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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 19 Dec 2008 08:23:58 -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/t1229700295nltizmlrslqz48i.htm/, Retrieved Wed, 15 May 2024 04:36:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35183, Retrieved Wed, 15 May 2024 04:36:08 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

240

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] [7458e879e85b911182071700fff19fbd]
-         [(Partial) Autocorrelation Function] [ACF d=1 D=0] [2008-12-19 15:23:58] [ee28d11f695cd3bc1f8bbd77ba77987a] [Current]
- 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] 

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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	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=35183&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=35183&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35183&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	0.332116	2.551	0.006677
2	0.143945	1.1057	0.13668
3	0.021791	0.1674	0.433823
4	-0.053048	-0.4075	0.342568
5	-0.005336	-0.041	0.483722
6	-0.142628	-1.0955	0.138864
7	-0.024995	-0.192	0.424204
8	-0.097592	-0.7496	0.228231
9	-0.11198	-0.8601	0.196597
10	0.074704	0.5738	0.284139
11	0.094021	0.7222	0.236516
12	-0.078015	-0.5992	0.275651
13	-0.125607	-0.9648	0.16929
14	-0.052922	-0.4065	0.342922
15	0.070425	0.5409	0.29529
16	-0.096721	-0.7429	0.230236
17	-0.115082	-0.884	0.190153
18	-0.104434	-0.8022	0.212836
19	-0.135592	-1.0415	0.150947
20	-0.066913	-0.514	0.304597
21	0.091467	0.7026	0.242544
22	0.148693	1.1421	0.129007
23	0.053532	0.4112	0.341213
24	0.074743	0.5741	0.284038
25	0.146148	1.1226	0.133081
26	0.15174	1.1655	0.124246
27	-0.025059	-0.1925	0.424012
28	-0.046765	-0.3592	0.36036
29	-0.080838	-0.6209	0.26852
30	-0.082544	-0.634	0.264256
31	-0.05371	-0.4126	0.340714
32	0.019285	0.1481	0.441372
33	0.049602	0.381	0.352286
34	-0.043921	-0.3374	0.368521
35	0.085931	0.66	0.255895
36	0.072644	0.558	0.289482
37	0.095291	0.7319	0.233549
38	0.00237	0.0182	0.49277
39	-0.056197	-0.4317	0.333782
40	-0.02593	-0.1992	0.421406
41	-0.072871	-0.5597	0.28889
42	0.012563	0.0965	0.461726
43	-0.087263	-0.6703	0.252648
44	-0.052706	-0.4048	0.34353
45	0.014772	0.1135	0.455024
46	0.043111	0.3311	0.370855
47	0.112179	0.8617	0.196181
48	-0.009039	-0.0694	0.472442
49	-0.124805	-0.9586	0.170825
50	-0.047859	-0.3676	0.35724
51	-0.111004	-0.8526	0.198654
52	-0.028538	-0.2192	0.413624
53	-0.046094	-0.3541	0.362281
54	-0.090424	-0.6946	0.24503
55	-0.047185	-0.3624	0.359161
56	-0.041188	-0.3164	0.376417
57	-0.005965	-0.0458	0.481806
58	-0.0203	-0.1559	0.438311
