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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 19 Dec 2008 04:13:02 -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/t1229685230i2fjdyskhheeu1l.htm/, Retrieved Wed, 15 May 2024 00:50:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35056, Retrieved Wed, 15 May 2024 00:50:17 +0000

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Estimated Impact

175

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

-     [Standard Deviation-Mean Plot] [] [2008-12-12 12:13:32] [fad8a251ac01c156a8ae23a83577546f]
- RMPD  [(Partial) Autocorrelation Function] [Consumptiegoederen] [2008-12-12 13:39:25] [fad8a251ac01c156a8ae23a83577546f]
-   PD      [(Partial) Autocorrelation Function] [auto corr d cons] [2008-12-19 11:13:02] [fa8b44cd657c07c6ee11bb2476ca3f8d] [Current]

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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=35056&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=35056&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35056&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	0.046682	0.3616	0.359461
2	-0.103845	-0.8044	0.212176
3	0.245145	1.8989	0.031196
4	-0.168898	-1.3083	0.097884
5	0.076027	0.5889	0.27907
6	0.604979	4.6862	8e-06
7	0.04709	0.3648	0.358286
8	-0.116609	-0.9032	0.185003
9	0.149016	1.1543	0.126483
10	-0.083371	-0.6458	0.260439
11	-0.065398	-0.5066	0.307157
12	0.626155	4.8502	5e-06
13	0.035081	0.2717	0.393379
14	-0.18667	-1.4459	0.076699
15	0.162271	1.2569	0.106822
16	-0.162955	-1.2622	0.105873
17	-0.044284	-0.343	0.366392
18	0.381536	2.9554	0.002229
19	-0.016853	-0.1305	0.448288
20	-0.117691	-0.9116	0.182806
21	0.053416	0.4138	0.340264
22	-0.181126	-1.403	0.082886
23	-0.131079	-1.0153	0.157013
24	0.294026	2.2775	0.013167
25	-0.012378	-0.0959	0.461969
26	-0.179669	-1.3917	0.084574
27	-0.001865	-0.0144	0.494261
28	-0.220922	-1.7113	0.0461
29	-0.124862	-0.9672	0.168669
30	0.160456	1.2429	0.109373
31	-0.046068	-0.3568	0.361232
32	-0.138847	-1.0755	0.143227
33	-0.052718	-0.4084	0.342234
34	-0.233544	-1.809	0.037729
35	-0.131999	-1.0225	0.155334
36	0.143804	1.1139	0.134882
37	-0.042949	-0.3327	0.370267
38	-0.13635	-1.0562	0.147564
39	-0.077538	-0.6006	0.275182
40	-0.201605	-1.5616	0.061818
41	-0.083934	-0.6502	0.259038
42	0.063048	0.4884	0.313536
43	-0.037017	-0.2867	0.387653
44	-0.073996	-0.5732	0.284337
45	-0.033548	-0.2599	0.397932
46	-0.098161	-0.7604	0.225011
47	-0.04348	-0.3368	0.368722
48	0.038794	0.3005	0.382419
49	-0.039255	-0.3041	0.381064
50	-0.061746	-0.4783	0.317093
51	-0.040874	-0.3166	0.37632
52	-0.062249	-0.4822	0.315716
53	-0.011742	-0.091	0.463917
54	-0.001935	-0.015	0.494046
55	-0.018228	-0.1412	0.444094
56	-0.013717	-0.1063	0.457869
57	-0.022143	-0.1715	0.432197
58	-0.007966	-0.0617	0.475502
