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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 15 Dec 2008 15:46:08 -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/t1229381216m8d1hebuof33hct.htm/, Retrieved Wed, 15 May 2024 10:24:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33849, Retrieved Wed, 15 May 2024 10:24:13 +0000

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User-defined keywords

Estimated Impact

211

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] [bc937651ef42bf891200cf0e0edc7238]
-   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] [21d7d81e7693ad6dde5aadefb1046611] [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	3 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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33849&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33849&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33849&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.947818	9.8043	0
2	0.910783	9.4212	0
3	0.870947	9.0091	0
4	0.845359	8.7445	0
5	0.818914	8.4709	0
6	0.800876	8.2843	0
7	0.781836	8.0874	0
8	0.756606	7.8264	0
9	0.728616	7.5369	0
10	0.684347	7.0789	0
11	0.641571	6.6365	0
12	0.586306	6.0648	0
13	0.551502	5.7048	0
14	0.516536	5.3431	0
15	0.471979	4.8822	2e-06
16	0.424898	4.3952	1.3e-05
17	0.384745	3.9798	6.3e-05
18	0.340948	3.5268	0.00031
19	0.294888	3.0503	0.001441
20	0.251443	2.6009	0.005306
21	0.208479	2.1565	0.016641
22	0.16334	1.6896	0.047008
23	0.123895	1.2816	0.101381
24	0.082398	0.8523	0.197967
25	0.040692	0.4209	0.337327
26	0.002242	0.0232	0.490769
27	-0.030905	-0.3197	0.374914
28	-0.060303	-0.6238	0.267051
29	-0.097639	-1.01	0.15739
30	-0.131638	-1.3617	0.088081
31	-0.157524	-1.6294	0.05308
32	-0.181282	-1.8752	0.031746
33	-0.215314	-2.2272	0.014013
34	-0.234305	-2.4237	0.008521
35	-0.256883	-2.6572	0.004543
36	-0.282134	-2.9184	0.002145
37	-0.313746	-3.2454	0.000783
38	-0.351549	-3.6365	0.000213
39	-0.376785	-3.8975	8.5e-05
40	-0.396857	-4.1051	4e-05
41	-0.408062	-4.221	2.6e-05
42	-0.42172	-4.3623	1.5e-05
43	-0.427264	-4.4197	1.2e-05
44	-0.43949	-4.5461	7e-06
45	-0.445961	-4.6131	6e-06
46	-0.456563	-4.7227	4e-06
47	-0.47122	-4.8743	2e-06
48	-0.474204	-4.9052	2e-06
49	-0.466841	-4.829	2e-06
50	-0.46375	-4.7971	3e-06
51	-0.46342	-4.7937	3e-06
52	-0.458213	-4.7398	3e-06
53	-0.449829	-4.6531	5e-06
54	-0.440545	-4.557	7e-06
55	-0.434961	-4.4993	9e-06
56	-0.432353	-4.4723	1e-05
57	-0.422302	-4.3683	1.5e-05
58	-0.415008	-4.2929	1.9e-05
59	-0.398393	-4.121	3.7e-05
60	-0.381781	-3.9492	7e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.947818 & 9.8043 & 0 \tabularnewline
2 & 0.910783 & 9.4212 & 0 \tabularnewline
3 & 0.870947 & 9.0091 & 0 \tabularnewline
4 & 0.845359 & 8.7445 & 0 \tabularnewline
