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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 18 Dec 2008 12:00:40 -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/t1229626881rv33tkdy73dywog.htm/, Retrieved Sun, 12 May 2024 01:19:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34937, Retrieved Sun, 12 May 2024 01:19:18 +0000

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User-defined keywords

Estimated Impact

153

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] [005293453b571dbccb80b45226e44173]
-   P       [(Partial) Autocorrelation Function] [acf d=1 D=1] [2008-12-18 19:00:40] [b0654df83a8a0e1de3ceb7bf60f0d58f] [Current]
- 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	2 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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34937&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34937&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34937&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.08259	-0.5662	0.286973
2	0.061375	0.4208	0.337921
3	0.187035	1.2822	0.103023
4	0.094452	0.6475	0.260219
5	-0.061181	-0.4194	0.338405
6	0.065146	0.4466	0.328601
7	-0.012371	-0.0848	0.466387
8	0.095336	0.6536	0.25828
9	-0.050178	-0.344	0.366189
10	-0.106513	-0.7302	0.23444
11	0.206314	1.4144	0.081915
12	-0.234678	-1.6089	0.057171
13	-0.173414	-1.1889	0.120232
14	0.108197	0.7418	0.230961
15	-0.112134	-0.7688	0.222943
16	-0.165558	-1.135	0.131064
17	0.00513	0.0352	0.486047
18	-0.008811	-0.0604	0.476044
19	0.030495	0.2091	0.417651
20	0.010763	0.0738	0.470746
21	0.002571	0.0176	0.493005
22	0.049682	0.3406	0.367461
23	0.039177	0.2686	0.394713
24	-0.103062	-0.7066	0.241665
25	0.021363	0.1465	0.442094
26	-0.054055	-0.3706	0.356306
27	-0.032154	-0.2204	0.413244
28	-0.026235	-0.1799	0.429018
29	0.105118	0.7207	0.237346
30	-0.075021	-0.5143	0.304721
31	-0.000736	-0.005	0.497997
32	-0.026992	-0.185	0.426994
33	0.004549	0.0312	0.487625
34	-0.098759	-0.6771	0.250844
35	-0.040693	-0.279	0.390744
36	-0.040028	-0.2744	0.392482
37	-0.000357	-0.0025	0.499028
38	5.5e-05	4e-04	0.49985
39	-0.02133	-0.1462	0.442182
40	0.026282	0.1802	0.428894
41	-0.066974	-0.4591	0.324122
42	-0.017996	-0.1234	0.451168
43	0.038886	0.2666	0.395475
44	-0.031347	-0.2149	0.415387
45	-0.016036	-0.1099	0.456463
46	0.007277	0.0499	0.48021
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
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 & -0.08259 & -0.5662 & 0.286973 \tabularnewline
2 & 0.061375 & 0.4208 & 0.337921 \tabularnewline
