502234 & 4.111 & 5.5e-05 \tabularnewline
2 & -0.118078 & -0.9665 & 0.168633 \tabularnewline
3 & -0.562876 & -4.6073 & 9e-06 \tabularnewline
4 & -0.488637 & -3.9997 & 8e-05 \tabularnewline
5 & -0.067217 & -0.5502 & 0.292007 \tabularnewline
6 & 0.215756 & 1.766 & 0.040972 \tabularnewline
7 & 0.173608 & 1.421 & 0.079971 \tabularnewline
8 & -0.069959 & -0.5726 & 0.284404 \tabularnewline
9 & -0.251898 & -2.0619 & 0.021551 \tabularnewline
10 & -0.067357 & -0.5513 & 0.291617 \tabularnewline
11 & 0.200424 & 1.6405 & 0.05279 \tabularnewline
12 & 0.381568 & 3.1233 & 0.001321 \tabularnewline
13 & 0.184362 & 1.5091 & 0.067991 \tabularnewline
14 & -0.041511 & -0.3398 & 0.367541 \tabularnewline
15 & -0.225839 & -1.8486 & 0.034466 \tabularnewline
16 & -0.220731 & -1.8068 & 0.037645 \tabularnewline
17 & -0.071651 & -0.5865 & 0.279758 \tabularnewline
18 & 0.087694 & 0.7178 & 0.237687 \tabularnewline
19 & 0.118334 & 0.9686 & 0.168113 \tabularnewline
20 & 0.010714 & 0.0877 & 0.465191 \tabularnewline
21 & -0.068949 & -0.5644 & 0.287194 \tabularnewline
22 & -0.065632 & -0.5372 & 0.296447 \tabularnewline
23 & -0.03865 & -0.3164 & 0.376355 \tabularnewline
24 & 0.007444 & 0.0609 & 0.475798 \tabularnewline
25 & 0.019868 & 0.1626 & 0.43565 \tabularnewline
26 & 0.066596 & 0.5451 & 0.293742 \tabularnewline
27 & 0.067151 & 0.5497 & 0.292192 \tabularnewline
28 & 0.035006 & 0.2865 & 0.387675 \tabularnewline
29 & 0.040824 & 0.3342 & 0.369652 \tabularnewline
30 & 0.004387 & 0.0359 & 0.485731 \tabularnewline
31 & -0.059113 & -0.4839 & 0.315032 \tabularnewline
32 & -0.130563 & -1.0687 & 0.14452 \tabularnewline
33 & -0.125641 & -1.0284 & 0.153726 \tabularnewline
34 & -0.112321 & -0.9194 & 0.180596 \tabularnewline
35 & -0.014865 & -0.1217 & 0.451761 \tabularnewline
36 & 0.058739 & 0.4808 & 0.316112 \tabularnewline
37 & 0.090275 & 0.7389 & 0.231263 \tabularnewline
38 & 0.073846 & 0.6045 & 0.273792 \tabularnewline
39 & 0.034646 & 0.2836 & 0.388798 \tabularnewline
40 & 0.045018 & 0.3685 & 0.356836 \tabularnewline
41 & 0.070582 & 0.5777 & 0.28269 \tabularnewline
42 & 0.012271 & 0.1004 & 0.460148 \tabularnewline
43 & -0.072841 & -0.5962 & 0.276515 \tabularnewline
44 & -0.201813 & -1.6519 & 0.051616 \tabularnewline
45 & -0.169829 & -1.3901 & 0.084548 \tabularnewline
46 & -0.066475 & -0.5441 & 0.294082 \tabularnewline
47 & 0.093952 & 0.769 & 0.222288 \tabularnewline
48 & 0.191409 & 1.5667 & 0.060943 \tabularnewline
49 & 0.139518 & 1.142 & 0.128759 \tabularnewline
