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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 14 Dec 2008 10:43:20 -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/t1229276804wdbkhksqtdvxoax.htm/, Retrieved Wed, 15 May 2024 08:35:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33508, Retrieved Wed, 15 May 2024 08:35:19 +0000

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Estimated Impact

160

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

-     [(Partial) Autocorrelation Function] [WS4: Q2 werkloosheid] [2007-12-06 14:19:23] [facee4845e9b5ee3907d580f68f35c44]
-   PD    [(Partial) Autocorrelation Function] [Autocorrelation VSA] [2008-12-14 17:43:20] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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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	4 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 & 4 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=33508&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]4 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=33508&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33508&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	4 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	19.8494	0
1	-0.223938	-4.445	0.999994
2	-0.068793	-1.3655	0.913562
3	0.075265	1.494	0.067993
4	-0.039439	-0.7828	0.782903
5	0.013532	0.2686	0.394184
6	-0.026224	-0.5205	0.698504
7	-0.068468	-1.3591	0.912547
8	0.08618	1.7106	0.043969
9	-0.02138	-0.4244	0.664243
10	0.063547	1.2614	0.103959
11	0.035351	0.7017	0.241643
12	-0.025071	-0.4976	0.690491
13	0.033907	0.673	0.25066
14	-0.01024	-0.2033	0.580483
15	-0.133581	-2.6515	0.995832
16	0.011651	0.2313	0.408611
17	0.086187	1.7108	0.043956
18	-0.087681	-1.7404	0.958717
19	-0.019329	-0.3837	0.649286
20	0.01207	0.2396	0.405391
21	-0.070743	-1.4042	0.919477
22	0.039406	0.7822	0.217287
23	-0.023519	-0.4668	0.679565
24	-0.004279	-0.0849	0.533818
25	-0.009514	-0.1888	0.574846
26	0.015006	0.2979	0.382986
27	-0.007272	-0.1443	0.557346
28	-0.021017	-0.4172	0.661614
29	0.038294	0.7601	0.223821
30	0.020974	0.4163	0.338698
31	-0.094635	-1.8784	0.969471
32	0.022439	0.4454	0.32814
33	-0.027794	-0.5517	0.709264
34	-0.015797	-0.3136	0.62299
35	-0.052626	-1.0446	0.851577
36	0.009452	0.1876	0.425641
37	0.080752	1.6029	0.054881
38	-0.027226	-0.5404	0.705391
39	-0.013093	-0.2599	0.60246
40	-0.004396	-0.0873	0.534745
41	-0.015254	-0.3028	0.618893
42	0.041166	0.8171	0.207178
43	-0.056217	-1.1159	0.867421
44	-0.073653	-1.462	0.927727
45	0.046465	0.9223	0.178465
46	0.038503	0.7643	0.222585
47	-0.04678	-0.9286	0.823158
48	0.016301	0.3236	0.373216
49	0.036221	0.719	0.236291
50	-0.077642	-1.5412	0.937959
51	0.039498	0.784	0.216752
52	-0.067091	-1.3317	0.908138
53	0.081297	1.6137	0.053697
54	0.002778	0.0551	0.478025
55	-0.06029	-1.1967	0.883932
56	0.009542	0.1894	0.424939