59	0.002558	0.0198	0.492129
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.046682 & 0.3616 & 0.359461 \tabularnewline
2 & -0.103845 & -0.8044 & 0.212176 \tabularnewline
3 & 0.245145 & 1.8989 & 0.031196 \tabularnewline
4 & -0.168898 & -1.3083 & 0.097884 \tabularnewline
5 & 0.076027 & 0.5889 & 0.27907 \tabularnewline
6 & 0.604979 & 4.6862 & 8e-06 \tabularnewline
7 & 0.04709 & 0.3648 & 0.358286 \tabularnewline
8 & -0.116609 & -0.9032 & 0.185003 \tabularnewline
9 & 0.149016 & 1.1543 & 0.126483 \tabularnewline
10 & -0.083371 & -0.6458 & 0.260439 \tabularnewline
11 & -0.065398 & -0.5066 & 0.307157 \tabularnewline
12 & 0.626155 & 4.8502 & 5e-06 \tabularnewline
13 & 0.035081 & 0.2717 & 0.393379 \tabularnewline
14 & -0.18667 & -1.4459 & 0.076699 \tabularnewline
15 & 0.162271 & 1.2569 & 0.106822 \tabularnewline
16 & -0.162955 & -1.2622 & 0.105873 \tabularnewline
17 & -0.044284 & -0.343 & 0.366392 \tabularnewline
18 & 0.381536 & 2.9554 & 0.002229 \tabularnewline
19 & -0.016853 & -0.1305 & 0.448288 \tabularnewline
20 & -0.117691 & -0.9116 & 0.182806 \tabularnewline
21 & 0.053416 & 0.4138 & 0.340264 \tabularnewline
22 & -0.181126 & -1.403 & 0.082886 \tabularnewline
23 & -0.131079 & -1.0153 & 0.157013 \tabularnewline
24 & 0.294026 & 2.2775 & 0.013167 \tabularnewline
25 & -0.012378 & -0.0959 & 0.461969 \tabularnewline
26 & -0.179669 & -1.3917 & 0.084574 \tabularnewline
27 & -0.001865 & -0.0144 & 0.494261 \tabularnewline
28 & -0.220922 & -1.7113 & 0.0461 \tabularnewline
29 & -0.124862 & -0.9672 & 0.168669 \tabularnewline
30 & 0.160456 & 1.2429 & 0.109373 \tabularnewline
31 & -0.046068 & -0.3568 & 0.361232 \tabularnewline
32 & -0.138847 & -1.0755 & 0.143227 \tabularnewline
33 & -0.052718 & -0.4084 & 0.342234 \tabularnewline
34 & -0.233544 & -1.809 & 0.037729 \tabularnewline
35 & -0.131999 & -1.0225 & 0.155334 \tabularnewline
36 & 0.143804 & 1.1139 & 0.134882 \tabularnewline
37 & -0.042949 & -0.3327 & 0.370267 \tabularnewline
38 & -0.13635 & -1.0562 & 0.147564 \tabularnewline
39 & -0.077538 & -0.6006 & 0.275182 \tabularnewline
40 & -0.201605 & -1.5616 & 0.061818 \tabularnewline
41 & -0.083934 & -0.6502 & 0.259038 \tabularnewline
42 & 0.063048 & 0.4884 & 0.313536 \tabularnewline
43 & -0.037017 & -0.2867 & 0.387653 \tabularnewline
44 & -0.073996 & -0.5732 & 0.284337 \tabularnewline
45 & -0.033548 & -0.2599 & 0.397932 \tabularnewline
46 & -0.098161 & -0.7604 & 0.225011 \tabularnewline
47 & -0.04348 & -0.3368 & 0.368722 \tabularnewline
48 & 0.038794 & 0.3005 & 0.382419 \tabularnewline
49 & -0.039255 & -0.3041 & 0.381064 \tabularnewline
50 & -0.061746 & -0.4783 & 0.317093 \tabularnewline
51 & -0.040874 & -0.3166 & 0.37632 \tabularnewline
52 & -0.062249 & -0.4822 & 0.315716 \tabularnewline
53 & -0.011742 & -0.091 & 0.463917 \tabularnewline