5 & 0.818914 & 8.4709 & 0 \tabularnewline
6 & 0.800876 & 8.2843 & 0 \tabularnewline
7 & 0.781836 & 8.0874 & 0 \tabularnewline
8 & 0.756606 & 7.8264 & 0 \tabularnewline
9 & 0.728616 & 7.5369 & 0 \tabularnewline
10 & 0.684347 & 7.0789 & 0 \tabularnewline
11 & 0.641571 & 6.6365 & 0 \tabularnewline
12 & 0.586306 & 6.0648 & 0 \tabularnewline
13 & 0.551502 & 5.7048 & 0 \tabularnewline
14 & 0.516536 & 5.3431 & 0 \tabularnewline
15 & 0.471979 & 4.8822 & 2e-06 \tabularnewline
16 & 0.424898 & 4.3952 & 1.3e-05 \tabularnewline
17 & 0.384745 & 3.9798 & 6.3e-05 \tabularnewline
18 & 0.340948 & 3.5268 & 0.00031 \tabularnewline
19 & 0.294888 & 3.0503 & 0.001441 \tabularnewline
20 & 0.251443 & 2.6009 & 0.005306 \tabularnewline
21 & 0.208479 & 2.1565 & 0.016641 \tabularnewline
22 & 0.16334 & 1.6896 & 0.047008 \tabularnewline
23 & 0.123895 & 1.2816 & 0.101381 \tabularnewline
24 & 0.082398 & 0.8523 & 0.197967 \tabularnewline
25 & 0.040692 & 0.4209 & 0.337327 \tabularnewline
26 & 0.002242 & 0.0232 & 0.490769 \tabularnewline
27 & -0.030905 & -0.3197 & 0.374914 \tabularnewline
28 & -0.060303 & -0.6238 & 0.267051 \tabularnewline
29 & -0.097639 & -1.01 & 0.15739 \tabularnewline
30 & -0.131638 & -1.3617 & 0.088081 \tabularnewline
31 & -0.157524 & -1.6294 & 0.05308 \tabularnewline
32 & -0.181282 & -1.8752 & 0.031746 \tabularnewline
33 & -0.215314 & -2.2272 & 0.014013 \tabularnewline
34 & -0.234305 & -2.4237 & 0.008521 \tabularnewline
35 & -0.256883 & -2.6572 & 0.004543 \tabularnewline
36 & -0.282134 & -2.9184 & 0.002145 \tabularnewline
37 & -0.313746 & -3.2454 & 0.000783 \tabularnewline
38 & -0.351549 & -3.6365 & 0.000213 \tabularnewline
39 & -0.376785 & -3.8975 & 8.5e-05 \tabularnewline
40 & -0.396857 & -4.1051 & 4e-05 \tabularnewline
41 & -0.408062 & -4.221 & 2.6e-05 \tabularnewline
42 & -0.42172 & -4.3623 & 1.5e-05 \tabularnewline
43 & -0.427264 & -4.4197 & 1.2e-05 \tabularnewline
44 & -0.43949 & -4.5461 & 7e-06 \tabularnewline
45 & -0.445961 & -4.6131 & 6e-06 \tabularnewline
46 & -0.456563 & -4.7227 & 4e-06 \tabularnewline
47 & -0.47122 & -4.8743 & 2e-06 \tabularnewline
48 & -0.474204 & -4.9052 & 2e-06 \tabularnewline
49 & -0.466841 & -4.829 & 2e-06 \tabularnewline
50 & -0.46375 & -4.7971 & 3e-06 \tabularnewline
51 & -0.46342 & -4.7937 & 3e-06 \tabularnewline
52 & -0.458213 & -4.7398 & 3e-06 \tabularnewline
53 & -0.449829 & -4.6531 & 5e-06 \tabularnewline
54 & -0.440545 & -4.557 & 7e-06 \tabularnewline
55 & -0.434961 & -4.4993 & 9e-06 \tabularnewline
56 & -0.432353 & -4.4723 & 1e-05 \tabularnewline
57 & -0.422302 & -4.3683 & 1.5e-05 \tabularnewline
58 & -0.415008 & -4.2929 & 1.9e-05 \tabularnewline
59 & -0.398393 & -4.121 & 3.7e-05 \tabularnewline
