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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 18 Dec 2008 11:54:33 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/18/t1229626513qzcrefj6at1ady6.htm/, Retrieved Sat, 11 May 2024 17:56:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34933, Retrieved Sat, 11 May 2024 17:56:29 +0000

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User-defined keywords

Estimated Impact

147

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] [005293453b571dbccb80b45226e44173]
-   P     [(Partial) Autocorrelation Function] [acf paper d=1 D=0] [2008-12-18 18:54:33] [b0654df83a8a0e1de3ceb7bf60f0d58f] [Current]
-   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] 

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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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34933&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34933&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34933&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.237631	1.8253	0.036511
2	-0.203087	-1.5599	0.062061
3	-0.26534	-2.0381	0.023015
4	-0.236783	-1.8188	0.037012
5	0.025914	0.1991	0.421454
6	0.157581	1.2104	0.115475
7	0.052835	0.4058	0.343168
8	-0.272589	-2.0938	0.020292
9	-0.252946	-1.9429	0.028401
10	-0.146413	-1.1246	0.132652
11	0.250648	1.9253	0.029511
12	0.730813	5.6135	0
13	0.119979	0.9216	0.180252
14	-0.179419	-1.3781	0.086681
15	-0.245376	-1.8848	0.032195
16	-0.186613	-1.4334	0.078511
17	0.026024	0.1999	0.421125
18	0.114412	0.8788	0.191533
19	0.030625	0.2352	0.40742
20	-0.267467	-2.0545	0.022185
21	-0.195125	-1.4988	0.06963
22	-0.072676	-0.5582	0.289397
23	0.182443	1.4014	0.083171
24	0.483188	3.7114	0.000229
25	0.094624	0.7268	0.235106
26	-0.161252	-1.2386	0.1102
27	-0.212972	-1.6359	0.053596
28	-0.121828	-0.9358	0.1766
29	0.020213	0.1553	0.438574
30	0.078273	0.6012	0.274997
31	0.013049	0.1002	0.460251
32	-0.206606	-1.587	0.058932
33	-0.119513	-0.918	0.181178
34	-0.061981	-0.4761	0.317887
35	0.119851	0.9206	0.180505
36	0.336572	2.5853	0.006111
37	0.06247	0.4798	0.316557
38	-0.14187	-1.0897	0.140133
39	-0.11253	-0.8644	0.195445
40	-0.042262	-0.3246	0.373308
41	0.017935	0.1378	0.445449
42	0.059848	0.4597	0.323711
43	0.01316	0.1011	0.459914
44	-0.135433	-1.0403	0.151227
45	-0.056441	-0.4335	0.333105
46	-0.010623	-0.0816	0.467623
47	0.080659	0.6196	0.268969
48	0.166341	1.2777	0.103182
49	0.022004	0.169	0.43318
50	-0.063919	-0.491	0.312634
51	-0.035285	-0.271	0.393658
52	-0.00791	-0.0608	0.475879
53	0.001798	0.0138	0.494515
54	0.045432	0.349	0.364178
55	0.016293	0.1251	0.450416
56	-0.047856	-0.3676	0.357249
57	-0.011206	-0.0861	0.46585
58	0.012707	0.0976	0.461289
