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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 14 Dec 2008 09:31:59 -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/14/t1229272345by3ur6o3yj1fh7x.htm/, Retrieved Thu, 16 May 2024 02:47:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33468, Retrieved Thu, 16 May 2024 02:47:32 +0000

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User-defined keywords

Estimated Impact

208

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

-     [(Partial) Autocorrelation Function] [paper autocorrela...] [2008-12-14 16:25:08] [85134b6edb9973b9193450dd2306c65b]
-   P     [(Partial) Autocorrelation Function] [paper autocorrela...] [2008-12-14 16:31:59] [4940af498c7c54f3992f17142bd40069] [Current]
-   P       [(Partial) Autocorrelation Function] [paper autocorrela...] [2008-12-14 16:35:41] [85134b6edb9973b9193450dd2306c65b] 
- RMP       [Spectral Analysis] [paper spectrale a...] [2008-12-14 16:40:55] [85134b6edb9973b9193450dd2306c65b] 
-   P         [Spectral Analysis] [paper spectrale a...] [2008-12-14 16:47:07] [85134b6edb9973b9193450dd2306c65b] 
-   P           [Spectral Analysis] [paper spectrale a...] [2008-12-14 16:53:15] [85134b6edb9973b9193450dd2306c65b] 
- RMP           [ARIMA Backward Selection] [paper arima backw...] [2008-12-14 17:10:44] [85134b6edb9973b9193450dd2306c65b] 

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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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33468&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33468&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33468&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.308219	2.3875	0.010066
2	-0.078261	-0.6062	0.273333
3	-0.303754	-2.3529	0.010963
4	-0.27043	-2.0947	0.020212
5	-0.060569	-0.4692	0.320326
6	-0.002759	-0.0214	0.491509
7	-0.077508	-0.6004	0.27526
8	-0.264981	-2.0525	0.022244
9	-0.26471	-2.0504	0.022349
10	-0.089492	-0.6932	0.245428
11	0.285575	2.2121	0.015391
12	0.777921	6.0258	0
13	0.254295	1.9698	0.026744
14	-0.054705	-0.4237	0.336635
15	-0.248518	-1.925	0.029486
16	-0.220393	-1.7072	0.046482
17	-0.056687	-0.4391	0.331086
18	-0.027881	-0.216	0.414874
19	-0.05278	-0.4088	0.342059
20	-0.193806	-1.5012	0.069272
21	-0.179972	-1.3941	0.084221
22	-0.070698	-0.5476	0.292991
23	0.204928	1.5874	0.058843
24	0.57951	4.4889	1.7e-05
25	0.179452	1.39	0.084828
26	-0.052172	-0.4041	0.34378
27	-0.199687	-1.5468	0.063589
28	-0.152388	-1.1804	0.121251
29	-0.038236	-0.2962	0.384058
30	-0.000121	-9e-04	0.499628
31	-0.031804	-0.2464	0.403125
32	-0.145082	-1.1238	0.132787
33	-0.118618	-0.9188	0.180936
34	-0.067722	-0.5246	0.300907
35	0.139422	1.08	0.142241
36	0.379571	2.9401	0.002327
37	0.114685	0.8883	0.18895
38	-0.048168	-0.3731	0.355193
39	-0.137754	-1.067	0.145115
40	-0.102092	-0.7908	0.216086