3 & 0.187035 & 1.2822 & 0.103023 \tabularnewline
4 & 0.094452 & 0.6475 & 0.260219 \tabularnewline
5 & -0.061181 & -0.4194 & 0.338405 \tabularnewline
6 & 0.065146 & 0.4466 & 0.328601 \tabularnewline
7 & -0.012371 & -0.0848 & 0.466387 \tabularnewline
8 & 0.095336 & 0.6536 & 0.25828 \tabularnewline
9 & -0.050178 & -0.344 & 0.366189 \tabularnewline
10 & -0.106513 & -0.7302 & 0.23444 \tabularnewline
11 & 0.206314 & 1.4144 & 0.081915 \tabularnewline
12 & -0.234678 & -1.6089 & 0.057171 \tabularnewline
13 & -0.173414 & -1.1889 & 0.120232 \tabularnewline
14 & 0.108197 & 0.7418 & 0.230961 \tabularnewline
15 & -0.112134 & -0.7688 & 0.222943 \tabularnewline
16 & -0.165558 & -1.135 & 0.131064 \tabularnewline
17 & 0.00513 & 0.0352 & 0.486047 \tabularnewline
18 & -0.008811 & -0.0604 & 0.476044 \tabularnewline
19 & 0.030495 & 0.2091 & 0.417651 \tabularnewline
20 & 0.010763 & 0.0738 & 0.470746 \tabularnewline
21 & 0.002571 & 0.0176 & 0.493005 \tabularnewline
22 & 0.049682 & 0.3406 & 0.367461 \tabularnewline
23 & 0.039177 & 0.2686 & 0.394713 \tabularnewline
24 & -0.103062 & -0.7066 & 0.241665 \tabularnewline
25 & 0.021363 & 0.1465 & 0.442094 \tabularnewline
26 & -0.054055 & -0.3706 & 0.356306 \tabularnewline
27 & -0.032154 & -0.2204 & 0.413244 \tabularnewline
28 & -0.026235 & -0.1799 & 0.429018 \tabularnewline
29 & 0.105118 & 0.7207 & 0.237346 \tabularnewline
30 & -0.075021 & -0.5143 & 0.304721 \tabularnewline
31 & -0.000736 & -0.005 & 0.497997 \tabularnewline
32 & -0.026992 & -0.185 & 0.426994 \tabularnewline
33 & 0.004549 & 0.0312 & 0.487625 \tabularnewline
34 & -0.098759 & -0.6771 & 0.250844 \tabularnewline
35 & -0.040693 & -0.279 & 0.390744 \tabularnewline
36 & -0.040028 & -0.2744 & 0.392482 \tabularnewline
37 & -0.000357 & -0.0025 & 0.499028 \tabularnewline
38 & 5.5e-05 & 4e-04 & 0.49985 \tabularnewline
39 & -0.02133 & -0.1462 & 0.442182 \tabularnewline
40 & 0.026282 & 0.1802 & 0.428894 \tabularnewline
41 & -0.066974 & -0.4591 & 0.324122 \tabularnewline
42 & -0.017996 & -0.1234 & 0.451168 \tabularnewline
43 & 0.038886 & 0.2666 & 0.395475 \tabularnewline
44 & -0.031347 & -0.2149 & 0.415387 \tabularnewline
45 & -0.016036 & -0.1099 & 0.456463 \tabularnewline
46 & 0.007277 & 0.0499 & 0.48021 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34937&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]-0.08259[/C][C]-0.5662[/C][C]0.286973[/C][/ROW]
[ROW][C]2[/C][C]0.061375[/C][C]0.4208[/C][C]0.337921[/C][/ROW]
[ROW][C]3[/C][C]0.187035[/C][C]1.2822[/C][C]0.103023[/C][/ROW]
[ROW][C]4[/C][C]0.094452[/C][C]0.6475[/C][C]0.260219[/C][/ROW]