54 & -0.001935 & -0.015 & 0.494046 \tabularnewline
55 & -0.018228 & -0.1412 & 0.444094 \tabularnewline
56 & -0.013717 & -0.1063 & 0.457869 \tabularnewline
57 & -0.022143 & -0.1715 & 0.432197 \tabularnewline
58 & -0.007966 & -0.0617 & 0.475502 \tabularnewline
59 & 0.002558 & 0.0198 & 0.492129 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35056&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]0.046682[/C][C]0.3616[/C][C]0.359461[/C][/ROW]
[ROW][C]2[/C][C]-0.103845[/C][C]-0.8044[/C][C]0.212176[/C][/ROW]
[ROW][C]3[/C][C]0.245145[/C][C]1.8989[/C][C]0.031196[/C][/ROW]
[ROW][C]4[/C][C]-0.168898[/C][C]-1.3083[/C][C]0.097884[/C][/ROW]
[ROW][C]5[/C][C]0.076027[/C][C]0.5889[/C][C]0.27907[/C][/ROW]
[ROW][C]6[/C][C]0.604979[/C][C]4.6862[/C][C]8e-06[/C][/ROW]
[ROW][C]7[/C][C]0.04709[/C][C]0.3648[/C][C]0.358286[/C][/ROW]
[ROW][C]8[/C][C]-0.116609[/C][C]-0.9032[/C][C]0.185003[/C][/ROW]
[ROW][C]9[/C][C]0.149016[/C][C]1.1543[/C][C]0.126483[/C][/ROW]
[ROW][C]10[/C][C]-0.083371[/C][C]-0.6458[/C][C]0.260439[/C][/ROW]
[ROW][C]11[/C][C]-0.065398[/C][C]-0.5066[/C][C]0.307157[/C][/ROW]
[ROW][C]12[/C][C]0.626155[/C][C]4.8502[/C][C]5e-06[/C][/ROW]
[ROW][C]13[/C][C]0.035081[/C][C]0.2717[/C][C]0.393379[/C][/ROW]
[ROW][C]14[/C][C]-0.18667[/C][C]-1.4459[/C][C]0.076699[/C][/ROW]
[ROW][C]15[/C][C]0.162271[/C][C]1.2569[/C][C]0.106822[/C][/ROW]
[ROW][C]16[/C][C]-0.162955[/C][C]-1.2622[/C][C]0.105873[/C][/ROW]
[ROW][C]17[/C][C]-0.044284[/C][C]-0.343[/C][C]0.366392[/C][/ROW]
[ROW][C]18[/C][C]0.381536[/C][C]2.9554[/C][C]0.002229[/C][/ROW]
[ROW][C]19[/C][C]-0.016853[/C][C]-0.1305[/C][C]0.448288[/C][/ROW]
[ROW][C]20[/C][C]-0.117691[/C][C]-0.9116[/C][C]0.182806[/C][/ROW]
[ROW][C]21[/C][C]0.053416[/C][C]0.4138[/C][C]0.340264[/C][/ROW]
[ROW][C]22[/C][C]-0.181126[/C][C]-1.403[/C][C]0.082886[/C][/ROW]
[ROW][C]23[/C][C]-0.131079[/C][C]-1.0153[/C][C]0.157013[/C][/ROW]
[ROW][C]24[/C][C]0.294026[/C][C]2.2775[/C][C]0.013167[/C][/ROW]
[ROW][C]25[/C][C]-0.012378[/C][C]-0.0959[/C][C]0.461969[/C][/ROW]
[ROW][C]26[/C][C]-0.179669[/C][C]-1.3917[/C][C]0.084574[/C][/ROW]
[ROW][C]27[/C][C]-0.001865[/C][C]-0.0144[/C][C]0.494261[/C][/ROW]
[ROW][C]28[/C][C]-0.220922[/C][C]-1.7113[/C][C]0.0461[/C][/ROW]
[ROW][C]29[/C][C]-0.124862[/C][C]-0.9672[/C][C]0.168669[/C][/ROW]
[ROW][C]30[/C][C]0.160456[/C][C]1.2429[/C][C]0.109373[/C][/ROW]
[ROW][C]31[/C][C]-0.046068[/C][C]-0.3568[/C][C]0.361232[/C][/ROW]
[ROW][C]32[/C][C]-0.138847[/C][C]-1.0755[/C][C]0.143227[/C][/ROW]
[ROW][C]33[/C][C]-0.052718[/C][C]-0.4084[/C][C]0.342234[/C][/ROW]
[ROW][C]34[/C][C]-0.233544[/C][C]-1.809[/C][C]0.037729[/C][/ROW]
[ROW][C]35[/C][C]-0.131999[/C][C]-1.0225[/C][C]0.155334[/C][/ROW]
[ROW][C]36[/C][C]0.143804[/C][C]1.1139[/C][C]0.134882[/C][/ROW]
[ROW][C]37[/C][C]-0.042949[/C][C]-0.3327[/C][C]0.370267[/C][/ROW]