41	-0.017383	-0.1346	0.44667
42	0.032916	0.255	0.399809
43	-0.019683	-0.1525	0.439667
44	-0.091325	-0.7074	0.241028
45	-0.073346	-0.5681	0.286032
46	-0.065985	-0.5111	0.305572
47	0.065928	0.5107	0.305726
48	0.191412	1.4827	0.071698
49	0.043334	0.3357	0.369146
50	-0.031361	-0.2429	0.404447
51	-0.04711	-0.3649	0.358228
52	-0.033144	-0.2567	0.399131
53	0.007985	0.0619	0.475442
54	0.0099	0.0767	0.469565
55	-0.015611	-0.1209	0.452079
56	-0.034783	-0.2694	0.394263
57	-0.013893	-0.1076	0.45733
58	-0.038016	-0.2945	0.384709
59	0.018332	0.142	0.443777
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.308219 & 2.3875 & 0.010066 \tabularnewline
2 & -0.078261 & -0.6062 & 0.273333 \tabularnewline
3 & -0.303754 & -2.3529 & 0.010963 \tabularnewline
4 & -0.27043 & -2.0947 & 0.020212 \tabularnewline
5 & -0.060569 & -0.4692 & 0.320326 \tabularnewline
6 & -0.002759 & -0.0214 & 0.491509 \tabularnewline
7 & -0.077508 & -0.6004 & 0.27526 \tabularnewline
8 & -0.264981 & -2.0525 & 0.022244 \tabularnewline
9 & -0.26471 & -2.0504 & 0.022349 \tabularnewline
10 & -0.089492 & -0.6932 & 0.245428 \tabularnewline
11 & 0.285575 & 2.2121 & 0.015391 \tabularnewline
12 & 0.777921 & 6.0258 & 0 \tabularnewline
13 & 0.254295 & 1.9698 & 0.026744 \tabularnewline
14 & -0.054705 & -0.4237 & 0.336635 \tabularnewline
15 & -0.248518 & -1.925 & 0.029486 \tabularnewline
16 & -0.220393 & -1.7072 & 0.046482 \tabularnewline
17 & -0.056687 & -0.4391 & 0.331086 \tabularnewline
18 & -0.027881 & -0.216 & 0.414874 \tabularnewline
19 & -0.05278 & -0.4088 & 0.342059 \tabularnewline
20 & -0.193806 & -1.5012 & 0.069272 \tabularnewline
21 & -0.179972 & -1.3941 & 0.084221 \tabularnewline
22 & -0.070698 & -0.5476 & 0.292991 \tabularnewline
23 & 0.204928 & 1.5874 & 0.058843 \tabularnewline
24 & 0.57951 & 4.4889 & 1.7e-05 \tabularnewline
25 & 0.179452 & 1.39 & 0.084828 \tabularnewline
26 & -0.052172 & -0.4041 & 0.34378 \tabularnewline
27 & -0.199687 & -1.5468 & 0.063589 \tabularnewline
28 & -0.152388 & -1.1804 & 0.121251 \tabularnewline
29 & -0.038236 & -0.2962 & 0.384058 \tabularnewline
30 & -0.000121 & -9e-04 & 0.499628 \tabularnewline
31 & -0.031804 & -0.2464 & 0.403125 \tabularnewline
32 & -0.145082 & -1.1238 & 0.132787 \tabularnewline
33 & -0.118618 & -0.9188 & 0.180936 \tabularnewline
34 & -0.067722 & -0.5246 & 0.300907 \tabularnewline
35 & 0.139422 & 1.08 & 0.142241 \tabularnewline
36 & 0.379571 & 2.9401 & 0.002327 \tabularnewline
37 & 0.114685 & 0.8883 & 0.18895 \tabularnewline
38 & -0.048168 & -0.3731 & 0.355193 \tabularnewline
39 & -0.137754 & -1.067 & 0.145115 \tabularnewline
40 & -0.102092 & -0.7908 & 0.216086 \tabularnewline
41 & -0.017383 & -0.1346 & 0.44667 \tabularnewline
42 & 0.032916 & 0.255 & 0.399809 \tabularnewline
43 & -0.019683 & -0.1525 & 0.439667 \tabularnewline
44 & -0.091325 & -0.7074 & 0.241028 \tabularnewline
45 & -0.073346 & -0.5681 & 0.286032 \tabularnewline