[ROW][C]5[/C][C]-0.061181[/C][C]-0.4194[/C][C]0.338405[/C][/ROW]
[ROW][C]6[/C][C]0.065146[/C][C]0.4466[/C][C]0.328601[/C][/ROW]
[ROW][C]7[/C][C]-0.012371[/C][C]-0.0848[/C][C]0.466387[/C][/ROW]
[ROW][C]8[/C][C]0.095336[/C][C]0.6536[/C][C]0.25828[/C][/ROW]
[ROW][C]9[/C][C]-0.050178[/C][C]-0.344[/C][C]0.366189[/C][/ROW]
[ROW][C]10[/C][C]-0.106513[/C][C]-0.7302[/C][C]0.23444[/C][/ROW]
[ROW][C]11[/C][C]0.206314[/C][C]1.4144[/C][C]0.081915[/C][/ROW]
[ROW][C]12[/C][C]-0.234678[/C][C]-1.6089[/C][C]0.057171[/C][/ROW]
[ROW][C]13[/C][C]-0.173414[/C][C]-1.1889[/C][C]0.120232[/C][/ROW]
[ROW][C]14[/C][C]0.108197[/C][C]0.7418[/C][C]0.230961[/C][/ROW]
[ROW][C]15[/C][C]-0.112134[/C][C]-0.7688[/C][C]0.222943[/C][/ROW]
[ROW][C]16[/C][C]-0.165558[/C][C]-1.135[/C][C]0.131064[/C][/ROW]
[ROW][C]17[/C][C]0.00513[/C][C]0.0352[/C][C]0.486047[/C][/ROW]
[ROW][C]18[/C][C]-0.008811[/C][C]-0.0604[/C][C]0.476044[/C][/ROW]
[ROW][C]19[/C][C]0.030495[/C][C]0.2091[/C][C]0.417651[/C][/ROW]
[ROW][C]20[/C][C]0.010763[/C][C]0.0738[/C][C]0.470746[/C][/ROW]
[ROW][C]21[/C][C]0.002571[/C][C]0.0176[/C][C]0.493005[/C][/ROW]
[ROW][C]22[/C][C]0.049682[/C][C]0.3406[/C][C]0.367461[/C][/ROW]
[ROW][C]23[/C][C]0.039177[/C][C]0.2686[/C][C]0.394713[/C][/ROW]
[ROW][C]24[/C][C]-0.103062[/C][C]-0.7066[/C][C]0.241665[/C][/ROW]
[ROW][C]25[/C][C]0.021363[/C][C]0.1465[/C][C]0.442094[/C][/ROW]
[ROW][C]26[/C][C]-0.054055[/C][C]-0.3706[/C][C]0.356306[/C][/ROW]
[ROW][C]27[/C][C]-0.032154[/C][C]-0.2204[/C][C]0.413244[/C][/ROW]
[ROW][C]28[/C][C]-0.026235[/C][C]-0.1799[/C][C]0.429018[/C][/ROW]
[ROW][C]29[/C][C]0.105118[/C][C]0.7207[/C][C]0.237346[/C][/ROW]
[ROW][C]30[/C][C]-0.075021[/C][C]-0.5143[/C][C]0.304721[/C][/ROW]
[ROW][C]31[/C][C]-0.000736[/C][C]-0.005[/C][C]0.497997[/C][/ROW]
[ROW][C]32[/C][C]-0.026992[/C][C]-0.185[/C][C]0.426994[/C][/ROW]
[ROW][C]33[/C][C]0.004549[/C][C]0.0312[/C][C]0.487625[/C][/ROW]
[ROW][C]34[/C][C]-0.098759[/C][C]-0.6771[/C][C]0.250844[/C][/ROW]
[ROW][C]35[/C][C]-0.040693[/C][C]-0.279[/C][C]0.390744[/C][/ROW]
[ROW][C]36[/C][C]-0.040028[/C][C]-0.2744[/C][C]0.392482[/C][/ROW]
[ROW][C]37[/C][C]-0.000357[/C][C]-0.0025[/C][C]0.499028[/C][/ROW]
[ROW][C]38[/C][C]5.5e-05[/C][C]4e-04[/C][C]0.49985[/C][/ROW]
[ROW][C]39[/C][C]-0.02133[/C][C]-0.1462[/C][C]0.442182[/C][/ROW]
[ROW][C]40[/C][C]0.026282[/C][C]0.1802[/C][C]0.428894[/C][/ROW]
[ROW][C]41[/C][C]-0.066974[/C][C]-0.4591[/C][C]0.324122[/C][/ROW]
[ROW][C]42[/C][C]-0.017996[/C][C]-0.1234[/C][C]0.451168[/C][/ROW]
[ROW][C]43[/C][C]0.038886[/C][C]0.2666[/C][C]0.395475[/C][/ROW]
