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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 18 Dec 2008 08:13:35 -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/18/t1229613257jnrn3766r6jaxzu.htm/, Retrieved Sun, 12 May 2024 03:06:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34831, Retrieved Sun, 12 May 2024 03:06:39 +0000

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User-defined keywords

Estimated Impact

172

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

-     [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-11 14:56:15] [87cabf13a90315c7085b765dcebb7412]
-   P   [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-11 15:06:01] [87cabf13a90315c7085b765dcebb7412]
-   PD    [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-11 15:23:01] [87cabf13a90315c7085b765dcebb7412]
-   P       [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-12 09:41:51] [87cabf13a90315c7085b765dcebb7412]
-   PD          [(Partial) Autocorrelation Function] [autocorrelation 2...] [2008-12-18 15:13:35] [4e8974eee929007194de34cbeefcb780] [Current]
-                 [(Partial) Autocorrelation Function] [autocorrelation 2...] [2008-12-18 15:18:37] [631938996a408f8d8cf3d9850ca0cd03] 
- RM D            [Central Tendency] [central tendency ...] [2008-12-18 15:43:24] [631938996a408f8d8cf3d9850ca0cd03] 
-    D              [Central Tendency] [central tendency ...] [2008-12-18 15:52:59] [631938996a408f8d8cf3d9850ca0cd03] 
- RM                [Mean Plot] [mean plot tijdree...] [2008-12-18 16:03:30] [631938996a408f8d8cf3d9850ca0cd03] 
-    D                [Mean Plot] [mean plot tijdree...] [2008-12-18 16:10:04] [631938996a408f8d8cf3d9850ca0cd03] 

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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=34831&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=34831&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34831&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	0.352214	3.8422	9.9e-05
2	-0.116072	-1.2662	0.103959
3	-0.341269	-3.7228	0.000151
4	-0.30181	-3.2924	0.000654
5	-0.064735	-0.7062	0.24073
6	-0.000414	-0.0045	0.498203
7	-0.05156	-0.5625	0.287431
8	-0.26858	-2.9299	0.002033
9	-0.293068	-3.197	0.00089
10	-0.094752	-1.0336	0.151703
11	0.340563	3.7151	0.000155
12	0.868809	9.4776	0
13	0.309293	3.374	5e-04
14	-0.091815	-1.0016	0.159288
15	-0.319568	-3.4861	0.000344
16	-0.285631	-3.1159	0.00115
17	-0.070151	-0.7653	0.222816
18	-0.014169	-0.1546	0.438711
19	-0.054258	-0.5919	0.277526
20	-0.242376	-2.644	0.004649
21	-0.243387	-2.655	0.004508
22	-0.082344	-0.8983	0.185427
23	0.313331	3.418	0.000432
24	0.76987	8.3983	0
25	0.262868	2.8676	0.002447
26	-0.084237	-0.9189	0.179999
27	-0.301913	-3.2935	0.000652
28	-0.268552	-2.9296	0.002035
29	-0.06903	-0.753	0.22646
30	-0.003178	-0.0347	0.4862
31	-0.037933	-0.4138	0.339884
32	-0.21329	-2.3267	0.010836
33	-0.219936	-2.3992	0.008991
