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 09:23:46 -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/t12296174521u8q63zoj6zrump.htm/, Retrieved Sun, 12 May 2024 04:53:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34876, Retrieved Sun, 12 May 2024 04:53:47 +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

154

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

-       [(Partial) Autocorrelation Function] [acf Belgie] [2008-12-18 16:23:46] [b0654df83a8a0e1de3ceb7bf60f0d58f] [Current]
-   P     [(Partial) Autocorrelation Function] [acf paper d=1 D=0] [2008-12-18 18:54:33] [005293453b571dbccb80b45226e44173] 
-   P       [(Partial) Autocorrelation Function] [acf d=1 D=1] [2008-12-18 19:00:40] [005293453b571dbccb80b45226e44173] 
- RMP         [ARIMA Backward Selection] [arima backward be...] [2008-12-18 21:15:10] [005293453b571dbccb80b45226e44173] 
-   P           [ARIMA Backward Selection] [arima backward be...] [2008-12-18 21:23:00] [005293453b571dbccb80b45226e44173] 
-   P             [ARIMA Backward Selection] [ARIMA backward se...] [2008-12-19 13:43:32] [005293453b571dbccb80b45226e44173] 
- RMPD            [ARIMA Forecasting] [ARIMA backward se...] [2008-12-19 13:58:34] [005293453b571dbccb80b45226e44173] 
- RMPD            [ARIMA Forecasting] [ARIMA forecast we...] [2008-12-19 13:58:34] [a18c43c8b63fa6800a53bb187b9ddd45] 
- RMPD            [ARIMA Forecasting] [ARIMA backward se...] [2008-12-19 13:58:34] [a18c43c8b63fa6800a53bb187b9ddd45] 
-   PD            [ARIMA Backward Selection] [ARIMA backward se...] [2008-12-19 14:06:50] [a18c43c8b63fa6800a53bb187b9ddd45] 
- RMP             [ARIMA Forecasting] [ARIMA forecast we...] [2008-12-19 14:12:25] [a18c43c8b63fa6800a53bb187b9ddd45] 

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	3 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 & 3 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=34876&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34876&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34876&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.884027	6.8476	0
2	0.725621	5.6206	0
3	0.607183	4.7032	8e-06
4	0.520334	4.0305	8e-05
5	0.478928	3.7098	0.000228
6	0.441293	3.4182	0.000569
7	0.371436	2.8771	0.002775
8	0.297264	2.3026	0.012393
9	0.28446	2.2034	0.015708
10	0.321311	2.4889	0.007804
11	0.385511	2.9862	0.002043
12	0.403889	3.1285	0.001356
13	0.274117	2.1233	0.018931
14	0.129858	1.0059	0.159257
15	0.018738	0.1451	0.442543
16	-0.067446	-0.5224	0.301646
17	-0.109251	-0.8463	0.200387
18	-0.150122	-1.1628	0.124749
19	-0.212564	-1.6465	0.052444
20	-0.273636	-2.1196	0.019094
21	-0.273112	-2.1155	0.019273
22	-0.235411	-1.8235	0.036606
23	-0.179432	-1.3899	0.084851
24	-0.152348	-1.1801	0.121313
25	-0.211896	-1.6413	0.052979
26	-0.288029	-2.2311	0.014713
27	-0.333052	-2.5798	0.006176
28	-0.354841	-2.7486	0.003947
29	-0.351211	-2.7205	0.004258
