Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 18 Dec 2008 08:18:37 -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/t122961356453xnmoh5o8yyxlc.htm/, Retrieved Sun, 12 May 2024 08:39:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34838, Retrieved Sun, 12 May 2024 08:39:49 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

181

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] [631938996a408f8d8cf3d9850ca0cd03]
-                 [(Partial) Autocorrelation Function] [autocorrelation 2...] [2008-12-18 15:18:37] [4e8974eee929007194de34cbeefcb780] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34838&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34838&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34838&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.03872	-0.4005	0.344786
2	0.053529	0.5537	0.290467
3	-0.04242	-0.4388	0.330849
4	0.071157	0.7361	0.231655
5	-0.002401	-0.0248	0.490118
6	0.027997	0.2896	0.386339
7	0.129702	1.3416	0.091276
8	-0.074284	-0.7684	0.221971
9	0.158189	1.6363	0.052355
10	-0.084056	-0.8695	0.193265
11	0.184923	1.9129	0.02922
12	-0.146706	-1.5175	0.06604
13	-0.003589	-0.0371	0.485226
14	0.039114	0.4046	0.343289
15	-0.04277	-0.4424	0.329542
16	-0.025205	-0.2607	0.397406
17	-0.08405	-0.8694	0.193281
18	-0.014195	-0.1468	0.441768
19	-0.101701	-1.052	0.147583
20	0.055882	0.578	0.282224
21	0.096293	0.9961	0.160733
22	0.058022	0.6002	0.274826
23	-0.026221	-0.2712	0.393366
24	-0.059108	-0.6114	0.271111
25	-0.065073	-0.6731	0.25116
26	-0.029364	-0.3037	0.380958
27	0.029604	0.3062	0.380014
28	0.013844	0.1432	0.4432
29	0.060917	0.6301	0.264975
30	-0.077531	-0.802	0.21217
31	-0.063653	-0.6584	0.255836
32	0.070771	0.7321	0.232867
33	-0.033307	-0.3445	0.365561
34	-0.052406	-0.5421	0.294443
35	0.030121	0.3116	0.377986
36	-0.073443	-0.7597	0.224553
37	0.017072	0.1766	0.43008
38	0.002267	0.0235	0.490666
39	-0.102154	-1.0567	0.146516
40	-0.071065	-0.7351	0.231942
41	-0.006617	-0.0684	0.472779
42	-0.041907	-0.4335	0.332767
43	0.092139	0.9531	0.171346
44	-0.043472	-0.4497	0.326925
45	-0.022642	-0.2342	0.407634
46	0.024578	0.2542	0.399901
47	-0.077507	-0.8017	0.212241
48	-0.06861	-0.7097	0.239714
49	-0.028721	-0.2971	0.383485
50	0.104455	1.0805	0.141177
51	-0.076732	-0.7937	0.214556
52	-0.017876	-0.1849	0.426825
53	-0.057685	-0.5967	0.275986
54	0.052407	0.5421	0.294438
55	0.008288	0.0857	0.465918
56	-0.022142	-0.229	0.409638
57	0.021982	0.2274	0.410281
58	-0.114165	-1.1809	0.120124
59	0.078137	0.8083	0.210369
60	0.016558	0.1713	0.432167

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.03872 & -0.4005 & 0.344786 \tabularnewline
2 & 0.053529 & 0.5537 & 0.290467 \tabularnewline
3 & -0.04242 & -0.4388 & 0.330849 \tabularnewline
4 & 0.071157 & 0.7361 & 0.231655 \tabularnewline
