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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 16 Dec 2008 04:53:49 -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/16/t1229428482nt22wyv7zpfap8d.htm/, Retrieved Wed, 15 May 2024 10:10:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33924, Retrieved Wed, 15 May 2024 10:10:45 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

ACF

Estimated Impact

202

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [Standard Deviation-Mean Plot] [q1] [2008-12-08 12:37:39] [3ffd109c9e040b1ae7e5dbe576d4698c]
F    D    [Standard Deviation-Mean Plot] [SMP] [2008-12-08 12:41:29] [3ffd109c9e040b1ae7e5dbe576d4698c]
- RM        [Variance Reduction Matrix] [VRM] [2008-12-08 13:10:17] [3ffd109c9e040b1ae7e5dbe576d4698c]
- RM          [(Partial) Autocorrelation Function] [ACF] [2008-12-08 13:14:12] [3ffd109c9e040b1ae7e5dbe576d4698c]
F               [(Partial) Autocorrelation Function] [ACF] [2008-12-08 13:16:18] [3ffd109c9e040b1ae7e5dbe576d4698c]
-   P               [(Partial) Autocorrelation Function] [ACF] [2008-12-16 11:53:49] [962e6c9020896982bc8283b8971710a9] [Current]

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33924&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33924&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33924&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.808854	6.3173	0
2	0.524315	4.095	6.3e-05
3	0.283463	2.2139	0.015292
4	0.148625	1.1608	0.125123
5	0.092699	0.724	0.235915
6	0.069836	0.5454	0.293721
7	0.060076	0.4692	0.320296
8	0.078487	0.613	0.271076
9	0.195107	1.5238	0.066359
10	0.358588	2.8007	0.003411
11	0.539892	4.2167	4.2e-05
12	0.618954	4.8342	5e-06
13	0.447253	3.4932	0.000447
14	0.209653	1.6374	0.053344
15	0.014877	0.1162	0.45394
16	-0.091082	-0.7114	0.239783
17	-0.140891	-1.1004	0.137742
18	-0.166585	-1.3011	0.099064
19	-0.180372	-1.4087	0.081993
20	-0.166487	-1.3003	0.099194
21	-0.069498	-0.5428	0.294625
22	0.053823	0.4204	0.337845
23	0.179234	1.3999	0.08331
24	0.231078	1.8048	0.038023
25	0.105171	0.8214	0.207305
26	-0.056093	-0.4381	0.331431
27	-0.183593	-1.4339	0.078353
28	-0.235414	-1.8386	0.035419
29	-0.257592	-2.0119	0.024329
30	-0.264211	-2.0636	0.021661
31	-0.270081	-2.1094	0.019511
32	-0.259621	-2.0277	0.023483
33	-0.191255	-1.4937	0.070198
34	-0.118472	-0.9253	0.179229
35	-0.032256	-0.2519	0.400972
36	0.002866	0.0224	0.491109
37	-0.070487	-0.5505	0.291986
38	-0.158214	-1.2357	0.110655
39	-0.208471	-1.6282	0.054318
40	-0.223583	-1.7462	0.042902
41	-0.233605	-1.8245	0.036487
42	-0.236343	-1.8459	0.034881
43	-0.23994	-1.874	0.032862
44	-0.228358	-1.7835	0.039737
45	-0.176729	-1.3803	0.086267
46	-0.13568	-1.0597	0.14673
47	-0.0908	-0.7092	0.24046
48	-0.065463	-0.5113	0.305499
49	-0.087176	-0.6809	0.249266
50	-0.103219	-0.8062	0.21164
51	-0.105225	-0.8218	0.207187