57	-0.001928	-0.0383	0.515255
58	-0.012257	-0.2433	0.59605
59	0.057213	1.1357	0.128396

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 19.8494 & 0 \tabularnewline
1 & -0.223938 & -4.445 & 0.999994 \tabularnewline
2 & -0.068793 & -1.3655 & 0.913562 \tabularnewline
3 & 0.075265 & 1.494 & 0.067993 \tabularnewline
4 & -0.039439 & -0.7828 & 0.782903 \tabularnewline
5 & 0.013532 & 0.2686 & 0.394184 \tabularnewline
6 & -0.026224 & -0.5205 & 0.698504 \tabularnewline
7 & -0.068468 & -1.3591 & 0.912547 \tabularnewline
8 & 0.08618 & 1.7106 & 0.043969 \tabularnewline
9 & -0.02138 & -0.4244 & 0.664243 \tabularnewline
10 & 0.063547 & 1.2614 & 0.103959 \tabularnewline
11 & 0.035351 & 0.7017 & 0.241643 \tabularnewline
12 & -0.025071 & -0.4976 & 0.690491 \tabularnewline
13 & 0.033907 & 0.673 & 0.25066 \tabularnewline
14 & -0.01024 & -0.2033 & 0.580483 \tabularnewline
15 & -0.133581 & -2.6515 & 0.995832 \tabularnewline
16 & 0.011651 & 0.2313 & 0.408611 \tabularnewline
17 & 0.086187 & 1.7108 & 0.043956 \tabularnewline
18 & -0.087681 & -1.7404 & 0.958717 \tabularnewline
19 & -0.019329 & -0.3837 & 0.649286 \tabularnewline
20 & 0.01207 & 0.2396 & 0.405391 \tabularnewline
21 & -0.070743 & -1.4042 & 0.919477 \tabularnewline
22 & 0.039406 & 0.7822 & 0.217287 \tabularnewline
23 & -0.023519 & -0.4668 & 0.679565 \tabularnewline
24 & -0.004279 & -0.0849 & 0.533818 \tabularnewline
25 & -0.009514 & -0.1888 & 0.574846 \tabularnewline
26 & 0.015006 & 0.2979 & 0.382986 \tabularnewline
27 & -0.007272 & -0.1443 & 0.557346 \tabularnewline
28 & -0.021017 & -0.4172 & 0.661614 \tabularnewline
29 & 0.038294 & 0.7601 & 0.223821 \tabularnewline
30 & 0.020974 & 0.4163 & 0.338698 \tabularnewline
31 & -0.094635 & -1.8784 & 0.969471 \tabularnewline
32 & 0.022439 & 0.4454 & 0.32814 \tabularnewline
33 & -0.027794 & -0.5517 & 0.709264 \tabularnewline
34 & -0.015797 & -0.3136 & 0.62299 \tabularnewline
35 & -0.052626 & -1.0446 & 0.851577 \tabularnewline
36 & 0.009452 & 0.1876 & 0.425641 \tabularnewline
37 & 0.080752 & 1.6029 & 0.054881 \tabularnewline
38 & -0.027226 & -0.5404 & 0.705391 \tabularnewline
39 & -0.013093 & -0.2599 & 0.60246 \tabularnewline
40 & -0.004396 & -0.0873 & 0.534745 \tabularnewline
41 & -0.015254 & -0.3028 & 0.618893 \tabularnewline
42 & 0.041166 & 0.8171 & 0.207178 \tabularnewline
43 & -0.056217 & -1.1159 & 0.867421 \tabularnewline
44 & -0.073653 & -1.462 & 0.927727 \tabularnewline
45 & 0.046465 & 0.9223 & 0.178465 \tabularnewline
46 & 0.038503 & 0.7643 & 0.222585 \tabularnewline
47 & -0.04678 & -0.9286 & 0.823158 \tabularnewline
48 & 0.016301 & 0.3236 & 0.373216 \tabularnewline
49 & 0.036221 & 0.719 & 0.236291 \tabularnewline
50 & -0.077642 & -1.5412 & 0.937959 \tabularnewline
51 & 0.039498 & 0.784 & 0.216752 \tabularnewline
52 & -0.067091 & -1.3317 & 0.908138 \tabularnewline
53 & 0.081297 & 1.6137 & 0.053697 \tabularnewline
54 & 0.002778 & 0.0551 & 0.478025 \tabularnewline