30	-0.351072	-2.7194	0.004271
31	-0.364836	-2.826	0.003196
32	-0.376632	-2.9174	0.00248
33	-0.343332	-2.6594	0.005011
34	-0.28513	-2.2086	0.015516
35	-0.215352	-1.6681	0.050253
36	-0.163262	-1.2646	0.105449
37	-0.173554	-1.3443	0.091949
38	-0.195686	-1.5158	0.067414
39	-0.191056	-1.4799	0.072064
40	-0.18682	-1.4471	0.076536
41	-0.174093	-1.3485	0.09128
42	-0.161877	-1.2539	0.107372
43	-0.156662	-1.2135	0.114847
44	-0.151053	-1.1701	0.123303
45	-0.115263	-0.8928	0.187759
46	-0.067398	-0.5221	0.301774
47	-0.01827	-0.1415	0.443967
48	0.022813	0.1767	0.430165
49	0.030286	0.2346	0.40766
50	0.033382	0.2586	0.398424
51	0.042198	0.3269	0.372454
52	0.034817	0.2697	0.39416
53	0.026533	0.2055	0.418929
54	0.02166	0.1678	0.433661
55	0.012872	0.0997	0.460456
56	0.004318	0.0335	0.486713
57	0.006589	0.051	0.479731
58	0.005808	0.045	0.482133
59	-0.001547	-0.012	0.495241
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.884027 & 6.8476 & 0 \tabularnewline
2 & 0.725621 & 5.6206 & 0 \tabularnewline
3 & 0.607183 & 4.7032 & 8e-06 \tabularnewline
4 & 0.520334 & 4.0305 & 8e-05 \tabularnewline
5 & 0.478928 & 3.7098 & 0.000228 \tabularnewline
6 & 0.441293 & 3.4182 & 0.000569 \tabularnewline
7 & 0.371436 & 2.8771 & 0.002775 \tabularnewline
8 & 0.297264 & 2.3026 & 0.012393 \tabularnewline
9 & 0.28446 & 2.2034 & 0.015708 \tabularnewline
10 & 0.321311 & 2.4889 & 0.007804 \tabularnewline
11 & 0.385511 & 2.9862 & 0.002043 \tabularnewline
12 & 0.403889 & 3.1285 & 0.001356 \tabularnewline
13 & 0.274117 & 2.1233 & 0.018931 \tabularnewline
14 & 0.129858 & 1.0059 & 0.159257 \tabularnewline
15 & 0.018738 & 0.1451 & 0.442543 \tabularnewline
16 & -0.067446 & -0.5224 & 0.301646 \tabularnewline
17 & -0.109251 & -0.8463 & 0.200387 \tabularnewline
18 & -0.150122 & -1.1628 & 0.124749 \tabularnewline
19 & -0.212564 & -1.6465 & 0.052444 \tabularnewline
20 & -0.273636 & -2.1196 & 0.019094 \tabularnewline
21 & -0.273112 & -2.1155 & 0.019273 \tabularnewline
22 & -0.235411 & -1.8235 & 0.036606 \tabularnewline
23 & -0.179432 & -1.3899 & 0.084851 \tabularnewline
24 & -0.152348 & -1.1801 & 0.121313 \tabularnewline
25 & -0.211896 & -1.6413 & 0.052979 \tabularnewline
26 & -0.288029 & -2.2311 & 0.014713 \tabularnewline
27 & -0.333052 & -2.5798 & 0.006176 \tabularnewline
28 & -0.354841 & -2.7486 & 0.003947 \tabularnewline
29 & -0.351211 & -2.7205 & 0.004258 \tabularnewline
30 & -0.351072 & -2.7194 & 0.004271 \tabularnewline
31 & -0.364836 & -2.826 & 0.003196 \tabularnewline
32 & -0.376632 & -2.9174 & 0.00248 \tabularnewline
33 & -0.343332 & -2.6594 & 0.005011 \tabularnewline
34 & -0.28513 & -2.2086 & 0.015516 \tabularnewline
35 & -0.215352 & -1.6681 & 0.050253 \tabularnewline
36 & -0.163262 & -1.2646 & 0.105449 \tabularnewline
37 & -0.173554 & -1.3443 & 0.091949 \tabularnewline
38 & -0.195686 & -1.5158 & 0.067414 \tabularnewline
39 & -0.191056 & -1.4799 & 0.072064 \tabularnewline