52	-0.092342	-0.7212	0.236767
53	-0.09242	-0.7218	0.23658
54	-0.084502	-0.66	0.255876
55	-0.077386	-0.6044	0.273908
56	-0.056834	-0.4439	0.329346
57	-0.022986	-0.1795	0.42906
58	-0.0167	-0.1304	0.448328
59	-0.016605	-0.1297	0.44862
60	-0.016282	-0.1272	0.449612

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.808854 & 6.3173 & 0 \tabularnewline
2 & 0.524315 & 4.095 & 6.3e-05 \tabularnewline
3 & 0.283463 & 2.2139 & 0.015292 \tabularnewline
4 & 0.148625 & 1.1608 & 0.125123 \tabularnewline
5 & 0.092699 & 0.724 & 0.235915 \tabularnewline
6 & 0.069836 & 0.5454 & 0.293721 \tabularnewline
7 & 0.060076 & 0.4692 & 0.320296 \tabularnewline
8 & 0.078487 & 0.613 & 0.271076 \tabularnewline
9 & 0.195107 & 1.5238 & 0.066359 \tabularnewline
10 & 0.358588 & 2.8007 & 0.003411 \tabularnewline
11 & 0.539892 & 4.2167 & 4.2e-05 \tabularnewline
12 & 0.618954 & 4.8342 & 5e-06 \tabularnewline
13 & 0.447253 & 3.4932 & 0.000447 \tabularnewline
14 & 0.209653 & 1.6374 & 0.053344 \tabularnewline
15 & 0.014877 & 0.1162 & 0.45394 \tabularnewline
16 & -0.091082 & -0.7114 & 0.239783 \tabularnewline
17 & -0.140891 & -1.1004 & 0.137742 \tabularnewline
18 & -0.166585 & -1.3011 & 0.099064 \tabularnewline
19 & -0.180372 & -1.4087 & 0.081993 \tabularnewline
20 & -0.166487 & -1.3003 & 0.099194 \tabularnewline
21 & -0.069498 & -0.5428 & 0.294625 \tabularnewline
22 & 0.053823 & 0.4204 & 0.337845 \tabularnewline
23 & 0.179234 & 1.3999 & 0.08331 \tabularnewline
24 & 0.231078 & 1.8048 & 0.038023 \tabularnewline
25 & 0.105171 & 0.8214 & 0.207305 \tabularnewline
26 & -0.056093 & -0.4381 & 0.331431 \tabularnewline
27 & -0.183593 & -1.4339 & 0.078353 \tabularnewline
28 & -0.235414 & -1.8386 & 0.035419 \tabularnewline
29 & -0.257592 & -2.0119 & 0.024329 \tabularnewline
30 & -0.264211 & -2.0636 & 0.021661 \tabularnewline
31 & -0.270081 & -2.1094 & 0.019511 \tabularnewline
32 & -0.259621 & -2.0277 & 0.023483 \tabularnewline
33 & -0.191255 & -1.4937 & 0.070198 \tabularnewline
34 & -0.118472 & -0.9253 & 0.179229 \tabularnewline
35 & -0.032256 & -0.2519 & 0.400972 \tabularnewline
36 & 0.002866 & 0.0224 & 0.491109 \tabularnewline
37 & -0.070487 & -0.5505 & 0.291986 \tabularnewline
38 & -0.158214 & -1.2357 & 0.110655 \tabularnewline
39 & -0.208471 & -1.6282 & 0.054318 \tabularnewline
40 & -0.223583 & -1.7462 & 0.042902 \tabularnewline
41 & -0.233605 & -1.8245 & 0.036487 \tabularnewline
42 & -0.236343 & -1.8459 & 0.034881 \tabularnewline
43 & -0.23994 & -1.874 & 0.032862 \tabularnewline
44 & -0.228358 & -1.7835 & 0.039737 \tabularnewline
45 & -0.176729 & -1.3803 & 0.086267 \tabularnewline
46 & -0.13568 & -1.0597 & 0.14673 \tabularnewline
47 & -0.0908 & -0.7092 & 0.24046 \tabularnewline
48 & -0.065463 & -0.5113 & 0.305499 \tabularnewline
49 & -0.087176 & -0.6809 & 0.249266 \tabularnewline
50 & -0.103219 & -0.8062 & 0.21164 \tabularnewline