55 & -0.06029 & -1.1967 & 0.883932 \tabularnewline
56 & 0.009542 & 0.1894 & 0.424939 \tabularnewline
57 & -0.001928 & -0.0383 & 0.515255 \tabularnewline
58 & -0.012257 & -0.2433 & 0.59605 \tabularnewline
59 & 0.057213 & 1.1357 & 0.128396 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33508&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]0[/C][C]1[/C][C]19.8494[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.223938[/C][C]-4.445[/C][C]0.999994[/C][/ROW]
[ROW][C]2[/C][C]-0.068793[/C][C]-1.3655[/C][C]0.913562[/C][/ROW]
[ROW][C]3[/C][C]0.075265[/C][C]1.494[/C][C]0.067993[/C][/ROW]
[ROW][C]4[/C][C]-0.039439[/C][C]-0.7828[/C][C]0.782903[/C][/ROW]
[ROW][C]5[/C][C]0.013532[/C][C]0.2686[/C][C]0.394184[/C][/ROW]
[ROW][C]6[/C][C]-0.026224[/C][C]-0.5205[/C][C]0.698504[/C][/ROW]
[ROW][C]7[/C][C]-0.068468[/C][C]-1.3591[/C][C]0.912547[/C][/ROW]
[ROW][C]8[/C][C]0.08618[/C][C]1.7106[/C][C]0.043969[/C][/ROW]
[ROW][C]9[/C][C]-0.02138[/C][C]-0.4244[/C][C]0.664243[/C][/ROW]
[ROW][C]10[/C][C]0.063547[/C][C]1.2614[/C][C]0.103959[/C][/ROW]
[ROW][C]11[/C][C]0.035351[/C][C]0.7017[/C][C]0.241643[/C][/ROW]
[ROW][C]12[/C][C]-0.025071[/C][C]-0.4976[/C][C]0.690491[/C][/ROW]
[ROW][C]13[/C][C]0.033907[/C][C]0.673[/C][C]0.25066[/C][/ROW]
[ROW][C]14[/C][C]-0.01024[/C][C]-0.2033[/C][C]0.580483[/C][/ROW]
[ROW][C]15[/C][C]-0.133581[/C][C]-2.6515[/C][C]0.995832[/C][/ROW]
[ROW][C]16[/C][C]0.011651[/C][C]0.2313[/C][C]0.408611[/C][/ROW]
[ROW][C]17[/C][C]0.086187[/C][C]1.7108[/C][C]0.043956[/C][/ROW]
[ROW][C]18[/C][C]-0.087681[/C][C]-1.7404[/C][C]0.958717[/C][/ROW]
[ROW][C]19[/C][C]-0.019329[/C][C]-0.3837[/C][C]0.649286[/C][/ROW]
[ROW][C]20[/C][C]0.01207[/C][C]0.2396[/C][C]0.405391[/C][/ROW]
[ROW][C]21[/C][C]-0.070743[/C][C]-1.4042[/C][C]0.919477[/C][/ROW]
[ROW][C]22[/C][C]0.039406[/C][C]0.7822[/C][C]0.217287[/C][/ROW]
[ROW][C]23[/C][C]-0.023519[/C][C]-0.4668[/C][C]0.679565[/C][/ROW]
[ROW][C]24[/C][C]-0.004279[/C][C]-0.0849[/C][C]0.533818[/C][/ROW]
[ROW][C]25[/C][C]-0.009514[/C][C]-0.1888[/C][C]0.574846[/C][/ROW]
[ROW][C]26[/C][C]0.015006[/C][C]0.2979[/C][C]0.382986[/C][/ROW]
[ROW][C]27[/C][C]-0.007272[/C][C]-0.1443[/C][C]0.557346[/C][/ROW]
[ROW][C]28[/C][C]-0.021017[/C][C]-0.4172[/C][C]0.661614[/C][/ROW]
[ROW][C]29[/C][C]0.038294[/C][C]0.7601[/C][C]0.223821[/C][/ROW]
[ROW][C]30[/C][C]0.020974[/C][C]0.4163[/C][C]0.338698[/C][/ROW]
[ROW][C]31[/C][C]-0.094635[/C][C]-1.8784[/C][C]0.969471[/C][/ROW]
[ROW][C]32[/C][C]0.022439[/C][C]0.4454[/C][C]0.32814[/C][/ROW]
[ROW][C]33[/C][C]-0.027794[/C][C]-0.5517[/C][C]0.709264[/C][/ROW]
[ROW][C]34[/C][C]-0.015797[/C][C]-0.3136[/C][C]0.62299[/C][/ROW]
[ROW][C]35[/C][C]-0.052626[/C][C]-1.0446[/C][C]0.851577[/C][/ROW]
[ROW][C]36[/C][C]0.009452[/C][C]0.1876[/C][C]0.425641[/C][/ROW]
[ROW][C]37[/C][C]0.080752[/C][C]1.6029[/C][C]0.054881[/C][/ROW]
[ROW][C]38[/C][C]-0.027226[/C][C]-0.5404[/C][C]0.705391[/C][/ROW]
