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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 19 Dec 2008 07:00:41 -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/t1229695319tud7dzyperxsyfd.htm/, Retrieved Wed, 15 May 2024 09:27:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35139, Retrieved Wed, 15 May 2024 09:27:50 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

208

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

-     [Box-Cox Linearity Plot] [Box-Cox] [2008-11-11 14:29:04] [adb6b6905cde49db36d59ca44433140d]
- RM D  [Box-Cox Normality Plot] [Box-Cox Normality...] [2008-11-11 14:44:37] [adb6b6905cde49db36d59ca44433140d]
F    D    [Box-Cox Normality Plot] [Box-Cox Normality...] [2008-11-11 23:46:30] [b591abfa820a394aeb0c5ebd9cfa1091]
F RMPD      [Maximum-likelihood Fitting - Normal Distribution] [Normal Distribution ] [2008-11-12 15:48:53] [b478325fa744e3f2fc16a7222294469c]
F   PD        [Maximum-likelihood Fitting - Normal Distribution] [task 8 maximum li...] [2008-11-12 20:17:58] [1eab65e90adf64584b8e6f0da23ff414]
- RMPD          [Box-Cox Normality Plot] [4.2.1] [2008-12-18 18:51:19] [1eab65e90adf64584b8e6f0da23ff414]
- RMP             [(Partial) Autocorrelation Function] [4.2.2] [2008-12-19 10:57:29] [1eab65e90adf64584b8e6f0da23ff414]
-   P                 [(Partial) Autocorrelation Function] [4.2.2 D1] [2008-12-19 14:00:41] [0458bd763b171003ec052ce63099d477] [Current]

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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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35139&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35139&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35139&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.28032	2.3951	0.009592
2	0.238611	2.0387	0.022551
3	0.137501	1.1748	0.121945
4	0.029634	0.2532	0.400416
5	0.064821	0.5538	0.290693
6	0.120112	1.0262	0.154084
7	-0.047589	-0.4066	0.342745
8	-0.139196	-1.1893	0.11909
9	0.005004	0.0428	0.483006
10	-0.14357	-1.2267	0.111946
11	-0.02946	-0.2517	0.400987
12	-0.127631	-1.0905	0.139544
13	-0.112416	-0.9605	0.169991
14	-0.093099	-0.7954	0.214468
15	-0.027671	-0.2364	0.406886
16	-0.078267	-0.6687	0.252895
17	0.019002	0.1624	0.435737
18	-0.054569	-0.4662	0.321217
19	0.002242	0.0192	0.492385
20	0.077741	0.6642	0.25432
21	0.025119	0.2146	0.415333
22	-0.072514	-0.6196	0.268738
23	0.093909	0.8024	0.212474
24	-0.083045	-0.7095	0.240127
25	-0.035256	-0.3012	0.38205
26	0.123157	1.0523	0.148078
27	-0.099839	-0.853	0.198217
28	-0.072505	-0.6195	0.268764
29	-0.128159	-1.095	0.13856
30	-0.089534	-0.765	0.223374
31	-0.148579	-1.2695	0.104155
32	0.061912	0.529	0.299213
33	-0.091757	-0.784	0.217797
34	-0.045971	-0.3928	0.347815
35	-0.008235	-0.0704	0.472049
36	-0.103647	-0.8856	0.189382
37	-0.041211	-0.3521	0.362887
38	-0.16112	-1.3766	0.08642
39	-0.091194	-0.7792	0.219202
40	-0.032555	-0.2781	0.390843