5 & -0.002401 & -0.0248 & 0.490118 \tabularnewline
6 & 0.027997 & 0.2896 & 0.386339 \tabularnewline
7 & 0.129702 & 1.3416 & 0.091276 \tabularnewline
8 & -0.074284 & -0.7684 & 0.221971 \tabularnewline
9 & 0.158189 & 1.6363 & 0.052355 \tabularnewline
10 & -0.084056 & -0.8695 & 0.193265 \tabularnewline
11 & 0.184923 & 1.9129 & 0.02922 \tabularnewline
12 & -0.146706 & -1.5175 & 0.06604 \tabularnewline
13 & -0.003589 & -0.0371 & 0.485226 \tabularnewline
14 & 0.039114 & 0.4046 & 0.343289 \tabularnewline
15 & -0.04277 & -0.4424 & 0.329542 \tabularnewline
16 & -0.025205 & -0.2607 & 0.397406 \tabularnewline
17 & -0.08405 & -0.8694 & 0.193281 \tabularnewline
18 & -0.014195 & -0.1468 & 0.441768 \tabularnewline
19 & -0.101701 & -1.052 & 0.147583 \tabularnewline
20 & 0.055882 & 0.578 & 0.282224 \tabularnewline
21 & 0.096293 & 0.9961 & 0.160733 \tabularnewline
22 & 0.058022 & 0.6002 & 0.274826 \tabularnewline
23 & -0.026221 & -0.2712 & 0.393366 \tabularnewline
24 & -0.059108 & -0.6114 & 0.271111 \tabularnewline
25 & -0.065073 & -0.6731 & 0.25116 \tabularnewline
26 & -0.029364 & -0.3037 & 0.380958 \tabularnewline
27 & 0.029604 & 0.3062 & 0.380014 \tabularnewline
28 & 0.013844 & 0.1432 & 0.4432 \tabularnewline
29 & 0.060917 & 0.6301 & 0.264975 \tabularnewline
30 & -0.077531 & -0.802 & 0.21217 \tabularnewline
31 & -0.063653 & -0.6584 & 0.255836 \tabularnewline
32 & 0.070771 & 0.7321 & 0.232867 \tabularnewline
33 & -0.033307 & -0.3445 & 0.365561 \tabularnewline
34 & -0.052406 & -0.5421 & 0.294443 \tabularnewline
35 & 0.030121 & 0.3116 & 0.377986 \tabularnewline
36 & -0.073443 & -0.7597 & 0.224553 \tabularnewline
37 & 0.017072 & 0.1766 & 0.43008 \tabularnewline
38 & 0.002267 & 0.0235 & 0.490666 \tabularnewline
39 & -0.102154 & -1.0567 & 0.146516 \tabularnewline
40 & -0.071065 & -0.7351 & 0.231942 \tabularnewline
41 & -0.006617 & -0.0684 & 0.472779 \tabularnewline
42 & -0.041907 & -0.4335 & 0.332767 \tabularnewline
43 & 0.092139 & 0.9531 & 0.171346 \tabularnewline
44 & -0.043472 & -0.4497 & 0.326925 \tabularnewline
45 & -0.022642 & -0.2342 & 0.407634 \tabularnewline
46 & 0.024578 & 0.2542 & 0.399901 \tabularnewline
47 & -0.077507 & -0.8017 & 0.212241 \tabularnewline
48 & -0.06861 & -0.7097 & 0.239714 \tabularnewline
49 & -0.028721 & -0.2971 & 0.383485 \tabularnewline
50 & 0.104455 & 1.0805 & 0.141177 \tabularnewline
51 & -0.076732 & -0.7937 & 0.214556 \tabularnewline
52 & -0.017876 & -0.1849 & 0.426825 \tabularnewline
53 & -0.057685 & -0.5967 & 0.275986 \tabularnewline
54 & 0.052407 & 0.5421 & 0.294438 \tabularnewline
55 & 0.008288 & 0.0857 & 0.465918 \tabularnewline
56 & -0.022142 & -0.229 & 0.409638 \tabularnewline
57 & 0.021982 & 0.2274 & 0.410281 \tabularnewline
58 & -0.114165 & -1.1809 & 0.120124 \tabularnewline
59 & 0.078137 & 0.8083 & 0.210369 \tabularnewline