[ROW][C]39[/C][C]-0.013093[/C][C]-0.2599[/C][C]0.60246[/C][/ROW]
[ROW][C]40[/C][C]-0.004396[/C][C]-0.0873[/C][C]0.534745[/C][/ROW]
[ROW][C]41[/C][C]-0.015254[/C][C]-0.3028[/C][C]0.618893[/C][/ROW]
[ROW][C]42[/C][C]0.041166[/C][C]0.8171[/C][C]0.207178[/C][/ROW]
[ROW][C]43[/C][C]-0.056217[/C][C]-1.1159[/C][C]0.867421[/C][/ROW]
[ROW][C]44[/C][C]-0.073653[/C][C]-1.462[/C][C]0.927727[/C][/ROW]
[ROW][C]45[/C][C]0.046465[/C][C]0.9223[/C][C]0.178465[/C][/ROW]
[ROW][C]46[/C][C]0.038503[/C][C]0.7643[/C][C]0.222585[/C][/ROW]
[ROW][C]47[/C][C]-0.04678[/C][C]-0.9286[/C][C]0.823158[/C][/ROW]
[ROW][C]48[/C][C]0.016301[/C][C]0.3236[/C][C]0.373216[/C][/ROW]
[ROW][C]49[/C][C]0.036221[/C][C]0.719[/C][C]0.236291[/C][/ROW]
[ROW][C]50[/C][C]-0.077642[/C][C]-1.5412[/C][C]0.937959[/C][/ROW]
[ROW][C]51[/C][C]0.039498[/C][C]0.784[/C][C]0.216752[/C][/ROW]
[ROW][C]52[/C][C]-0.067091[/C][C]-1.3317[/C][C]0.908138[/C][/ROW]
[ROW][C]53[/C][C]0.081297[/C][C]1.6137[/C][C]0.053697[/C][/ROW]
[ROW][C]54[/C][C]0.002778[/C][C]0.0551[/C][C]0.478025[/C][/ROW]
[ROW][C]55[/C][C]-0.06029[/C][C]-1.1967[/C][C]0.883932[/C][/ROW]
[ROW][C]56[/C][C]0.009542[/C][C]0.1894[/C][C]0.424939[/C][/ROW]
[ROW][C]57[/C][C]-0.001928[/C][C]-0.0383[/C][C]0.515255[/C][/ROW]
[ROW][C]58[/C][C]-0.012257[/C][C]-0.2433[/C][C]0.59605[/C][/ROW]
[ROW][C]59[/C][C]0.057213[/C][C]1.1357[/C][C]0.128396[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33508&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33508&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
0	1	19.8494	0
1	-0.223938	-4.445	0.999994
2	-0.068793	-1.3655	0.913562
3	0.075265	1.494	0.067993
4	-0.039439	-0.7828	0.782903
5	0.013532	0.2686	0.394184
6	-0.026224	-0.5205	0.698504
7	-0.068468	-1.3591	0.912547
8	0.08618	1.7106	0.043969
9	-0.02138	-0.4244	0.664243
10	0.063547	1.2614	0.103959
11	0.035351	0.7017	0.241643
12	-0.025071	-0.4976	0.690491
13	0.033907	0.673	0.25066
14	-0.01024	-0.2033	0.580483
15	-0.133581	-2.6515	0.995832
16	0.011651	0.2313	0.408611
17	0.086187	1.7108	0.043956
18	-0.087681	-1.7404	0.958717
19	-0.019329	-0.3837	0.649286
20	0.01207	0.2396	0.405391
21	-0.070743	-1.4042	0.919477
22	0.039406	0.7822	0.217287
23	-0.023519	-0.4668	0.679565
24	-0.004279	-0.0849	0.533818
25	-0.009514	-0.1888	0.574846
26	0.015006	0.2979	0.382986
27	-0.007272	-0.1443	0.557346
28	-0.021017	-0.4172	0.661614
29	0.038294	0.7601	0.223821
30	0.020974	0.4163	0.338698
31	-0.094635	-1.8784	0.969471
32	0.022439	0.4454	0.32814
33	-0.027794	-0.5517	0.709264
34	-0.015797	-0.3136	0.62299
35	-0.052626	-1.0446	0.851577
36	0.009452	0.1876	0.425641
37	0.080752	1.6029	0.054881
38	-0.027226	-0.5404	0.705391
39	-0.013093	-0.2599	0.60246
40	-0.004396	-0.0873	0.534745
41	-0.015254	-0.3028	0.618893
42	0.041166	0.8171	0.207178
43	-0.056217	-1.1159	0.867421
44	-0.073653	-1.462	0.927727
45	0.046465	0.9223	0.178465
46	0.038503	0.7643	0.222585
47	-0.04678	-0.9286	0.823158