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 & 0.332116 & 2.551 & 0.006677 \tabularnewline
2 & 0.143945 & 1.1057 & 0.13668 \tabularnewline
3 & 0.021791 & 0.1674 & 0.433823 \tabularnewline
4 & -0.053048 & -0.4075 & 0.342568 \tabularnewline
5 & -0.005336 & -0.041 & 0.483722 \tabularnewline
6 & -0.142628 & -1.0955 & 0.138864 \tabularnewline
7 & -0.024995 & -0.192 & 0.424204 \tabularnewline
8 & -0.097592 & -0.7496 & 0.228231 \tabularnewline
9 & -0.11198 & -0.8601 & 0.196597 \tabularnewline
10 & 0.074704 & 0.5738 & 0.284139 \tabularnewline
11 & 0.094021 & 0.7222 & 0.236516 \tabularnewline
12 & -0.078015 & -0.5992 & 0.275651 \tabularnewline
13 & -0.125607 & -0.9648 & 0.16929 \tabularnewline
14 & -0.052922 & -0.4065 & 0.342922 \tabularnewline
15 & 0.070425 & 0.5409 & 0.29529 \tabularnewline
16 & -0.096721 & -0.7429 & 0.230236 \tabularnewline
17 & -0.115082 & -0.884 & 0.190153 \tabularnewline
18 & -0.104434 & -0.8022 & 0.212836 \tabularnewline
19 & -0.135592 & -1.0415 & 0.150947 \tabularnewline
20 & -0.066913 & -0.514 & 0.304597 \tabularnewline
21 & 0.091467 & 0.7026 & 0.242544 \tabularnewline
22 & 0.148693 & 1.1421 & 0.129007 \tabularnewline
23 & 0.053532 & 0.4112 & 0.341213 \tabularnewline
24 & 0.074743 & 0.5741 & 0.284038 \tabularnewline
25 & 0.146148 & 1.1226 & 0.133081 \tabularnewline
26 & 0.15174 & 1.1655 & 0.124246 \tabularnewline
27 & -0.025059 & -0.1925 & 0.424012 \tabularnewline
28 & -0.046765 & -0.3592 & 0.36036 \tabularnewline
29 & -0.080838 & -0.6209 & 0.26852 \tabularnewline
30 & -0.082544 & -0.634 & 0.264256 \tabularnewline
31 & -0.05371 & -0.4126 & 0.340714 \tabularnewline
32 & 0.019285 & 0.1481 & 0.441372 \tabularnewline
33 & 0.049602 & 0.381 & 0.352286 \tabularnewline
34 & -0.043921 & -0.3374 & 0.368521 \tabularnewline
35 & 0.085931 & 0.66 & 0.255895 \tabularnewline
36 & 0.072644 & 0.558 & 0.289482 \tabularnewline
37 & 0.095291 & 0.7319 & 0.233549 \tabularnewline
38 & 0.00237 & 0.0182 & 0.49277 \tabularnewline
39 & -0.056197 & -0.4317 & 0.333782 \tabularnewline
40 & -0.02593 & -0.1992 & 0.421406 \tabularnewline
41 & -0.072871 & -0.5597 & 0.28889 \tabularnewline
42 & 0.012563 & 0.0965 & 0.461726 \tabularnewline
43 & -0.087263 & -0.6703 & 0.252648 \tabularnewline
44 & -0.052706 & -0.4048 & 0.34353 \tabularnewline
45 & 0.014772 & 0.1135 & 0.455024 \tabularnewline
46 & 0.043111 & 0.3311 & 0.370855 \tabularnewline
47 & 0.112179 & 0.8617 & 0.196181 \tabularnewline
48 & -0.009039 & -0.0694 & 0.472442 \tabularnewline
49 & -0.124805 & -0.9586 & 0.170825 \tabularnewline
50 & -0.047859 & -0.3676 & 0.35724 \tabularnewline
51 & -0.111004 & -0.8526 & 0.198654 \tabularnewline
52 & -0.028538 & -0.2192 & 0.413624 \tabularnewline
53 & -0.046094 & -0.3541 & 0.362281 \tabularnewline
54 & -0.090424 & -0.6946 & 0.24503 \tabularnewline
