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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 19 Dec 2008 07:55:56 -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/t1229698610nm07po9fsq6iq9j.htm/, Retrieved Wed, 15 May 2024 06:21:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35163, Retrieved Wed, 15 May 2024 06:21:06 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

213

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

-       [(Partial) Autocorrelation Function] [ACF d=1 D=0] [2008-12-19 14:55:56] [ee28d11f695cd3bc1f8bbd77ba77987a] [Current]
-         [(Partial) Autocorrelation Function] [ACF d=1 D=0] [2008-12-19 15:23:58] [7458e879e85b911182071700fff19fbd] 
- RMPD      [(Partial) Autocorrelation Function] [PACF d=1 D=2] [2009-12-31 08:54:18] [bfd0a85b30d211d7fa5c129592d7c31d] 
- RMPD      [(Partial) Autocorrelation Function] [PACF d=1 D=2] [2009-12-31 08:54:18] [bfd0a85b30d211d7fa5c129592d7c31d] 
-   P         [(Partial) Autocorrelation Function] [PACF d=1 D=0] [2009-12-31 15:21:40] [bfd0a85b30d211d7fa5c129592d7c31d] 
-   P           [(Partial) Autocorrelation Function] [PACF d=0 D=0] [2009-12-31 15:22:59] [bfd0a85b30d211d7fa5c129592d7c31d] 
- RMPD      [(Partial) Autocorrelation Function] [PACF d=1 D=0] [2009-12-31 09:13:40] [bfd0a85b30d211d7fa5c129592d7c31d] 
- RMPD      [(Partial) Autocorrelation Function] [PACF d=1 D=0 Bel 20] [2009-12-31 09:30:35] [bfd0a85b30d211d7fa5c129592d7c31d] 
-   PD        [(Partial) Autocorrelation Function] [PACF d=1 D=0 bel 20] [2009-12-31 15:32:22] [bfd0a85b30d211d7fa5c129592d7c31d] 
-   PD        [(Partial) Autocorrelation Function] [pACF d=0 D=0 Bel 20] [2009-12-31 15:32:22] [bfd0a85b30d211d7fa5c129592d7c31d] 
- RMPD      [Spectral Analysis] [Spectrum analyse ...] [2009-12-31 09:38:58] [bfd0a85b30d211d7fa5c129592d7c31d] 
- R  D        [Spectral Analysis] [Spectrum analyse ...] [2009-12-31 09:45:30] [bfd0a85b30d211d7fa5c129592d7c31d] 
- RM D        [ARIMA Backward Selection] [Arima Backward pr...] [2009-12-31 09:54:12] [bfd0a85b30d211d7fa5c129592d7c31d] 
-    D          [ARIMA Backward Selection] [Arima Backward pr...] [2009-12-31 10:08:04] [bfd0a85b30d211d7fa5c129592d7c31d] 
- RM D          [ARIMA Forecasting] [Forecast Olie] [2009-12-31 10:34:09] [bfd0a85b30d211d7fa5c129592d7c31d] 
-    D            [ARIMA Forecasting] [Forecast Bel20] [2009-12-31 10:39:41] [bfd0a85b30d211d7fa5c129592d7c31d] 
- RM      [Spectral Analysis] [Spectral analyse ...] [2008-12-19 15:42:43] [7458e879e85b911182071700fff19fbd] 

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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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35163&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35163&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35163&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.519832	3.9929	9.2e-05
2	0.273123	2.0979	0.020103
3	0.002689	0.0207	0.491794
4	-0.129668	-0.996	0.161659