51 & -0.105225 & -0.8218 & 0.207187 \tabularnewline
52 & -0.092342 & -0.7212 & 0.236767 \tabularnewline
53 & -0.09242 & -0.7218 & 0.23658 \tabularnewline
54 & -0.084502 & -0.66 & 0.255876 \tabularnewline
55 & -0.077386 & -0.6044 & 0.273908 \tabularnewline
56 & -0.056834 & -0.4439 & 0.329346 \tabularnewline
57 & -0.022986 & -0.1795 & 0.42906 \tabularnewline
58 & -0.0167 & -0.1304 & 0.448328 \tabularnewline
59 & -0.016605 & -0.1297 & 0.44862 \tabularnewline
60 & -0.016282 & -0.1272 & 0.449612 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33924&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]0.808854[/C][C]6.3173[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.524315[/C][C]4.095[/C][C]6.3e-05[/C][/ROW]
[ROW][C]3[/C][C]0.283463[/C][C]2.2139[/C][C]0.015292[/C][/ROW]
[ROW][C]4[/C][C]0.148625[/C][C]1.1608[/C][C]0.125123[/C][/ROW]
[ROW][C]5[/C][C]0.092699[/C][C]0.724[/C][C]0.235915[/C][/ROW]
[ROW][C]6[/C][C]0.069836[/C][C]0.5454[/C][C]0.293721[/C][/ROW]
[ROW][C]7[/C][C]0.060076[/C][C]0.4692[/C][C]0.320296[/C][/ROW]
[ROW][C]8[/C][C]0.078487[/C][C]0.613[/C][C]0.271076[/C][/ROW]
[ROW][C]9[/C][C]0.195107[/C][C]1.5238[/C][C]0.066359[/C][/ROW]
[ROW][C]10[/C][C]0.358588[/C][C]2.8007[/C][C]0.003411[/C][/ROW]
[ROW][C]11[/C][C]0.539892[/C][C]4.2167[/C][C]4.2e-05[/C][/ROW]
[ROW][C]12[/C][C]0.618954[/C][C]4.8342[/C][C]5e-06[/C][/ROW]
[ROW][C]13[/C][C]0.447253[/C][C]3.4932[/C][C]0.000447[/C][/ROW]
[ROW][C]14[/C][C]0.209653[/C][C]1.6374[/C][C]0.053344[/C][/ROW]
[ROW][C]15[/C][C]0.014877[/C][C]0.1162[/C][C]0.45394[/C][/ROW]
[ROW][C]16[/C][C]-0.091082[/C][C]-0.7114[/C][C]0.239783[/C][/ROW]
[ROW][C]17[/C][C]-0.140891[/C][C]-1.1004[/C][C]0.137742[/C][/ROW]
[ROW][C]18[/C][C]-0.166585[/C][C]-1.3011[/C][C]0.099064[/C][/ROW]
[ROW][C]19[/C][C]-0.180372[/C][C]-1.4087[/C][C]0.081993[/C][/ROW]
[ROW][C]20[/C][C]-0.166487[/C][C]-1.3003[/C][C]0.099194[/C][/ROW]
[ROW][C]21[/C][C]-0.069498[/C][C]-0.5428[/C][C]0.294625[/C][/ROW]
[ROW][C]22[/C][C]0.053823[/C][C]0.4204[/C][C]0.337845[/C][/ROW]
[ROW][C]23[/C][C]0.179234[/C][C]1.3999[/C][C]0.08331[/C][/ROW]
[ROW][C]24[/C][C]0.231078[/C][C]1.8048[/C][C]0.038023[/C][/ROW]
[ROW][C]25[/C][C]0.105171[/C][C]0.8214[/C][C]0.207305[/C][/ROW]
[ROW][C]26[/C][C]-0.056093[/C][C]-0.4381[/C][C]0.331431[/C][/ROW]
[ROW][C]27[/C][C]-0.183593[/C][C]-1.4339[/C][C]0.078353[/C][/ROW]
[ROW][C]28[/C][C]-0.235414[/C][C]-1.8386[/C][C]0.035419[/C][/ROW]
[ROW][C]29[/C][C]-0.257592[/C][C]-2.0119[/C][C]0.024329[/C][/ROW]
[ROW][C]30[/C][C]-0.264211[/C][C]-2.0636[/C][C]0.021661[/C][/ROW]
[ROW][C]31[/C][C]-0.270081[/C][C]-2.1094[/C][C]0.019511[/C][/ROW]
[ROW][C]32[/C][C]-0.259621[/C][C]-2.0277[/C][C]0.023483[/C][/ROW]
[ROW][C]33[/C][C]-0.191255[/C][C]-1.4937[/C][C]0.070198[/C][/ROW]
[ROW][C]34[/C][C]-0.118472[/C][C]-0.9253[/C][C]0.179229[/C][/ROW]
[ROW][C]35[/C][C]-0.032256[/C][C]-0.2519[/C][C]0.400972[/C][/ROW]