50 & 0.013757 & 0.1126 & 0.455341 \tabularnewline
51 & -0.054745 & -0.4481 & 0.327762 \tabularnewline
52 & -0.079648 & -0.6519 & 0.258334 \tabularnewline
53 & -0.03389 & -0.2774 & 0.391163 \tabularnewline
54 & 0.005336 & 0.0437 & 0.482647 \tabularnewline
55 & 0.005703 & 0.0467 & 0.481452 \tabularnewline
56 & -0.005724 & -0.0469 & 0.481383 \tabularnewline
57 & -0.008044 & -0.0658 & 0.473848 \tabularnewline
58 & -0.00107 & -0.0088 & 0.49652 \tabularnewline
59 & 0.019567 & 0.1602 & 0.436618 \tabularnewline
60 & 0.026093 & 0.2136 & 0.41576 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32813&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]0.502234[/C][C]4.111[/C][C]5.5e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.118078[/C][C]-0.9665[/C][C]0.168633[/C][/ROW]
[ROW][C]3[/C][C]-0.562876[/C][C]-4.6073[/C][C]9e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.488637[/C][C]-3.9997[/C][C]8e-05[/C][/ROW]
[ROW][C]5[/C][C]-0.067217[/C][C]-0.5502[/C][C]0.292007[/C][/ROW]
[ROW][C]6[/C][C]0.215756[/C][C]1.766[/C][C]0.040972[/C][/ROW]
[ROW][C]7[/C][C]0.173608[/C][C]1.421[/C][C]0.079971[/C][/ROW]
[ROW][C]8[/C][C]-0.069959[/C][C]-0.5726[/C][C]0.284404[/C][/ROW]
[ROW][C]9[/C][C]-0.251898[/C][C]-2.0619[/C][C]0.021551[/C][/ROW]
[ROW][C]10[/C][C]-0.067357[/C][C]-0.5513[/C][C]0.291617[/C][/ROW]
[ROW][C]11[/C][C]0.200424[/C][C]1.6405[/C][C]0.05279[/C][/ROW]
[ROW][C]12[/C][C]0.381568[/C][C]3.1233[/C][C]0.001321[/C][/ROW]
[ROW][C]13[/C][C]0.184362[/C][C]1.5091[/C][C]0.067991[/C][/ROW]
[ROW][C]14[/C][C]-0.041511[/C][C]-0.3398[/C][C]0.367541[/C][/ROW]
[ROW][C]15[/C][C]-0.225839[/C][C]-1.8486[/C][C]0.034466[/C][/ROW]
[ROW][C]16[/C][C]-0.220731[/C][C]-1.8068[/C][C]0.037645[/C][/ROW]
[ROW][C]17[/C][C]-0.071651[/C][C]-0.5865[/C][C]0.279758[/C][/ROW]
[ROW][C]18[/C][C]0.087694[/C][C]0.7178[/C][C]0.237687[/C][/ROW]
[ROW][C]19[/C][C]0.118334[/C][C]0.9686[/C][C]0.168113[/C][/ROW]
[ROW][C]20[/C][C]0.010714[/C][C]0.0877[/C][C]0.465191[/C][/ROW]
[ROW][C]21[/C][C]-0.068949[/C][C]-0.5644[/C][C]0.287194[/C][/ROW]
[ROW][C]22[/C][C]-0.065632[/C][C]-0.5372[/C][C]0.296447[/C][/ROW]
[ROW][C]23[/C][C]-0.03865[/C][C]-0.3164[/C][C]0.376355[/C][/ROW]
[ROW][C]24[/C][C]0.007444[/C][C]0.0609[/C][C]0.475798[/C][/ROW]
[ROW][C]25[/C][C]0.019868[/C][C]0.1626[/C][C]0.43565[/C][/ROW]
[ROW][C]26[/C][C]0.066596[/C][C]0.5451[/C][C]0.293742[/C][/ROW]
[ROW][C]27[/C][C]0.067151[/C][C]0.5497[/C][C]0.292192[/C][/ROW]
[ROW][C]28[/C][C]0.035006[/C][C]0.2865[/C][C]0.387675[/C][/ROW]
