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

Fri, 19 Dec 2008 02:30:17 -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/19/t1229679084moll3iohgk73573.htm/, Retrieved Wed, 15 May 2024 20:40:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35001, Retrieved Wed, 15 May 2024 20:40:01 +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

243

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

-     [Standard Deviation-Mean Plot] [tinneke_debock.pa...] [2008-12-18 18:24:23] [f9c5a49917ff87aeb076072f2749ef70]
- RMPD  [(Partial) Autocorrelation Function] [tinneke_debock.pa...] [2008-12-18 19:00:06] [f9c5a49917ff87aeb076072f2749ef70]
-   PD      [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:30:17] [e221948dd14811c7d88a6530ac2a8702] [Current]
-    D        [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:33:45] [fdc296cbeb5d8064cb0dbd634c3fdc55] 
-   PD          [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:44:19] [fdc296cbeb5d8064cb0dbd634c3fdc55] 
-   P             [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:47:25] [fdc296cbeb5d8064cb0dbd634c3fdc55] 
-   P               [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-20 14:10:57] [fdc296cbeb5d8064cb0dbd634c3fdc55] 
-   P             [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-20 14:08:10] [fdc296cbeb5d8064cb0dbd634c3fdc55] 
-   PD          [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-20 14:04:23] [fdc296cbeb5d8064cb0dbd634c3fdc55] 
-   PD        [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:40:12] [fdc296cbeb5d8064cb0dbd634c3fdc55] 
-   P           [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 10:12:55] [fdc296cbeb5d8064cb0dbd634c3fdc55] 

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=35001&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=35001&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35001&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	0.440358	4.2467	2.6e-05
2	0.087409	0.8429	0.200711
3	0.206287	1.9894	0.0248
4	0.14841	1.4312	0.07786
5	0.311127	3.0004	0.00173
6	0.45803	4.4171	1.3e-05
7	0.301742	2.9099	0.002262
8	0.176979	1.7067	0.045605
9	0.157929	1.523	0.065574
10	0.015878	0.1531	0.439318
11	0.317905	3.0658	0.001421
12	0.719216	6.9359	0
13	0.303476	2.9266	0.002153
14	-0.032093	-0.3095	0.378821
15	0.071386	0.6884	0.24645
16	0.046111	0.4447	0.328794
17	0.159598	1.5391	0.063587
18	0.301853	2.911	0.002255
19	0.151426	1.4603	0.073789
20	0.050551	0.4875	0.313527
21	0.037301	0.3597	0.359936
22	-0.088255	-0.8511	0.19845
23	0.187668	1.8098	0.036778
24	0.480001	4.629	6e-06
25	0.137525	1.3262	0.094003
26	-0.140658	-1.3565	0.089119
27	-0.091517	-0.8826	0.189875
28	-0.071288	-0.6875	0.246746
29	0.008251	0.0796	0.468373
30	0.122531	1.1816	0.12018
31	0.039521	0.3811	0.351991
32	-0.048429	-0.467	0.320784
33	-0.073359	-0.7075	0.240528
34	-0.170563	-1.6448	0.051689
35	0.031157	0.3005	0.382247
