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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 14 Dec 2008 10:49:08 -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/t1229277147g4irizulm77o3k5.htm/, Retrieved Thu, 16 May 2024 00:49:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33509, Retrieved Thu, 16 May 2024 00:49:53 +0000

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Estimated Impact

169

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 J...] [2008-12-14 17:49:08] [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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33509&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33509&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33509&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	19.8494	0
1	-0.21911	-4.3492	0.999991
2	-0.031684	-0.6289	0.735113
3	-0.055898	-1.1095	0.866062
4	0.055852	1.1086	0.134135
5	-0.041618	-0.8261	0.795375
6	-0.051257	-1.0174	0.845211
7	-0.082678	-1.6411	0.949214
8	0.124802	2.4773	0.006829
9	-0.096878	-1.923	0.972398
10	-0.011146	-0.2212	0.587488
11	0.086213	1.7113	0.043909
12	-0.015506	-0.3078	0.620797
13	0.023896	0.4743	0.317765
14	-0.094921	-1.8841	0.969858
15	-0.033475	-0.6645	0.746608
16	0.09588	1.9032	0.028874
17	0.006143	0.1219	0.451506
18	-0.00415	-0.0824	0.532805
19	0.018293	0.3631	0.358361
20	-0.030253	-0.6005	0.725739
21	0.067683	1.3435	0.089948
22	-0.062631	-1.2432	0.892731
23	0.03487	0.6922	0.244623
24	0.030721	0.6098	0.271174
25	0.021882	0.4343	0.332139
26	-0.03938	-0.7817	0.782562
27	0.032062	0.6364	0.26244
28	-0.070849	-1.4063	0.91979
29	0.033242	0.6598	0.254873
30	-0.016722	-0.3319	0.629937
31	0.042017	0.834	0.202389
32	-0.039602	-0.7861	0.78385
33	-0.128569	-2.552	0.994457
34	0.055967	1.1109	0.133643
35	0.007332	0.1455	0.442181
36	0.008807	0.1748	0.430662
37	-0.069081	-1.3712	0.914455
38	0.040564	0.8052	0.210604
39	0.027429	0.5445	0.293218
40	0.044775	0.8888	0.187337
41	-0.036176	-0.7181	0.763431
42	0.026352	0.5231	0.300612
43	0.052647	1.045	0.148328
44	-0.071677	-1.4228	0.9222
45	-0.00413	-0.082	0.532644
46	0.001595	0.0317	0.487383
47	0.08448	1.6769	0.04718
48	-0.012674	-0.2516	0.599246
49	0.017473	0.3468	0.364451
50	-0.056325	-1.118	0.867879
51	0.014718	0.2922	0.385163
52	-0.070605	-1.4015	0.919069
53	0.05878	1.1667	0.122009
54	-0.008784	-0.1743	0.56916
55	-0.03808	-0.7559	0.774909
56	-0.13356	-2.6511	0.995827
57	0.06101	1.211	0.113308
58	-0.012181	-0.2418	0.595461
59	0.080663	1.6011	0.055077

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 19.8494 & 0 \tabularnewline
1 & -0.21911 & -4.3492 & 0.999991 \tabularnewline
2 & -0.031684 & -0.6289 & 0.735113 \tabularnewline
3 & -0.055898 & -1.1095 & 0.866062 \tabularnewline
4 & 0.055852 & 1.1086 & 0.134135 \tabularnewline