60 & 0.016558 & 0.1713 & 0.432167 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34838&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]-0.03872[/C][C]-0.4005[/C][C]0.344786[/C][/ROW]
[ROW][C]2[/C][C]0.053529[/C][C]0.5537[/C][C]0.290467[/C][/ROW]
[ROW][C]3[/C][C]-0.04242[/C][C]-0.4388[/C][C]0.330849[/C][/ROW]
[ROW][C]4[/C][C]0.071157[/C][C]0.7361[/C][C]0.231655[/C][/ROW]
[ROW][C]5[/C][C]-0.002401[/C][C]-0.0248[/C][C]0.490118[/C][/ROW]
[ROW][C]6[/C][C]0.027997[/C][C]0.2896[/C][C]0.386339[/C][/ROW]
[ROW][C]7[/C][C]0.129702[/C][C]1.3416[/C][C]0.091276[/C][/ROW]
[ROW][C]8[/C][C]-0.074284[/C][C]-0.7684[/C][C]0.221971[/C][/ROW]
[ROW][C]9[/C][C]0.158189[/C][C]1.6363[/C][C]0.052355[/C][/ROW]
[ROW][C]10[/C][C]-0.084056[/C][C]-0.8695[/C][C]0.193265[/C][/ROW]
[ROW][C]11[/C][C]0.184923[/C][C]1.9129[/C][C]0.02922[/C][/ROW]
[ROW][C]12[/C][C]-0.146706[/C][C]-1.5175[/C][C]0.06604[/C][/ROW]
[ROW][C]13[/C][C]-0.003589[/C][C]-0.0371[/C][C]0.485226[/C][/ROW]
[ROW][C]14[/C][C]0.039114[/C][C]0.4046[/C][C]0.343289[/C][/ROW]
[ROW][C]15[/C][C]-0.04277[/C][C]-0.4424[/C][C]0.329542[/C][/ROW]
[ROW][C]16[/C][C]-0.025205[/C][C]-0.2607[/C][C]0.397406[/C][/ROW]
[ROW][C]17[/C][C]-0.08405[/C][C]-0.8694[/C][C]0.193281[/C][/ROW]
[ROW][C]18[/C][C]-0.014195[/C][C]-0.1468[/C][C]0.441768[/C][/ROW]
[ROW][C]19[/C][C]-0.101701[/C][C]-1.052[/C][C]0.147583[/C][/ROW]
[ROW][C]20[/C][C]0.055882[/C][C]0.578[/C][C]0.282224[/C][/ROW]
[ROW][C]21[/C][C]0.096293[/C][C]0.9961[/C][C]0.160733[/C][/ROW]
[ROW][C]22[/C][C]0.058022[/C][C]0.6002[/C][C]0.274826[/C][/ROW]
[ROW][C]23[/C][C]-0.026221[/C][C]-0.2712[/C][C]0.393366[/C][/ROW]
[ROW][C]24[/C][C]-0.059108[/C][C]-0.6114[/C][C]0.271111[/C][/ROW]
[ROW][C]25[/C][C]-0.065073[/C][C]-0.6731[/C][C]0.25116[/C][/ROW]
[ROW][C]26[/C][C]-0.029364[/C][C]-0.3037[/C][C]0.380958[/C][/ROW]
[ROW][C]27[/C][C]0.029604[/C][C]0.3062[/C][C]0.380014[/C][/ROW]
[ROW][C]28[/C][C]0.013844[/C][C]0.1432[/C][C]0.4432[/C][/ROW]
[ROW][C]29[/C][C]0.060917[/C][C]0.6301[/C][C]0.264975[/C][/ROW]
[ROW][C]30[/C][C]-0.077531[/C][C]-0.802[/C][C]0.21217[/C][/ROW]
[ROW][C]31[/C][C]-0.063653[/C][C]-0.6584[/C][C]0.255836[/C][/ROW]
[ROW][C]32[/C][C]0.070771[/C][C]0.7321[/C][C]0.232867[/C][/ROW]
[ROW][C]33[/C][C]-0.033307[/C][C]-0.3445[/C][C]0.365561[/C][/ROW]
[ROW][C]34[/C][C]-0.052406[/C][C]-0.5421[/C][C]0.294443[/C][/ROW]
[ROW][C]35[/C][C]0.030121[/C][C]0.3116[/C][C]0.377986[/C][/ROW]
[ROW][C]36[/C][C]-0.073443[/C][C]-0.7597[/C][C]0.224553[/C][/ROW]
[ROW][C]37[/C][C]0.017072[/C][C]0.1766[/C][C]0.43008[/C][/ROW]
[ROW][C]38[/C][C]0.002267[/C][C]0.0235[/C][C]0.490666[/C][/ROW]
[ROW][C]39[/C][C]-0.102154[/C][C]-1.0567[/C][C]0.146516[/C][/ROW]
[ROW][C]40[/C][C]-0.071065[/C][C]-0.7351[/C][C]0.231942[/C][/ROW]
[ROW][C]41[/C][C]-0.006617[/C][C]-0.0684[/C][C]0.472779[/C][/ROW]
