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 02:44:19 -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/t1229679921cexzrvnjplj3e8p.htm/, Retrieved Wed, 15 May 2024 02:06:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35009, Retrieved Wed, 15 May 2024 02:06:13 +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

241

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] [fdc296cbeb5d8064cb0dbd634c3fdc55]
-   PD          [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:44:19] [e221948dd14811c7d88a6530ac2a8702] [Current]
-   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] 

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	5 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 & 5 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=35009&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]5 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=35009&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35009&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	5 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.386604	-3.7082	0.000178
2	-0.316479	-3.0356	0.001561
3	0.446768	4.2853	2.2e-05
4	-0.318783	-3.0577	0.00146
5	-0.104954	-1.0067	0.158364
6	0.42342	4.0613	5.1e-05
7	-0.242621	-2.3271	0.011076
8	-0.181557	-1.7414	0.042475
9	0.404636	3.8811	9.8e-05
10	-0.362403	-3.4761	0.000389
11	-0.148192	-1.4214	0.07929
12	0.597727	5.7332	0
13	-0.247958	-2.3783	0.00973
14	-0.195919	-1.8792	0.031692
15	0.340449	3.2655	0.000768
16	-0.308012	-2.9543	0.001989
17	-0.026266	-0.2519	0.400826
18	0.33851	3.2469	0.000814
19	-0.237499	-2.278	0.012521
20	-0.092216	-0.8845	0.189365
21	0.26925	2.5826	0.005692
22	-0.288144	-2.7638	0.003451
23	-0.034142	-0.3275	0.372026
24	0.347608	3.3341	0.000617
25	-0.116749	-1.1198	0.132853
26	-0.128129	-1.229	0.111108
27	0.233902	2.2435	0.013632
28	-0.238733	-2.2898	0.012158
29	-0.051729	-0.4962	0.310479
30	0.269164	2.5817	0.005705
31	-0.153639	-1.4736	0.071995
32	-0.043238	-0.4147	0.339655
33	0.150263	1.4413	0.076451
34	-0.196249	-1.8824	0.031474
35	-0.06787	-0.651	0.258338
36	0.309899	2.9724	0.001885
37	-0.086739	-0.832	0.203789
38	-0.108598	-1.0416	0.150154
39	0.162316	1.5569	0.061466
40	-0.139153	-1.3347	0.092632
41	-0.059551	-0.5712	0.284629
42	0.174534	1.6741	0.048757
43	-0.05649	-0.5418	0.29462
44	-0.056023	-0.5374	0.29616
45	0.075599	0.7251	0.235109
46	-0.113264	-1.0864	0.140073
47	-0.085786	-0.8228	0.206367
48	0.274189	2.6299	0.005005
49	-0.083582	-0.8017	0.212399
50	-0.098592	-0.9457	0.1734
51	0.106887	1.0252	0.153974
52	-0.06547	-0.628	0.265792
53	-0.032853	-0.3151	0.376695
54	0.093925	0.9009	0.184999
55	-0.010278	-0.0986	0.460843
56	-0.074356	-0.7132	0.238764
57	0.107782	1.0338	0.151967
58	-0.128373	-1.2313	0.110673
59	-0.075435	-0.7235	0.235591
60	0.227985	2.1868	0.015649