36	0.300654	2.8994	0.002332
37	0.034259	0.3304	0.370929
38	-0.18629	-1.7965	0.03783
39	-0.135155	-1.3034	0.097831
40	-0.129214	-1.2461	0.10793
41	-0.069533	-0.6706	0.252083
42	0.009598	0.0926	0.463225
43	-0.059541	-0.5742	0.283611
44	-0.121202	-1.1688	0.12273
45	-0.143329	-1.3822	0.085108
46	-0.21021	-2.0272	0.022753
47	-0.037631	-0.3629	0.35875
48	0.147028	1.4179	0.079783
49	-0.043483	-0.4193	0.33797
50	-0.239078	-2.3056	0.011678
51	-0.196986	-1.8997	0.030288
52	-0.174279	-1.6807	0.04809
53	-0.129601	-1.2498	0.10725
54	-0.054609	-0.5266	0.299853
55	-0.08477	-0.8175	0.207869
56	-0.138701	-1.3376	0.092147
57	-0.150843	-1.4547	0.074562
58	-0.206241	-1.9889	0.024824
59	-0.082127	-0.792	0.215188
60	0.07044	0.6793	0.249318

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.440358 & 4.2467 & 2.6e-05 \tabularnewline
2 & 0.087409 & 0.8429 & 0.200711 \tabularnewline
3 & 0.206287 & 1.9894 & 0.0248 \tabularnewline
4 & 0.14841 & 1.4312 & 0.07786 \tabularnewline
5 & 0.311127 & 3.0004 & 0.00173 \tabularnewline
6 & 0.45803 & 4.4171 & 1.3e-05 \tabularnewline
7 & 0.301742 & 2.9099 & 0.002262 \tabularnewline
8 & 0.176979 & 1.7067 & 0.045605 \tabularnewline
9 & 0.157929 & 1.523 & 0.065574 \tabularnewline
10 & 0.015878 & 0.1531 & 0.439318 \tabularnewline
11 & 0.317905 & 3.0658 & 0.001421 \tabularnewline
12 & 0.719216 & 6.9359 & 0 \tabularnewline
13 & 0.303476 & 2.9266 & 0.002153 \tabularnewline
14 & -0.032093 & -0.3095 & 0.378821 \tabularnewline
15 & 0.071386 & 0.6884 & 0.24645 \tabularnewline
16 & 0.046111 & 0.4447 & 0.328794 \tabularnewline
17 & 0.159598 & 1.5391 & 0.063587 \tabularnewline
18 & 0.301853 & 2.911 & 0.002255 \tabularnewline
19 & 0.151426 & 1.4603 & 0.073789 \tabularnewline
20 & 0.050551 & 0.4875 & 0.313527 \tabularnewline
21 & 0.037301 & 0.3597 & 0.359936 \tabularnewline
22 & -0.088255 & -0.8511 & 0.19845 \tabularnewline
23 & 0.187668 & 1.8098 & 0.036778 \tabularnewline
24 & 0.480001 & 4.629 & 6e-06 \tabularnewline
25 & 0.137525 & 1.3262 & 0.094003 \tabularnewline
26 & -0.140658 & -1.3565 & 0.089119 \tabularnewline
27 & -0.091517 & -0.8826 & 0.189875 \tabularnewline
28 & -0.071288 & -0.6875 & 0.246746 \tabularnewline
29 & 0.008251 & 0.0796 & 0.468373 \tabularnewline
30 & 0.122531 & 1.1816 & 0.12018 \tabularnewline
31 & 0.039521 & 0.3811 & 0.351991 \tabularnewline
32 & -0.048429 & -0.467 & 0.320784 \tabularnewline
33 & -0.073359 & -0.7075 & 0.240528 \tabularnewline
34 & -0.170563 & -1.6448 & 0.051689 \tabularnewline
35 & 0.031157 & 0.3005 & 0.382247 \tabularnewline
36 & 0.300654 & 2.8994 & 0.002332 \tabularnewline
37 & 0.034259 & 0.3304 & 0.370929 \tabularnewline
38 & -0.18629 & -1.7965 & 0.03783 \tabularnewline
39 & -0.135155 & -1.3034 & 0.097831 \tabularnewline
40 & -0.129214 & -1.2461 & 0.10793 \tabularnewline
41 & -0.069533 & -0.6706 & 0.252083 \tabularnewline
42 & 0.009598 & 0.0926 & 0.463225 \tabularnewline
43 & -0.059541 & -0.5742 & 0.283611 \tabularnewline