[ROW][C]42[/C][C]-0.041907[/C][C]-0.4335[/C][C]0.332767[/C][/ROW]
[ROW][C]43[/C][C]0.092139[/C][C]0.9531[/C][C]0.171346[/C][/ROW]
[ROW][C]44[/C][C]-0.043472[/C][C]-0.4497[/C][C]0.326925[/C][/ROW]
[ROW][C]45[/C][C]-0.022642[/C][C]-0.2342[/C][C]0.407634[/C][/ROW]
[ROW][C]46[/C][C]0.024578[/C][C]0.2542[/C][C]0.399901[/C][/ROW]
[ROW][C]47[/C][C]-0.077507[/C][C]-0.8017[/C][C]0.212241[/C][/ROW]
[ROW][C]48[/C][C]-0.06861[/C][C]-0.7097[/C][C]0.239714[/C][/ROW]
[ROW][C]49[/C][C]-0.028721[/C][C]-0.2971[/C][C]0.383485[/C][/ROW]
[ROW][C]50[/C][C]0.104455[/C][C]1.0805[/C][C]0.141177[/C][/ROW]
[ROW][C]51[/C][C]-0.076732[/C][C]-0.7937[/C][C]0.214556[/C][/ROW]
[ROW][C]52[/C][C]-0.017876[/C][C]-0.1849[/C][C]0.426825[/C][/ROW]
[ROW][C]53[/C][C]-0.057685[/C][C]-0.5967[/C][C]0.275986[/C][/ROW]
[ROW][C]54[/C][C]0.052407[/C][C]0.5421[/C][C]0.294438[/C][/ROW]
[ROW][C]55[/C][C]0.008288[/C][C]0.0857[/C][C]0.465918[/C][/ROW]
[ROW][C]56[/C][C]-0.022142[/C][C]-0.229[/C][C]0.409638[/C][/ROW]
[ROW][C]57[/C][C]0.021982[/C][C]0.2274[/C][C]0.410281[/C][/ROW]
[ROW][C]58[/C][C]-0.114165[/C][C]-1.1809[/C][C]0.120124[/C][/ROW]
[ROW][C]59[/C][C]0.078137[/C][C]0.8083[/C][C]0.210369[/C][/ROW]
[ROW][C]60[/C][C]0.016558[/C][C]0.1713[/C][C]0.432167[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34838&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34838&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	-0.03872	-0.4005	0.344786
2	0.053529	0.5537	0.290467
3	-0.04242	-0.4388	0.330849
4	0.071157	0.7361	0.231655
5	-0.002401	-0.0248	0.490118
6	0.027997	0.2896	0.386339
7	0.129702	1.3416	0.091276
8	-0.074284	-0.7684	0.221971
9	0.158189	1.6363	0.052355
10	-0.084056	-0.8695	0.193265
11	0.184923	1.9129	0.02922
12	-0.146706	-1.5175	0.06604
13	-0.003589	-0.0371	0.485226
14	0.039114	0.4046	0.343289
15	-0.04277	-0.4424	0.329542
16	-0.025205	-0.2607	0.397406
17	-0.08405	-0.8694	0.193281
18	-0.014195	-0.1468	0.441768
19	-0.101701	-1.052	0.147583
20	0.055882	0.578	0.282224
21	0.096293	0.9961	0.160733
22	0.058022	0.6002	0.274826
23	-0.026221	-0.2712	0.393366
24	-0.059108	-0.6114	0.271111
25	-0.065073	-0.6731	0.25116
26	-0.029364	-0.3037	0.380958
27	0.029604	0.3062	0.380014
28	0.013844	0.1432	0.4432
29	0.060917	0.6301	0.264975
30	-0.077531	-0.802	0.21217
31	-0.063653	-0.6584	0.255836
32	0.070771	0.7321	0.232867
33	-0.033307	-0.3445	0.365561
34	-0.052406	-0.5421	0.294443
35	0.030121	0.3116	0.377986
36	-0.073443	-0.7597	0.224553
37	0.017072	0.1766	0.43008
38	0.002267	0.0235	0.490666
39	-0.102154	-1.0567	0.146516
40	-0.071065	-0.7351	0.231942
41	-0.006617	-0.0684	0.472779
42	-0.041907	-0.4335	0.332767
43	0.092139	0.9531	0.171346
44	-0.043472	-0.4497	0.326925
45	-0.022642	-0.2342	0.407634
46	0.024578	0.2542	0.399901
47	-0.077507	-0.8017	0.212241
48	-0.06861	-0.7097	0.239714
49	-0.028721	-0.2971	0.383485