55 & -0.047185 & -0.3624 & 0.359161 \tabularnewline
56 & -0.041188 & -0.3164 & 0.376417 \tabularnewline
57 & -0.005965 & -0.0458 & 0.481806 \tabularnewline
58 & -0.0203 & -0.1559 & 0.438311 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35183&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]0.332116[/C][C]2.551[/C][C]0.006677[/C][/ROW]
[ROW][C]2[/C][C]0.143945[/C][C]1.1057[/C][C]0.13668[/C][/ROW]
[ROW][C]3[/C][C]0.021791[/C][C]0.1674[/C][C]0.433823[/C][/ROW]
[ROW][C]4[/C][C]-0.053048[/C][C]-0.4075[/C][C]0.342568[/C][/ROW]
[ROW][C]5[/C][C]-0.005336[/C][C]-0.041[/C][C]0.483722[/C][/ROW]
[ROW][C]6[/C][C]-0.142628[/C][C]-1.0955[/C][C]0.138864[/C][/ROW]
[ROW][C]7[/C][C]-0.024995[/C][C]-0.192[/C][C]0.424204[/C][/ROW]
[ROW][C]8[/C][C]-0.097592[/C][C]-0.7496[/C][C]0.228231[/C][/ROW]
[ROW][C]9[/C][C]-0.11198[/C][C]-0.8601[/C][C]0.196597[/C][/ROW]
[ROW][C]10[/C][C]0.074704[/C][C]0.5738[/C][C]0.284139[/C][/ROW]
[ROW][C]11[/C][C]0.094021[/C][C]0.7222[/C][C]0.236516[/C][/ROW]
[ROW][C]12[/C][C]-0.078015[/C][C]-0.5992[/C][C]0.275651[/C][/ROW]
[ROW][C]13[/C][C]-0.125607[/C][C]-0.9648[/C][C]0.16929[/C][/ROW]
[ROW][C]14[/C][C]-0.052922[/C][C]-0.4065[/C][C]0.342922[/C][/ROW]
[ROW][C]15[/C][C]0.070425[/C][C]0.5409[/C][C]0.29529[/C][/ROW]
[ROW][C]16[/C][C]-0.096721[/C][C]-0.7429[/C][C]0.230236[/C][/ROW]
[ROW][C]17[/C][C]-0.115082[/C][C]-0.884[/C][C]0.190153[/C][/ROW]
[ROW][C]18[/C][C]-0.104434[/C][C]-0.8022[/C][C]0.212836[/C][/ROW]
[ROW][C]19[/C][C]-0.135592[/C][C]-1.0415[/C][C]0.150947[/C][/ROW]
[ROW][C]20[/C][C]-0.066913[/C][C]-0.514[/C][C]0.304597[/C][/ROW]
[ROW][C]21[/C][C]0.091467[/C][C]0.7026[/C][C]0.242544[/C][/ROW]
[ROW][C]22[/C][C]0.148693[/C][C]1.1421[/C][C]0.129007[/C][/ROW]
[ROW][C]23[/C][C]0.053532[/C][C]0.4112[/C][C]0.341213[/C][/ROW]
[ROW][C]24[/C][C]0.074743[/C][C]0.5741[/C][C]0.284038[/C][/ROW]
[ROW][C]25[/C][C]0.146148[/C][C]1.1226[/C][C]0.133081[/C][/ROW]
[ROW][C]26[/C][C]0.15174[/C][C]1.1655[/C][C]0.124246[/C][/ROW]
[ROW][C]27[/C][C]-0.025059[/C][C]-0.1925[/C][C]0.424012[/C][/ROW]
[ROW][C]28[/C][C]-0.046765[/C][C]-0.3592[/C][C]0.36036[/C][/ROW]
[ROW][C]29[/C][C]-0.080838[/C][C]-0.6209[/C][C]0.26852[/C][/ROW]
[ROW][C]30[/C][C]-0.082544[/C][C]-0.634[/C][C]0.264256[/C][/ROW]
[ROW][C]31[/C][C]-0.05371[/C][C]-0.4126[/C][C]0.340714[/C][/ROW]
[ROW][C]32[/C][C]0.019285[/C][C]0.1481[/C][C]0.441372[/C][/ROW]
[ROW][C]33[/C][C]0.049602[/C][C]0.381[/C][C]0.352286[/C][/ROW]
[ROW][C]34[/C][C]-0.043921[/C][C]-0.3374[/C][C]0.368521[/C][/ROW]
[ROW][C]35[/C][C]0.085931[/C][C]0.66[/C][C]0.255895[/C][/ROW]
[ROW][C]36[/C][C]0.072644[/C][C]0.558[/C][C]0.289482[/C][/ROW]
[ROW][C]37[/C][C]0.095291[/C][C]0.7319[/C][C]0.233549[/C][/ROW]
[ROW][C]38[/C][C]0.00237[/C][C]0.0182[/C][C]0.49277[/C][/ROW]
