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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 19 Dec 2008 02:33:45 -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/19/t1229679311xpctllh0epve6xk.htm/, Retrieved Wed, 15 May 2024 00:10:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35003, Retrieved Wed, 15 May 2024 00:10:58 +0000

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Estimated Impact

238

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] [fdc296cbeb5d8064cb0dbd634c3fdc55]
-    D        [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:33:45] [e221948dd14811c7d88a6530ac2a8702] [Current]
-   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] 

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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	4 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 & 4 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=35003&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]4 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=35003&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35003&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	4 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.585898	5.6502	0
2	0.502093	4.842	3e-06
3	0.661152	6.3759	0
4	0.445777	4.2989	2.1e-05
5	0.499973	4.8216	3e-06
6	0.625398	6.0311	0
7	0.404488	3.9007	9.1e-05
8	0.385458	3.7172	0.000172
9	0.520323	5.0178	1e-06
10	0.352987	3.4041	0.000491
11	0.4417	4.2596	2.4e-05
12	0.62289	6.0069	0
13	0.359214	3.4641	0.000403
14	0.289916	2.7958	0.003144
15	0.382857	3.6921	0.000187
16	0.188822	1.8209	0.035917
17	0.24522	2.3648	0.010059
18	0.332286	3.2044	0.000927
19	0.12566	1.2118	0.114325
20	0.121269	1.1695	0.122601
21	0.207308	1.9992	0.024252
22	0.087768	0.8464	0.199749
23	0.16594	1.6003	0.056465
24	0.261019	2.5172	0.006771
25	0.103442	0.9976	0.160541
26	0.041559	0.4008	0.344751
27	0.108774	1.049	0.148453
28	-0.042784	-0.4126	0.340426
29	-0.018059	-0.1742	0.431061
30	0.079828	0.7698	0.221675
31	-0.066268	-0.6391	0.262176
32	-0.072853	-0.7026	0.24204
33	-0.018279	-0.1763	0.430229
34	-0.084697	-0.8168	0.208069
35	-0.020946	-0.202	0.420179
36	0.111574	1.076	0.142359
37	-0.040838	-0.3938	0.347306
38	-0.09789	-0.944	0.173804
39	-0.030111	-0.2904	0.386085
40	-0.138825	-1.3388	0.091953
41	-0.137103	-1.3222	0.094676
42	-0.055787	-0.538	0.295933
43	-0.142748	-1.3766	0.085969
44	-0.164133	-1.5828	0.058427
45	-0.124468	-1.2003	0.116531
46	-0.182275	-1.7578	0.041036
47	-0.140904	-1.3588	0.088744
48	-0.021326	-0.2057	0.418754
49	-0.152341	-1.4691	0.072587
50	-0.201731	-1.9454	0.027372
51	-0.153174	-1.4772	0.071506
52	-0.22106	-2.1318	0.017829
53	-0.204825	-1.9753	0.025602
54	-0.159505	-1.5382	0.063696
55	-0.2384	-2.299	0.011871
56	-0.268798	-2.5922	0.005538
57	-0.212637	-2.0506	0.02156
58	-0.285448	-2.7528	0.003553