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.237631 & 1.8253 & 0.036511 \tabularnewline
2 & -0.203087 & -1.5599 & 0.062061 \tabularnewline
3 & -0.26534 & -2.0381 & 0.023015 \tabularnewline
4 & -0.236783 & -1.8188 & 0.037012 \tabularnewline
5 & 0.025914 & 0.1991 & 0.421454 \tabularnewline
6 & 0.157581 & 1.2104 & 0.115475 \tabularnewline
7 & 0.052835 & 0.4058 & 0.343168 \tabularnewline
8 & -0.272589 & -2.0938 & 0.020292 \tabularnewline
9 & -0.252946 & -1.9429 & 0.028401 \tabularnewline
10 & -0.146413 & -1.1246 & 0.132652 \tabularnewline
11 & 0.250648 & 1.9253 & 0.029511 \tabularnewline
12 & 0.730813 & 5.6135 & 0 \tabularnewline
13 & 0.119979 & 0.9216 & 0.180252 \tabularnewline
14 & -0.179419 & -1.3781 & 0.086681 \tabularnewline
15 & -0.245376 & -1.8848 & 0.032195 \tabularnewline
16 & -0.186613 & -1.4334 & 0.078511 \tabularnewline
17 & 0.026024 & 0.1999 & 0.421125 \tabularnewline
18 & 0.114412 & 0.8788 & 0.191533 \tabularnewline
19 & 0.030625 & 0.2352 & 0.40742 \tabularnewline
20 & -0.267467 & -2.0545 & 0.022185 \tabularnewline
21 & -0.195125 & -1.4988 & 0.06963 \tabularnewline
22 & -0.072676 & -0.5582 & 0.289397 \tabularnewline
23 & 0.182443 & 1.4014 & 0.083171 \tabularnewline
24 & 0.483188 & 3.7114 & 0.000229 \tabularnewline
25 & 0.094624 & 0.7268 & 0.235106 \tabularnewline
26 & -0.161252 & -1.2386 & 0.1102 \tabularnewline
27 & -0.212972 & -1.6359 & 0.053596 \tabularnewline
28 & -0.121828 & -0.9358 & 0.1766 \tabularnewline
29 & 0.020213 & 0.1553 & 0.438574 \tabularnewline
30 & 0.078273 & 0.6012 & 0.274997 \tabularnewline
31 & 0.013049 & 0.1002 & 0.460251 \tabularnewline
32 & -0.206606 & -1.587 & 0.058932 \tabularnewline
33 & -0.119513 & -0.918 & 0.181178 \tabularnewline
34 & -0.061981 & -0.4761 & 0.317887 \tabularnewline
35 & 0.119851 & 0.9206 & 0.180505 \tabularnewline
36 & 0.336572 & 2.5853 & 0.006111 \tabularnewline
37 & 0.06247 & 0.4798 & 0.316557 \tabularnewline
38 & -0.14187 & -1.0897 & 0.140133 \tabularnewline
39 & -0.11253 & -0.8644 & 0.195445 \tabularnewline
40 & -0.042262 & -0.3246 & 0.373308 \tabularnewline
41 & 0.017935 & 0.1378 & 0.445449 \tabularnewline
42 & 0.059848 & 0.4597 & 0.323711 \tabularnewline
43 & 0.01316 & 0.1011 & 0.459914 \tabularnewline
44 & -0.135433 & -1.0403 & 0.151227 \tabularnewline
45 & -0.056441 & -0.4335 & 0.333105 \tabularnewline
46 & -0.010623 & -0.0816 & 0.467623 \tabularnewline
47 & 0.080659 & 0.6196 & 0.268969 \tabularnewline
48 & 0.166341 & 1.2777 & 0.103182 \tabularnewline
49 & 0.022004 & 0.169 & 0.43318 \tabularnewline
50 & -0.063919 & -0.491 & 0.312634 \tabularnewline
51 & -0.035285 & -0.271 & 0.393658 \tabularnewline
52 & -0.00791 & -0.0608 & 0.475879 \tabularnewline
53 & 0.001798 & 0.0138 & 0.494515 \tabularnewline
54 & 0.045432 & 0.349 & 0.364178 \tabularnewline