41	0.082077	0.7013	0.242684
42	-0.003012	-0.0257	0.48977
43	0.08305	0.7096	0.240113
44	-0.042333	-0.3617	0.359311
45	0.017671	0.151	0.440205
46	0.076625	0.6547	0.257365
47	0.008956	0.0765	0.469607
48	0.015158	0.1295	0.448655
49	0.047932	0.4095	0.341673
50	-0.029426	-0.2514	0.401099
51	-0.005174	-0.0442	0.482431
52	0.061373	0.5244	0.300806
53	-0.023255	-0.1987	0.421529
54	-0.080825	-0.6906	0.246013
55	0.035356	0.3021	0.381725
56	-0.004064	-0.0347	0.486199
57	0.002373	0.0203	0.491941
58	0.09077	0.7755	0.220263
59	-0.047218	-0.4034	0.343904
60	0.049493	0.4229	0.336816

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.28032 & 2.3951 & 0.009592 \tabularnewline
2 & 0.238611 & 2.0387 & 0.022551 \tabularnewline
3 & 0.137501 & 1.1748 & 0.121945 \tabularnewline
4 & 0.029634 & 0.2532 & 0.400416 \tabularnewline
5 & 0.064821 & 0.5538 & 0.290693 \tabularnewline
6 & 0.120112 & 1.0262 & 0.154084 \tabularnewline
7 & -0.047589 & -0.4066 & 0.342745 \tabularnewline
8 & -0.139196 & -1.1893 & 0.11909 \tabularnewline
9 & 0.005004 & 0.0428 & 0.483006 \tabularnewline
10 & -0.14357 & -1.2267 & 0.111946 \tabularnewline
11 & -0.02946 & -0.2517 & 0.400987 \tabularnewline
12 & -0.127631 & -1.0905 & 0.139544 \tabularnewline
13 & -0.112416 & -0.9605 & 0.169991 \tabularnewline
14 & -0.093099 & -0.7954 & 0.214468 \tabularnewline
15 & -0.027671 & -0.2364 & 0.406886 \tabularnewline
16 & -0.078267 & -0.6687 & 0.252895 \tabularnewline
17 & 0.019002 & 0.1624 & 0.435737 \tabularnewline
18 & -0.054569 & -0.4662 & 0.321217 \tabularnewline
19 & 0.002242 & 0.0192 & 0.492385 \tabularnewline
20 & 0.077741 & 0.6642 & 0.25432 \tabularnewline
21 & 0.025119 & 0.2146 & 0.415333 \tabularnewline
22 & -0.072514 & -0.6196 & 0.268738 \tabularnewline
23 & 0.093909 & 0.8024 & 0.212474 \tabularnewline
24 & -0.083045 & -0.7095 & 0.240127 \tabularnewline
25 & -0.035256 & -0.3012 & 0.38205 \tabularnewline
26 & 0.123157 & 1.0523 & 0.148078 \tabularnewline
27 & -0.099839 & -0.853 & 0.198217 \tabularnewline
28 & -0.072505 & -0.6195 & 0.268764 \tabularnewline
29 & -0.128159 & -1.095 & 0.13856 \tabularnewline
30 & -0.089534 & -0.765 & 0.223374 \tabularnewline
31 & -0.148579 & -1.2695 & 0.104155 \tabularnewline
32 & 0.061912 & 0.529 & 0.299213 \tabularnewline
33 & -0.091757 & -0.784 & 0.217797 \tabularnewline
34 & -0.045971 & -0.3928 & 0.347815 \tabularnewline
35 & -0.008235 & -0.0704 & 0.472049 \tabularnewline
36 & -0.103647 & -0.8856 & 0.189382 \tabularnewline
37 & -0.041211 & -0.3521 & 0.362887 \tabularnewline
38 & -0.16112 & -1.3766 & 0.08642 \tabularnewline
39 & -0.091194 & -0.7792 & 0.219202 \tabularnewline
40 & -0.032555 & -0.2781 & 0.390843 \tabularnewline
41 & 0.082077 & 0.7013 & 0.242684 \tabularnewline
42 & -0.003012 & -0.0257 & 0.48977 \tabularnewline
43 & 0.08305 & 0.7096 & 0.240113 \tabularnewline
44 & -0.042333 & -0.3617 & 0.359311 \tabularnewline
45 & 0.017671 & 0.151 & 0.440205 \tabularnewline