59	-0.243022	-2.3436	0.010614
60	-0.163788	-1.5795	0.058807

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.585898 & 5.6502 & 0 \tabularnewline
2 & 0.502093 & 4.842 & 3e-06 \tabularnewline
3 & 0.661152 & 6.3759 & 0 \tabularnewline
4 & 0.445777 & 4.2989 & 2.1e-05 \tabularnewline
5 & 0.499973 & 4.8216 & 3e-06 \tabularnewline
6 & 0.625398 & 6.0311 & 0 \tabularnewline
7 & 0.404488 & 3.9007 & 9.1e-05 \tabularnewline
8 & 0.385458 & 3.7172 & 0.000172 \tabularnewline
9 & 0.520323 & 5.0178 & 1e-06 \tabularnewline
10 & 0.352987 & 3.4041 & 0.000491 \tabularnewline
11 & 0.4417 & 4.2596 & 2.4e-05 \tabularnewline
12 & 0.62289 & 6.0069 & 0 \tabularnewline
13 & 0.359214 & 3.4641 & 0.000403 \tabularnewline
14 & 0.289916 & 2.7958 & 0.003144 \tabularnewline
15 & 0.382857 & 3.6921 & 0.000187 \tabularnewline
16 & 0.188822 & 1.8209 & 0.035917 \tabularnewline
17 & 0.24522 & 2.3648 & 0.010059 \tabularnewline
18 & 0.332286 & 3.2044 & 0.000927 \tabularnewline
19 & 0.12566 & 1.2118 & 0.114325 \tabularnewline
20 & 0.121269 & 1.1695 & 0.122601 \tabularnewline
21 & 0.207308 & 1.9992 & 0.024252 \tabularnewline
22 & 0.087768 & 0.8464 & 0.199749 \tabularnewline
23 & 0.16594 & 1.6003 & 0.056465 \tabularnewline
24 & 0.261019 & 2.5172 & 0.006771 \tabularnewline
25 & 0.103442 & 0.9976 & 0.160541 \tabularnewline
26 & 0.041559 & 0.4008 & 0.344751 \tabularnewline
27 & 0.108774 & 1.049 & 0.148453 \tabularnewline
28 & -0.042784 & -0.4126 & 0.340426 \tabularnewline
29 & -0.018059 & -0.1742 & 0.431061 \tabularnewline
30 & 0.079828 & 0.7698 & 0.221675 \tabularnewline
31 & -0.066268 & -0.6391 & 0.262176 \tabularnewline
32 & -0.072853 & -0.7026 & 0.24204 \tabularnewline
33 & -0.018279 & -0.1763 & 0.430229 \tabularnewline
34 & -0.084697 & -0.8168 & 0.208069 \tabularnewline
35 & -0.020946 & -0.202 & 0.420179 \tabularnewline
36 & 0.111574 & 1.076 & 0.142359 \tabularnewline
37 & -0.040838 & -0.3938 & 0.347306 \tabularnewline
38 & -0.09789 & -0.944 & 0.173804 \tabularnewline
39 & -0.030111 & -0.2904 & 0.386085 \tabularnewline
40 & -0.138825 & -1.3388 & 0.091953 \tabularnewline
41 & -0.137103 & -1.3222 & 0.094676 \tabularnewline
42 & -0.055787 & -0.538 & 0.295933 \tabularnewline
43 & -0.142748 & -1.3766 & 0.085969 \tabularnewline
44 & -0.164133 & -1.5828 & 0.058427 \tabularnewline
45 & -0.124468 & -1.2003 & 0.116531 \tabularnewline
46 & -0.182275 & -1.7578 & 0.041036 \tabularnewline
47 & -0.140904 & -1.3588 & 0.088744 \tabularnewline
48 & -0.021326 & -0.2057 & 0.418754 \tabularnewline
49 & -0.152341 & -1.4691 & 0.072587 \tabularnewline
50 & -0.201731 & -1.9454 & 0.027372 \tabularnewline
51 & -0.153174 & -1.4772 & 0.071506 \tabularnewline
52 & -0.22106 & -2.1318 & 0.017829 \tabularnewline
53 & -0.204825 & -1.9753 & 0.025602 \tabularnewline
54 & -0.159505 & -1.5382 & 0.063696 \tabularnewline