34	-0.079727	-0.8697	0.193103
35	0.287587	3.1372	0.001075
36	0.666783	7.2737	0
37	0.215766	2.3537	0.010113
38	-0.072096	-0.7865	0.216575
39	-0.274671	-2.9963	0.001663
40	-0.241812	-2.6379	0.004729
41	-0.068978	-0.7525	0.226631
42	0.002874	0.0314	0.487519
43	-0.026089	-0.2846	0.388222
44	-0.191469	-2.0887	0.019434
45	-0.1896	-2.0683	0.020389
46	-0.068022	-0.742	0.229764
47	0.264791	2.8885	0.0023
48	0.563417	6.1462	0
49	0.157455	1.7176	0.044233
50	-0.075317	-0.8216	0.206471
51	-0.229139	-2.4996	0.006898
52	-0.189907	-2.0716	0.02023
53	-0.060243	-0.6572	0.256169
54	0.005502	0.06	0.476122
55	-0.027648	-0.3016	0.381738
56	-0.155696	-1.6984	0.046019
57	-0.153891	-1.6787	0.047913
58	-0.056747	-0.619	0.268539
59	0.236377	2.5786	0.00557
60	0.455129	4.9649	1e-06

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.352214 & 3.8422 & 9.9e-05 \tabularnewline
2 & -0.116072 & -1.2662 & 0.103959 \tabularnewline
3 & -0.341269 & -3.7228 & 0.000151 \tabularnewline
4 & -0.30181 & -3.2924 & 0.000654 \tabularnewline
5 & -0.064735 & -0.7062 & 0.24073 \tabularnewline
6 & -0.000414 & -0.0045 & 0.498203 \tabularnewline
7 & -0.05156 & -0.5625 & 0.287431 \tabularnewline
8 & -0.26858 & -2.9299 & 0.002033 \tabularnewline
9 & -0.293068 & -3.197 & 0.00089 \tabularnewline
10 & -0.094752 & -1.0336 & 0.151703 \tabularnewline
11 & 0.340563 & 3.7151 & 0.000155 \tabularnewline
12 & 0.868809 & 9.4776 & 0 \tabularnewline
13 & 0.309293 & 3.374 & 5e-04 \tabularnewline
14 & -0.091815 & -1.0016 & 0.159288 \tabularnewline
15 & -0.319568 & -3.4861 & 0.000344 \tabularnewline
16 & -0.285631 & -3.1159 & 0.00115 \tabularnewline
17 & -0.070151 & -0.7653 & 0.222816 \tabularnewline
18 & -0.014169 & -0.1546 & 0.438711 \tabularnewline
19 & -0.054258 & -0.5919 & 0.277526 \tabularnewline
20 & -0.242376 & -2.644 & 0.004649 \tabularnewline
21 & -0.243387 & -2.655 & 0.004508 \tabularnewline
22 & -0.082344 & -0.8983 & 0.185427 \tabularnewline
23 & 0.313331 & 3.418 & 0.000432 \tabularnewline
24 & 0.76987 & 8.3983 & 0 \tabularnewline
25 & 0.262868 & 2.8676 & 0.002447 \tabularnewline
26 & -0.084237 & -0.9189 & 0.179999 \tabularnewline
27 & -0.301913 & -3.2935 & 0.000652 \tabularnewline
28 & -0.268552 & -2.9296 & 0.002035 \tabularnewline
29 & -0.06903 & -0.753 & 0.22646 \tabularnewline
30 & -0.003178 & -0.0347 & 0.4862 \tabularnewline
31 & -0.037933 & -0.4138 & 0.339884 \tabularnewline
32 & -0.21329 & -2.3267 & 0.010836 \tabularnewline
33 & -0.219936 & -2.3992 & 0.008991 \tabularnewline
34 & -0.079727 & -0.8697 & 0.193103 \tabularnewline
35 & 0.287587 & 3.1372 & 0.001075 \tabularnewline
36 & 0.666783 & 7.2737 & 0 \tabularnewline
37 & 0.215766 & 2.3537 & 0.010113 \tabularnewline
38 & -0.072096 & -0.7865 & 0.216575 \tabularnewline
39 & -0.274671 & -2.9963 & 0.001663 \tabularnewline
40 & -0.241812 & -2.6379 & 0.004729 \tabularnewline
41 & -0.068978 & -0.7525 & 0.226631 \tabularnewline
42 & 0.002874 & 0.0314 & 0.487519 \tabularnewline