5 & -0.041618 & -0.8261 & 0.795375 \tabularnewline
6 & -0.051257 & -1.0174 & 0.845211 \tabularnewline
7 & -0.082678 & -1.6411 & 0.949214 \tabularnewline
8 & 0.124802 & 2.4773 & 0.006829 \tabularnewline
9 & -0.096878 & -1.923 & 0.972398 \tabularnewline
10 & -0.011146 & -0.2212 & 0.587488 \tabularnewline
11 & 0.086213 & 1.7113 & 0.043909 \tabularnewline
12 & -0.015506 & -0.3078 & 0.620797 \tabularnewline
13 & 0.023896 & 0.4743 & 0.317765 \tabularnewline
14 & -0.094921 & -1.8841 & 0.969858 \tabularnewline
15 & -0.033475 & -0.6645 & 0.746608 \tabularnewline
16 & 0.09588 & 1.9032 & 0.028874 \tabularnewline
17 & 0.006143 & 0.1219 & 0.451506 \tabularnewline
18 & -0.00415 & -0.0824 & 0.532805 \tabularnewline
19 & 0.018293 & 0.3631 & 0.358361 \tabularnewline
20 & -0.030253 & -0.6005 & 0.725739 \tabularnewline
21 & 0.067683 & 1.3435 & 0.089948 \tabularnewline
22 & -0.062631 & -1.2432 & 0.892731 \tabularnewline
23 & 0.03487 & 0.6922 & 0.244623 \tabularnewline
24 & 0.030721 & 0.6098 & 0.271174 \tabularnewline
25 & 0.021882 & 0.4343 & 0.332139 \tabularnewline
26 & -0.03938 & -0.7817 & 0.782562 \tabularnewline
27 & 0.032062 & 0.6364 & 0.26244 \tabularnewline
28 & -0.070849 & -1.4063 & 0.91979 \tabularnewline
29 & 0.033242 & 0.6598 & 0.254873 \tabularnewline
30 & -0.016722 & -0.3319 & 0.629937 \tabularnewline
31 & 0.042017 & 0.834 & 0.202389 \tabularnewline
32 & -0.039602 & -0.7861 & 0.78385 \tabularnewline
33 & -0.128569 & -2.552 & 0.994457 \tabularnewline
34 & 0.055967 & 1.1109 & 0.133643 \tabularnewline
35 & 0.007332 & 0.1455 & 0.442181 \tabularnewline
36 & 0.008807 & 0.1748 & 0.430662 \tabularnewline
37 & -0.069081 & -1.3712 & 0.914455 \tabularnewline
38 & 0.040564 & 0.8052 & 0.210604 \tabularnewline
39 & 0.027429 & 0.5445 & 0.293218 \tabularnewline
40 & 0.044775 & 0.8888 & 0.187337 \tabularnewline
41 & -0.036176 & -0.7181 & 0.763431 \tabularnewline
42 & 0.026352 & 0.5231 & 0.300612 \tabularnewline
43 & 0.052647 & 1.045 & 0.148328 \tabularnewline
44 & -0.071677 & -1.4228 & 0.9222 \tabularnewline
45 & -0.00413 & -0.082 & 0.532644 \tabularnewline
46 & 0.001595 & 0.0317 & 0.487383 \tabularnewline
47 & 0.08448 & 1.6769 & 0.04718 \tabularnewline
48 & -0.012674 & -0.2516 & 0.599246 \tabularnewline
49 & 0.017473 & 0.3468 & 0.364451 \tabularnewline
50 & -0.056325 & -1.118 & 0.867879 \tabularnewline
51 & 0.014718 & 0.2922 & 0.385163 \tabularnewline
52 & -0.070605 & -1.4015 & 0.919069 \tabularnewline
53 & 0.05878 & 1.1667 & 0.122009 \tabularnewline
54 & -0.008784 & -0.1743 & 0.56916 \tabularnewline
55 & -0.03808 & -0.7559 & 0.774909 \tabularnewline
56 & -0.13356 & -2.6511 & 0.995827 \tabularnewline
57 & 0.06101 & 1.211 & 0.113308 \tabularnewline
58 & -0.012181 & -0.2418 & 0.595461 \tabularnewline