60 & -0.381781 & -3.9492 & 7e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33849&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]0.947818[/C][C]9.8043[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.910783[/C][C]9.4212[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.870947[/C][C]9.0091[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.845359[/C][C]8.7445[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.818914[/C][C]8.4709[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.800876[/C][C]8.2843[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.781836[/C][C]8.0874[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.756606[/C][C]7.8264[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.728616[/C][C]7.5369[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.684347[/C][C]7.0789[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.641571[/C][C]6.6365[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.586306[/C][C]6.0648[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.551502[/C][C]5.7048[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.516536[/C][C]5.3431[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.471979[/C][C]4.8822[/C][C]2e-06[/C][/ROW]
[ROW][C]16[/C][C]0.424898[/C][C]4.3952[/C][C]1.3e-05[/C][/ROW]
[ROW][C]17[/C][C]0.384745[/C][C]3.9798[/C][C]6.3e-05[/C][/ROW]
[ROW][C]18[/C][C]0.340948[/C][C]3.5268[/C][C]0.00031[/C][/ROW]
[ROW][C]19[/C][C]0.294888[/C][C]3.0503[/C][C]0.001441[/C][/ROW]
[ROW][C]20[/C][C]0.251443[/C][C]2.6009[/C][C]0.005306[/C][/ROW]
[ROW][C]21[/C][C]0.208479[/C][C]2.1565[/C][C]0.016641[/C][/ROW]
[ROW][C]22[/C][C]0.16334[/C][C]1.6896[/C][C]0.047008[/C][/ROW]
[ROW][C]23[/C][C]0.123895[/C][C]1.2816[/C][C]0.101381[/C][/ROW]
[ROW][C]24[/C][C]0.082398[/C][C]0.8523[/C][C]0.197967[/C][/ROW]
[ROW][C]25[/C][C]0.040692[/C][C]0.4209[/C][C]0.337327[/C][/ROW]
[ROW][C]26[/C][C]0.002242[/C][C]0.0232[/C][C]0.490769[/C][/ROW]
[ROW][C]27[/C][C]-0.030905[/C][C]-0.3197[/C][C]0.374914[/C][/ROW]
[ROW][C]28[/C][C]-0.060303[/C][C]-0.6238[/C][C]0.267051[/C][/ROW]
[ROW][C]29[/C][C]-0.097639[/C][C]-1.01[/C][C]0.15739[/C][/ROW]
[ROW][C]30[/C][C]-0.131638[/C][C]-1.3617[/C][C]0.088081[/C][/ROW]
[ROW][C]31[/C][C]-0.157524[/C][C]-1.6294[/C][C]0.05308[/C][/ROW]
[ROW][C]32[/C][C]-0.181282[/C][C]-1.8752[/C][C]0.031746[/C][/ROW]
[ROW][C]33[/C][C]-0.215314[/C][C]-2.2272[/C][C]0.014013[/C][/ROW]
[ROW][C]34[/C][C]-0.234305[/C][C]-2.4237[/C][C]0.008521[/C][/ROW]
[ROW][C]35[/C][C]-0.256883[/C][C]-2.6572[/C][C]0.004543[/C][/ROW]
[ROW][C]36[/C][C]-0.282134[/C][C]-2.9184[/C][C]0.002145[/C][/ROW]
[ROW][C]37[/C][C]-0.313746[/C][C]-3.2454[/C][C]0.000783[/C][/ROW]
[ROW][C]38[/C][C]-0.351549[/C][C]-3.6365[/C][C]0.000213[/C][/ROW]
[ROW][C]39[/C][C]-0.376785[/C][C]-3.8975[/C][C]8.5e-05[/C][/ROW]
[ROW][C]40[/C][C]-0.396857[/C][C]-4.1051[/C][C]4e-05[/C][/ROW]