48	0.016301	0.3236	0.373216
49	0.036221	0.719	0.236291
50	-0.077642	-1.5412	0.937959
51	0.039498	0.784	0.216752
52	-0.067091	-1.3317	0.908138
53	0.081297	1.6137	0.053697
54	0.002778	0.0551	0.478025
55	-0.06029	-1.1967	0.883932
56	0.009542	0.1894	0.424939
57	-0.001928	-0.0383	0.515255
58	-0.012257	-0.2433	0.59605
59	0.057213	1.1357	0.128396

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.223938	-4.445	0.999994
1	-0.12522	-2.4856	0.993326
2	0.031968	0.6345	0.263045
3	-0.023208	-0.4607	0.677351
4	0.010082	0.2001	0.420747
5	-0.030909	-0.6135	0.73006
6	-0.082683	-1.6412	0.949223
7	0.046697	0.9269	0.17727
8	0.001427	0.0283	0.488707
9	0.083275	1.653	0.049567
10	0.062911	1.2487	0.106249
11	0.014922	0.2962	0.383616
12	0.028681	0.5693	0.284739
13	0.001447	0.0287	0.488552
14	-0.129797	-2.5764	0.994827
15	-0.061739	-1.2255	0.889436
16	0.07303	1.4496	0.073983
17	-0.048224	-0.9572	0.83048
18	-0.051077	-1.0138	0.844361
19	-0.031459	-0.6245	0.733654
20	-0.103754	-2.0595	0.979947
21	-0.022301	-0.4427	0.670874
22	-0.015884	-0.3153	0.623643
23	0.007642	0.1517	0.439755
24	-0.015518	-0.308	0.620884
25	0.03362	0.6673	0.252472
26	-0.012162	-0.2414	0.595316
27	-0.021197	-0.4208	0.662919
28	0.050693	1.0062	0.157463
29	0.026412	0.5243	0.300192
30	-0.064806	-1.2864	0.900464
31	0.007317	0.1452	0.442298
32	-0.054794	-1.0876	0.861286
33	-0.055368	-1.099	0.863786
34	-0.085754	-1.7022	0.955244
35	-0.042526	-0.8441	0.80044
36	0.055963	1.1108	0.133657
37	0.009949	0.1975	0.421779
38	-0.022609	-0.4488	0.673081
39	-0.048941	-0.9715	0.834043
40	-0.018899	-0.3751	0.646121
41	0.029582	0.5872	0.278705
42	-0.028298	-0.5617	0.712682
43	-0.060088	-1.1927	0.88315
44	0.007302	0.1449	0.442416
45	0.022787	0.4523	0.325647
46	-0.041096	-0.8157	0.792424
47	-0.005749	-0.1141	0.545398
48	0.015152	0.3008	0.381881
49	-0.096598	-1.9174	0.972046
50	0.000882	0.0175	0.493021
51	-0.067894	-1.3477	0.910729
52	0.061409	1.2189	0.111799
53	-0.002295	-0.0455	0.518152
54	-0.046108	-0.9152	0.819682
55	-0.049014	-0.9729	0.834399
56	-0.011727	-0.2328	0.591969
57	-0.018517	-0.3676	0.643299
58	0.004361	0.0866	0.465532
59	0.015452	0.3067	0.379613

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.223938 & -4.445 & 0.999994 \tabularnewline
1 & -0.12522 & -2.4856 & 0.993326 \tabularnewline
2 & 0.031968 & 0.6345 & 0.263045 \tabularnewline
3 & -0.023208 & -0.4607 & 0.677351 \tabularnewline
4 & 0.010082 & 0.2001 & 0.420747 \tabularnewline
5 & -0.030909 & -0.6135 & 0.73006 \tabularnewline
6 & -0.082683 & -1.6412 & 0.949223 \tabularnewline
7 & 0.046697 & 0.9269 & 0.17727 \tabularnewline
8 & 0.001427 & 0.0283 & 0.488707 \tabularnewline
9 & 0.083275 & 1.653 & 0.049567 \tabularnewline
10 & 0.062911 & 1.2487 & 0.106249 \tabularnewline
11 & 0.014922 & 0.2962 & 0.383616 \tabularnewline
12 & 0.028681 & 0.5693 & 0.284739 \tabularnewline
13 & 0.001447 & 0.0287 & 0.488552 \tabularnewline