59 & 0.080663 & 1.6011 & 0.055077 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33509&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]-0.21911[/C][C]-4.3492[/C][C]0.999991[/C][/ROW]
[ROW][C]2[/C][C]-0.031684[/C][C]-0.6289[/C][C]0.735113[/C][/ROW]
[ROW][C]3[/C][C]-0.055898[/C][C]-1.1095[/C][C]0.866062[/C][/ROW]
[ROW][C]4[/C][C]0.055852[/C][C]1.1086[/C][C]0.134135[/C][/ROW]
[ROW][C]5[/C][C]-0.041618[/C][C]-0.8261[/C][C]0.795375[/C][/ROW]
[ROW][C]6[/C][C]-0.051257[/C][C]-1.0174[/C][C]0.845211[/C][/ROW]
[ROW][C]7[/C][C]-0.082678[/C][C]-1.6411[/C][C]0.949214[/C][/ROW]
[ROW][C]8[/C][C]0.124802[/C][C]2.4773[/C][C]0.006829[/C][/ROW]
[ROW][C]9[/C][C]-0.096878[/C][C]-1.923[/C][C]0.972398[/C][/ROW]
[ROW][C]10[/C][C]-0.011146[/C][C]-0.2212[/C][C]0.587488[/C][/ROW]
[ROW][C]11[/C][C]0.086213[/C][C]1.7113[/C][C]0.043909[/C][/ROW]
[ROW][C]12[/C][C]-0.015506[/C][C]-0.3078[/C][C]0.620797[/C][/ROW]
[ROW][C]13[/C][C]0.023896[/C][C]0.4743[/C][C]0.317765[/C][/ROW]
[ROW][C]14[/C][C]-0.094921[/C][C]-1.8841[/C][C]0.969858[/C][/ROW]
[ROW][C]15[/C][C]-0.033475[/C][C]-0.6645[/C][C]0.746608[/C][/ROW]
[ROW][C]16[/C][C]0.09588[/C][C]1.9032[/C][C]0.028874[/C][/ROW]
[ROW][C]17[/C][C]0.006143[/C][C]0.1219[/C][C]0.451506[/C][/ROW]
[ROW][C]18[/C][C]-0.00415[/C][C]-0.0824[/C][C]0.532805[/C][/ROW]
[ROW][C]19[/C][C]0.018293[/C][C]0.3631[/C][C]0.358361[/C][/ROW]
[ROW][C]20[/C][C]-0.030253[/C][C]-0.6005[/C][C]0.725739[/C][/ROW]
[ROW][C]21[/C][C]0.067683[/C][C]1.3435[/C][C]0.089948[/C][/ROW]
[ROW][C]22[/C][C]-0.062631[/C][C]-1.2432[/C][C]0.892731[/C][/ROW]
[ROW][C]23[/C][C]0.03487[/C][C]0.6922[/C][C]0.244623[/C][/ROW]
[ROW][C]24[/C][C]0.030721[/C][C]0.6098[/C][C]0.271174[/C][/ROW]
[ROW][C]25[/C][C]0.021882[/C][C]0.4343[/C][C]0.332139[/C][/ROW]
[ROW][C]26[/C][C]-0.03938[/C][C]-0.7817[/C][C]0.782562[/C][/ROW]
[ROW][C]27[/C][C]0.032062[/C][C]0.6364[/C][C]0.26244[/C][/ROW]
[ROW][C]28[/C][C]-0.070849[/C][C]-1.4063[/C][C]0.91979[/C][/ROW]
[ROW][C]29[/C][C]0.033242[/C][C]0.6598[/C][C]0.254873[/C][/ROW]
[ROW][C]30[/C][C]-0.016722[/C][C]-0.3319[/C][C]0.629937[/C][/ROW]
[ROW][C]31[/C][C]0.042017[/C][C]0.834[/C][C]0.202389[/C][/ROW]
[ROW][C]32[/C][C]-0.039602[/C][C]-0.7861[/C][C]0.78385[/C][/ROW]
[ROW][C]33[/C][C]-0.128569[/C][C]-2.552[/C][C]0.994457[/C][/ROW]
[ROW][C]34[/C][C]0.055967[/C][C]1.1109[/C][C]0.133643[/C][/ROW]
[ROW][C]35[/C][C]0.007332[/C][C]0.1455[/C][C]0.442181[/C][/ROW]
[ROW][C]36[/C][C]0.008807[/C][C]0.1748[/C][C]0.430662[/C][/ROW]
[ROW][C]37[/C][C]-0.069081[/C][C]-1.3712[/C][C]0.914455[/C][/ROW]
[ROW][C]38[/C][C]0.040564[/C][C]0.8052[/C][C]0.210604[/C][/ROW]
[ROW][C]39[/C][C]0.027429[/C][C]0.5445[/C][C]0.293218[/C][/ROW]
[ROW][C]40[/C][C]0.044775[/C][C]0.8888[/C][C]0.187337[/C][/ROW]