[ROW][C]41[/C][C]-0.408062[/C][C]-4.221[/C][C]2.6e-05[/C][/ROW]
[ROW][C]42[/C][C]-0.42172[/C][C]-4.3623[/C][C]1.5e-05[/C][/ROW]
[ROW][C]43[/C][C]-0.427264[/C][C]-4.4197[/C][C]1.2e-05[/C][/ROW]
[ROW][C]44[/C][C]-0.43949[/C][C]-4.5461[/C][C]7e-06[/C][/ROW]
[ROW][C]45[/C][C]-0.445961[/C][C]-4.6131[/C][C]6e-06[/C][/ROW]
[ROW][C]46[/C][C]-0.456563[/C][C]-4.7227[/C][C]4e-06[/C][/ROW]
[ROW][C]47[/C][C]-0.47122[/C][C]-4.8743[/C][C]2e-06[/C][/ROW]
[ROW][C]48[/C][C]-0.474204[/C][C]-4.9052[/C][C]2e-06[/C][/ROW]
[ROW][C]49[/C][C]-0.466841[/C][C]-4.829[/C][C]2e-06[/C][/ROW]
[ROW][C]50[/C][C]-0.46375[/C][C]-4.7971[/C][C]3e-06[/C][/ROW]
[ROW][C]51[/C][C]-0.46342[/C][C]-4.7937[/C][C]3e-06[/C][/ROW]
[ROW][C]52[/C][C]-0.458213[/C][C]-4.7398[/C][C]3e-06[/C][/ROW]
[ROW][C]53[/C][C]-0.449829[/C][C]-4.6531[/C][C]5e-06[/C][/ROW]
[ROW][C]54[/C][C]-0.440545[/C][C]-4.557[/C][C]7e-06[/C][/ROW]
[ROW][C]55[/C][C]-0.434961[/C][C]-4.4993[/C][C]9e-06[/C][/ROW]
[ROW][C]56[/C][C]-0.432353[/C][C]-4.4723[/C][C]1e-05[/C][/ROW]
[ROW][C]57[/C][C]-0.422302[/C][C]-4.3683[/C][C]1.5e-05[/C][/ROW]
[ROW][C]58[/C][C]-0.415008[/C][C]-4.2929[/C][C]1.9e-05[/C][/ROW]
[ROW][C]59[/C][C]-0.398393[/C][C]-4.121[/C][C]3.7e-05[/C][/ROW]
[ROW][C]60[/C][C]-0.381781[/C][C]-3.9492[/C][C]7e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33849&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33849&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	0.947818	9.8043	0
2	0.910783	9.4212	0
3	0.870947	9.0091	0
4	0.845359	8.7445	0
5	0.818914	8.4709	0
6	0.800876	8.2843	0
7	0.781836	8.0874	0
8	0.756606	7.8264	0
9	0.728616	7.5369	0
10	0.684347	7.0789	0
11	0.641571	6.6365	0
12	0.586306	6.0648	0
13	0.551502	5.7048	0
14	0.516536	5.3431	0
15	0.471979	4.8822	2e-06
16	0.424898	4.3952	1.3e-05
17	0.384745	3.9798	6.3e-05
18	0.340948	3.5268	0.00031
19	0.294888	3.0503	0.001441
20	0.251443	2.6009	0.005306
21	0.208479	2.1565	0.016641
22	0.16334	1.6896	0.047008
23	0.123895	1.2816	0.101381
24	0.082398	0.8523	0.197967
25	0.040692	0.4209	0.337327
26	0.002242	0.0232	0.490769
27	-0.030905	-0.3197	0.374914
28	-0.060303	-0.6238	0.267051
29	-0.097639	-1.01	0.15739
30	-0.131638	-1.3617	0.088081
31	-0.157524	-1.6294	0.05308
32	-0.181282	-1.8752	0.031746
33	-0.215314	-2.2272	0.014013
34	-0.234305	-2.4237	0.008521
35	-0.256883	-2.6572	0.004543
36	-0.282134	-2.9184	0.002145
37	-0.313746	-3.2454	0.000783
38	-0.351549	-3.6365	0.000213
39	-0.376785	-3.8975	8.5e-05
40	-0.396857	-4.1051	4e-05
41	-0.408062	-4.221	2.6e-05
42	-0.42172	-4.3623	1.5e-05
43	-0.427264	-4.4197	1.2e-05
44	-0.43949	-4.5461	7e-06
45	-0.445961	-4.6131	6e-06
46	-0.456563	-4.7227	4e-06
47	-0.47122	-4.8743	2e-06
48	-0.474204	-4.9052	2e-06
49	-0.466841	-4.829	2e-06
50	-0.46375	-4.7971	3e-06
51	-0.46342	-4.7937	3e-06
52	-0.458213	-4.7398	3e-06