46 & -0.065985 & -0.5111 & 0.305572 \tabularnewline
47 & 0.065928 & 0.5107 & 0.305726 \tabularnewline
48 & 0.191412 & 1.4827 & 0.071698 \tabularnewline
49 & 0.043334 & 0.3357 & 0.369146 \tabularnewline
50 & -0.031361 & -0.2429 & 0.404447 \tabularnewline
51 & -0.04711 & -0.3649 & 0.358228 \tabularnewline
52 & -0.033144 & -0.2567 & 0.399131 \tabularnewline
53 & 0.007985 & 0.0619 & 0.475442 \tabularnewline
54 & 0.0099 & 0.0767 & 0.469565 \tabularnewline
55 & -0.015611 & -0.1209 & 0.452079 \tabularnewline
56 & -0.034783 & -0.2694 & 0.394263 \tabularnewline
57 & -0.013893 & -0.1076 & 0.45733 \tabularnewline
58 & -0.038016 & -0.2945 & 0.384709 \tabularnewline
59 & 0.018332 & 0.142 & 0.443777 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33468&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]0.308219[/C][C]2.3875[/C][C]0.010066[/C][/ROW]
[ROW][C]2[/C][C]-0.078261[/C][C]-0.6062[/C][C]0.273333[/C][/ROW]
[ROW][C]3[/C][C]-0.303754[/C][C]-2.3529[/C][C]0.010963[/C][/ROW]
[ROW][C]4[/C][C]-0.27043[/C][C]-2.0947[/C][C]0.020212[/C][/ROW]
[ROW][C]5[/C][C]-0.060569[/C][C]-0.4692[/C][C]0.320326[/C][/ROW]
[ROW][C]6[/C][C]-0.002759[/C][C]-0.0214[/C][C]0.491509[/C][/ROW]
[ROW][C]7[/C][C]-0.077508[/C][C]-0.6004[/C][C]0.27526[/C][/ROW]
[ROW][C]8[/C][C]-0.264981[/C][C]-2.0525[/C][C]0.022244[/C][/ROW]
[ROW][C]9[/C][C]-0.26471[/C][C]-2.0504[/C][C]0.022349[/C][/ROW]
[ROW][C]10[/C][C]-0.089492[/C][C]-0.6932[/C][C]0.245428[/C][/ROW]
[ROW][C]11[/C][C]0.285575[/C][C]2.2121[/C][C]0.015391[/C][/ROW]
[ROW][C]12[/C][C]0.777921[/C][C]6.0258[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.254295[/C][C]1.9698[/C][C]0.026744[/C][/ROW]
[ROW][C]14[/C][C]-0.054705[/C][C]-0.4237[/C][C]0.336635[/C][/ROW]
[ROW][C]15[/C][C]-0.248518[/C][C]-1.925[/C][C]0.029486[/C][/ROW]
[ROW][C]16[/C][C]-0.220393[/C][C]-1.7072[/C][C]0.046482[/C][/ROW]
[ROW][C]17[/C][C]-0.056687[/C][C]-0.4391[/C][C]0.331086[/C][/ROW]
[ROW][C]18[/C][C]-0.027881[/C][C]-0.216[/C][C]0.414874[/C][/ROW]
[ROW][C]19[/C][C]-0.05278[/C][C]-0.4088[/C][C]0.342059[/C][/ROW]
[ROW][C]20[/C][C]-0.193806[/C][C]-1.5012[/C][C]0.069272[/C][/ROW]
[ROW][C]21[/C][C]-0.179972[/C][C]-1.3941[/C][C]0.084221[/C][/ROW]
[ROW][C]22[/C][C]-0.070698[/C][C]-0.5476[/C][C]0.292991[/C][/ROW]
[ROW][C]23[/C][C]0.204928[/C][C]1.5874[/C][C]0.058843[/C][/ROW]
[ROW][C]24[/C][C]0.57951[/C][C]4.4889[/C][C]1.7e-05[/C][/ROW]
[ROW][C]25[/C][C]0.179452[/C][C]1.39[/C][C]0.084828[/C][/ROW]
[ROW][C]26[/C][C]-0.052172[/C][C]-0.4041[/C][C]0.34378[/C][/ROW]
[ROW][C]27[/C][C]-0.199687[/C][C]-1.5468[/C][C]0.063589[/C][/ROW]
[ROW][C]28[/C][C]-0.152388[/C][C]-1.1804[/C][C]0.121251[/C][/ROW]
[ROW][C]29[/C][C]-0.038236[/C][C]-0.2962[/C][C]0.384058[/C][/ROW]
[ROW][C]30[/C][C]-0.000121[/C][C]-9e-04[/C][C]0.499628[/C][/ROW]
[ROW][C]31[/C][C]-0.031804[/C][C]-0.2464[/C][C]0.403125[/C][/ROW]
[ROW][C]32[/C][C]-0.145082[/C][C]-1.1238[/C][C]0.132787[/C][/ROW]