43 & -0.026089 & -0.2846 & 0.388222 \tabularnewline
44 & -0.191469 & -2.0887 & 0.019434 \tabularnewline
45 & -0.1896 & -2.0683 & 0.020389 \tabularnewline
46 & -0.068022 & -0.742 & 0.229764 \tabularnewline
47 & 0.264791 & 2.8885 & 0.0023 \tabularnewline
48 & 0.563417 & 6.1462 & 0 \tabularnewline
49 & 0.157455 & 1.7176 & 0.044233 \tabularnewline
50 & -0.075317 & -0.8216 & 0.206471 \tabularnewline
51 & -0.229139 & -2.4996 & 0.006898 \tabularnewline
52 & -0.189907 & -2.0716 & 0.02023 \tabularnewline
53 & -0.060243 & -0.6572 & 0.256169 \tabularnewline
54 & 0.005502 & 0.06 & 0.476122 \tabularnewline
55 & -0.027648 & -0.3016 & 0.381738 \tabularnewline
56 & -0.155696 & -1.6984 & 0.046019 \tabularnewline
57 & -0.153891 & -1.6787 & 0.047913 \tabularnewline
58 & -0.056747 & -0.619 & 0.268539 \tabularnewline
59 & 0.236377 & 2.5786 & 0.00557 \tabularnewline
60 & 0.455129 & 4.9649 & 1e-06 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34831&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]0.352214[/C][C]3.8422[/C][C]9.9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.116072[/C][C]-1.2662[/C][C]0.103959[/C][/ROW]
[ROW][C]3[/C][C]-0.341269[/C][C]-3.7228[/C][C]0.000151[/C][/ROW]
[ROW][C]4[/C][C]-0.30181[/C][C]-3.2924[/C][C]0.000654[/C][/ROW]
[ROW][C]5[/C][C]-0.064735[/C][C]-0.7062[/C][C]0.24073[/C][/ROW]
[ROW][C]6[/C][C]-0.000414[/C][C]-0.0045[/C][C]0.498203[/C][/ROW]
[ROW][C]7[/C][C]-0.05156[/C][C]-0.5625[/C][C]0.287431[/C][/ROW]
[ROW][C]8[/C][C]-0.26858[/C][C]-2.9299[/C][C]0.002033[/C][/ROW]
[ROW][C]9[/C][C]-0.293068[/C][C]-3.197[/C][C]0.00089[/C][/ROW]
[ROW][C]10[/C][C]-0.094752[/C][C]-1.0336[/C][C]0.151703[/C][/ROW]
[ROW][C]11[/C][C]0.340563[/C][C]3.7151[/C][C]0.000155[/C][/ROW]
[ROW][C]12[/C][C]0.868809[/C][C]9.4776[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.309293[/C][C]3.374[/C][C]5e-04[/C][/ROW]
[ROW][C]14[/C][C]-0.091815[/C][C]-1.0016[/C][C]0.159288[/C][/ROW]
[ROW][C]15[/C][C]-0.319568[/C][C]-3.4861[/C][C]0.000344[/C][/ROW]
[ROW][C]16[/C][C]-0.285631[/C][C]-3.1159[/C][C]0.00115[/C][/ROW]
[ROW][C]17[/C][C]-0.070151[/C][C]-0.7653[/C][C]0.222816[/C][/ROW]
[ROW][C]18[/C][C]-0.014169[/C][C]-0.1546[/C][C]0.438711[/C][/ROW]
[ROW][C]19[/C][C]-0.054258[/C][C]-0.5919[/C][C]0.277526[/C][/ROW]
[ROW][C]20[/C][C]-0.242376[/C][C]-2.644[/C][C]0.004649[/C][/ROW]
[ROW][C]21[/C][C]-0.243387[/C][C]-2.655[/C][C]0.004508[/C][/ROW]
[ROW][C]22[/C][C]-0.082344[/C][C]-0.8983[/C][C]0.185427[/C][/ROW]
[ROW][C]23[/C][C]0.313331[/C][C]3.418[/C][C]0.000432[/C][/ROW]
[ROW][C]24[/C][C]0.76987[/C][C]8.3983[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.262868[/C][C]2.8676[/C][C]0.002447[/C][/ROW]
[ROW][C]26[/C][C]-0.084237[/C][C]-0.9189[/C][C]0.179999[/C][/ROW]
[ROW][C]27[/C][C]-0.301913[/C][C]-3.2935[/C][C]0.000652[/C][/ROW]
[ROW][C]28[/C][C]-0.268552[/C][C]-2.9296[/C][C]0.002035[/C][/ROW]
[ROW][C]29[/C][C]-0.06903[/C][C]-0.753[/C][C]0.22646[/C][/ROW]
[ROW][C]30[/C][C]-0.003178[/C][C]-0.0347[/C][C]0.4862[/C][/ROW]