50	0.104455	1.0805	0.141177
51	-0.076732	-0.7937	0.214556
52	-0.017876	-0.1849	0.426825
53	-0.057685	-0.5967	0.275986
54	0.052407	0.5421	0.294438
55	0.008288	0.0857	0.465918
56	-0.022142	-0.229	0.409638
57	0.021982	0.2274	0.410281
58	-0.114165	-1.1809	0.120124
59	0.078137	0.8083	0.210369
60	0.016558	0.1713	0.432167

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.03872	-0.4005	0.344786
2	0.052108	0.539	0.295501
3	-0.0386	-0.3993	0.345241
4	0.065852	0.6812	0.248615
5	0.006454	0.0668	0.473448
6	0.019893	0.2058	0.418678
7	0.137874	1.4262	0.078364
8	-0.074154	-0.7671	0.222369
9	0.148013	1.5311	0.064353
10	-0.066826	-0.6913	0.245452
11	0.155472	1.6082	0.055367
12	-0.127473	-1.3186	0.095061
13	-0.047599	-0.4924	0.311736
14	0.061473	0.6359	0.263104
15	-0.077007	-0.7966	0.213734
16	-0.044079	-0.456	0.324674
17	-0.061097	-0.632	0.264371
18	-0.092452	-0.9563	0.170531
19	-0.016704	-0.1728	0.431573
20	-0.018754	-0.194	0.423276
21	0.179011	1.8517	0.033413
22	0.04221	0.4366	0.33163
23	0.019313	0.1998	0.421019
24	-0.023967	-0.2479	0.402337
25	-0.108535	-1.1227	0.13204
26	0.031499	0.3258	0.372596
27	0.006299	0.0652	0.474087
28	0.007477	0.0773	0.469247
29	0.075766	0.7837	0.217466
30	-0.132862	-1.3743	0.086104
31	-0.071331	-0.7378	0.231111
32	0.048069	0.4972	0.310024
33	-0.030572	-0.3162	0.376219
34	-0.017168	-0.1776	0.42969
35	0.019175	0.1983	0.421574
36	-0.090925	-0.9405	0.17453
37	0.049021	0.5071	0.306571
38	0.004758	0.0492	0.480421
39	-0.077084	-0.7974	0.213502
40	-0.038954	-0.4029	0.343899
41	-0.009479	-0.098	0.461039
42	-0.074732	-0.773	0.220602
43	0.073124	0.7564	0.225536
44	-0.041516	-0.4294	0.334232
45	0.057045	0.5901	0.278191
46	0.04438	0.4591	0.323557
47	-0.064746	-0.6697	0.252234
48	-0.092098	-0.9527	0.171452
49	-0.063703	-0.659	0.255671
50	0.121384	1.2556	0.105997
51	-0.044573	-0.4611	0.322842
52	-0.058738	-0.6076	0.272372
53	-0.013365	-0.1382	0.445153
54	-0.017953	-0.1857	0.426512
55	0.057333	0.5931	0.277197
56	-0.047376	-0.4901	0.312545
57	0.010993	0.1137	0.45484
58	-0.086707	-0.8969	0.185891
59	0.045991	0.4757	0.317618
60	0.103466	1.0703	0.143454

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.03872 & -0.4005 & 0.344786 \tabularnewline
2 & 0.052108 & 0.539 & 0.295501 \tabularnewline
3 & -0.0386 & -0.3993 & 0.345241 \tabularnewline
4 & 0.065852 & 0.6812 & 0.248615 \tabularnewline
5 & 0.006454 & 0.0668 & 0.473448 \tabularnewline
6 & 0.019893 & 0.2058 & 0.418678 \tabularnewline
7 & 0.137874 & 1.4262 & 0.078364 \tabularnewline
8 & -0.074154 & -0.7671 & 0.222369 \tabularnewline
9 & 0.148013 & 1.5311 & 0.064353 \tabularnewline
10 & -0.066826 & -0.6913 & 0.245452 \tabularnewline
11 & 0.155472 & 1.6082 & 0.055367 \tabularnewline
12 & -0.127473 & -1.3186 & 0.095061 \tabularnewline
13 & -0.047599 & -0.4924 & 0.311736 \tabularnewline