[ROW][C]44[/C][C]-0.031347[/C][C]-0.2149[/C][C]0.415387[/C][/ROW]
[ROW][C]45[/C][C]-0.016036[/C][C]-0.1099[/C][C]0.456463[/C][/ROW]
[ROW][C]46[/C][C]0.007277[/C][C]0.0499[/C][C]0.48021[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/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=34937&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34937&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	-0.08259	-0.5662	0.286973
2	0.061375	0.4208	0.337921
3	0.187035	1.2822	0.103023
4	0.094452	0.6475	0.260219
5	-0.061181	-0.4194	0.338405
6	0.065146	0.4466	0.328601
7	-0.012371	-0.0848	0.466387
8	0.095336	0.6536	0.25828
9	-0.050178	-0.344	0.366189
10	-0.106513	-0.7302	0.23444
11	0.206314	1.4144	0.081915
12	-0.234678	-1.6089	0.057171
13	-0.173414	-1.1889	0.120232
14	0.108197	0.7418	0.230961
15	-0.112134	-0.7688	0.222943
16	-0.165558	-1.135	0.131064
17	0.00513	0.0352	0.486047
18	-0.008811	-0.0604	0.476044
19	0.030495	0.2091	0.417651
20	0.010763	0.0738	0.470746
21	0.002571	0.0176	0.493005
22	0.049682	0.3406	0.367461
23	0.039177	0.2686	0.394713
24	-0.103062	-0.7066	0.241665
25	0.021363	0.1465	0.442094
26	-0.054055	-0.3706	0.356306
27	-0.032154	-0.2204	0.413244
28	-0.026235	-0.1799	0.429018
29	0.105118	0.7207	0.237346
30	-0.075021	-0.5143	0.304721
31	-0.000736	-0.005	0.497997
32	-0.026992	-0.185	0.426994
33	0.004549	0.0312	0.487625
34	-0.098759	-0.6771	0.250844
35	-0.040693	-0.279	0.390744
36	-0.040028	-0.2744	0.392482
37	-0.000357	-0.0025	0.499028
38	5.5e-05	4e-04	0.49985
39	-0.02133	-0.1462	0.442182
40	0.026282	0.1802	0.428894
41	-0.066974	-0.4591	0.324122
42	-0.017996	-0.1234	0.451168
43	0.038886	0.2666	0.395475
44	-0.031347	-0.2149	0.415387
45	-0.016036	-0.1099	0.456463
46	0.007277	0.0499	0.48021
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.08259	-0.5662	0.286973
2	0.054929	0.3766	0.354093
3	0.198309	1.3595	0.090232
4	0.129457	0.8875	0.189661
5	-0.068432	-0.4691	0.320566
6	-0.001735	-0.0119	0.495281
7	-0.042736	-0.293	0.385412
8	0.107	0.7336	0.233431
9	-0.027676	-0.1897	0.425165
10	-0.142432	-0.9765	0.166916
11	0.173516	1.1896	0.120096
12	-0.215151	-1.475	0.07344
13	-0.189945	-1.3022	0.099597
14	0.070713	0.4848	0.31504
15	-0.050178	-0.344	0.36619
16	-0.06623	-0.454	0.325942
17	-0.040696	-0.279	0.390735
18	0.0426	0.2921	0.385766
19	0.091833	0.6296	0.26601
20	0.072142	0.4946	0.311601
21	0.057388	0.3934	0.347891
22	-0.083445	-0.5721	0.285
23	0.097473	0.6682	0.253624
24	-0.071321	-0.4889	0.313576
25	-0.170081	-1.166	0.124746
26	-0.060534	-0.415	0.340014
27	-0.002218	-0.0152	0.493967
28	-0.076577	-0.525	0.30103
29	0.098145	0.6728	0.25217