46 & 0.076625 & 0.6547 & 0.257365 \tabularnewline
47 & 0.008956 & 0.0765 & 0.469607 \tabularnewline
48 & 0.015158 & 0.1295 & 0.448655 \tabularnewline
49 & 0.047932 & 0.4095 & 0.341673 \tabularnewline
50 & -0.029426 & -0.2514 & 0.401099 \tabularnewline
51 & -0.005174 & -0.0442 & 0.482431 \tabularnewline
52 & 0.061373 & 0.5244 & 0.300806 \tabularnewline
53 & -0.023255 & -0.1987 & 0.421529 \tabularnewline
54 & -0.080825 & -0.6906 & 0.246013 \tabularnewline
55 & 0.035356 & 0.3021 & 0.381725 \tabularnewline
56 & -0.004064 & -0.0347 & 0.486199 \tabularnewline
57 & 0.002373 & 0.0203 & 0.491941 \tabularnewline
58 & 0.09077 & 0.7755 & 0.220263 \tabularnewline
59 & -0.047218 & -0.4034 & 0.343904 \tabularnewline
60 & 0.049493 & 0.4229 & 0.336816 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35139&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]0.28032[/C][C]2.3951[/C][C]0.009592[/C][/ROW]
[ROW][C]2[/C][C]0.238611[/C][C]2.0387[/C][C]0.022551[/C][/ROW]
[ROW][C]3[/C][C]0.137501[/C][C]1.1748[/C][C]0.121945[/C][/ROW]
[ROW][C]4[/C][C]0.029634[/C][C]0.2532[/C][C]0.400416[/C][/ROW]
[ROW][C]5[/C][C]0.064821[/C][C]0.5538[/C][C]0.290693[/C][/ROW]
[ROW][C]6[/C][C]0.120112[/C][C]1.0262[/C][C]0.154084[/C][/ROW]
[ROW][C]7[/C][C]-0.047589[/C][C]-0.4066[/C][C]0.342745[/C][/ROW]
[ROW][C]8[/C][C]-0.139196[/C][C]-1.1893[/C][C]0.11909[/C][/ROW]
[ROW][C]9[/C][C]0.005004[/C][C]0.0428[/C][C]0.483006[/C][/ROW]
[ROW][C]10[/C][C]-0.14357[/C][C]-1.2267[/C][C]0.111946[/C][/ROW]
[ROW][C]11[/C][C]-0.02946[/C][C]-0.2517[/C][C]0.400987[/C][/ROW]
[ROW][C]12[/C][C]-0.127631[/C][C]-1.0905[/C][C]0.139544[/C][/ROW]
[ROW][C]13[/C][C]-0.112416[/C][C]-0.9605[/C][C]0.169991[/C][/ROW]
[ROW][C]14[/C][C]-0.093099[/C][C]-0.7954[/C][C]0.214468[/C][/ROW]
[ROW][C]15[/C][C]-0.027671[/C][C]-0.2364[/C][C]0.406886[/C][/ROW]
[ROW][C]16[/C][C]-0.078267[/C][C]-0.6687[/C][C]0.252895[/C][/ROW]
[ROW][C]17[/C][C]0.019002[/C][C]0.1624[/C][C]0.435737[/C][/ROW]
[ROW][C]18[/C][C]-0.054569[/C][C]-0.4662[/C][C]0.321217[/C][/ROW]
[ROW][C]19[/C][C]0.002242[/C][C]0.0192[/C][C]0.492385[/C][/ROW]
[ROW][C]20[/C][C]0.077741[/C][C]0.6642[/C][C]0.25432[/C][/ROW]
[ROW][C]21[/C][C]0.025119[/C][C]0.2146[/C][C]0.415333[/C][/ROW]
[ROW][C]22[/C][C]-0.072514[/C][C]-0.6196[/C][C]0.268738[/C][/ROW]
[ROW][C]23[/C][C]0.093909[/C][C]0.8024[/C][C]0.212474[/C][/ROW]
[ROW][C]24[/C][C]-0.083045[/C][C]-0.7095[/C][C]0.240127[/C][/ROW]
[ROW][C]25[/C][C]-0.035256[/C][C]-0.3012[/C][C]0.38205[/C][/ROW]
[ROW][C]26[/C][C]0.123157[/C][C]1.0523[/C][C]0.148078[/C][/ROW]
[ROW][C]27[/C][C]-0.099839[/C][C]-0.853[/C][C]0.198217[/C][/ROW]
[ROW][C]28[/C][C]-0.072505[/C][C]-0.6195[/C][C]0.268764[/C][/ROW]
[ROW][C]29[/C][C]-0.128159[/C][C]-1.095[/C][C]0.13856[/C][/ROW]
[ROW][C]30[/C][C]-0.089534[/C][C]-0.765[/C][C]0.223374[/C][/ROW]
[ROW][C]31[/C][C]-0.148579[/C][C]-1.2695[/C][C]0.104155[/C][/ROW]
[ROW][C]32[/C][C]0.061912[/C][C]0.529[/C][C]0.299213[/C][/ROW]
