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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 15 Dec 2008 15:41:53 -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/15/t1229380973t0ijyvj57m42v3j.htm/, Retrieved Wed, 15 May 2024 08:16:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33844, Retrieved Wed, 15 May 2024 08:16:44 +0000

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User-defined keywords

Estimated Impact

237

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

-     [Standard Deviation-Mean Plot] [SMP prof bach] [2008-12-15 22:25:20] [bc937651ef42bf891200cf0e0edc7238]
- RM    [Variance Reduction Matrix] [VRM prof bach] [2008-12-15 22:31:00] [bc937651ef42bf891200cf0e0edc7238]
- RMP     [(Partial) Autocorrelation Function] [ARIMA Prof bach A...] [2008-12-15 22:38:57] [bc937651ef42bf891200cf0e0edc7238]
-   P         [(Partial) Autocorrelation Function] [ARIMA ACF prof ba...] [2008-12-15 22:41:53] [21d7d81e7693ad6dde5aadefb1046611] [Current]
-   P           [(Partial) Autocorrelation Function] [ARIMA ACF prof ba...] [2008-12-15 22:44:07] [bc937651ef42bf891200cf0e0edc7238] 
-   P             [(Partial) Autocorrelation Function] [ARIMA ACF prof ba...] [2008-12-15 22:46:08] [bc937651ef42bf891200cf0e0edc7238] 
-   P           [(Partial) Autocorrelation Function] [acf prof bach L =...] [2008-12-19 15:35:04] [bc937651ef42bf891200cf0e0edc7238] 
-   P             [(Partial) Autocorrelation Function] [acf prof bach lam...] [2008-12-19 15:40:07] [bc937651ef42bf891200cf0e0edc7238] 
-   P             [(Partial) Autocorrelation Function] [acf prof bach lam...] [2008-12-19 15:40:07] [bc937651ef42bf891200cf0e0edc7238] 
-   P               [(Partial) Autocorrelation Function] [acf lambda = 1,1,1] [2008-12-19 15:45:45] [bc937651ef42bf891200cf0e0edc7238] 
-  MPD                [(Partial) Autocorrelation Function] [ACF bij d=0 en D=0] [2010-12-17 13:29:13] [616fb52b46273b7e6805de1e68b3a688] 
-   P                   [(Partial) Autocorrelation Function] [ACF bij d=0 en D=1] [2010-12-17 13:34:11] [616fb52b46273b7e6805de1e68b3a688] 
-   P                     [(Partial) Autocorrelation Function] [ACF bij d=1 en D=1] [2010-12-17 13:51:58] [616fb52b46273b7e6805de1e68b3a688] 
-  MPD            [(Partial) Autocorrelation Function] [] [2010-12-24 12:03:15] [4dfa50539945b119a90a7606969443b9] 
-  MPD            [(Partial) Autocorrelation Function] [] [2010-12-24 12:12:12] [4dfa50539945b119a90a7606969443b9] 

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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=33844&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=33844&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33844&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
1	0.829925	9.0534	0
2	0.531516	5.7982	0
3	0.291278	3.1775	0.000947
4	0.157463	1.7177	0.044224
5	0.099689	1.0875	0.139513
6	0.068702	0.7495	0.227531
7	0.091055	0.9933	0.161291
8	0.145469	1.5869	0.057597
9	0.265222	2.8932	0.002268
10	0.470428	5.1318	1e-06