14 & 0.061473 & 0.6359 & 0.263104 \tabularnewline
15 & -0.077007 & -0.7966 & 0.213734 \tabularnewline
16 & -0.044079 & -0.456 & 0.324674 \tabularnewline
17 & -0.061097 & -0.632 & 0.264371 \tabularnewline
18 & -0.092452 & -0.9563 & 0.170531 \tabularnewline
19 & -0.016704 & -0.1728 & 0.431573 \tabularnewline
20 & -0.018754 & -0.194 & 0.423276 \tabularnewline
21 & 0.179011 & 1.8517 & 0.033413 \tabularnewline
22 & 0.04221 & 0.4366 & 0.33163 \tabularnewline
23 & 0.019313 & 0.1998 & 0.421019 \tabularnewline
24 & -0.023967 & -0.2479 & 0.402337 \tabularnewline
25 & -0.108535 & -1.1227 & 0.13204 \tabularnewline
26 & 0.031499 & 0.3258 & 0.372596 \tabularnewline
27 & 0.006299 & 0.0652 & 0.474087 \tabularnewline
28 & 0.007477 & 0.0773 & 0.469247 \tabularnewline
29 & 0.075766 & 0.7837 & 0.217466 \tabularnewline
30 & -0.132862 & -1.3743 & 0.086104 \tabularnewline
31 & -0.071331 & -0.7378 & 0.231111 \tabularnewline
32 & 0.048069 & 0.4972 & 0.310024 \tabularnewline
33 & -0.030572 & -0.3162 & 0.376219 \tabularnewline
34 & -0.017168 & -0.1776 & 0.42969 \tabularnewline
35 & 0.019175 & 0.1983 & 0.421574 \tabularnewline
36 & -0.090925 & -0.9405 & 0.17453 \tabularnewline
37 & 0.049021 & 0.5071 & 0.306571 \tabularnewline
38 & 0.004758 & 0.0492 & 0.480421 \tabularnewline
39 & -0.077084 & -0.7974 & 0.213502 \tabularnewline
40 & -0.038954 & -0.4029 & 0.343899 \tabularnewline
41 & -0.009479 & -0.098 & 0.461039 \tabularnewline
42 & -0.074732 & -0.773 & 0.220602 \tabularnewline
43 & 0.073124 & 0.7564 & 0.225536 \tabularnewline
44 & -0.041516 & -0.4294 & 0.334232 \tabularnewline
45 & 0.057045 & 0.5901 & 0.278191 \tabularnewline
46 & 0.04438 & 0.4591 & 0.323557 \tabularnewline
47 & -0.064746 & -0.6697 & 0.252234 \tabularnewline
48 & -0.092098 & -0.9527 & 0.171452 \tabularnewline
49 & -0.063703 & -0.659 & 0.255671 \tabularnewline
50 & 0.121384 & 1.2556 & 0.105997 \tabularnewline
51 & -0.044573 & -0.4611 & 0.322842 \tabularnewline
52 & -0.058738 & -0.6076 & 0.272372 \tabularnewline
53 & -0.013365 & -0.1382 & 0.445153 \tabularnewline
54 & -0.017953 & -0.1857 & 0.426512 \tabularnewline
55 & 0.057333 & 0.5931 & 0.277197 \tabularnewline
56 & -0.047376 & -0.4901 & 0.312545 \tabularnewline
57 & 0.010993 & 0.1137 & 0.45484 \tabularnewline
58 & -0.086707 & -0.8969 & 0.185891 \tabularnewline
59 & 0.045991 & 0.4757 & 0.317618 \tabularnewline
60 & 0.103466 & 1.0703 & 0.143454 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34838&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]-0.03872[/C][C]-0.4005[/C][C]0.344786[/C][/ROW]
[ROW][C]2[/C][C]0.052108[/C][C]0.539[/C][C]0.295501[/C][/ROW]
[ROW][C]3[/C][C]-0.0386[/C][C]-0.3993[/C][C]0.345241[/C][/ROW]
[ROW][C]4[/C][C]0.065852[/C][C]0.6812[/C][C]0.248615[/C][/ROW]
[ROW][C]5[/C][C]0.006454[/C][C]0.0668[/C][C]0.473448[/C][/ROW]
