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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 14 Dec 2008 10:18:01 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/14/t1229275132cc6dpywjkzja3pn.htm/, Retrieved Wed, 15 May 2024 01:15:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33493, Retrieved Wed, 15 May 2024 01:15:16 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

221

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

-     [Mean Plot] [Mean plot vervaar...] [2007-11-09 12:25:12] [74be16979710d4c4e7c6647856088456]
- R  D  [Mean Plot] [Mean plot Vlaams ...] [2008-12-13 21:24:44] [005293453b571dbccb80b45226e44173]
- RMPD    [Variance Reduction Matrix] [Variance Reductio...] [2008-12-14 16:50:50] [005293453b571dbccb80b45226e44173]
-    D      [Variance Reduction Matrix] [Variance Reductio...] [2008-12-14 17:00:55] [005293453b571dbccb80b45226e44173]
- RM            [(Partial) Autocorrelation Function] [partial autocorr ...] [2008-12-14 17:18:01] [b0654df83a8a0e1de3ceb7bf60f0d58f] [Current]
-   P             [(Partial) Autocorrelation Function] [part autocorrelat...] [2008-12-14 18:33:57] [005293453b571dbccb80b45226e44173] 
-    D              [(Partial) Autocorrelation Function] [part autocorr Waa...] [2008-12-14 18:53:41] [005293453b571dbccb80b45226e44173] 
-    D                [(Partial) Autocorrelation Function] [part autocorr Bru...] [2008-12-14 18:56:03] [005293453b571dbccb80b45226e44173] 
-    D                  [(Partial) Autocorrelation Function] [part autocorr belgi�] [2008-12-14 18:58:18] [005293453b571dbccb80b45226e44173] 
-   P                     [(Partial) Autocorrelation Function] [pacf belgie D=1] [2008-12-16 14:10:10] [005293453b571dbccb80b45226e44173] 
-   P                   [(Partial) Autocorrelation Function] [pacf Brussels hst...] [2008-12-16 14:07:56] [005293453b571dbccb80b45226e44173] 
-   P                 [(Partial) Autocorrelation Function] [pacf Waals Gewest...] [2008-12-16 14:05:47] [005293453b571dbccb80b45226e44173] 
-   P               [(Partial) Autocorrelation Function] [pacf vlaams gewes...] [2008-12-16 14:02:56] [005293453b571dbccb80b45226e44173] 
-   P               [(Partial) Autocorrelation Function] [pacf vlaams d=1 D=1] [2008-12-16 14:38:27] [005293453b571dbccb80b45226e44173] 

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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=33493&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=33493&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33493&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	0.894636	6.9298	0
2	0.759819	5.8855	0
3	0.672017	5.2054	1e-06
4	0.60993	4.7245	7e-06
5	0.567002	4.392	2.3e-05
6	0.525084	4.0673	7e-05
7	0.482585	3.7381	0.000208
8	0.430183	3.3322	0.00074
9	0.412421	3.1946	0.001116
10	0.423374	3.2794	0.000867
11	0.463251	3.5883	0.000335
12	0.462659	3.5837	0.00034
13	0.334622	2.592	0.005984
14	0.199164	1.5427	0.064079
15	0.106438	0.8245	0.20647