[ROW][C]39[/C][C]-0.056197[/C][C]-0.4317[/C][C]0.333782[/C][/ROW]
[ROW][C]40[/C][C]-0.02593[/C][C]-0.1992[/C][C]0.421406[/C][/ROW]
[ROW][C]41[/C][C]-0.072871[/C][C]-0.5597[/C][C]0.28889[/C][/ROW]
[ROW][C]42[/C][C]0.012563[/C][C]0.0965[/C][C]0.461726[/C][/ROW]
[ROW][C]43[/C][C]-0.087263[/C][C]-0.6703[/C][C]0.252648[/C][/ROW]
[ROW][C]44[/C][C]-0.052706[/C][C]-0.4048[/C][C]0.34353[/C][/ROW]
[ROW][C]45[/C][C]0.014772[/C][C]0.1135[/C][C]0.455024[/C][/ROW]
[ROW][C]46[/C][C]0.043111[/C][C]0.3311[/C][C]0.370855[/C][/ROW]
[ROW][C]47[/C][C]0.112179[/C][C]0.8617[/C][C]0.196181[/C][/ROW]
[ROW][C]48[/C][C]-0.009039[/C][C]-0.0694[/C][C]0.472442[/C][/ROW]
[ROW][C]49[/C][C]-0.124805[/C][C]-0.9586[/C][C]0.170825[/C][/ROW]
[ROW][C]50[/C][C]-0.047859[/C][C]-0.3676[/C][C]0.35724[/C][/ROW]
[ROW][C]51[/C][C]-0.111004[/C][C]-0.8526[/C][C]0.198654[/C][/ROW]
[ROW][C]52[/C][C]-0.028538[/C][C]-0.2192[/C][C]0.413624[/C][/ROW]
[ROW][C]53[/C][C]-0.046094[/C][C]-0.3541[/C][C]0.362281[/C][/ROW]
[ROW][C]54[/C][C]-0.090424[/C][C]-0.6946[/C][C]0.24503[/C][/ROW]
[ROW][C]55[/C][C]-0.047185[/C][C]-0.3624[/C][C]0.359161[/C][/ROW]
[ROW][C]56[/C][C]-0.041188[/C][C]-0.3164[/C][C]0.376417[/C][/ROW]
[ROW][C]57[/C][C]-0.005965[/C][C]-0.0458[/C][C]0.481806[/C][/ROW]
[ROW][C]58[/C][C]-0.0203[/C][C]-0.1559[/C][C]0.438311[/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=35183&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35183&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	0.332116	2.551	0.006677
2	0.143945	1.1057	0.13668
3	0.021791	0.1674	0.433823
4	-0.053048	-0.4075	0.342568
5	-0.005336	-0.041	0.483722
6	-0.142628	-1.0955	0.138864
7	-0.024995	-0.192	0.424204
8	-0.097592	-0.7496	0.228231
9	-0.11198	-0.8601	0.196597
10	0.074704	0.5738	0.284139
11	0.094021	0.7222	0.236516
12	-0.078015	-0.5992	0.275651
13	-0.125607	-0.9648	0.16929
14	-0.052922	-0.4065	0.342922
15	0.070425	0.5409	0.29529
16	-0.096721	-0.7429	0.230236
17	-0.115082	-0.884	0.190153
18	-0.104434	-0.8022	0.212836
19	-0.135592	-1.0415	0.150947
20	-0.066913	-0.514	0.304597
21	0.091467	0.7026	0.242544
22	0.148693	1.1421	0.129007
23	0.053532	0.4112	0.341213
24	0.074743	0.5741	0.284038
25	0.146148	1.1226	0.133081
26	0.15174	1.1655	0.124246
27	-0.025059	-0.1925	0.424012
28	-0.046765	-0.3592	0.36036
29	-0.080838	-0.6209	0.26852
30	-0.082544	-0.634	0.264256
31	-0.05371	-0.4126	0.340714
32	0.019285	0.1481	0.441372
33	0.049602	0.381	0.352286
34	-0.043921	-0.3374	0.368521
35	0.085931	0.66	0.255895
36	0.072644	0.558	0.289482
37	0.095291	0.7319	0.233549
38	0.00237	0.0182	0.49277
39	-0.056197	-0.4317	0.333782
40	-0.02593	-0.1992	0.421406
41	-0.072871	-0.5597	0.28889
42	0.012563	0.0965	0.461726
43	-0.087263	-0.6703	0.252648