14 & -0.129797 & -2.5764 & 0.994827 \tabularnewline
15 & -0.061739 & -1.2255 & 0.889436 \tabularnewline
16 & 0.07303 & 1.4496 & 0.073983 \tabularnewline
17 & -0.048224 & -0.9572 & 0.83048 \tabularnewline
18 & -0.051077 & -1.0138 & 0.844361 \tabularnewline
19 & -0.031459 & -0.6245 & 0.733654 \tabularnewline
20 & -0.103754 & -2.0595 & 0.979947 \tabularnewline
21 & -0.022301 & -0.4427 & 0.670874 \tabularnewline
22 & -0.015884 & -0.3153 & 0.623643 \tabularnewline
23 & 0.007642 & 0.1517 & 0.439755 \tabularnewline
24 & -0.015518 & -0.308 & 0.620884 \tabularnewline
25 & 0.03362 & 0.6673 & 0.252472 \tabularnewline
26 & -0.012162 & -0.2414 & 0.595316 \tabularnewline
27 & -0.021197 & -0.4208 & 0.662919 \tabularnewline
28 & 0.050693 & 1.0062 & 0.157463 \tabularnewline
29 & 0.026412 & 0.5243 & 0.300192 \tabularnewline
30 & -0.064806 & -1.2864 & 0.900464 \tabularnewline
31 & 0.007317 & 0.1452 & 0.442298 \tabularnewline
32 & -0.054794 & -1.0876 & 0.861286 \tabularnewline
33 & -0.055368 & -1.099 & 0.863786 \tabularnewline
34 & -0.085754 & -1.7022 & 0.955244 \tabularnewline
35 & -0.042526 & -0.8441 & 0.80044 \tabularnewline
36 & 0.055963 & 1.1108 & 0.133657 \tabularnewline
37 & 0.009949 & 0.1975 & 0.421779 \tabularnewline
38 & -0.022609 & -0.4488 & 0.673081 \tabularnewline
39 & -0.048941 & -0.9715 & 0.834043 \tabularnewline
40 & -0.018899 & -0.3751 & 0.646121 \tabularnewline
41 & 0.029582 & 0.5872 & 0.278705 \tabularnewline
42 & -0.028298 & -0.5617 & 0.712682 \tabularnewline
43 & -0.060088 & -1.1927 & 0.88315 \tabularnewline
44 & 0.007302 & 0.1449 & 0.442416 \tabularnewline
45 & 0.022787 & 0.4523 & 0.325647 \tabularnewline
46 & -0.041096 & -0.8157 & 0.792424 \tabularnewline
47 & -0.005749 & -0.1141 & 0.545398 \tabularnewline
48 & 0.015152 & 0.3008 & 0.381881 \tabularnewline
49 & -0.096598 & -1.9174 & 0.972046 \tabularnewline
50 & 0.000882 & 0.0175 & 0.493021 \tabularnewline
51 & -0.067894 & -1.3477 & 0.910729 \tabularnewline
52 & 0.061409 & 1.2189 & 0.111799 \tabularnewline
53 & -0.002295 & -0.0455 & 0.518152 \tabularnewline
54 & -0.046108 & -0.9152 & 0.819682 \tabularnewline
55 & -0.049014 & -0.9729 & 0.834399 \tabularnewline
56 & -0.011727 & -0.2328 & 0.591969 \tabularnewline
57 & -0.018517 & -0.3676 & 0.643299 \tabularnewline
58 & 0.004361 & 0.0866 & 0.465532 \tabularnewline
59 & 0.015452 & 0.3067 & 0.379613 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33508&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]0[/C][C]-0.223938[/C][C]-4.445[/C][C]0.999994[/C][/ROW]
[ROW][C]1[/C][C]-0.12522[/C][C]-2.4856[/C][C]0.993326[/C][/ROW]
[ROW][C]2[/C][C]0.031968[/C][C]0.6345[/C][C]0.263045[/C][/ROW]
[ROW][C]3[/C][C]-0.023208[/C][C]-0.4607[/C][C]0.677351[/C][/ROW]
[ROW][C]4[/C][C]0.010082[/C][C]0.2001[/C][C]0.420747[/C][/ROW]
[ROW][C]5[/C][C]-0.030909[/C][C]-0.6135[/C][C]0.73006[/C][/ROW]
[ROW][C]6[/C][C]-0.082683[/C][C]-1.6412[/C][C]0.949223[/C][/ROW]