[ROW][C]38[/C][C]-0.13635[/C][C]-1.0562[/C][C]0.147564[/C][/ROW]
[ROW][C]39[/C][C]-0.077538[/C][C]-0.6006[/C][C]0.275182[/C][/ROW]
[ROW][C]40[/C][C]-0.201605[/C][C]-1.5616[/C][C]0.061818[/C][/ROW]
[ROW][C]41[/C][C]-0.083934[/C][C]-0.6502[/C][C]0.259038[/C][/ROW]
[ROW][C]42[/C][C]0.063048[/C][C]0.4884[/C][C]0.313536[/C][/ROW]
[ROW][C]43[/C][C]-0.037017[/C][C]-0.2867[/C][C]0.387653[/C][/ROW]
[ROW][C]44[/C][C]-0.073996[/C][C]-0.5732[/C][C]0.284337[/C][/ROW]
[ROW][C]45[/C][C]-0.033548[/C][C]-0.2599[/C][C]0.397932[/C][/ROW]
[ROW][C]46[/C][C]-0.098161[/C][C]-0.7604[/C][C]0.225011[/C][/ROW]
[ROW][C]47[/C][C]-0.04348[/C][C]-0.3368[/C][C]0.368722[/C][/ROW]
[ROW][C]48[/C][C]0.038794[/C][C]0.3005[/C][C]0.382419[/C][/ROW]
[ROW][C]49[/C][C]-0.039255[/C][C]-0.3041[/C][C]0.381064[/C][/ROW]
[ROW][C]50[/C][C]-0.061746[/C][C]-0.4783[/C][C]0.317093[/C][/ROW]
[ROW][C]51[/C][C]-0.040874[/C][C]-0.3166[/C][C]0.37632[/C][/ROW]
[ROW][C]52[/C][C]-0.062249[/C][C]-0.4822[/C][C]0.315716[/C][/ROW]
[ROW][C]53[/C][C]-0.011742[/C][C]-0.091[/C][C]0.463917[/C][/ROW]
[ROW][C]54[/C][C]-0.001935[/C][C]-0.015[/C][C]0.494046[/C][/ROW]
[ROW][C]55[/C][C]-0.018228[/C][C]-0.1412[/C][C]0.444094[/C][/ROW]
[ROW][C]56[/C][C]-0.013717[/C][C]-0.1063[/C][C]0.457869[/C][/ROW]
[ROW][C]57[/C][C]-0.022143[/C][C]-0.1715[/C][C]0.432197[/C][/ROW]
[ROW][C]58[/C][C]-0.007966[/C][C]-0.0617[/C][C]0.475502[/C][/ROW]
[ROW][C]59[/C][C]0.002558[/C][C]0.0198[/C][C]0.492129[/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=35056&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35056&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	0.046682	0.3616	0.359461
2	-0.103845	-0.8044	0.212176
3	0.245145	1.8989	0.031196
4	-0.168898	-1.3083	0.097884
5	0.076027	0.5889	0.27907
6	0.604979	4.6862	8e-06
7	0.04709	0.3648	0.358286
8	-0.116609	-0.9032	0.185003
9	0.149016	1.1543	0.126483
10	-0.083371	-0.6458	0.260439
11	-0.065398	-0.5066	0.307157
12	0.626155	4.8502	5e-06
13	0.035081	0.2717	0.393379
14	-0.18667	-1.4459	0.076699
15	0.162271	1.2569	0.106822
16	-0.162955	-1.2622	0.105873
17	-0.044284	-0.343	0.366392
18	0.381536	2.9554	0.002229
19	-0.016853	-0.1305	0.448288
20	-0.117691	-0.9116	0.182806
21	0.053416	0.4138	0.340264
22	-0.181126	-1.403	0.082886
23	-0.131079	-1.0153	0.157013
24	0.294026	2.2775	0.013167
25	-0.012378	-0.0959	0.461969
26	-0.179669	-1.3917	0.084574
27	-0.001865	-0.0144	0.494261
28	-0.220922	-1.7113	0.0461
29	-0.124862	-0.9672	0.168669
30	0.160456	1.2429	0.109373
31	-0.046068	-0.3568	0.361232
32	-0.138847	-1.0755	0.143227
33	-0.052718	-0.4084	0.342234
34	-0.233544	-1.809	0.037729
35	-0.131999	-1.0225	0.155334
36	0.143804	1.1139	0.134882
37	-0.042949	-0.3327	0.370267
38	-0.13635	-1.0562	0.147564
39	-0.077538	-0.6006	0.275182
40	-0.201605	-1.5616	0.061818
41	-0.083934	-0.6502	0.259038
42	0.063048	0.4884	0.313536
43	-0.037017	-0.2867	0.387653