11	0.715599	7.8063	0
12	0.833783	9.0955	0
13	0.656807	7.1649	0
14	0.373016	4.0691	4.3e-05
15	0.14534	1.5855	0.057757
16	0.012233	0.1334	0.447032
17	-0.045134	-0.4924	0.311689
18	-0.077698	-0.8476	0.199185
19	-0.062706	-0.684	0.24764
20	-0.017954	-0.1959	0.42253
21	0.084865	0.9258	0.178221
22	0.264129	2.8813	0.00235
23	0.46993	5.1263	1e-06
24	0.554662	6.0506	0
25	0.385113	4.2011	2.6e-05
26	0.12917	1.4091	0.08071
27	-0.071641	-0.7815	0.218028
28	-0.190315	-2.0761	0.02002
29	-0.242361	-2.6438	0.004651
30	-0.271388	-2.9605	0.001854
31	-0.25416	-2.7726	0.003229
32	-0.210704	-2.2985	0.011639
33	-0.115305	-1.2578	0.105458
34	0.046884	0.5114	0.304994
35	0.225012	2.4546	0.007776
36	0.290028	3.1638	0.000988
37	0.133339	1.4546	0.074213
38	-0.090858	-0.9911	0.161814
39	-0.25618	-2.7946	0.00303
40	-0.346616	-3.7811	0.000123
41	-0.37747	-4.1177	3.5e-05
42	-0.390987	-4.2652	2e-05
43	-0.367018	-4.0037	5.4e-05
44	-0.32499	-3.5452	0.000281
45	-0.234603	-2.5592	0.005872
46	-0.087855	-0.9584	0.169905
47	0.069496	0.7581	0.224942
48	0.124315	1.3561	0.088814
49	-0.006286	-0.0686	0.472722
50	-0.190372	-2.0767	0.01999
51	-0.318922	-3.479	0.000352
52	-0.384403	-4.1933	2.7e-05
53	-0.399682	-4.36	1.4e-05
54	-0.398516	-4.3473	1.5e-05
55	-0.367807	-4.0123	5.3e-05
56	-0.324963	-3.5449	0.000281
57	-0.244353	-2.6656	0.004377
58	-0.115374	-1.2586	0.105323
59	0.023081	0.2518	0.400819
60	0.073462	0.8014	0.212255

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.829925 & 9.0534 & 0 \tabularnewline
2 & 0.531516 & 5.7982 & 0 \tabularnewline
3 & 0.291278 & 3.1775 & 0.000947 \tabularnewline
4 & 0.157463 & 1.7177 & 0.044224 \tabularnewline
5 & 0.099689 & 1.0875 & 0.139513 \tabularnewline
6 & 0.068702 & 0.7495 & 0.227531 \tabularnewline
7 & 0.091055 & 0.9933 & 0.161291 \tabularnewline
8 & 0.145469 & 1.5869 & 0.057597 \tabularnewline
9 & 0.265222 & 2.8932 & 0.002268 \tabularnewline
10 & 0.470428 & 5.1318 & 1e-06 \tabularnewline
11 & 0.715599 & 7.8063 & 0 \tabularnewline
12 & 0.833783 & 9.0955 & 0 \tabularnewline
13 & 0.656807 & 7.1649 & 0 \tabularnewline
14 & 0.373016 & 4.0691 & 4.3e-05 \tabularnewline
15 & 0.14534 & 1.5855 & 0.057757 \tabularnewline
16 & 0.012233 & 0.1334 & 0.447032 \tabularnewline
17 & -0.045134 & -0.4924 & 0.311689 \tabularnewline
18 & -0.077698 & -0.8476 & 0.199185 \tabularnewline
19 & -0.062706 & -0.684 & 0.24764 \tabularnewline
20 & -0.017954 & -0.1959 & 0.42253 \tabularnewline
21 & 0.084865 & 0.9258 & 0.178221 \tabularnewline
22 & 0.264129 & 2.8813 & 0.00235 \tabularnewline
23 & 0.46993 & 5.1263 & 1e-06 \tabularnewline
24 & 0.554662 & 6.0506 & 0 \tabularnewline
25 & 0.385113 & 4.2011 & 2.6e-05 \tabularnewline
26 & 0.12917 & 1.4091 & 0.08071 \tabularnewline
27 & -0.071641 & -0.7815 & 0.218028 \tabularnewline
28 & -0.190315 & -2.0761 & 0.02002 \tabularnewline
29 & -0.242361 & -2.6438 & 0.004651 \tabularnewline
30 & -0.271388 & -2.9605 & 0.001854 \tabularnewline
31 & -0.25416 & -2.7726 & 0.003229 \tabularnewline
32 & -0.210704 & -2.2985 & 0.011639 \tabularnewline