55 & 0.016293 & 0.1251 & 0.450416 \tabularnewline
56 & -0.047856 & -0.3676 & 0.357249 \tabularnewline
57 & -0.011206 & -0.0861 & 0.46585 \tabularnewline
58 & 0.012707 & 0.0976 & 0.461289 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34933&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]0.237631[/C][C]1.8253[/C][C]0.036511[/C][/ROW]
[ROW][C]2[/C][C]-0.203087[/C][C]-1.5599[/C][C]0.062061[/C][/ROW]
[ROW][C]3[/C][C]-0.26534[/C][C]-2.0381[/C][C]0.023015[/C][/ROW]
[ROW][C]4[/C][C]-0.236783[/C][C]-1.8188[/C][C]0.037012[/C][/ROW]
[ROW][C]5[/C][C]0.025914[/C][C]0.1991[/C][C]0.421454[/C][/ROW]
[ROW][C]6[/C][C]0.157581[/C][C]1.2104[/C][C]0.115475[/C][/ROW]
[ROW][C]7[/C][C]0.052835[/C][C]0.4058[/C][C]0.343168[/C][/ROW]
[ROW][C]8[/C][C]-0.272589[/C][C]-2.0938[/C][C]0.020292[/C][/ROW]
[ROW][C]9[/C][C]-0.252946[/C][C]-1.9429[/C][C]0.028401[/C][/ROW]
[ROW][C]10[/C][C]-0.146413[/C][C]-1.1246[/C][C]0.132652[/C][/ROW]
[ROW][C]11[/C][C]0.250648[/C][C]1.9253[/C][C]0.029511[/C][/ROW]
[ROW][C]12[/C][C]0.730813[/C][C]5.6135[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.119979[/C][C]0.9216[/C][C]0.180252[/C][/ROW]
[ROW][C]14[/C][C]-0.179419[/C][C]-1.3781[/C][C]0.086681[/C][/ROW]
[ROW][C]15[/C][C]-0.245376[/C][C]-1.8848[/C][C]0.032195[/C][/ROW]
[ROW][C]16[/C][C]-0.186613[/C][C]-1.4334[/C][C]0.078511[/C][/ROW]
[ROW][C]17[/C][C]0.026024[/C][C]0.1999[/C][C]0.421125[/C][/ROW]
[ROW][C]18[/C][C]0.114412[/C][C]0.8788[/C][C]0.191533[/C][/ROW]
[ROW][C]19[/C][C]0.030625[/C][C]0.2352[/C][C]0.40742[/C][/ROW]
[ROW][C]20[/C][C]-0.267467[/C][C]-2.0545[/C][C]0.022185[/C][/ROW]
[ROW][C]21[/C][C]-0.195125[/C][C]-1.4988[/C][C]0.06963[/C][/ROW]
[ROW][C]22[/C][C]-0.072676[/C][C]-0.5582[/C][C]0.289397[/C][/ROW]
[ROW][C]23[/C][C]0.182443[/C][C]1.4014[/C][C]0.083171[/C][/ROW]
[ROW][C]24[/C][C]0.483188[/C][C]3.7114[/C][C]0.000229[/C][/ROW]
[ROW][C]25[/C][C]0.094624[/C][C]0.7268[/C][C]0.235106[/C][/ROW]
[ROW][C]26[/C][C]-0.161252[/C][C]-1.2386[/C][C]0.1102[/C][/ROW]
[ROW][C]27[/C][C]-0.212972[/C][C]-1.6359[/C][C]0.053596[/C][/ROW]
[ROW][C]28[/C][C]-0.121828[/C][C]-0.9358[/C][C]0.1766[/C][/ROW]
[ROW][C]29[/C][C]0.020213[/C][C]0.1553[/C][C]0.438574[/C][/ROW]
[ROW][C]30[/C][C]0.078273[/C][C]0.6012[/C][C]0.274997[/C][/ROW]
[ROW][C]31[/C][C]0.013049[/C][C]0.1002[/C][C]0.460251[/C][/ROW]
[ROW][C]32[/C][C]-0.206606[/C][C]-1.587[/C][C]0.058932[/C][/ROW]
[ROW][C]33[/C][C]-0.119513[/C][C]-0.918[/C][C]0.181178[/C][/ROW]
[ROW][C]34[/C][C]-0.061981[/C][C]-0.4761[/C][C]0.317887[/C][/ROW]
[ROW][C]35[/C][C]0.119851[/C][C]0.9206[/C][C]0.180505[/C][/ROW]
[ROW][C]36[/C][C]0.336572[/C][C]2.5853[/C][C]0.006111[/C][/ROW]
[ROW][C]37[/C][C]0.06247[/C][C]0.4798[/C][C]0.316557[/C][/ROW]