[ROW][C]33[/C][C]-0.091757[/C][C]-0.784[/C][C]0.217797[/C][/ROW]
[ROW][C]34[/C][C]-0.045971[/C][C]-0.3928[/C][C]0.347815[/C][/ROW]
[ROW][C]35[/C][C]-0.008235[/C][C]-0.0704[/C][C]0.472049[/C][/ROW]
[ROW][C]36[/C][C]-0.103647[/C][C]-0.8856[/C][C]0.189382[/C][/ROW]
[ROW][C]37[/C][C]-0.041211[/C][C]-0.3521[/C][C]0.362887[/C][/ROW]
[ROW][C]38[/C][C]-0.16112[/C][C]-1.3766[/C][C]0.08642[/C][/ROW]
[ROW][C]39[/C][C]-0.091194[/C][C]-0.7792[/C][C]0.219202[/C][/ROW]
[ROW][C]40[/C][C]-0.032555[/C][C]-0.2781[/C][C]0.390843[/C][/ROW]
[ROW][C]41[/C][C]0.082077[/C][C]0.7013[/C][C]0.242684[/C][/ROW]
[ROW][C]42[/C][C]-0.003012[/C][C]-0.0257[/C][C]0.48977[/C][/ROW]
[ROW][C]43[/C][C]0.08305[/C][C]0.7096[/C][C]0.240113[/C][/ROW]
[ROW][C]44[/C][C]-0.042333[/C][C]-0.3617[/C][C]0.359311[/C][/ROW]
[ROW][C]45[/C][C]0.017671[/C][C]0.151[/C][C]0.440205[/C][/ROW]
[ROW][C]46[/C][C]0.076625[/C][C]0.6547[/C][C]0.257365[/C][/ROW]
[ROW][C]47[/C][C]0.008956[/C][C]0.0765[/C][C]0.469607[/C][/ROW]
[ROW][C]48[/C][C]0.015158[/C][C]0.1295[/C][C]0.448655[/C][/ROW]
[ROW][C]49[/C][C]0.047932[/C][C]0.4095[/C][C]0.341673[/C][/ROW]
[ROW][C]50[/C][C]-0.029426[/C][C]-0.2514[/C][C]0.401099[/C][/ROW]
[ROW][C]51[/C][C]-0.005174[/C][C]-0.0442[/C][C]0.482431[/C][/ROW]
[ROW][C]52[/C][C]0.061373[/C][C]0.5244[/C][C]0.300806[/C][/ROW]
[ROW][C]53[/C][C]-0.023255[/C][C]-0.1987[/C][C]0.421529[/C][/ROW]
[ROW][C]54[/C][C]-0.080825[/C][C]-0.6906[/C][C]0.246013[/C][/ROW]
[ROW][C]55[/C][C]0.035356[/C][C]0.3021[/C][C]0.381725[/C][/ROW]
[ROW][C]56[/C][C]-0.004064[/C][C]-0.0347[/C][C]0.486199[/C][/ROW]
[ROW][C]57[/C][C]0.002373[/C][C]0.0203[/C][C]0.491941[/C][/ROW]
[ROW][C]58[/C][C]0.09077[/C][C]0.7755[/C][C]0.220263[/C][/ROW]
[ROW][C]59[/C][C]-0.047218[/C][C]-0.4034[/C][C]0.343904[/C][/ROW]
[ROW][C]60[/C][C]0.049493[/C][C]0.4229[/C][C]0.336816[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35139&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35139&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	0.28032	2.3951	0.009592
2	0.238611	2.0387	0.022551
3	0.137501	1.1748	0.121945
4	0.029634	0.2532	0.400416
5	0.064821	0.5538	0.290693
6	0.120112	1.0262	0.154084
7	-0.047589	-0.4066	0.342745
8	-0.139196	-1.1893	0.11909
9	0.005004	0.0428	0.483006
10	-0.14357	-1.2267	0.111946
11	-0.02946	-0.2517	0.400987
12	-0.127631	-1.0905	0.139544
13	-0.112416	-0.9605	0.169991
14	-0.093099	-0.7954	0.214468
15	-0.027671	-0.2364	0.406886
16	-0.078267	-0.6687	0.252895
17	0.019002	0.1624	0.435737
18	-0.054569	-0.4662	0.321217
19	0.002242	0.0192	0.492385
20	0.077741	0.6642	0.25432
21	0.025119	0.2146	0.415333
22	-0.072514	-0.6196	0.268738
23	0.093909	0.8024	0.212474
24	-0.083045	-0.7095	0.240127
25	-0.035256	-0.3012	0.38205
26	0.123157	1.0523	0.148078
27	-0.099839	-0.853	0.198217
28	-0.072505	-0.6195	0.268764
29	-0.128159	-1.095	0.13856
30	-0.089534	-0.765	0.223374
31	-0.148579	-1.2695	0.104155
32	0.061912	0.529	0.299213
33	-0.091757	-0.784	0.217797
34	-0.045971	-0.3928	0.347815