40 & -0.18682 & -1.4471 & 0.076536 \tabularnewline
41 & -0.174093 & -1.3485 & 0.09128 \tabularnewline
42 & -0.161877 & -1.2539 & 0.107372 \tabularnewline
43 & -0.156662 & -1.2135 & 0.114847 \tabularnewline
44 & -0.151053 & -1.1701 & 0.123303 \tabularnewline
45 & -0.115263 & -0.8928 & 0.187759 \tabularnewline
46 & -0.067398 & -0.5221 & 0.301774 \tabularnewline
47 & -0.01827 & -0.1415 & 0.443967 \tabularnewline
48 & 0.022813 & 0.1767 & 0.430165 \tabularnewline
49 & 0.030286 & 0.2346 & 0.40766 \tabularnewline
50 & 0.033382 & 0.2586 & 0.398424 \tabularnewline
51 & 0.042198 & 0.3269 & 0.372454 \tabularnewline
52 & 0.034817 & 0.2697 & 0.39416 \tabularnewline
53 & 0.026533 & 0.2055 & 0.418929 \tabularnewline
54 & 0.02166 & 0.1678 & 0.433661 \tabularnewline
55 & 0.012872 & 0.0997 & 0.460456 \tabularnewline
56 & 0.004318 & 0.0335 & 0.486713 \tabularnewline
57 & 0.006589 & 0.051 & 0.479731 \tabularnewline
58 & 0.005808 & 0.045 & 0.482133 \tabularnewline
59 & -0.001547 & -0.012 & 0.495241 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34876&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]0.884027[/C][C]6.8476[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.725621[/C][C]5.6206[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.607183[/C][C]4.7032[/C][C]8e-06[/C][/ROW]
[ROW][C]4[/C][C]0.520334[/C][C]4.0305[/C][C]8e-05[/C][/ROW]
[ROW][C]5[/C][C]0.478928[/C][C]3.7098[/C][C]0.000228[/C][/ROW]
[ROW][C]6[/C][C]0.441293[/C][C]3.4182[/C][C]0.000569[/C][/ROW]
[ROW][C]7[/C][C]0.371436[/C][C]2.8771[/C][C]0.002775[/C][/ROW]
[ROW][C]8[/C][C]0.297264[/C][C]2.3026[/C][C]0.012393[/C][/ROW]
[ROW][C]9[/C][C]0.28446[/C][C]2.2034[/C][C]0.015708[/C][/ROW]
[ROW][C]10[/C][C]0.321311[/C][C]2.4889[/C][C]0.007804[/C][/ROW]
[ROW][C]11[/C][C]0.385511[/C][C]2.9862[/C][C]0.002043[/C][/ROW]
[ROW][C]12[/C][C]0.403889[/C][C]3.1285[/C][C]0.001356[/C][/ROW]
[ROW][C]13[/C][C]0.274117[/C][C]2.1233[/C][C]0.018931[/C][/ROW]
[ROW][C]14[/C][C]0.129858[/C][C]1.0059[/C][C]0.159257[/C][/ROW]
[ROW][C]15[/C][C]0.018738[/C][C]0.1451[/C][C]0.442543[/C][/ROW]
[ROW][C]16[/C][C]-0.067446[/C][C]-0.5224[/C][C]0.301646[/C][/ROW]
[ROW][C]17[/C][C]-0.109251[/C][C]-0.8463[/C][C]0.200387[/C][/ROW]
[ROW][C]18[/C][C]-0.150122[/C][C]-1.1628[/C][C]0.124749[/C][/ROW]
[ROW][C]19[/C][C]-0.212564[/C][C]-1.6465[/C][C]0.052444[/C][/ROW]
[ROW][C]20[/C][C]-0.273636[/C][C]-2.1196[/C][C]0.019094[/C][/ROW]
[ROW][C]21[/C][C]-0.273112[/C][C]-2.1155[/C][C]0.019273[/C][/ROW]
[ROW][C]22[/C][C]-0.235411[/C][C]-1.8235[/C][C]0.036606[/C][/ROW]
[ROW][C]23[/C][C]-0.179432[/C][C]-1.3899[/C][C]0.084851[/C][/ROW]
[ROW][C]24[/C][C]-0.152348[/C][C]-1.1801[/C][C]0.121313[/C][/ROW]
[ROW][C]25[/C][C]-0.211896[/C][C]-1.6413[/C][C]0.052979[/C][/ROW]
[ROW][C]26[/C][C]-0.288029[/C][C]-2.2311[/C][C]0.014713[/C][/ROW]
[ROW][C]27[/C][C]-0.333052[/C][C]-2.5798[/C][C]0.006176[/C][/ROW]
[ROW][C]28[/C][C]-0.354841[/C][C]-2.7486[/C][C]0.003947[/C][/ROW]