[ROW][C]36[/C][C]0.002866[/C][C]0.0224[/C][C]0.491109[/C][/ROW]
[ROW][C]37[/C][C]-0.070487[/C][C]-0.5505[/C][C]0.291986[/C][/ROW]
[ROW][C]38[/C][C]-0.158214[/C][C]-1.2357[/C][C]0.110655[/C][/ROW]
[ROW][C]39[/C][C]-0.208471[/C][C]-1.6282[/C][C]0.054318[/C][/ROW]
[ROW][C]40[/C][C]-0.223583[/C][C]-1.7462[/C][C]0.042902[/C][/ROW]
[ROW][C]41[/C][C]-0.233605[/C][C]-1.8245[/C][C]0.036487[/C][/ROW]
[ROW][C]42[/C][C]-0.236343[/C][C]-1.8459[/C][C]0.034881[/C][/ROW]
[ROW][C]43[/C][C]-0.23994[/C][C]-1.874[/C][C]0.032862[/C][/ROW]
[ROW][C]44[/C][C]-0.228358[/C][C]-1.7835[/C][C]0.039737[/C][/ROW]
[ROW][C]45[/C][C]-0.176729[/C][C]-1.3803[/C][C]0.086267[/C][/ROW]
[ROW][C]46[/C][C]-0.13568[/C][C]-1.0597[/C][C]0.14673[/C][/ROW]
[ROW][C]47[/C][C]-0.0908[/C][C]-0.7092[/C][C]0.24046[/C][/ROW]
[ROW][C]48[/C][C]-0.065463[/C][C]-0.5113[/C][C]0.305499[/C][/ROW]
[ROW][C]49[/C][C]-0.087176[/C][C]-0.6809[/C][C]0.249266[/C][/ROW]
[ROW][C]50[/C][C]-0.103219[/C][C]-0.8062[/C][C]0.21164[/C][/ROW]
[ROW][C]51[/C][C]-0.105225[/C][C]-0.8218[/C][C]0.207187[/C][/ROW]
[ROW][C]52[/C][C]-0.092342[/C][C]-0.7212[/C][C]0.236767[/C][/ROW]
[ROW][C]53[/C][C]-0.09242[/C][C]-0.7218[/C][C]0.23658[/C][/ROW]
[ROW][C]54[/C][C]-0.084502[/C][C]-0.66[/C][C]0.255876[/C][/ROW]
[ROW][C]55[/C][C]-0.077386[/C][C]-0.6044[/C][C]0.273908[/C][/ROW]
[ROW][C]56[/C][C]-0.056834[/C][C]-0.4439[/C][C]0.329346[/C][/ROW]
[ROW][C]57[/C][C]-0.022986[/C][C]-0.1795[/C][C]0.42906[/C][/ROW]
[ROW][C]58[/C][C]-0.0167[/C][C]-0.1304[/C][C]0.448328[/C][/ROW]
[ROW][C]59[/C][C]-0.016605[/C][C]-0.1297[/C][C]0.44862[/C][/ROW]
[ROW][C]60[/C][C]-0.016282[/C][C]-0.1272[/C][C]0.449612[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33924&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33924&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	0.808854	6.3173	0
2	0.524315	4.095	6.3e-05
3	0.283463	2.2139	0.015292
4	0.148625	1.1608	0.125123
5	0.092699	0.724	0.235915
6	0.069836	0.5454	0.293721
7	0.060076	0.4692	0.320296
8	0.078487	0.613	0.271076
9	0.195107	1.5238	0.066359
10	0.358588	2.8007	0.003411
11	0.539892	4.2167	4.2e-05
12	0.618954	4.8342	5e-06
13	0.447253	3.4932	0.000447
14	0.209653	1.6374	0.053344
15	0.014877	0.1162	0.45394
16	-0.091082	-0.7114	0.239783
17	-0.140891	-1.1004	0.137742
18	-0.166585	-1.3011	0.099064
19	-0.180372	-1.4087	0.081993
20	-0.166487	-1.3003	0.099194
21	-0.069498	-0.5428	0.294625
22	0.053823	0.4204	0.337845
23	0.179234	1.3999	0.08331
24	0.231078	1.8048	0.038023
25	0.105171	0.8214	0.207305
26	-0.056093	-0.4381	0.331431
27	-0.183593	-1.4339	0.078353
28	-0.235414	-1.8386	0.035419
29	-0.257592	-2.0119	0.024329
30	-0.264211	-2.0636	0.021661
31	-0.270081	-2.1094	0.019511
32	-0.259621	-2.0277	0.023483
33	-0.191255	-1.4937	0.070198
34	-0.118472	-0.9253	0.179229
35	-0.032256	-0.2519	0.400972
36	0.002866	0.0224	0.491109
37	-0.070487	-0.5505	0.291986