16	0.03211	0.2487	0.402213
17	-0.021411	-0.1658	0.434418
18	-0.070952	-0.5496	0.292321
19	-0.119159	-0.923	0.179851
20	-0.165805	-1.2843	0.101984
21	-0.180074	-1.3948	0.084102
22	-0.177916	-1.3781	0.08664
23	-0.151611	-1.1744	0.122443
24	-0.153604	-1.1898	0.119403
25	-0.227316	-1.7608	0.041686
26	-0.301285	-2.3337	0.011489
27	-0.339033	-2.6261	0.005472
28	-0.359284	-2.783	0.003595
29	-0.365412	-2.8305	0.003157
30	-0.371169	-2.8751	0.002791
31	-0.383009	-2.9668	0.002158
32	-0.390402	-3.024	0.001834
33	-0.378024	-2.9282	0.002406
34	-0.345163	-2.6736	0.004826
35	-0.291567	-2.2585	0.013782
36	-0.259754	-2.012	0.024356
37	-0.284698	-2.2053	0.01564
38	-0.294163	-2.2786	0.013133
39	-0.277874	-2.1524	0.017699
40	-0.268508	-2.0799	0.02091
41	-0.253574	-1.9642	0.027074
42	-0.238249	-1.8455	0.034953
43	-0.224211	-1.7367	0.043783
44	-0.209304	-1.6213	0.055103
45	-0.178838	-1.3853	0.085549
46	-0.144381	-1.1184	0.133933
47	-0.104511	-0.8095	0.210701
48	-0.070648	-0.5472	0.293123
49	-0.065402	-0.5066	0.307144
50	-0.044203	-0.3424	0.366626
51	-0.024469	-0.1895	0.425157
52	-0.026189	-0.2029	0.419964
53	-0.02691	-0.2084	0.417793
54	-0.024523	-0.19	0.424992
55	-0.023046	-0.1785	0.42946
56	-0.018994	-0.1471	0.441762
57	-0.008669	-0.0671	0.473343
58	-0.005056	-0.0392	0.484445
59	-0.006926	-0.0536	0.478697
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.894636 & 6.9298 & 0 \tabularnewline
2 & 0.759819 & 5.8855 & 0 \tabularnewline
3 & 0.672017 & 5.2054 & 1e-06 \tabularnewline
4 & 0.60993 & 4.7245 & 7e-06 \tabularnewline
5 & 0.567002 & 4.392 & 2.3e-05 \tabularnewline
6 & 0.525084 & 4.0673 & 7e-05 \tabularnewline
7 & 0.482585 & 3.7381 & 0.000208 \tabularnewline
8 & 0.430183 & 3.3322 & 0.00074 \tabularnewline
9 & 0.412421 & 3.1946 & 0.001116 \tabularnewline
10 & 0.423374 & 3.2794 & 0.000867 \tabularnewline
11 & 0.463251 & 3.5883 & 0.000335 \tabularnewline
12 & 0.462659 & 3.5837 & 0.00034 \tabularnewline
13 & 0.334622 & 2.592 & 0.005984 \tabularnewline
14 & 0.199164 & 1.5427 & 0.064079 \tabularnewline
15 & 0.106438 & 0.8245 & 0.20647 \tabularnewline
16 & 0.03211 & 0.2487 & 0.402213 \tabularnewline
17 & -0.021411 & -0.1658 & 0.434418 \tabularnewline
18 & -0.070952 & -0.5496 & 0.292321 \tabularnewline
19 & -0.119159 & -0.923 & 0.179851 \tabularnewline
20 & -0.165805 & -1.2843 & 0.101984 \tabularnewline
21 & -0.180074 & -1.3948 & 0.084102 \tabularnewline
22 & -0.177916 & -1.3781 & 0.08664 \tabularnewline
23 & -0.151611 & -1.1744 & 0.122443 \tabularnewline
24 & -0.153604 & -1.1898 & 0.119403 \tabularnewline
25 & -0.227316 & -1.7608 & 0.041686 \tabularnewline
26 & -0.301285 & -2.3337 & 0.011489 \tabularnewline
27 & -0.339033 & -2.6261 & 0.005472 \tabularnewline
28 & -0.359284 & -2.783 & 0.003595 \tabularnewline
29 & -0.365412 & -2.8305 & 0.003157 \tabularnewline
30 & -0.371169 & -2.8751 & 0.002791 \tabularnewline
31 & -0.383009 & -2.9668 & 0.002158 \tabularnewline
32 & -0.390402 & -3.024 & 0.001834 \tabularnewline