[ROW][C]31[/C][C]-0.037933[/C][C]-0.4138[/C][C]0.339884[/C][/ROW]
[ROW][C]32[/C][C]-0.21329[/C][C]-2.3267[/C][C]0.010836[/C][/ROW]
[ROW][C]33[/C][C]-0.219936[/C][C]-2.3992[/C][C]0.008991[/C][/ROW]
[ROW][C]34[/C][C]-0.079727[/C][C]-0.8697[/C][C]0.193103[/C][/ROW]
[ROW][C]35[/C][C]0.287587[/C][C]3.1372[/C][C]0.001075[/C][/ROW]
[ROW][C]36[/C][C]0.666783[/C][C]7.2737[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.215766[/C][C]2.3537[/C][C]0.010113[/C][/ROW]
[ROW][C]38[/C][C]-0.072096[/C][C]-0.7865[/C][C]0.216575[/C][/ROW]
[ROW][C]39[/C][C]-0.274671[/C][C]-2.9963[/C][C]0.001663[/C][/ROW]
[ROW][C]40[/C][C]-0.241812[/C][C]-2.6379[/C][C]0.004729[/C][/ROW]
[ROW][C]41[/C][C]-0.068978[/C][C]-0.7525[/C][C]0.226631[/C][/ROW]
[ROW][C]42[/C][C]0.002874[/C][C]0.0314[/C][C]0.487519[/C][/ROW]
[ROW][C]43[/C][C]-0.026089[/C][C]-0.2846[/C][C]0.388222[/C][/ROW]
[ROW][C]44[/C][C]-0.191469[/C][C]-2.0887[/C][C]0.019434[/C][/ROW]
[ROW][C]45[/C][C]-0.1896[/C][C]-2.0683[/C][C]0.020389[/C][/ROW]
[ROW][C]46[/C][C]-0.068022[/C][C]-0.742[/C][C]0.229764[/C][/ROW]
[ROW][C]47[/C][C]0.264791[/C][C]2.8885[/C][C]0.0023[/C][/ROW]
[ROW][C]48[/C][C]0.563417[/C][C]6.1462[/C][C]0[/C][/ROW]
[ROW][C]49[/C][C]0.157455[/C][C]1.7176[/C][C]0.044233[/C][/ROW]
[ROW][C]50[/C][C]-0.075317[/C][C]-0.8216[/C][C]0.206471[/C][/ROW]
[ROW][C]51[/C][C]-0.229139[/C][C]-2.4996[/C][C]0.006898[/C][/ROW]
[ROW][C]52[/C][C]-0.189907[/C][C]-2.0716[/C][C]0.02023[/C][/ROW]
[ROW][C]53[/C][C]-0.060243[/C][C]-0.6572[/C][C]0.256169[/C][/ROW]
[ROW][C]54[/C][C]0.005502[/C][C]0.06[/C][C]0.476122[/C][/ROW]
[ROW][C]55[/C][C]-0.027648[/C][C]-0.3016[/C][C]0.381738[/C][/ROW]
[ROW][C]56[/C][C]-0.155696[/C][C]-1.6984[/C][C]0.046019[/C][/ROW]
[ROW][C]57[/C][C]-0.153891[/C][C]-1.6787[/C][C]0.047913[/C][/ROW]
[ROW][C]58[/C][C]-0.056747[/C][C]-0.619[/C][C]0.268539[/C][/ROW]
[ROW][C]59[/C][C]0.236377[/C][C]2.5786[/C][C]0.00557[/C][/ROW]
[ROW][C]60[/C][C]0.455129[/C][C]4.9649[/C][C]1e-06[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34831&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34831&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	0.352214	3.8422	9.9e-05
2	-0.116072	-1.2662	0.103959
3	-0.341269	-3.7228	0.000151
4	-0.30181	-3.2924	0.000654
5	-0.064735	-0.7062	0.24073
6	-0.000414	-0.0045	0.498203
7	-0.05156	-0.5625	0.287431
8	-0.26858	-2.9299	0.002033
9	-0.293068	-3.197	0.00089
10	-0.094752	-1.0336	0.151703
11	0.340563	3.7151	0.000155
12	0.868809	9.4776	0
13	0.309293	3.374	5e-04
14	-0.091815	-1.0016	0.159288
15	-0.319568	-3.4861	0.000344
16	-0.285631	-3.1159	0.00115
17	-0.070151	-0.7653	0.222816
18	-0.014169	-0.1546	0.438711
19	-0.054258	-0.5919	0.277526
20	-0.242376	-2.644	0.004649
21	-0.243387	-2.655	0.004508
22	-0.082344	-0.8983	0.185427
23	0.313331	3.418	0.000432
24	0.76987	8.3983	0
25	0.262868	2.8676	0.002447
26	-0.084237	-0.9189	0.179999
27	-0.301913	-3.2935	0.000652
28	-0.268552	-2.9296	0.002035
29	-0.06903	-0.753	0.22646