55 & -0.2384 & -2.299 & 0.011871 \tabularnewline
56 & -0.268798 & -2.5922 & 0.005538 \tabularnewline
57 & -0.212637 & -2.0506 & 0.02156 \tabularnewline
58 & -0.285448 & -2.7528 & 0.003553 \tabularnewline
59 & -0.243022 & -2.3436 & 0.010614 \tabularnewline
60 & -0.163788 & -1.5795 & 0.058807 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35003&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]0.585898[/C][C]5.6502[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.502093[/C][C]4.842[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]0.661152[/C][C]6.3759[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.445777[/C][C]4.2989[/C][C]2.1e-05[/C][/ROW]
[ROW][C]5[/C][C]0.499973[/C][C]4.8216[/C][C]3e-06[/C][/ROW]
[ROW][C]6[/C][C]0.625398[/C][C]6.0311[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.404488[/C][C]3.9007[/C][C]9.1e-05[/C][/ROW]
[ROW][C]8[/C][C]0.385458[/C][C]3.7172[/C][C]0.000172[/C][/ROW]
[ROW][C]9[/C][C]0.520323[/C][C]5.0178[/C][C]1e-06[/C][/ROW]
[ROW][C]10[/C][C]0.352987[/C][C]3.4041[/C][C]0.000491[/C][/ROW]
[ROW][C]11[/C][C]0.4417[/C][C]4.2596[/C][C]2.4e-05[/C][/ROW]
[ROW][C]12[/C][C]0.62289[/C][C]6.0069[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.359214[/C][C]3.4641[/C][C]0.000403[/C][/ROW]
[ROW][C]14[/C][C]0.289916[/C][C]2.7958[/C][C]0.003144[/C][/ROW]
[ROW][C]15[/C][C]0.382857[/C][C]3.6921[/C][C]0.000187[/C][/ROW]
[ROW][C]16[/C][C]0.188822[/C][C]1.8209[/C][C]0.035917[/C][/ROW]
[ROW][C]17[/C][C]0.24522[/C][C]2.3648[/C][C]0.010059[/C][/ROW]
[ROW][C]18[/C][C]0.332286[/C][C]3.2044[/C][C]0.000927[/C][/ROW]
[ROW][C]19[/C][C]0.12566[/C][C]1.2118[/C][C]0.114325[/C][/ROW]
[ROW][C]20[/C][C]0.121269[/C][C]1.1695[/C][C]0.122601[/C][/ROW]
[ROW][C]21[/C][C]0.207308[/C][C]1.9992[/C][C]0.024252[/C][/ROW]
[ROW][C]22[/C][C]0.087768[/C][C]0.8464[/C][C]0.199749[/C][/ROW]
[ROW][C]23[/C][C]0.16594[/C][C]1.6003[/C][C]0.056465[/C][/ROW]
[ROW][C]24[/C][C]0.261019[/C][C]2.5172[/C][C]0.006771[/C][/ROW]
[ROW][C]25[/C][C]0.103442[/C][C]0.9976[/C][C]0.160541[/C][/ROW]
[ROW][C]26[/C][C]0.041559[/C][C]0.4008[/C][C]0.344751[/C][/ROW]
[ROW][C]27[/C][C]0.108774[/C][C]1.049[/C][C]0.148453[/C][/ROW]
[ROW][C]28[/C][C]-0.042784[/C][C]-0.4126[/C][C]0.340426[/C][/ROW]
[ROW][C]29[/C][C]-0.018059[/C][C]-0.1742[/C][C]0.431061[/C][/ROW]
[ROW][C]30[/C][C]0.079828[/C][C]0.7698[/C][C]0.221675[/C][/ROW]
[ROW][C]31[/C][C]-0.066268[/C][C]-0.6391[/C][C]0.262176[/C][/ROW]
[ROW][C]32[/C][C]-0.072853[/C][C]-0.7026[/C][C]0.24204[/C][/ROW]
[ROW][C]33[/C][C]-0.018279[/C][C]-0.1763[/C][C]0.430229[/C][/ROW]
[ROW][C]34[/C][C]-0.084697[/C][C]-0.8168[/C][C]0.208069[/C][/ROW]
[ROW][C]35[/C][C]-0.020946[/C][C]-0.202[/C][C]0.420179[/C][/ROW]
[ROW][C]36[/C][C]0.111574[/C][C]1.076[/C][C]0.142359[/C][/ROW]
[ROW][C]37[/C][C]-0.040838[/C][C]-0.3938[/C][C]0.347306[/C][/ROW]