5	-0.222124	-1.7062	0.046618
6	-0.187115	-1.4373	0.077964
7	-0.048768	-0.3746	0.354652
8	-0.053156	-0.4083	0.342267
9	-0.105705	-0.8119	0.210046
10	-0.036573	-0.2809	0.389876
11	-0.001475	-0.0113	0.495498
12	-0.097347	-0.7477	0.228794
13	-0.10729	-0.8241	0.206597
14	-0.04549	-0.3494	0.364011
15	0.029587	0.2273	0.410501
16	-0.103435	-0.7945	0.215045
17	-0.118167	-0.9077	0.183876
18	-0.109122	-0.8382	0.202657
19	-0.086355	-0.6633	0.25486
20	-0.078396	-0.6022	0.274683
21	0.047444	0.3644	0.358421
22	0.120605	0.9264	0.179011
23	0.097143	0.7462	0.229263
24	0.101589	0.7803	0.21916
25	0.12628	0.97	0.168009
26	0.125517	0.9641	0.169462
27	-0.017231	-0.1324	0.447578
28	-0.040705	-0.3127	0.37782
29	-0.060447	-0.4643	0.32207
30	-0.06983	-0.5364	0.296859
31	-0.073147	-0.5619	0.288173
32	0.009431	0.0724	0.471249
33	0.035384	0.2718	0.393367
34	0.020114	0.1545	0.438871
35	0.075459	0.5796	0.282191
36	0.04738	0.3639	0.358606
37	0.042199	0.3241	0.373491
38	-0.02513	-0.193	0.423801
39	-0.032223	-0.2475	0.402686
40	-0.015713	-0.1207	0.452171
41	-0.060689	-0.4662	0.321407
42	-0.024186	-0.1858	0.426629
43	-0.070298	-0.54	0.295624
44	-0.011477	-0.0882	0.465026
45	0.040549	0.3115	0.378273
46	0.031889	0.2449	0.403676
47	0.050418	0.3873	0.349976
48	-0.02707	-0.2079	0.418
49	-0.066494	-0.5108	0.305716
50	-0.020129	-0.1546	0.438827
51	-0.051528	-0.3958	0.346843
52	-0.009909	-0.0761	0.469794
53	-0.027612	-0.2121	0.416382
54	-0.029197	-0.2243	0.411662
55	-0.01716	-0.1318	0.447792
56	-0.009958	-0.0765	0.469646
57	-0.001606	-0.0123	0.4951
58	-0.004709	-0.0362	0.485633
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.519832 & 3.9929 & 9.2e-05 \tabularnewline
2 & 0.273123 & 2.0979 & 0.020103 \tabularnewline
3 & 0.002689 & 0.0207 & 0.491794 \tabularnewline
4 & -0.129668 & -0.996 & 0.161659 \tabularnewline
5 & -0.222124 & -1.7062 & 0.046618 \tabularnewline
6 & -0.187115 & -1.4373 & 0.077964 \tabularnewline
7 & -0.048768 & -0.3746 & 0.354652 \tabularnewline
8 & -0.053156 & -0.4083 & 0.342267 \tabularnewline
9 & -0.105705 & -0.8119 & 0.210046 \tabularnewline
10 & -0.036573 & -0.2809 & 0.389876 \tabularnewline
11 & -0.001475 & -0.0113 & 0.495498 \tabularnewline
12 & -0.097347 & -0.7477 & 0.228794 \tabularnewline
13 & -0.10729 & -0.8241 & 0.206597 \tabularnewline
14 & -0.04549 & -0.3494 & 0.364011 \tabularnewline
15 & 0.029587 & 0.2273 & 0.410501 \tabularnewline
16 & -0.103435 & -0.7945 & 0.215045 \tabularnewline
17 & -0.118167 & -0.9077 & 0.183876 \tabularnewline
18 & -0.109122 & -0.8382 & 0.202657 \tabularnewline
19 & -0.086355 & -0.6633 & 0.25486 \tabularnewline
20 & -0.078396 & -0.6022 & 0.274683 \tabularnewline
21 & 0.047444 & 0.3644 & 0.358421 \tabularnewline
22 & 0.120605 & 0.9264 & 0.179011 \tabularnewline
23 & 0.097143 & 0.7462 & 0.229263 \tabularnewline
24 & 0.101589 & 0.7803 & 0.21916 \tabularnewline
25 & 0.12628 & 0.97 & 0.168009 \tabularnewline
26 & 0.125517 & 0.9641 & 0.169462 \tabularnewline
27 & -0.017231 & -0.1324 & 0.447578 \tabularnewline