30	-0.003178	-0.0347	0.4862
31	-0.037933	-0.4138	0.339884
32	-0.21329	-2.3267	0.010836
33	-0.219936	-2.3992	0.008991
34	-0.079727	-0.8697	0.193103
35	0.287587	3.1372	0.001075
36	0.666783	7.2737	0
37	0.215766	2.3537	0.010113
38	-0.072096	-0.7865	0.216575
39	-0.274671	-2.9963	0.001663
40	-0.241812	-2.6379	0.004729
41	-0.068978	-0.7525	0.226631
42	0.002874	0.0314	0.487519
43	-0.026089	-0.2846	0.388222
44	-0.191469	-2.0887	0.019434
45	-0.1896	-2.0683	0.020389
46	-0.068022	-0.742	0.229764
47	0.264791	2.8885	0.0023
48	0.563417	6.1462	0
49	0.157455	1.7176	0.044233
50	-0.075317	-0.8216	0.206471
51	-0.229139	-2.4996	0.006898
52	-0.189907	-2.0716	0.02023
53	-0.060243	-0.6572	0.256169
54	0.005502	0.06	0.476122
55	-0.027648	-0.3016	0.381738
56	-0.155696	-1.6984	0.046019
57	-0.153891	-1.6787	0.047913
58	-0.056747	-0.619	0.268539
59	0.236377	2.5786	0.00557
60	0.455129	4.9649	1e-06

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.352214	3.8422	9.9e-05
2	-0.274134	-2.9904	0.001693
3	-0.237775	-2.5938	0.005342
4	-0.139458	-1.5213	0.065417
5	0.00487	0.0531	0.478859
6	-0.154337	-1.6836	0.047439
7	-0.17217	-1.8782	0.031404
8	-0.383807	-4.1868	2.7e-05
9	-0.337204	-3.6785	0.000177
10	-0.344902	-3.7624	0.000131
11	-0.016397	-0.1789	0.42917
12	0.728576	7.9478	0
13	-0.207539	-2.264	0.012693
14	0.17782	1.9398	0.027386
15	0.118692	1.2948	0.098952
16	0.092821	1.0126	0.156663
17	0.032078	0.3499	0.363504
18	0.007054	0.0769	0.469398
19	0.0032	0.0349	0.486105
20	0.001435	0.0157	0.493767
21	0.022321	0.2435	0.40402
22	-0.074164	-0.809	0.210056
23	-0.051955	-0.5668	0.285972
24	0.067703	0.7386	0.230817
25	-0.12916	-1.409	0.080725
26	-0.047552	-0.5187	0.302456
27	-0.036604	-0.3993	0.345194
28	-0.052588	-0.5737	0.283639
29	-0.034195	-0.373	0.354895
30	0.051334	0.56	0.288269
31	0.015786	0.1722	0.431786
32	0.009803	0.1069	0.45751
33	-0.037357	-0.4075	0.342181
34	0.023355	0.2548	0.399667
35	-0.01837	-0.2004	0.420756
36	-0.077165	-0.8418	0.200803
37	-0.057072	-0.6226	0.267375
38	-0.018589	-0.2028	0.419826
39	-0.02106	-0.2297	0.409343
40	-0.02719	-0.2966	0.383641
41	-0.067482	-0.7361	0.231545
42	-0.012934	-0.1411	0.444018
43	-0.027583	-0.3009	0.382009
44	-0.052962	-0.5778	0.282262
45	-0.003897	-0.0425	0.48308
46	0.003312	0.0361	0.485618
47	-0.006336	-0.0691	0.472506
48	-0.077054	-0.8406	0.201141
49	-0.070631	-0.7705	0.221267
50	-0.065459	-0.7141	0.238291
51	0.03625	0.3954	0.346615
52	-0.002318	-0.0253	0.489935
53	-0.061659	-0.6726	0.251245
54	-0.001432	-0.0156	0.49378
55	-0.036024	-0.393	0.347522
56	0.073807	0.8051	0.211174
57	-0.004227	-0.0461	0.481649
58	0.006898	0.0752	0.470071
59	-0.007806	-0.0851	0.466143
60	-0.065212	-0.7114	0.239121

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.352214 & 3.8422 & 9.9e-05 \tabularnewline
2 & -0.274134 & -2.9904 & 0.001693 \tabularnewline
3 & -0.237775 & -2.5938 & 0.005342 \tabularnewline
4 & -0.139458 & -1.5213 & 0.065417 \tabularnewline
5 & 0.00487 & 0.0531 & 0.478859 \tabularnewline