33 & -0.115305 & -1.2578 & 0.105458 \tabularnewline
34 & 0.046884 & 0.5114 & 0.304994 \tabularnewline
35 & 0.225012 & 2.4546 & 0.007776 \tabularnewline
36 & 0.290028 & 3.1638 & 0.000988 \tabularnewline
37 & 0.133339 & 1.4546 & 0.074213 \tabularnewline
38 & -0.090858 & -0.9911 & 0.161814 \tabularnewline
39 & -0.25618 & -2.7946 & 0.00303 \tabularnewline
40 & -0.346616 & -3.7811 & 0.000123 \tabularnewline
41 & -0.37747 & -4.1177 & 3.5e-05 \tabularnewline
42 & -0.390987 & -4.2652 & 2e-05 \tabularnewline
43 & -0.367018 & -4.0037 & 5.4e-05 \tabularnewline
44 & -0.32499 & -3.5452 & 0.000281 \tabularnewline
45 & -0.234603 & -2.5592 & 0.005872 \tabularnewline
46 & -0.087855 & -0.9584 & 0.169905 \tabularnewline
47 & 0.069496 & 0.7581 & 0.224942 \tabularnewline
48 & 0.124315 & 1.3561 & 0.088814 \tabularnewline
49 & -0.006286 & -0.0686 & 0.472722 \tabularnewline
50 & -0.190372 & -2.0767 & 0.01999 \tabularnewline
51 & -0.318922 & -3.479 & 0.000352 \tabularnewline
52 & -0.384403 & -4.1933 & 2.7e-05 \tabularnewline
53 & -0.399682 & -4.36 & 1.4e-05 \tabularnewline
54 & -0.398516 & -4.3473 & 1.5e-05 \tabularnewline
55 & -0.367807 & -4.0123 & 5.3e-05 \tabularnewline
56 & -0.324963 & -3.5449 & 0.000281 \tabularnewline
57 & -0.244353 & -2.6656 & 0.004377 \tabularnewline
58 & -0.115374 & -1.2586 & 0.105323 \tabularnewline
59 & 0.023081 & 0.2518 & 0.400819 \tabularnewline
60 & 0.073462 & 0.8014 & 0.212255 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33844&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]0.829925[/C][C]9.0534[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.531516[/C][C]5.7982[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.291278[/C][C]3.1775[/C][C]0.000947[/C][/ROW]
[ROW][C]4[/C][C]0.157463[/C][C]1.7177[/C][C]0.044224[/C][/ROW]
[ROW][C]5[/C][C]0.099689[/C][C]1.0875[/C][C]0.139513[/C][/ROW]
[ROW][C]6[/C][C]0.068702[/C][C]0.7495[/C][C]0.227531[/C][/ROW]
[ROW][C]7[/C][C]0.091055[/C][C]0.9933[/C][C]0.161291[/C][/ROW]
[ROW][C]8[/C][C]0.145469[/C][C]1.5869[/C][C]0.057597[/C][/ROW]
[ROW][C]9[/C][C]0.265222[/C][C]2.8932[/C][C]0.002268[/C][/ROW]
[ROW][C]10[/C][C]0.470428[/C][C]5.1318[/C][C]1e-06[/C][/ROW]
[ROW][C]11[/C][C]0.715599[/C][C]7.8063[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.833783[/C][C]9.0955[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.656807[/C][C]7.1649[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.373016[/C][C]4.0691[/C][C]4.3e-05[/C][/ROW]
[ROW][C]15[/C][C]0.14534[/C][C]1.5855[/C][C]0.057757[/C][/ROW]
[ROW][C]16[/C][C]0.012233[/C][C]0.1334[/C][C]0.447032[/C][/ROW]
[ROW][C]17[/C][C]-0.045134[/C][C]-0.4924[/C][C]0.311689[/C][/ROW]
[ROW][C]18[/C][C]-0.077698[/C][C]-0.8476[/C][C]0.199185[/C][/ROW]
[ROW][C]19[/C][C]-0.062706[/C][C]-0.684[/C][C]0.24764[/C][/ROW]
[ROW][C]20[/C][C]-0.017954[/C][C]-0.1959[/C][C]0.42253[/C][/ROW]
[ROW][C]21[/C][C]0.084865[/C][C]0.9258[/C][C]0.178221[/C][/ROW]
[ROW][C]22[/C][C]0.264129[/C][C]2.8813[/C][C]0.00235[/C][/ROW]
[ROW][C]23[/C][C]0.46993[/C][C]5.1263[/C][C]1e-06[/C][/ROW]