53	-0.449829	-4.6531	5e-06
54	-0.440545	-4.557	7e-06
55	-0.434961	-4.4993	9e-06
56	-0.432353	-4.4723	1e-05
57	-0.422302	-4.3683	1.5e-05
58	-0.415008	-4.2929	1.9e-05
59	-0.398393	-4.121	3.7e-05
60	-0.381781	-3.9492	7e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.947818	9.8043	0
2	0.122245	1.2645	0.104396
3	-0.026432	-0.2734	0.392532
4	0.116388	1.2039	0.115638
5	0.015961	0.1651	0.434588
6	0.071295	0.7375	0.231221
7	0.021457	0.222	0.412387
8	-0.066855	-0.6915	0.245359
9	-0.036365	-0.3762	0.353771
10	-0.184699	-1.9105	0.02937
11	-0.070351	-0.7277	0.234188
12	-0.176337	-1.824	0.035468
13	0.079883	0.8263	0.205231
14	0.002915	0.0302	0.488001
15	-0.179524	-1.857	0.03303
16	-0.056916	-0.5887	0.278636
17	0.036892	0.3816	0.351752
18	-0.040389	-0.4178	0.338469
19	-0.027992	-0.2896	0.38636
20	-0.012542	-0.1297	0.448508
21	0.001291	0.0134	0.494683
22	-0.081509	-0.8431	0.200516
23	0.033426	0.3458	0.365102
24	-0.042561	-0.4403	0.33032
25	-0.021235	-0.2197	0.413277
26	0.040058	0.4144	0.33972
27	-0.00504	-0.0521	0.479258
28	0.009176	0.0949	0.46228
29	-0.057008	-0.5897	0.278318
30	-0.006538	-0.0676	0.473103
31	0.065345	0.6759	0.250271
32	0.000393	0.0041	0.498384
33	-0.10584	-1.0948	0.138027
34	0.074749	0.7732	0.220553
35	-0.020266	-0.2096	0.417177
36	-0.09103	-0.9416	0.174255
37	-0.129529	-1.3399	0.091565
38	-0.153634	-1.5892	0.057482
39	0.066681	0.6897	0.245923
40	0.008609	0.089	0.464605
41	-0.016859	-0.1744	0.430945
42	-0.029729	-0.3075	0.379523
43	0.082597	0.8544	0.197398
44	0.011687	0.1209	0.452004
45	-0.022441	-0.2321	0.408441
46	0.037164	0.3844	0.350711
47	-0.017556	-0.1816	0.428119
48	0.054763	0.5665	0.286129
49	0.084335	0.8724	0.192481
50	-0.107123	-1.1081	0.135154
51	-0.024696	-0.2555	0.39943
52	0.058437	0.6045	0.273404
53	0.047769	0.4941	0.311114
54	-0.045521	-0.4709	0.319344
55	-0.073276	-0.758	0.225067
56	-0.048898	-0.5058	0.307017
57	0.035735	0.3696	0.356189
58	-0.069128	-0.7151	0.238063
59	0.008438	0.0873	0.465305
60	0.000766	0.0079	0.496844

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.947818 & 9.8043 & 0 \tabularnewline
2 & 0.122245 & 1.2645 & 0.104396 \tabularnewline
3 & -0.026432 & -0.2734 & 0.392532 \tabularnewline
4 & 0.116388 & 1.2039 & 0.115638 \tabularnewline
5 & 0.015961 & 0.1651 & 0.434588 \tabularnewline
6 & 0.071295 & 0.7375 & 0.231221 \tabularnewline
7 & 0.021457 & 0.222 & 0.412387 \tabularnewline
8 & -0.066855 & -0.6915 & 0.245359 \tabularnewline
9 & -0.036365 & -0.3762 & 0.353771 \tabularnewline
10 & -0.184699 & -1.9105 & 0.02937 \tabularnewline
11 & -0.070351 & -0.7277 & 0.234188 \tabularnewline
12 & -0.176337 & -1.824 & 0.035468 \tabularnewline
13 & 0.079883 & 0.8263 & 0.205231 \tabularnewline
14 & 0.002915 & 0.0302 & 0.488001 \tabularnewline
15 & -0.179524 & -1.857 & 0.03303 \tabularnewline