[ROW][C]38[/C][C]-0.09789[/C][C]-0.944[/C][C]0.173804[/C][/ROW]
[ROW][C]39[/C][C]-0.030111[/C][C]-0.2904[/C][C]0.386085[/C][/ROW]
[ROW][C]40[/C][C]-0.138825[/C][C]-1.3388[/C][C]0.091953[/C][/ROW]
[ROW][C]41[/C][C]-0.137103[/C][C]-1.3222[/C][C]0.094676[/C][/ROW]
[ROW][C]42[/C][C]-0.055787[/C][C]-0.538[/C][C]0.295933[/C][/ROW]
[ROW][C]43[/C][C]-0.142748[/C][C]-1.3766[/C][C]0.085969[/C][/ROW]
[ROW][C]44[/C][C]-0.164133[/C][C]-1.5828[/C][C]0.058427[/C][/ROW]
[ROW][C]45[/C][C]-0.124468[/C][C]-1.2003[/C][C]0.116531[/C][/ROW]
[ROW][C]46[/C][C]-0.182275[/C][C]-1.7578[/C][C]0.041036[/C][/ROW]
[ROW][C]47[/C][C]-0.140904[/C][C]-1.3588[/C][C]0.088744[/C][/ROW]
[ROW][C]48[/C][C]-0.021326[/C][C]-0.2057[/C][C]0.418754[/C][/ROW]
[ROW][C]49[/C][C]-0.152341[/C][C]-1.4691[/C][C]0.072587[/C][/ROW]
[ROW][C]50[/C][C]-0.201731[/C][C]-1.9454[/C][C]0.027372[/C][/ROW]
[ROW][C]51[/C][C]-0.153174[/C][C]-1.4772[/C][C]0.071506[/C][/ROW]
[ROW][C]52[/C][C]-0.22106[/C][C]-2.1318[/C][C]0.017829[/C][/ROW]
[ROW][C]53[/C][C]-0.204825[/C][C]-1.9753[/C][C]0.025602[/C][/ROW]
[ROW][C]54[/C][C]-0.159505[/C][C]-1.5382[/C][C]0.063696[/C][/ROW]
[ROW][C]55[/C][C]-0.2384[/C][C]-2.299[/C][C]0.011871[/C][/ROW]
[ROW][C]56[/C][C]-0.268798[/C][C]-2.5922[/C][C]0.005538[/C][/ROW]
[ROW][C]57[/C][C]-0.212637[/C][C]-2.0506[/C][C]0.02156[/C][/ROW]
[ROW][C]58[/C][C]-0.285448[/C][C]-2.7528[/C][C]0.003553[/C][/ROW]
[ROW][C]59[/C][C]-0.243022[/C][C]-2.3436[/C][C]0.010614[/C][/ROW]
[ROW][C]60[/C][C]-0.163788[/C][C]-1.5795[/C][C]0.058807[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35003&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35003&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	0.585898	5.6502	0
2	0.502093	4.842	3e-06
3	0.661152	6.3759	0
4	0.445777	4.2989	2.1e-05
5	0.499973	4.8216	3e-06
6	0.625398	6.0311	0
7	0.404488	3.9007	9.1e-05
8	0.385458	3.7172	0.000172
9	0.520323	5.0178	1e-06
10	0.352987	3.4041	0.000491
11	0.4417	4.2596	2.4e-05
12	0.62289	6.0069	0
13	0.359214	3.4641	0.000403
14	0.289916	2.7958	0.003144
15	0.382857	3.6921	0.000187
16	0.188822	1.8209	0.035917
17	0.24522	2.3648	0.010059
18	0.332286	3.2044	0.000927
19	0.12566	1.2118	0.114325
20	0.121269	1.1695	0.122601
21	0.207308	1.9992	0.024252
22	0.087768	0.8464	0.199749
23	0.16594	1.6003	0.056465
24	0.261019	2.5172	0.006771
25	0.103442	0.9976	0.160541
26	0.041559	0.4008	0.344751
27	0.108774	1.049	0.148453
28	-0.042784	-0.4126	0.340426
29	-0.018059	-0.1742	0.431061
30	0.079828	0.7698	0.221675
31	-0.066268	-0.6391	0.262176
32	-0.072853	-0.7026	0.24204
33	-0.018279	-0.1763	0.430229
34	-0.084697	-0.8168	0.208069
35	-0.020946	-0.202	0.420179
36	0.111574	1.076	0.142359
37	-0.040838	-0.3938	0.347306
38	-0.09789	-0.944	0.173804
39	-0.030111	-0.2904	0.386085
40	-0.138825	-1.3388	0.091953
41	-0.137103	-1.3222	0.094676
42	-0.055787	-0.538	0.295933
43	-0.142748	-1.3766	0.085969