35	-0.008235	-0.0704	0.472049
36	-0.103647	-0.8856	0.189382
37	-0.041211	-0.3521	0.362887
38	-0.16112	-1.3766	0.08642
39	-0.091194	-0.7792	0.219202
40	-0.032555	-0.2781	0.390843
41	0.082077	0.7013	0.242684
42	-0.003012	-0.0257	0.48977
43	0.08305	0.7096	0.240113
44	-0.042333	-0.3617	0.359311
45	0.017671	0.151	0.440205
46	0.076625	0.6547	0.257365
47	0.008956	0.0765	0.469607
48	0.015158	0.1295	0.448655
49	0.047932	0.4095	0.341673
50	-0.029426	-0.2514	0.401099
51	-0.005174	-0.0442	0.482431
52	0.061373	0.5244	0.300806
53	-0.023255	-0.1987	0.421529
54	-0.080825	-0.6906	0.246013
55	0.035356	0.3021	0.381725
56	-0.004064	-0.0347	0.486199
57	0.002373	0.0203	0.491941
58	0.09077	0.7755	0.220263
59	-0.047218	-0.4034	0.343904
60	0.049493	0.4229	0.336816

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.28032	2.3951	0.009592
2	0.173679	1.4839	0.071068
3	0.037538	0.3207	0.374669
4	-0.057386	-0.4903	0.312695
5	0.042888	0.3664	0.357549
6	0.110614	0.9451	0.173866
7	-0.12626	-1.0788	0.142122
8	-0.176532	-1.5083	0.067899
9	0.10973	0.9375	0.175788
10	-0.095325	-0.8145	0.209016
11	0.008738	0.0747	0.470344
12	-0.128389	-1.097	0.138134
13	-0.000181	-0.0016	0.499384
14	0.006221	0.0532	0.478878
15	0.004011	0.0343	0.486377
16	-0.062646	-0.5352	0.297054
17	0.076391	0.6527	0.258005
18	-0.067051	-0.5729	0.284241
19	0.052478	0.4484	0.327607
20	0.034798	0.2973	0.383536
21	0.001659	0.0142	0.494366
22	-0.160182	-1.3686	0.087662
23	0.159713	1.3646	0.088287
24	-0.146971	-1.2557	0.10661
25	-0.007152	-0.0611	0.475721
26	0.102868	0.8789	0.191169
27	-0.100826	-0.8615	0.195904
28	-0.092739	-0.7924	0.215359
29	-0.110369	-0.943	0.174398
30	0.032465	0.2774	0.391137
31	-0.059188	-0.5057	0.307294
32	0.051944	0.4438	0.329247
33	-0.008457	-0.0723	0.471296
34	-0.036959	-0.3158	0.376536
35	0.016076	0.1374	0.445563
36	-0.11287	-0.9644	0.169025
37	-0.04239	-0.3622	0.359133
38	-0.181964	-1.5547	0.062171
39	-0.002653	-0.0227	0.49099
40	0.063167	0.5397	0.295523
41	0.067547	0.5771	0.282815
42	-0.046166	-0.3944	0.347202
43	0.007495	0.064	0.474557
44	-0.053217	-0.4547	0.325343
45	0.036589	0.3126	0.377733
46	-0.085027	-0.7265	0.234937
47	-0.001078	-0.0092	0.496338
48	0.017216	0.1471	0.441732
49	-0.003568	-0.0305	0.487881
50	-0.052836	-0.4514	0.326508
51	-0.027664	-0.2364	0.406908
52	-0.005164	-0.0441	0.482463
53	-0.013655	-0.1167	0.453721
54	-0.124946	-1.0675	0.144624
55	0.105875	0.9046	0.184328
56	-0.005042	-0.0431	0.482879
57	0.044606	0.3811	0.352112
58	-0.049237	-0.4207	0.337612
59	-0.008979	-0.0767	0.46953
60	-0.017982	-0.1536	0.439159

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.28032 & 2.3951 & 0.009592 \tabularnewline
2 & 0.173679 & 1.4839 & 0.071068 \tabularnewline
3 & 0.037538 & 0.3207 & 0.374669 \tabularnewline
4 & -0.057386 & -0.4903 & 0.312695 \tabularnewline
5 & 0.042888 & 0.3664 & 0.357549 \tabularnewline
6 & 0.110614 & 0.9451 & 0.173866 \tabularnewline
7 & -0.12626 & -1.0788 & 0.142122 \tabularnewline