[ROW][C]38[/C][C]-0.14187[/C][C]-1.0897[/C][C]0.140133[/C][/ROW]
[ROW][C]39[/C][C]-0.11253[/C][C]-0.8644[/C][C]0.195445[/C][/ROW]
[ROW][C]40[/C][C]-0.042262[/C][C]-0.3246[/C][C]0.373308[/C][/ROW]
[ROW][C]41[/C][C]0.017935[/C][C]0.1378[/C][C]0.445449[/C][/ROW]
[ROW][C]42[/C][C]0.059848[/C][C]0.4597[/C][C]0.323711[/C][/ROW]
[ROW][C]43[/C][C]0.01316[/C][C]0.1011[/C][C]0.459914[/C][/ROW]
[ROW][C]44[/C][C]-0.135433[/C][C]-1.0403[/C][C]0.151227[/C][/ROW]
[ROW][C]45[/C][C]-0.056441[/C][C]-0.4335[/C][C]0.333105[/C][/ROW]
[ROW][C]46[/C][C]-0.010623[/C][C]-0.0816[/C][C]0.467623[/C][/ROW]
[ROW][C]47[/C][C]0.080659[/C][C]0.6196[/C][C]0.268969[/C][/ROW]
[ROW][C]48[/C][C]0.166341[/C][C]1.2777[/C][C]0.103182[/C][/ROW]
[ROW][C]49[/C][C]0.022004[/C][C]0.169[/C][C]0.43318[/C][/ROW]
[ROW][C]50[/C][C]-0.063919[/C][C]-0.491[/C][C]0.312634[/C][/ROW]
[ROW][C]51[/C][C]-0.035285[/C][C]-0.271[/C][C]0.393658[/C][/ROW]
[ROW][C]52[/C][C]-0.00791[/C][C]-0.0608[/C][C]0.475879[/C][/ROW]
[ROW][C]53[/C][C]0.001798[/C][C]0.0138[/C][C]0.494515[/C][/ROW]
[ROW][C]54[/C][C]0.045432[/C][C]0.349[/C][C]0.364178[/C][/ROW]
[ROW][C]55[/C][C]0.016293[/C][C]0.1251[/C][C]0.450416[/C][/ROW]
[ROW][C]56[/C][C]-0.047856[/C][C]-0.3676[/C][C]0.357249[/C][/ROW]
[ROW][C]57[/C][C]-0.011206[/C][C]-0.0861[/C][C]0.46585[/C][/ROW]
[ROW][C]58[/C][C]0.012707[/C][C]0.0976[/C][C]0.461289[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=34933&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34933&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	0.237631	1.8253	0.036511
2	-0.203087	-1.5599	0.062061
3	-0.26534	-2.0381	0.023015
4	-0.236783	-1.8188	0.037012
5	0.025914	0.1991	0.421454
6	0.157581	1.2104	0.115475
7	0.052835	0.4058	0.343168
8	-0.272589	-2.0938	0.020292
9	-0.252946	-1.9429	0.028401
10	-0.146413	-1.1246	0.132652
11	0.250648	1.9253	0.029511
12	0.730813	5.6135	0
13	0.119979	0.9216	0.180252
14	-0.179419	-1.3781	0.086681
15	-0.245376	-1.8848	0.032195
16	-0.186613	-1.4334	0.078511
17	0.026024	0.1999	0.421125
18	0.114412	0.8788	0.191533
19	0.030625	0.2352	0.40742
20	-0.267467	-2.0545	0.022185
21	-0.195125	-1.4988	0.06963
22	-0.072676	-0.5582	0.289397
23	0.182443	1.4014	0.083171
24	0.483188	3.7114	0.000229
25	0.094624	0.7268	0.235106
26	-0.161252	-1.2386	0.1102
27	-0.212972	-1.6359	0.053596
28	-0.121828	-0.9358	0.1766
29	0.020213	0.1553	0.438574
30	0.078273	0.6012	0.274997
31	0.013049	0.1002	0.460251
32	-0.206606	-1.587	0.058932
33	-0.119513	-0.918	0.181178
34	-0.061981	-0.4761	0.317887
35	0.119851	0.9206	0.180505
36	0.336572	2.5853	0.006111
37	0.06247	0.4798	0.316557
38	-0.14187	-1.0897	0.140133
39	-0.11253	-0.8644	0.195445
40	-0.042262	-0.3246	0.373308
41	0.017935	0.1378	0.445449
42	0.059848	0.4597	0.323711
43	0.01316	0.1011	0.459914
44	-0.135433	-1.0403	0.151227