30	-0.036529	-0.2504	0.401673
31	-0.018663	-0.1279	0.449369
32	-0.000958	-0.0066	0.497393
33	0.04115	0.2821	0.389549
34	-0.107563	-0.7374	0.232268
35	0.011876	0.0814	0.467726
36	0.015394	0.1055	0.4582
37	-0.076819	-0.5266	0.300458
38	0.028577	0.1959	0.422762
39	0.012842	0.088	0.465109
40	-0.091936	-0.6303	0.265782
41	-0.071421	-0.4896	0.313335
42	-0.017487	-0.1199	0.452543
43	0.008965	0.0615	0.475626
44	-0.008814	-0.0604	0.476037
45	0.091919	0.6302	0.26582
46	-0.065845	-0.4514	0.326886
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
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 & -0.08259 & -0.5662 & 0.286973 \tabularnewline
2 & 0.054929 & 0.3766 & 0.354093 \tabularnewline
3 & 0.198309 & 1.3595 & 0.090232 \tabularnewline
4 & 0.129457 & 0.8875 & 0.189661 \tabularnewline
5 & -0.068432 & -0.4691 & 0.320566 \tabularnewline
6 & -0.001735 & -0.0119 & 0.495281 \tabularnewline
7 & -0.042736 & -0.293 & 0.385412 \tabularnewline
8 & 0.107 & 0.7336 & 0.233431 \tabularnewline
9 & -0.027676 & -0.1897 & 0.425165 \tabularnewline
10 & -0.142432 & -0.9765 & 0.166916 \tabularnewline
11 & 0.173516 & 1.1896 & 0.120096 \tabularnewline
12 & -0.215151 & -1.475 & 0.07344 \tabularnewline
13 & -0.189945 & -1.3022 & 0.099597 \tabularnewline
14 & 0.070713 & 0.4848 & 0.31504 \tabularnewline
15 & -0.050178 & -0.344 & 0.36619 \tabularnewline
16 & -0.06623 & -0.454 & 0.325942 \tabularnewline
17 & -0.040696 & -0.279 & 0.390735 \tabularnewline
18 & 0.0426 & 0.2921 & 0.385766 \tabularnewline
19 & 0.091833 & 0.6296 & 0.26601 \tabularnewline
20 & 0.072142 & 0.4946 & 0.311601 \tabularnewline
21 & 0.057388 & 0.3934 & 0.347891 \tabularnewline
22 & -0.083445 & -0.5721 & 0.285 \tabularnewline
23 & 0.097473 & 0.6682 & 0.253624 \tabularnewline
24 & -0.071321 & -0.4889 & 0.313576 \tabularnewline
25 & -0.170081 & -1.166 & 0.124746 \tabularnewline
26 & -0.060534 & -0.415 & 0.340014 \tabularnewline
27 & -0.002218 & -0.0152 & 0.493967 \tabularnewline
28 & -0.076577 & -0.525 & 0.30103 \tabularnewline
29 & 0.098145 & 0.6728 & 0.25217 \tabularnewline
30 & -0.036529 & -0.2504 & 0.401673 \tabularnewline
31 & -0.018663 & -0.1279 & 0.449369 \tabularnewline
32 & -0.000958 & -0.0066 & 0.497393 \tabularnewline
33 & 0.04115 & 0.2821 & 0.389549 \tabularnewline
34 & -0.107563 & -0.7374 & 0.232268 \tabularnewline
35 & 0.011876 & 0.0814 & 0.467726 \tabularnewline
36 & 0.015394 & 0.1055 & 0.4582 \tabularnewline
37 & -0.076819 & -0.5266 & 0.300458 \tabularnewline
38 & 0.028577 & 0.1959 & 0.422762 \tabularnewline
39 & 0.012842 & 0.088 & 0.465109 \tabularnewline