38	-0.158214	-1.2357	0.110655
39	-0.208471	-1.6282	0.054318
40	-0.223583	-1.7462	0.042902
41	-0.233605	-1.8245	0.036487
42	-0.236343	-1.8459	0.034881
43	-0.23994	-1.874	0.032862
44	-0.228358	-1.7835	0.039737
45	-0.176729	-1.3803	0.086267
46	-0.13568	-1.0597	0.14673
47	-0.0908	-0.7092	0.24046
48	-0.065463	-0.5113	0.305499
49	-0.087176	-0.6809	0.249266
50	-0.103219	-0.8062	0.21164
51	-0.105225	-0.8218	0.207187
52	-0.092342	-0.7212	0.236767
53	-0.09242	-0.7218	0.23658
54	-0.084502	-0.66	0.255876
55	-0.077386	-0.6044	0.273908
56	-0.056834	-0.4439	0.329346
57	-0.022986	-0.1795	0.42906
58	-0.0167	-0.1304	0.448328
59	-0.016605	-0.1297	0.44862
60	-0.016282	-0.1272	0.449612

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.808854	6.3173	0
2	-0.375784	-2.935	0.002348
3	0.01332	0.104	0.458743
4	0.086883	0.6786	0.249986
5	0.005091	0.0398	0.484205
6	-0.014057	-0.1098	0.456469
7	0.021284	0.1662	0.434261
8	0.09199	0.7185	0.237607
9	0.317452	2.4794	0.00797
10	0.155105	1.2114	0.115206
11	0.29473	2.3019	0.012384
12	0.010887	0.085	0.466259
13	-0.518357	-4.0485	7.4e-05
14	0.087503	0.6834	0.248464
15	-0.072215	-0.564	0.287406
16	-0.121677	-0.9503	0.172849
17	0.008256	0.0645	0.4744
18	-0.124739	-0.9742	0.166891
19	-0.005248	-0.041	0.48372
20	-0.070924	-0.5539	0.290825
21	-0.083571	-0.6527	0.258198
22	0.018873	0.1474	0.44165
23	-0.057225	-0.4469	0.328251
24	0.093323	0.7289	0.234434
25	-0.096	-0.7498	0.228133
26	0.074774	0.584	0.280686
27	0.014485	0.1131	0.455148
28	-0.00477	-0.0373	0.485201
29	0.030344	0.237	0.406728
30	-0.022445	-0.1753	0.430712
31	-0.018997	-0.1484	0.441269
32	-0.027153	-0.2121	0.416378
33	-0.117495	-0.9177	0.181204
34	-0.04271	-0.3336	0.369921
35	-0.005243	-0.041	0.483734
36	-0.049782	-0.3888	0.349387
37	0.011942	0.0933	0.462998
38	0.020748	0.162	0.435902
39	0.045438	0.3549	0.36195
40	-0.110777	-0.8652	0.19516
41	0.006316	0.0493	0.48041
42	0.001094	0.0085	0.496606
43	-0.011779	-0.092	0.463501
44	0.035386	0.2764	0.391599
45	-0.018777	-0.1467	0.441946
46	-0.0388	-0.303	0.381445
47	-0.038573	-0.3013	0.382117
48	-0.003197	-0.025	0.490081
49	0.078379	0.6122	0.271353
50	-0.010168	-0.0794	0.468481
51	-0.036956	-0.2886	0.386919
52	0.067005	0.5233	0.301321
53	-0.026638	-0.208	0.417942
54	0.039189	0.3061	0.380293
55	0.035016	0.2735	0.392704
56	0.02974	0.2323	0.40855
57	-0.003025	-0.0236	0.490613
58	-0.035105	-0.2742	0.392437
59	-0.062449	-0.4877	0.313742
60	-0.014428	-0.1127	0.455323

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.808854 & 6.3173 & 0 \tabularnewline
2 & -0.375784 & -2.935 & 0.002348 \tabularnewline
3 & 0.01332 & 0.104 & 0.458743 \tabularnewline
4 & 0.086883 & 0.6786 & 0.249986 \tabularnewline
5 & 0.005091 & 0.0398 & 0.484205 \tabularnewline
6 & -0.014057 & -0.1098 & 0.456469 \tabularnewline
7 & 0.021284 & 0.1662 & 0.434261 \tabularnewline
8 & 0.09199 & 0.7185 & 0.237607 \tabularnewline