44	-0.164133	-1.5828	0.058427
45	-0.124468	-1.2003	0.116531
46	-0.182275	-1.7578	0.041036
47	-0.140904	-1.3588	0.088744
48	-0.021326	-0.2057	0.418754
49	-0.152341	-1.4691	0.072587
50	-0.201731	-1.9454	0.027372
51	-0.153174	-1.4772	0.071506
52	-0.22106	-2.1318	0.017829
53	-0.204825	-1.9753	0.025602
54	-0.159505	-1.5382	0.063696
55	-0.2384	-2.299	0.011871
56	-0.268798	-2.5922	0.005538
57	-0.212637	-2.0506	0.02156
58	-0.285448	-2.7528	0.003553
59	-0.243022	-2.3436	0.010614
60	-0.163788	-1.5795	0.058807

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.585898	5.6502	0
2	0.241832	2.3321	0.010926
3	0.479412	4.6233	6e-06
4	-0.139948	-1.3496	0.090208
5	0.257426	2.4825	0.007419
6	0.192998	1.8612	0.032937
7	-0.109853	-1.0594	0.146085
8	-0.089711	-0.8651	0.194593
9	0.150235	1.4488	0.075376
10	-0.066467	-0.641	0.261555
11	0.205419	1.981	0.025273
12	0.278713	2.6878	0.004261
13	-0.158831	-1.5317	0.064494
14	-0.29209	-2.8168	0.002962
15	-0.145881	-1.4068	0.081406
16	-0.182923	-1.764	0.040504
17	-0.021017	-0.2027	0.419914
18	-0.002424	-0.0234	0.4907
19	0.060181	0.5804	0.281535
20	-0.034192	-0.3297	0.371172
21	0.013543	0.1306	0.448185
22	0.008587	0.0828	0.46709
23	0.017143	0.1653	0.434526
24	-0.022851	-0.2204	0.413032
25	0.116999	1.1283	0.131049
26	-0.109406	-1.0551	0.147063
27	0.049907	0.4813	0.315723
28	-0.150405	-1.4505	0.075148
29	-0.033596	-0.324	0.373336
30	-0.017286	-0.1667	0.433985
31	0.13196	1.2726	0.10317
32	0.012576	0.1213	0.451864
33	0.000413	0.004	0.498416
34	-0.01172	-0.113	0.455128
35	0.019188	0.185	0.4268
36	0.134564	1.2977	0.098803
37	-0.052532	-0.5066	0.306816
38	-0.085604	-0.8255	0.205591
39	-0.051095	-0.4927	0.311679
40	-0.022392	-0.2159	0.414754
41	-0.075567	-0.7287	0.233997
42	-0.086582	-0.835	0.202938
43	0.099876	0.9632	0.168979
44	0.030371	0.2929	0.385129
45	-0.049905	-0.4813	0.315729
46	-0.060815	-0.5865	0.279487
47	-0.096659	-0.9321	0.176837
48	-0.031158	-0.3005	0.382242
49	-0.090876	-0.8764	0.191543
50	0.044056	0.4249	0.335958
51	-0.018758	-0.1809	0.428422
52	0.104166	1.0045	0.158863
53	0.039238	0.3784	0.352997
54	-0.047005	-0.4533	0.325695
55	-0.088737	-0.8558	0.197168
56	-0.075676	-0.7298	0.233675
57	-0.010401	-0.1003	0.460158
58	-0.077157	-0.7441	0.229353
59	0.006522	0.0629	0.474992
60	-0.001952	-0.0188	0.492511

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.585898 & 5.6502 & 0 \tabularnewline
2 & 0.241832 & 2.3321 & 0.010926 \tabularnewline
3 & 0.479412 & 4.6233 & 6e-06 \tabularnewline
4 & -0.139948 & -1.3496 & 0.090208 \tabularnewline
5 & 0.257426 & 2.4825 & 0.007419 \tabularnewline
6 & 0.192998 & 1.8612 & 0.032937 \tabularnewline
7 & -0.109853 & -1.0594 & 0.146085 \tabularnewline
8 & -0.089711 & -0.8651 & 0.194593 \tabularnewline
9 & 0.150235 & 1.4488 & 0.075376 \tabularnewline
10 & -0.066467 & -0.641 & 0.261555 \tabularnewline