[ROW][C]24[/C][C]0.554662[/C][C]6.0506[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.385113[/C][C]4.2011[/C][C]2.6e-05[/C][/ROW]
[ROW][C]26[/C][C]0.12917[/C][C]1.4091[/C][C]0.08071[/C][/ROW]
[ROW][C]27[/C][C]-0.071641[/C][C]-0.7815[/C][C]0.218028[/C][/ROW]
[ROW][C]28[/C][C]-0.190315[/C][C]-2.0761[/C][C]0.02002[/C][/ROW]
[ROW][C]29[/C][C]-0.242361[/C][C]-2.6438[/C][C]0.004651[/C][/ROW]
[ROW][C]30[/C][C]-0.271388[/C][C]-2.9605[/C][C]0.001854[/C][/ROW]
[ROW][C]31[/C][C]-0.25416[/C][C]-2.7726[/C][C]0.003229[/C][/ROW]
[ROW][C]32[/C][C]-0.210704[/C][C]-2.2985[/C][C]0.011639[/C][/ROW]
[ROW][C]33[/C][C]-0.115305[/C][C]-1.2578[/C][C]0.105458[/C][/ROW]
[ROW][C]34[/C][C]0.046884[/C][C]0.5114[/C][C]0.304994[/C][/ROW]
[ROW][C]35[/C][C]0.225012[/C][C]2.4546[/C][C]0.007776[/C][/ROW]
[ROW][C]36[/C][C]0.290028[/C][C]3.1638[/C][C]0.000988[/C][/ROW]
[ROW][C]37[/C][C]0.133339[/C][C]1.4546[/C][C]0.074213[/C][/ROW]
[ROW][C]38[/C][C]-0.090858[/C][C]-0.9911[/C][C]0.161814[/C][/ROW]
[ROW][C]39[/C][C]-0.25618[/C][C]-2.7946[/C][C]0.00303[/C][/ROW]
[ROW][C]40[/C][C]-0.346616[/C][C]-3.7811[/C][C]0.000123[/C][/ROW]
[ROW][C]41[/C][C]-0.37747[/C][C]-4.1177[/C][C]3.5e-05[/C][/ROW]
[ROW][C]42[/C][C]-0.390987[/C][C]-4.2652[/C][C]2e-05[/C][/ROW]
[ROW][C]43[/C][C]-0.367018[/C][C]-4.0037[/C][C]5.4e-05[/C][/ROW]
[ROW][C]44[/C][C]-0.32499[/C][C]-3.5452[/C][C]0.000281[/C][/ROW]
[ROW][C]45[/C][C]-0.234603[/C][C]-2.5592[/C][C]0.005872[/C][/ROW]
[ROW][C]46[/C][C]-0.087855[/C][C]-0.9584[/C][C]0.169905[/C][/ROW]
[ROW][C]47[/C][C]0.069496[/C][C]0.7581[/C][C]0.224942[/C][/ROW]
[ROW][C]48[/C][C]0.124315[/C][C]1.3561[/C][C]0.088814[/C][/ROW]
[ROW][C]49[/C][C]-0.006286[/C][C]-0.0686[/C][C]0.472722[/C][/ROW]
[ROW][C]50[/C][C]-0.190372[/C][C]-2.0767[/C][C]0.01999[/C][/ROW]
[ROW][C]51[/C][C]-0.318922[/C][C]-3.479[/C][C]0.000352[/C][/ROW]
[ROW][C]52[/C][C]-0.384403[/C][C]-4.1933[/C][C]2.7e-05[/C][/ROW]
[ROW][C]53[/C][C]-0.399682[/C][C]-4.36[/C][C]1.4e-05[/C][/ROW]
[ROW][C]54[/C][C]-0.398516[/C][C]-4.3473[/C][C]1.5e-05[/C][/ROW]
[ROW][C]55[/C][C]-0.367807[/C][C]-4.0123[/C][C]5.3e-05[/C][/ROW]
[ROW][C]56[/C][C]-0.324963[/C][C]-3.5449[/C][C]0.000281[/C][/ROW]
[ROW][C]57[/C][C]-0.244353[/C][C]-2.6656[/C][C]0.004377[/C][/ROW]
[ROW][C]58[/C][C]-0.115374[/C][C]-1.2586[/C][C]0.105323[/C][/ROW]
[ROW][C]59[/C][C]0.023081[/C][C]0.2518[/C][C]0.400819[/C][/ROW]
[ROW][C]60[/C][C]0.073462[/C][C]0.8014[/C][C]0.212255[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33844&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33844&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	0.829925	9.0534	0
2	0.531516	5.7982	0
3	0.291278	3.1775	0.000947
4	0.157463	1.7177	0.044224
5	0.099689	1.0875	0.139513
6	0.068702	0.7495	0.227531
7	0.091055	0.9933	0.161291
8	0.145469	1.5869	0.057597
9	0.265222	2.8932	0.002268
10	0.470428	5.1318	1e-06
11	0.715599	7.8063	0
12	0.833783	9.0955	0
13	0.656807	7.1649	0
14	0.373016	4.0691	4.3e-05
15	0.14534	1.5855	0.057757
16	0.012233	0.1334	0.447032
17	-0.045134	-0.4924	0.311689