33 & -0.378024 & -2.9282 & 0.002406 \tabularnewline
34 & -0.345163 & -2.6736 & 0.004826 \tabularnewline
35 & -0.291567 & -2.2585 & 0.013782 \tabularnewline
36 & -0.259754 & -2.012 & 0.024356 \tabularnewline
37 & -0.284698 & -2.2053 & 0.01564 \tabularnewline
38 & -0.294163 & -2.2786 & 0.013133 \tabularnewline
39 & -0.277874 & -2.1524 & 0.017699 \tabularnewline
40 & -0.268508 & -2.0799 & 0.02091 \tabularnewline
41 & -0.253574 & -1.9642 & 0.027074 \tabularnewline
42 & -0.238249 & -1.8455 & 0.034953 \tabularnewline
43 & -0.224211 & -1.7367 & 0.043783 \tabularnewline
44 & -0.209304 & -1.6213 & 0.055103 \tabularnewline
45 & -0.178838 & -1.3853 & 0.085549 \tabularnewline
46 & -0.144381 & -1.1184 & 0.133933 \tabularnewline
47 & -0.104511 & -0.8095 & 0.210701 \tabularnewline
48 & -0.070648 & -0.5472 & 0.293123 \tabularnewline
49 & -0.065402 & -0.5066 & 0.307144 \tabularnewline
50 & -0.044203 & -0.3424 & 0.366626 \tabularnewline
51 & -0.024469 & -0.1895 & 0.425157 \tabularnewline
52 & -0.026189 & -0.2029 & 0.419964 \tabularnewline
53 & -0.02691 & -0.2084 & 0.417793 \tabularnewline
54 & -0.024523 & -0.19 & 0.424992 \tabularnewline
55 & -0.023046 & -0.1785 & 0.42946 \tabularnewline
56 & -0.018994 & -0.1471 & 0.441762 \tabularnewline
57 & -0.008669 & -0.0671 & 0.473343 \tabularnewline
58 & -0.005056 & -0.0392 & 0.484445 \tabularnewline
59 & -0.006926 & -0.0536 & 0.478697 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33493&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]0.894636[/C][C]6.9298[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.759819[/C][C]5.8855[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.672017[/C][C]5.2054[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.60993[/C][C]4.7245[/C][C]7e-06[/C][/ROW]
[ROW][C]5[/C][C]0.567002[/C][C]4.392[/C][C]2.3e-05[/C][/ROW]
[ROW][C]6[/C][C]0.525084[/C][C]4.0673[/C][C]7e-05[/C][/ROW]
[ROW][C]7[/C][C]0.482585[/C][C]3.7381[/C][C]0.000208[/C][/ROW]
[ROW][C]8[/C][C]0.430183[/C][C]3.3322[/C][C]0.00074[/C][/ROW]
[ROW][C]9[/C][C]0.412421[/C][C]3.1946[/C][C]0.001116[/C][/ROW]
[ROW][C]10[/C][C]0.423374[/C][C]3.2794[/C][C]0.000867[/C][/ROW]
[ROW][C]11[/C][C]0.463251[/C][C]3.5883[/C][C]0.000335[/C][/ROW]
[ROW][C]12[/C][C]0.462659[/C][C]3.5837[/C][C]0.00034[/C][/ROW]
[ROW][C]13[/C][C]0.334622[/C][C]2.592[/C][C]0.005984[/C][/ROW]
[ROW][C]14[/C][C]0.199164[/C][C]1.5427[/C][C]0.064079[/C][/ROW]
[ROW][C]15[/C][C]0.106438[/C][C]0.8245[/C][C]0.20647[/C][/ROW]
[ROW][C]16[/C][C]0.03211[/C][C]0.2487[/C][C]0.402213[/C][/ROW]
[ROW][C]17[/C][C]-0.021411[/C][C]-0.1658[/C][C]0.434418[/C][/ROW]
[ROW][C]18[/C][C]-0.070952[/C][C]-0.5496[/C][C]0.292321[/C][/ROW]
[ROW][C]19[/C][C]-0.119159[/C][C]-0.923[/C][C]0.179851[/C][/ROW]
[ROW][C]20[/C][C]-0.165805[/C][C]-1.2843[/C][C]0.101984[/C][/ROW]
[ROW][C]21[/C][C]-0.180074[/C][C]-1.3948[/C][C]0.084102[/C][/ROW]
[ROW][C]22[/C][C]-0.177916[/C][C]-1.3781[/C][C]0.08664[/C][/ROW]
[ROW][C]23[/C][C]-0.151611[/C][C]-1.1744[/C][C]0.122443[/C][/ROW]