[ROW][C]29[/C][C]0.040824[/C][C]0.3342[/C][C]0.369652[/C][/ROW]
[ROW][C]30[/C][C]0.004387[/C][C]0.0359[/C][C]0.485731[/C][/ROW]
[ROW][C]31[/C][C]-0.059113[/C][C]-0.4839[/C][C]0.315032[/C][/ROW]
[ROW][C]32[/C][C]-0.130563[/C][C]-1.0687[/C][C]0.14452[/C][/ROW]
[ROW][C]33[/C][C]-0.125641[/C][C]-1.0284[/C][C]0.153726[/C][/ROW]
[ROW][C]34[/C][C]-0.112321[/C][C]-0.9194[/C][C]0.180596[/C][/ROW]
[ROW][C]35[/C][C]-0.014865[/C][C]-0.1217[/C][C]0.451761[/C][/ROW]
[ROW][C]36[/C][C]0.058739[/C][C]0.4808[/C][C]0.316112[/C][/ROW]
[ROW][C]37[/C][C]0.090275[/C][C]0.7389[/C][C]0.231263[/C][/ROW]
[ROW][C]38[/C][C]0.073846[/C][C]0.6045[/C][C]0.273792[/C][/ROW]
[ROW][C]39[/C][C]0.034646[/C][C]0.2836[/C][C]0.388798[/C][/ROW]
[ROW][C]40[/C][C]0.045018[/C][C]0.3685[/C][C]0.356836[/C][/ROW]
[ROW][C]41[/C][C]0.070582[/C][C]0.5777[/C][C]0.28269[/C][/ROW]
[ROW][C]42[/C][C]0.012271[/C][C]0.1004[/C][C]0.460148[/C][/ROW]
[ROW][C]43[/C][C]-0.072841[/C][C]-0.5962[/C][C]0.276515[/C][/ROW]
[ROW][C]44[/C][C]-0.201813[/C][C]-1.6519[/C][C]0.051616[/C][/ROW]
[ROW][C]45[/C][C]-0.169829[/C][C]-1.3901[/C][C]0.084548[/C][/ROW]
[ROW][C]46[/C][C]-0.066475[/C][C]-0.5441[/C][C]0.294082[/C][/ROW]
[ROW][C]47[/C][C]0.093952[/C][C]0.769[/C][C]0.222288[/C][/ROW]
[ROW][C]48[/C][C]0.191409[/C][C]1.5667[/C][C]0.060943[/C][/ROW]
[ROW][C]49[/C][C]0.139518[/C][C]1.142[/C][C]0.128759[/C][/ROW]
[ROW][C]50[/C][C]0.013757[/C][C]0.1126[/C][C]0.455341[/C][/ROW]
[ROW][C]51[/C][C]-0.054745[/C][C]-0.4481[/C][C]0.327762[/C][/ROW]
[ROW][C]52[/C][C]-0.079648[/C][C]-0.6519[/C][C]0.258334[/C][/ROW]
[ROW][C]53[/C][C]-0.03389[/C][C]-0.2774[/C][C]0.391163[/C][/ROW]
[ROW][C]54[/C][C]0.005336[/C][C]0.0437[/C][C]0.482647[/C][/ROW]
[ROW][C]55[/C][C]0.005703[/C][C]0.0467[/C][C]0.481452[/C][/ROW]
[ROW][C]56[/C][C]-0.005724[/C][C]-0.0469[/C][C]0.481383[/C][/ROW]
[ROW][C]57[/C][C]-0.008044[/C][C]-0.0658[/C][C]0.473848[/C][/ROW]
[ROW][C]58[/C][C]-0.00107[/C][C]-0.0088[/C][C]0.49652[/C][/ROW]
[ROW][C]59[/C][C]0.019567[/C][C]0.1602[/C][C]0.436618[/C][/ROW]
[ROW][C]60[/C][C]0.026093[/C][C]0.2136[/C][C]0.41576[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32813&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32813&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	0.502234	4.111	5.5e-05
2	-0.118078	-0.9665	0.168633
3	-0.562876	-4.6073	9e-06
4	-0.488637	-3.9997	8e-05
5	-0.067217	-0.5502	0.292007
6	0.215756	1.766	0.040972
7	0.173608	1.421	0.079971
8	-0.069959	-0.5726	0.284404
9	-0.251898	-2.0619	0.021551