18	-0.077698	-0.8476	0.199185
19	-0.062706	-0.684	0.24764
20	-0.017954	-0.1959	0.42253
21	0.084865	0.9258	0.178221
22	0.264129	2.8813	0.00235
23	0.46993	5.1263	1e-06
24	0.554662	6.0506	0
25	0.385113	4.2011	2.6e-05
26	0.12917	1.4091	0.08071
27	-0.071641	-0.7815	0.218028
28	-0.190315	-2.0761	0.02002
29	-0.242361	-2.6438	0.004651
30	-0.271388	-2.9605	0.001854
31	-0.25416	-2.7726	0.003229
32	-0.210704	-2.2985	0.011639
33	-0.115305	-1.2578	0.105458
34	0.046884	0.5114	0.304994
35	0.225012	2.4546	0.007776
36	0.290028	3.1638	0.000988
37	0.133339	1.4546	0.074213
38	-0.090858	-0.9911	0.161814
39	-0.25618	-2.7946	0.00303
40	-0.346616	-3.7811	0.000123
41	-0.37747	-4.1177	3.5e-05
42	-0.390987	-4.2652	2e-05
43	-0.367018	-4.0037	5.4e-05
44	-0.32499	-3.5452	0.000281
45	-0.234603	-2.5592	0.005872
46	-0.087855	-0.9584	0.169905
47	0.069496	0.7581	0.224942
48	0.124315	1.3561	0.088814
49	-0.006286	-0.0686	0.472722
50	-0.190372	-2.0767	0.01999
51	-0.318922	-3.479	0.000352
52	-0.384403	-4.1933	2.7e-05
53	-0.399682	-4.36	1.4e-05
54	-0.398516	-4.3473	1.5e-05
55	-0.367807	-4.0123	5.3e-05
56	-0.324963	-3.5449	0.000281
57	-0.244353	-2.6656	0.004377
58	-0.115374	-1.2586	0.105323
59	0.023081	0.2518	0.400819
60	0.073462	0.8014	0.212255

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.829925	9.0534	0
2	-0.50529	-5.5121	0
3	0.201153	2.1943	0.015077
4	-0.003751	-0.0409	0.483716
5	0.007	0.0764	0.46963
6	-0.029862	-0.3258	0.372591
7	0.22431	2.4469	0.007935
8	-0.033265	-0.3629	0.358668
9	0.397836	4.3399	1.5e-05
10	0.362634	3.9559	6.5e-05
11	0.499866	5.4529	0
12	-0.072783	-0.794	0.214398
13	-0.632386	-6.8985	0
14	0.245192	2.6747	0.004266
15	-0.208736	-2.277	0.012285
16	-0.207533	-2.2639	0.012695
17	0.053629	0.585	0.27982
18	-0.123286	-1.3449	0.090609
19	-0.178772	-1.9502	0.026754
20	-0.081787	-0.8922	0.187046
21	-0.025928	-0.2828	0.388895
22	-0.078925	-0.861	0.195492
23	-0.086497	-0.9436	0.17365
24	0.03368	0.3674	0.356984
25	-0.025039	-0.2731	0.392609
26	-0.022506	-0.2455	0.40324
27	0.059357	0.6475	0.259275
28	-0.023378	-0.255	0.399572
29	-0.073283	-0.7994	0.212818
30	0.066361	0.7239	0.23527
31	0.024139	0.2633	0.396379
32	-0.10894	-1.1884	0.118522
33	0.076497	0.8345	0.202842
34	-0.029009	-0.3164	0.376109
35	-0.056819	-0.6198	0.268279
36	-0.001786	-0.0195	0.492246
37	-0.0368	-0.4014	0.344408
38	0.00168	0.0183	0.492706
39	0.038966	0.4251	0.335778
40	0.027179	0.2965	0.383688
41	0.059402	0.648	0.259116
42	-0.024236	-0.2644	0.395972
43	0.008589	0.0937	0.462753
44	-0.039301	-0.4287	0.334448
45	0.046111	0.503	0.307944
46	-0.096816	-1.0561	0.146521
47	0.073827	0.8054	0.211111
48	-0.037173	-0.4055	0.342915
49	0.11582	1.2634	0.10445
50	-0.116304	-1.2687	0.103507
51	0.057764	0.6301	0.264908
52	-0.038545	-0.4205	0.337446
53	-0.043574	-0.4753	0.317708
54	0.036007	0.3928	0.34759
55	0.022317	0.2435	0.404037
56	-0.067185	-0.7329	0.23253
57	-0.056324	-0.6144	0.270053
58	0.025252	0.2755	0.391717
59	-0.025378	-0.2768	0.391192
60	-0.044302	-0.4833	0.314892

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.829925 & 9.0534 & 0 \tabularnewline