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.386604 & -3.7082 & 0.000178 \tabularnewline
2 & -0.316479 & -3.0356 & 0.001561 \tabularnewline
3 & 0.446768 & 4.2853 & 2.2e-05 \tabularnewline
4 & -0.318783 & -3.0577 & 0.00146 \tabularnewline
5 & -0.104954 & -1.0067 & 0.158364 \tabularnewline
6 & 0.42342 & 4.0613 & 5.1e-05 \tabularnewline
7 & -0.242621 & -2.3271 & 0.011076 \tabularnewline
8 & -0.181557 & -1.7414 & 0.042475 \tabularnewline
9 & 0.404636 & 3.8811 & 9.8e-05 \tabularnewline
10 & -0.362403 & -3.4761 & 0.000389 \tabularnewline
11 & -0.148192 & -1.4214 & 0.07929 \tabularnewline
12 & 0.597727 & 5.7332 & 0 \tabularnewline
13 & -0.247958 & -2.3783 & 0.00973 \tabularnewline
14 & -0.195919 & -1.8792 & 0.031692 \tabularnewline
15 & 0.340449 & 3.2655 & 0.000768 \tabularnewline
16 & -0.308012 & -2.9543 & 0.001989 \tabularnewline
17 & -0.026266 & -0.2519 & 0.400826 \tabularnewline
18 & 0.33851 & 3.2469 & 0.000814 \tabularnewline
19 & -0.237499 & -2.278 & 0.012521 \tabularnewline
20 & -0.092216 & -0.8845 & 0.189365 \tabularnewline
21 & 0.26925 & 2.5826 & 0.005692 \tabularnewline
22 & -0.288144 & -2.7638 & 0.003451 \tabularnewline
23 & -0.034142 & -0.3275 & 0.372026 \tabularnewline
24 & 0.347608 & 3.3341 & 0.000617 \tabularnewline
25 & -0.116749 & -1.1198 & 0.132853 \tabularnewline
26 & -0.128129 & -1.229 & 0.111108 \tabularnewline
27 & 0.233902 & 2.2435 & 0.013632 \tabularnewline
28 & -0.238733 & -2.2898 & 0.012158 \tabularnewline
29 & -0.051729 & -0.4962 & 0.310479 \tabularnewline
30 & 0.269164 & 2.5817 & 0.005705 \tabularnewline
31 & -0.153639 & -1.4736 & 0.071995 \tabularnewline
32 & -0.043238 & -0.4147 & 0.339655 \tabularnewline
33 & 0.150263 & 1.4413 & 0.076451 \tabularnewline
34 & -0.196249 & -1.8824 & 0.031474 \tabularnewline
35 & -0.06787 & -0.651 & 0.258338 \tabularnewline
36 & 0.309899 & 2.9724 & 0.001885 \tabularnewline
37 & -0.086739 & -0.832 & 0.203789 \tabularnewline
38 & -0.108598 & -1.0416 & 0.150154 \tabularnewline
39 & 0.162316 & 1.5569 & 0.061466 \tabularnewline
40 & -0.139153 & -1.3347 & 0.092632 \tabularnewline
41 & -0.059551 & -0.5712 & 0.284629 \tabularnewline
42 & 0.174534 & 1.6741 & 0.048757 \tabularnewline
43 & -0.05649 & -0.5418 & 0.29462 \tabularnewline
44 & -0.056023 & -0.5374 & 0.29616 \tabularnewline
45 & 0.075599 & 0.7251 & 0.235109 \tabularnewline
46 & -0.113264 & -1.0864 & 0.140073 \tabularnewline
47 & -0.085786 & -0.8228 & 0.206367 \tabularnewline
48 & 0.274189 & 2.6299 & 0.005005 \tabularnewline
49 & -0.083582 & -0.8017 & 0.212399 \tabularnewline
50 & -0.098592 & -0.9457 & 0.1734 \tabularnewline
51 & 0.106887 & 1.0252 & 0.153974 \tabularnewline
52 & -0.06547 & -0.628 & 0.265792 \tabularnewline
53 & -0.032853 & -0.3151 & 0.376695 \tabularnewline
54 & 0.093925 & 0.9009 & 0.184999 \tabularnewline
55 & -0.010278 & -0.0986 & 0.460843 \tabularnewline
56 & -0.074356 & -0.7132 & 0.238764 \tabularnewline