[ROW][C]6[/C][C]0.019893[/C][C]0.2058[/C][C]0.418678[/C][/ROW]
[ROW][C]7[/C][C]0.137874[/C][C]1.4262[/C][C]0.078364[/C][/ROW]
[ROW][C]8[/C][C]-0.074154[/C][C]-0.7671[/C][C]0.222369[/C][/ROW]
[ROW][C]9[/C][C]0.148013[/C][C]1.5311[/C][C]0.064353[/C][/ROW]
[ROW][C]10[/C][C]-0.066826[/C][C]-0.6913[/C][C]0.245452[/C][/ROW]
[ROW][C]11[/C][C]0.155472[/C][C]1.6082[/C][C]0.055367[/C][/ROW]
[ROW][C]12[/C][C]-0.127473[/C][C]-1.3186[/C][C]0.095061[/C][/ROW]
[ROW][C]13[/C][C]-0.047599[/C][C]-0.4924[/C][C]0.311736[/C][/ROW]
[ROW][C]14[/C][C]0.061473[/C][C]0.6359[/C][C]0.263104[/C][/ROW]
[ROW][C]15[/C][C]-0.077007[/C][C]-0.7966[/C][C]0.213734[/C][/ROW]
[ROW][C]16[/C][C]-0.044079[/C][C]-0.456[/C][C]0.324674[/C][/ROW]
[ROW][C]17[/C][C]-0.061097[/C][C]-0.632[/C][C]0.264371[/C][/ROW]
[ROW][C]18[/C][C]-0.092452[/C][C]-0.9563[/C][C]0.170531[/C][/ROW]
[ROW][C]19[/C][C]-0.016704[/C][C]-0.1728[/C][C]0.431573[/C][/ROW]
[ROW][C]20[/C][C]-0.018754[/C][C]-0.194[/C][C]0.423276[/C][/ROW]
[ROW][C]21[/C][C]0.179011[/C][C]1.8517[/C][C]0.033413[/C][/ROW]
[ROW][C]22[/C][C]0.04221[/C][C]0.4366[/C][C]0.33163[/C][/ROW]
[ROW][C]23[/C][C]0.019313[/C][C]0.1998[/C][C]0.421019[/C][/ROW]
[ROW][C]24[/C][C]-0.023967[/C][C]-0.2479[/C][C]0.402337[/C][/ROW]
[ROW][C]25[/C][C]-0.108535[/C][C]-1.1227[/C][C]0.13204[/C][/ROW]
[ROW][C]26[/C][C]0.031499[/C][C]0.3258[/C][C]0.372596[/C][/ROW]
[ROW][C]27[/C][C]0.006299[/C][C]0.0652[/C][C]0.474087[/C][/ROW]
[ROW][C]28[/C][C]0.007477[/C][C]0.0773[/C][C]0.469247[/C][/ROW]
[ROW][C]29[/C][C]0.075766[/C][C]0.7837[/C][C]0.217466[/C][/ROW]
[ROW][C]30[/C][C]-0.132862[/C][C]-1.3743[/C][C]0.086104[/C][/ROW]
[ROW][C]31[/C][C]-0.071331[/C][C]-0.7378[/C][C]0.231111[/C][/ROW]
[ROW][C]32[/C][C]0.048069[/C][C]0.4972[/C][C]0.310024[/C][/ROW]
[ROW][C]33[/C][C]-0.030572[/C][C]-0.3162[/C][C]0.376219[/C][/ROW]
[ROW][C]34[/C][C]-0.017168[/C][C]-0.1776[/C][C]0.42969[/C][/ROW]
[ROW][C]35[/C][C]0.019175[/C][C]0.1983[/C][C]0.421574[/C][/ROW]
[ROW][C]36[/C][C]-0.090925[/C][C]-0.9405[/C][C]0.17453[/C][/ROW]
[ROW][C]37[/C][C]0.049021[/C][C]0.5071[/C][C]0.306571[/C][/ROW]
[ROW][C]38[/C][C]0.004758[/C][C]0.0492[/C][C]0.480421[/C][/ROW]
[ROW][C]39[/C][C]-0.077084[/C][C]-0.7974[/C][C]0.213502[/C][/ROW]
[ROW][C]40[/C][C]-0.038954[/C][C]-0.4029[/C][C]0.343899[/C][/ROW]
[ROW][C]41[/C][C]-0.009479[/C][C]-0.098[/C][C]0.461039[/C][/ROW]
[ROW][C]42[/C][C]-0.074732[/C][C]-0.773[/C][C]0.220602[/C][/ROW]
[ROW][C]43[/C][C]0.073124[/C][C]0.7564[/C][C]0.225536[/C][/ROW]
[ROW][C]44[/C][C]-0.041516[/C][C]-0.4294[/C][C]0.334232[/C][/ROW]
[ROW][C]45[/C][C]0.057045[/C][C]0.5901[/C][C]0.278191[/C][/ROW]
[ROW][C]46[/C][C]0.04438[/C][C]0.4591[/C][C]0.323557[/C][/ROW]
[ROW][C]47[/C][C]-0.064746[/C][C]-0.6697[/C][C]0.252234[/C][/ROW]
[ROW][C]48[/C][C]-0.092098[/C][C]-0.9527[/C][C]0.171452[/C][/ROW]