[ROW][C]33[/C][C]-0.118618[/C][C]-0.9188[/C][C]0.180936[/C][/ROW]
[ROW][C]34[/C][C]-0.067722[/C][C]-0.5246[/C][C]0.300907[/C][/ROW]
[ROW][C]35[/C][C]0.139422[/C][C]1.08[/C][C]0.142241[/C][/ROW]
[ROW][C]36[/C][C]0.379571[/C][C]2.9401[/C][C]0.002327[/C][/ROW]
[ROW][C]37[/C][C]0.114685[/C][C]0.8883[/C][C]0.18895[/C][/ROW]
[ROW][C]38[/C][C]-0.048168[/C][C]-0.3731[/C][C]0.355193[/C][/ROW]
[ROW][C]39[/C][C]-0.137754[/C][C]-1.067[/C][C]0.145115[/C][/ROW]
[ROW][C]40[/C][C]-0.102092[/C][C]-0.7908[/C][C]0.216086[/C][/ROW]
[ROW][C]41[/C][C]-0.017383[/C][C]-0.1346[/C][C]0.44667[/C][/ROW]
[ROW][C]42[/C][C]0.032916[/C][C]0.255[/C][C]0.399809[/C][/ROW]
[ROW][C]43[/C][C]-0.019683[/C][C]-0.1525[/C][C]0.439667[/C][/ROW]
[ROW][C]44[/C][C]-0.091325[/C][C]-0.7074[/C][C]0.241028[/C][/ROW]
[ROW][C]45[/C][C]-0.073346[/C][C]-0.5681[/C][C]0.286032[/C][/ROW]
[ROW][C]46[/C][C]-0.065985[/C][C]-0.5111[/C][C]0.305572[/C][/ROW]
[ROW][C]47[/C][C]0.065928[/C][C]0.5107[/C][C]0.305726[/C][/ROW]
[ROW][C]48[/C][C]0.191412[/C][C]1.4827[/C][C]0.071698[/C][/ROW]
[ROW][C]49[/C][C]0.043334[/C][C]0.3357[/C][C]0.369146[/C][/ROW]
[ROW][C]50[/C][C]-0.031361[/C][C]-0.2429[/C][C]0.404447[/C][/ROW]
[ROW][C]51[/C][C]-0.04711[/C][C]-0.3649[/C][C]0.358228[/C][/ROW]
[ROW][C]52[/C][C]-0.033144[/C][C]-0.2567[/C][C]0.399131[/C][/ROW]
[ROW][C]53[/C][C]0.007985[/C][C]0.0619[/C][C]0.475442[/C][/ROW]
[ROW][C]54[/C][C]0.0099[/C][C]0.0767[/C][C]0.469565[/C][/ROW]
[ROW][C]55[/C][C]-0.015611[/C][C]-0.1209[/C][C]0.452079[/C][/ROW]
[ROW][C]56[/C][C]-0.034783[/C][C]-0.2694[/C][C]0.394263[/C][/ROW]
[ROW][C]57[/C][C]-0.013893[/C][C]-0.1076[/C][C]0.45733[/C][/ROW]
[ROW][C]58[/C][C]-0.038016[/C][C]-0.2945[/C][C]0.384709[/C][/ROW]
[ROW][C]59[/C][C]0.018332[/C][C]0.142[/C][C]0.443777[/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=33468&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33468&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	0.308219	2.3875	0.010066
2	-0.078261	-0.6062	0.273333
3	-0.303754	-2.3529	0.010963
4	-0.27043	-2.0947	0.020212
5	-0.060569	-0.4692	0.320326
6	-0.002759	-0.0214	0.491509
7	-0.077508	-0.6004	0.27526
8	-0.264981	-2.0525	0.022244
9	-0.26471	-2.0504	0.022349
10	-0.089492	-0.6932	0.245428
11	0.285575	2.2121	0.015391
12	0.777921	6.0258	0
13	0.254295	1.9698	0.026744
14	-0.054705	-0.4237	0.336635
15	-0.248518	-1.925	0.029486
16	-0.220393	-1.7072	0.046482
17	-0.056687	-0.4391	0.331086
18	-0.027881	-0.216	0.414874
19	-0.05278	-0.4088	0.342059
20	-0.193806	-1.5012	0.069272
21	-0.179972	-1.3941	0.084221
22	-0.070698	-0.5476	0.292991
23	0.204928	1.5874	0.058843
24	0.57951	4.4889	1.7e-05
25	0.179452	1.39	0.084828
26	-0.052172	-0.4041	0.34378
27	-0.199687	-1.5468	0.063589
28	-0.152388	-1.1804	0.121251
29	-0.038236	-0.2962	0.384058
30	-0.000121	-9e-04	0.499628
31	-0.031804	-0.2464	0.403125
32	-0.145082	-1.1238	0.132787