44	-0.052706	-0.4048	0.34353
45	0.014772	0.1135	0.455024
46	0.043111	0.3311	0.370855
47	0.112179	0.8617	0.196181
48	-0.009039	-0.0694	0.472442
49	-0.124805	-0.9586	0.170825
50	-0.047859	-0.3676	0.35724
51	-0.111004	-0.8526	0.198654
52	-0.028538	-0.2192	0.413624
53	-0.046094	-0.3541	0.362281
54	-0.090424	-0.6946	0.24503
55	-0.047185	-0.3624	0.359161
56	-0.041188	-0.3164	0.376417
57	-0.005965	-0.0458	0.481806
58	-0.0203	-0.1559	0.438311
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.332116	2.551	0.006677
2	0.037815	0.2905	0.386239
3	-0.041385	-0.3179	0.375849
4	-0.060489	-0.4646	0.321954
5	0.038066	0.2924	0.385508
6	-0.158283	-1.2158	0.114453
7	0.071562	0.5497	0.292309
8	-0.101344	-0.7784	0.219711
9	-0.06317	-0.4852	0.31466
10	0.150011	1.1523	0.126932
11	0.060807	0.4671	0.321087
12	-0.224217	-1.7222	0.045132
13	-0.050081	-0.3847	0.350929
14	0.048961	0.3761	0.354104
15	0.087896	0.6751	0.251111
16	-0.184152	-1.4145	0.081236
17	-0.066874	-0.5137	0.304701
18	-0.05752	-0.4418	0.330118
19	-0.036757	-0.2823	0.389337
20	-0.034745	-0.2669	0.395244
21	0.129688	0.9962	0.161622
22	0.038754	0.2977	0.383499
23	0.00643	0.0494	0.480388
24	0.050816	0.3903	0.348851
25	0.040796	0.3134	0.377557
26	0.039059	0.3	0.382609
27	-0.053592	-0.4116	0.341045
28	-0.017493	-0.1344	0.446786
29	-0.06602	-0.5071	0.306985
30	-0.004292	-0.033	0.486905
31	-0.010888	-0.0836	0.466817
32	0.013243	0.1017	0.459662
33	0.02448	0.188	0.425747
34	-0.013015	-0.1	0.460354
35	0.11199	0.8602	0.196577
36	-0.072182	-0.5544	0.290686
37	0.070494	0.5415	0.295109
38	0.021922	0.1684	0.433429
39	-0.036888	-0.2833	0.388953
40	-0.015748	-0.121	0.452065
41	0.022544	0.1732	0.431558
42	0.067667	0.5198	0.302589
43	-0.162744	-1.2501	0.108107
44	0.049118	0.3773	0.353659
45	0.085011	0.653	0.258153
46	-0.015219	-0.1169	0.453668
47	-0.017928	-0.1377	0.44547
48	-0.074431	-0.5717	0.284844
49	-0.138736	-1.0657	0.145461
50	0.059372	0.456	0.325017
51	-0.045918	-0.3527	0.362783
52	-0.027348	-0.2101	0.417172
53	0.008626	0.0663	0.4737
54	-0.006831	-0.0525	0.479167
55	-0.045717	-0.3512	0.36336
56	-0.018971	-0.1457	0.442319
57	-0.114198	-0.8772	0.191976
58	0.012423	0.0954	0.462151
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 & 0.332116 & 2.551 & 0.006677 \tabularnewline
2 & 0.037815 & 0.2905 & 0.386239 \tabularnewline
3 & -0.041385 & -0.3179 & 0.375849 \tabularnewline
4 & -0.060489 & -0.4646 & 0.321954 \tabularnewline
5 & 0.038066 & 0.2924 & 0.385508 \tabularnewline
6 & -0.158283 & -1.2158 & 0.114453 \tabularnewline
7 & 0.071562 & 0.5497 & 0.292309 \tabularnewline
8 & -0.101344 & -0.7784 & 0.219711 \tabularnewline
9 & -0.06317 & -0.4852 & 0.31466 \tabularnewline
10 & 0.150011 & 1.1523 & 0.126932 \tabularnewline
11 & 0.060807 & 0.4671 & 0.321087 \tabularnewline