16 & -0.056916 & -0.5887 & 0.278636 \tabularnewline
17 & 0.036892 & 0.3816 & 0.351752 \tabularnewline
18 & -0.040389 & -0.4178 & 0.338469 \tabularnewline
19 & -0.027992 & -0.2896 & 0.38636 \tabularnewline
20 & -0.012542 & -0.1297 & 0.448508 \tabularnewline
21 & 0.001291 & 0.0134 & 0.494683 \tabularnewline
22 & -0.081509 & -0.8431 & 0.200516 \tabularnewline
23 & 0.033426 & 0.3458 & 0.365102 \tabularnewline
24 & -0.042561 & -0.4403 & 0.33032 \tabularnewline
25 & -0.021235 & -0.2197 & 0.413277 \tabularnewline
26 & 0.040058 & 0.4144 & 0.33972 \tabularnewline
27 & -0.00504 & -0.0521 & 0.479258 \tabularnewline
28 & 0.009176 & 0.0949 & 0.46228 \tabularnewline
29 & -0.057008 & -0.5897 & 0.278318 \tabularnewline
30 & -0.006538 & -0.0676 & 0.473103 \tabularnewline
31 & 0.065345 & 0.6759 & 0.250271 \tabularnewline
32 & 0.000393 & 0.0041 & 0.498384 \tabularnewline
33 & -0.10584 & -1.0948 & 0.138027 \tabularnewline
34 & 0.074749 & 0.7732 & 0.220553 \tabularnewline
35 & -0.020266 & -0.2096 & 0.417177 \tabularnewline
36 & -0.09103 & -0.9416 & 0.174255 \tabularnewline
37 & -0.129529 & -1.3399 & 0.091565 \tabularnewline
38 & -0.153634 & -1.5892 & 0.057482 \tabularnewline
39 & 0.066681 & 0.6897 & 0.245923 \tabularnewline
40 & 0.008609 & 0.089 & 0.464605 \tabularnewline
41 & -0.016859 & -0.1744 & 0.430945 \tabularnewline
42 & -0.029729 & -0.3075 & 0.379523 \tabularnewline
43 & 0.082597 & 0.8544 & 0.197398 \tabularnewline
44 & 0.011687 & 0.1209 & 0.452004 \tabularnewline
45 & -0.022441 & -0.2321 & 0.408441 \tabularnewline
46 & 0.037164 & 0.3844 & 0.350711 \tabularnewline
47 & -0.017556 & -0.1816 & 0.428119 \tabularnewline
48 & 0.054763 & 0.5665 & 0.286129 \tabularnewline
49 & 0.084335 & 0.8724 & 0.192481 \tabularnewline
50 & -0.107123 & -1.1081 & 0.135154 \tabularnewline
51 & -0.024696 & -0.2555 & 0.39943 \tabularnewline
52 & 0.058437 & 0.6045 & 0.273404 \tabularnewline
53 & 0.047769 & 0.4941 & 0.311114 \tabularnewline
54 & -0.045521 & -0.4709 & 0.319344 \tabularnewline
55 & -0.073276 & -0.758 & 0.225067 \tabularnewline
56 & -0.048898 & -0.5058 & 0.307017 \tabularnewline
57 & 0.035735 & 0.3696 & 0.356189 \tabularnewline
58 & -0.069128 & -0.7151 & 0.238063 \tabularnewline
59 & 0.008438 & 0.0873 & 0.465305 \tabularnewline
60 & 0.000766 & 0.0079 & 0.496844 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33849&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]0.947818[/C][C]9.8043[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.122245[/C][C]1.2645[/C][C]0.104396[/C][/ROW]
[ROW][C]3[/C][C]-0.026432[/C][C]-0.2734[/C][C]0.392532[/C][/ROW]
[ROW][C]4[/C][C]0.116388[/C][C]1.2039[/C][C]0.115638[/C][/ROW]
[ROW][C]5[/C][C]0.015961[/C][C]0.1651[/C][C]0.434588[/C][/ROW]
[ROW][C]6[/C][C]0.071295[/C][C]0.7375[/C][C]0.231221[/C][/ROW]