33	-0.118618	-0.9188	0.180936
34	-0.067722	-0.5246	0.300907
35	0.139422	1.08	0.142241
36	0.379571	2.9401	0.002327
37	0.114685	0.8883	0.18895
38	-0.048168	-0.3731	0.355193
39	-0.137754	-1.067	0.145115
40	-0.102092	-0.7908	0.216086
41	-0.017383	-0.1346	0.44667
42	0.032916	0.255	0.399809
43	-0.019683	-0.1525	0.439667
44	-0.091325	-0.7074	0.241028
45	-0.073346	-0.5681	0.286032
46	-0.065985	-0.5111	0.305572
47	0.065928	0.5107	0.305726
48	0.191412	1.4827	0.071698
49	0.043334	0.3357	0.369146
50	-0.031361	-0.2429	0.404447
51	-0.04711	-0.3649	0.358228
52	-0.033144	-0.2567	0.399131
53	0.007985	0.0619	0.475442
54	0.0099	0.0767	0.469565
55	-0.015611	-0.1209	0.452079
56	-0.034783	-0.2694	0.394263
57	-0.013893	-0.1076	0.45733
58	-0.038016	-0.2945	0.384709
59	0.018332	0.142	0.443777
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.308219	2.3875	0.010066
2	-0.191447	-1.4829	0.071662
3	-0.247762	-1.9192	0.029862
4	-0.128055	-0.9919	0.162613
5	0.007694	0.0596	0.476336
6	-0.112555	-0.8718	0.193383
7	-0.191121	-1.4804	0.071997
8	-0.328087	-2.5414	0.006822
9	-0.279708	-2.1666	0.017123
10	-0.249194	-1.9302	0.029153
11	0.019542	0.1514	0.440095
12	0.630468	4.8836	4e-06
13	-0.175937	-1.3628	0.089019
14	0.021339	0.1653	0.434634
15	0.107484	0.8326	0.204196
16	0.002496	0.0193	0.492318
17	-0.070219	-0.5439	0.294258
18	-0.056048	-0.4341	0.332869
19	0.10817	0.8379	0.202712
20	0.076238	0.5905	0.278525
21	0.062688	0.4856	0.314516
22	0.039991	0.3098	0.378906
23	-0.091458	-0.7084	0.240711
24	0.018054	0.1398	0.444626
25	-0.070464	-0.5458	0.293609
26	-0.072598	-0.5623	0.287989
27	-0.007794	-0.0604	0.476029
28	0.063627	0.4929	0.311956
29	0.020773	0.1609	0.436353
30	0.087928	0.6811	0.249217
31	-0.013462	-0.1043	0.458649
32	-0.01932	-0.1497	0.440769
33	0.003774	0.0292	0.488388
34	-0.036266	-0.2809	0.389871
35	-0.03121	-0.2418	0.404897
36	-0.131541	-1.0189	0.156168
37	0.051184	0.3965	0.346581
38	0.014827	0.1149	0.454473
39	0.003355	0.026	0.489677
40	-0.036378	-0.2818	0.389539
41	-0.016353	-0.1267	0.449813
42	0.037485	0.2904	0.386272
43	-0.078875	-0.611	0.271765
44	-0.001419	-0.011	0.495634
45	0.000943	0.0073	0.497099
46	-0.010409	-0.0806	0.468003
47	-0.032388	-0.2509	0.401384
48	-0.131782	-1.0208	0.155729
49	-0.045507	-0.3525	0.36285
50	-0.003591	-0.0278	0.488951
51	0.052272	0.4049	0.343495
52	-0.013078	-0.1013	0.459825
53	-0.00554	-0.0429	0.482957
54	-0.113333	-0.8779	0.191757
55	0.017343	0.1343	0.446793
56	0.00122	0.0094	0.496246
57	-0.011327	-0.0877	0.465188
58	0.018181	0.1408	0.444238
59	0.052161	0.404	0.343812
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.308219 & 2.3875 & 0.010066 \tabularnewline
2 & -0.191447 & -1.4829 & 0.071662 \tabularnewline
3 & -0.247762 & -1.9192 & 0.029862 \tabularnewline
4 & -0.128055 & -0.9919 & 0.162613 \tabularnewline
5 & 0.007694 & 0.0596 & 0.476336 \tabularnewline
6 & -0.112555 & -0.8718 & 0.193383 \tabularnewline