28 & -0.040705 & -0.3127 & 0.37782 \tabularnewline
29 & -0.060447 & -0.4643 & 0.32207 \tabularnewline
30 & -0.06983 & -0.5364 & 0.296859 \tabularnewline
31 & -0.073147 & -0.5619 & 0.288173 \tabularnewline
32 & 0.009431 & 0.0724 & 0.471249 \tabularnewline
33 & 0.035384 & 0.2718 & 0.393367 \tabularnewline
34 & 0.020114 & 0.1545 & 0.438871 \tabularnewline
35 & 0.075459 & 0.5796 & 0.282191 \tabularnewline
36 & 0.04738 & 0.3639 & 0.358606 \tabularnewline
37 & 0.042199 & 0.3241 & 0.373491 \tabularnewline
38 & -0.02513 & -0.193 & 0.423801 \tabularnewline
39 & -0.032223 & -0.2475 & 0.402686 \tabularnewline
40 & -0.015713 & -0.1207 & 0.452171 \tabularnewline
41 & -0.060689 & -0.4662 & 0.321407 \tabularnewline
42 & -0.024186 & -0.1858 & 0.426629 \tabularnewline
43 & -0.070298 & -0.54 & 0.295624 \tabularnewline
44 & -0.011477 & -0.0882 & 0.465026 \tabularnewline
45 & 0.040549 & 0.3115 & 0.378273 \tabularnewline
46 & 0.031889 & 0.2449 & 0.403676 \tabularnewline
47 & 0.050418 & 0.3873 & 0.349976 \tabularnewline
48 & -0.02707 & -0.2079 & 0.418 \tabularnewline
49 & -0.066494 & -0.5108 & 0.305716 \tabularnewline
50 & -0.020129 & -0.1546 & 0.438827 \tabularnewline
51 & -0.051528 & -0.3958 & 0.346843 \tabularnewline
52 & -0.009909 & -0.0761 & 0.469794 \tabularnewline
53 & -0.027612 & -0.2121 & 0.416382 \tabularnewline
54 & -0.029197 & -0.2243 & 0.411662 \tabularnewline
55 & -0.01716 & -0.1318 & 0.447792 \tabularnewline
56 & -0.009958 & -0.0765 & 0.469646 \tabularnewline
57 & -0.001606 & -0.0123 & 0.4951 \tabularnewline
58 & -0.004709 & -0.0362 & 0.485633 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35163&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]0.519832[/C][C]3.9929[/C][C]9.2e-05[/C][/ROW]
[ROW][C]2[/C][C]0.273123[/C][C]2.0979[/C][C]0.020103[/C][/ROW]
[ROW][C]3[/C][C]0.002689[/C][C]0.0207[/C][C]0.491794[/C][/ROW]
[ROW][C]4[/C][C]-0.129668[/C][C]-0.996[/C][C]0.161659[/C][/ROW]
[ROW][C]5[/C][C]-0.222124[/C][C]-1.7062[/C][C]0.046618[/C][/ROW]
[ROW][C]6[/C][C]-0.187115[/C][C]-1.4373[/C][C]0.077964[/C][/ROW]
[ROW][C]7[/C][C]-0.048768[/C][C]-0.3746[/C][C]0.354652[/C][/ROW]
[ROW][C]8[/C][C]-0.053156[/C][C]-0.4083[/C][C]0.342267[/C][/ROW]
[ROW][C]9[/C][C]-0.105705[/C][C]-0.8119[/C][C]0.210046[/C][/ROW]
[ROW][C]10[/C][C]-0.036573[/C][C]-0.2809[/C][C]0.389876[/C][/ROW]
[ROW][C]11[/C][C]-0.001475[/C][C]-0.0113[/C][C]0.495498[/C][/ROW]
[ROW][C]12[/C][C]-0.097347[/C][C]-0.7477[/C][C]0.228794[/C][/ROW]
[ROW][C]13[/C][C]-0.10729[/C][C]-0.8241[/C][C]0.206597[/C][/ROW]
[ROW][C]14[/C][C]-0.04549[/C][C]-0.3494[/C][C]0.364011[/C][/ROW]
[ROW][C]15[/C][C]0.029587[/C][C]0.2273[/C][C]0.410501[/C][/ROW]
[ROW][C]16[/C][C]-0.103435[/C][C]-0.7945[/C][C]0.215045[/C][/ROW]
[ROW][C]17[/C][C]-0.118167[/C][C]-0.9077[/C][C]0.183876[/C][/ROW]
[ROW][C]18[/C][C]-0.109122[/C][C]-0.8382[/C][C]0.202657[/C][/ROW]
[ROW][C]19[/C][C]-0.086355[/C][C]-0.6633[/C][C]0.25486[/C][/ROW]
[ROW][C]20[/C][C]-0.078396[/C][C]-0.6022[/C][C]0.274683[/C][/ROW]