10	-0.067357	-0.5513	0.291617
11	0.200424	1.6405	0.05279
12	0.381568	3.1233	0.001321
13	0.184362	1.5091	0.067991
14	-0.041511	-0.3398	0.367541
15	-0.225839	-1.8486	0.034466
16	-0.220731	-1.8068	0.037645
17	-0.071651	-0.5865	0.279758
18	0.087694	0.7178	0.237687
19	0.118334	0.9686	0.168113
20	0.010714	0.0877	0.465191
21	-0.068949	-0.5644	0.287194
22	-0.065632	-0.5372	0.296447
23	-0.03865	-0.3164	0.376355
24	0.007444	0.0609	0.475798
25	0.019868	0.1626	0.43565
26	0.066596	0.5451	0.293742
27	0.067151	0.5497	0.292192
28	0.035006	0.2865	0.387675
29	0.040824	0.3342	0.369652
30	0.004387	0.0359	0.485731
31	-0.059113	-0.4839	0.315032
32	-0.130563	-1.0687	0.14452
33	-0.125641	-1.0284	0.153726
34	-0.112321	-0.9194	0.180596
35	-0.014865	-0.1217	0.451761
36	0.058739	0.4808	0.316112
37	0.090275	0.7389	0.231263
38	0.073846	0.6045	0.273792
39	0.034646	0.2836	0.388798
40	0.045018	0.3685	0.356836
41	0.070582	0.5777	0.28269
42	0.012271	0.1004	0.460148
43	-0.072841	-0.5962	0.276515
44	-0.201813	-1.6519	0.051616
45	-0.169829	-1.3901	0.084548
46	-0.066475	-0.5441	0.294082
47	0.093952	0.769	0.222288
48	0.191409	1.5667	0.060943
49	0.139518	1.142	0.128759
50	0.013757	0.1126	0.455341
51	-0.054745	-0.4481	0.327762
52	-0.079648	-0.6519	0.258334
53	-0.03389	-0.2774	0.391163
54	0.005336	0.0437	0.482647
55	0.005703	0.0467	0.481452
56	-0.005724	-0.0469	0.481383
57	-0.008044	-0.0658	0.473848
58	-0.00107	-0.0088	0.49652
59	0.019567	0.1602	0.436618
60	0.026093	0.2136	0.41576

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.502234	4.111	5.5e-05
2	-0.495234	-4.0537	6.7e-05
3	-0.399529	-3.2703	0.000849
4	0.000623	0.0051	0.497973
5	0.096634	0.791	0.215871
6	-0.197378	-1.6156	0.055439
7	-0.238561	-1.9527	0.027517
8	-0.130937	-1.0718	0.143835
9	-0.140105	-1.1468	0.127771
10	0.14806	1.2119	0.114899
11	-0.001644	-0.0135	0.494652
12	0.086055	0.7044	0.241816
13	-0.107087	-0.8765	0.191933
14	0.277599	2.2722	0.013143
15	0.037782	0.3093	0.379044
16	-0.070685	-0.5786	0.282407
17	0.013127	0.1075	0.457376
18	0.169342	1.3861	0.085153
19	0.051407	0.4208	0.337631
20	-0.126442	-1.035	0.152201
21	0.096638	0.791	0.215863
22	-0.06748	-0.5523	0.291273
23	-0.117832	-0.9645	0.169133
24	-0.155148	-1.2699	0.104249
25	-0.009618	-0.0787	0.468743
26	-0.034704	-0.2841	0.388617
27	-0.005296	-0.0434	0.482775
28	-0.033013	-0.2702	0.393909
29	0.098927	0.8097	0.210476
30	0.035256	0.2886	0.386896
31	-0.046659	-0.3819	0.351864
32	-0.067998	-0.5566	0.289832
33	-0.032326	-0.2646	0.396064