[ROW][C]29[/C][C]-0.351211[/C][C]-2.7205[/C][C]0.004258[/C][/ROW]
[ROW][C]30[/C][C]-0.351072[/C][C]-2.7194[/C][C]0.004271[/C][/ROW]
[ROW][C]31[/C][C]-0.364836[/C][C]-2.826[/C][C]0.003196[/C][/ROW]
[ROW][C]32[/C][C]-0.376632[/C][C]-2.9174[/C][C]0.00248[/C][/ROW]
[ROW][C]33[/C][C]-0.343332[/C][C]-2.6594[/C][C]0.005011[/C][/ROW]
[ROW][C]34[/C][C]-0.28513[/C][C]-2.2086[/C][C]0.015516[/C][/ROW]
[ROW][C]35[/C][C]-0.215352[/C][C]-1.6681[/C][C]0.050253[/C][/ROW]
[ROW][C]36[/C][C]-0.163262[/C][C]-1.2646[/C][C]0.105449[/C][/ROW]
[ROW][C]37[/C][C]-0.173554[/C][C]-1.3443[/C][C]0.091949[/C][/ROW]
[ROW][C]38[/C][C]-0.195686[/C][C]-1.5158[/C][C]0.067414[/C][/ROW]
[ROW][C]39[/C][C]-0.191056[/C][C]-1.4799[/C][C]0.072064[/C][/ROW]
[ROW][C]40[/C][C]-0.18682[/C][C]-1.4471[/C][C]0.076536[/C][/ROW]
[ROW][C]41[/C][C]-0.174093[/C][C]-1.3485[/C][C]0.09128[/C][/ROW]
[ROW][C]42[/C][C]-0.161877[/C][C]-1.2539[/C][C]0.107372[/C][/ROW]
[ROW][C]43[/C][C]-0.156662[/C][C]-1.2135[/C][C]0.114847[/C][/ROW]
[ROW][C]44[/C][C]-0.151053[/C][C]-1.1701[/C][C]0.123303[/C][/ROW]
[ROW][C]45[/C][C]-0.115263[/C][C]-0.8928[/C][C]0.187759[/C][/ROW]
[ROW][C]46[/C][C]-0.067398[/C][C]-0.5221[/C][C]0.301774[/C][/ROW]
[ROW][C]47[/C][C]-0.01827[/C][C]-0.1415[/C][C]0.443967[/C][/ROW]
[ROW][C]48[/C][C]0.022813[/C][C]0.1767[/C][C]0.430165[/C][/ROW]
[ROW][C]49[/C][C]0.030286[/C][C]0.2346[/C][C]0.40766[/C][/ROW]
[ROW][C]50[/C][C]0.033382[/C][C]0.2586[/C][C]0.398424[/C][/ROW]
[ROW][C]51[/C][C]0.042198[/C][C]0.3269[/C][C]0.372454[/C][/ROW]
[ROW][C]52[/C][C]0.034817[/C][C]0.2697[/C][C]0.39416[/C][/ROW]
[ROW][C]53[/C][C]0.026533[/C][C]0.2055[/C][C]0.418929[/C][/ROW]
[ROW][C]54[/C][C]0.02166[/C][C]0.1678[/C][C]0.433661[/C][/ROW]
[ROW][C]55[/C][C]0.012872[/C][C]0.0997[/C][C]0.460456[/C][/ROW]
[ROW][C]56[/C][C]0.004318[/C][C]0.0335[/C][C]0.486713[/C][/ROW]
[ROW][C]57[/C][C]0.006589[/C][C]0.051[/C][C]0.479731[/C][/ROW]
[ROW][C]58[/C][C]0.005808[/C][C]0.045[/C][C]0.482133[/C][/ROW]
[ROW][C]59[/C][C]-0.001547[/C][C]-0.012[/C][C]0.495241[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34876&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34876&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	0.884027	6.8476	0
2	0.725621	5.6206	0
3	0.607183	4.7032	8e-06
4	0.520334	4.0305	8e-05
5	0.478928	3.7098	0.000228
6	0.441293	3.4182	0.000569
7	0.371436	2.8771	0.002775
8	0.297264	2.3026	0.012393
9	0.28446	2.2034	0.015708
10	0.321311	2.4889	0.007804
11	0.385511	2.9862	0.002043
12	0.403889	3.1285	0.001356
13	0.274117	2.1233	0.018931
14	0.129858	1.0059	0.159257
15	0.018738	0.1451	0.442543
16	-0.067446	-0.5224	0.301646
17	-0.109251	-0.8463	0.200387
18	-0.150122	-1.1628	0.124749
19	-0.212564	-1.6465	0.052444
20	-0.273636	-2.1196	0.019094
21	-0.273112	-2.1155	0.019273
22	-0.235411	-1.8235	0.036606
23	-0.179432	-1.3899	0.084851
24	-0.152348	-1.1801	0.121313
25	-0.211896	-1.6413	0.052979