2 & -0.50529 & -5.5121 & 0 \tabularnewline
3 & 0.201153 & 2.1943 & 0.015077 \tabularnewline
4 & -0.003751 & -0.0409 & 0.483716 \tabularnewline
5 & 0.007 & 0.0764 & 0.46963 \tabularnewline
6 & -0.029862 & -0.3258 & 0.372591 \tabularnewline
7 & 0.22431 & 2.4469 & 0.007935 \tabularnewline
8 & -0.033265 & -0.3629 & 0.358668 \tabularnewline
9 & 0.397836 & 4.3399 & 1.5e-05 \tabularnewline
10 & 0.362634 & 3.9559 & 6.5e-05 \tabularnewline
11 & 0.499866 & 5.4529 & 0 \tabularnewline
12 & -0.072783 & -0.794 & 0.214398 \tabularnewline
13 & -0.632386 & -6.8985 & 0 \tabularnewline
14 & 0.245192 & 2.6747 & 0.004266 \tabularnewline
15 & -0.208736 & -2.277 & 0.012285 \tabularnewline
16 & -0.207533 & -2.2639 & 0.012695 \tabularnewline
17 & 0.053629 & 0.585 & 0.27982 \tabularnewline
18 & -0.123286 & -1.3449 & 0.090609 \tabularnewline
19 & -0.178772 & -1.9502 & 0.026754 \tabularnewline
20 & -0.081787 & -0.8922 & 0.187046 \tabularnewline
21 & -0.025928 & -0.2828 & 0.388895 \tabularnewline
22 & -0.078925 & -0.861 & 0.195492 \tabularnewline
23 & -0.086497 & -0.9436 & 0.17365 \tabularnewline
24 & 0.03368 & 0.3674 & 0.356984 \tabularnewline
25 & -0.025039 & -0.2731 & 0.392609 \tabularnewline
26 & -0.022506 & -0.2455 & 0.40324 \tabularnewline
27 & 0.059357 & 0.6475 & 0.259275 \tabularnewline
28 & -0.023378 & -0.255 & 0.399572 \tabularnewline
29 & -0.073283 & -0.7994 & 0.212818 \tabularnewline
30 & 0.066361 & 0.7239 & 0.23527 \tabularnewline
31 & 0.024139 & 0.2633 & 0.396379 \tabularnewline
32 & -0.10894 & -1.1884 & 0.118522 \tabularnewline
33 & 0.076497 & 0.8345 & 0.202842 \tabularnewline
34 & -0.029009 & -0.3164 & 0.376109 \tabularnewline
35 & -0.056819 & -0.6198 & 0.268279 \tabularnewline
36 & -0.001786 & -0.0195 & 0.492246 \tabularnewline
37 & -0.0368 & -0.4014 & 0.344408 \tabularnewline
38 & 0.00168 & 0.0183 & 0.492706 \tabularnewline
39 & 0.038966 & 0.4251 & 0.335778 \tabularnewline
40 & 0.027179 & 0.2965 & 0.383688 \tabularnewline
41 & 0.059402 & 0.648 & 0.259116 \tabularnewline
42 & -0.024236 & -0.2644 & 0.395972 \tabularnewline
43 & 0.008589 & 0.0937 & 0.462753 \tabularnewline
44 & -0.039301 & -0.4287 & 0.334448 \tabularnewline
45 & 0.046111 & 0.503 & 0.307944 \tabularnewline
46 & -0.096816 & -1.0561 & 0.146521 \tabularnewline
47 & 0.073827 & 0.8054 & 0.211111 \tabularnewline
48 & -0.037173 & -0.4055 & 0.342915 \tabularnewline
49 & 0.11582 & 1.2634 & 0.10445 \tabularnewline
50 & -0.116304 & -1.2687 & 0.103507 \tabularnewline
51 & 0.057764 & 0.6301 & 0.264908 \tabularnewline
52 & -0.038545 & -0.4205 & 0.337446 \tabularnewline
53 & -0.043574 & -0.4753 & 0.317708 \tabularnewline
54 & 0.036007 & 0.3928 & 0.34759 \tabularnewline
55 & 0.022317 & 0.2435 & 0.404037 \tabularnewline
56 & -0.067185 & -0.7329 & 0.23253 \tabularnewline
57 & -0.056324 & -0.6144 & 0.270053 \tabularnewline
58 & 0.025252 & 0.2755 & 0.391717 \tabularnewline
59 & -0.025378 & -0.2768 & 0.391192 \tabularnewline