6 & -0.154337 & -1.6836 & 0.047439 \tabularnewline
7 & -0.17217 & -1.8782 & 0.031404 \tabularnewline
8 & -0.383807 & -4.1868 & 2.7e-05 \tabularnewline
9 & -0.337204 & -3.6785 & 0.000177 \tabularnewline
10 & -0.344902 & -3.7624 & 0.000131 \tabularnewline
11 & -0.016397 & -0.1789 & 0.42917 \tabularnewline
12 & 0.728576 & 7.9478 & 0 \tabularnewline
13 & -0.207539 & -2.264 & 0.012693 \tabularnewline
14 & 0.17782 & 1.9398 & 0.027386 \tabularnewline
15 & 0.118692 & 1.2948 & 0.098952 \tabularnewline
16 & 0.092821 & 1.0126 & 0.156663 \tabularnewline
17 & 0.032078 & 0.3499 & 0.363504 \tabularnewline
18 & 0.007054 & 0.0769 & 0.469398 \tabularnewline
19 & 0.0032 & 0.0349 & 0.486105 \tabularnewline
20 & 0.001435 & 0.0157 & 0.493767 \tabularnewline
21 & 0.022321 & 0.2435 & 0.40402 \tabularnewline
22 & -0.074164 & -0.809 & 0.210056 \tabularnewline
23 & -0.051955 & -0.5668 & 0.285972 \tabularnewline
24 & 0.067703 & 0.7386 & 0.230817 \tabularnewline
25 & -0.12916 & -1.409 & 0.080725 \tabularnewline
26 & -0.047552 & -0.5187 & 0.302456 \tabularnewline
27 & -0.036604 & -0.3993 & 0.345194 \tabularnewline
28 & -0.052588 & -0.5737 & 0.283639 \tabularnewline
29 & -0.034195 & -0.373 & 0.354895 \tabularnewline
30 & 0.051334 & 0.56 & 0.288269 \tabularnewline
31 & 0.015786 & 0.1722 & 0.431786 \tabularnewline
32 & 0.009803 & 0.1069 & 0.45751 \tabularnewline
33 & -0.037357 & -0.4075 & 0.342181 \tabularnewline
34 & 0.023355 & 0.2548 & 0.399667 \tabularnewline
35 & -0.01837 & -0.2004 & 0.420756 \tabularnewline
36 & -0.077165 & -0.8418 & 0.200803 \tabularnewline
37 & -0.057072 & -0.6226 & 0.267375 \tabularnewline
38 & -0.018589 & -0.2028 & 0.419826 \tabularnewline
39 & -0.02106 & -0.2297 & 0.409343 \tabularnewline
40 & -0.02719 & -0.2966 & 0.383641 \tabularnewline
41 & -0.067482 & -0.7361 & 0.231545 \tabularnewline
42 & -0.012934 & -0.1411 & 0.444018 \tabularnewline
43 & -0.027583 & -0.3009 & 0.382009 \tabularnewline
44 & -0.052962 & -0.5778 & 0.282262 \tabularnewline
45 & -0.003897 & -0.0425 & 0.48308 \tabularnewline
46 & 0.003312 & 0.0361 & 0.485618 \tabularnewline
47 & -0.006336 & -0.0691 & 0.472506 \tabularnewline
48 & -0.077054 & -0.8406 & 0.201141 \tabularnewline
49 & -0.070631 & -0.7705 & 0.221267 \tabularnewline
50 & -0.065459 & -0.7141 & 0.238291 \tabularnewline
51 & 0.03625 & 0.3954 & 0.346615 \tabularnewline
52 & -0.002318 & -0.0253 & 0.489935 \tabularnewline
53 & -0.061659 & -0.6726 & 0.251245 \tabularnewline
54 & -0.001432 & -0.0156 & 0.49378 \tabularnewline
55 & -0.036024 & -0.393 & 0.347522 \tabularnewline
56 & 0.073807 & 0.8051 & 0.211174 \tabularnewline
57 & -0.004227 & -0.0461 & 0.481649 \tabularnewline
58 & 0.006898 & 0.0752 & 0.470071 \tabularnewline
59 & -0.007806 & -0.0851 & 0.466143 \tabularnewline
60 & -0.065212 & -0.7114 & 0.239121 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34831&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]0.352214[/C][C]3.8422[/C][C]9.9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.274134[/C][C]-2.9904[/C][C]0.001693[/C][/ROW]