44 & -0.121202 & -1.1688 & 0.12273 \tabularnewline
45 & -0.143329 & -1.3822 & 0.085108 \tabularnewline
46 & -0.21021 & -2.0272 & 0.022753 \tabularnewline
47 & -0.037631 & -0.3629 & 0.35875 \tabularnewline
48 & 0.147028 & 1.4179 & 0.079783 \tabularnewline
49 & -0.043483 & -0.4193 & 0.33797 \tabularnewline
50 & -0.239078 & -2.3056 & 0.011678 \tabularnewline
51 & -0.196986 & -1.8997 & 0.030288 \tabularnewline
52 & -0.174279 & -1.6807 & 0.04809 \tabularnewline
53 & -0.129601 & -1.2498 & 0.10725 \tabularnewline
54 & -0.054609 & -0.5266 & 0.299853 \tabularnewline
55 & -0.08477 & -0.8175 & 0.207869 \tabularnewline
56 & -0.138701 & -1.3376 & 0.092147 \tabularnewline
57 & -0.150843 & -1.4547 & 0.074562 \tabularnewline
58 & -0.206241 & -1.9889 & 0.024824 \tabularnewline
59 & -0.082127 & -0.792 & 0.215188 \tabularnewline
60 & 0.07044 & 0.6793 & 0.249318 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35001&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]0.440358[/C][C]4.2467[/C][C]2.6e-05[/C][/ROW]
[ROW][C]2[/C][C]0.087409[/C][C]0.8429[/C][C]0.200711[/C][/ROW]
[ROW][C]3[/C][C]0.206287[/C][C]1.9894[/C][C]0.0248[/C][/ROW]
[ROW][C]4[/C][C]0.14841[/C][C]1.4312[/C][C]0.07786[/C][/ROW]
[ROW][C]5[/C][C]0.311127[/C][C]3.0004[/C][C]0.00173[/C][/ROW]
[ROW][C]6[/C][C]0.45803[/C][C]4.4171[/C][C]1.3e-05[/C][/ROW]
[ROW][C]7[/C][C]0.301742[/C][C]2.9099[/C][C]0.002262[/C][/ROW]
[ROW][C]8[/C][C]0.176979[/C][C]1.7067[/C][C]0.045605[/C][/ROW]
[ROW][C]9[/C][C]0.157929[/C][C]1.523[/C][C]0.065574[/C][/ROW]
[ROW][C]10[/C][C]0.015878[/C][C]0.1531[/C][C]0.439318[/C][/ROW]
[ROW][C]11[/C][C]0.317905[/C][C]3.0658[/C][C]0.001421[/C][/ROW]
[ROW][C]12[/C][C]0.719216[/C][C]6.9359[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.303476[/C][C]2.9266[/C][C]0.002153[/C][/ROW]
[ROW][C]14[/C][C]-0.032093[/C][C]-0.3095[/C][C]0.378821[/C][/ROW]
[ROW][C]15[/C][C]0.071386[/C][C]0.6884[/C][C]0.24645[/C][/ROW]
[ROW][C]16[/C][C]0.046111[/C][C]0.4447[/C][C]0.328794[/C][/ROW]
[ROW][C]17[/C][C]0.159598[/C][C]1.5391[/C][C]0.063587[/C][/ROW]
[ROW][C]18[/C][C]0.301853[/C][C]2.911[/C][C]0.002255[/C][/ROW]
[ROW][C]19[/C][C]0.151426[/C][C]1.4603[/C][C]0.073789[/C][/ROW]
[ROW][C]20[/C][C]0.050551[/C][C]0.4875[/C][C]0.313527[/C][/ROW]
[ROW][C]21[/C][C]0.037301[/C][C]0.3597[/C][C]0.359936[/C][/ROW]
[ROW][C]22[/C][C]-0.088255[/C][C]-0.8511[/C][C]0.19845[/C][/ROW]
[ROW][C]23[/C][C]0.187668[/C][C]1.8098[/C][C]0.036778[/C][/ROW]
[ROW][C]24[/C][C]0.480001[/C][C]4.629[/C][C]6e-06[/C][/ROW]
[ROW][C]25[/C][C]0.137525[/C][C]1.3262[/C][C]0.094003[/C][/ROW]
[ROW][C]26[/C][C]-0.140658[/C][C]-1.3565[/C][C]0.089119[/C][/ROW]
[ROW][C]27[/C][C]-0.091517[/C][C]-0.8826[/C][C]0.189875[/C][/ROW]
[ROW][C]28[/C][C]-0.071288[/C][C]-0.6875[/C][C]0.246746[/C][/ROW]
[ROW][C]29[/C][C]0.008251[/C][C]0.0796[/C][C]0.468373[/C][/ROW]
[ROW][C]30[/C][C]0.122531[/C][C]1.1816[/C][C]0.12018[/C][/ROW]
[ROW][C]31[/C][C]0.039521[/C][C]0.3811[/C][C]0.351991[/C][/ROW]