[ROW][C]41[/C][C]-0.036176[/C][C]-0.7181[/C][C]0.763431[/C][/ROW]
[ROW][C]42[/C][C]0.026352[/C][C]0.5231[/C][C]0.300612[/C][/ROW]
[ROW][C]43[/C][C]0.052647[/C][C]1.045[/C][C]0.148328[/C][/ROW]
[ROW][C]44[/C][C]-0.071677[/C][C]-1.4228[/C][C]0.9222[/C][/ROW]
[ROW][C]45[/C][C]-0.00413[/C][C]-0.082[/C][C]0.532644[/C][/ROW]
[ROW][C]46[/C][C]0.001595[/C][C]0.0317[/C][C]0.487383[/C][/ROW]
[ROW][C]47[/C][C]0.08448[/C][C]1.6769[/C][C]0.04718[/C][/ROW]
[ROW][C]48[/C][C]-0.012674[/C][C]-0.2516[/C][C]0.599246[/C][/ROW]
[ROW][C]49[/C][C]0.017473[/C][C]0.3468[/C][C]0.364451[/C][/ROW]
[ROW][C]50[/C][C]-0.056325[/C][C]-1.118[/C][C]0.867879[/C][/ROW]
[ROW][C]51[/C][C]0.014718[/C][C]0.2922[/C][C]0.385163[/C][/ROW]
[ROW][C]52[/C][C]-0.070605[/C][C]-1.4015[/C][C]0.919069[/C][/ROW]
[ROW][C]53[/C][C]0.05878[/C][C]1.1667[/C][C]0.122009[/C][/ROW]
[ROW][C]54[/C][C]-0.008784[/C][C]-0.1743[/C][C]0.56916[/C][/ROW]
[ROW][C]55[/C][C]-0.03808[/C][C]-0.7559[/C][C]0.774909[/C][/ROW]
[ROW][C]56[/C][C]-0.13356[/C][C]-2.6511[/C][C]0.995827[/C][/ROW]
[ROW][C]57[/C][C]0.06101[/C][C]1.211[/C][C]0.113308[/C][/ROW]
[ROW][C]58[/C][C]-0.012181[/C][C]-0.2418[/C][C]0.595461[/C][/ROW]
[ROW][C]59[/C][C]0.080663[/C][C]1.6011[/C][C]0.055077[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33509&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33509&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	-0.21911	-4.3492	0.999991
2	-0.031684	-0.6289	0.735113
3	-0.055898	-1.1095	0.866062
4	0.055852	1.1086	0.134135
5	-0.041618	-0.8261	0.795375
6	-0.051257	-1.0174	0.845211
7	-0.082678	-1.6411	0.949214
8	0.124802	2.4773	0.006829
9	-0.096878	-1.923	0.972398
10	-0.011146	-0.2212	0.587488
11	0.086213	1.7113	0.043909
12	-0.015506	-0.3078	0.620797
13	0.023896	0.4743	0.317765
14	-0.094921	-1.8841	0.969858
15	-0.033475	-0.6645	0.746608
16	0.09588	1.9032	0.028874
17	0.006143	0.1219	0.451506
18	-0.00415	-0.0824	0.532805
19	0.018293	0.3631	0.358361
20	-0.030253	-0.6005	0.725739
21	0.067683	1.3435	0.089948
22	-0.062631	-1.2432	0.892731
23	0.03487	0.6922	0.244623
24	0.030721	0.6098	0.271174
25	0.021882	0.4343	0.332139
26	-0.03938	-0.7817	0.782562
27	0.032062	0.6364	0.26244
28	-0.070849	-1.4063	0.91979
29	0.033242	0.6598	0.254873
30	-0.016722	-0.3319	0.629937
31	0.042017	0.834	0.202389
32	-0.039602	-0.7861	0.78385
33	-0.128569	-2.552	0.994457
34	0.055967	1.1109	0.133643
35	0.007332	0.1455	0.442181
36	0.008807	0.1748	0.430662
37	-0.069081	-1.3712	0.914455
38	0.040564	0.8052	0.210604
39	0.027429	0.5445	0.293218
40	0.044775	0.8888	0.187337
41	-0.036176	-0.7181	0.763431
42	0.026352	0.5231	0.300612
43	0.052647	1.045	0.148328
44	-0.071677	-1.4228	0.9222
45	-0.00413	-0.082	0.532644
46	0.001595	0.0317	0.487383
47	0.08448	1.6769	0.04718
48	-0.012674	-0.2516	0.599246
49	0.017473	0.3468	0.364451