57 & 0.107782 & 1.0338 & 0.151967 \tabularnewline
58 & -0.128373 & -1.2313 & 0.110673 \tabularnewline
59 & -0.075435 & -0.7235 & 0.235591 \tabularnewline
60 & 0.227985 & 2.1868 & 0.015649 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35009&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]-0.386604[/C][C]-3.7082[/C][C]0.000178[/C][/ROW]
[ROW][C]2[/C][C]-0.316479[/C][C]-3.0356[/C][C]0.001561[/C][/ROW]
[ROW][C]3[/C][C]0.446768[/C][C]4.2853[/C][C]2.2e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.318783[/C][C]-3.0577[/C][C]0.00146[/C][/ROW]
[ROW][C]5[/C][C]-0.104954[/C][C]-1.0067[/C][C]0.158364[/C][/ROW]
[ROW][C]6[/C][C]0.42342[/C][C]4.0613[/C][C]5.1e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.242621[/C][C]-2.3271[/C][C]0.011076[/C][/ROW]
[ROW][C]8[/C][C]-0.181557[/C][C]-1.7414[/C][C]0.042475[/C][/ROW]
[ROW][C]9[/C][C]0.404636[/C][C]3.8811[/C][C]9.8e-05[/C][/ROW]
[ROW][C]10[/C][C]-0.362403[/C][C]-3.4761[/C][C]0.000389[/C][/ROW]
[ROW][C]11[/C][C]-0.148192[/C][C]-1.4214[/C][C]0.07929[/C][/ROW]
[ROW][C]12[/C][C]0.597727[/C][C]5.7332[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.247958[/C][C]-2.3783[/C][C]0.00973[/C][/ROW]
[ROW][C]14[/C][C]-0.195919[/C][C]-1.8792[/C][C]0.031692[/C][/ROW]
[ROW][C]15[/C][C]0.340449[/C][C]3.2655[/C][C]0.000768[/C][/ROW]
[ROW][C]16[/C][C]-0.308012[/C][C]-2.9543[/C][C]0.001989[/C][/ROW]
[ROW][C]17[/C][C]-0.026266[/C][C]-0.2519[/C][C]0.400826[/C][/ROW]
[ROW][C]18[/C][C]0.33851[/C][C]3.2469[/C][C]0.000814[/C][/ROW]
[ROW][C]19[/C][C]-0.237499[/C][C]-2.278[/C][C]0.012521[/C][/ROW]
[ROW][C]20[/C][C]-0.092216[/C][C]-0.8845[/C][C]0.189365[/C][/ROW]
[ROW][C]21[/C][C]0.26925[/C][C]2.5826[/C][C]0.005692[/C][/ROW]
[ROW][C]22[/C][C]-0.288144[/C][C]-2.7638[/C][C]0.003451[/C][/ROW]
[ROW][C]23[/C][C]-0.034142[/C][C]-0.3275[/C][C]0.372026[/C][/ROW]
[ROW][C]24[/C][C]0.347608[/C][C]3.3341[/C][C]0.000617[/C][/ROW]
[ROW][C]25[/C][C]-0.116749[/C][C]-1.1198[/C][C]0.132853[/C][/ROW]
[ROW][C]26[/C][C]-0.128129[/C][C]-1.229[/C][C]0.111108[/C][/ROW]
[ROW][C]27[/C][C]0.233902[/C][C]2.2435[/C][C]0.013632[/C][/ROW]
[ROW][C]28[/C][C]-0.238733[/C][C]-2.2898[/C][C]0.012158[/C][/ROW]
[ROW][C]29[/C][C]-0.051729[/C][C]-0.4962[/C][C]0.310479[/C][/ROW]
[ROW][C]30[/C][C]0.269164[/C][C]2.5817[/C][C]0.005705[/C][/ROW]
[ROW][C]31[/C][C]-0.153639[/C][C]-1.4736[/C][C]0.071995[/C][/ROW]
[ROW][C]32[/C][C]-0.043238[/C][C]-0.4147[/C][C]0.339655[/C][/ROW]
[ROW][C]33[/C][C]0.150263[/C][C]1.4413[/C][C]0.076451[/C][/ROW]
[ROW][C]34[/C][C]-0.196249[/C][C]-1.8824[/C][C]0.031474[/C][/ROW]
[ROW][C]35[/C][C]-0.06787[/C][C]-0.651[/C][C]0.258338[/C][/ROW]
[ROW][C]36[/C][C]0.309899[/C][C]2.9724[/C][C]0.001885[/C][/ROW]
[ROW][C]37[/C][C]-0.086739[/C][C]-0.832[/C][C]0.203789[/C][/ROW]
[ROW][C]38[/C][C]-0.108598[/C][C]-1.0416[/C][C]0.150154[/C][/ROW]