[ROW][C]24[/C][C]-0.153604[/C][C]-1.1898[/C][C]0.119403[/C][/ROW]
[ROW][C]25[/C][C]-0.227316[/C][C]-1.7608[/C][C]0.041686[/C][/ROW]
[ROW][C]26[/C][C]-0.301285[/C][C]-2.3337[/C][C]0.011489[/C][/ROW]
[ROW][C]27[/C][C]-0.339033[/C][C]-2.6261[/C][C]0.005472[/C][/ROW]
[ROW][C]28[/C][C]-0.359284[/C][C]-2.783[/C][C]0.003595[/C][/ROW]
[ROW][C]29[/C][C]-0.365412[/C][C]-2.8305[/C][C]0.003157[/C][/ROW]
[ROW][C]30[/C][C]-0.371169[/C][C]-2.8751[/C][C]0.002791[/C][/ROW]
[ROW][C]31[/C][C]-0.383009[/C][C]-2.9668[/C][C]0.002158[/C][/ROW]
[ROW][C]32[/C][C]-0.390402[/C][C]-3.024[/C][C]0.001834[/C][/ROW]
[ROW][C]33[/C][C]-0.378024[/C][C]-2.9282[/C][C]0.002406[/C][/ROW]
[ROW][C]34[/C][C]-0.345163[/C][C]-2.6736[/C][C]0.004826[/C][/ROW]
[ROW][C]35[/C][C]-0.291567[/C][C]-2.2585[/C][C]0.013782[/C][/ROW]
[ROW][C]36[/C][C]-0.259754[/C][C]-2.012[/C][C]0.024356[/C][/ROW]
[ROW][C]37[/C][C]-0.284698[/C][C]-2.2053[/C][C]0.01564[/C][/ROW]
[ROW][C]38[/C][C]-0.294163[/C][C]-2.2786[/C][C]0.013133[/C][/ROW]
[ROW][C]39[/C][C]-0.277874[/C][C]-2.1524[/C][C]0.017699[/C][/ROW]
[ROW][C]40[/C][C]-0.268508[/C][C]-2.0799[/C][C]0.02091[/C][/ROW]
[ROW][C]41[/C][C]-0.253574[/C][C]-1.9642[/C][C]0.027074[/C][/ROW]
[ROW][C]42[/C][C]-0.238249[/C][C]-1.8455[/C][C]0.034953[/C][/ROW]
[ROW][C]43[/C][C]-0.224211[/C][C]-1.7367[/C][C]0.043783[/C][/ROW]
[ROW][C]44[/C][C]-0.209304[/C][C]-1.6213[/C][C]0.055103[/C][/ROW]
[ROW][C]45[/C][C]-0.178838[/C][C]-1.3853[/C][C]0.085549[/C][/ROW]
[ROW][C]46[/C][C]-0.144381[/C][C]-1.1184[/C][C]0.133933[/C][/ROW]
[ROW][C]47[/C][C]-0.104511[/C][C]-0.8095[/C][C]0.210701[/C][/ROW]
[ROW][C]48[/C][C]-0.070648[/C][C]-0.5472[/C][C]0.293123[/C][/ROW]
[ROW][C]49[/C][C]-0.065402[/C][C]-0.5066[/C][C]0.307144[/C][/ROW]
[ROW][C]50[/C][C]-0.044203[/C][C]-0.3424[/C][C]0.366626[/C][/ROW]
[ROW][C]51[/C][C]-0.024469[/C][C]-0.1895[/C][C]0.425157[/C][/ROW]
[ROW][C]52[/C][C]-0.026189[/C][C]-0.2029[/C][C]0.419964[/C][/ROW]
[ROW][C]53[/C][C]-0.02691[/C][C]-0.2084[/C][C]0.417793[/C][/ROW]
[ROW][C]54[/C][C]-0.024523[/C][C]-0.19[/C][C]0.424992[/C][/ROW]
[ROW][C]55[/C][C]-0.023046[/C][C]-0.1785[/C][C]0.42946[/C][/ROW]
[ROW][C]56[/C][C]-0.018994[/C][C]-0.1471[/C][C]0.441762[/C][/ROW]
[ROW][C]57[/C][C]-0.008669[/C][C]-0.0671[/C][C]0.473343[/C][/ROW]
[ROW][C]58[/C][C]-0.005056[/C][C]-0.0392[/C][C]0.484445[/C][/ROW]
[ROW][C]59[/C][C]-0.006926[/C][C]-0.0536[/C][C]0.478697[/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=33493&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33493&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	0.894636	6.9298	0
2	0.759819	5.8855	0
3	0.672017	5.2054	1e-06
4	0.60993	4.7245	7e-06
5	0.567002	4.392	2.3e-05
6	0.525084	4.0673	7e-05
7	0.482585	3.7381	0.000208
8	0.430183	3.3322	0.00074
9	0.412421	3.1946	0.001116
10	0.423374	3.2794	0.000867
11	0.463251	3.5883	0.000335
12	0.462659	3.5837	0.00034
13	0.334622	2.592	0.005984
14	0.199164	1.5427	0.064079
15	0.106438	0.8245	0.20647
16	0.03211	0.2487	0.402213
17	-0.021411	-0.1658	0.434418