26	-0.288029	-2.2311	0.014713
27	-0.333052	-2.5798	0.006176
28	-0.354841	-2.7486	0.003947
29	-0.351211	-2.7205	0.004258
30	-0.351072	-2.7194	0.004271
31	-0.364836	-2.826	0.003196
32	-0.376632	-2.9174	0.00248
33	-0.343332	-2.6594	0.005011
34	-0.28513	-2.2086	0.015516
35	-0.215352	-1.6681	0.050253
36	-0.163262	-1.2646	0.105449
37	-0.173554	-1.3443	0.091949
38	-0.195686	-1.5158	0.067414
39	-0.191056	-1.4799	0.072064
40	-0.18682	-1.4471	0.076536
41	-0.174093	-1.3485	0.09128
42	-0.161877	-1.2539	0.107372
43	-0.156662	-1.2135	0.114847
44	-0.151053	-1.1701	0.123303
45	-0.115263	-0.8928	0.187759
46	-0.067398	-0.5221	0.301774
47	-0.01827	-0.1415	0.443967
48	0.022813	0.1767	0.430165
49	0.030286	0.2346	0.40766
50	0.033382	0.2586	0.398424
51	0.042198	0.3269	0.372454
52	0.034817	0.2697	0.39416
53	0.026533	0.2055	0.418929
54	0.02166	0.1678	0.433661
55	0.012872	0.0997	0.460456
56	0.004318	0.0335	0.486713
57	0.006589	0.051	0.479731
58	0.005808	0.045	0.482133
59	-0.001547	-0.012	0.495241
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.884027	6.8476	0
2	-0.255758	-1.9811	0.026085
3	0.135894	1.0526	0.148366
4	0.000495	0.0038	0.498476
5	0.156549	1.2126	0.115014
6	-0.071421	-0.5532	0.291082
7	-0.109983	-0.8519	0.198822
8	0.003827	0.0296	0.488225
9	0.252054	1.9524	0.02778
10	0.110077	0.8526	0.198622
11	0.145255	1.1251	0.132506
12	-0.185325	-1.4355	0.078166
13	-0.570856	-4.4218	2.1e-05
14	0.099644	0.7718	0.22162
15	-0.120099	-0.9303	0.177977
16	-0.033438	-0.259	0.398257
17	0.024521	0.1899	0.424999
18	-0.048217	-0.3735	0.355052
19	0.080579	0.6242	0.267444
20	-0.057092	-0.4422	0.329956
21	-0.019615	-0.1519	0.439875
22	-0.10987	-0.851	0.199064
23	0.024843	0.1924	0.424027
24	0.035971	0.2786	0.390743
25	0.05517	0.4273	0.33533
26	-0.130562	-1.0113	0.157961
27	0.104292	0.8078	0.211187
28	-0.034276	-0.2655	0.395767
29	-0.036182	-0.2803	0.39012
30	-0.012663	-0.0981	0.461096
31	-0.028912	-0.224	0.411777
32	0.023975	0.1857	0.426648
33	-0.011876	-0.092	0.463506
34	-0.02652	-0.2054	0.418968
35	0.00961	0.0744	0.470453
36	0.022233	0.1722	0.431923
37	-0.05287	-0.4095	0.341805
38	0.046196	0.3578	0.360863
39	-0.022788	-0.1765	0.430241
40	-0.121889	-0.9441	0.174441
41	0.043207	0.3347	0.369518
42	-0.057619	-0.4463	0.328489
43	0.088512	0.6856	0.2478
44	-0.032919	-0.255	0.399803
45	-0.000377	-0.0029	0.498841
46	-0.04907	-0.3801	0.352608
47	0.005555	0.043	0.482912
48	-0.004686	-0.0363	0.485584
49	0.066874	0.518	0.30318
50	-0.025067	-0.1942	0.42335
51	-0.048425	-0.3751	0.354454
52	0.004969	0.0385	0.484713
53	-0.077113	-0.5973	0.276273
54	0.03998	0.3097	0.378937
55	-0.069278	-0.5366	0.296755
56	-0.018596	-0.144	0.442975
57	-0.069772	-0.5405	0.295442
58	-0.06238	-0.4832	0.315359
59	-0.070999	-0.55	0.292196
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.884027 & 6.8476 & 0 \tabularnewline
2 & -0.255758 & -1.9811 & 0.026085 \tabularnewline
3 & 0.135894 & 1.0526 & 0.148366 \tabularnewline