[ROW][C]39[/C][C]0.162316[/C][C]1.5569[/C][C]0.061466[/C][/ROW]
[ROW][C]40[/C][C]-0.139153[/C][C]-1.3347[/C][C]0.092632[/C][/ROW]
[ROW][C]41[/C][C]-0.059551[/C][C]-0.5712[/C][C]0.284629[/C][/ROW]
[ROW][C]42[/C][C]0.174534[/C][C]1.6741[/C][C]0.048757[/C][/ROW]
[ROW][C]43[/C][C]-0.05649[/C][C]-0.5418[/C][C]0.29462[/C][/ROW]
[ROW][C]44[/C][C]-0.056023[/C][C]-0.5374[/C][C]0.29616[/C][/ROW]
[ROW][C]45[/C][C]0.075599[/C][C]0.7251[/C][C]0.235109[/C][/ROW]
[ROW][C]46[/C][C]-0.113264[/C][C]-1.0864[/C][C]0.140073[/C][/ROW]
[ROW][C]47[/C][C]-0.085786[/C][C]-0.8228[/C][C]0.206367[/C][/ROW]
[ROW][C]48[/C][C]0.274189[/C][C]2.6299[/C][C]0.005005[/C][/ROW]
[ROW][C]49[/C][C]-0.083582[/C][C]-0.8017[/C][C]0.212399[/C][/ROW]
[ROW][C]50[/C][C]-0.098592[/C][C]-0.9457[/C][C]0.1734[/C][/ROW]
[ROW][C]51[/C][C]0.106887[/C][C]1.0252[/C][C]0.153974[/C][/ROW]
[ROW][C]52[/C][C]-0.06547[/C][C]-0.628[/C][C]0.265792[/C][/ROW]
[ROW][C]53[/C][C]-0.032853[/C][C]-0.3151[/C][C]0.376695[/C][/ROW]
[ROW][C]54[/C][C]0.093925[/C][C]0.9009[/C][C]0.184999[/C][/ROW]
[ROW][C]55[/C][C]-0.010278[/C][C]-0.0986[/C][C]0.460843[/C][/ROW]
[ROW][C]56[/C][C]-0.074356[/C][C]-0.7132[/C][C]0.238764[/C][/ROW]
[ROW][C]57[/C][C]0.107782[/C][C]1.0338[/C][C]0.151967[/C][/ROW]
[ROW][C]58[/C][C]-0.128373[/C][C]-1.2313[/C][C]0.110673[/C][/ROW]
[ROW][C]59[/C][C]-0.075435[/C][C]-0.7235[/C][C]0.235591[/C][/ROW]
[ROW][C]60[/C][C]0.227985[/C][C]2.1868[/C][C]0.015649[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35009&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35009&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	-0.386604	-3.7082	0.000178
2	-0.316479	-3.0356	0.001561
3	0.446768	4.2853	2.2e-05
4	-0.318783	-3.0577	0.00146
5	-0.104954	-1.0067	0.158364
6	0.42342	4.0613	5.1e-05
7	-0.242621	-2.3271	0.011076
8	-0.181557	-1.7414	0.042475
9	0.404636	3.8811	9.8e-05
10	-0.362403	-3.4761	0.000389
11	-0.148192	-1.4214	0.07929
12	0.597727	5.7332	0
13	-0.247958	-2.3783	0.00973
14	-0.195919	-1.8792	0.031692
15	0.340449	3.2655	0.000768
16	-0.308012	-2.9543	0.001989
17	-0.026266	-0.2519	0.400826
18	0.33851	3.2469	0.000814
19	-0.237499	-2.278	0.012521
20	-0.092216	-0.8845	0.189365
21	0.26925	2.5826	0.005692
22	-0.288144	-2.7638	0.003451
23	-0.034142	-0.3275	0.372026
24	0.347608	3.3341	0.000617
25	-0.116749	-1.1198	0.132853
26	-0.128129	-1.229	0.111108
27	0.233902	2.2435	0.013632
28	-0.238733	-2.2898	0.012158
29	-0.051729	-0.4962	0.310479
30	0.269164	2.5817	0.005705
31	-0.153639	-1.4736	0.071995
32	-0.043238	-0.4147	0.339655
33	0.150263	1.4413	0.076451
34	-0.196249	-1.8824	0.031474
35	-0.06787	-0.651	0.258338
36	0.309899	2.9724	0.001885
37	-0.086739	-0.832	0.203789
38	-0.108598	-1.0416	0.150154
39	0.162316	1.5569	0.061466
40	-0.139153	-1.3347	0.092632
41	-0.059551	-0.5712	0.284629
42	0.174534	1.6741	0.048757
43	-0.05649	-0.5418	0.29462
44	-0.056023	-0.5374	0.29616