34	-0.12071	-0.9881	0.16334
35	0.056823	0.4651	0.321678
36	-0.085898	-0.7031	0.242214
37	-0.166406	-1.3621	0.088865
38	-0.045522	-0.3726	0.355305
39	0.033112	0.271	0.393598
40	-0.004991	-0.0409	0.483768
41	-0.086777	-0.7103	0.239992
42	0.015444	0.1264	0.44989
43	0.020393	0.1669	0.433968
44	-0.122109	-0.9995	0.160573
45	0.016719	0.1368	0.445781
46	0.066372	0.5433	0.294371
47	-0.058031	-0.475	0.318165
48	0.035627	0.2916	0.38574
49	0.084931	0.6952	0.24467
50	0.000697	0.0057	0.497733
51	0.024208	0.1981	0.421765
52	-0.05132	-0.4201	0.33789
53	-0.06367	-0.5212	0.301987
54	0.010998	0.09	0.46427
55	-0.032449	-0.2656	0.395679
56	0.037223	0.3047	0.380776
57	-0.044342	-0.363	0.358891
58	-0.002699	-0.0221	0.491221
59	-0.017441	-0.1428	0.443454
60	0.055099	0.451	0.326721

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.502234 & 4.111 & 5.5e-05 \tabularnewline
2 & -0.495234 & -4.0537 & 6.7e-05 \tabularnewline
3 & -0.399529 & -3.2703 & 0.000849 \tabularnewline
4 & 0.000623 & 0.0051 & 0.497973 \tabularnewline
5 & 0.096634 & 0.791 & 0.215871 \tabularnewline
6 & -0.197378 & -1.6156 & 0.055439 \tabularnewline
7 & -0.238561 & -1.9527 & 0.027517 \tabularnewline
8 & -0.130937 & -1.0718 & 0.143835 \tabularnewline
9 & -0.140105 & -1.1468 & 0.127771 \tabularnewline
10 & 0.14806 & 1.2119 & 0.114899 \tabularnewline
11 & -0.001644 & -0.0135 & 0.494652 \tabularnewline
12 & 0.086055 & 0.7044 & 0.241816 \tabularnewline
13 & -0.107087 & -0.8765 & 0.191933 \tabularnewline
14 & 0.277599 & 2.2722 & 0.013143 \tabularnewline
15 & 0.037782 & 0.3093 & 0.379044 \tabularnewline
16 & -0.070685 & -0.5786 & 0.282407 \tabularnewline
17 & 0.013127 & 0.1075 & 0.457376 \tabularnewline
18 & 0.169342 & 1.3861 & 0.085153 \tabularnewline
19 & 0.051407 & 0.4208 & 0.337631 \tabularnewline
20 & -0.126442 & -1.035 & 0.152201 \tabularnewline
21 & 0.096638 & 0.791 & 0.215863 \tabularnewline
22 & -0.06748 & -0.5523 & 0.291273 \tabularnewline
23 & -0.117832 & -0.9645 & 0.169133 \tabularnewline
24 & -0.155148 & -1.2699 & 0.104249 \tabularnewline
25 & -0.009618 & -0.0787 & 0.468743 \tabularnewline
26 & -0.034704 & -0.2841 & 0.388617 \tabularnewline
27 & -0.005296 & -0.0434 & 0.482775 \tabularnewline
28 & -0.033013 & -0.2702 & 0.393909 \tabularnewline
29 & 0.098927 & 0.8097 & 0.210476 \tabularnewline
30 & 0.035256 & 0.2886 & 0.386896 \tabularnewline
31 & -0.046659 & -0.3819 & 0.351864 \tabularnewline
32 & -0.067998 & -0.5566 & 0.289832 \tabularnewline
33 & -0.032326 & -0.2646 & 0.396064 \tabularnewline