[ROW][C]21[/C][C]0.047444[/C][C]0.3644[/C][C]0.358421[/C][/ROW]
[ROW][C]22[/C][C]0.120605[/C][C]0.9264[/C][C]0.179011[/C][/ROW]
[ROW][C]23[/C][C]0.097143[/C][C]0.7462[/C][C]0.229263[/C][/ROW]
[ROW][C]24[/C][C]0.101589[/C][C]0.7803[/C][C]0.21916[/C][/ROW]
[ROW][C]25[/C][C]0.12628[/C][C]0.97[/C][C]0.168009[/C][/ROW]
[ROW][C]26[/C][C]0.125517[/C][C]0.9641[/C][C]0.169462[/C][/ROW]
[ROW][C]27[/C][C]-0.017231[/C][C]-0.1324[/C][C]0.447578[/C][/ROW]
[ROW][C]28[/C][C]-0.040705[/C][C]-0.3127[/C][C]0.37782[/C][/ROW]
[ROW][C]29[/C][C]-0.060447[/C][C]-0.4643[/C][C]0.32207[/C][/ROW]
[ROW][C]30[/C][C]-0.06983[/C][C]-0.5364[/C][C]0.296859[/C][/ROW]
[ROW][C]31[/C][C]-0.073147[/C][C]-0.5619[/C][C]0.288173[/C][/ROW]
[ROW][C]32[/C][C]0.009431[/C][C]0.0724[/C][C]0.471249[/C][/ROW]
[ROW][C]33[/C][C]0.035384[/C][C]0.2718[/C][C]0.393367[/C][/ROW]
[ROW][C]34[/C][C]0.020114[/C][C]0.1545[/C][C]0.438871[/C][/ROW]
[ROW][C]35[/C][C]0.075459[/C][C]0.5796[/C][C]0.282191[/C][/ROW]
[ROW][C]36[/C][C]0.04738[/C][C]0.3639[/C][C]0.358606[/C][/ROW]
[ROW][C]37[/C][C]0.042199[/C][C]0.3241[/C][C]0.373491[/C][/ROW]
[ROW][C]38[/C][C]-0.02513[/C][C]-0.193[/C][C]0.423801[/C][/ROW]
[ROW][C]39[/C][C]-0.032223[/C][C]-0.2475[/C][C]0.402686[/C][/ROW]
[ROW][C]40[/C][C]-0.015713[/C][C]-0.1207[/C][C]0.452171[/C][/ROW]
[ROW][C]41[/C][C]-0.060689[/C][C]-0.4662[/C][C]0.321407[/C][/ROW]
[ROW][C]42[/C][C]-0.024186[/C][C]-0.1858[/C][C]0.426629[/C][/ROW]
[ROW][C]43[/C][C]-0.070298[/C][C]-0.54[/C][C]0.295624[/C][/ROW]
[ROW][C]44[/C][C]-0.011477[/C][C]-0.0882[/C][C]0.465026[/C][/ROW]
[ROW][C]45[/C][C]0.040549[/C][C]0.3115[/C][C]0.378273[/C][/ROW]
[ROW][C]46[/C][C]0.031889[/C][C]0.2449[/C][C]0.403676[/C][/ROW]
[ROW][C]47[/C][C]0.050418[/C][C]0.3873[/C][C]0.349976[/C][/ROW]
[ROW][C]48[/C][C]-0.02707[/C][C]-0.2079[/C][C]0.418[/C][/ROW]
[ROW][C]49[/C][C]-0.066494[/C][C]-0.5108[/C][C]0.305716[/C][/ROW]
[ROW][C]50[/C][C]-0.020129[/C][C]-0.1546[/C][C]0.438827[/C][/ROW]
[ROW][C]51[/C][C]-0.051528[/C][C]-0.3958[/C][C]0.346843[/C][/ROW]
[ROW][C]52[/C][C]-0.009909[/C][C]-0.0761[/C][C]0.469794[/C][/ROW]
[ROW][C]53[/C][C]-0.027612[/C][C]-0.2121[/C][C]0.416382[/C][/ROW]
[ROW][C]54[/C][C]-0.029197[/C][C]-0.2243[/C][C]0.411662[/C][/ROW]
[ROW][C]55[/C][C]-0.01716[/C][C]-0.1318[/C][C]0.447792[/C][/ROW]
[ROW][C]56[/C][C]-0.009958[/C][C]-0.0765[/C][C]0.469646[/C][/ROW]
[ROW][C]57[/C][C]-0.001606[/C][C]-0.0123[/C][C]0.4951[/C][/ROW]
[ROW][C]58[/C][C]-0.004709[/C][C]-0.0362[/C][C]0.485633[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=35163&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35163&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	0.519832	3.9929	9.2e-05
2	0.273123	2.0979	0.020103
3	0.002689	0.0207	0.491794
4	-0.129668	-0.996	0.161659
5	-0.222124	-1.7062	0.046618
6	-0.187115	-1.4373	0.077964
7	-0.048768	-0.3746	0.354652
8	-0.053156	-0.4083	0.342267
9	-0.105705	-0.8119	0.210046
10	-0.036573	-0.2809	0.389876
11	-0.001475	-0.0113	0.495498
12	-0.097347	-0.7477	0.228794