45	-0.056441	-0.4335	0.333105
46	-0.010623	-0.0816	0.467623
47	0.080659	0.6196	0.268969
48	0.166341	1.2777	0.103182
49	0.022004	0.169	0.43318
50	-0.063919	-0.491	0.312634
51	-0.035285	-0.271	0.393658
52	-0.00791	-0.0608	0.475879
53	0.001798	0.0138	0.494515
54	0.045432	0.349	0.364178
55	0.016293	0.1251	0.450416
56	-0.047856	-0.3676	0.357249
57	-0.011206	-0.0861	0.46585
58	0.012707	0.0976	0.461289
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.237631	1.8253	0.036511
2	-0.275089	-2.113	0.01942
3	-0.158731	-1.2192	0.113803
4	-0.207433	-1.5933	0.058216
5	0.042751	0.3284	0.371894
6	0.010667	0.0819	0.467487
7	-0.061931	-0.4757	0.318022
8	-0.329503	-2.531	0.007031
9	-0.132303	-1.0162	0.156833
10	-0.242065	-1.8593	0.033984
11	0.180963	1.39	0.084875
12	0.590885	4.5387	1.4e-05
13	-0.204486	-1.5707	0.060802
14	0.122817	0.9434	0.174667
15	-0.050027	-0.3843	0.351082
16	0.012006	0.0922	0.463419
17	-0.028698	-0.2204	0.413146
18	-0.124353	-0.9552	0.171694
19	-0.010778	-0.0828	0.46715
20	-0.032772	-0.2517	0.401062
21	0.015559	0.1195	0.452639
22	0.008004	0.0615	0.475591
23	-0.196396	-1.5085	0.068376
24	-0.047296	-0.3633	0.358845
25	0.071591	0.5499	0.292231
26	-0.146065	-1.1219	0.133216
27	0.031816	0.2444	0.40389
28	-0.077992	-0.5991	0.27571
29	-0.029604	-0.2274	0.410453
30	0.008883	0.0682	0.472917
31	-0.097053	-0.7455	0.229471
32	0.047331	0.3636	0.358743
33	-0.026924	-0.2068	0.418436
34	-0.133405	-1.0247	0.154843
35	0.045921	0.3527	0.362775
36	-0.096661	-0.7425	0.230376
37	-0.062142	-0.4773	0.317448
38	-0.01603	-0.1231	0.451212
39	0.025707	0.1975	0.422074
40	0.034746	0.2669	0.395241
41	-0.021614	-0.166	0.434355
42	-0.022669	-0.1741	0.431183
43	0.026752	0.2055	0.418951
44	-0.030883	-0.2372	0.406656
45	0.056263	0.4322	0.333599
46	0.061406	0.4717	0.319452
47	-0.083605	-0.6422	0.261621
48	-0.084815	-0.6515	0.258635
49	0.02502	0.1922	0.42413
50	0.040373	0.3101	0.378784
51	-0.045155	-0.3468	0.364971
52	-0.035555	-0.2731	0.392864
53	-0.035669	-0.274	0.39253
54	0.054656	0.4198	0.33807
55	-0.003407	-0.0262	0.489606
56	0.070262	0.5397	0.295719
57	-0.061611	-0.4732	0.318893
58	0.008495	0.0653	0.474097
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.237631 & 1.8253 & 0.036511 \tabularnewline
2 & -0.275089 & -2.113 & 0.01942 \tabularnewline
3 & -0.158731 & -1.2192 & 0.113803 \tabularnewline
4 & -0.207433 & -1.5933 & 0.058216 \tabularnewline
5 & 0.042751 & 0.3284 & 0.371894 \tabularnewline
6 & 0.010667 & 0.0819 & 0.467487 \tabularnewline
7 & -0.061931 & -0.4757 & 0.318022 \tabularnewline
8 & -0.329503 & -2.531 & 0.007031 \tabularnewline
9 & -0.132303 & -1.0162 & 0.156833 \tabularnewline
10 & -0.242065 & -1.8593 & 0.033984 \tabularnewline
11 & 0.180963 & 1.39 & 0.084875 \tabularnewline