60 & -0.044302 & -0.4833 & 0.314892 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33844&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]0.829925[/C][C]9.0534[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.50529[/C][C]-5.5121[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.201153[/C][C]2.1943[/C][C]0.015077[/C][/ROW]
[ROW][C]4[/C][C]-0.003751[/C][C]-0.0409[/C][C]0.483716[/C][/ROW]
[ROW][C]5[/C][C]0.007[/C][C]0.0764[/C][C]0.46963[/C][/ROW]
[ROW][C]6[/C][C]-0.029862[/C][C]-0.3258[/C][C]0.372591[/C][/ROW]
[ROW][C]7[/C][C]0.22431[/C][C]2.4469[/C][C]0.007935[/C][/ROW]
[ROW][C]8[/C][C]-0.033265[/C][C]-0.3629[/C][C]0.358668[/C][/ROW]
[ROW][C]9[/C][C]0.397836[/C][C]4.3399[/C][C]1.5e-05[/C][/ROW]
[ROW][C]10[/C][C]0.362634[/C][C]3.9559[/C][C]6.5e-05[/C][/ROW]
[ROW][C]11[/C][C]0.499866[/C][C]5.4529[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]-0.072783[/C][C]-0.794[/C][C]0.214398[/C][/ROW]
[ROW][C]13[/C][C]-0.632386[/C][C]-6.8985[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.245192[/C][C]2.6747[/C][C]0.004266[/C][/ROW]
[ROW][C]15[/C][C]-0.208736[/C][C]-2.277[/C][C]0.012285[/C][/ROW]
[ROW][C]16[/C][C]-0.207533[/C][C]-2.2639[/C][C]0.012695[/C][/ROW]
[ROW][C]17[/C][C]0.053629[/C][C]0.585[/C][C]0.27982[/C][/ROW]
[ROW][C]18[/C][C]-0.123286[/C][C]-1.3449[/C][C]0.090609[/C][/ROW]
[ROW][C]19[/C][C]-0.178772[/C][C]-1.9502[/C][C]0.026754[/C][/ROW]
[ROW][C]20[/C][C]-0.081787[/C][C]-0.8922[/C][C]0.187046[/C][/ROW]
[ROW][C]21[/C][C]-0.025928[/C][C]-0.2828[/C][C]0.388895[/C][/ROW]
[ROW][C]22[/C][C]-0.078925[/C][C]-0.861[/C][C]0.195492[/C][/ROW]
[ROW][C]23[/C][C]-0.086497[/C][C]-0.9436[/C][C]0.17365[/C][/ROW]
[ROW][C]24[/C][C]0.03368[/C][C]0.3674[/C][C]0.356984[/C][/ROW]
[ROW][C]25[/C][C]-0.025039[/C][C]-0.2731[/C][C]0.392609[/C][/ROW]
[ROW][C]26[/C][C]-0.022506[/C][C]-0.2455[/C][C]0.40324[/C][/ROW]
[ROW][C]27[/C][C]0.059357[/C][C]0.6475[/C][C]0.259275[/C][/ROW]
[ROW][C]28[/C][C]-0.023378[/C][C]-0.255[/C][C]0.399572[/C][/ROW]
[ROW][C]29[/C][C]-0.073283[/C][C]-0.7994[/C][C]0.212818[/C][/ROW]
[ROW][C]30[/C][C]0.066361[/C][C]0.7239[/C][C]0.23527[/C][/ROW]
[ROW][C]31[/C][C]0.024139[/C][C]0.2633[/C][C]0.396379[/C][/ROW]
[ROW][C]32[/C][C]-0.10894[/C][C]-1.1884[/C][C]0.118522[/C][/ROW]
[ROW][C]33[/C][C]0.076497[/C][C]0.8345[/C][C]0.202842[/C][/ROW]
[ROW][C]34[/C][C]-0.029009[/C][C]-0.3164[/C][C]0.376109[/C][/ROW]
[ROW][C]35[/C][C]-0.056819[/C][C]-0.6198[/C][C]0.268279[/C][/ROW]
[ROW][C]36[/C][C]-0.001786[/C][C]-0.0195[/C][C]0.492246[/C][/ROW]
[ROW][C]37[/C][C]-0.0368[/C][C]-0.4014[/C][C]0.344408[/C][/ROW]
[ROW][C]38[/C][C]0.00168[/C][C]0.0183[/C][C]0.492706[/C][/ROW]
[ROW][C]39[/C][C]0.038966[/C][C]0.4251[/C][C]0.335778[/C][/ROW]
[ROW][C]40[/C][C]0.027179[/C][C]0.2965[/C][C]0.383688[/C][/ROW]
[ROW][C]41[/C][C]0.059402[/C][C]0.648[/C][C]0.259116[/C][/ROW]
[ROW][C]42[/C][C]-0.024236[/C][C]-0.2644[/C][C]0.395972[/C][/ROW]
[ROW][C]43[/C][C]0.008589[/C][C]0.0937[/C][C]0.462753[/C][/ROW]
[ROW][C]44[/C][C]-0.039301[/C][C]-0.4287[/C][C]0.334448[/C][/ROW]
[ROW][C]45[/C][C]0.046111[/C][C]0.503[/C][C]0.307944[/C][/ROW]