[ROW][C]32[/C][C]-0.048429[/C][C]-0.467[/C][C]0.320784[/C][/ROW]
[ROW][C]33[/C][C]-0.073359[/C][C]-0.7075[/C][C]0.240528[/C][/ROW]
[ROW][C]34[/C][C]-0.170563[/C][C]-1.6448[/C][C]0.051689[/C][/ROW]
[ROW][C]35[/C][C]0.031157[/C][C]0.3005[/C][C]0.382247[/C][/ROW]
[ROW][C]36[/C][C]0.300654[/C][C]2.8994[/C][C]0.002332[/C][/ROW]
[ROW][C]37[/C][C]0.034259[/C][C]0.3304[/C][C]0.370929[/C][/ROW]
[ROW][C]38[/C][C]-0.18629[/C][C]-1.7965[/C][C]0.03783[/C][/ROW]
[ROW][C]39[/C][C]-0.135155[/C][C]-1.3034[/C][C]0.097831[/C][/ROW]
[ROW][C]40[/C][C]-0.129214[/C][C]-1.2461[/C][C]0.10793[/C][/ROW]
[ROW][C]41[/C][C]-0.069533[/C][C]-0.6706[/C][C]0.252083[/C][/ROW]
[ROW][C]42[/C][C]0.009598[/C][C]0.0926[/C][C]0.463225[/C][/ROW]
[ROW][C]43[/C][C]-0.059541[/C][C]-0.5742[/C][C]0.283611[/C][/ROW]
[ROW][C]44[/C][C]-0.121202[/C][C]-1.1688[/C][C]0.12273[/C][/ROW]
[ROW][C]45[/C][C]-0.143329[/C][C]-1.3822[/C][C]0.085108[/C][/ROW]
[ROW][C]46[/C][C]-0.21021[/C][C]-2.0272[/C][C]0.022753[/C][/ROW]
[ROW][C]47[/C][C]-0.037631[/C][C]-0.3629[/C][C]0.35875[/C][/ROW]
[ROW][C]48[/C][C]0.147028[/C][C]1.4179[/C][C]0.079783[/C][/ROW]
[ROW][C]49[/C][C]-0.043483[/C][C]-0.4193[/C][C]0.33797[/C][/ROW]
[ROW][C]50[/C][C]-0.239078[/C][C]-2.3056[/C][C]0.011678[/C][/ROW]
[ROW][C]51[/C][C]-0.196986[/C][C]-1.8997[/C][C]0.030288[/C][/ROW]
[ROW][C]52[/C][C]-0.174279[/C][C]-1.6807[/C][C]0.04809[/C][/ROW]
[ROW][C]53[/C][C]-0.129601[/C][C]-1.2498[/C][C]0.10725[/C][/ROW]
[ROW][C]54[/C][C]-0.054609[/C][C]-0.5266[/C][C]0.299853[/C][/ROW]
[ROW][C]55[/C][C]-0.08477[/C][C]-0.8175[/C][C]0.207869[/C][/ROW]
[ROW][C]56[/C][C]-0.138701[/C][C]-1.3376[/C][C]0.092147[/C][/ROW]
[ROW][C]57[/C][C]-0.150843[/C][C]-1.4547[/C][C]0.074562[/C][/ROW]
[ROW][C]58[/C][C]-0.206241[/C][C]-1.9889[/C][C]0.024824[/C][/ROW]
[ROW][C]59[/C][C]-0.082127[/C][C]-0.792[/C][C]0.215188[/C][/ROW]
[ROW][C]60[/C][C]0.07044[/C][C]0.6793[/C][C]0.249318[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35001&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35001&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	0.440358	4.2467	2.6e-05
2	0.087409	0.8429	0.200711
3	0.206287	1.9894	0.0248
4	0.14841	1.4312	0.07786
5	0.311127	3.0004	0.00173
6	0.45803	4.4171	1.3e-05
7	0.301742	2.9099	0.002262
8	0.176979	1.7067	0.045605
9	0.157929	1.523	0.065574
10	0.015878	0.1531	0.439318
11	0.317905	3.0658	0.001421
12	0.719216	6.9359	0
13	0.303476	2.9266	0.002153
14	-0.032093	-0.3095	0.378821
15	0.071386	0.6884	0.24645
16	0.046111	0.4447	0.328794
17	0.159598	1.5391	0.063587
18	0.301853	2.911	0.002255
19	0.151426	1.4603	0.073789
20	0.050551	0.4875	0.313527
21	0.037301	0.3597	0.359936
22	-0.088255	-0.8511	0.19845
23	0.187668	1.8098	0.036778
24	0.480001	4.629	6e-06
25	0.137525	1.3262	0.094003
26	-0.140658	-1.3565	0.089119
27	-0.091517	-0.8826	0.189875
28	-0.071288	-0.6875	0.246746
29	0.008251	0.0796	0.468373
30	0.122531	1.1816	0.12018
31	0.039521	0.3811	0.351991
32	-0.048429	-0.467	0.320784