34 & -0.12071 & -0.9881 & 0.16334 \tabularnewline
35 & 0.056823 & 0.4651 & 0.321678 \tabularnewline
36 & -0.085898 & -0.7031 & 0.242214 \tabularnewline
37 & -0.166406 & -1.3621 & 0.088865 \tabularnewline
38 & -0.045522 & -0.3726 & 0.355305 \tabularnewline
39 & 0.033112 & 0.271 & 0.393598 \tabularnewline
40 & -0.004991 & -0.0409 & 0.483768 \tabularnewline
41 & -0.086777 & -0.7103 & 0.239992 \tabularnewline
42 & 0.015444 & 0.1264 & 0.44989 \tabularnewline
43 & 0.020393 & 0.1669 & 0.433968 \tabularnewline
44 & -0.122109 & -0.9995 & 0.160573 \tabularnewline
45 & 0.016719 & 0.1368 & 0.445781 \tabularnewline
46 & 0.066372 & 0.5433 & 0.294371 \tabularnewline
47 & -0.058031 & -0.475 & 0.318165 \tabularnewline
48 & 0.035627 & 0.2916 & 0.38574 \tabularnewline
49 & 0.084931 & 0.6952 & 0.24467 \tabularnewline
50 & 0.000697 & 0.0057 & 0.497733 \tabularnewline
51 & 0.024208 & 0.1981 & 0.421765 \tabularnewline
52 & -0.05132 & -0.4201 & 0.33789 \tabularnewline
53 & -0.06367 & -0.5212 & 0.301987 \tabularnewline
54 & 0.010998 & 0.09 & 0.46427 \tabularnewline
55 & -0.032449 & -0.2656 & 0.395679 \tabularnewline
56 & 0.037223 & 0.3047 & 0.380776 \tabularnewline
57 & -0.044342 & -0.363 & 0.358891 \tabularnewline
58 & -0.002699 & -0.0221 & 0.491221 \tabularnewline
59 & -0.017441 & -0.1428 & 0.443454 \tabularnewline
60 & 0.055099 & 0.451 & 0.326721 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32813&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]0.502234[/C][C]4.111[/C][C]5.5e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.495234[/C][C]-4.0537[/C][C]6.7e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.399529[/C][C]-3.2703[/C][C]0.000849[/C][/ROW]
[ROW][C]4[/C][C]0.000623[/C][C]0.0051[/C][C]0.497973[/C][/ROW]
[ROW][C]5[/C][C]0.096634[/C][C]0.791[/C][C]0.215871[/C][/ROW]
[ROW][C]6[/C][C]-0.197378[/C][C]-1.6156[/C][C]0.055439[/C][/ROW]
[ROW][C]7[/C][C]-0.238561[/C][C]-1.9527[/C][C]0.027517[/C][/ROW]
[ROW][C]8[/C][C]-0.130937[/C][C]-1.0718[/C][C]0.143835[/C][/ROW]
[ROW][C]9[/C][C]-0.140105[/C][C]-1.1468[/C][C]0.127771[/C][/ROW]
[ROW][C]10[/C][C]0.14806[/C][C]1.2119[/C][C]0.114899[/C][/ROW]
[ROW][C]11[/C][C]-0.001644[/C][C]-0.0135[/C][C]0.494652[/C][/ROW]
[ROW][C]12[/C][C]0.086055[/C][C]0.7044[/C][C]0.241816[/C][/ROW]
[ROW][C]13[/C][C]-0.107087[/C][C]-0.8765[/C][C]0.191933[/C][/ROW]
[ROW][C]14[/C][C]0.277599[/C][C]2.2722[/C][C]0.013143[/C][/ROW]
[ROW][C]15[/C][C]0.037782[/C][C]0.3093[/C][C]0.379044[/C][/ROW]