12 & -0.224217 & -1.7222 & 0.045132 \tabularnewline
13 & -0.050081 & -0.3847 & 0.350929 \tabularnewline
14 & 0.048961 & 0.3761 & 0.354104 \tabularnewline
15 & 0.087896 & 0.6751 & 0.251111 \tabularnewline
16 & -0.184152 & -1.4145 & 0.081236 \tabularnewline
17 & -0.066874 & -0.5137 & 0.304701 \tabularnewline
18 & -0.05752 & -0.4418 & 0.330118 \tabularnewline
19 & -0.036757 & -0.2823 & 0.389337 \tabularnewline
20 & -0.034745 & -0.2669 & 0.395244 \tabularnewline
21 & 0.129688 & 0.9962 & 0.161622 \tabularnewline
22 & 0.038754 & 0.2977 & 0.383499 \tabularnewline
23 & 0.00643 & 0.0494 & 0.480388 \tabularnewline
24 & 0.050816 & 0.3903 & 0.348851 \tabularnewline
25 & 0.040796 & 0.3134 & 0.377557 \tabularnewline
26 & 0.039059 & 0.3 & 0.382609 \tabularnewline
27 & -0.053592 & -0.4116 & 0.341045 \tabularnewline
28 & -0.017493 & -0.1344 & 0.446786 \tabularnewline
29 & -0.06602 & -0.5071 & 0.306985 \tabularnewline
30 & -0.004292 & -0.033 & 0.486905 \tabularnewline
31 & -0.010888 & -0.0836 & 0.466817 \tabularnewline
32 & 0.013243 & 0.1017 & 0.459662 \tabularnewline
33 & 0.02448 & 0.188 & 0.425747 \tabularnewline
34 & -0.013015 & -0.1 & 0.460354 \tabularnewline
35 & 0.11199 & 0.8602 & 0.196577 \tabularnewline
36 & -0.072182 & -0.5544 & 0.290686 \tabularnewline
37 & 0.070494 & 0.5415 & 0.295109 \tabularnewline
38 & 0.021922 & 0.1684 & 0.433429 \tabularnewline
39 & -0.036888 & -0.2833 & 0.388953 \tabularnewline
40 & -0.015748 & -0.121 & 0.452065 \tabularnewline
41 & 0.022544 & 0.1732 & 0.431558 \tabularnewline
42 & 0.067667 & 0.5198 & 0.302589 \tabularnewline
43 & -0.162744 & -1.2501 & 0.108107 \tabularnewline
44 & 0.049118 & 0.3773 & 0.353659 \tabularnewline
45 & 0.085011 & 0.653 & 0.258153 \tabularnewline
46 & -0.015219 & -0.1169 & 0.453668 \tabularnewline
47 & -0.017928 & -0.1377 & 0.44547 \tabularnewline
48 & -0.074431 & -0.5717 & 0.284844 \tabularnewline
49 & -0.138736 & -1.0657 & 0.145461 \tabularnewline
50 & 0.059372 & 0.456 & 0.325017 \tabularnewline
51 & -0.045918 & -0.3527 & 0.362783 \tabularnewline
52 & -0.027348 & -0.2101 & 0.417172 \tabularnewline
53 & 0.008626 & 0.0663 & 0.4737 \tabularnewline
54 & -0.006831 & -0.0525 & 0.479167 \tabularnewline
55 & -0.045717 & -0.3512 & 0.36336 \tabularnewline
56 & -0.018971 & -0.1457 & 0.442319 \tabularnewline
57 & -0.114198 & -0.8772 & 0.191976 \tabularnewline
58 & 0.012423 & 0.0954 & 0.462151 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35183&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]0.332116[/C][C]2.551[/C][C]0.006677[/C][/ROW]
[ROW][C]2[/C][C]0.037815[/C][C]0.2905[/C][C]0.386239[/C][/ROW]
[ROW][C]3[/C][C]-0.041385[/C][C]-0.3179[/C][C]0.375849[/C][/ROW]
[ROW][C]4[/C][C]-0.060489[/C][C]-0.4646[/C][C]0.321954[/C][/ROW]