33	-0.073359	-0.7075	0.240528
34	-0.170563	-1.6448	0.051689
35	0.031157	0.3005	0.382247
36	0.300654	2.8994	0.002332
37	0.034259	0.3304	0.370929
38	-0.18629	-1.7965	0.03783
39	-0.135155	-1.3034	0.097831
40	-0.129214	-1.2461	0.10793
41	-0.069533	-0.6706	0.252083
42	0.009598	0.0926	0.463225
43	-0.059541	-0.5742	0.283611
44	-0.121202	-1.1688	0.12273
45	-0.143329	-1.3822	0.085108
46	-0.21021	-2.0272	0.022753
47	-0.037631	-0.3629	0.35875
48	0.147028	1.4179	0.079783
49	-0.043483	-0.4193	0.33797
50	-0.239078	-2.3056	0.011678
51	-0.196986	-1.8997	0.030288
52	-0.174279	-1.6807	0.04809
53	-0.129601	-1.2498	0.10725
54	-0.054609	-0.5266	0.299853
55	-0.08477	-0.8175	0.207869
56	-0.138701	-1.3376	0.092147
57	-0.150843	-1.4547	0.074562
58	-0.206241	-1.9889	0.024824
59	-0.082127	-0.792	0.215188
60	0.07044	0.6793	0.249318

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.440358	4.2467	2.6e-05
2	-0.132128	-1.2742	0.102885
3	0.278902	2.6896	0.004239
4	-0.083718	-0.8073	0.210763
5	0.41004	3.9543	7.5e-05
6	0.152426	1.4699	0.072476
7	0.130318	1.2567	0.105997
8	-0.01451	-0.1399	0.444511
9	0.035467	0.342	0.36655
10	-0.248374	-2.3952	0.009307
11	0.476703	4.5972	7e-06
12	0.399676	3.8543	0.000107
13	-0.257939	-2.4875	0.007324
14	-0.295417	-2.8489	0.002701
15	0.016534	0.1594	0.436832
16	-0.031271	-0.3016	0.381828
17	-0.108889	-1.0501	0.1482
18	-0.116152	-1.1201	0.132771
19	-0.034841	-0.336	0.368817
20	-0.047214	-0.4553	0.324971
21	0.081184	0.7829	0.217835
22	0.004619	0.0445	0.482283
23	0.116776	1.1261	0.131501
24	-0.105875	-1.021	0.154947
25	0.033862	0.3266	0.372371
26	-0.059014	-0.5691	0.285325
27	-0.061054	-0.5888	0.278717
28	-0.056867	-0.5484	0.292363
29	-0.087727	-0.846	0.19986
30	-0.062561	-0.6033	0.273884
31	0.086431	0.8335	0.203346
32	0.007762	0.0749	0.470244
33	0.025531	0.2462	0.403029
34	-0.045895	-0.4426	0.329542
35	-0.029206	-0.2816	0.389419
36	0.106157	1.0237	0.154306
37	0.014361	0.1385	0.445075
38	0.078453	0.7566	0.22561
39	-0.025632	-0.2472	0.402654
40	-0.011035	-0.1064	0.457739
41	-0.055407	-0.5343	0.297197
42	-0.021748	-0.2097	0.417167
43	-0.147563	-1.423	0.079034
44	-0.069893	-0.674	0.250984
45	-0.068828	-0.6638	0.254246
46	0.051656	0.4982	0.309775
47	0.017047	0.1644	0.43489
48	-0.057861	-0.558	0.289096
49	0.018086	0.1744	0.430959
50	-0.010062	-0.097	0.461454
51	0.016511	0.1592	0.436917
52	-0.009001	-0.0868	0.465506
53	0.015045	0.1451	0.442476
54	-0.044046	-0.4248	0.335995
55	0.090081	0.8687	0.193622
56	-0.03144	-0.3032	0.381209
57	0.080576	0.777	0.219551
58	-0.092207	-0.8892	0.188093
59	-0.019357	-0.1867	0.426163
60	-0.064973	-0.6266	0.266237

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.440358 & 4.2467 & 2.6e-05 \tabularnewline
2 & -0.132128 & -1.2742 & 0.102885 \tabularnewline
3 & 0.278902 & 2.6896 & 0.004239 \tabularnewline
4 & -0.083718 & -0.8073 & 0.210763 \tabularnewline
5 & 0.41004 & 3.9543 & 7.5e-05 \tabularnewline
6 & 0.152426 & 1.4699 & 0.072476 \tabularnewline