[ROW][C]16[/C][C]-0.070685[/C][C]-0.5786[/C][C]0.282407[/C][/ROW]
[ROW][C]17[/C][C]0.013127[/C][C]0.1075[/C][C]0.457376[/C][/ROW]
[ROW][C]18[/C][C]0.169342[/C][C]1.3861[/C][C]0.085153[/C][/ROW]
[ROW][C]19[/C][C]0.051407[/C][C]0.4208[/C][C]0.337631[/C][/ROW]
[ROW][C]20[/C][C]-0.126442[/C][C]-1.035[/C][C]0.152201[/C][/ROW]
[ROW][C]21[/C][C]0.096638[/C][C]0.791[/C][C]0.215863[/C][/ROW]
[ROW][C]22[/C][C]-0.06748[/C][C]-0.5523[/C][C]0.291273[/C][/ROW]
[ROW][C]23[/C][C]-0.117832[/C][C]-0.9645[/C][C]0.169133[/C][/ROW]
[ROW][C]24[/C][C]-0.155148[/C][C]-1.2699[/C][C]0.104249[/C][/ROW]
[ROW][C]25[/C][C]-0.009618[/C][C]-0.0787[/C][C]0.468743[/C][/ROW]
[ROW][C]26[/C][C]-0.034704[/C][C]-0.2841[/C][C]0.388617[/C][/ROW]
[ROW][C]27[/C][C]-0.005296[/C][C]-0.0434[/C][C]0.482775[/C][/ROW]
[ROW][C]28[/C][C]-0.033013[/C][C]-0.2702[/C][C]0.393909[/C][/ROW]
[ROW][C]29[/C][C]0.098927[/C][C]0.8097[/C][C]0.210476[/C][/ROW]
[ROW][C]30[/C][C]0.035256[/C][C]0.2886[/C][C]0.386896[/C][/ROW]
[ROW][C]31[/C][C]-0.046659[/C][C]-0.3819[/C][C]0.351864[/C][/ROW]
[ROW][C]32[/C][C]-0.067998[/C][C]-0.5566[/C][C]0.289832[/C][/ROW]
[ROW][C]33[/C][C]-0.032326[/C][C]-0.2646[/C][C]0.396064[/C][/ROW]
[ROW][C]34[/C][C]-0.12071[/C][C]-0.9881[/C][C]0.16334[/C][/ROW]
[ROW][C]35[/C][C]0.056823[/C][C]0.4651[/C][C]0.321678[/C][/ROW]
[ROW][C]36[/C][C]-0.085898[/C][C]-0.7031[/C][C]0.242214[/C][/ROW]
[ROW][C]37[/C][C]-0.166406[/C][C]-1.3621[/C][C]0.088865[/C][/ROW]
[ROW][C]38[/C][C]-0.045522[/C][C]-0.3726[/C][C]0.355305[/C][/ROW]
[ROW][C]39[/C][C]0.033112[/C][C]0.271[/C][C]0.393598[/C][/ROW]
[ROW][C]40[/C][C]-0.004991[/C][C]-0.0409[/C][C]0.483768[/C][/ROW]
[ROW][C]41[/C][C]-0.086777[/C][C]-0.7103[/C][C]0.239992[/C][/ROW]
[ROW][C]42[/C][C]0.015444[/C][C]0.1264[/C][C]0.44989[/C][/ROW]
[ROW][C]43[/C][C]0.020393[/C][C]0.1669[/C][C]0.433968[/C][/ROW]
[ROW][C]44[/C][C]-0.122109[/C][C]-0.9995[/C][C]0.160573[/C][/ROW]
[ROW][C]45[/C][C]0.016719[/C][C]0.1368[/C][C]0.445781[/C][/ROW]
[ROW][C]46[/C][C]0.066372[/C][C]0.5433[/C][C]0.294371[/C][/ROW]
[ROW][C]47[/C][C]-0.058031[/C][C]-0.475[/C][C]0.318165[/C][/ROW]
[ROW][C]48[/C][C]0.035627[/C][C]0.2916[/C][C]0.38574[/C][/ROW]
[ROW][C]49[/C][C]0.084931[/C][C]0.6952[/C][C]0.24467[/C][/ROW]
[ROW][C]50[/C][C]0.000697[/C][C]0.0057[/C][C]0.497733[/C][/ROW]
[ROW][C]51[/C][C]0.024208[/C][C]0.1981[/C][C]0.421765[/C][/ROW]
[ROW][C]52[/C][C]-0.05132[/C][C]-0.4201[/C][C]0.33789[/C][/ROW]
[ROW][C]53[/C][C]-0.06367[/C][C]-0.5212[/C][C]0.301987[/C][/ROW]