[ROW][C]5[/C][C]0.038066[/C][C]0.2924[/C][C]0.385508[/C][/ROW]
[ROW][C]6[/C][C]-0.158283[/C][C]-1.2158[/C][C]0.114453[/C][/ROW]
[ROW][C]7[/C][C]0.071562[/C][C]0.5497[/C][C]0.292309[/C][/ROW]
[ROW][C]8[/C][C]-0.101344[/C][C]-0.7784[/C][C]0.219711[/C][/ROW]
[ROW][C]9[/C][C]-0.06317[/C][C]-0.4852[/C][C]0.31466[/C][/ROW]
[ROW][C]10[/C][C]0.150011[/C][C]1.1523[/C][C]0.126932[/C][/ROW]
[ROW][C]11[/C][C]0.060807[/C][C]0.4671[/C][C]0.321087[/C][/ROW]
[ROW][C]12[/C][C]-0.224217[/C][C]-1.7222[/C][C]0.045132[/C][/ROW]
[ROW][C]13[/C][C]-0.050081[/C][C]-0.3847[/C][C]0.350929[/C][/ROW]
[ROW][C]14[/C][C]0.048961[/C][C]0.3761[/C][C]0.354104[/C][/ROW]
[ROW][C]15[/C][C]0.087896[/C][C]0.6751[/C][C]0.251111[/C][/ROW]
[ROW][C]16[/C][C]-0.184152[/C][C]-1.4145[/C][C]0.081236[/C][/ROW]
[ROW][C]17[/C][C]-0.066874[/C][C]-0.5137[/C][C]0.304701[/C][/ROW]
[ROW][C]18[/C][C]-0.05752[/C][C]-0.4418[/C][C]0.330118[/C][/ROW]
[ROW][C]19[/C][C]-0.036757[/C][C]-0.2823[/C][C]0.389337[/C][/ROW]
[ROW][C]20[/C][C]-0.034745[/C][C]-0.2669[/C][C]0.395244[/C][/ROW]
[ROW][C]21[/C][C]0.129688[/C][C]0.9962[/C][C]0.161622[/C][/ROW]
[ROW][C]22[/C][C]0.038754[/C][C]0.2977[/C][C]0.383499[/C][/ROW]
[ROW][C]23[/C][C]0.00643[/C][C]0.0494[/C][C]0.480388[/C][/ROW]
[ROW][C]24[/C][C]0.050816[/C][C]0.3903[/C][C]0.348851[/C][/ROW]
[ROW][C]25[/C][C]0.040796[/C][C]0.3134[/C][C]0.377557[/C][/ROW]
[ROW][C]26[/C][C]0.039059[/C][C]0.3[/C][C]0.382609[/C][/ROW]
[ROW][C]27[/C][C]-0.053592[/C][C]-0.4116[/C][C]0.341045[/C][/ROW]
[ROW][C]28[/C][C]-0.017493[/C][C]-0.1344[/C][C]0.446786[/C][/ROW]
[ROW][C]29[/C][C]-0.06602[/C][C]-0.5071[/C][C]0.306985[/C][/ROW]
[ROW][C]30[/C][C]-0.004292[/C][C]-0.033[/C][C]0.486905[/C][/ROW]
[ROW][C]31[/C][C]-0.010888[/C][C]-0.0836[/C][C]0.466817[/C][/ROW]
[ROW][C]32[/C][C]0.013243[/C][C]0.1017[/C][C]0.459662[/C][/ROW]
[ROW][C]33[/C][C]0.02448[/C][C]0.188[/C][C]0.425747[/C][/ROW]
[ROW][C]34[/C][C]-0.013015[/C][C]-0.1[/C][C]0.460354[/C][/ROW]
[ROW][C]35[/C][C]0.11199[/C][C]0.8602[/C][C]0.196577[/C][/ROW]
[ROW][C]36[/C][C]-0.072182[/C][C]-0.5544[/C][C]0.290686[/C][/ROW]
[ROW][C]37[/C][C]0.070494[/C][C]0.5415[/C][C]0.295109[/C][/ROW]
[ROW][C]38[/C][C]0.021922[/C][C]0.1684[/C][C]0.433429[/C][/ROW]
[ROW][C]39[/C][C]-0.036888[/C][C]-0.2833[/C][C]0.388953[/C][/ROW]
[ROW][C]40[/C][C]-0.015748[/C][C]-0.121[/C][C]0.452065[/C][/ROW]
[ROW][C]41[/C][C]0.022544[/C][C]0.1732[/C][C]0.431558[/C][/ROW]
[ROW][C]42[/C][C]0.067667[/C][C]0.5198[/C][C]0.302589[/C][/ROW]
[ROW][C]43[/C][C]-0.162744[/C][C]-1.2501[/C][C]0.108107[/C][/ROW]
[ROW][C]44[/C][C]0.049118[/C][C]0.3773[/C][C]0.353659[/C][/ROW]
[ROW][C]45[/C][C]0.085011[/C][C]0.653[/C][C]0.258153[/C][/ROW]
[ROW][C]46[/C][C]-0.015219[/C][C]-0.1169[/C][C]0.453668[/C][/ROW]