7 & 0.130318 & 1.2567 & 0.105997 \tabularnewline
8 & -0.01451 & -0.1399 & 0.444511 \tabularnewline
9 & 0.035467 & 0.342 & 0.36655 \tabularnewline
10 & -0.248374 & -2.3952 & 0.009307 \tabularnewline
11 & 0.476703 & 4.5972 & 7e-06 \tabularnewline
12 & 0.399676 & 3.8543 & 0.000107 \tabularnewline
13 & -0.257939 & -2.4875 & 0.007324 \tabularnewline
14 & -0.295417 & -2.8489 & 0.002701 \tabularnewline
15 & 0.016534 & 0.1594 & 0.436832 \tabularnewline
16 & -0.031271 & -0.3016 & 0.381828 \tabularnewline
17 & -0.108889 & -1.0501 & 0.1482 \tabularnewline
18 & -0.116152 & -1.1201 & 0.132771 \tabularnewline
19 & -0.034841 & -0.336 & 0.368817 \tabularnewline
20 & -0.047214 & -0.4553 & 0.324971 \tabularnewline
21 & 0.081184 & 0.7829 & 0.217835 \tabularnewline
22 & 0.004619 & 0.0445 & 0.482283 \tabularnewline
23 & 0.116776 & 1.1261 & 0.131501 \tabularnewline
24 & -0.105875 & -1.021 & 0.154947 \tabularnewline
25 & 0.033862 & 0.3266 & 0.372371 \tabularnewline
26 & -0.059014 & -0.5691 & 0.285325 \tabularnewline
27 & -0.061054 & -0.5888 & 0.278717 \tabularnewline
28 & -0.056867 & -0.5484 & 0.292363 \tabularnewline
29 & -0.087727 & -0.846 & 0.19986 \tabularnewline
30 & -0.062561 & -0.6033 & 0.273884 \tabularnewline
31 & 0.086431 & 0.8335 & 0.203346 \tabularnewline
32 & 0.007762 & 0.0749 & 0.470244 \tabularnewline
33 & 0.025531 & 0.2462 & 0.403029 \tabularnewline
34 & -0.045895 & -0.4426 & 0.329542 \tabularnewline
35 & -0.029206 & -0.2816 & 0.389419 \tabularnewline
36 & 0.106157 & 1.0237 & 0.154306 \tabularnewline
37 & 0.014361 & 0.1385 & 0.445075 \tabularnewline
38 & 0.078453 & 0.7566 & 0.22561 \tabularnewline
39 & -0.025632 & -0.2472 & 0.402654 \tabularnewline
40 & -0.011035 & -0.1064 & 0.457739 \tabularnewline
41 & -0.055407 & -0.5343 & 0.297197 \tabularnewline
42 & -0.021748 & -0.2097 & 0.417167 \tabularnewline
43 & -0.147563 & -1.423 & 0.079034 \tabularnewline
44 & -0.069893 & -0.674 & 0.250984 \tabularnewline
45 & -0.068828 & -0.6638 & 0.254246 \tabularnewline
46 & 0.051656 & 0.4982 & 0.309775 \tabularnewline
47 & 0.017047 & 0.1644 & 0.43489 \tabularnewline
48 & -0.057861 & -0.558 & 0.289096 \tabularnewline
49 & 0.018086 & 0.1744 & 0.430959 \tabularnewline
50 & -0.010062 & -0.097 & 0.461454 \tabularnewline
51 & 0.016511 & 0.1592 & 0.436917 \tabularnewline
52 & -0.009001 & -0.0868 & 0.465506 \tabularnewline
53 & 0.015045 & 0.1451 & 0.442476 \tabularnewline
54 & -0.044046 & -0.4248 & 0.335995 \tabularnewline
55 & 0.090081 & 0.8687 & 0.193622 \tabularnewline
56 & -0.03144 & -0.3032 & 0.381209 \tabularnewline
57 & 0.080576 & 0.777 & 0.219551 \tabularnewline
58 & -0.092207 & -0.8892 & 0.188093 \tabularnewline
59 & -0.019357 & -0.1867 & 0.426163 \tabularnewline
60 & -0.064973 & -0.6266 & 0.266237 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35001&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]0.440358[/C][C]4.2467[/C][C]2.6e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.132128[/C][C]-1.2742[/C][C]0.102885[/C][/ROW]