[ROW][C]49[/C][C]-0.063703[/C][C]-0.659[/C][C]0.255671[/C][/ROW]
[ROW][C]50[/C][C]0.121384[/C][C]1.2556[/C][C]0.105997[/C][/ROW]
[ROW][C]51[/C][C]-0.044573[/C][C]-0.4611[/C][C]0.322842[/C][/ROW]
[ROW][C]52[/C][C]-0.058738[/C][C]-0.6076[/C][C]0.272372[/C][/ROW]
[ROW][C]53[/C][C]-0.013365[/C][C]-0.1382[/C][C]0.445153[/C][/ROW]
[ROW][C]54[/C][C]-0.017953[/C][C]-0.1857[/C][C]0.426512[/C][/ROW]
[ROW][C]55[/C][C]0.057333[/C][C]0.5931[/C][C]0.277197[/C][/ROW]
[ROW][C]56[/C][C]-0.047376[/C][C]-0.4901[/C][C]0.312545[/C][/ROW]
[ROW][C]57[/C][C]0.010993[/C][C]0.1137[/C][C]0.45484[/C][/ROW]
[ROW][C]58[/C][C]-0.086707[/C][C]-0.8969[/C][C]0.185891[/C][/ROW]
[ROW][C]59[/C][C]0.045991[/C][C]0.4757[/C][C]0.317618[/C][/ROW]
[ROW][C]60[/C][C]0.103466[/C][C]1.0703[/C][C]0.143454[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34838&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34838&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	-0.03872	-0.4005	0.344786
2	0.052108	0.539	0.295501
3	-0.0386	-0.3993	0.345241
4	0.065852	0.6812	0.248615
5	0.006454	0.0668	0.473448
6	0.019893	0.2058	0.418678
7	0.137874	1.4262	0.078364
8	-0.074154	-0.7671	0.222369
9	0.148013	1.5311	0.064353
10	-0.066826	-0.6913	0.245452
11	0.155472	1.6082	0.055367
12	-0.127473	-1.3186	0.095061
13	-0.047599	-0.4924	0.311736
14	0.061473	0.6359	0.263104
15	-0.077007	-0.7966	0.213734
16	-0.044079	-0.456	0.324674
17	-0.061097	-0.632	0.264371
18	-0.092452	-0.9563	0.170531
19	-0.016704	-0.1728	0.431573
20	-0.018754	-0.194	0.423276
21	0.179011	1.8517	0.033413
22	0.04221	0.4366	0.33163
23	0.019313	0.1998	0.421019
24	-0.023967	-0.2479	0.402337
25	-0.108535	-1.1227	0.13204
26	0.031499	0.3258	0.372596
27	0.006299	0.0652	0.474087
28	0.007477	0.0773	0.469247
29	0.075766	0.7837	0.217466
30	-0.132862	-1.3743	0.086104
31	-0.071331	-0.7378	0.231111
32	0.048069	0.4972	0.310024
33	-0.030572	-0.3162	0.376219
34	-0.017168	-0.1776	0.42969
35	0.019175	0.1983	0.421574
36	-0.090925	-0.9405	0.17453
37	0.049021	0.5071	0.306571
38	0.004758	0.0492	0.480421
39	-0.077084	-0.7974	0.213502
40	-0.038954	-0.4029	0.343899
41	-0.009479	-0.098	0.461039
42	-0.074732	-0.773	0.220602
43	0.073124	0.7564	0.225536
44	-0.041516	-0.4294	0.334232
45	0.057045	0.5901	0.278191
46	0.04438	0.4591	0.323557
47	-0.064746	-0.6697	0.252234
48	-0.092098	-0.9527	0.171452
49	-0.063703	-0.659	0.255671
50	0.121384	1.2556	0.105997
51	-0.044573	-0.4611	0.322842
52	-0.058738	-0.6076	0.272372
53	-0.013365	-0.1382	0.445153
54	-0.017953	-0.1857	0.426512
55	0.057333	0.5931	0.277197
56	-0.047376	-0.4901	0.312545
57	0.010993	0.1137	0.45484
58	-0.086707	-0.8969	0.185891
59	0.045991	0.4757	0.317618
60	0.103466	1.0703	0.143454

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 = 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