11 & 0.205419 & 1.981 & 0.025273 \tabularnewline
12 & 0.278713 & 2.6878 & 0.004261 \tabularnewline
13 & -0.158831 & -1.5317 & 0.064494 \tabularnewline
14 & -0.29209 & -2.8168 & 0.002962 \tabularnewline
15 & -0.145881 & -1.4068 & 0.081406 \tabularnewline
16 & -0.182923 & -1.764 & 0.040504 \tabularnewline
17 & -0.021017 & -0.2027 & 0.419914 \tabularnewline
18 & -0.002424 & -0.0234 & 0.4907 \tabularnewline
19 & 0.060181 & 0.5804 & 0.281535 \tabularnewline
20 & -0.034192 & -0.3297 & 0.371172 \tabularnewline
21 & 0.013543 & 0.1306 & 0.448185 \tabularnewline
22 & 0.008587 & 0.0828 & 0.46709 \tabularnewline
23 & 0.017143 & 0.1653 & 0.434526 \tabularnewline
24 & -0.022851 & -0.2204 & 0.413032 \tabularnewline
25 & 0.116999 & 1.1283 & 0.131049 \tabularnewline
26 & -0.109406 & -1.0551 & 0.147063 \tabularnewline
27 & 0.049907 & 0.4813 & 0.315723 \tabularnewline
28 & -0.150405 & -1.4505 & 0.075148 \tabularnewline
29 & -0.033596 & -0.324 & 0.373336 \tabularnewline
30 & -0.017286 & -0.1667 & 0.433985 \tabularnewline
31 & 0.13196 & 1.2726 & 0.10317 \tabularnewline
32 & 0.012576 & 0.1213 & 0.451864 \tabularnewline
33 & 0.000413 & 0.004 & 0.498416 \tabularnewline
34 & -0.01172 & -0.113 & 0.455128 \tabularnewline
35 & 0.019188 & 0.185 & 0.4268 \tabularnewline
36 & 0.134564 & 1.2977 & 0.098803 \tabularnewline
37 & -0.052532 & -0.5066 & 0.306816 \tabularnewline
38 & -0.085604 & -0.8255 & 0.205591 \tabularnewline
39 & -0.051095 & -0.4927 & 0.311679 \tabularnewline
40 & -0.022392 & -0.2159 & 0.414754 \tabularnewline
41 & -0.075567 & -0.7287 & 0.233997 \tabularnewline
42 & -0.086582 & -0.835 & 0.202938 \tabularnewline
43 & 0.099876 & 0.9632 & 0.168979 \tabularnewline
44 & 0.030371 & 0.2929 & 0.385129 \tabularnewline
45 & -0.049905 & -0.4813 & 0.315729 \tabularnewline
46 & -0.060815 & -0.5865 & 0.279487 \tabularnewline
47 & -0.096659 & -0.9321 & 0.176837 \tabularnewline
48 & -0.031158 & -0.3005 & 0.382242 \tabularnewline
49 & -0.090876 & -0.8764 & 0.191543 \tabularnewline
50 & 0.044056 & 0.4249 & 0.335958 \tabularnewline
51 & -0.018758 & -0.1809 & 0.428422 \tabularnewline
52 & 0.104166 & 1.0045 & 0.158863 \tabularnewline
53 & 0.039238 & 0.3784 & 0.352997 \tabularnewline
54 & -0.047005 & -0.4533 & 0.325695 \tabularnewline
55 & -0.088737 & -0.8558 & 0.197168 \tabularnewline
56 & -0.075676 & -0.7298 & 0.233675 \tabularnewline
57 & -0.010401 & -0.1003 & 0.460158 \tabularnewline
58 & -0.077157 & -0.7441 & 0.229353 \tabularnewline
59 & 0.006522 & 0.0629 & 0.474992 \tabularnewline
60 & -0.001952 & -0.0188 & 0.492511 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35003&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]0.585898[/C][C]5.6502[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.241832[/C][C]2.3321[/C][C]0.010926[/C][/ROW]