9 & 0.317452 & 2.4794 & 0.00797 \tabularnewline
10 & 0.155105 & 1.2114 & 0.115206 \tabularnewline
11 & 0.29473 & 2.3019 & 0.012384 \tabularnewline
12 & 0.010887 & 0.085 & 0.466259 \tabularnewline
13 & -0.518357 & -4.0485 & 7.4e-05 \tabularnewline
14 & 0.087503 & 0.6834 & 0.248464 \tabularnewline
15 & -0.072215 & -0.564 & 0.287406 \tabularnewline
16 & -0.121677 & -0.9503 & 0.172849 \tabularnewline
17 & 0.008256 & 0.0645 & 0.4744 \tabularnewline
18 & -0.124739 & -0.9742 & 0.166891 \tabularnewline
19 & -0.005248 & -0.041 & 0.48372 \tabularnewline
20 & -0.070924 & -0.5539 & 0.290825 \tabularnewline
21 & -0.083571 & -0.6527 & 0.258198 \tabularnewline
22 & 0.018873 & 0.1474 & 0.44165 \tabularnewline
23 & -0.057225 & -0.4469 & 0.328251 \tabularnewline
24 & 0.093323 & 0.7289 & 0.234434 \tabularnewline
25 & -0.096 & -0.7498 & 0.228133 \tabularnewline
26 & 0.074774 & 0.584 & 0.280686 \tabularnewline
27 & 0.014485 & 0.1131 & 0.455148 \tabularnewline
28 & -0.00477 & -0.0373 & 0.485201 \tabularnewline
29 & 0.030344 & 0.237 & 0.406728 \tabularnewline
30 & -0.022445 & -0.1753 & 0.430712 \tabularnewline
31 & -0.018997 & -0.1484 & 0.441269 \tabularnewline
32 & -0.027153 & -0.2121 & 0.416378 \tabularnewline
33 & -0.117495 & -0.9177 & 0.181204 \tabularnewline
34 & -0.04271 & -0.3336 & 0.369921 \tabularnewline
35 & -0.005243 & -0.041 & 0.483734 \tabularnewline
36 & -0.049782 & -0.3888 & 0.349387 \tabularnewline
37 & 0.011942 & 0.0933 & 0.462998 \tabularnewline
38 & 0.020748 & 0.162 & 0.435902 \tabularnewline
39 & 0.045438 & 0.3549 & 0.36195 \tabularnewline
40 & -0.110777 & -0.8652 & 0.19516 \tabularnewline
41 & 0.006316 & 0.0493 & 0.48041 \tabularnewline
42 & 0.001094 & 0.0085 & 0.496606 \tabularnewline
43 & -0.011779 & -0.092 & 0.463501 \tabularnewline
44 & 0.035386 & 0.2764 & 0.391599 \tabularnewline
45 & -0.018777 & -0.1467 & 0.441946 \tabularnewline
46 & -0.0388 & -0.303 & 0.381445 \tabularnewline
47 & -0.038573 & -0.3013 & 0.382117 \tabularnewline
48 & -0.003197 & -0.025 & 0.490081 \tabularnewline
49 & 0.078379 & 0.6122 & 0.271353 \tabularnewline
50 & -0.010168 & -0.0794 & 0.468481 \tabularnewline
51 & -0.036956 & -0.2886 & 0.386919 \tabularnewline
52 & 0.067005 & 0.5233 & 0.301321 \tabularnewline
53 & -0.026638 & -0.208 & 0.417942 \tabularnewline
54 & 0.039189 & 0.3061 & 0.380293 \tabularnewline
55 & 0.035016 & 0.2735 & 0.392704 \tabularnewline
56 & 0.02974 & 0.2323 & 0.40855 \tabularnewline
57 & -0.003025 & -0.0236 & 0.490613 \tabularnewline
58 & -0.035105 & -0.2742 & 0.392437 \tabularnewline
59 & -0.062449 & -0.4877 & 0.313742 \tabularnewline
60 & -0.014428 & -0.1127 & 0.455323 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33924&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]0.808854[/C][C]6.3173[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.375784[/C][C]-2.935[/C][C]0.002348[/C][/ROW]