50	-0.056325	-1.118	0.867879
51	0.014718	0.2922	0.385163
52	-0.070605	-1.4015	0.919069
53	0.05878	1.1667	0.122009
54	-0.008784	-0.1743	0.56916
55	-0.03808	-0.7559	0.774909
56	-0.13356	-2.6511	0.995827
57	0.06101	1.211	0.113308
58	-0.012181	-0.2418	0.595461
59	0.080663	1.6011	0.055077

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.21911	-4.3492	0.999991
1	-0.083712	-1.6616	0.951309
2	-0.086493	-1.7168	0.956602
3	0.02123	0.4214	0.336842
4	-0.033782	-0.6706	0.748552
5	-0.071746	-1.4241	0.922398
6	-0.11964	-2.3748	0.990981
7	0.067292	1.3357	0.091207
8	-0.076503	-1.5185	0.935159
9	-0.051619	-1.0246	0.846911
10	0.078859	1.5653	0.059158
11	-0.011406	-0.2264	0.5895
12	0.027657	0.549	0.29167
13	-0.081863	-1.6249	0.947511
14	-0.081725	-1.6222	0.947219
15	0.047794	0.9487	0.171684
16	0.044489	0.8831	0.188866
17	0.03059	0.6072	0.272034
18	0.01634	0.3243	0.372923
19	-0.022955	-0.4557	0.675554
20	0.044237	0.8781	0.190216
21	-0.026703	-0.53	0.701807
22	0.037586	0.7461	0.228035
23	0.035541	0.7055	0.240465
24	0.063469	1.2598	0.10424
25	0.007704	0.1529	0.439271
26	0.022282	0.4423	0.329266
27	-0.061632	-1.2234	0.889037
28	-0.023916	-0.4747	0.682376
29	0.022816	0.4529	0.325439
30	0.058637	1.1639	0.122584
31	-0.019762	-0.3923	0.652466
32	-0.157622	-3.1287	0.999057
33	-0.022589	-0.4484	0.672936
34	-0.026899	-0.5339	0.703153
35	0.007193	0.1428	0.443271
36	-0.074719	-1.4831	0.93058
37	-0.00181	-0.0359	0.51432
38	0.020166	0.4003	0.344581
39	0.034496	0.6847	0.246961
40	0.003447	0.0684	0.472746
41	-0.0364	-0.7225	0.764799
42	0.065452	1.2992	0.097321
43	-0.023076	-0.458	0.676411
44	0.015516	0.308	0.379129
45	-0.00889	-0.1765	0.569988
46	0.052745	1.047	0.147882
47	0.030966	0.6147	0.269568
48	0.084629	1.6798	0.04689
49	-0.028438	-0.5645	0.713624
50	-0.034625	-0.6873	0.753847
51	-0.06309	-1.2523	0.8944
52	0.062794	1.2464	0.106673
53	0.044855	0.8904	0.18691
54	-0.056228	-1.1161	0.867469
55	-0.179873	-3.5704	0.9998
56	-0.02183	-0.4333	0.667486
57	-0.012238	-0.2429	0.595906
58	0.041935	0.8324	0.202846
59	0.021668	0.4301	0.33368

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.21911 & -4.3492 & 0.999991 \tabularnewline
1 & -0.083712 & -1.6616 & 0.951309 \tabularnewline
2 & -0.086493 & -1.7168 & 0.956602 \tabularnewline
3 & 0.02123 & 0.4214 & 0.336842 \tabularnewline
4 & -0.033782 & -0.6706 & 0.748552 \tabularnewline
5 & -0.071746 & -1.4241 & 0.922398 \tabularnewline
6 & -0.11964 & -2.3748 & 0.990981 \tabularnewline
7 & 0.067292 & 1.3357 & 0.091207 \tabularnewline
8 & -0.076503 & -1.5185 & 0.935159 \tabularnewline
9 & -0.051619 & -1.0246 & 0.846911 \tabularnewline
10 & 0.078859 & 1.5653 & 0.059158 \tabularnewline
11 & -0.011406 & -0.2264 & 0.5895 \tabularnewline
12 & 0.027657 & 0.549 & 0.29167 \tabularnewline