18	-0.070952	-0.5496	0.292321
19	-0.119159	-0.923	0.179851
20	-0.165805	-1.2843	0.101984
21	-0.180074	-1.3948	0.084102
22	-0.177916	-1.3781	0.08664
23	-0.151611	-1.1744	0.122443
24	-0.153604	-1.1898	0.119403
25	-0.227316	-1.7608	0.041686
26	-0.301285	-2.3337	0.011489
27	-0.339033	-2.6261	0.005472
28	-0.359284	-2.783	0.003595
29	-0.365412	-2.8305	0.003157
30	-0.371169	-2.8751	0.002791
31	-0.383009	-2.9668	0.002158
32	-0.390402	-3.024	0.001834
33	-0.378024	-2.9282	0.002406
34	-0.345163	-2.6736	0.004826
35	-0.291567	-2.2585	0.013782
36	-0.259754	-2.012	0.024356
37	-0.284698	-2.2053	0.01564
38	-0.294163	-2.2786	0.013133
39	-0.277874	-2.1524	0.017699
40	-0.268508	-2.0799	0.02091
41	-0.253574	-1.9642	0.027074
42	-0.238249	-1.8455	0.034953
43	-0.224211	-1.7367	0.043783
44	-0.209304	-1.6213	0.055103
45	-0.178838	-1.3853	0.085549
46	-0.144381	-1.1184	0.133933
47	-0.104511	-0.8095	0.210701
48	-0.070648	-0.5472	0.293123
49	-0.065402	-0.5066	0.307144
50	-0.044203	-0.3424	0.366626
51	-0.024469	-0.1895	0.425157
52	-0.026189	-0.2029	0.419964
53	-0.02691	-0.2084	0.417793
54	-0.024523	-0.19	0.424992
55	-0.023046	-0.1785	0.42946
56	-0.018994	-0.1471	0.441762
57	-0.008669	-0.0671	0.473343
58	-0.005056	-0.0392	0.484445
59	-0.006926	-0.0536	0.478697
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.894636	6.9298	0
2	-0.203157	-1.5736	0.060414
3	0.187627	1.4534	0.075668
4	0.004982	0.0386	0.484673
5	0.086059	0.6666	0.253789
6	-0.023365	-0.181	0.428494
7	0.020538	0.1591	0.437069
8	-0.071669	-0.5551	0.290431
9	0.193899	1.5019	0.06918
10	0.052783	0.4089	0.34205
11	0.223797	1.7335	0.04407
12	-0.218038	-1.6889	0.048214
13	-0.536278	-4.154	5.3e-05
14	0.000357	0.0028	0.498902
15	-0.066527	-0.5153	0.304114
16	-0.087911	-0.681	0.249259
17	0.054922	0.4254	0.336025
18	-0.090245	-0.699	0.243614
19	0.041579	0.3221	0.374259
20	0.016442	0.1274	0.449542
21	-0.06206	-0.4807	0.316234
22	-0.095923	-0.743	0.230186
23	0.08054	0.6239	0.267543
24	-0.020898	-0.1619	0.435974
25	0.077263	0.5985	0.275888
26	-0.06248	-0.484	0.315085
27	0.049109	0.3804	0.352497
28	0.00822	0.0637	0.474723
29	0.015158	0.1174	0.453462
30	-0.071094	-0.5507	0.291945
31	-0.025067	-0.1942	0.42335
32	-0.048845	-0.3783	0.353253
33	-0.003265	-0.0253	0.489952
34	0.054866	0.425	0.336181
35	0.02435	0.1886	0.425515
36	-0.005115	-0.0396	0.484264
37	-0.071054	-0.5504	0.29205
38	0.117634	0.9112	0.182921
39	-0.056933	-0.441	0.330397
40	-0.138368	-1.0718	0.144052
41	0.01223	0.0947	0.46242
42	-0.022829	-0.1768	0.430118
43	0.105854	0.8199	0.207748
44	-0.007955	-0.0616	0.475537
45	-0.001569	-0.0122	0.495173
46	-0.124924	-0.9677	0.16855
47	-0.004708	-0.0365	0.485515
48	0.04934	0.3822	0.351836
49	0.061663	0.4776	0.317321
50	-0.032006	-0.2479	0.402522
51	-0.065426	-0.5068	0.30708
52	-0.006079	-0.0471	0.481299
53	-0.025226	-0.1954	0.422869
54	-0.01486	-0.1151	0.454374
55	-0.088023	-0.6818	0.248987
56	0.011588	0.0898	0.464389
57	-0.03517	-0.2724	0.393116
58	0.023126	0.1791	0.429219
59	-0.156693	-1.2137	0.114802