13	-0.10729	-0.8241	0.206597
14	-0.04549	-0.3494	0.364011
15	0.029587	0.2273	0.410501
16	-0.103435	-0.7945	0.215045
17	-0.118167	-0.9077	0.183876
18	-0.109122	-0.8382	0.202657
19	-0.086355	-0.6633	0.25486
20	-0.078396	-0.6022	0.274683
21	0.047444	0.3644	0.358421
22	0.120605	0.9264	0.179011
23	0.097143	0.7462	0.229263
24	0.101589	0.7803	0.21916
25	0.12628	0.97	0.168009
26	0.125517	0.9641	0.169462
27	-0.017231	-0.1324	0.447578
28	-0.040705	-0.3127	0.37782
29	-0.060447	-0.4643	0.32207
30	-0.06983	-0.5364	0.296859
31	-0.073147	-0.5619	0.288173
32	0.009431	0.0724	0.471249
33	0.035384	0.2718	0.393367
34	0.020114	0.1545	0.438871
35	0.075459	0.5796	0.282191
36	0.04738	0.3639	0.358606
37	0.042199	0.3241	0.373491
38	-0.02513	-0.193	0.423801
39	-0.032223	-0.2475	0.402686
40	-0.015713	-0.1207	0.452171
41	-0.060689	-0.4662	0.321407
42	-0.024186	-0.1858	0.426629
43	-0.070298	-0.54	0.295624
44	-0.011477	-0.0882	0.465026
45	0.040549	0.3115	0.378273
46	0.031889	0.2449	0.403676
47	0.050418	0.3873	0.349976
48	-0.02707	-0.2079	0.418
49	-0.066494	-0.5108	0.305716
50	-0.020129	-0.1546	0.438827
51	-0.051528	-0.3958	0.346843
52	-0.009909	-0.0761	0.469794
53	-0.027612	-0.2121	0.416382
54	-0.029197	-0.2243	0.411662
55	-0.01716	-0.1318	0.447792
56	-0.009958	-0.0765	0.469646
57	-0.001606	-0.0123	0.4951
58	-0.004709	-0.0362	0.485633
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.519832	3.9929	9.2e-05
2	0.003971	0.0305	0.487885
3	-0.192925	-1.4819	0.071847
4	-0.084175	-0.6466	0.260213
5	-0.104307	-0.8012	0.213115
6	-0.002375	-0.0182	0.492754
7	0.111123	0.8536	0.198403
8	-0.121183	-0.9308	0.177868
9	-0.157891	-1.2128	0.115023
10	0.093952	0.7217	0.236676
11	0.025403	0.1951	0.422982
12	-0.192819	-1.4811	0.071954
13	-0.034772	-0.2671	0.395167
14	0.050257	0.386	0.35043
15	0.053442	0.4105	0.341465
16	-0.230013	-1.7668	0.04122
17	-0.112462	-0.8638	0.195587
18	-0.01175	-0.0903	0.464196
19	0.040168	0.3085	0.37938
20	-0.051077	-0.3923	0.348113
21	-7e-06	-1e-04	0.499977
22	-0.006649	-0.0511	0.479721
23	0.016342	0.1255	0.450268
24	0.067771	0.5206	0.302312
25	-0.014037	-0.1078	0.457252
26	0.013663	0.105	0.458385
27	-0.076532	-0.5879	0.279436
28	-0.001052	-0.0081	0.496789
29	-0.041207	-0.3165	0.376365
30	-0.032811	-0.252	0.400949
31	0.01479	0.1136	0.454968
32	0.039405	0.3027	0.3816
33	-0.030717	-0.2359	0.407148
34	-0.018014	-0.1384	0.445211
35	0.125066	0.9606	0.170325
36	-0.101664	-0.7809	0.218993
37	0.019827	0.1523	0.439736
38	0.032493	0.2496	0.401887
39	-0.025581	-0.1965	0.42245
40	0.023595	0.1812	0.428403
41	-0.058576	-0.4499	0.327205
42	0.063512	0.4878	0.313735
43	-0.111695	-0.8579	0.197196
44	0.102075	0.7841	0.218072
45	0.080482	0.6182	0.269413
46	-0.111597	-0.8572	0.197404
47	-0.025023	-0.1922	0.42412
48	-0.041769	-0.3208	0.374735
49	-0.013749	-0.1056	0.458124
50	0.073771	0.5666	0.286552
51	-0.060741	-0.4666	0.321267
52	-0.035986	-0.2764	0.391599
53	0.01396	0.1072	0.457485
54	-0.01665	-0.1279	0.449335
55	-0.002412	-0.0185	0.49264