4 & 0.000495 & 0.0038 & 0.498476 \tabularnewline
5 & 0.156549 & 1.2126 & 0.115014 \tabularnewline
6 & -0.071421 & -0.5532 & 0.291082 \tabularnewline
7 & -0.109983 & -0.8519 & 0.198822 \tabularnewline
8 & 0.003827 & 0.0296 & 0.488225 \tabularnewline
9 & 0.252054 & 1.9524 & 0.02778 \tabularnewline
10 & 0.110077 & 0.8526 & 0.198622 \tabularnewline
11 & 0.145255 & 1.1251 & 0.132506 \tabularnewline
12 & -0.185325 & -1.4355 & 0.078166 \tabularnewline
13 & -0.570856 & -4.4218 & 2.1e-05 \tabularnewline
14 & 0.099644 & 0.7718 & 0.22162 \tabularnewline
15 & -0.120099 & -0.9303 & 0.177977 \tabularnewline
16 & -0.033438 & -0.259 & 0.398257 \tabularnewline
17 & 0.024521 & 0.1899 & 0.424999 \tabularnewline
18 & -0.048217 & -0.3735 & 0.355052 \tabularnewline
19 & 0.080579 & 0.6242 & 0.267444 \tabularnewline
20 & -0.057092 & -0.4422 & 0.329956 \tabularnewline
21 & -0.019615 & -0.1519 & 0.439875 \tabularnewline
22 & -0.10987 & -0.851 & 0.199064 \tabularnewline
23 & 0.024843 & 0.1924 & 0.424027 \tabularnewline
24 & 0.035971 & 0.2786 & 0.390743 \tabularnewline
25 & 0.05517 & 0.4273 & 0.33533 \tabularnewline
26 & -0.130562 & -1.0113 & 0.157961 \tabularnewline
27 & 0.104292 & 0.8078 & 0.211187 \tabularnewline
28 & -0.034276 & -0.2655 & 0.395767 \tabularnewline
29 & -0.036182 & -0.2803 & 0.39012 \tabularnewline
30 & -0.012663 & -0.0981 & 0.461096 \tabularnewline
31 & -0.028912 & -0.224 & 0.411777 \tabularnewline
32 & 0.023975 & 0.1857 & 0.426648 \tabularnewline
33 & -0.011876 & -0.092 & 0.463506 \tabularnewline
34 & -0.02652 & -0.2054 & 0.418968 \tabularnewline
35 & 0.00961 & 0.0744 & 0.470453 \tabularnewline
36 & 0.022233 & 0.1722 & 0.431923 \tabularnewline
37 & -0.05287 & -0.4095 & 0.341805 \tabularnewline
38 & 0.046196 & 0.3578 & 0.360863 \tabularnewline
39 & -0.022788 & -0.1765 & 0.430241 \tabularnewline
40 & -0.121889 & -0.9441 & 0.174441 \tabularnewline
41 & 0.043207 & 0.3347 & 0.369518 \tabularnewline
42 & -0.057619 & -0.4463 & 0.328489 \tabularnewline
43 & 0.088512 & 0.6856 & 0.2478 \tabularnewline
44 & -0.032919 & -0.255 & 0.399803 \tabularnewline
45 & -0.000377 & -0.0029 & 0.498841 \tabularnewline
46 & -0.04907 & -0.3801 & 0.352608 \tabularnewline
47 & 0.005555 & 0.043 & 0.482912 \tabularnewline
48 & -0.004686 & -0.0363 & 0.485584 \tabularnewline
49 & 0.066874 & 0.518 & 0.30318 \tabularnewline
50 & -0.025067 & -0.1942 & 0.42335 \tabularnewline
51 & -0.048425 & -0.3751 & 0.354454 \tabularnewline
52 & 0.004969 & 0.0385 & 0.484713 \tabularnewline
53 & -0.077113 & -0.5973 & 0.276273 \tabularnewline
54 & 0.03998 & 0.3097 & 0.378937 \tabularnewline
55 & -0.069278 & -0.5366 & 0.296755 \tabularnewline
56 & -0.018596 & -0.144 & 0.442975 \tabularnewline
57 & -0.069772 & -0.5405 & 0.295442 \tabularnewline
58 & -0.06238 & -0.4832 & 0.315359 \tabularnewline