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.894636 & 6.9298 & 0 \tabularnewline
2 & -0.203157 & -1.5736 & 0.060414 \tabularnewline
3 & 0.187627 & 1.4534 & 0.075668 \tabularnewline
4 & 0.004982 & 0.0386 & 0.484673 \tabularnewline
5 & 0.086059 & 0.6666 & 0.253789 \tabularnewline
6 & -0.023365 & -0.181 & 0.428494 \tabularnewline
7 & 0.020538 & 0.1591 & 0.437069 \tabularnewline
8 & -0.071669 & -0.5551 & 0.290431 \tabularnewline
9 & 0.193899 & 1.5019 & 0.06918 \tabularnewline
10 & 0.052783 & 0.4089 & 0.34205 \tabularnewline
11 & 0.223797 & 1.7335 & 0.04407 \tabularnewline
12 & -0.218038 & -1.6889 & 0.048214 \tabularnewline
13 & -0.536278 & -4.154 & 5.3e-05 \tabularnewline
14 & 0.000357 & 0.0028 & 0.498902 \tabularnewline
15 & -0.066527 & -0.5153 & 0.304114 \tabularnewline
16 & -0.087911 & -0.681 & 0.249259 \tabularnewline
17 & 0.054922 & 0.4254 & 0.336025 \tabularnewline
18 & -0.090245 & -0.699 & 0.243614 \tabularnewline
19 & 0.041579 & 0.3221 & 0.374259 \tabularnewline
20 & 0.016442 & 0.1274 & 0.449542 \tabularnewline
21 & -0.06206 & -0.4807 & 0.316234 \tabularnewline
22 & -0.095923 & -0.743 & 0.230186 \tabularnewline
23 & 0.08054 & 0.6239 & 0.267543 \tabularnewline
24 & -0.020898 & -0.1619 & 0.435974 \tabularnewline
25 & 0.077263 & 0.5985 & 0.275888 \tabularnewline
26 & -0.06248 & -0.484 & 0.315085 \tabularnewline
27 & 0.049109 & 0.3804 & 0.352497 \tabularnewline
28 & 0.00822 & 0.0637 & 0.474723 \tabularnewline
29 & 0.015158 & 0.1174 & 0.453462 \tabularnewline
30 & -0.071094 & -0.5507 & 0.291945 \tabularnewline
31 & -0.025067 & -0.1942 & 0.42335 \tabularnewline
32 & -0.048845 & -0.3783 & 0.353253 \tabularnewline
33 & -0.003265 & -0.0253 & 0.489952 \tabularnewline
34 & 0.054866 & 0.425 & 0.336181 \tabularnewline
35 & 0.02435 & 0.1886 & 0.425515 \tabularnewline
36 & -0.005115 & -0.0396 & 0.484264 \tabularnewline
37 & -0.071054 & -0.5504 & 0.29205 \tabularnewline
38 & 0.117634 & 0.9112 & 0.182921 \tabularnewline
39 & -0.056933 & -0.441 & 0.330397 \tabularnewline
40 & -0.138368 & -1.0718 & 0.144052 \tabularnewline
41 & 0.01223 & 0.0947 & 0.46242 \tabularnewline
42 & -0.022829 & -0.1768 & 0.430118 \tabularnewline
43 & 0.105854 & 0.8199 & 0.207748 \tabularnewline
44 & -0.007955 & -0.0616 & 0.475537 \tabularnewline
45 & -0.001569 & -0.0122 & 0.495173 \tabularnewline
46 & -0.124924 & -0.9677 & 0.16855 \tabularnewline
47 & -0.004708 & -0.0365 & 0.485515 \tabularnewline
48 & 0.04934 & 0.3822 & 0.351836 \tabularnewline
49 & 0.061663 & 0.4776 & 0.317321 \tabularnewline
50 & -0.032006 & -0.2479 & 0.402522 \tabularnewline
51 & -0.065426 & -0.5068 & 0.30708 \tabularnewline
52 & -0.006079 & -0.0471 & 0.481299 \tabularnewline
53 & -0.025226 & -0.1954 & 0.422869 \tabularnewline
54 & -0.01486 & -0.1151 & 0.454374 \tabularnewline
55 & -0.088023 & -0.6818 & 0.248987 \tabularnewline
56 & 0.011588 & 0.0898 & 0.464389 \tabularnewline
57 & -0.03517 & -0.2724 & 0.393116 \tabularnewline
58 & 0.023126 & 0.1791 & 0.429219 \tabularnewline