[ROW][C]3[/C][C]0.01332[/C][C]0.104[/C][C]0.458743[/C][/ROW]
[ROW][C]4[/C][C]0.086883[/C][C]0.6786[/C][C]0.249986[/C][/ROW]
[ROW][C]5[/C][C]0.005091[/C][C]0.0398[/C][C]0.484205[/C][/ROW]
[ROW][C]6[/C][C]-0.014057[/C][C]-0.1098[/C][C]0.456469[/C][/ROW]
[ROW][C]7[/C][C]0.021284[/C][C]0.1662[/C][C]0.434261[/C][/ROW]
[ROW][C]8[/C][C]0.09199[/C][C]0.7185[/C][C]0.237607[/C][/ROW]
[ROW][C]9[/C][C]0.317452[/C][C]2.4794[/C][C]0.00797[/C][/ROW]
[ROW][C]10[/C][C]0.155105[/C][C]1.2114[/C][C]0.115206[/C][/ROW]
[ROW][C]11[/C][C]0.29473[/C][C]2.3019[/C][C]0.012384[/C][/ROW]
[ROW][C]12[/C][C]0.010887[/C][C]0.085[/C][C]0.466259[/C][/ROW]
[ROW][C]13[/C][C]-0.518357[/C][C]-4.0485[/C][C]7.4e-05[/C][/ROW]
[ROW][C]14[/C][C]0.087503[/C][C]0.6834[/C][C]0.248464[/C][/ROW]
[ROW][C]15[/C][C]-0.072215[/C][C]-0.564[/C][C]0.287406[/C][/ROW]
[ROW][C]16[/C][C]-0.121677[/C][C]-0.9503[/C][C]0.172849[/C][/ROW]
[ROW][C]17[/C][C]0.008256[/C][C]0.0645[/C][C]0.4744[/C][/ROW]
[ROW][C]18[/C][C]-0.124739[/C][C]-0.9742[/C][C]0.166891[/C][/ROW]
[ROW][C]19[/C][C]-0.005248[/C][C]-0.041[/C][C]0.48372[/C][/ROW]
[ROW][C]20[/C][C]-0.070924[/C][C]-0.5539[/C][C]0.290825[/C][/ROW]
[ROW][C]21[/C][C]-0.083571[/C][C]-0.6527[/C][C]0.258198[/C][/ROW]
[ROW][C]22[/C][C]0.018873[/C][C]0.1474[/C][C]0.44165[/C][/ROW]
[ROW][C]23[/C][C]-0.057225[/C][C]-0.4469[/C][C]0.328251[/C][/ROW]
[ROW][C]24[/C][C]0.093323[/C][C]0.7289[/C][C]0.234434[/C][/ROW]
[ROW][C]25[/C][C]-0.096[/C][C]-0.7498[/C][C]0.228133[/C][/ROW]
[ROW][C]26[/C][C]0.074774[/C][C]0.584[/C][C]0.280686[/C][/ROW]
[ROW][C]27[/C][C]0.014485[/C][C]0.1131[/C][C]0.455148[/C][/ROW]
[ROW][C]28[/C][C]-0.00477[/C][C]-0.0373[/C][C]0.485201[/C][/ROW]
[ROW][C]29[/C][C]0.030344[/C][C]0.237[/C][C]0.406728[/C][/ROW]
[ROW][C]30[/C][C]-0.022445[/C][C]-0.1753[/C][C]0.430712[/C][/ROW]
[ROW][C]31[/C][C]-0.018997[/C][C]-0.1484[/C][C]0.441269[/C][/ROW]
[ROW][C]32[/C][C]-0.027153[/C][C]-0.2121[/C][C]0.416378[/C][/ROW]
[ROW][C]33[/C][C]-0.117495[/C][C]-0.9177[/C][C]0.181204[/C][/ROW]
[ROW][C]34[/C][C]-0.04271[/C][C]-0.3336[/C][C]0.369921[/C][/ROW]
[ROW][C]35[/C][C]-0.005243[/C][C]-0.041[/C][C]0.483734[/C][/ROW]
[ROW][C]36[/C][C]-0.049782[/C][C]-0.3888[/C][C]0.349387[/C][/ROW]
[ROW][C]37[/C][C]0.011942[/C][C]0.0933[/C][C]0.462998[/C][/ROW]
[ROW][C]38[/C][C]0.020748[/C][C]0.162[/C][C]0.435902[/C][/ROW]
[ROW][C]39[/C][C]0.045438[/C][C]0.3549[/C][C]0.36195[/C][/ROW]
[ROW][C]40[/C][C]-0.110777[/C][C]-0.8652[/C][C]0.19516[/C][/ROW]
[ROW][C]41[/C][C]0.006316[/C][C]0.0493[/C][C]0.48041[/C][/ROW]
[ROW][C]42[/C][C]0.001094[/C][C]0.0085[/C][C]0.496606[/C][/ROW]
[ROW][C]43[/C][C]-0.011779[/C][C]-0.092[/C][C]0.463501[/C][/ROW]
[ROW][C]44[/C][C]0.035386[/C][C]0.2764[/C][C]0.391599[/C][/ROW]
[ROW][C]45[/C][C]-0.018777[/C][C]-0.1467[/C][C]0.441946[/C][/ROW]
[ROW][C]46[/C][C]-0.0388[/C][C]-0.303[/C][C]0.381445[/C][/ROW]