[ROW][C]7[/C][C]0.046697[/C][C]0.9269[/C][C]0.17727[/C][/ROW]
[ROW][C]8[/C][C]0.001427[/C][C]0.0283[/C][C]0.488707[/C][/ROW]
[ROW][C]9[/C][C]0.083275[/C][C]1.653[/C][C]0.049567[/C][/ROW]
[ROW][C]10[/C][C]0.062911[/C][C]1.2487[/C][C]0.106249[/C][/ROW]
[ROW][C]11[/C][C]0.014922[/C][C]0.2962[/C][C]0.383616[/C][/ROW]
[ROW][C]12[/C][C]0.028681[/C][C]0.5693[/C][C]0.284739[/C][/ROW]
[ROW][C]13[/C][C]0.001447[/C][C]0.0287[/C][C]0.488552[/C][/ROW]
[ROW][C]14[/C][C]-0.129797[/C][C]-2.5764[/C][C]0.994827[/C][/ROW]
[ROW][C]15[/C][C]-0.061739[/C][C]-1.2255[/C][C]0.889436[/C][/ROW]
[ROW][C]16[/C][C]0.07303[/C][C]1.4496[/C][C]0.073983[/C][/ROW]
[ROW][C]17[/C][C]-0.048224[/C][C]-0.9572[/C][C]0.83048[/C][/ROW]
[ROW][C]18[/C][C]-0.051077[/C][C]-1.0138[/C][C]0.844361[/C][/ROW]
[ROW][C]19[/C][C]-0.031459[/C][C]-0.6245[/C][C]0.733654[/C][/ROW]
[ROW][C]20[/C][C]-0.103754[/C][C]-2.0595[/C][C]0.979947[/C][/ROW]
[ROW][C]21[/C][C]-0.022301[/C][C]-0.4427[/C][C]0.670874[/C][/ROW]
[ROW][C]22[/C][C]-0.015884[/C][C]-0.3153[/C][C]0.623643[/C][/ROW]
[ROW][C]23[/C][C]0.007642[/C][C]0.1517[/C][C]0.439755[/C][/ROW]
[ROW][C]24[/C][C]-0.015518[/C][C]-0.308[/C][C]0.620884[/C][/ROW]
[ROW][C]25[/C][C]0.03362[/C][C]0.6673[/C][C]0.252472[/C][/ROW]
[ROW][C]26[/C][C]-0.012162[/C][C]-0.2414[/C][C]0.595316[/C][/ROW]
[ROW][C]27[/C][C]-0.021197[/C][C]-0.4208[/C][C]0.662919[/C][/ROW]
[ROW][C]28[/C][C]0.050693[/C][C]1.0062[/C][C]0.157463[/C][/ROW]
[ROW][C]29[/C][C]0.026412[/C][C]0.5243[/C][C]0.300192[/C][/ROW]
[ROW][C]30[/C][C]-0.064806[/C][C]-1.2864[/C][C]0.900464[/C][/ROW]
[ROW][C]31[/C][C]0.007317[/C][C]0.1452[/C][C]0.442298[/C][/ROW]
[ROW][C]32[/C][C]-0.054794[/C][C]-1.0876[/C][C]0.861286[/C][/ROW]
[ROW][C]33[/C][C]-0.055368[/C][C]-1.099[/C][C]0.863786[/C][/ROW]
[ROW][C]34[/C][C]-0.085754[/C][C]-1.7022[/C][C]0.955244[/C][/ROW]
[ROW][C]35[/C][C]-0.042526[/C][C]-0.8441[/C][C]0.80044[/C][/ROW]
[ROW][C]36[/C][C]0.055963[/C][C]1.1108[/C][C]0.133657[/C][/ROW]
[ROW][C]37[/C][C]0.009949[/C][C]0.1975[/C][C]0.421779[/C][/ROW]
[ROW][C]38[/C][C]-0.022609[/C][C]-0.4488[/C][C]0.673081[/C][/ROW]
[ROW][C]39[/C][C]-0.048941[/C][C]-0.9715[/C][C]0.834043[/C][/ROW]
[ROW][C]40[/C][C]-0.018899[/C][C]-0.3751[/C][C]0.646121[/C][/ROW]
[ROW][C]41[/C][C]0.029582[/C][C]0.5872[/C][C]0.278705[/C][/ROW]
[ROW][C]42[/C][C]-0.028298[/C][C]-0.5617[/C][C]0.712682[/C][/ROW]
[ROW][C]43[/C][C]-0.060088[/C][C]-1.1927[/C][C]0.88315[/C][/ROW]
[ROW][C]44[/C][C]0.007302[/C][C]0.1449[/C][C]0.442416[/C][/ROW]
[ROW][C]45[/C][C]0.022787[/C][C]0.4523[/C][C]0.325647[/C][/ROW]
[ROW][C]46[/C][C]-0.041096[/C][C]-0.8157[/C][C]0.792424[/C][/ROW]
[ROW][C]47[/C][C]-0.005749[/C][C]-0.1141[/C][C]0.545398[/C][/ROW]
[ROW][C]48[/C][C]0.015152[/C][C]0.3008[/C][C]0.381881[/C][/ROW]
[ROW][C]49[/C][C]-0.096598[/C][C]-1.9174[/C][C]0.972046[/C][/ROW]
[ROW][C]50[/C][C]0.000882[/C][C]0.0175[/C][C]0.493021[/C][/ROW]
[ROW][C]51[/C][C]-0.067894[/C][C]-1.3477[/C][C]0.910729[/C][/ROW]