[ROW][C]3[/C][C]0.278902[/C][C]2.6896[/C][C]0.004239[/C][/ROW]
[ROW][C]4[/C][C]-0.083718[/C][C]-0.8073[/C][C]0.210763[/C][/ROW]
[ROW][C]5[/C][C]0.41004[/C][C]3.9543[/C][C]7.5e-05[/C][/ROW]
[ROW][C]6[/C][C]0.152426[/C][C]1.4699[/C][C]0.072476[/C][/ROW]
[ROW][C]7[/C][C]0.130318[/C][C]1.2567[/C][C]0.105997[/C][/ROW]
[ROW][C]8[/C][C]-0.01451[/C][C]-0.1399[/C][C]0.444511[/C][/ROW]
[ROW][C]9[/C][C]0.035467[/C][C]0.342[/C][C]0.36655[/C][/ROW]
[ROW][C]10[/C][C]-0.248374[/C][C]-2.3952[/C][C]0.009307[/C][/ROW]
[ROW][C]11[/C][C]0.476703[/C][C]4.5972[/C][C]7e-06[/C][/ROW]
[ROW][C]12[/C][C]0.399676[/C][C]3.8543[/C][C]0.000107[/C][/ROW]
[ROW][C]13[/C][C]-0.257939[/C][C]-2.4875[/C][C]0.007324[/C][/ROW]
[ROW][C]14[/C][C]-0.295417[/C][C]-2.8489[/C][C]0.002701[/C][/ROW]
[ROW][C]15[/C][C]0.016534[/C][C]0.1594[/C][C]0.436832[/C][/ROW]
[ROW][C]16[/C][C]-0.031271[/C][C]-0.3016[/C][C]0.381828[/C][/ROW]
[ROW][C]17[/C][C]-0.108889[/C][C]-1.0501[/C][C]0.1482[/C][/ROW]
[ROW][C]18[/C][C]-0.116152[/C][C]-1.1201[/C][C]0.132771[/C][/ROW]
[ROW][C]19[/C][C]-0.034841[/C][C]-0.336[/C][C]0.368817[/C][/ROW]
[ROW][C]20[/C][C]-0.047214[/C][C]-0.4553[/C][C]0.324971[/C][/ROW]
[ROW][C]21[/C][C]0.081184[/C][C]0.7829[/C][C]0.217835[/C][/ROW]
[ROW][C]22[/C][C]0.004619[/C][C]0.0445[/C][C]0.482283[/C][/ROW]
[ROW][C]23[/C][C]0.116776[/C][C]1.1261[/C][C]0.131501[/C][/ROW]
[ROW][C]24[/C][C]-0.105875[/C][C]-1.021[/C][C]0.154947[/C][/ROW]
[ROW][C]25[/C][C]0.033862[/C][C]0.3266[/C][C]0.372371[/C][/ROW]
[ROW][C]26[/C][C]-0.059014[/C][C]-0.5691[/C][C]0.285325[/C][/ROW]
[ROW][C]27[/C][C]-0.061054[/C][C]-0.5888[/C][C]0.278717[/C][/ROW]
[ROW][C]28[/C][C]-0.056867[/C][C]-0.5484[/C][C]0.292363[/C][/ROW]
[ROW][C]29[/C][C]-0.087727[/C][C]-0.846[/C][C]0.19986[/C][/ROW]
[ROW][C]30[/C][C]-0.062561[/C][C]-0.6033[/C][C]0.273884[/C][/ROW]
[ROW][C]31[/C][C]0.086431[/C][C]0.8335[/C][C]0.203346[/C][/ROW]
[ROW][C]32[/C][C]0.007762[/C][C]0.0749[/C][C]0.470244[/C][/ROW]
[ROW][C]33[/C][C]0.025531[/C][C]0.2462[/C][C]0.403029[/C][/ROW]
[ROW][C]34[/C][C]-0.045895[/C][C]-0.4426[/C][C]0.329542[/C][/ROW]
[ROW][C]35[/C][C]-0.029206[/C][C]-0.2816[/C][C]0.389419[/C][/ROW]
[ROW][C]36[/C][C]0.106157[/C][C]1.0237[/C][C]0.154306[/C][/ROW]
[ROW][C]37[/C][C]0.014361[/C][C]0.1385[/C][C]0.445075[/C][/ROW]
[ROW][C]38[/C][C]0.078453[/C][C]0.7566[/C][C]0.22561[/C][/ROW]
[ROW][C]39[/C][C]-0.025632[/C][C]-0.2472[/C][C]0.402654[/C][/ROW]
[ROW][C]40[/C][C]-0.011035[/C][C]-0.1064[/C][C]0.457739[/C][/ROW]
[ROW][C]41[/C][C]-0.055407[/C][C]-0.5343[/C][C]0.297197[/C][/ROW]
[ROW][C]42[/C][C]-0.021748[/C][C]-0.2097[/C][C]0.417167[/C][/ROW]
[ROW][C]43[/C][C]-0.147563[/C][C]-1.423[/C][C]0.079034[/C][/ROW]
[ROW][C]44[/C][C]-0.069893[/C][C]-0.674[/C][C]0.250984[/C][/ROW]
[ROW][C]45[/C][C]-0.068828[/C][C]-0.6638[/C][C]0.254246[/C][/ROW]
[ROW][C]46[/C][C]0.051656[/C][C]0.4982[/C][C]0.309775[/C][/ROW]
[ROW][C]47[/C][C]0.017047[/C][C]0.1644[/C][C]0.43489[/C][/ROW]