40 & -0.091936 & -0.6303 & 0.265782 \tabularnewline
41 & -0.071421 & -0.4896 & 0.313335 \tabularnewline
42 & -0.017487 & -0.1199 & 0.452543 \tabularnewline
43 & 0.008965 & 0.0615 & 0.475626 \tabularnewline
44 & -0.008814 & -0.0604 & 0.476037 \tabularnewline
45 & 0.091919 & 0.6302 & 0.26582 \tabularnewline
46 & -0.065845 & -0.4514 & 0.326886 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34937&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]-0.08259[/C][C]-0.5662[/C][C]0.286973[/C][/ROW]
[ROW][C]2[/C][C]0.054929[/C][C]0.3766[/C][C]0.354093[/C][/ROW]
[ROW][C]3[/C][C]0.198309[/C][C]1.3595[/C][C]0.090232[/C][/ROW]
[ROW][C]4[/C][C]0.129457[/C][C]0.8875[/C][C]0.189661[/C][/ROW]
[ROW][C]5[/C][C]-0.068432[/C][C]-0.4691[/C][C]0.320566[/C][/ROW]
[ROW][C]6[/C][C]-0.001735[/C][C]-0.0119[/C][C]0.495281[/C][/ROW]
[ROW][C]7[/C][C]-0.042736[/C][C]-0.293[/C][C]0.385412[/C][/ROW]
[ROW][C]8[/C][C]0.107[/C][C]0.7336[/C][C]0.233431[/C][/ROW]
[ROW][C]9[/C][C]-0.027676[/C][C]-0.1897[/C][C]0.425165[/C][/ROW]
[ROW][C]10[/C][C]-0.142432[/C][C]-0.9765[/C][C]0.166916[/C][/ROW]
[ROW][C]11[/C][C]0.173516[/C][C]1.1896[/C][C]0.120096[/C][/ROW]
[ROW][C]12[/C][C]-0.215151[/C][C]-1.475[/C][C]0.07344[/C][/ROW]
[ROW][C]13[/C][C]-0.189945[/C][C]-1.3022[/C][C]0.099597[/C][/ROW]
[ROW][C]14[/C][C]0.070713[/C][C]0.4848[/C][C]0.31504[/C][/ROW]
[ROW][C]15[/C][C]-0.050178[/C][C]-0.344[/C][C]0.36619[/C][/ROW]
[ROW][C]16[/C][C]-0.06623[/C][C]-0.454[/C][C]0.325942[/C][/ROW]
[ROW][C]17[/C][C]-0.040696[/C][C]-0.279[/C][C]0.390735[/C][/ROW]
[ROW][C]18[/C][C]0.0426[/C][C]0.2921[/C][C]0.385766[/C][/ROW]
[ROW][C]19[/C][C]0.091833[/C][C]0.6296[/C][C]0.26601[/C][/ROW]
[ROW][C]20[/C][C]0.072142[/C][C]0.4946[/C][C]0.311601[/C][/ROW]
[ROW][C]21[/C][C]0.057388[/C][C]0.3934[/C][C]0.347891[/C][/ROW]
[ROW][C]22[/C][C]-0.083445[/C][C]-0.5721[/C][C]0.285[/C][/ROW]
[ROW][C]23[/C][C]0.097473[/C][C]0.6682[/C][C]0.253624[/C][/ROW]
[ROW][C]24[/C][C]-0.071321[/C][C]-0.4889[/C][C]0.313576[/C][/ROW]
[ROW][C]25[/C][C]-0.170081[/C][C]-1.166[/C][C]0.124746[/C][/ROW]
[ROW][C]26[/C][C]-0.060534[/C][C]-0.415[/C][C]0.340014[/C][/ROW]
[ROW][C]27[/C][C]-0.002218[/C][C]-0.0152[/C][C]0.493967[/C][/ROW]
[ROW][C]28[/C][C]-0.076577[/C][C]-0.525[/C][C]0.30103[/C][/ROW]
[ROW][C]29[/C][C]0.098145[/C][C]0.6728[/C][C]0.25217[/C][/ROW]
[ROW][C]30[/C][C]-0.036529[/C][C]-0.2504[/C][C]0.401673[/C][/ROW]
[ROW][C]31[/C][C]-0.018663[/C][C]-0.1279[/C][C]0.449369[/C][/ROW]
[ROW][C]32[/C][C]-0.000958[/C][C]-0.0066[/C][C]0.497393[/C][/ROW]
[ROW][C]33[/C][C]0.04115[/C][C]0.2821[/C][C]0.389549[/C][/ROW]