59 & -0.070999 & -0.55 & 0.292196 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34876&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]0.884027[/C][C]6.8476[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.255758[/C][C]-1.9811[/C][C]0.026085[/C][/ROW]
[ROW][C]3[/C][C]0.135894[/C][C]1.0526[/C][C]0.148366[/C][/ROW]
[ROW][C]4[/C][C]0.000495[/C][C]0.0038[/C][C]0.498476[/C][/ROW]
[ROW][C]5[/C][C]0.156549[/C][C]1.2126[/C][C]0.115014[/C][/ROW]
[ROW][C]6[/C][C]-0.071421[/C][C]-0.5532[/C][C]0.291082[/C][/ROW]
[ROW][C]7[/C][C]-0.109983[/C][C]-0.8519[/C][C]0.198822[/C][/ROW]
[ROW][C]8[/C][C]0.003827[/C][C]0.0296[/C][C]0.488225[/C][/ROW]
[ROW][C]9[/C][C]0.252054[/C][C]1.9524[/C][C]0.02778[/C][/ROW]
[ROW][C]10[/C][C]0.110077[/C][C]0.8526[/C][C]0.198622[/C][/ROW]
[ROW][C]11[/C][C]0.145255[/C][C]1.1251[/C][C]0.132506[/C][/ROW]
[ROW][C]12[/C][C]-0.185325[/C][C]-1.4355[/C][C]0.078166[/C][/ROW]
[ROW][C]13[/C][C]-0.570856[/C][C]-4.4218[/C][C]2.1e-05[/C][/ROW]
[ROW][C]14[/C][C]0.099644[/C][C]0.7718[/C][C]0.22162[/C][/ROW]
[ROW][C]15[/C][C]-0.120099[/C][C]-0.9303[/C][C]0.177977[/C][/ROW]
[ROW][C]16[/C][C]-0.033438[/C][C]-0.259[/C][C]0.398257[/C][/ROW]
[ROW][C]17[/C][C]0.024521[/C][C]0.1899[/C][C]0.424999[/C][/ROW]
[ROW][C]18[/C][C]-0.048217[/C][C]-0.3735[/C][C]0.355052[/C][/ROW]
[ROW][C]19[/C][C]0.080579[/C][C]0.6242[/C][C]0.267444[/C][/ROW]
[ROW][C]20[/C][C]-0.057092[/C][C]-0.4422[/C][C]0.329956[/C][/ROW]
[ROW][C]21[/C][C]-0.019615[/C][C]-0.1519[/C][C]0.439875[/C][/ROW]
[ROW][C]22[/C][C]-0.10987[/C][C]-0.851[/C][C]0.199064[/C][/ROW]
[ROW][C]23[/C][C]0.024843[/C][C]0.1924[/C][C]0.424027[/C][/ROW]
[ROW][C]24[/C][C]0.035971[/C][C]0.2786[/C][C]0.390743[/C][/ROW]
[ROW][C]25[/C][C]0.05517[/C][C]0.4273[/C][C]0.33533[/C][/ROW]
[ROW][C]26[/C][C]-0.130562[/C][C]-1.0113[/C][C]0.157961[/C][/ROW]
[ROW][C]27[/C][C]0.104292[/C][C]0.8078[/C][C]0.211187[/C][/ROW]
[ROW][C]28[/C][C]-0.034276[/C][C]-0.2655[/C][C]0.395767[/C][/ROW]
[ROW][C]29[/C][C]-0.036182[/C][C]-0.2803[/C][C]0.39012[/C][/ROW]
[ROW][C]30[/C][C]-0.012663[/C][C]-0.0981[/C][C]0.461096[/C][/ROW]
[ROW][C]31[/C][C]-0.028912[/C][C]-0.224[/C][C]0.411777[/C][/ROW]
[ROW][C]32[/C][C]0.023975[/C][C]0.1857[/C][C]0.426648[/C][/ROW]
[ROW][C]33[/C][C]-0.011876[/C][C]-0.092[/C][C]0.463506[/C][/ROW]
[ROW][C]34[/C][C]-0.02652[/C][C]-0.2054[/C][C]0.418968[/C][/ROW]
[ROW][C]35[/C][C]0.00961[/C][C]0.0744[/C][C]0.470453[/C][/ROW]
[ROW][C]36[/C][C]0.022233[/C][C]0.1722[/C][C]0.431923[/C][/ROW]
[ROW][C]37[/C][C]-0.05287[/C][C]-0.4095[/C][C]0.341805[/C][/ROW]
[ROW][C]38[/C][C]0.046196[/C][C]0.3578[/C][C]0.360863[/C][/ROW]
[ROW][C]39[/C][C]-0.022788[/C][C]-0.1765[/C][C]0.430241[/C][/ROW]
[ROW][C]40[/C][C]-0.121889[/C][C]-0.9441[/C][C]0.174441[/C][/ROW]
[ROW][C]41[/C][C]0.043207[/C][C]0.3347[/C][C]0.369518[/C][/ROW]
[ROW][C]42[/C][C]-0.057619[/C][C]-0.4463[/C][C]0.328489[/C][/ROW]
[ROW][C]43[/C][C]0.088512[/C][C]0.6856[/C][C]0.2478[/C][/ROW]
[ROW][C]44[/C][C]-0.032919[/C][C]-0.255[/C][C]0.399803[/C][/ROW]