[ROW][C]47[/C][C]-0.017928[/C][C]-0.1377[/C][C]0.44547[/C][/ROW]
[ROW][C]48[/C][C]-0.074431[/C][C]-0.5717[/C][C]0.284844[/C][/ROW]
[ROW][C]49[/C][C]-0.138736[/C][C]-1.0657[/C][C]0.145461[/C][/ROW]
[ROW][C]50[/C][C]0.059372[/C][C]0.456[/C][C]0.325017[/C][/ROW]
[ROW][C]51[/C][C]-0.045918[/C][C]-0.3527[/C][C]0.362783[/C][/ROW]
[ROW][C]52[/C][C]-0.027348[/C][C]-0.2101[/C][C]0.417172[/C][/ROW]
[ROW][C]53[/C][C]0.008626[/C][C]0.0663[/C][C]0.4737[/C][/ROW]
[ROW][C]54[/C][C]-0.006831[/C][C]-0.0525[/C][C]0.479167[/C][/ROW]
[ROW][C]55[/C][C]-0.045717[/C][C]-0.3512[/C][C]0.36336[/C][/ROW]
[ROW][C]56[/C][C]-0.018971[/C][C]-0.1457[/C][C]0.442319[/C][/ROW]
[ROW][C]57[/C][C]-0.114198[/C][C]-0.8772[/C][C]0.191976[/C][/ROW]
[ROW][C]58[/C][C]0.012423[/C][C]0.0954[/C][C]0.462151[/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=35183&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35183&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	0.332116	2.551	0.006677
2	0.037815	0.2905	0.386239
3	-0.041385	-0.3179	0.375849
4	-0.060489	-0.4646	0.321954
5	0.038066	0.2924	0.385508
6	-0.158283	-1.2158	0.114453
7	0.071562	0.5497	0.292309
8	-0.101344	-0.7784	0.219711
9	-0.06317	-0.4852	0.31466
10	0.150011	1.1523	0.126932
11	0.060807	0.4671	0.321087
12	-0.224217	-1.7222	0.045132
13	-0.050081	-0.3847	0.350929
14	0.048961	0.3761	0.354104
15	0.087896	0.6751	0.251111
16	-0.184152	-1.4145	0.081236
17	-0.066874	-0.5137	0.304701
18	-0.05752	-0.4418	0.330118
19	-0.036757	-0.2823	0.389337
20	-0.034745	-0.2669	0.395244
21	0.129688	0.9962	0.161622
22	0.038754	0.2977	0.383499
23	0.00643	0.0494	0.480388
24	0.050816	0.3903	0.348851
25	0.040796	0.3134	0.377557
26	0.039059	0.3	0.382609
27	-0.053592	-0.4116	0.341045
28	-0.017493	-0.1344	0.446786
29	-0.06602	-0.5071	0.306985
30	-0.004292	-0.033	0.486905
31	-0.010888	-0.0836	0.466817
32	0.013243	0.1017	0.459662
33	0.02448	0.188	0.425747
34	-0.013015	-0.1	0.460354
35	0.11199	0.8602	0.196577
36	-0.072182	-0.5544	0.290686
37	0.070494	0.5415	0.295109
38	0.021922	0.1684	0.433429
39	-0.036888	-0.2833	0.388953
40	-0.015748	-0.121	0.452065
41	0.022544	0.1732	0.431558
42	0.067667	0.5198	0.302589
43	-0.162744	-1.2501	0.108107
44	0.049118	0.3773	0.353659
45	0.085011	0.653	0.258153
46	-0.015219	-0.1169	0.453668
47	-0.017928	-0.1377	0.44547
48	-0.074431	-0.5717	0.284844
49	-0.138736	-1.0657	0.145461
50	0.059372	0.456	0.325017
51	-0.045918	-0.3527	0.362783
52	-0.027348	-0.2101	0.417172
53	0.008626	0.0663	0.4737
54	-0.006831	-0.0525	0.479167
55	-0.045717	-0.3512	0.36336
56	-0.018971	-0.1457	0.442319
57	-0.114198	-0.8772	0.191976
58	0.012423	0.0954	0.462151
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 = -0.2 ; 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