12 & 0.590885 & 4.5387 & 1.4e-05 \tabularnewline
13 & -0.204486 & -1.5707 & 0.060802 \tabularnewline
14 & 0.122817 & 0.9434 & 0.174667 \tabularnewline
15 & -0.050027 & -0.3843 & 0.351082 \tabularnewline
16 & 0.012006 & 0.0922 & 0.463419 \tabularnewline
17 & -0.028698 & -0.2204 & 0.413146 \tabularnewline
18 & -0.124353 & -0.9552 & 0.171694 \tabularnewline
19 & -0.010778 & -0.0828 & 0.46715 \tabularnewline
20 & -0.032772 & -0.2517 & 0.401062 \tabularnewline
21 & 0.015559 & 0.1195 & 0.452639 \tabularnewline
22 & 0.008004 & 0.0615 & 0.475591 \tabularnewline
23 & -0.196396 & -1.5085 & 0.068376 \tabularnewline
24 & -0.047296 & -0.3633 & 0.358845 \tabularnewline
25 & 0.071591 & 0.5499 & 0.292231 \tabularnewline
26 & -0.146065 & -1.1219 & 0.133216 \tabularnewline
27 & 0.031816 & 0.2444 & 0.40389 \tabularnewline
28 & -0.077992 & -0.5991 & 0.27571 \tabularnewline
29 & -0.029604 & -0.2274 & 0.410453 \tabularnewline
30 & 0.008883 & 0.0682 & 0.472917 \tabularnewline
31 & -0.097053 & -0.7455 & 0.229471 \tabularnewline
32 & 0.047331 & 0.3636 & 0.358743 \tabularnewline
33 & -0.026924 & -0.2068 & 0.418436 \tabularnewline
34 & -0.133405 & -1.0247 & 0.154843 \tabularnewline
35 & 0.045921 & 0.3527 & 0.362775 \tabularnewline
36 & -0.096661 & -0.7425 & 0.230376 \tabularnewline
37 & -0.062142 & -0.4773 & 0.317448 \tabularnewline
38 & -0.01603 & -0.1231 & 0.451212 \tabularnewline
39 & 0.025707 & 0.1975 & 0.422074 \tabularnewline
40 & 0.034746 & 0.2669 & 0.395241 \tabularnewline
41 & -0.021614 & -0.166 & 0.434355 \tabularnewline
42 & -0.022669 & -0.1741 & 0.431183 \tabularnewline
43 & 0.026752 & 0.2055 & 0.418951 \tabularnewline
44 & -0.030883 & -0.2372 & 0.406656 \tabularnewline
45 & 0.056263 & 0.4322 & 0.333599 \tabularnewline
46 & 0.061406 & 0.4717 & 0.319452 \tabularnewline
47 & -0.083605 & -0.6422 & 0.261621 \tabularnewline
48 & -0.084815 & -0.6515 & 0.258635 \tabularnewline
49 & 0.02502 & 0.1922 & 0.42413 \tabularnewline
50 & 0.040373 & 0.3101 & 0.378784 \tabularnewline
51 & -0.045155 & -0.3468 & 0.364971 \tabularnewline
52 & -0.035555 & -0.2731 & 0.392864 \tabularnewline
53 & -0.035669 & -0.274 & 0.39253 \tabularnewline
54 & 0.054656 & 0.4198 & 0.33807 \tabularnewline
55 & -0.003407 & -0.0262 & 0.489606 \tabularnewline
56 & 0.070262 & 0.5397 & 0.295719 \tabularnewline
57 & -0.061611 & -0.4732 & 0.318893 \tabularnewline
58 & 0.008495 & 0.0653 & 0.474097 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34933&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]0.237631[/C][C]1.8253[/C][C]0.036511[/C][/ROW]
[ROW][C]2[/C][C]-0.275089[/C][C]-2.113[/C][C]0.01942[/C][/ROW]
[ROW][C]3[/C][C]-0.158731[/C][C]-1.2192[/C][C]0.113803[/C][/ROW]
[ROW][C]4[/C][C]-0.207433[/C][C]-1.5933[/C][C]0.058216[/C][/ROW]