[ROW][C]3[/C][C]0.479412[/C][C]4.6233[/C][C]6e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.139948[/C][C]-1.3496[/C][C]0.090208[/C][/ROW]
[ROW][C]5[/C][C]0.257426[/C][C]2.4825[/C][C]0.007419[/C][/ROW]
[ROW][C]6[/C][C]0.192998[/C][C]1.8612[/C][C]0.032937[/C][/ROW]
[ROW][C]7[/C][C]-0.109853[/C][C]-1.0594[/C][C]0.146085[/C][/ROW]
[ROW][C]8[/C][C]-0.089711[/C][C]-0.8651[/C][C]0.194593[/C][/ROW]
[ROW][C]9[/C][C]0.150235[/C][C]1.4488[/C][C]0.075376[/C][/ROW]
[ROW][C]10[/C][C]-0.066467[/C][C]-0.641[/C][C]0.261555[/C][/ROW]
[ROW][C]11[/C][C]0.205419[/C][C]1.981[/C][C]0.025273[/C][/ROW]
[ROW][C]12[/C][C]0.278713[/C][C]2.6878[/C][C]0.004261[/C][/ROW]
[ROW][C]13[/C][C]-0.158831[/C][C]-1.5317[/C][C]0.064494[/C][/ROW]
[ROW][C]14[/C][C]-0.29209[/C][C]-2.8168[/C][C]0.002962[/C][/ROW]
[ROW][C]15[/C][C]-0.145881[/C][C]-1.4068[/C][C]0.081406[/C][/ROW]
[ROW][C]16[/C][C]-0.182923[/C][C]-1.764[/C][C]0.040504[/C][/ROW]
[ROW][C]17[/C][C]-0.021017[/C][C]-0.2027[/C][C]0.419914[/C][/ROW]
[ROW][C]18[/C][C]-0.002424[/C][C]-0.0234[/C][C]0.4907[/C][/ROW]
[ROW][C]19[/C][C]0.060181[/C][C]0.5804[/C][C]0.281535[/C][/ROW]
[ROW][C]20[/C][C]-0.034192[/C][C]-0.3297[/C][C]0.371172[/C][/ROW]
[ROW][C]21[/C][C]0.013543[/C][C]0.1306[/C][C]0.448185[/C][/ROW]
[ROW][C]22[/C][C]0.008587[/C][C]0.0828[/C][C]0.46709[/C][/ROW]
[ROW][C]23[/C][C]0.017143[/C][C]0.1653[/C][C]0.434526[/C][/ROW]
[ROW][C]24[/C][C]-0.022851[/C][C]-0.2204[/C][C]0.413032[/C][/ROW]
[ROW][C]25[/C][C]0.116999[/C][C]1.1283[/C][C]0.131049[/C][/ROW]
[ROW][C]26[/C][C]-0.109406[/C][C]-1.0551[/C][C]0.147063[/C][/ROW]
[ROW][C]27[/C][C]0.049907[/C][C]0.4813[/C][C]0.315723[/C][/ROW]
[ROW][C]28[/C][C]-0.150405[/C][C]-1.4505[/C][C]0.075148[/C][/ROW]
[ROW][C]29[/C][C]-0.033596[/C][C]-0.324[/C][C]0.373336[/C][/ROW]
[ROW][C]30[/C][C]-0.017286[/C][C]-0.1667[/C][C]0.433985[/C][/ROW]
[ROW][C]31[/C][C]0.13196[/C][C]1.2726[/C][C]0.10317[/C][/ROW]
[ROW][C]32[/C][C]0.012576[/C][C]0.1213[/C][C]0.451864[/C][/ROW]
[ROW][C]33[/C][C]0.000413[/C][C]0.004[/C][C]0.498416[/C][/ROW]
[ROW][C]34[/C][C]-0.01172[/C][C]-0.113[/C][C]0.455128[/C][/ROW]
[ROW][C]35[/C][C]0.019188[/C][C]0.185[/C][C]0.4268[/C][/ROW]
[ROW][C]36[/C][C]0.134564[/C][C]1.2977[/C][C]0.098803[/C][/ROW]
[ROW][C]37[/C][C]-0.052532[/C][C]-0.5066[/C][C]0.306816[/C][/ROW]
[ROW][C]38[/C][C]-0.085604[/C][C]-0.8255[/C][C]0.205591[/C][/ROW]
[ROW][C]39[/C][C]-0.051095[/C][C]-0.4927[/C][C]0.311679[/C][/ROW]
[ROW][C]40[/C][C]-0.022392[/C][C]-0.2159[/C][C]0.414754[/C][/ROW]
[ROW][C]41[/C][C]-0.075567[/C][C]-0.7287[/C][C]0.233997[/C][/ROW]
[ROW][C]42[/C][C]-0.086582[/C][C]-0.835[/C][C]0.202938[/C][/ROW]
[ROW][C]43[/C][C]0.099876[/C][C]0.9632[/C][C]0.168979[/C][/ROW]
[ROW][C]44[/C][C]0.030371[/C][C]0.2929[/C][C]0.385129[/C][/ROW]
[ROW][C]45[/C][C]-0.049905[/C][C]-0.4813[/C][C]0.315729[/C][/ROW]
[ROW][C]46[/C][C]-0.060815[/C][C]-0.5865[/C][C]0.279487[/C][/ROW]