45	0.075599	0.7251	0.235109
46	-0.113264	-1.0864	0.140073
47	-0.085786	-0.8228	0.206367
48	0.274189	2.6299	0.005005
49	-0.083582	-0.8017	0.212399
50	-0.098592	-0.9457	0.1734
51	0.106887	1.0252	0.153974
52	-0.06547	-0.628	0.265792
53	-0.032853	-0.3151	0.376695
54	0.093925	0.9009	0.184999
55	-0.010278	-0.0986	0.460843
56	-0.074356	-0.7132	0.238764
57	0.107782	1.0338	0.151967
58	-0.128373	-1.2313	0.110673
59	-0.075435	-0.7235	0.235591
60	0.227985	2.1868	0.015649

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.386604	-3.7082	0.000178
2	-0.54782	-5.2545	0
3	0.076602	0.7347	0.232184
4	-0.337011	-3.2325	0.000852
5	-0.26621	-2.5534	0.006156
6	0.020615	0.1977	0.421845
7	-0.020967	-0.2011	0.42053
8	-0.210231	-2.0165	0.023333
9	0.086468	0.8294	0.20452
10	-0.294989	-2.8294	0.002862
11	-0.43809	-4.202	3.1e-05
12	0.001745	0.0167	0.493342
13	0.154123	1.4783	0.071372
14	0.05465	0.5242	0.300705
15	0.058717	0.5632	0.287337
16	-0.016401	-0.1573	0.437671
17	0.045876	0.44	0.330474
18	-0.0638	-0.612	0.27104
19	0.037466	0.3594	0.360074
20	-0.033627	-0.3225	0.373889
21	-0.071626	-0.687	0.2469
22	-0.124475	-1.1939	0.117789
23	-0.034627	-0.3321	0.370272
24	-0.165046	-1.5831	0.058419
25	0.094543	0.9068	0.183435
26	-0.026654	-0.2557	0.399395
27	0.15025	1.4412	0.076468
28	0.000462	0.0044	0.498235
29	0.003348	0.0321	0.487225
30	-0.151919	-1.4572	0.074239
31	0.003717	0.0356	0.48582
32	-0.019652	-0.1885	0.425453
33	0.061574	0.5906	0.27812
34	-0.042762	-0.4102	0.34132
35	-0.081217	-0.779	0.218988
36	-0.025617	-0.2457	0.403229
37	0.053223	0.5105	0.305463
38	-0.038381	-0.3681	0.356809
39	-0.028559	-0.2739	0.392377
40	-0.009528	-0.0914	0.463693
41	0.109099	1.0464	0.149049
42	-0.07145	-0.6853	0.247432
43	0.094237	0.9039	0.184207
44	0.018523	0.1777	0.429687
45	0.009463	0.0908	0.463937
46	-0.051505	-0.494	0.311235
47	0.014309	0.1373	0.445566
48	0.046245	0.4436	0.329198
49	-0.058099	-0.5573	0.289349
50	-0.095521	-0.9162	0.180977
51	-0.140279	-1.3455	0.090884
52	-0.097642	-0.9366	0.17572
53	0.015771	0.1513	0.440046
54	-0.031973	-0.3067	0.379892
55	0.00724	0.0694	0.472393
56	-0.076336	-0.7322	0.232956
57	0.089589	0.8593	0.196202
58	-0.072724	-0.6975	0.243611
59	-0.048391	-0.4641	0.321819
60	-0.032529	-0.312	0.377872

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.386604 & -3.7082 & 0.000178 \tabularnewline
2 & -0.54782 & -5.2545 & 0 \tabularnewline
3 & 0.076602 & 0.7347 & 0.232184 \tabularnewline
4 & -0.337011 & -3.2325 & 0.000852 \tabularnewline
5 & -0.26621 & -2.5534 & 0.006156 \tabularnewline
6 & 0.020615 & 0.1977 & 0.421845 \tabularnewline
7 & -0.020967 & -0.2011 & 0.42053 \tabularnewline
8 & -0.210231 & -2.0165 & 0.023333 \tabularnewline
9 & 0.086468 & 0.8294 & 0.20452 \tabularnewline
10 & -0.294989 & -2.8294 & 0.002862 \tabularnewline
11 & -0.43809 & -4.202 & 3.1e-05 \tabularnewline