[ROW][C]54[/C][C]0.010998[/C][C]0.09[/C][C]0.46427[/C][/ROW]
[ROW][C]55[/C][C]-0.032449[/C][C]-0.2656[/C][C]0.395679[/C][/ROW]
[ROW][C]56[/C][C]0.037223[/C][C]0.3047[/C][C]0.380776[/C][/ROW]
[ROW][C]57[/C][C]-0.044342[/C][C]-0.363[/C][C]0.358891[/C][/ROW]
[ROW][C]58[/C][C]-0.002699[/C][C]-0.0221[/C][C]0.491221[/C][/ROW]
[ROW][C]59[/C][C]-0.017441[/C][C]-0.1428[/C][C]0.443454[/C][/ROW]
[ROW][C]60[/C][C]0.055099[/C][C]0.451[/C][C]0.326721[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32813&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32813&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	0.502234	4.111	5.5e-05
2	-0.495234	-4.0537	6.7e-05
3	-0.399529	-3.2703	0.000849
4	0.000623	0.0051	0.497973
5	0.096634	0.791	0.215871
6	-0.197378	-1.6156	0.055439
7	-0.238561	-1.9527	0.027517
8	-0.130937	-1.0718	0.143835
9	-0.140105	-1.1468	0.127771
10	0.14806	1.2119	0.114899
11	-0.001644	-0.0135	0.494652
12	0.086055	0.7044	0.241816
13	-0.107087	-0.8765	0.191933
14	0.277599	2.2722	0.013143
15	0.037782	0.3093	0.379044
16	-0.070685	-0.5786	0.282407
17	0.013127	0.1075	0.457376
18	0.169342	1.3861	0.085153
19	0.051407	0.4208	0.337631
20	-0.126442	-1.035	0.152201
21	0.096638	0.791	0.215863
22	-0.06748	-0.5523	0.291273
23	-0.117832	-0.9645	0.169133
24	-0.155148	-1.2699	0.104249
25	-0.009618	-0.0787	0.468743
26	-0.034704	-0.2841	0.388617
27	-0.005296	-0.0434	0.482775
28	-0.033013	-0.2702	0.393909
29	0.098927	0.8097	0.210476
30	0.035256	0.2886	0.386896
31	-0.046659	-0.3819	0.351864
32	-0.067998	-0.5566	0.289832
33	-0.032326	-0.2646	0.396064
34	-0.12071	-0.9881	0.16334
35	0.056823	0.4651	0.321678
36	-0.085898	-0.7031	0.242214
37	-0.166406	-1.3621	0.088865
38	-0.045522	-0.3726	0.355305
39	0.033112	0.271	0.393598
40	-0.004991	-0.0409	0.483768
41	-0.086777	-0.7103	0.239992
42	0.015444	0.1264	0.44989
43	0.020393	0.1669	0.433968
44	-0.122109	-0.9995	0.160573
45	0.016719	0.1368	0.445781
46	0.066372	0.5433	0.294371
47	-0.058031	-0.475	0.318165
48	0.035627	0.2916	0.38574
49	0.084931	0.6952	0.24467
50	0.000697	0.0057	0.497733
51	0.024208	0.1981	0.421765
52	-0.05132	-0.4201	0.33789
53	-0.06367	-0.5212	0.301987
54	0.010998	0.09	0.46427
55	-0.032449	-0.2656	0.395679
56	0.037223	0.3047	0.380776
57	-0.044342	-0.363	0.358891
58	-0.002699	-0.0221	0.491221
59	-0.017441	-0.1428	0.443454
60	0.055099	0.451	0.326721

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 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; 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