[ROW][C]47[/C][C]-0.038573[/C][C]-0.3013[/C][C]0.382117[/C][/ROW]
[ROW][C]48[/C][C]-0.003197[/C][C]-0.025[/C][C]0.490081[/C][/ROW]
[ROW][C]49[/C][C]0.078379[/C][C]0.6122[/C][C]0.271353[/C][/ROW]
[ROW][C]50[/C][C]-0.010168[/C][C]-0.0794[/C][C]0.468481[/C][/ROW]
[ROW][C]51[/C][C]-0.036956[/C][C]-0.2886[/C][C]0.386919[/C][/ROW]
[ROW][C]52[/C][C]0.067005[/C][C]0.5233[/C][C]0.301321[/C][/ROW]
[ROW][C]53[/C][C]-0.026638[/C][C]-0.208[/C][C]0.417942[/C][/ROW]
[ROW][C]54[/C][C]0.039189[/C][C]0.3061[/C][C]0.380293[/C][/ROW]
[ROW][C]55[/C][C]0.035016[/C][C]0.2735[/C][C]0.392704[/C][/ROW]
[ROW][C]56[/C][C]0.02974[/C][C]0.2323[/C][C]0.40855[/C][/ROW]
[ROW][C]57[/C][C]-0.003025[/C][C]-0.0236[/C][C]0.490613[/C][/ROW]
[ROW][C]58[/C][C]-0.035105[/C][C]-0.2742[/C][C]0.392437[/C][/ROW]
[ROW][C]59[/C][C]-0.062449[/C][C]-0.4877[/C][C]0.313742[/C][/ROW]
[ROW][C]60[/C][C]-0.014428[/C][C]-0.1127[/C][C]0.455323[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33924&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33924&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	0.808854	6.3173	0
2	-0.375784	-2.935	0.002348
3	0.01332	0.104	0.458743
4	0.086883	0.6786	0.249986
5	0.005091	0.0398	0.484205
6	-0.014057	-0.1098	0.456469
7	0.021284	0.1662	0.434261
8	0.09199	0.7185	0.237607
9	0.317452	2.4794	0.00797
10	0.155105	1.2114	0.115206
11	0.29473	2.3019	0.012384
12	0.010887	0.085	0.466259
13	-0.518357	-4.0485	7.4e-05
14	0.087503	0.6834	0.248464
15	-0.072215	-0.564	0.287406
16	-0.121677	-0.9503	0.172849
17	0.008256	0.0645	0.4744
18	-0.124739	-0.9742	0.166891
19	-0.005248	-0.041	0.48372
20	-0.070924	-0.5539	0.290825
21	-0.083571	-0.6527	0.258198
22	0.018873	0.1474	0.44165
23	-0.057225	-0.4469	0.328251
24	0.093323	0.7289	0.234434
25	-0.096	-0.7498	0.228133
26	0.074774	0.584	0.280686
27	0.014485	0.1131	0.455148
28	-0.00477	-0.0373	0.485201
29	0.030344	0.237	0.406728
30	-0.022445	-0.1753	0.430712
31	-0.018997	-0.1484	0.441269
32	-0.027153	-0.2121	0.416378
33	-0.117495	-0.9177	0.181204
34	-0.04271	-0.3336	0.369921
35	-0.005243	-0.041	0.483734
36	-0.049782	-0.3888	0.349387
37	0.011942	0.0933	0.462998
38	0.020748	0.162	0.435902
39	0.045438	0.3549	0.36195
40	-0.110777	-0.8652	0.19516
41	0.006316	0.0493	0.48041
42	0.001094	0.0085	0.496606
43	-0.011779	-0.092	0.463501
44	0.035386	0.2764	0.391599
45	-0.018777	-0.1467	0.441946
46	-0.0388	-0.303	0.381445
47	-0.038573	-0.3013	0.382117
48	-0.003197	-0.025	0.490081
49	0.078379	0.6122	0.271353
50	-0.010168	-0.0794	0.468481
51	-0.036956	-0.2886	0.386919
52	0.067005	0.5233	0.301321
53	-0.026638	-0.208	0.417942
54	0.039189	0.3061	0.380293
55	0.035016	0.2735	0.392704
56	0.02974	0.2323	0.40855
57	-0.003025	-0.0236	0.490613
58	-0.035105	-0.2742	0.392437
59	-0.062449	-0.4877	0.313742
60	-0.014428	-0.1127	0.455323

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code