[ROW][C]5[/C][C]0.042751[/C][C]0.3284[/C][C]0.371894[/C][/ROW]
[ROW][C]6[/C][C]0.010667[/C][C]0.0819[/C][C]0.467487[/C][/ROW]
[ROW][C]7[/C][C]-0.061931[/C][C]-0.4757[/C][C]0.318022[/C][/ROW]
[ROW][C]8[/C][C]-0.329503[/C][C]-2.531[/C][C]0.007031[/C][/ROW]
[ROW][C]9[/C][C]-0.132303[/C][C]-1.0162[/C][C]0.156833[/C][/ROW]
[ROW][C]10[/C][C]-0.242065[/C][C]-1.8593[/C][C]0.033984[/C][/ROW]
[ROW][C]11[/C][C]0.180963[/C][C]1.39[/C][C]0.084875[/C][/ROW]
[ROW][C]12[/C][C]0.590885[/C][C]4.5387[/C][C]1.4e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.204486[/C][C]-1.5707[/C][C]0.060802[/C][/ROW]
[ROW][C]14[/C][C]0.122817[/C][C]0.9434[/C][C]0.174667[/C][/ROW]
[ROW][C]15[/C][C]-0.050027[/C][C]-0.3843[/C][C]0.351082[/C][/ROW]
[ROW][C]16[/C][C]0.012006[/C][C]0.0922[/C][C]0.463419[/C][/ROW]
[ROW][C]17[/C][C]-0.028698[/C][C]-0.2204[/C][C]0.413146[/C][/ROW]
[ROW][C]18[/C][C]-0.124353[/C][C]-0.9552[/C][C]0.171694[/C][/ROW]
[ROW][C]19[/C][C]-0.010778[/C][C]-0.0828[/C][C]0.46715[/C][/ROW]
[ROW][C]20[/C][C]-0.032772[/C][C]-0.2517[/C][C]0.401062[/C][/ROW]
[ROW][C]21[/C][C]0.015559[/C][C]0.1195[/C][C]0.452639[/C][/ROW]
[ROW][C]22[/C][C]0.008004[/C][C]0.0615[/C][C]0.475591[/C][/ROW]
[ROW][C]23[/C][C]-0.196396[/C][C]-1.5085[/C][C]0.068376[/C][/ROW]
[ROW][C]24[/C][C]-0.047296[/C][C]-0.3633[/C][C]0.358845[/C][/ROW]
[ROW][C]25[/C][C]0.071591[/C][C]0.5499[/C][C]0.292231[/C][/ROW]
[ROW][C]26[/C][C]-0.146065[/C][C]-1.1219[/C][C]0.133216[/C][/ROW]
[ROW][C]27[/C][C]0.031816[/C][C]0.2444[/C][C]0.40389[/C][/ROW]
[ROW][C]28[/C][C]-0.077992[/C][C]-0.5991[/C][C]0.27571[/C][/ROW]
[ROW][C]29[/C][C]-0.029604[/C][C]-0.2274[/C][C]0.410453[/C][/ROW]
[ROW][C]30[/C][C]0.008883[/C][C]0.0682[/C][C]0.472917[/C][/ROW]
[ROW][C]31[/C][C]-0.097053[/C][C]-0.7455[/C][C]0.229471[/C][/ROW]
[ROW][C]32[/C][C]0.047331[/C][C]0.3636[/C][C]0.358743[/C][/ROW]
[ROW][C]33[/C][C]-0.026924[/C][C]-0.2068[/C][C]0.418436[/C][/ROW]
[ROW][C]34[/C][C]-0.133405[/C][C]-1.0247[/C][C]0.154843[/C][/ROW]
[ROW][C]35[/C][C]0.045921[/C][C]0.3527[/C][C]0.362775[/C][/ROW]
[ROW][C]36[/C][C]-0.096661[/C][C]-0.7425[/C][C]0.230376[/C][/ROW]
[ROW][C]37[/C][C]-0.062142[/C][C]-0.4773[/C][C]0.317448[/C][/ROW]
[ROW][C]38[/C][C]-0.01603[/C][C]-0.1231[/C][C]0.451212[/C][/ROW]
[ROW][C]39[/C][C]0.025707[/C][C]0.1975[/C][C]0.422074[/C][/ROW]
[ROW][C]40[/C][C]0.034746[/C][C]0.2669[/C][C]0.395241[/C][/ROW]
[ROW][C]41[/C][C]-0.021614[/C][C]-0.166[/C][C]0.434355[/C][/ROW]
[ROW][C]42[/C][C]-0.022669[/C][C]-0.1741[/C][C]0.431183[/C][/ROW]
[ROW][C]43[/C][C]0.026752[/C][C]0.2055[/C][C]0.418951[/C][/ROW]
[ROW][C]44[/C][C]-0.030883[/C][C]-0.2372[/C][C]0.406656[/C][/ROW]
[ROW][C]45[/C][C]0.056263[/C][C]0.4322[/C][C]0.333599[/C][/ROW]
[ROW][C]46[/C][C]0.061406[/C][C]0.4717[/C][C]0.319452[/C][/ROW]