56	-0.020903	-0.1606	0.436493
57	-0.070093	-0.5384	0.296165
58	0.040611	0.3119	0.378093
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.519832 & 3.9929 & 9.2e-05 \tabularnewline
2 & 0.003971 & 0.0305 & 0.487885 \tabularnewline
3 & -0.192925 & -1.4819 & 0.071847 \tabularnewline
4 & -0.084175 & -0.6466 & 0.260213 \tabularnewline
5 & -0.104307 & -0.8012 & 0.213115 \tabularnewline
6 & -0.002375 & -0.0182 & 0.492754 \tabularnewline
7 & 0.111123 & 0.8536 & 0.198403 \tabularnewline
8 & -0.121183 & -0.9308 & 0.177868 \tabularnewline
9 & -0.157891 & -1.2128 & 0.115023 \tabularnewline
10 & 0.093952 & 0.7217 & 0.236676 \tabularnewline
11 & 0.025403 & 0.1951 & 0.422982 \tabularnewline
12 & -0.192819 & -1.4811 & 0.071954 \tabularnewline
13 & -0.034772 & -0.2671 & 0.395167 \tabularnewline
14 & 0.050257 & 0.386 & 0.35043 \tabularnewline
15 & 0.053442 & 0.4105 & 0.341465 \tabularnewline
16 & -0.230013 & -1.7668 & 0.04122 \tabularnewline
17 & -0.112462 & -0.8638 & 0.195587 \tabularnewline
18 & -0.01175 & -0.0903 & 0.464196 \tabularnewline
19 & 0.040168 & 0.3085 & 0.37938 \tabularnewline
20 & -0.051077 & -0.3923 & 0.348113 \tabularnewline
21 & -7e-06 & -1e-04 & 0.499977 \tabularnewline
22 & -0.006649 & -0.0511 & 0.479721 \tabularnewline
23 & 0.016342 & 0.1255 & 0.450268 \tabularnewline
24 & 0.067771 & 0.5206 & 0.302312 \tabularnewline
25 & -0.014037 & -0.1078 & 0.457252 \tabularnewline
26 & 0.013663 & 0.105 & 0.458385 \tabularnewline
27 & -0.076532 & -0.5879 & 0.279436 \tabularnewline
28 & -0.001052 & -0.0081 & 0.496789 \tabularnewline
29 & -0.041207 & -0.3165 & 0.376365 \tabularnewline
30 & -0.032811 & -0.252 & 0.400949 \tabularnewline
31 & 0.01479 & 0.1136 & 0.454968 \tabularnewline
32 & 0.039405 & 0.3027 & 0.3816 \tabularnewline
33 & -0.030717 & -0.2359 & 0.407148 \tabularnewline
34 & -0.018014 & -0.1384 & 0.445211 \tabularnewline
35 & 0.125066 & 0.9606 & 0.170325 \tabularnewline
36 & -0.101664 & -0.7809 & 0.218993 \tabularnewline
37 & 0.019827 & 0.1523 & 0.439736 \tabularnewline
38 & 0.032493 & 0.2496 & 0.401887 \tabularnewline
39 & -0.025581 & -0.1965 & 0.42245 \tabularnewline
40 & 0.023595 & 0.1812 & 0.428403 \tabularnewline
41 & -0.058576 & -0.4499 & 0.327205 \tabularnewline
42 & 0.063512 & 0.4878 & 0.313735 \tabularnewline
43 & -0.111695 & -0.8579 & 0.197196 \tabularnewline
44 & 0.102075 & 0.7841 & 0.218072 \tabularnewline
45 & 0.080482 & 0.6182 & 0.269413 \tabularnewline
46 & -0.111597 & -0.8572 & 0.197404 \tabularnewline
47 & -0.025023 & -0.1922 & 0.42412 \tabularnewline
48 & -0.041769 & -0.3208 & 0.374735 \tabularnewline
49 & -0.013749 & -0.1056 & 0.458124 \tabularnewline
50 & 0.073771 & 0.5666 & 0.286552 \tabularnewline
51 & -0.060741 & -0.4666 & 0.321267 \tabularnewline
52 & -0.035986 & -0.2764 & 0.391599 \tabularnewline
53 & 0.01396 & 0.1072 & 0.457485 \tabularnewline
54 & -0.01665 & -0.1279 & 0.449335 \tabularnewline
55 & -0.002412 & -0.0185 & 0.49264 \tabularnewline
56 & -0.020903 & -0.1606 & 0.436493 \tabularnewline