13 & -0.081863 & -1.6249 & 0.947511 \tabularnewline
14 & -0.081725 & -1.6222 & 0.947219 \tabularnewline
15 & 0.047794 & 0.9487 & 0.171684 \tabularnewline
16 & 0.044489 & 0.8831 & 0.188866 \tabularnewline
17 & 0.03059 & 0.6072 & 0.272034 \tabularnewline
18 & 0.01634 & 0.3243 & 0.372923 \tabularnewline
19 & -0.022955 & -0.4557 & 0.675554 \tabularnewline
20 & 0.044237 & 0.8781 & 0.190216 \tabularnewline
21 & -0.026703 & -0.53 & 0.701807 \tabularnewline
22 & 0.037586 & 0.7461 & 0.228035 \tabularnewline
23 & 0.035541 & 0.7055 & 0.240465 \tabularnewline
24 & 0.063469 & 1.2598 & 0.10424 \tabularnewline
25 & 0.007704 & 0.1529 & 0.439271 \tabularnewline
26 & 0.022282 & 0.4423 & 0.329266 \tabularnewline
27 & -0.061632 & -1.2234 & 0.889037 \tabularnewline
28 & -0.023916 & -0.4747 & 0.682376 \tabularnewline
29 & 0.022816 & 0.4529 & 0.325439 \tabularnewline
30 & 0.058637 & 1.1639 & 0.122584 \tabularnewline
31 & -0.019762 & -0.3923 & 0.652466 \tabularnewline
32 & -0.157622 & -3.1287 & 0.999057 \tabularnewline
33 & -0.022589 & -0.4484 & 0.672936 \tabularnewline
34 & -0.026899 & -0.5339 & 0.703153 \tabularnewline
35 & 0.007193 & 0.1428 & 0.443271 \tabularnewline
36 & -0.074719 & -1.4831 & 0.93058 \tabularnewline
37 & -0.00181 & -0.0359 & 0.51432 \tabularnewline
38 & 0.020166 & 0.4003 & 0.344581 \tabularnewline
39 & 0.034496 & 0.6847 & 0.246961 \tabularnewline
40 & 0.003447 & 0.0684 & 0.472746 \tabularnewline
41 & -0.0364 & -0.7225 & 0.764799 \tabularnewline
42 & 0.065452 & 1.2992 & 0.097321 \tabularnewline
43 & -0.023076 & -0.458 & 0.676411 \tabularnewline
44 & 0.015516 & 0.308 & 0.379129 \tabularnewline
45 & -0.00889 & -0.1765 & 0.569988 \tabularnewline
46 & 0.052745 & 1.047 & 0.147882 \tabularnewline
47 & 0.030966 & 0.6147 & 0.269568 \tabularnewline
48 & 0.084629 & 1.6798 & 0.04689 \tabularnewline
49 & -0.028438 & -0.5645 & 0.713624 \tabularnewline
50 & -0.034625 & -0.6873 & 0.753847 \tabularnewline
51 & -0.06309 & -1.2523 & 0.8944 \tabularnewline
52 & 0.062794 & 1.2464 & 0.106673 \tabularnewline
53 & 0.044855 & 0.8904 & 0.18691 \tabularnewline
54 & -0.056228 & -1.1161 & 0.867469 \tabularnewline
55 & -0.179873 & -3.5704 & 0.9998 \tabularnewline
56 & -0.02183 & -0.4333 & 0.667486 \tabularnewline
57 & -0.012238 & -0.2429 & 0.595906 \tabularnewline
58 & 0.041935 & 0.8324 & 0.202846 \tabularnewline
59 & 0.021668 & 0.4301 & 0.33368 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33509&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]-0.21911[/C][C]-4.3492[/C][C]0.999991[/C][/ROW]
[ROW][C]1[/C][C]-0.083712[/C][C]-1.6616[/C][C]0.951309[/C][/ROW]
[ROW][C]2[/C][C]-0.086493[/C][C]-1.7168[/C][C]0.956602[/C][/ROW]
[ROW][C]3[/C][C]0.02123[/C][C]0.4214[/C][C]0.336842[/C][/ROW]
[ROW][C]4[/C][C]-0.033782[/C][C]-0.6706[/C][C]0.748552[/C][/ROW]