7 & -0.191121 & -1.4804 & 0.071997 \tabularnewline
8 & -0.328087 & -2.5414 & 0.006822 \tabularnewline
9 & -0.279708 & -2.1666 & 0.017123 \tabularnewline
10 & -0.249194 & -1.9302 & 0.029153 \tabularnewline
11 & 0.019542 & 0.1514 & 0.440095 \tabularnewline
12 & 0.630468 & 4.8836 & 4e-06 \tabularnewline
13 & -0.175937 & -1.3628 & 0.089019 \tabularnewline
14 & 0.021339 & 0.1653 & 0.434634 \tabularnewline
15 & 0.107484 & 0.8326 & 0.204196 \tabularnewline
16 & 0.002496 & 0.0193 & 0.492318 \tabularnewline
17 & -0.070219 & -0.5439 & 0.294258 \tabularnewline
18 & -0.056048 & -0.4341 & 0.332869 \tabularnewline
19 & 0.10817 & 0.8379 & 0.202712 \tabularnewline
20 & 0.076238 & 0.5905 & 0.278525 \tabularnewline
21 & 0.062688 & 0.4856 & 0.314516 \tabularnewline
22 & 0.039991 & 0.3098 & 0.378906 \tabularnewline
23 & -0.091458 & -0.7084 & 0.240711 \tabularnewline
24 & 0.018054 & 0.1398 & 0.444626 \tabularnewline
25 & -0.070464 & -0.5458 & 0.293609 \tabularnewline
26 & -0.072598 & -0.5623 & 0.287989 \tabularnewline
27 & -0.007794 & -0.0604 & 0.476029 \tabularnewline
28 & 0.063627 & 0.4929 & 0.311956 \tabularnewline
29 & 0.020773 & 0.1609 & 0.436353 \tabularnewline
30 & 0.087928 & 0.6811 & 0.249217 \tabularnewline
31 & -0.013462 & -0.1043 & 0.458649 \tabularnewline
32 & -0.01932 & -0.1497 & 0.440769 \tabularnewline
33 & 0.003774 & 0.0292 & 0.488388 \tabularnewline
34 & -0.036266 & -0.2809 & 0.389871 \tabularnewline
35 & -0.03121 & -0.2418 & 0.404897 \tabularnewline
36 & -0.131541 & -1.0189 & 0.156168 \tabularnewline
37 & 0.051184 & 0.3965 & 0.346581 \tabularnewline
38 & 0.014827 & 0.1149 & 0.454473 \tabularnewline
39 & 0.003355 & 0.026 & 0.489677 \tabularnewline
40 & -0.036378 & -0.2818 & 0.389539 \tabularnewline
41 & -0.016353 & -0.1267 & 0.449813 \tabularnewline
42 & 0.037485 & 0.2904 & 0.386272 \tabularnewline
43 & -0.078875 & -0.611 & 0.271765 \tabularnewline
44 & -0.001419 & -0.011 & 0.495634 \tabularnewline
45 & 0.000943 & 0.0073 & 0.497099 \tabularnewline
46 & -0.010409 & -0.0806 & 0.468003 \tabularnewline
47 & -0.032388 & -0.2509 & 0.401384 \tabularnewline
48 & -0.131782 & -1.0208 & 0.155729 \tabularnewline
49 & -0.045507 & -0.3525 & 0.36285 \tabularnewline
50 & -0.003591 & -0.0278 & 0.488951 \tabularnewline
51 & 0.052272 & 0.4049 & 0.343495 \tabularnewline
52 & -0.013078 & -0.1013 & 0.459825 \tabularnewline
53 & -0.00554 & -0.0429 & 0.482957 \tabularnewline
54 & -0.113333 & -0.8779 & 0.191757 \tabularnewline
55 & 0.017343 & 0.1343 & 0.446793 \tabularnewline
56 & 0.00122 & 0.0094 & 0.496246 \tabularnewline
57 & -0.011327 & -0.0877 & 0.465188 \tabularnewline
58 & 0.018181 & 0.1408 & 0.444238 \tabularnewline
59 & 0.052161 & 0.404 & 0.343812 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33468&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]0.308219[/C][C]2.3875[/C][C]0.010066[/C][/ROW]