[ROW][C]7[/C][C]0.021457[/C][C]0.222[/C][C]0.412387[/C][/ROW]
[ROW][C]8[/C][C]-0.066855[/C][C]-0.6915[/C][C]0.245359[/C][/ROW]
[ROW][C]9[/C][C]-0.036365[/C][C]-0.3762[/C][C]0.353771[/C][/ROW]
[ROW][C]10[/C][C]-0.184699[/C][C]-1.9105[/C][C]0.02937[/C][/ROW]
[ROW][C]11[/C][C]-0.070351[/C][C]-0.7277[/C][C]0.234188[/C][/ROW]
[ROW][C]12[/C][C]-0.176337[/C][C]-1.824[/C][C]0.035468[/C][/ROW]
[ROW][C]13[/C][C]0.079883[/C][C]0.8263[/C][C]0.205231[/C][/ROW]
[ROW][C]14[/C][C]0.002915[/C][C]0.0302[/C][C]0.488001[/C][/ROW]
[ROW][C]15[/C][C]-0.179524[/C][C]-1.857[/C][C]0.03303[/C][/ROW]
[ROW][C]16[/C][C]-0.056916[/C][C]-0.5887[/C][C]0.278636[/C][/ROW]
[ROW][C]17[/C][C]0.036892[/C][C]0.3816[/C][C]0.351752[/C][/ROW]
[ROW][C]18[/C][C]-0.040389[/C][C]-0.4178[/C][C]0.338469[/C][/ROW]
[ROW][C]19[/C][C]-0.027992[/C][C]-0.2896[/C][C]0.38636[/C][/ROW]
[ROW][C]20[/C][C]-0.012542[/C][C]-0.1297[/C][C]0.448508[/C][/ROW]
[ROW][C]21[/C][C]0.001291[/C][C]0.0134[/C][C]0.494683[/C][/ROW]
[ROW][C]22[/C][C]-0.081509[/C][C]-0.8431[/C][C]0.200516[/C][/ROW]
[ROW][C]23[/C][C]0.033426[/C][C]0.3458[/C][C]0.365102[/C][/ROW]
[ROW][C]24[/C][C]-0.042561[/C][C]-0.4403[/C][C]0.33032[/C][/ROW]
[ROW][C]25[/C][C]-0.021235[/C][C]-0.2197[/C][C]0.413277[/C][/ROW]
[ROW][C]26[/C][C]0.040058[/C][C]0.4144[/C][C]0.33972[/C][/ROW]
[ROW][C]27[/C][C]-0.00504[/C][C]-0.0521[/C][C]0.479258[/C][/ROW]
[ROW][C]28[/C][C]0.009176[/C][C]0.0949[/C][C]0.46228[/C][/ROW]
[ROW][C]29[/C][C]-0.057008[/C][C]-0.5897[/C][C]0.278318[/C][/ROW]
[ROW][C]30[/C][C]-0.006538[/C][C]-0.0676[/C][C]0.473103[/C][/ROW]
[ROW][C]31[/C][C]0.065345[/C][C]0.6759[/C][C]0.250271[/C][/ROW]
[ROW][C]32[/C][C]0.000393[/C][C]0.0041[/C][C]0.498384[/C][/ROW]
[ROW][C]33[/C][C]-0.10584[/C][C]-1.0948[/C][C]0.138027[/C][/ROW]
[ROW][C]34[/C][C]0.074749[/C][C]0.7732[/C][C]0.220553[/C][/ROW]
[ROW][C]35[/C][C]-0.020266[/C][C]-0.2096[/C][C]0.417177[/C][/ROW]
[ROW][C]36[/C][C]-0.09103[/C][C]-0.9416[/C][C]0.174255[/C][/ROW]
[ROW][C]37[/C][C]-0.129529[/C][C]-1.3399[/C][C]0.091565[/C][/ROW]
[ROW][C]38[/C][C]-0.153634[/C][C]-1.5892[/C][C]0.057482[/C][/ROW]
[ROW][C]39[/C][C]0.066681[/C][C]0.6897[/C][C]0.245923[/C][/ROW]
[ROW][C]40[/C][C]0.008609[/C][C]0.089[/C][C]0.464605[/C][/ROW]
[ROW][C]41[/C][C]-0.016859[/C][C]-0.1744[/C][C]0.430945[/C][/ROW]
[ROW][C]42[/C][C]-0.029729[/C][C]-0.3075[/C][C]0.379523[/C][/ROW]
[ROW][C]43[/C][C]0.082597[/C][C]0.8544[/C][C]0.197398[/C][/ROW]
[ROW][C]44[/C][C]0.011687[/C][C]0.1209[/C][C]0.452004[/C][/ROW]
[ROW][C]45[/C][C]-0.022441[/C][C]-0.2321[/C][C]0.408441[/C][/ROW]
[ROW][C]46[/C][C]0.037164[/C][C]0.3844[/C][C]0.350711[/C][/ROW]
[ROW][C]47[/C][C]-0.017556[/C][C]-0.1816[/C][C]0.428119[/C][/ROW]
[ROW][C]48[/C][C]0.054763[/C][C]0.5665[/C][C]0.286129[/C][/ROW]