[ROW][C]46[/C][C]-0.096816[/C][C]-1.0561[/C][C]0.146521[/C][/ROW]
[ROW][C]47[/C][C]0.073827[/C][C]0.8054[/C][C]0.211111[/C][/ROW]
[ROW][C]48[/C][C]-0.037173[/C][C]-0.4055[/C][C]0.342915[/C][/ROW]
[ROW][C]49[/C][C]0.11582[/C][C]1.2634[/C][C]0.10445[/C][/ROW]
[ROW][C]50[/C][C]-0.116304[/C][C]-1.2687[/C][C]0.103507[/C][/ROW]
[ROW][C]51[/C][C]0.057764[/C][C]0.6301[/C][C]0.264908[/C][/ROW]
[ROW][C]52[/C][C]-0.038545[/C][C]-0.4205[/C][C]0.337446[/C][/ROW]
[ROW][C]53[/C][C]-0.043574[/C][C]-0.4753[/C][C]0.317708[/C][/ROW]
[ROW][C]54[/C][C]0.036007[/C][C]0.3928[/C][C]0.34759[/C][/ROW]
[ROW][C]55[/C][C]0.022317[/C][C]0.2435[/C][C]0.404037[/C][/ROW]
[ROW][C]56[/C][C]-0.067185[/C][C]-0.7329[/C][C]0.23253[/C][/ROW]
[ROW][C]57[/C][C]-0.056324[/C][C]-0.6144[/C][C]0.270053[/C][/ROW]
[ROW][C]58[/C][C]0.025252[/C][C]0.2755[/C][C]0.391717[/C][/ROW]
[ROW][C]59[/C][C]-0.025378[/C][C]-0.2768[/C][C]0.391192[/C][/ROW]
[ROW][C]60[/C][C]-0.044302[/C][C]-0.4833[/C][C]0.314892[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33844&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33844&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	0.829925	9.0534	0
2	-0.50529	-5.5121	0
3	0.201153	2.1943	0.015077
4	-0.003751	-0.0409	0.483716
5	0.007	0.0764	0.46963
6	-0.029862	-0.3258	0.372591
7	0.22431	2.4469	0.007935
8	-0.033265	-0.3629	0.358668
9	0.397836	4.3399	1.5e-05
10	0.362634	3.9559	6.5e-05
11	0.499866	5.4529	0
12	-0.072783	-0.794	0.214398
13	-0.632386	-6.8985	0
14	0.245192	2.6747	0.004266
15	-0.208736	-2.277	0.012285
16	-0.207533	-2.2639	0.012695
17	0.053629	0.585	0.27982
18	-0.123286	-1.3449	0.090609
19	-0.178772	-1.9502	0.026754
20	-0.081787	-0.8922	0.187046
21	-0.025928	-0.2828	0.388895
22	-0.078925	-0.861	0.195492
23	-0.086497	-0.9436	0.17365
24	0.03368	0.3674	0.356984
25	-0.025039	-0.2731	0.392609
26	-0.022506	-0.2455	0.40324
27	0.059357	0.6475	0.259275
28	-0.023378	-0.255	0.399572
29	-0.073283	-0.7994	0.212818
30	0.066361	0.7239	0.23527
31	0.024139	0.2633	0.396379
32	-0.10894	-1.1884	0.118522
33	0.076497	0.8345	0.202842
34	-0.029009	-0.3164	0.376109
35	-0.056819	-0.6198	0.268279
36	-0.001786	-0.0195	0.492246
37	-0.0368	-0.4014	0.344408
38	0.00168	0.0183	0.492706
39	0.038966	0.4251	0.335778
40	0.027179	0.2965	0.383688
41	0.059402	0.648	0.259116
42	-0.024236	-0.2644	0.395972
43	0.008589	0.0937	0.462753
44	-0.039301	-0.4287	0.334448
45	0.046111	0.503	0.307944
46	-0.096816	-1.0561	0.146521
47	0.073827	0.8054	0.211111
48	-0.037173	-0.4055	0.342915
49	0.11582	1.2634	0.10445
50	-0.116304	-1.2687	0.103507
51	0.057764	0.6301	0.264908
52	-0.038545	-0.4205	0.337446
53	-0.043574	-0.4753	0.317708
54	0.036007	0.3928	0.34759
55	0.022317	0.2435	0.404037
56	-0.067185	-0.7329	0.23253
57	-0.056324	-0.6144	0.270053
58	0.025252	0.2755	0.391717
59	-0.025378	-0.2768	0.391192
60	-0.044302	-0.4833	0.314892

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.3 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 0.3 ; 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