[ROW][C]48[/C][C]-0.057861[/C][C]-0.558[/C][C]0.289096[/C][/ROW]
[ROW][C]49[/C][C]0.018086[/C][C]0.1744[/C][C]0.430959[/C][/ROW]
[ROW][C]50[/C][C]-0.010062[/C][C]-0.097[/C][C]0.461454[/C][/ROW]
[ROW][C]51[/C][C]0.016511[/C][C]0.1592[/C][C]0.436917[/C][/ROW]
[ROW][C]52[/C][C]-0.009001[/C][C]-0.0868[/C][C]0.465506[/C][/ROW]
[ROW][C]53[/C][C]0.015045[/C][C]0.1451[/C][C]0.442476[/C][/ROW]
[ROW][C]54[/C][C]-0.044046[/C][C]-0.4248[/C][C]0.335995[/C][/ROW]
[ROW][C]55[/C][C]0.090081[/C][C]0.8687[/C][C]0.193622[/C][/ROW]
[ROW][C]56[/C][C]-0.03144[/C][C]-0.3032[/C][C]0.381209[/C][/ROW]
[ROW][C]57[/C][C]0.080576[/C][C]0.777[/C][C]0.219551[/C][/ROW]
[ROW][C]58[/C][C]-0.092207[/C][C]-0.8892[/C][C]0.188093[/C][/ROW]
[ROW][C]59[/C][C]-0.019357[/C][C]-0.1867[/C][C]0.426163[/C][/ROW]
[ROW][C]60[/C][C]-0.064973[/C][C]-0.6266[/C][C]0.266237[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35001&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35001&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	0.440358	4.2467	2.6e-05
2	-0.132128	-1.2742	0.102885
3	0.278902	2.6896	0.004239
4	-0.083718	-0.8073	0.210763
5	0.41004	3.9543	7.5e-05
6	0.152426	1.4699	0.072476
7	0.130318	1.2567	0.105997
8	-0.01451	-0.1399	0.444511
9	0.035467	0.342	0.36655
10	-0.248374	-2.3952	0.009307
11	0.476703	4.5972	7e-06
12	0.399676	3.8543	0.000107
13	-0.257939	-2.4875	0.007324
14	-0.295417	-2.8489	0.002701
15	0.016534	0.1594	0.436832
16	-0.031271	-0.3016	0.381828
17	-0.108889	-1.0501	0.1482
18	-0.116152	-1.1201	0.132771
19	-0.034841	-0.336	0.368817
20	-0.047214	-0.4553	0.324971
21	0.081184	0.7829	0.217835
22	0.004619	0.0445	0.482283
23	0.116776	1.1261	0.131501
24	-0.105875	-1.021	0.154947
25	0.033862	0.3266	0.372371
26	-0.059014	-0.5691	0.285325
27	-0.061054	-0.5888	0.278717
28	-0.056867	-0.5484	0.292363
29	-0.087727	-0.846	0.19986
30	-0.062561	-0.6033	0.273884
31	0.086431	0.8335	0.203346
32	0.007762	0.0749	0.470244
33	0.025531	0.2462	0.403029
34	-0.045895	-0.4426	0.329542
35	-0.029206	-0.2816	0.389419
36	0.106157	1.0237	0.154306
37	0.014361	0.1385	0.445075
38	0.078453	0.7566	0.22561
39	-0.025632	-0.2472	0.402654
40	-0.011035	-0.1064	0.457739
41	-0.055407	-0.5343	0.297197
42	-0.021748	-0.2097	0.417167
43	-0.147563	-1.423	0.079034
44	-0.069893	-0.674	0.250984
45	-0.068828	-0.6638	0.254246
46	0.051656	0.4982	0.309775
47	0.017047	0.1644	0.43489
48	-0.057861	-0.558	0.289096
49	0.018086	0.1744	0.430959
50	-0.010062	-0.097	0.461454
51	0.016511	0.1592	0.436917
52	-0.009001	-0.0868	0.465506
53	0.015045	0.1451	0.442476
54	-0.044046	-0.4248	0.335995
55	0.090081	0.8687	0.193622
56	-0.03144	-0.3032	0.381209
57	0.080576	0.777	0.219551
58	-0.092207	-0.8892	0.188093
59	-0.019357	-0.1867	0.426163
60	-0.064973	-0.6266	0.266237

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = -0.1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -0.1 ; 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