12 & 0.001745 & 0.0167 & 0.493342 \tabularnewline
13 & 0.154123 & 1.4783 & 0.071372 \tabularnewline
14 & 0.05465 & 0.5242 & 0.300705 \tabularnewline
15 & 0.058717 & 0.5632 & 0.287337 \tabularnewline
16 & -0.016401 & -0.1573 & 0.437671 \tabularnewline
17 & 0.045876 & 0.44 & 0.330474 \tabularnewline
18 & -0.0638 & -0.612 & 0.27104 \tabularnewline
19 & 0.037466 & 0.3594 & 0.360074 \tabularnewline
20 & -0.033627 & -0.3225 & 0.373889 \tabularnewline
21 & -0.071626 & -0.687 & 0.2469 \tabularnewline
22 & -0.124475 & -1.1939 & 0.117789 \tabularnewline
23 & -0.034627 & -0.3321 & 0.370272 \tabularnewline
24 & -0.165046 & -1.5831 & 0.058419 \tabularnewline
25 & 0.094543 & 0.9068 & 0.183435 \tabularnewline
26 & -0.026654 & -0.2557 & 0.399395 \tabularnewline
27 & 0.15025 & 1.4412 & 0.076468 \tabularnewline
28 & 0.000462 & 0.0044 & 0.498235 \tabularnewline
29 & 0.003348 & 0.0321 & 0.487225 \tabularnewline
30 & -0.151919 & -1.4572 & 0.074239 \tabularnewline
31 & 0.003717 & 0.0356 & 0.48582 \tabularnewline
32 & -0.019652 & -0.1885 & 0.425453 \tabularnewline
33 & 0.061574 & 0.5906 & 0.27812 \tabularnewline
34 & -0.042762 & -0.4102 & 0.34132 \tabularnewline
35 & -0.081217 & -0.779 & 0.218988 \tabularnewline
36 & -0.025617 & -0.2457 & 0.403229 \tabularnewline
37 & 0.053223 & 0.5105 & 0.305463 \tabularnewline
38 & -0.038381 & -0.3681 & 0.356809 \tabularnewline
39 & -0.028559 & -0.2739 & 0.392377 \tabularnewline
40 & -0.009528 & -0.0914 & 0.463693 \tabularnewline
41 & 0.109099 & 1.0464 & 0.149049 \tabularnewline
42 & -0.07145 & -0.6853 & 0.247432 \tabularnewline
43 & 0.094237 & 0.9039 & 0.184207 \tabularnewline
44 & 0.018523 & 0.1777 & 0.429687 \tabularnewline
45 & 0.009463 & 0.0908 & 0.463937 \tabularnewline
46 & -0.051505 & -0.494 & 0.311235 \tabularnewline
47 & 0.014309 & 0.1373 & 0.445566 \tabularnewline
48 & 0.046245 & 0.4436 & 0.329198 \tabularnewline
49 & -0.058099 & -0.5573 & 0.289349 \tabularnewline
50 & -0.095521 & -0.9162 & 0.180977 \tabularnewline
51 & -0.140279 & -1.3455 & 0.090884 \tabularnewline
52 & -0.097642 & -0.9366 & 0.17572 \tabularnewline
53 & 0.015771 & 0.1513 & 0.440046 \tabularnewline
54 & -0.031973 & -0.3067 & 0.379892 \tabularnewline
55 & 0.00724 & 0.0694 & 0.472393 \tabularnewline
56 & -0.076336 & -0.7322 & 0.232956 \tabularnewline
57 & 0.089589 & 0.8593 & 0.196202 \tabularnewline
58 & -0.072724 & -0.6975 & 0.243611 \tabularnewline
59 & -0.048391 & -0.4641 & 0.321819 \tabularnewline
60 & -0.032529 & -0.312 & 0.377872 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35009&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]-0.386604[/C][C]-3.7082[/C][C]0.000178[/C][/ROW]
[ROW][C]2[/C][C]-0.54782[/C][C]-5.2545[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.076602[/C][C]0.7347[/C][C]0.232184[/C][/ROW]
[ROW][C]4[/C][C]-0.337011[/C][C]-3.2325[/C][C]0.000852[/C][/ROW]