8 & -0.176532 & -1.5083 & 0.067899 \tabularnewline
9 & 0.10973 & 0.9375 & 0.175788 \tabularnewline
10 & -0.095325 & -0.8145 & 0.209016 \tabularnewline
11 & 0.008738 & 0.0747 & 0.470344 \tabularnewline
12 & -0.128389 & -1.097 & 0.138134 \tabularnewline
13 & -0.000181 & -0.0016 & 0.499384 \tabularnewline
14 & 0.006221 & 0.0532 & 0.478878 \tabularnewline
15 & 0.004011 & 0.0343 & 0.486377 \tabularnewline
16 & -0.062646 & -0.5352 & 0.297054 \tabularnewline
17 & 0.076391 & 0.6527 & 0.258005 \tabularnewline
18 & -0.067051 & -0.5729 & 0.284241 \tabularnewline
19 & 0.052478 & 0.4484 & 0.327607 \tabularnewline
20 & 0.034798 & 0.2973 & 0.383536 \tabularnewline
21 & 0.001659 & 0.0142 & 0.494366 \tabularnewline
22 & -0.160182 & -1.3686 & 0.087662 \tabularnewline
23 & 0.159713 & 1.3646 & 0.088287 \tabularnewline
24 & -0.146971 & -1.2557 & 0.10661 \tabularnewline
25 & -0.007152 & -0.0611 & 0.475721 \tabularnewline
26 & 0.102868 & 0.8789 & 0.191169 \tabularnewline
27 & -0.100826 & -0.8615 & 0.195904 \tabularnewline
28 & -0.092739 & -0.7924 & 0.215359 \tabularnewline
29 & -0.110369 & -0.943 & 0.174398 \tabularnewline
30 & 0.032465 & 0.2774 & 0.391137 \tabularnewline
31 & -0.059188 & -0.5057 & 0.307294 \tabularnewline
32 & 0.051944 & 0.4438 & 0.329247 \tabularnewline
33 & -0.008457 & -0.0723 & 0.471296 \tabularnewline
34 & -0.036959 & -0.3158 & 0.376536 \tabularnewline
35 & 0.016076 & 0.1374 & 0.445563 \tabularnewline
36 & -0.11287 & -0.9644 & 0.169025 \tabularnewline
37 & -0.04239 & -0.3622 & 0.359133 \tabularnewline
38 & -0.181964 & -1.5547 & 0.062171 \tabularnewline
39 & -0.002653 & -0.0227 & 0.49099 \tabularnewline
40 & 0.063167 & 0.5397 & 0.295523 \tabularnewline
41 & 0.067547 & 0.5771 & 0.282815 \tabularnewline
42 & -0.046166 & -0.3944 & 0.347202 \tabularnewline
43 & 0.007495 & 0.064 & 0.474557 \tabularnewline
44 & -0.053217 & -0.4547 & 0.325343 \tabularnewline
45 & 0.036589 & 0.3126 & 0.377733 \tabularnewline
46 & -0.085027 & -0.7265 & 0.234937 \tabularnewline
47 & -0.001078 & -0.0092 & 0.496338 \tabularnewline
48 & 0.017216 & 0.1471 & 0.441732 \tabularnewline
49 & -0.003568 & -0.0305 & 0.487881 \tabularnewline
50 & -0.052836 & -0.4514 & 0.326508 \tabularnewline
51 & -0.027664 & -0.2364 & 0.406908 \tabularnewline
52 & -0.005164 & -0.0441 & 0.482463 \tabularnewline
53 & -0.013655 & -0.1167 & 0.453721 \tabularnewline
54 & -0.124946 & -1.0675 & 0.144624 \tabularnewline
55 & 0.105875 & 0.9046 & 0.184328 \tabularnewline
56 & -0.005042 & -0.0431 & 0.482879 \tabularnewline
57 & 0.044606 & 0.3811 & 0.352112 \tabularnewline
58 & -0.049237 & -0.4207 & 0.337612 \tabularnewline
59 & -0.008979 & -0.0767 & 0.46953 \tabularnewline
60 & -0.017982 & -0.1536 & 0.439159 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35139&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]0.28032[/C][C]2.3951[/C][C]0.009592[/C][/ROW]
[ROW][C]2[/C][C]0.173679[/C][C]1.4839[/C][C]0.071068[/C][/ROW]