57 & -0.070093 & -0.5384 & 0.296165 \tabularnewline
58 & 0.040611 & 0.3119 & 0.378093 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35163&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]0.519832[/C][C]3.9929[/C][C]9.2e-05[/C][/ROW]
[ROW][C]2[/C][C]0.003971[/C][C]0.0305[/C][C]0.487885[/C][/ROW]
[ROW][C]3[/C][C]-0.192925[/C][C]-1.4819[/C][C]0.071847[/C][/ROW]
[ROW][C]4[/C][C]-0.084175[/C][C]-0.6466[/C][C]0.260213[/C][/ROW]
[ROW][C]5[/C][C]-0.104307[/C][C]-0.8012[/C][C]0.213115[/C][/ROW]
[ROW][C]6[/C][C]-0.002375[/C][C]-0.0182[/C][C]0.492754[/C][/ROW]
[ROW][C]7[/C][C]0.111123[/C][C]0.8536[/C][C]0.198403[/C][/ROW]
[ROW][C]8[/C][C]-0.121183[/C][C]-0.9308[/C][C]0.177868[/C][/ROW]
[ROW][C]9[/C][C]-0.157891[/C][C]-1.2128[/C][C]0.115023[/C][/ROW]
[ROW][C]10[/C][C]0.093952[/C][C]0.7217[/C][C]0.236676[/C][/ROW]
[ROW][C]11[/C][C]0.025403[/C][C]0.1951[/C][C]0.422982[/C][/ROW]
[ROW][C]12[/C][C]-0.192819[/C][C]-1.4811[/C][C]0.071954[/C][/ROW]
[ROW][C]13[/C][C]-0.034772[/C][C]-0.2671[/C][C]0.395167[/C][/ROW]
[ROW][C]14[/C][C]0.050257[/C][C]0.386[/C][C]0.35043[/C][/ROW]
[ROW][C]15[/C][C]0.053442[/C][C]0.4105[/C][C]0.341465[/C][/ROW]
[ROW][C]16[/C][C]-0.230013[/C][C]-1.7668[/C][C]0.04122[/C][/ROW]
[ROW][C]17[/C][C]-0.112462[/C][C]-0.8638[/C][C]0.195587[/C][/ROW]
[ROW][C]18[/C][C]-0.01175[/C][C]-0.0903[/C][C]0.464196[/C][/ROW]
[ROW][C]19[/C][C]0.040168[/C][C]0.3085[/C][C]0.37938[/C][/ROW]
[ROW][C]20[/C][C]-0.051077[/C][C]-0.3923[/C][C]0.348113[/C][/ROW]
[ROW][C]21[/C][C]-7e-06[/C][C]-1e-04[/C][C]0.499977[/C][/ROW]
[ROW][C]22[/C][C]-0.006649[/C][C]-0.0511[/C][C]0.479721[/C][/ROW]
[ROW][C]23[/C][C]0.016342[/C][C]0.1255[/C][C]0.450268[/C][/ROW]
[ROW][C]24[/C][C]0.067771[/C][C]0.5206[/C][C]0.302312[/C][/ROW]
[ROW][C]25[/C][C]-0.014037[/C][C]-0.1078[/C][C]0.457252[/C][/ROW]
[ROW][C]26[/C][C]0.013663[/C][C]0.105[/C][C]0.458385[/C][/ROW]
[ROW][C]27[/C][C]-0.076532[/C][C]-0.5879[/C][C]0.279436[/C][/ROW]
[ROW][C]28[/C][C]-0.001052[/C][C]-0.0081[/C][C]0.496789[/C][/ROW]
[ROW][C]29[/C][C]-0.041207[/C][C]-0.3165[/C][C]0.376365[/C][/ROW]
[ROW][C]30[/C][C]-0.032811[/C][C]-0.252[/C][C]0.400949[/C][/ROW]
[ROW][C]31[/C][C]0.01479[/C][C]0.1136[/C][C]0.454968[/C][/ROW]
[ROW][C]32[/C][C]0.039405[/C][C]0.3027[/C][C]0.3816[/C][/ROW]
[ROW][C]33[/C][C]-0.030717[/C][C]-0.2359[/C][C]0.407148[/C][/ROW]
[ROW][C]34[/C][C]-0.018014[/C][C]-0.1384[/C][C]0.445211[/C][/ROW]
[ROW][C]35[/C][C]0.125066[/C][C]0.9606[/C][C]0.170325[/C][/ROW]
[ROW][C]36[/C][C]-0.101664[/C][C]-0.7809[/C][C]0.218993[/C][/ROW]
[ROW][C]37[/C][C]0.019827[/C][C]0.1523[/C][C]0.439736[/C][/ROW]
[ROW][C]38[/C][C]0.032493[/C][C]0.2496[/C][C]0.401887[/C][/ROW]
[ROW][C]39[/C][C]-0.025581[/C][C]-0.1965[/C][C]0.42245[/C][/ROW]
[ROW][C]40[/C][C]0.023595[/C][C]0.1812[/C][C]0.428403[/C][/ROW]
[ROW][C]41[/C][C]-0.058576[/C][C]-0.4499[/C][C]0.327205[/C][/ROW]
[ROW][C]42[/C][C]0.063512[/C][C]0.4878[/C][C]0.313735[/C][/ROW]
[ROW][C]43[/C][C]-0.111695[/C][C]-0.8579[/C][C]0.197196[/C][/ROW]