[ROW][C]5[/C][C]-0.26621[/C][C]-2.5534[/C][C]0.006156[/C][/ROW]
[ROW][C]6[/C][C]0.020615[/C][C]0.1977[/C][C]0.421845[/C][/ROW]
[ROW][C]7[/C][C]-0.020967[/C][C]-0.2011[/C][C]0.42053[/C][/ROW]
[ROW][C]8[/C][C]-0.210231[/C][C]-2.0165[/C][C]0.023333[/C][/ROW]
[ROW][C]9[/C][C]0.086468[/C][C]0.8294[/C][C]0.20452[/C][/ROW]
[ROW][C]10[/C][C]-0.294989[/C][C]-2.8294[/C][C]0.002862[/C][/ROW]
[ROW][C]11[/C][C]-0.43809[/C][C]-4.202[/C][C]3.1e-05[/C][/ROW]
[ROW][C]12[/C][C]0.001745[/C][C]0.0167[/C][C]0.493342[/C][/ROW]
[ROW][C]13[/C][C]0.154123[/C][C]1.4783[/C][C]0.071372[/C][/ROW]
[ROW][C]14[/C][C]0.05465[/C][C]0.5242[/C][C]0.300705[/C][/ROW]
[ROW][C]15[/C][C]0.058717[/C][C]0.5632[/C][C]0.287337[/C][/ROW]
[ROW][C]16[/C][C]-0.016401[/C][C]-0.1573[/C][C]0.437671[/C][/ROW]
[ROW][C]17[/C][C]0.045876[/C][C]0.44[/C][C]0.330474[/C][/ROW]
[ROW][C]18[/C][C]-0.0638[/C][C]-0.612[/C][C]0.27104[/C][/ROW]
[ROW][C]19[/C][C]0.037466[/C][C]0.3594[/C][C]0.360074[/C][/ROW]
[ROW][C]20[/C][C]-0.033627[/C][C]-0.3225[/C][C]0.373889[/C][/ROW]
[ROW][C]21[/C][C]-0.071626[/C][C]-0.687[/C][C]0.2469[/C][/ROW]
[ROW][C]22[/C][C]-0.124475[/C][C]-1.1939[/C][C]0.117789[/C][/ROW]
[ROW][C]23[/C][C]-0.034627[/C][C]-0.3321[/C][C]0.370272[/C][/ROW]
[ROW][C]24[/C][C]-0.165046[/C][C]-1.5831[/C][C]0.058419[/C][/ROW]
[ROW][C]25[/C][C]0.094543[/C][C]0.9068[/C][C]0.183435[/C][/ROW]
[ROW][C]26[/C][C]-0.026654[/C][C]-0.2557[/C][C]0.399395[/C][/ROW]
[ROW][C]27[/C][C]0.15025[/C][C]1.4412[/C][C]0.076468[/C][/ROW]
[ROW][C]28[/C][C]0.000462[/C][C]0.0044[/C][C]0.498235[/C][/ROW]
[ROW][C]29[/C][C]0.003348[/C][C]0.0321[/C][C]0.487225[/C][/ROW]
[ROW][C]30[/C][C]-0.151919[/C][C]-1.4572[/C][C]0.074239[/C][/ROW]
[ROW][C]31[/C][C]0.003717[/C][C]0.0356[/C][C]0.48582[/C][/ROW]
[ROW][C]32[/C][C]-0.019652[/C][C]-0.1885[/C][C]0.425453[/C][/ROW]
[ROW][C]33[/C][C]0.061574[/C][C]0.5906[/C][C]0.27812[/C][/ROW]
[ROW][C]34[/C][C]-0.042762[/C][C]-0.4102[/C][C]0.34132[/C][/ROW]
[ROW][C]35[/C][C]-0.081217[/C][C]-0.779[/C][C]0.218988[/C][/ROW]
[ROW][C]36[/C][C]-0.025617[/C][C]-0.2457[/C][C]0.403229[/C][/ROW]
[ROW][C]37[/C][C]0.053223[/C][C]0.5105[/C][C]0.305463[/C][/ROW]
[ROW][C]38[/C][C]-0.038381[/C][C]-0.3681[/C][C]0.356809[/C][/ROW]
[ROW][C]39[/C][C]-0.028559[/C][C]-0.2739[/C][C]0.392377[/C][/ROW]
[ROW][C]40[/C][C]-0.009528[/C][C]-0.0914[/C][C]0.463693[/C][/ROW]
[ROW][C]41[/C][C]0.109099[/C][C]1.0464[/C][C]0.149049[/C][/ROW]
[ROW][C]42[/C][C]-0.07145[/C][C]-0.6853[/C][C]0.247432[/C][/ROW]
[ROW][C]43[/C][C]0.094237[/C][C]0.9039[/C][C]0.184207[/C][/ROW]
[ROW][C]44[/C][C]0.018523[/C][C]0.1777[/C][C]0.429687[/C][/ROW]
[ROW][C]45[/C][C]0.009463[/C][C]0.0908[/C][C]0.463937[/C][/ROW]
[ROW][C]46[/C][C]-0.051505[/C][C]-0.494[/C][C]0.311235[/C][/ROW]
[ROW][C]47[/C][C]0.014309[/C][C]0.1373[/C][C]0.445566[/C][/ROW]
[ROW][C]48[/C][C]0.046245[/C][C]0.4436[/C][C]0.329198[/C][/ROW]