59 & -0.156693 & -1.2137 & 0.114802 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33493&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]0.894636[/C][C]6.9298[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.203157[/C][C]-1.5736[/C][C]0.060414[/C][/ROW]
[ROW][C]3[/C][C]0.187627[/C][C]1.4534[/C][C]0.075668[/C][/ROW]
[ROW][C]4[/C][C]0.004982[/C][C]0.0386[/C][C]0.484673[/C][/ROW]
[ROW][C]5[/C][C]0.086059[/C][C]0.6666[/C][C]0.253789[/C][/ROW]
[ROW][C]6[/C][C]-0.023365[/C][C]-0.181[/C][C]0.428494[/C][/ROW]
[ROW][C]7[/C][C]0.020538[/C][C]0.1591[/C][C]0.437069[/C][/ROW]
[ROW][C]8[/C][C]-0.071669[/C][C]-0.5551[/C][C]0.290431[/C][/ROW]
[ROW][C]9[/C][C]0.193899[/C][C]1.5019[/C][C]0.06918[/C][/ROW]
[ROW][C]10[/C][C]0.052783[/C][C]0.4089[/C][C]0.34205[/C][/ROW]
[ROW][C]11[/C][C]0.223797[/C][C]1.7335[/C][C]0.04407[/C][/ROW]
[ROW][C]12[/C][C]-0.218038[/C][C]-1.6889[/C][C]0.048214[/C][/ROW]
[ROW][C]13[/C][C]-0.536278[/C][C]-4.154[/C][C]5.3e-05[/C][/ROW]
[ROW][C]14[/C][C]0.000357[/C][C]0.0028[/C][C]0.498902[/C][/ROW]
[ROW][C]15[/C][C]-0.066527[/C][C]-0.5153[/C][C]0.304114[/C][/ROW]
[ROW][C]16[/C][C]-0.087911[/C][C]-0.681[/C][C]0.249259[/C][/ROW]
[ROW][C]17[/C][C]0.054922[/C][C]0.4254[/C][C]0.336025[/C][/ROW]
[ROW][C]18[/C][C]-0.090245[/C][C]-0.699[/C][C]0.243614[/C][/ROW]
[ROW][C]19[/C][C]0.041579[/C][C]0.3221[/C][C]0.374259[/C][/ROW]
[ROW][C]20[/C][C]0.016442[/C][C]0.1274[/C][C]0.449542[/C][/ROW]
[ROW][C]21[/C][C]-0.06206[/C][C]-0.4807[/C][C]0.316234[/C][/ROW]
[ROW][C]22[/C][C]-0.095923[/C][C]-0.743[/C][C]0.230186[/C][/ROW]
[ROW][C]23[/C][C]0.08054[/C][C]0.6239[/C][C]0.267543[/C][/ROW]
[ROW][C]24[/C][C]-0.020898[/C][C]-0.1619[/C][C]0.435974[/C][/ROW]
[ROW][C]25[/C][C]0.077263[/C][C]0.5985[/C][C]0.275888[/C][/ROW]
[ROW][C]26[/C][C]-0.06248[/C][C]-0.484[/C][C]0.315085[/C][/ROW]
[ROW][C]27[/C][C]0.049109[/C][C]0.3804[/C][C]0.352497[/C][/ROW]
[ROW][C]28[/C][C]0.00822[/C][C]0.0637[/C][C]0.474723[/C][/ROW]
[ROW][C]29[/C][C]0.015158[/C][C]0.1174[/C][C]0.453462[/C][/ROW]
[ROW][C]30[/C][C]-0.071094[/C][C]-0.5507[/C][C]0.291945[/C][/ROW]
[ROW][C]31[/C][C]-0.025067[/C][C]-0.1942[/C][C]0.42335[/C][/ROW]
[ROW][C]32[/C][C]-0.048845[/C][C]-0.3783[/C][C]0.353253[/C][/ROW]
[ROW][C]33[/C][C]-0.003265[/C][C]-0.0253[/C][C]0.489952[/C][/ROW]
[ROW][C]34[/C][C]0.054866[/C][C]0.425[/C][C]0.336181[/C][/ROW]
[ROW][C]35[/C][C]0.02435[/C][C]0.1886[/C][C]0.425515[/C][/ROW]
[ROW][C]36[/C][C]-0.005115[/C][C]-0.0396[/C][C]0.484264[/C][/ROW]
[ROW][C]37[/C][C]-0.071054[/C][C]-0.5504[/C][C]0.29205[/C][/ROW]
[ROW][C]38[/C][C]0.117634[/C][C]0.9112[/C][C]0.182921[/C][/ROW]
[ROW][C]39[/C][C]-0.056933[/C][C]-0.441[/C][C]0.330397[/C][/ROW]
[ROW][C]40[/C][C]-0.138368[/C][C]-1.0718[/C][C]0.144052[/C][/ROW]
[ROW][C]41[/C][C]0.01223[/C][C]0.0947[/C][C]0.46242[/C][/ROW]
[ROW][C]42[/C][C]-0.022829[/C][C]-0.1768[/C][C]0.430118[/C][/ROW]
[ROW][C]43[/C][C]0.105854[/C][C]0.8199[/C][C]0.207748[/C][/ROW]