[ROW][C]3[/C][C]-0.237775[/C][C]-2.5938[/C][C]0.005342[/C][/ROW]
[ROW][C]4[/C][C]-0.139458[/C][C]-1.5213[/C][C]0.065417[/C][/ROW]
[ROW][C]5[/C][C]0.00487[/C][C]0.0531[/C][C]0.478859[/C][/ROW]
[ROW][C]6[/C][C]-0.154337[/C][C]-1.6836[/C][C]0.047439[/C][/ROW]
[ROW][C]7[/C][C]-0.17217[/C][C]-1.8782[/C][C]0.031404[/C][/ROW]
[ROW][C]8[/C][C]-0.383807[/C][C]-4.1868[/C][C]2.7e-05[/C][/ROW]
[ROW][C]9[/C][C]-0.337204[/C][C]-3.6785[/C][C]0.000177[/C][/ROW]
[ROW][C]10[/C][C]-0.344902[/C][C]-3.7624[/C][C]0.000131[/C][/ROW]
[ROW][C]11[/C][C]-0.016397[/C][C]-0.1789[/C][C]0.42917[/C][/ROW]
[ROW][C]12[/C][C]0.728576[/C][C]7.9478[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.207539[/C][C]-2.264[/C][C]0.012693[/C][/ROW]
[ROW][C]14[/C][C]0.17782[/C][C]1.9398[/C][C]0.027386[/C][/ROW]
[ROW][C]15[/C][C]0.118692[/C][C]1.2948[/C][C]0.098952[/C][/ROW]
[ROW][C]16[/C][C]0.092821[/C][C]1.0126[/C][C]0.156663[/C][/ROW]
[ROW][C]17[/C][C]0.032078[/C][C]0.3499[/C][C]0.363504[/C][/ROW]
[ROW][C]18[/C][C]0.007054[/C][C]0.0769[/C][C]0.469398[/C][/ROW]
[ROW][C]19[/C][C]0.0032[/C][C]0.0349[/C][C]0.486105[/C][/ROW]
[ROW][C]20[/C][C]0.001435[/C][C]0.0157[/C][C]0.493767[/C][/ROW]
[ROW][C]21[/C][C]0.022321[/C][C]0.2435[/C][C]0.40402[/C][/ROW]
[ROW][C]22[/C][C]-0.074164[/C][C]-0.809[/C][C]0.210056[/C][/ROW]
[ROW][C]23[/C][C]-0.051955[/C][C]-0.5668[/C][C]0.285972[/C][/ROW]
[ROW][C]24[/C][C]0.067703[/C][C]0.7386[/C][C]0.230817[/C][/ROW]
[ROW][C]25[/C][C]-0.12916[/C][C]-1.409[/C][C]0.080725[/C][/ROW]
[ROW][C]26[/C][C]-0.047552[/C][C]-0.5187[/C][C]0.302456[/C][/ROW]
[ROW][C]27[/C][C]-0.036604[/C][C]-0.3993[/C][C]0.345194[/C][/ROW]
[ROW][C]28[/C][C]-0.052588[/C][C]-0.5737[/C][C]0.283639[/C][/ROW]
[ROW][C]29[/C][C]-0.034195[/C][C]-0.373[/C][C]0.354895[/C][/ROW]
[ROW][C]30[/C][C]0.051334[/C][C]0.56[/C][C]0.288269[/C][/ROW]
[ROW][C]31[/C][C]0.015786[/C][C]0.1722[/C][C]0.431786[/C][/ROW]
[ROW][C]32[/C][C]0.009803[/C][C]0.1069[/C][C]0.45751[/C][/ROW]
[ROW][C]33[/C][C]-0.037357[/C][C]-0.4075[/C][C]0.342181[/C][/ROW]
[ROW][C]34[/C][C]0.023355[/C][C]0.2548[/C][C]0.399667[/C][/ROW]
[ROW][C]35[/C][C]-0.01837[/C][C]-0.2004[/C][C]0.420756[/C][/ROW]
[ROW][C]36[/C][C]-0.077165[/C][C]-0.8418[/C][C]0.200803[/C][/ROW]
[ROW][C]37[/C][C]-0.057072[/C][C]-0.6226[/C][C]0.267375[/C][/ROW]
[ROW][C]38[/C][C]-0.018589[/C][C]-0.2028[/C][C]0.419826[/C][/ROW]
[ROW][C]39[/C][C]-0.02106[/C][C]-0.2297[/C][C]0.409343[/C][/ROW]
[ROW][C]40[/C][C]-0.02719[/C][C]-0.2966[/C][C]0.383641[/C][/ROW]
[ROW][C]41[/C][C]-0.067482[/C][C]-0.7361[/C][C]0.231545[/C][/ROW]
[ROW][C]42[/C][C]-0.012934[/C][C]-0.1411[/C][C]0.444018[/C][/ROW]
[ROW][C]43[/C][C]-0.027583[/C][C]-0.3009[/C][C]0.382009[/C][/ROW]
[ROW][C]44[/C][C]-0.052962[/C][C]-0.5778[/C][C]0.282262[/C][/ROW]
[ROW][C]45[/C][C]-0.003897[/C][C]-0.0425[/C][C]0.48308[/C][/ROW]
[ROW][C]46[/C][C]0.003312[/C][C]0.0361[/C][C]0.485618[/C][/ROW]