[ROW][C]3[/C][C]0.037538[/C][C]0.3207[/C][C]0.374669[/C][/ROW]
[ROW][C]4[/C][C]-0.057386[/C][C]-0.4903[/C][C]0.312695[/C][/ROW]
[ROW][C]5[/C][C]0.042888[/C][C]0.3664[/C][C]0.357549[/C][/ROW]
[ROW][C]6[/C][C]0.110614[/C][C]0.9451[/C][C]0.173866[/C][/ROW]
[ROW][C]7[/C][C]-0.12626[/C][C]-1.0788[/C][C]0.142122[/C][/ROW]
[ROW][C]8[/C][C]-0.176532[/C][C]-1.5083[/C][C]0.067899[/C][/ROW]
[ROW][C]9[/C][C]0.10973[/C][C]0.9375[/C][C]0.175788[/C][/ROW]
[ROW][C]10[/C][C]-0.095325[/C][C]-0.8145[/C][C]0.209016[/C][/ROW]
[ROW][C]11[/C][C]0.008738[/C][C]0.0747[/C][C]0.470344[/C][/ROW]
[ROW][C]12[/C][C]-0.128389[/C][C]-1.097[/C][C]0.138134[/C][/ROW]
[ROW][C]13[/C][C]-0.000181[/C][C]-0.0016[/C][C]0.499384[/C][/ROW]
[ROW][C]14[/C][C]0.006221[/C][C]0.0532[/C][C]0.478878[/C][/ROW]
[ROW][C]15[/C][C]0.004011[/C][C]0.0343[/C][C]0.486377[/C][/ROW]
[ROW][C]16[/C][C]-0.062646[/C][C]-0.5352[/C][C]0.297054[/C][/ROW]
[ROW][C]17[/C][C]0.076391[/C][C]0.6527[/C][C]0.258005[/C][/ROW]
[ROW][C]18[/C][C]-0.067051[/C][C]-0.5729[/C][C]0.284241[/C][/ROW]
[ROW][C]19[/C][C]0.052478[/C][C]0.4484[/C][C]0.327607[/C][/ROW]
[ROW][C]20[/C][C]0.034798[/C][C]0.2973[/C][C]0.383536[/C][/ROW]
[ROW][C]21[/C][C]0.001659[/C][C]0.0142[/C][C]0.494366[/C][/ROW]
[ROW][C]22[/C][C]-0.160182[/C][C]-1.3686[/C][C]0.087662[/C][/ROW]
[ROW][C]23[/C][C]0.159713[/C][C]1.3646[/C][C]0.088287[/C][/ROW]
[ROW][C]24[/C][C]-0.146971[/C][C]-1.2557[/C][C]0.10661[/C][/ROW]
[ROW][C]25[/C][C]-0.007152[/C][C]-0.0611[/C][C]0.475721[/C][/ROW]
[ROW][C]26[/C][C]0.102868[/C][C]0.8789[/C][C]0.191169[/C][/ROW]
[ROW][C]27[/C][C]-0.100826[/C][C]-0.8615[/C][C]0.195904[/C][/ROW]
[ROW][C]28[/C][C]-0.092739[/C][C]-0.7924[/C][C]0.215359[/C][/ROW]
[ROW][C]29[/C][C]-0.110369[/C][C]-0.943[/C][C]0.174398[/C][/ROW]
[ROW][C]30[/C][C]0.032465[/C][C]0.2774[/C][C]0.391137[/C][/ROW]
[ROW][C]31[/C][C]-0.059188[/C][C]-0.5057[/C][C]0.307294[/C][/ROW]
[ROW][C]32[/C][C]0.051944[/C][C]0.4438[/C][C]0.329247[/C][/ROW]
[ROW][C]33[/C][C]-0.008457[/C][C]-0.0723[/C][C]0.471296[/C][/ROW]
[ROW][C]34[/C][C]-0.036959[/C][C]-0.3158[/C][C]0.376536[/C][/ROW]
[ROW][C]35[/C][C]0.016076[/C][C]0.1374[/C][C]0.445563[/C][/ROW]
[ROW][C]36[/C][C]-0.11287[/C][C]-0.9644[/C][C]0.169025[/C][/ROW]
[ROW][C]37[/C][C]-0.04239[/C][C]-0.3622[/C][C]0.359133[/C][/ROW]
[ROW][C]38[/C][C]-0.181964[/C][C]-1.5547[/C][C]0.062171[/C][/ROW]
[ROW][C]39[/C][C]-0.002653[/C][C]-0.0227[/C][C]0.49099[/C][/ROW]
[ROW][C]40[/C][C]0.063167[/C][C]0.5397[/C][C]0.295523[/C][/ROW]
[ROW][C]41[/C][C]0.067547[/C][C]0.5771[/C][C]0.282815[/C][/ROW]
[ROW][C]42[/C][C]-0.046166[/C][C]-0.3944[/C][C]0.347202[/C][/ROW]
[ROW][C]43[/C][C]0.007495[/C][C]0.064[/C][C]0.474557[/C][/ROW]
[ROW][C]44[/C][C]-0.053217[/C][C]-0.4547[/C][C]0.325343[/C][/ROW]
[ROW][C]45[/C][C]0.036589[/C][C]0.3126[/C][C]0.377733[/C][/ROW]
[ROW][C]46[/C][C]-0.085027[/C][C]-0.7265[/C][C]0.234937[/C][/ROW]
[ROW][C]47[/C][C]-0.001078[/C][C]-0.0092[/C][C]0.496338[/C][/ROW]