[ROW][C]52[/C][C]0.061409[/C][C]1.2189[/C][C]0.111799[/C][/ROW]
[ROW][C]53[/C][C]-0.002295[/C][C]-0.0455[/C][C]0.518152[/C][/ROW]
[ROW][C]54[/C][C]-0.046108[/C][C]-0.9152[/C][C]0.819682[/C][/ROW]
[ROW][C]55[/C][C]-0.049014[/C][C]-0.9729[/C][C]0.834399[/C][/ROW]
[ROW][C]56[/C][C]-0.011727[/C][C]-0.2328[/C][C]0.591969[/C][/ROW]
[ROW][C]57[/C][C]-0.018517[/C][C]-0.3676[/C][C]0.643299[/C][/ROW]
[ROW][C]58[/C][C]0.004361[/C][C]0.0866[/C][C]0.465532[/C][/ROW]
[ROW][C]59[/C][C]0.015452[/C][C]0.3067[/C][C]0.379613[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33508&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33508&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
0	-0.223938	-4.445	0.999994
1	-0.12522	-2.4856	0.993326
2	0.031968	0.6345	0.263045
3	-0.023208	-0.4607	0.677351
4	0.010082	0.2001	0.420747
5	-0.030909	-0.6135	0.73006
6	-0.082683	-1.6412	0.949223
7	0.046697	0.9269	0.17727
8	0.001427	0.0283	0.488707
9	0.083275	1.653	0.049567
10	0.062911	1.2487	0.106249
11	0.014922	0.2962	0.383616
12	0.028681	0.5693	0.284739
13	0.001447	0.0287	0.488552
14	-0.129797	-2.5764	0.994827
15	-0.061739	-1.2255	0.889436
16	0.07303	1.4496	0.073983
17	-0.048224	-0.9572	0.83048
18	-0.051077	-1.0138	0.844361
19	-0.031459	-0.6245	0.733654
20	-0.103754	-2.0595	0.979947
21	-0.022301	-0.4427	0.670874
22	-0.015884	-0.3153	0.623643
23	0.007642	0.1517	0.439755
24	-0.015518	-0.308	0.620884
25	0.03362	0.6673	0.252472
26	-0.012162	-0.2414	0.595316
27	-0.021197	-0.4208	0.662919
28	0.050693	1.0062	0.157463
29	0.026412	0.5243	0.300192
30	-0.064806	-1.2864	0.900464
31	0.007317	0.1452	0.442298
32	-0.054794	-1.0876	0.861286
33	-0.055368	-1.099	0.863786
34	-0.085754	-1.7022	0.955244
35	-0.042526	-0.8441	0.80044
36	0.055963	1.1108	0.133657
37	0.009949	0.1975	0.421779
38	-0.022609	-0.4488	0.673081
39	-0.048941	-0.9715	0.834043
40	-0.018899	-0.3751	0.646121
41	0.029582	0.5872	0.278705
42	-0.028298	-0.5617	0.712682
43	-0.060088	-1.1927	0.88315
44	0.007302	0.1449	0.442416
45	0.022787	0.4523	0.325647
46	-0.041096	-0.8157	0.792424
47	-0.005749	-0.1141	0.545398
48	0.015152	0.3008	0.381881
49	-0.096598	-1.9174	0.972046
50	0.000882	0.0175	0.493021
51	-0.067894	-1.3477	0.910729
52	0.061409	1.2189	0.111799
53	-0.002295	-0.0455	0.518152
54	-0.046108	-0.9152	0.819682
55	-0.049014	-0.9729	0.834399
56	-0.011727	-0.2328	0.591969
57	-0.018517	-0.3676	0.643299
58	0.004361	0.0866	0.465532
59	0.015452	0.3067	0.379613

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 2.0 ; par3 = 1 ; par4 = 0 ; par5 = 1 ;

Parameters (R input):

par1 = 60 ; par2 = 2.0 ; par3 = 1 ; par4 = 0 ; par5 = 1 ;

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 1:par1) {
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(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-1,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(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