44	-0.073996	-0.5732	0.284337
45	-0.033548	-0.2599	0.397932
46	-0.098161	-0.7604	0.225011
47	-0.04348	-0.3368	0.368722
48	0.038794	0.3005	0.382419
49	-0.039255	-0.3041	0.381064
50	-0.061746	-0.4783	0.317093
51	-0.040874	-0.3166	0.37632
52	-0.062249	-0.4822	0.315716
53	-0.011742	-0.091	0.463917
54	-0.001935	-0.015	0.494046
55	-0.018228	-0.1412	0.444094
56	-0.013717	-0.1063	0.457869
57	-0.022143	-0.1715	0.432197
58	-0.007966	-0.0617	0.475502
59	0.002558	0.0198	0.492129
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.046682	0.3616	0.359461
2	-0.106256	-0.8231	0.206868
3	0.258949	2.0058	0.024696
4	-0.231219	-1.791	0.039167
5	0.201104	1.5577	0.062276
6	0.53238	4.1238	5.8e-05
7	0.086163	0.6674	0.253533
8	-0.149437	-1.1575	0.125821
9	-0.040603	-0.3145	0.377114
10	0.096404	0.7467	0.229067
11	-0.176947	-1.3706	0.087799
12	0.433057	3.3544	0.000691
13	-0.114619	-0.8878	0.189088
14	-0.050809	-0.3936	0.347649
15	-0.105496	-0.8172	0.208533
16	0.019513	0.1511	0.440182
17	-0.026175	-0.2028	0.420007
18	-0.21912	-1.6973	0.047411
19	0.035918	0.2782	0.390901
20	0.042349	0.328	0.372014
21	-0.002706	-0.021	0.491673
22	-0.257662	-1.9958	0.025248
23	0.057176	0.4429	0.32972
24	-0.070095	-0.543	0.294587
25	0.000451	0.0035	0.498613
26	-0.06356	-0.4923	0.312141
27	-0.102865	-0.7968	0.214357
28	-0.010308	-0.0798	0.468314
29	-0.038729	-0.3	0.382609
30	-0.008596	-0.0666	0.473567
31	-0.027197	-0.2107	0.41693
32	-0.030596	-0.237	0.406735
33	-0.040668	-0.315	0.376921
34	-0.006858	-0.0531	0.478904
35	0.05268	0.4081	0.342341
36	0.017558	0.136	0.446136
37	-0.034433	-0.2667	0.395301
38	0.001722	0.0133	0.494702
39	-0.00165	-0.0128	0.494922
40	0.065771	0.5095	0.306149
41	-0.045628	-0.3534	0.3625
42	-0.01125	-0.0871	0.465425
43	0.000458	0.0035	0.49859
44	0.062819	0.4866	0.31416
45	0.077552	0.6007	0.275146
46	0.137528	1.0653	0.145506
47	0.039783	0.3082	0.379515
48	-0.179306	-1.3889	0.084999
49	-0.015478	-0.1199	0.452486
50	-0.019821	-0.1535	0.439246
51	0.004988	0.0386	0.484655
52	-0.063602	-0.4927	0.312027
53	-0.016774	-0.1299	0.448528
54	0.004337	0.0336	0.486656
55	-0.030508	-0.2363	0.406996
56	-0.047369	-0.3669	0.357485
57	-0.081066	-0.6279	0.266214
58	0.000285	0.0022	0.499123
59	-0.067697	-0.5244	0.300973
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.046682 & 0.3616 & 0.359461 \tabularnewline
2 & -0.106256 & -0.8231 & 0.206868 \tabularnewline
3 & 0.258949 & 2.0058 & 0.024696 \tabularnewline
4 & -0.231219 & -1.791 & 0.039167 \tabularnewline
5 & 0.201104 & 1.5577 & 0.062276 \tabularnewline
6 & 0.53238 & 4.1238 & 5.8e-05 \tabularnewline
7 & 0.086163 & 0.6674 & 0.253533 \tabularnewline
8 & -0.149437 & -1.1575 & 0.125821 \tabularnewline
9 & -0.040603 & -0.3145 & 0.377114 \tabularnewline
10 & 0.096404 & 0.7467 & 0.229067 \tabularnewline
11 & -0.176947 & -1.3706 & 0.087799 \tabularnewline