[ROW][C]47[/C][C]-0.083605[/C][C]-0.6422[/C][C]0.261621[/C][/ROW]
[ROW][C]48[/C][C]-0.084815[/C][C]-0.6515[/C][C]0.258635[/C][/ROW]
[ROW][C]49[/C][C]0.02502[/C][C]0.1922[/C][C]0.42413[/C][/ROW]
[ROW][C]50[/C][C]0.040373[/C][C]0.3101[/C][C]0.378784[/C][/ROW]
[ROW][C]51[/C][C]-0.045155[/C][C]-0.3468[/C][C]0.364971[/C][/ROW]
[ROW][C]52[/C][C]-0.035555[/C][C]-0.2731[/C][C]0.392864[/C][/ROW]
[ROW][C]53[/C][C]-0.035669[/C][C]-0.274[/C][C]0.39253[/C][/ROW]
[ROW][C]54[/C][C]0.054656[/C][C]0.4198[/C][C]0.33807[/C][/ROW]
[ROW][C]55[/C][C]-0.003407[/C][C]-0.0262[/C][C]0.489606[/C][/ROW]
[ROW][C]56[/C][C]0.070262[/C][C]0.5397[/C][C]0.295719[/C][/ROW]
[ROW][C]57[/C][C]-0.061611[/C][C]-0.4732[/C][C]0.318893[/C][/ROW]
[ROW][C]58[/C][C]0.008495[/C][C]0.0653[/C][C]0.474097[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=34933&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34933&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	0.237631	1.8253	0.036511
2	-0.275089	-2.113	0.01942
3	-0.158731	-1.2192	0.113803
4	-0.207433	-1.5933	0.058216
5	0.042751	0.3284	0.371894
6	0.010667	0.0819	0.467487
7	-0.061931	-0.4757	0.318022
8	-0.329503	-2.531	0.007031
9	-0.132303	-1.0162	0.156833
10	-0.242065	-1.8593	0.033984
11	0.180963	1.39	0.084875
12	0.590885	4.5387	1.4e-05
13	-0.204486	-1.5707	0.060802
14	0.122817	0.9434	0.174667
15	-0.050027	-0.3843	0.351082
16	0.012006	0.0922	0.463419
17	-0.028698	-0.2204	0.413146
18	-0.124353	-0.9552	0.171694
19	-0.010778	-0.0828	0.46715
20	-0.032772	-0.2517	0.401062
21	0.015559	0.1195	0.452639
22	0.008004	0.0615	0.475591
23	-0.196396	-1.5085	0.068376
24	-0.047296	-0.3633	0.358845
25	0.071591	0.5499	0.292231
26	-0.146065	-1.1219	0.133216
27	0.031816	0.2444	0.40389
28	-0.077992	-0.5991	0.27571
29	-0.029604	-0.2274	0.410453
30	0.008883	0.0682	0.472917
31	-0.097053	-0.7455	0.229471
32	0.047331	0.3636	0.358743
33	-0.026924	-0.2068	0.418436
34	-0.133405	-1.0247	0.154843
35	0.045921	0.3527	0.362775
36	-0.096661	-0.7425	0.230376
37	-0.062142	-0.4773	0.317448
38	-0.01603	-0.1231	0.451212
39	0.025707	0.1975	0.422074
40	0.034746	0.2669	0.395241
41	-0.021614	-0.166	0.434355
42	-0.022669	-0.1741	0.431183
43	0.026752	0.2055	0.418951
44	-0.030883	-0.2372	0.406656
45	0.056263	0.4322	0.333599
46	0.061406	0.4717	0.319452
47	-0.083605	-0.6422	0.261621
48	-0.084815	-0.6515	0.258635
49	0.02502	0.1922	0.42413
50	0.040373	0.3101	0.378784
51	-0.045155	-0.3468	0.364971
52	-0.035555	-0.2731	0.392864
53	-0.035669	-0.274	0.39253
54	0.054656	0.4198	0.33807
55	-0.003407	-0.0262	0.489606
56	0.070262	0.5397	0.295719
57	-0.061611	-0.4732	0.318893
58	0.008495	0.0653	0.474097
59	NA	NA	NA
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 = 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