[ROW][C]48[/C][C]0.017216[/C][C]0.1471[/C][C]0.441732[/C][/ROW]
[ROW][C]49[/C][C]-0.003568[/C][C]-0.0305[/C][C]0.487881[/C][/ROW]
[ROW][C]50[/C][C]-0.052836[/C][C]-0.4514[/C][C]0.326508[/C][/ROW]
[ROW][C]51[/C][C]-0.027664[/C][C]-0.2364[/C][C]0.406908[/C][/ROW]
[ROW][C]52[/C][C]-0.005164[/C][C]-0.0441[/C][C]0.482463[/C][/ROW]
[ROW][C]53[/C][C]-0.013655[/C][C]-0.1167[/C][C]0.453721[/C][/ROW]
[ROW][C]54[/C][C]-0.124946[/C][C]-1.0675[/C][C]0.144624[/C][/ROW]
[ROW][C]55[/C][C]0.105875[/C][C]0.9046[/C][C]0.184328[/C][/ROW]
[ROW][C]56[/C][C]-0.005042[/C][C]-0.0431[/C][C]0.482879[/C][/ROW]
[ROW][C]57[/C][C]0.044606[/C][C]0.3811[/C][C]0.352112[/C][/ROW]
[ROW][C]58[/C][C]-0.049237[/C][C]-0.4207[/C][C]0.337612[/C][/ROW]
[ROW][C]59[/C][C]-0.008979[/C][C]-0.0767[/C][C]0.46953[/C][/ROW]
[ROW][C]60[/C][C]-0.017982[/C][C]-0.1536[/C][C]0.439159[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35139&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35139&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	0.28032	2.3951	0.009592
2	0.173679	1.4839	0.071068
3	0.037538	0.3207	0.374669
4	-0.057386	-0.4903	0.312695
5	0.042888	0.3664	0.357549
6	0.110614	0.9451	0.173866
7	-0.12626	-1.0788	0.142122
8	-0.176532	-1.5083	0.067899
9	0.10973	0.9375	0.175788
10	-0.095325	-0.8145	0.209016
11	0.008738	0.0747	0.470344
12	-0.128389	-1.097	0.138134
13	-0.000181	-0.0016	0.499384
14	0.006221	0.0532	0.478878
15	0.004011	0.0343	0.486377
16	-0.062646	-0.5352	0.297054
17	0.076391	0.6527	0.258005
18	-0.067051	-0.5729	0.284241
19	0.052478	0.4484	0.327607
20	0.034798	0.2973	0.383536
21	0.001659	0.0142	0.494366
22	-0.160182	-1.3686	0.087662
23	0.159713	1.3646	0.088287
24	-0.146971	-1.2557	0.10661
25	-0.007152	-0.0611	0.475721
26	0.102868	0.8789	0.191169
27	-0.100826	-0.8615	0.195904
28	-0.092739	-0.7924	0.215359
29	-0.110369	-0.943	0.174398
30	0.032465	0.2774	0.391137
31	-0.059188	-0.5057	0.307294
32	0.051944	0.4438	0.329247
33	-0.008457	-0.0723	0.471296
34	-0.036959	-0.3158	0.376536
35	0.016076	0.1374	0.445563
36	-0.11287	-0.9644	0.169025
37	-0.04239	-0.3622	0.359133
38	-0.181964	-1.5547	0.062171
39	-0.002653	-0.0227	0.49099
40	0.063167	0.5397	0.295523
41	0.067547	0.5771	0.282815
42	-0.046166	-0.3944	0.347202
43	0.007495	0.064	0.474557
44	-0.053217	-0.4547	0.325343
45	0.036589	0.3126	0.377733
46	-0.085027	-0.7265	0.234937
47	-0.001078	-0.0092	0.496338
48	0.017216	0.1471	0.441732
49	-0.003568	-0.0305	0.487881
50	-0.052836	-0.4514	0.326508
51	-0.027664	-0.2364	0.406908
52	-0.005164	-0.0441	0.482463
53	-0.013655	-0.1167	0.453721
54	-0.124946	-1.0675	0.144624
55	0.105875	0.9046	0.184328
56	-0.005042	-0.0431	0.482879
57	0.044606	0.3811	0.352112
58	-0.049237	-0.4207	0.337612
59	-0.008979	-0.0767	0.46953
60	-0.017982	-0.1536	0.439159

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

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

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code