12 & 0.433057 & 3.3544 & 0.000691 \tabularnewline
13 & -0.114619 & -0.8878 & 0.189088 \tabularnewline
14 & -0.050809 & -0.3936 & 0.347649 \tabularnewline
15 & -0.105496 & -0.8172 & 0.208533 \tabularnewline
16 & 0.019513 & 0.1511 & 0.440182 \tabularnewline
17 & -0.026175 & -0.2028 & 0.420007 \tabularnewline
18 & -0.21912 & -1.6973 & 0.047411 \tabularnewline
19 & 0.035918 & 0.2782 & 0.390901 \tabularnewline
20 & 0.042349 & 0.328 & 0.372014 \tabularnewline
21 & -0.002706 & -0.021 & 0.491673 \tabularnewline
22 & -0.257662 & -1.9958 & 0.025248 \tabularnewline
23 & 0.057176 & 0.4429 & 0.32972 \tabularnewline
24 & -0.070095 & -0.543 & 0.294587 \tabularnewline
25 & 0.000451 & 0.0035 & 0.498613 \tabularnewline
26 & -0.06356 & -0.4923 & 0.312141 \tabularnewline
27 & -0.102865 & -0.7968 & 0.214357 \tabularnewline
28 & -0.010308 & -0.0798 & 0.468314 \tabularnewline
29 & -0.038729 & -0.3 & 0.382609 \tabularnewline
30 & -0.008596 & -0.0666 & 0.473567 \tabularnewline
31 & -0.027197 & -0.2107 & 0.41693 \tabularnewline
32 & -0.030596 & -0.237 & 0.406735 \tabularnewline
33 & -0.040668 & -0.315 & 0.376921 \tabularnewline
34 & -0.006858 & -0.0531 & 0.478904 \tabularnewline
35 & 0.05268 & 0.4081 & 0.342341 \tabularnewline
36 & 0.017558 & 0.136 & 0.446136 \tabularnewline
37 & -0.034433 & -0.2667 & 0.395301 \tabularnewline
38 & 0.001722 & 0.0133 & 0.494702 \tabularnewline
39 & -0.00165 & -0.0128 & 0.494922 \tabularnewline
40 & 0.065771 & 0.5095 & 0.306149 \tabularnewline
41 & -0.045628 & -0.3534 & 0.3625 \tabularnewline
42 & -0.01125 & -0.0871 & 0.465425 \tabularnewline
43 & 0.000458 & 0.0035 & 0.49859 \tabularnewline
44 & 0.062819 & 0.4866 & 0.31416 \tabularnewline
45 & 0.077552 & 0.6007 & 0.275146 \tabularnewline
46 & 0.137528 & 1.0653 & 0.145506 \tabularnewline
47 & 0.039783 & 0.3082 & 0.379515 \tabularnewline
48 & -0.179306 & -1.3889 & 0.084999 \tabularnewline
49 & -0.015478 & -0.1199 & 0.452486 \tabularnewline
50 & -0.019821 & -0.1535 & 0.439246 \tabularnewline
51 & 0.004988 & 0.0386 & 0.484655 \tabularnewline
52 & -0.063602 & -0.4927 & 0.312027 \tabularnewline
53 & -0.016774 & -0.1299 & 0.448528 \tabularnewline
54 & 0.004337 & 0.0336 & 0.486656 \tabularnewline
55 & -0.030508 & -0.2363 & 0.406996 \tabularnewline
56 & -0.047369 & -0.3669 & 0.357485 \tabularnewline
57 & -0.081066 & -0.6279 & 0.266214 \tabularnewline
58 & 0.000285 & 0.0022 & 0.499123 \tabularnewline
59 & -0.067697 & -0.5244 & 0.300973 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35056&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]0.046682[/C][C]0.3616[/C][C]0.359461[/C][/ROW]
[ROW][C]2[/C][C]-0.106256[/C][C]-0.8231[/C][C]0.206868[/C][/ROW]
[ROW][C]3[/C][C]0.258949[/C][C]2.0058[/C][C]0.024696[/C][/ROW]
[ROW][C]4[/C][C]-0.231219[/C][C]-1.791[/C][C]0.039167[/C][/ROW]