[ROW][C]45[/C][C]-0.000377[/C][C]-0.0029[/C][C]0.498841[/C][/ROW]
[ROW][C]46[/C][C]-0.04907[/C][C]-0.3801[/C][C]0.352608[/C][/ROW]
[ROW][C]47[/C][C]0.005555[/C][C]0.043[/C][C]0.482912[/C][/ROW]
[ROW][C]48[/C][C]-0.004686[/C][C]-0.0363[/C][C]0.485584[/C][/ROW]
[ROW][C]49[/C][C]0.066874[/C][C]0.518[/C][C]0.30318[/C][/ROW]
[ROW][C]50[/C][C]-0.025067[/C][C]-0.1942[/C][C]0.42335[/C][/ROW]
[ROW][C]51[/C][C]-0.048425[/C][C]-0.3751[/C][C]0.354454[/C][/ROW]
[ROW][C]52[/C][C]0.004969[/C][C]0.0385[/C][C]0.484713[/C][/ROW]
[ROW][C]53[/C][C]-0.077113[/C][C]-0.5973[/C][C]0.276273[/C][/ROW]
[ROW][C]54[/C][C]0.03998[/C][C]0.3097[/C][C]0.378937[/C][/ROW]
[ROW][C]55[/C][C]-0.069278[/C][C]-0.5366[/C][C]0.296755[/C][/ROW]
[ROW][C]56[/C][C]-0.018596[/C][C]-0.144[/C][C]0.442975[/C][/ROW]
[ROW][C]57[/C][C]-0.069772[/C][C]-0.5405[/C][C]0.295442[/C][/ROW]
[ROW][C]58[/C][C]-0.06238[/C][C]-0.4832[/C][C]0.315359[/C][/ROW]
[ROW][C]59[/C][C]-0.070999[/C][C]-0.55[/C][C]0.292196[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34876&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34876&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	0.884027	6.8476	0
2	-0.255758	-1.9811	0.026085
3	0.135894	1.0526	0.148366
4	0.000495	0.0038	0.498476
5	0.156549	1.2126	0.115014
6	-0.071421	-0.5532	0.291082
7	-0.109983	-0.8519	0.198822
8	0.003827	0.0296	0.488225
9	0.252054	1.9524	0.02778
10	0.110077	0.8526	0.198622
11	0.145255	1.1251	0.132506
12	-0.185325	-1.4355	0.078166
13	-0.570856	-4.4218	2.1e-05
14	0.099644	0.7718	0.22162
15	-0.120099	-0.9303	0.177977
16	-0.033438	-0.259	0.398257
17	0.024521	0.1899	0.424999
18	-0.048217	-0.3735	0.355052
19	0.080579	0.6242	0.267444
20	-0.057092	-0.4422	0.329956
21	-0.019615	-0.1519	0.439875
22	-0.10987	-0.851	0.199064
23	0.024843	0.1924	0.424027
24	0.035971	0.2786	0.390743
25	0.05517	0.4273	0.33533
26	-0.130562	-1.0113	0.157961
27	0.104292	0.8078	0.211187
28	-0.034276	-0.2655	0.395767
29	-0.036182	-0.2803	0.39012
30	-0.012663	-0.0981	0.461096
31	-0.028912	-0.224	0.411777
32	0.023975	0.1857	0.426648
33	-0.011876	-0.092	0.463506
34	-0.02652	-0.2054	0.418968
35	0.00961	0.0744	0.470453
36	0.022233	0.1722	0.431923
37	-0.05287	-0.4095	0.341805
38	0.046196	0.3578	0.360863
39	-0.022788	-0.1765	0.430241
40	-0.121889	-0.9441	0.174441
41	0.043207	0.3347	0.369518
42	-0.057619	-0.4463	0.328489
43	0.088512	0.6856	0.2478
44	-0.032919	-0.255	0.399803
45	-0.000377	-0.0029	0.498841
46	-0.04907	-0.3801	0.352608
47	0.005555	0.043	0.482912
48	-0.004686	-0.0363	0.485584
49	0.066874	0.518	0.30318
50	-0.025067	-0.1942	0.42335
51	-0.048425	-0.3751	0.354454
52	0.004969	0.0385	0.484713
53	-0.077113	-0.5973	0.276273
54	0.03998	0.3097	0.378937
55	-0.069278	-0.5366	0.296755
56	-0.018596	-0.144	0.442975
57	-0.069772	-0.5405	0.295442
58	-0.06238	-0.4832	0.315359
59	-0.070999	-0.55	0.292196
60	NA	NA	NA

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