[ROW][C]47[/C][C]-0.096659[/C][C]-0.9321[/C][C]0.176837[/C][/ROW]
[ROW][C]48[/C][C]-0.031158[/C][C]-0.3005[/C][C]0.382242[/C][/ROW]
[ROW][C]49[/C][C]-0.090876[/C][C]-0.8764[/C][C]0.191543[/C][/ROW]
[ROW][C]50[/C][C]0.044056[/C][C]0.4249[/C][C]0.335958[/C][/ROW]
[ROW][C]51[/C][C]-0.018758[/C][C]-0.1809[/C][C]0.428422[/C][/ROW]
[ROW][C]52[/C][C]0.104166[/C][C]1.0045[/C][C]0.158863[/C][/ROW]
[ROW][C]53[/C][C]0.039238[/C][C]0.3784[/C][C]0.352997[/C][/ROW]
[ROW][C]54[/C][C]-0.047005[/C][C]-0.4533[/C][C]0.325695[/C][/ROW]
[ROW][C]55[/C][C]-0.088737[/C][C]-0.8558[/C][C]0.197168[/C][/ROW]
[ROW][C]56[/C][C]-0.075676[/C][C]-0.7298[/C][C]0.233675[/C][/ROW]
[ROW][C]57[/C][C]-0.010401[/C][C]-0.1003[/C][C]0.460158[/C][/ROW]
[ROW][C]58[/C][C]-0.077157[/C][C]-0.7441[/C][C]0.229353[/C][/ROW]
[ROW][C]59[/C][C]0.006522[/C][C]0.0629[/C][C]0.474992[/C][/ROW]
[ROW][C]60[/C][C]-0.001952[/C][C]-0.0188[/C][C]0.492511[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35003&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35003&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	0.585898	5.6502	0
2	0.241832	2.3321	0.010926
3	0.479412	4.6233	6e-06
4	-0.139948	-1.3496	0.090208
5	0.257426	2.4825	0.007419
6	0.192998	1.8612	0.032937
7	-0.109853	-1.0594	0.146085
8	-0.089711	-0.8651	0.194593
9	0.150235	1.4488	0.075376
10	-0.066467	-0.641	0.261555
11	0.205419	1.981	0.025273
12	0.278713	2.6878	0.004261
13	-0.158831	-1.5317	0.064494
14	-0.29209	-2.8168	0.002962
15	-0.145881	-1.4068	0.081406
16	-0.182923	-1.764	0.040504
17	-0.021017	-0.2027	0.419914
18	-0.002424	-0.0234	0.4907
19	0.060181	0.5804	0.281535
20	-0.034192	-0.3297	0.371172
21	0.013543	0.1306	0.448185
22	0.008587	0.0828	0.46709
23	0.017143	0.1653	0.434526
24	-0.022851	-0.2204	0.413032
25	0.116999	1.1283	0.131049
26	-0.109406	-1.0551	0.147063
27	0.049907	0.4813	0.315723
28	-0.150405	-1.4505	0.075148
29	-0.033596	-0.324	0.373336
30	-0.017286	-0.1667	0.433985
31	0.13196	1.2726	0.10317
32	0.012576	0.1213	0.451864
33	0.000413	0.004	0.498416
34	-0.01172	-0.113	0.455128
35	0.019188	0.185	0.4268
36	0.134564	1.2977	0.098803
37	-0.052532	-0.5066	0.306816
38	-0.085604	-0.8255	0.205591
39	-0.051095	-0.4927	0.311679
40	-0.022392	-0.2159	0.414754
41	-0.075567	-0.7287	0.233997
42	-0.086582	-0.835	0.202938
43	0.099876	0.9632	0.168979
44	0.030371	0.2929	0.385129
45	-0.049905	-0.4813	0.315729
46	-0.060815	-0.5865	0.279487
47	-0.096659	-0.9321	0.176837
48	-0.031158	-0.3005	0.382242
49	-0.090876	-0.8764	0.191543
50	0.044056	0.4249	0.335958
51	-0.018758	-0.1809	0.428422
52	0.104166	1.0045	0.158863
53	0.039238	0.3784	0.352997
54	-0.047005	-0.4533	0.325695
55	-0.088737	-0.8558	0.197168
56	-0.075676	-0.7298	0.233675
57	-0.010401	-0.1003	0.460158
58	-0.077157	-0.7441	0.229353
59	0.006522	0.0629	0.474992
60	-0.001952	-0.0188	0.492511

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