[ROW][C]44[/C][C]0.102075[/C][C]0.7841[/C][C]0.218072[/C][/ROW]
[ROW][C]45[/C][C]0.080482[/C][C]0.6182[/C][C]0.269413[/C][/ROW]
[ROW][C]46[/C][C]-0.111597[/C][C]-0.8572[/C][C]0.197404[/C][/ROW]
[ROW][C]47[/C][C]-0.025023[/C][C]-0.1922[/C][C]0.42412[/C][/ROW]
[ROW][C]48[/C][C]-0.041769[/C][C]-0.3208[/C][C]0.374735[/C][/ROW]
[ROW][C]49[/C][C]-0.013749[/C][C]-0.1056[/C][C]0.458124[/C][/ROW]
[ROW][C]50[/C][C]0.073771[/C][C]0.5666[/C][C]0.286552[/C][/ROW]
[ROW][C]51[/C][C]-0.060741[/C][C]-0.4666[/C][C]0.321267[/C][/ROW]
[ROW][C]52[/C][C]-0.035986[/C][C]-0.2764[/C][C]0.391599[/C][/ROW]
[ROW][C]53[/C][C]0.01396[/C][C]0.1072[/C][C]0.457485[/C][/ROW]
[ROW][C]54[/C][C]-0.01665[/C][C]-0.1279[/C][C]0.449335[/C][/ROW]
[ROW][C]55[/C][C]-0.002412[/C][C]-0.0185[/C][C]0.49264[/C][/ROW]
[ROW][C]56[/C][C]-0.020903[/C][C]-0.1606[/C][C]0.436493[/C][/ROW]
[ROW][C]57[/C][C]-0.070093[/C][C]-0.5384[/C][C]0.296165[/C][/ROW]
[ROW][C]58[/C][C]0.040611[/C][C]0.3119[/C][C]0.378093[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=35163&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35163&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	0.519832	3.9929	9.2e-05
2	0.003971	0.0305	0.487885
3	-0.192925	-1.4819	0.071847
4	-0.084175	-0.6466	0.260213
5	-0.104307	-0.8012	0.213115
6	-0.002375	-0.0182	0.492754
7	0.111123	0.8536	0.198403
8	-0.121183	-0.9308	0.177868
9	-0.157891	-1.2128	0.115023
10	0.093952	0.7217	0.236676
11	0.025403	0.1951	0.422982
12	-0.192819	-1.4811	0.071954
13	-0.034772	-0.2671	0.395167
14	0.050257	0.386	0.35043
15	0.053442	0.4105	0.341465
16	-0.230013	-1.7668	0.04122
17	-0.112462	-0.8638	0.195587
18	-0.01175	-0.0903	0.464196
19	0.040168	0.3085	0.37938
20	-0.051077	-0.3923	0.348113
21	-7e-06	-1e-04	0.499977
22	-0.006649	-0.0511	0.479721
23	0.016342	0.1255	0.450268
24	0.067771	0.5206	0.302312
25	-0.014037	-0.1078	0.457252
26	0.013663	0.105	0.458385
27	-0.076532	-0.5879	0.279436
28	-0.001052	-0.0081	0.496789
29	-0.041207	-0.3165	0.376365
30	-0.032811	-0.252	0.400949
31	0.01479	0.1136	0.454968
32	0.039405	0.3027	0.3816
33	-0.030717	-0.2359	0.407148
34	-0.018014	-0.1384	0.445211
35	0.125066	0.9606	0.170325
36	-0.101664	-0.7809	0.218993
37	0.019827	0.1523	0.439736
38	0.032493	0.2496	0.401887
39	-0.025581	-0.1965	0.42245
40	0.023595	0.1812	0.428403
41	-0.058576	-0.4499	0.327205
42	0.063512	0.4878	0.313735
43	-0.111695	-0.8579	0.197196
44	0.102075	0.7841	0.218072
45	0.080482	0.6182	0.269413
46	-0.111597	-0.8572	0.197404
47	-0.025023	-0.1922	0.42412
48	-0.041769	-0.3208	0.374735
49	-0.013749	-0.1056	0.458124
50	0.073771	0.5666	0.286552
51	-0.060741	-0.4666	0.321267
52	-0.035986	-0.2764	0.391599
53	0.01396	0.1072	0.457485
54	-0.01665	-0.1279	0.449335
55	-0.002412	-0.0185	0.49264
56	-0.020903	-0.1606	0.436493
57	-0.070093	-0.5384	0.296165
58	0.040611	0.3119	0.378093
59	NA	NA	NA
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 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 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