[ROW][C]5[/C][C]0.201104[/C][C]1.5577[/C][C]0.062276[/C][/ROW]
[ROW][C]6[/C][C]0.53238[/C][C]4.1238[/C][C]5.8e-05[/C][/ROW]
[ROW][C]7[/C][C]0.086163[/C][C]0.6674[/C][C]0.253533[/C][/ROW]
[ROW][C]8[/C][C]-0.149437[/C][C]-1.1575[/C][C]0.125821[/C][/ROW]
[ROW][C]9[/C][C]-0.040603[/C][C]-0.3145[/C][C]0.377114[/C][/ROW]
[ROW][C]10[/C][C]0.096404[/C][C]0.7467[/C][C]0.229067[/C][/ROW]
[ROW][C]11[/C][C]-0.176947[/C][C]-1.3706[/C][C]0.087799[/C][/ROW]
[ROW][C]12[/C][C]0.433057[/C][C]3.3544[/C][C]0.000691[/C][/ROW]
[ROW][C]13[/C][C]-0.114619[/C][C]-0.8878[/C][C]0.189088[/C][/ROW]
[ROW][C]14[/C][C]-0.050809[/C][C]-0.3936[/C][C]0.347649[/C][/ROW]
[ROW][C]15[/C][C]-0.105496[/C][C]-0.8172[/C][C]0.208533[/C][/ROW]
[ROW][C]16[/C][C]0.019513[/C][C]0.1511[/C][C]0.440182[/C][/ROW]
[ROW][C]17[/C][C]-0.026175[/C][C]-0.2028[/C][C]0.420007[/C][/ROW]
[ROW][C]18[/C][C]-0.21912[/C][C]-1.6973[/C][C]0.047411[/C][/ROW]
[ROW][C]19[/C][C]0.035918[/C][C]0.2782[/C][C]0.390901[/C][/ROW]
[ROW][C]20[/C][C]0.042349[/C][C]0.328[/C][C]0.372014[/C][/ROW]
[ROW][C]21[/C][C]-0.002706[/C][C]-0.021[/C][C]0.491673[/C][/ROW]
[ROW][C]22[/C][C]-0.257662[/C][C]-1.9958[/C][C]0.025248[/C][/ROW]
[ROW][C]23[/C][C]0.057176[/C][C]0.4429[/C][C]0.32972[/C][/ROW]
[ROW][C]24[/C][C]-0.070095[/C][C]-0.543[/C][C]0.294587[/C][/ROW]
[ROW][C]25[/C][C]0.000451[/C][C]0.0035[/C][C]0.498613[/C][/ROW]
[ROW][C]26[/C][C]-0.06356[/C][C]-0.4923[/C][C]0.312141[/C][/ROW]
[ROW][C]27[/C][C]-0.102865[/C][C]-0.7968[/C][C]0.214357[/C][/ROW]
[ROW][C]28[/C][C]-0.010308[/C][C]-0.0798[/C][C]0.468314[/C][/ROW]
[ROW][C]29[/C][C]-0.038729[/C][C]-0.3[/C][C]0.382609[/C][/ROW]
[ROW][C]30[/C][C]-0.008596[/C][C]-0.0666[/C][C]0.473567[/C][/ROW]
[ROW][C]31[/C][C]-0.027197[/C][C]-0.2107[/C][C]0.41693[/C][/ROW]
[ROW][C]32[/C][C]-0.030596[/C][C]-0.237[/C][C]0.406735[/C][/ROW]
[ROW][C]33[/C][C]-0.040668[/C][C]-0.315[/C][C]0.376921[/C][/ROW]
[ROW][C]34[/C][C]-0.006858[/C][C]-0.0531[/C][C]0.478904[/C][/ROW]
[ROW][C]35[/C][C]0.05268[/C][C]0.4081[/C][C]0.342341[/C][/ROW]
[ROW][C]36[/C][C]0.017558[/C][C]0.136[/C][C]0.446136[/C][/ROW]
[ROW][C]37[/C][C]-0.034433[/C][C]-0.2667[/C][C]0.395301[/C][/ROW]
[ROW][C]38[/C][C]0.001722[/C][C]0.0133[/C][C]0.494702[/C][/ROW]
[ROW][C]39[/C][C]-0.00165[/C][C]-0.0128[/C][C]0.494922[/C][/ROW]
[ROW][C]40[/C][C]0.065771[/C][C]0.5095[/C][C]0.306149[/C][/ROW]
[ROW][C]41[/C][C]-0.045628[/C][C]-0.3534[/C][C]0.3625[/C][/ROW]
[ROW][C]42[/C][C]-0.01125[/C][C]-0.0871[/C][C]0.465425[/C][/ROW]
[ROW][C]43[/C][C]0.000458[/C][C]0.0035[/C][C]0.49859[/C][/ROW]
[ROW][C]44[/C][C]0.062819[/C][C]0.4866[/C][C]0.31416[/C][/ROW]
[ROW][C]45[/C][C]0.077552[/C][C]0.6007[/C][C]0.275146[/C][/ROW]
[ROW][C]46[/C][C]0.137528[/C][C]1.0653[/C][C]0.145506[/C][/ROW]
[ROW][C]47[/C][C]0.039783[/C][C]0.3082[/C][C]0.379515[/C][/ROW]