[ROW][C]34[/C][C]-0.107563[/C][C]-0.7374[/C][C]0.232268[/C][/ROW]
[ROW][C]35[/C][C]0.011876[/C][C]0.0814[/C][C]0.467726[/C][/ROW]
[ROW][C]36[/C][C]0.015394[/C][C]0.1055[/C][C]0.4582[/C][/ROW]
[ROW][C]37[/C][C]-0.076819[/C][C]-0.5266[/C][C]0.300458[/C][/ROW]
[ROW][C]38[/C][C]0.028577[/C][C]0.1959[/C][C]0.422762[/C][/ROW]
[ROW][C]39[/C][C]0.012842[/C][C]0.088[/C][C]0.465109[/C][/ROW]
[ROW][C]40[/C][C]-0.091936[/C][C]-0.6303[/C][C]0.265782[/C][/ROW]
[ROW][C]41[/C][C]-0.071421[/C][C]-0.4896[/C][C]0.313335[/C][/ROW]
[ROW][C]42[/C][C]-0.017487[/C][C]-0.1199[/C][C]0.452543[/C][/ROW]
[ROW][C]43[/C][C]0.008965[/C][C]0.0615[/C][C]0.475626[/C][/ROW]
[ROW][C]44[/C][C]-0.008814[/C][C]-0.0604[/C][C]0.476037[/C][/ROW]
[ROW][C]45[/C][C]0.091919[/C][C]0.6302[/C][C]0.26582[/C][/ROW]
[ROW][C]46[/C][C]-0.065845[/C][C]-0.4514[/C][C]0.326886[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/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=34937&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34937&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	-0.08259	-0.5662	0.286973
2	0.054929	0.3766	0.354093
3	0.198309	1.3595	0.090232
4	0.129457	0.8875	0.189661
5	-0.068432	-0.4691	0.320566
6	-0.001735	-0.0119	0.495281
7	-0.042736	-0.293	0.385412
8	0.107	0.7336	0.233431
9	-0.027676	-0.1897	0.425165
10	-0.142432	-0.9765	0.166916
11	0.173516	1.1896	0.120096
12	-0.215151	-1.475	0.07344
13	-0.189945	-1.3022	0.099597
14	0.070713	0.4848	0.31504
15	-0.050178	-0.344	0.36619
16	-0.06623	-0.454	0.325942
17	-0.040696	-0.279	0.390735
18	0.0426	0.2921	0.385766
19	0.091833	0.6296	0.26601
20	0.072142	0.4946	0.311601
21	0.057388	0.3934	0.347891
22	-0.083445	-0.5721	0.285
23	0.097473	0.6682	0.253624
24	-0.071321	-0.4889	0.313576
25	-0.170081	-1.166	0.124746
26	-0.060534	-0.415	0.340014
27	-0.002218	-0.0152	0.493967
28	-0.076577	-0.525	0.30103
29	0.098145	0.6728	0.25217
30	-0.036529	-0.2504	0.401673
31	-0.018663	-0.1279	0.449369
32	-0.000958	-0.0066	0.497393
33	0.04115	0.2821	0.389549
34	-0.107563	-0.7374	0.232268
35	0.011876	0.0814	0.467726
36	0.015394	0.1055	0.4582
37	-0.076819	-0.5266	0.300458
38	0.028577	0.1959	0.422762
39	0.012842	0.088	0.465109
40	-0.091936	-0.6303	0.265782
41	-0.071421	-0.4896	0.313335
42	-0.017487	-0.1199	0.452543
43	0.008965	0.0615	0.475626
44	-0.008814	-0.0604	0.476037
45	0.091919	0.6302	0.26582
46	-0.065845	-0.4514	0.326886
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
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 = 1 ; 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