[ROW][C]44[/C][C]-0.007955[/C][C]-0.0616[/C][C]0.475537[/C][/ROW]
[ROW][C]45[/C][C]-0.001569[/C][C]-0.0122[/C][C]0.495173[/C][/ROW]
[ROW][C]46[/C][C]-0.124924[/C][C]-0.9677[/C][C]0.16855[/C][/ROW]
[ROW][C]47[/C][C]-0.004708[/C][C]-0.0365[/C][C]0.485515[/C][/ROW]
[ROW][C]48[/C][C]0.04934[/C][C]0.3822[/C][C]0.351836[/C][/ROW]
[ROW][C]49[/C][C]0.061663[/C][C]0.4776[/C][C]0.317321[/C][/ROW]
[ROW][C]50[/C][C]-0.032006[/C][C]-0.2479[/C][C]0.402522[/C][/ROW]
[ROW][C]51[/C][C]-0.065426[/C][C]-0.5068[/C][C]0.30708[/C][/ROW]
[ROW][C]52[/C][C]-0.006079[/C][C]-0.0471[/C][C]0.481299[/C][/ROW]
[ROW][C]53[/C][C]-0.025226[/C][C]-0.1954[/C][C]0.422869[/C][/ROW]
[ROW][C]54[/C][C]-0.01486[/C][C]-0.1151[/C][C]0.454374[/C][/ROW]
[ROW][C]55[/C][C]-0.088023[/C][C]-0.6818[/C][C]0.248987[/C][/ROW]
[ROW][C]56[/C][C]0.011588[/C][C]0.0898[/C][C]0.464389[/C][/ROW]
[ROW][C]57[/C][C]-0.03517[/C][C]-0.2724[/C][C]0.393116[/C][/ROW]
[ROW][C]58[/C][C]0.023126[/C][C]0.1791[/C][C]0.429219[/C][/ROW]
[ROW][C]59[/C][C]-0.156693[/C][C]-1.2137[/C][C]0.114802[/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=33493&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33493&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	0.894636	6.9298	0
2	-0.203157	-1.5736	0.060414
3	0.187627	1.4534	0.075668
4	0.004982	0.0386	0.484673
5	0.086059	0.6666	0.253789
6	-0.023365	-0.181	0.428494
7	0.020538	0.1591	0.437069
8	-0.071669	-0.5551	0.290431
9	0.193899	1.5019	0.06918
10	0.052783	0.4089	0.34205
11	0.223797	1.7335	0.04407
12	-0.218038	-1.6889	0.048214
13	-0.536278	-4.154	5.3e-05
14	0.000357	0.0028	0.498902
15	-0.066527	-0.5153	0.304114
16	-0.087911	-0.681	0.249259
17	0.054922	0.4254	0.336025
18	-0.090245	-0.699	0.243614
19	0.041579	0.3221	0.374259
20	0.016442	0.1274	0.449542
21	-0.06206	-0.4807	0.316234
22	-0.095923	-0.743	0.230186
23	0.08054	0.6239	0.267543
24	-0.020898	-0.1619	0.435974
25	0.077263	0.5985	0.275888
26	-0.06248	-0.484	0.315085
27	0.049109	0.3804	0.352497
28	0.00822	0.0637	0.474723
29	0.015158	0.1174	0.453462
30	-0.071094	-0.5507	0.291945
31	-0.025067	-0.1942	0.42335
32	-0.048845	-0.3783	0.353253
33	-0.003265	-0.0253	0.489952
34	0.054866	0.425	0.336181
35	0.02435	0.1886	0.425515
36	-0.005115	-0.0396	0.484264
37	-0.071054	-0.5504	0.29205
38	0.117634	0.9112	0.182921
39	-0.056933	-0.441	0.330397
40	-0.138368	-1.0718	0.144052
41	0.01223	0.0947	0.46242
42	-0.022829	-0.1768	0.430118
43	0.105854	0.8199	0.207748
44	-0.007955	-0.0616	0.475537
45	-0.001569	-0.0122	0.495173
46	-0.124924	-0.9677	0.16855
47	-0.004708	-0.0365	0.485515
48	0.04934	0.3822	0.351836
49	0.061663	0.4776	0.317321
50	-0.032006	-0.2479	0.402522
51	-0.065426	-0.5068	0.30708
52	-0.006079	-0.0471	0.481299
53	-0.025226	-0.1954	0.422869
54	-0.01486	-0.1151	0.454374
55	-0.088023	-0.6818	0.248987
56	0.011588	0.0898	0.464389
57	-0.03517	-0.2724	0.393116
58	0.023126	0.1791	0.429219
59	-0.156693	-1.2137	0.114802
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; 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