[ROW][C]48[/C][C]-0.179306[/C][C]-1.3889[/C][C]0.084999[/C][/ROW]
[ROW][C]49[/C][C]-0.015478[/C][C]-0.1199[/C][C]0.452486[/C][/ROW]
[ROW][C]50[/C][C]-0.019821[/C][C]-0.1535[/C][C]0.439246[/C][/ROW]
[ROW][C]51[/C][C]0.004988[/C][C]0.0386[/C][C]0.484655[/C][/ROW]
[ROW][C]52[/C][C]-0.063602[/C][C]-0.4927[/C][C]0.312027[/C][/ROW]
[ROW][C]53[/C][C]-0.016774[/C][C]-0.1299[/C][C]0.448528[/C][/ROW]
[ROW][C]54[/C][C]0.004337[/C][C]0.0336[/C][C]0.486656[/C][/ROW]
[ROW][C]55[/C][C]-0.030508[/C][C]-0.2363[/C][C]0.406996[/C][/ROW]
[ROW][C]56[/C][C]-0.047369[/C][C]-0.3669[/C][C]0.357485[/C][/ROW]
[ROW][C]57[/C][C]-0.081066[/C][C]-0.6279[/C][C]0.266214[/C][/ROW]
[ROW][C]58[/C][C]0.000285[/C][C]0.0022[/C][C]0.499123[/C][/ROW]
[ROW][C]59[/C][C]-0.067697[/C][C]-0.5244[/C][C]0.300973[/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=35056&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35056&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	0.046682	0.3616	0.359461
2	-0.106256	-0.8231	0.206868
3	0.258949	2.0058	0.024696
4	-0.231219	-1.791	0.039167
5	0.201104	1.5577	0.062276
6	0.53238	4.1238	5.8e-05
7	0.086163	0.6674	0.253533
8	-0.149437	-1.1575	0.125821
9	-0.040603	-0.3145	0.377114
10	0.096404	0.7467	0.229067
11	-0.176947	-1.3706	0.087799
12	0.433057	3.3544	0.000691
13	-0.114619	-0.8878	0.189088
14	-0.050809	-0.3936	0.347649
15	-0.105496	-0.8172	0.208533
16	0.019513	0.1511	0.440182
17	-0.026175	-0.2028	0.420007
18	-0.21912	-1.6973	0.047411
19	0.035918	0.2782	0.390901
20	0.042349	0.328	0.372014
21	-0.002706	-0.021	0.491673
22	-0.257662	-1.9958	0.025248
23	0.057176	0.4429	0.32972
24	-0.070095	-0.543	0.294587
25	0.000451	0.0035	0.498613
26	-0.06356	-0.4923	0.312141
27	-0.102865	-0.7968	0.214357
28	-0.010308	-0.0798	0.468314
29	-0.038729	-0.3	0.382609
30	-0.008596	-0.0666	0.473567
31	-0.027197	-0.2107	0.41693
32	-0.030596	-0.237	0.406735
33	-0.040668	-0.315	0.376921
34	-0.006858	-0.0531	0.478904
35	0.05268	0.4081	0.342341
36	0.017558	0.136	0.446136
37	-0.034433	-0.2667	0.395301
38	0.001722	0.0133	0.494702
39	-0.00165	-0.0128	0.494922
40	0.065771	0.5095	0.306149
41	-0.045628	-0.3534	0.3625
42	-0.01125	-0.0871	0.465425
43	0.000458	0.0035	0.49859
44	0.062819	0.4866	0.31416
45	0.077552	0.6007	0.275146
46	0.137528	1.0653	0.145506
47	0.039783	0.3082	0.379515
48	-0.179306	-1.3889	0.084999
49	-0.015478	-0.1199	0.452486
50	-0.019821	-0.1535	0.439246
51	0.004988	0.0386	0.484655
52	-0.063602	-0.4927	0.312027
53	-0.016774	-0.1299	0.448528
54	0.004337	0.0336	0.486656
55	-0.030508	-0.2363	0.406996
56	-0.047369	-0.3669	0.357485
57	-0.081066	-0.6279	0.266214
58	0.000285	0.0022	0.499123
59	-0.067697	-0.5244	0.300973
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 = -1.6 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -1.6 ; 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