[ROW][C]2[/C][C]-0.191447[/C][C]-1.4829[/C][C]0.071662[/C][/ROW]
[ROW][C]3[/C][C]-0.247762[/C][C]-1.9192[/C][C]0.029862[/C][/ROW]
[ROW][C]4[/C][C]-0.128055[/C][C]-0.9919[/C][C]0.162613[/C][/ROW]
[ROW][C]5[/C][C]0.007694[/C][C]0.0596[/C][C]0.476336[/C][/ROW]
[ROW][C]6[/C][C]-0.112555[/C][C]-0.8718[/C][C]0.193383[/C][/ROW]
[ROW][C]7[/C][C]-0.191121[/C][C]-1.4804[/C][C]0.071997[/C][/ROW]
[ROW][C]8[/C][C]-0.328087[/C][C]-2.5414[/C][C]0.006822[/C][/ROW]
[ROW][C]9[/C][C]-0.279708[/C][C]-2.1666[/C][C]0.017123[/C][/ROW]
[ROW][C]10[/C][C]-0.249194[/C][C]-1.9302[/C][C]0.029153[/C][/ROW]
[ROW][C]11[/C][C]0.019542[/C][C]0.1514[/C][C]0.440095[/C][/ROW]
[ROW][C]12[/C][C]0.630468[/C][C]4.8836[/C][C]4e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.175937[/C][C]-1.3628[/C][C]0.089019[/C][/ROW]
[ROW][C]14[/C][C]0.021339[/C][C]0.1653[/C][C]0.434634[/C][/ROW]
[ROW][C]15[/C][C]0.107484[/C][C]0.8326[/C][C]0.204196[/C][/ROW]
[ROW][C]16[/C][C]0.002496[/C][C]0.0193[/C][C]0.492318[/C][/ROW]
[ROW][C]17[/C][C]-0.070219[/C][C]-0.5439[/C][C]0.294258[/C][/ROW]
[ROW][C]18[/C][C]-0.056048[/C][C]-0.4341[/C][C]0.332869[/C][/ROW]
[ROW][C]19[/C][C]0.10817[/C][C]0.8379[/C][C]0.202712[/C][/ROW]
[ROW][C]20[/C][C]0.076238[/C][C]0.5905[/C][C]0.278525[/C][/ROW]
[ROW][C]21[/C][C]0.062688[/C][C]0.4856[/C][C]0.314516[/C][/ROW]
[ROW][C]22[/C][C]0.039991[/C][C]0.3098[/C][C]0.378906[/C][/ROW]
[ROW][C]23[/C][C]-0.091458[/C][C]-0.7084[/C][C]0.240711[/C][/ROW]
[ROW][C]24[/C][C]0.018054[/C][C]0.1398[/C][C]0.444626[/C][/ROW]
[ROW][C]25[/C][C]-0.070464[/C][C]-0.5458[/C][C]0.293609[/C][/ROW]
[ROW][C]26[/C][C]-0.072598[/C][C]-0.5623[/C][C]0.287989[/C][/ROW]
[ROW][C]27[/C][C]-0.007794[/C][C]-0.0604[/C][C]0.476029[/C][/ROW]
[ROW][C]28[/C][C]0.063627[/C][C]0.4929[/C][C]0.311956[/C][/ROW]
[ROW][C]29[/C][C]0.020773[/C][C]0.1609[/C][C]0.436353[/C][/ROW]
[ROW][C]30[/C][C]0.087928[/C][C]0.6811[/C][C]0.249217[/C][/ROW]
[ROW][C]31[/C][C]-0.013462[/C][C]-0.1043[/C][C]0.458649[/C][/ROW]
[ROW][C]32[/C][C]-0.01932[/C][C]-0.1497[/C][C]0.440769[/C][/ROW]
[ROW][C]33[/C][C]0.003774[/C][C]0.0292[/C][C]0.488388[/C][/ROW]
[ROW][C]34[/C][C]-0.036266[/C][C]-0.2809[/C][C]0.389871[/C][/ROW]
[ROW][C]35[/C][C]-0.03121[/C][C]-0.2418[/C][C]0.404897[/C][/ROW]
[ROW][C]36[/C][C]-0.131541[/C][C]-1.0189[/C][C]0.156168[/C][/ROW]
[ROW][C]37[/C][C]0.051184[/C][C]0.3965[/C][C]0.346581[/C][/ROW]
[ROW][C]38[/C][C]0.014827[/C][C]0.1149[/C][C]0.454473[/C][/ROW]
[ROW][C]39[/C][C]0.003355[/C][C]0.026[/C][C]0.489677[/C][/ROW]
[ROW][C]40[/C][C]-0.036378[/C][C]-0.2818[/C][C]0.389539[/C][/ROW]
[ROW][C]41[/C][C]-0.016353[/C][C]-0.1267[/C][C]0.449813[/C][/ROW]
[ROW][C]42[/C][C]0.037485[/C][C]0.2904[/C][C]0.386272[/C][/ROW]
[ROW][C]43[/C][C]-0.078875[/C][C]-0.611[/C][C]0.271765[/C][/ROW]
[ROW][C]44[/C][C]-0.001419[/C][C]-0.011[/C][C]0.495634[/C][/ROW]
[ROW][C]45[/C][C]0.000943[/C][C]0.0073[/C][C]0.497099[/C][/ROW]