[ROW][C]49[/C][C]-0.058099[/C][C]-0.5573[/C][C]0.289349[/C][/ROW]
[ROW][C]50[/C][C]-0.095521[/C][C]-0.9162[/C][C]0.180977[/C][/ROW]
[ROW][C]51[/C][C]-0.140279[/C][C]-1.3455[/C][C]0.090884[/C][/ROW]
[ROW][C]52[/C][C]-0.097642[/C][C]-0.9366[/C][C]0.17572[/C][/ROW]
[ROW][C]53[/C][C]0.015771[/C][C]0.1513[/C][C]0.440046[/C][/ROW]
[ROW][C]54[/C][C]-0.031973[/C][C]-0.3067[/C][C]0.379892[/C][/ROW]
[ROW][C]55[/C][C]0.00724[/C][C]0.0694[/C][C]0.472393[/C][/ROW]
[ROW][C]56[/C][C]-0.076336[/C][C]-0.7322[/C][C]0.232956[/C][/ROW]
[ROW][C]57[/C][C]0.089589[/C][C]0.8593[/C][C]0.196202[/C][/ROW]
[ROW][C]58[/C][C]-0.072724[/C][C]-0.6975[/C][C]0.243611[/C][/ROW]
[ROW][C]59[/C][C]-0.048391[/C][C]-0.4641[/C][C]0.321819[/C][/ROW]
[ROW][C]60[/C][C]-0.032529[/C][C]-0.312[/C][C]0.377872[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35009&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35009&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	-0.386604	-3.7082	0.000178
2	-0.54782	-5.2545	0
3	0.076602	0.7347	0.232184
4	-0.337011	-3.2325	0.000852
5	-0.26621	-2.5534	0.006156
6	0.020615	0.1977	0.421845
7	-0.020967	-0.2011	0.42053
8	-0.210231	-2.0165	0.023333
9	0.086468	0.8294	0.20452
10	-0.294989	-2.8294	0.002862
11	-0.43809	-4.202	3.1e-05
12	0.001745	0.0167	0.493342
13	0.154123	1.4783	0.071372
14	0.05465	0.5242	0.300705
15	0.058717	0.5632	0.287337
16	-0.016401	-0.1573	0.437671
17	0.045876	0.44	0.330474
18	-0.0638	-0.612	0.27104
19	0.037466	0.3594	0.360074
20	-0.033627	-0.3225	0.373889
21	-0.071626	-0.687	0.2469
22	-0.124475	-1.1939	0.117789
23	-0.034627	-0.3321	0.370272
24	-0.165046	-1.5831	0.058419
25	0.094543	0.9068	0.183435
26	-0.026654	-0.2557	0.399395
27	0.15025	1.4412	0.076468
28	0.000462	0.0044	0.498235
29	0.003348	0.0321	0.487225
30	-0.151919	-1.4572	0.074239
31	0.003717	0.0356	0.48582
32	-0.019652	-0.1885	0.425453
33	0.061574	0.5906	0.27812
34	-0.042762	-0.4102	0.34132
35	-0.081217	-0.779	0.218988
36	-0.025617	-0.2457	0.403229
37	0.053223	0.5105	0.305463
38	-0.038381	-0.3681	0.356809
39	-0.028559	-0.2739	0.392377
40	-0.009528	-0.0914	0.463693
41	0.109099	1.0464	0.149049
42	-0.07145	-0.6853	0.247432
43	0.094237	0.9039	0.184207
44	0.018523	0.1777	0.429687
45	0.009463	0.0908	0.463937
46	-0.051505	-0.494	0.311235
47	0.014309	0.1373	0.445566
48	0.046245	0.4436	0.329198
49	-0.058099	-0.5573	0.289349
50	-0.095521	-0.9162	0.180977
51	-0.140279	-1.3455	0.090884
52	-0.097642	-0.9366	0.17572
53	0.015771	0.1513	0.440046
54	-0.031973	-0.3067	0.379892
55	0.00724	0.0694	0.472393
56	-0.076336	-0.7322	0.232956
57	0.089589	0.8593	0.196202
58	-0.072724	-0.6975	0.243611
59	-0.048391	-0.4641	0.321819
60	-0.032529	-0.312	0.377872

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = -0.1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -0.1 ; 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