[ROW][C]47[/C][C]-0.006336[/C][C]-0.0691[/C][C]0.472506[/C][/ROW]
[ROW][C]48[/C][C]-0.077054[/C][C]-0.8406[/C][C]0.201141[/C][/ROW]
[ROW][C]49[/C][C]-0.070631[/C][C]-0.7705[/C][C]0.221267[/C][/ROW]
[ROW][C]50[/C][C]-0.065459[/C][C]-0.7141[/C][C]0.238291[/C][/ROW]
[ROW][C]51[/C][C]0.03625[/C][C]0.3954[/C][C]0.346615[/C][/ROW]
[ROW][C]52[/C][C]-0.002318[/C][C]-0.0253[/C][C]0.489935[/C][/ROW]
[ROW][C]53[/C][C]-0.061659[/C][C]-0.6726[/C][C]0.251245[/C][/ROW]
[ROW][C]54[/C][C]-0.001432[/C][C]-0.0156[/C][C]0.49378[/C][/ROW]
[ROW][C]55[/C][C]-0.036024[/C][C]-0.393[/C][C]0.347522[/C][/ROW]
[ROW][C]56[/C][C]0.073807[/C][C]0.8051[/C][C]0.211174[/C][/ROW]
[ROW][C]57[/C][C]-0.004227[/C][C]-0.0461[/C][C]0.481649[/C][/ROW]
[ROW][C]58[/C][C]0.006898[/C][C]0.0752[/C][C]0.470071[/C][/ROW]
[ROW][C]59[/C][C]-0.007806[/C][C]-0.0851[/C][C]0.466143[/C][/ROW]
[ROW][C]60[/C][C]-0.065212[/C][C]-0.7114[/C][C]0.239121[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34831&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34831&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	0.352214	3.8422	9.9e-05
2	-0.274134	-2.9904	0.001693
3	-0.237775	-2.5938	0.005342
4	-0.139458	-1.5213	0.065417
5	0.00487	0.0531	0.478859
6	-0.154337	-1.6836	0.047439
7	-0.17217	-1.8782	0.031404
8	-0.383807	-4.1868	2.7e-05
9	-0.337204	-3.6785	0.000177
10	-0.344902	-3.7624	0.000131
11	-0.016397	-0.1789	0.42917
12	0.728576	7.9478	0
13	-0.207539	-2.264	0.012693
14	0.17782	1.9398	0.027386
15	0.118692	1.2948	0.098952
16	0.092821	1.0126	0.156663
17	0.032078	0.3499	0.363504
18	0.007054	0.0769	0.469398
19	0.0032	0.0349	0.486105
20	0.001435	0.0157	0.493767
21	0.022321	0.2435	0.40402
22	-0.074164	-0.809	0.210056
23	-0.051955	-0.5668	0.285972
24	0.067703	0.7386	0.230817
25	-0.12916	-1.409	0.080725
26	-0.047552	-0.5187	0.302456
27	-0.036604	-0.3993	0.345194
28	-0.052588	-0.5737	0.283639
29	-0.034195	-0.373	0.354895
30	0.051334	0.56	0.288269
31	0.015786	0.1722	0.431786
32	0.009803	0.1069	0.45751
33	-0.037357	-0.4075	0.342181
34	0.023355	0.2548	0.399667
35	-0.01837	-0.2004	0.420756
36	-0.077165	-0.8418	0.200803
37	-0.057072	-0.6226	0.267375
38	-0.018589	-0.2028	0.419826
39	-0.02106	-0.2297	0.409343
40	-0.02719	-0.2966	0.383641
41	-0.067482	-0.7361	0.231545
42	-0.012934	-0.1411	0.444018
43	-0.027583	-0.3009	0.382009
44	-0.052962	-0.5778	0.282262
45	-0.003897	-0.0425	0.48308
46	0.003312	0.0361	0.485618
47	-0.006336	-0.0691	0.472506
48	-0.077054	-0.8406	0.201141
49	-0.070631	-0.7705	0.221267
50	-0.065459	-0.7141	0.238291
51	0.03625	0.3954	0.346615
52	-0.002318	-0.0253	0.489935
53	-0.061659	-0.6726	0.251245
54	-0.001432	-0.0156	0.49378
55	-0.036024	-0.393	0.347522
56	0.073807	0.8051	0.211174
57	-0.004227	-0.0461	0.481649
58	0.006898	0.0752	0.470071
59	-0.007806	-0.0851	0.466143
60	-0.065212	-0.7114	0.239121

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; 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