[ROW][C]46[/C][C]-0.010409[/C][C]-0.0806[/C][C]0.468003[/C][/ROW]
[ROW][C]47[/C][C]-0.032388[/C][C]-0.2509[/C][C]0.401384[/C][/ROW]
[ROW][C]48[/C][C]-0.131782[/C][C]-1.0208[/C][C]0.155729[/C][/ROW]
[ROW][C]49[/C][C]-0.045507[/C][C]-0.3525[/C][C]0.36285[/C][/ROW]
[ROW][C]50[/C][C]-0.003591[/C][C]-0.0278[/C][C]0.488951[/C][/ROW]
[ROW][C]51[/C][C]0.052272[/C][C]0.4049[/C][C]0.343495[/C][/ROW]
[ROW][C]52[/C][C]-0.013078[/C][C]-0.1013[/C][C]0.459825[/C][/ROW]
[ROW][C]53[/C][C]-0.00554[/C][C]-0.0429[/C][C]0.482957[/C][/ROW]
[ROW][C]54[/C][C]-0.113333[/C][C]-0.8779[/C][C]0.191757[/C][/ROW]
[ROW][C]55[/C][C]0.017343[/C][C]0.1343[/C][C]0.446793[/C][/ROW]
[ROW][C]56[/C][C]0.00122[/C][C]0.0094[/C][C]0.496246[/C][/ROW]
[ROW][C]57[/C][C]-0.011327[/C][C]-0.0877[/C][C]0.465188[/C][/ROW]
[ROW][C]58[/C][C]0.018181[/C][C]0.1408[/C][C]0.444238[/C][/ROW]
[ROW][C]59[/C][C]0.052161[/C][C]0.404[/C][C]0.343812[/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=33468&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33468&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	0.308219	2.3875	0.010066
2	-0.191447	-1.4829	0.071662
3	-0.247762	-1.9192	0.029862
4	-0.128055	-0.9919	0.162613
5	0.007694	0.0596	0.476336
6	-0.112555	-0.8718	0.193383
7	-0.191121	-1.4804	0.071997
8	-0.328087	-2.5414	0.006822
9	-0.279708	-2.1666	0.017123
10	-0.249194	-1.9302	0.029153
11	0.019542	0.1514	0.440095
12	0.630468	4.8836	4e-06
13	-0.175937	-1.3628	0.089019
14	0.021339	0.1653	0.434634
15	0.107484	0.8326	0.204196
16	0.002496	0.0193	0.492318
17	-0.070219	-0.5439	0.294258
18	-0.056048	-0.4341	0.332869
19	0.10817	0.8379	0.202712
20	0.076238	0.5905	0.278525
21	0.062688	0.4856	0.314516
22	0.039991	0.3098	0.378906
23	-0.091458	-0.7084	0.240711
24	0.018054	0.1398	0.444626
25	-0.070464	-0.5458	0.293609
26	-0.072598	-0.5623	0.287989
27	-0.007794	-0.0604	0.476029
28	0.063627	0.4929	0.311956
29	0.020773	0.1609	0.436353
30	0.087928	0.6811	0.249217
31	-0.013462	-0.1043	0.458649
32	-0.01932	-0.1497	0.440769
33	0.003774	0.0292	0.488388
34	-0.036266	-0.2809	0.389871
35	-0.03121	-0.2418	0.404897
36	-0.131541	-1.0189	0.156168
37	0.051184	0.3965	0.346581
38	0.014827	0.1149	0.454473
39	0.003355	0.026	0.489677
40	-0.036378	-0.2818	0.389539
41	-0.016353	-0.1267	0.449813
42	0.037485	0.2904	0.386272
43	-0.078875	-0.611	0.271765
44	-0.001419	-0.011	0.495634
45	0.000943	0.0073	0.497099
46	-0.010409	-0.0806	0.468003
47	-0.032388	-0.2509	0.401384
48	-0.131782	-1.0208	0.155729
49	-0.045507	-0.3525	0.36285
50	-0.003591	-0.0278	0.488951
51	0.052272	0.4049	0.343495
52	-0.013078	-0.1013	0.459825
53	-0.00554	-0.0429	0.482957
54	-0.113333	-0.8779	0.191757
55	0.017343	0.1343	0.446793
56	0.00122	0.0094	0.496246
57	-0.011327	-0.0877	0.465188
58	0.018181	0.1408	0.444238
59	0.052161	0.404	0.343812
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 = 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