[ROW][C]49[/C][C]0.084335[/C][C]0.8724[/C][C]0.192481[/C][/ROW]
[ROW][C]50[/C][C]-0.107123[/C][C]-1.1081[/C][C]0.135154[/C][/ROW]
[ROW][C]51[/C][C]-0.024696[/C][C]-0.2555[/C][C]0.39943[/C][/ROW]
[ROW][C]52[/C][C]0.058437[/C][C]0.6045[/C][C]0.273404[/C][/ROW]
[ROW][C]53[/C][C]0.047769[/C][C]0.4941[/C][C]0.311114[/C][/ROW]
[ROW][C]54[/C][C]-0.045521[/C][C]-0.4709[/C][C]0.319344[/C][/ROW]
[ROW][C]55[/C][C]-0.073276[/C][C]-0.758[/C][C]0.225067[/C][/ROW]
[ROW][C]56[/C][C]-0.048898[/C][C]-0.5058[/C][C]0.307017[/C][/ROW]
[ROW][C]57[/C][C]0.035735[/C][C]0.3696[/C][C]0.356189[/C][/ROW]
[ROW][C]58[/C][C]-0.069128[/C][C]-0.7151[/C][C]0.238063[/C][/ROW]
[ROW][C]59[/C][C]0.008438[/C][C]0.0873[/C][C]0.465305[/C][/ROW]
[ROW][C]60[/C][C]0.000766[/C][C]0.0079[/C][C]0.496844[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33849&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33849&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	0.947818	9.8043	0
2	0.122245	1.2645	0.104396
3	-0.026432	-0.2734	0.392532
4	0.116388	1.2039	0.115638
5	0.015961	0.1651	0.434588
6	0.071295	0.7375	0.231221
7	0.021457	0.222	0.412387
8	-0.066855	-0.6915	0.245359
9	-0.036365	-0.3762	0.353771
10	-0.184699	-1.9105	0.02937
11	-0.070351	-0.7277	0.234188
12	-0.176337	-1.824	0.035468
13	0.079883	0.8263	0.205231
14	0.002915	0.0302	0.488001
15	-0.179524	-1.857	0.03303
16	-0.056916	-0.5887	0.278636
17	0.036892	0.3816	0.351752
18	-0.040389	-0.4178	0.338469
19	-0.027992	-0.2896	0.38636
20	-0.012542	-0.1297	0.448508
21	0.001291	0.0134	0.494683
22	-0.081509	-0.8431	0.200516
23	0.033426	0.3458	0.365102
24	-0.042561	-0.4403	0.33032
25	-0.021235	-0.2197	0.413277
26	0.040058	0.4144	0.33972
27	-0.00504	-0.0521	0.479258
28	0.009176	0.0949	0.46228
29	-0.057008	-0.5897	0.278318
30	-0.006538	-0.0676	0.473103
31	0.065345	0.6759	0.250271
32	0.000393	0.0041	0.498384
33	-0.10584	-1.0948	0.138027
34	0.074749	0.7732	0.220553
35	-0.020266	-0.2096	0.417177
36	-0.09103	-0.9416	0.174255
37	-0.129529	-1.3399	0.091565
38	-0.153634	-1.5892	0.057482
39	0.066681	0.6897	0.245923
40	0.008609	0.089	0.464605
41	-0.016859	-0.1744	0.430945
42	-0.029729	-0.3075	0.379523
43	0.082597	0.8544	0.197398
44	0.011687	0.1209	0.452004
45	-0.022441	-0.2321	0.408441
46	0.037164	0.3844	0.350711
47	-0.017556	-0.1816	0.428119
48	0.054763	0.5665	0.286129
49	0.084335	0.8724	0.192481
50	-0.107123	-1.1081	0.135154
51	-0.024696	-0.2555	0.39943
52	0.058437	0.6045	0.273404
53	0.047769	0.4941	0.311114
54	-0.045521	-0.4709	0.319344
55	-0.073276	-0.758	0.225067
56	-0.048898	-0.5058	0.307017
57	0.035735	0.3696	0.356189
58	-0.069128	-0.7151	0.238063
59	0.008438	0.0873	0.465305
60	0.000766	0.0079	0.496844

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 0.3 ; par3 = 0 ; par4 = 1 ; 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