[ROW][C]5[/C][C]-0.071746[/C][C]-1.4241[/C][C]0.922398[/C][/ROW]
[ROW][C]6[/C][C]-0.11964[/C][C]-2.3748[/C][C]0.990981[/C][/ROW]
[ROW][C]7[/C][C]0.067292[/C][C]1.3357[/C][C]0.091207[/C][/ROW]
[ROW][C]8[/C][C]-0.076503[/C][C]-1.5185[/C][C]0.935159[/C][/ROW]
[ROW][C]9[/C][C]-0.051619[/C][C]-1.0246[/C][C]0.846911[/C][/ROW]
[ROW][C]10[/C][C]0.078859[/C][C]1.5653[/C][C]0.059158[/C][/ROW]
[ROW][C]11[/C][C]-0.011406[/C][C]-0.2264[/C][C]0.5895[/C][/ROW]
[ROW][C]12[/C][C]0.027657[/C][C]0.549[/C][C]0.29167[/C][/ROW]
[ROW][C]13[/C][C]-0.081863[/C][C]-1.6249[/C][C]0.947511[/C][/ROW]
[ROW][C]14[/C][C]-0.081725[/C][C]-1.6222[/C][C]0.947219[/C][/ROW]
[ROW][C]15[/C][C]0.047794[/C][C]0.9487[/C][C]0.171684[/C][/ROW]
[ROW][C]16[/C][C]0.044489[/C][C]0.8831[/C][C]0.188866[/C][/ROW]
[ROW][C]17[/C][C]0.03059[/C][C]0.6072[/C][C]0.272034[/C][/ROW]
[ROW][C]18[/C][C]0.01634[/C][C]0.3243[/C][C]0.372923[/C][/ROW]
[ROW][C]19[/C][C]-0.022955[/C][C]-0.4557[/C][C]0.675554[/C][/ROW]
[ROW][C]20[/C][C]0.044237[/C][C]0.8781[/C][C]0.190216[/C][/ROW]
[ROW][C]21[/C][C]-0.026703[/C][C]-0.53[/C][C]0.701807[/C][/ROW]
[ROW][C]22[/C][C]0.037586[/C][C]0.7461[/C][C]0.228035[/C][/ROW]
[ROW][C]23[/C][C]0.035541[/C][C]0.7055[/C][C]0.240465[/C][/ROW]
[ROW][C]24[/C][C]0.063469[/C][C]1.2598[/C][C]0.10424[/C][/ROW]
[ROW][C]25[/C][C]0.007704[/C][C]0.1529[/C][C]0.439271[/C][/ROW]
[ROW][C]26[/C][C]0.022282[/C][C]0.4423[/C][C]0.329266[/C][/ROW]
[ROW][C]27[/C][C]-0.061632[/C][C]-1.2234[/C][C]0.889037[/C][/ROW]
[ROW][C]28[/C][C]-0.023916[/C][C]-0.4747[/C][C]0.682376[/C][/ROW]
[ROW][C]29[/C][C]0.022816[/C][C]0.4529[/C][C]0.325439[/C][/ROW]
[ROW][C]30[/C][C]0.058637[/C][C]1.1639[/C][C]0.122584[/C][/ROW]
[ROW][C]31[/C][C]-0.019762[/C][C]-0.3923[/C][C]0.652466[/C][/ROW]
[ROW][C]32[/C][C]-0.157622[/C][C]-3.1287[/C][C]0.999057[/C][/ROW]
[ROW][C]33[/C][C]-0.022589[/C][C]-0.4484[/C][C]0.672936[/C][/ROW]
[ROW][C]34[/C][C]-0.026899[/C][C]-0.5339[/C][C]0.703153[/C][/ROW]
[ROW][C]35[/C][C]0.007193[/C][C]0.1428[/C][C]0.443271[/C][/ROW]
[ROW][C]36[/C][C]-0.074719[/C][C]-1.4831[/C][C]0.93058[/C][/ROW]
[ROW][C]37[/C][C]-0.00181[/C][C]-0.0359[/C][C]0.51432[/C][/ROW]
[ROW][C]38[/C][C]0.020166[/C][C]0.4003[/C][C]0.344581[/C][/ROW]
[ROW][C]39[/C][C]0.034496[/C][C]0.6847[/C][C]0.246961[/C][/ROW]
[ROW][C]40[/C][C]0.003447[/C][C]0.0684[/C][C]0.472746[/C][/ROW]
[ROW][C]41[/C][C]-0.0364[/C][C]-0.7225[/C][C]0.764799[/C][/ROW]
[ROW][C]42[/C][C]0.065452[/C][C]1.2992[/C][C]0.097321[/C][/ROW]
[ROW][C]43[/C][C]-0.023076[/C][C]-0.458[/C][C]0.676411[/C][/ROW]
[ROW][C]44[/C][C]0.015516[/C][C]0.308[/C][C]0.379129[/C][/ROW]
[ROW][C]45[/C][C]-0.00889[/C][C]-0.1765[/C][C]0.569988[/C][/ROW]
[ROW][C]46[/C][C]0.052745[/C][C]1.047[/C][C]0.147882[/C][/ROW]
[ROW][C]47[/C][C]0.030966[/C][C]0.6147[/C][C]0.269568[/C][/ROW]
[ROW][C]48[/C][C]0.084629[/C][C]1.6798[/C][C]0.04689[/C][/ROW]
[ROW][C]49[/C][C]-0.028438[/C][C]-0.5645[/C][C]0.713624[/C][/ROW]
[ROW][C]50[/C][C]-0.034625[/C][C]-0.6873[/C][C]0.753847[/C][/ROW]
[ROW][C]51[/C][C]-0.06309[/C][C]-1.2523[/C][C]0.8944[/C][/ROW]
[ROW][C]52[/C][C]0.062794[/C][C]1.2464[/C][C]0.106673[/C][/ROW]
[ROW][C]53[/C][C]0.044855[/C][C]0.8904[/C][C]0.18691[/C][/ROW]
[ROW][C]54[/C][C]-0.056228[/C][C]-1.1161[/C][C]0.867469[/C][/ROW]
[ROW][C]55[/C][C]-0.179873[/C][C]-3.5704[/C][C]0.9998[/C][/ROW]
[ROW][C]56[/C][C]-0.02183[/C][C]-0.4333[/C][C]0.667486[/C][/ROW]
[ROW][C]57[/C][C]-0.012238[/C][C]-0.2429[/C][C]0.595906[/C][/ROW]
[ROW][C]58[/C][C]0.041935[/C][C]0.8324[/C][C]0.202846[/C][/ROW]
[ROW][C]59[/C][C]0.021668[/C][C]0.4301[/C][C]0.33368[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33509&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33509&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	-0.21911	-4.3492	0.999991
1	-0.083712	-1.6616	0.951309
2	-0.086493	-1.7168	0.956602
3	0.02123	0.4214	0.336842
4	-0.033782	-0.6706	0.748552
5	-0.071746	-1.4241	0.922398
6	-0.11964	-2.3748	0.990981
7	0.067292	1.3357	0.091207
8	-0.076503	-1.5185	0.935159
9	-0.051619	-1.0246	0.846911
10	0.078859	1.5653	0.059158
11	-0.011406	-0.2264	0.5895
12	0.027657	0.549	0.29167
13	-0.081863	-1.6249	0.947511
14	-0.081725	-1.6222	0.947219
15	0.047794	0.9487	0.171684
16	0.044489	0.8831	0.188866
17	0.03059	0.6072	0.272034
18	0.01634	0.3243	0.372923
19	-0.022955	-0.4557	0.675554
20	0.044237	0.8781	0.190216
21	-0.026703	-0.53	0.701807
22	0.037586	0.7461	0.228035
23	0.035541	0.7055	0.240465
24	0.063469	1.2598	0.10424
25	0.007704	0.1529	0.439271
26	0.022282	0.4423	0.329266
27	-0.061632	-1.2234	0.889037
28	-0.023916	-0.4747	0.682376
29	0.022816	0.4529	0.325439
30	0.058637	1.1639	0.122584
31	-0.019762	-0.3923	0.652466
32	-0.157622	-3.1287	0.999057
33	-0.022589	-0.4484	0.672936
34	-0.026899	-0.5339	0.703153
35	0.007193	0.1428	0.443271
36	-0.074719	-1.4831	0.93058
37	-0.00181	-0.0359	0.51432
38	0.020166	0.4003	0.344581
39	0.034496	0.6847	0.246961
40	0.003447	0.0684	0.472746
41	-0.0364	-0.7225	0.764799
42	0.065452	1.2992	0.097321
43	-0.023076	-0.458	0.676411
44	0.015516	0.308	0.379129
45	-0.00889	-0.1765	0.569988
46	0.052745	1.047	0.147882
47	0.030966	0.6147	0.269568
48	0.084629	1.6798	0.04689
49	-0.028438	-0.5645	0.713624
50	-0.034625	-0.6873	0.753847
51	-0.06309	-1.2523	0.8944
52	0.062794	1.2464	0.106673
53	0.044855	0.8904	0.18691
54	-0.056228	-1.1161	0.867469
55	-0.179873	-3.5704	0.9998
56	-0.02183	-0.4333	0.667486
57	-0.012238	-0.2429	0.595906
58	0.041935	0.8324	0.202846
59	0.021668	0.4301	0.33368

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