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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 19 Dec 2008 08:35:04 -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/t1229700993e0ldwct6hhtoxjo.htm/, Retrieved Wed, 15 May 2024 17:48:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35190, Retrieved Wed, 15 May 2024 17:48:00 +0000

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User-defined keywords

Estimated Impact

207

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

-     [Standard Deviation-Mean Plot] [SMP prof bach] [2008-12-15 22:25:20] [bc937651ef42bf891200cf0e0edc7238]
- RM    [Variance Reduction Matrix] [VRM prof bach] [2008-12-15 22:31:00] [bc937651ef42bf891200cf0e0edc7238]
- RMP     [(Partial) Autocorrelation Function] [ARIMA Prof bach A...] [2008-12-15 22:38:57] [bc937651ef42bf891200cf0e0edc7238]
-   P       [(Partial) Autocorrelation Function] [ARIMA ACF prof ba...] [2008-12-15 22:41:53] [bc937651ef42bf891200cf0e0edc7238]
-   P           [(Partial) Autocorrelation Function] [acf prof bach L =...] [2008-12-19 15:35:04] [21d7d81e7693ad6dde5aadefb1046611] [Current]
-   P             [(Partial) Autocorrelation Function] [acf prof bach lam...] [2008-12-19 15:40:07] [bc937651ef42bf891200cf0e0edc7238] 
-   P             [(Partial) Autocorrelation Function] [acf prof bach lam...] [2008-12-19 15:40:07] [bc937651ef42bf891200cf0e0edc7238] 
-   P               [(Partial) Autocorrelation Function] [acf lambda = 1,1,1] [2008-12-19 15:45:45] [bc937651ef42bf891200cf0e0edc7238] 
-  MPD                [(Partial) Autocorrelation Function] [ACF bij d=0 en D=0] [2010-12-17 13:29:13] [616fb52b46273b7e6805de1e68b3a688] 
-   P                   [(Partial) Autocorrelation Function] [ACF bij d=0 en D=1] [2010-12-17 13:34:11] [616fb52b46273b7e6805de1e68b3a688] 
-   P                     [(Partial) Autocorrelation Function] [ACF bij d=1 en D=1] [2010-12-17 13:51:58] [616fb52b46273b7e6805de1e68b3a688] 
-  MPD            [(Partial) Autocorrelation Function] [] [2010-12-24 12:03:15] [4dfa50539945b119a90a7606969443b9] 
-  MPD            [(Partial) Autocorrelation Function] [] [2010-12-24 12:12:12] [4dfa50539945b119a90a7606969443b9] 

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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=35190&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=35190&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35190&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	0.818228	8.9258	0
2	0.503416	5.4916	0
3	0.258159	2.8162	0.002845
4	0.12866	1.4035	0.081534
5	0.073174	0.7982	0.213164
6	0.04075	0.4445	0.328735
7	0.064071	0.6989	0.24298
8	0.116877	1.275	0.102401
9	0.2355	2.569	0.005717
10	0.450274	4.9119	1e-06
11	0.714529	7.7946	0
12	0.843482	9.2013	0
13	0.651643	7.1086	0
14	0.347585	3.7917	0.000118
15	0.114604	1.2502	0.106843
16	-0.013019	-0.142	0.443651
17	-0.066821	-0.7289	0.233739
18	-0.100071	-1.0916	0.138598
19	-0.083737	-0.9135	0.181422
20	-0.039779	-0.4339	0.332561
21	0.063592	0.6937	0.24461
22	0.25506	2.7824	0.003139
23	0.480743	5.2443	0
24	0.573983	6.2614	0
25	0.387379	4.2258	2.3e-05
26	0.110088	1.2009	0.116085
27	-0.094665	-1.0327	0.151924
28	-0.206351	-2.251	0.01311
29	-0.253547	-2.7659	0.003292
30	-0.282548	-3.0822	0.001277
31	-0.264162	-2.8817	0.002347
32	-0.222008	-2.4218	0.008476
33	-0.126156	-1.3762	0.085673
34	0.047414	0.5172	0.30298
35	0.24301	2.6509	0.00456
36	0.313897	3.4242	0.000423
37	0.142231	1.5516	0.061711
38	-0.099164	-1.0818	0.140775
39	-0.265847	-2.9001	0.002222
40	-0.349122	-3.8085	0.000111
41	-0.375939	-4.101	3.8e-05
42	-0.389831	-4.2526	2.1e-05
43	-0.364994	-3.9816	5.9e-05
44	-0.324663	-3.5417	0.000284
45	-0.235443	-2.5684	0.005727
46	-0.081473	-0.8888	0.18796
47	0.087542	0.955	0.170765
48	0.14497	1.5814	0.058216
49	0.004134	0.0451	0.482055
50	-0.189595	-2.0682	0.020392
51	-0.315012	-3.4364	0.000406
52	-0.372769	-4.0664	4.3e-05
53	-0.385258	-4.2027	2.6e-05
54	-0.385134	-4.2013	2.6e-05
55	-0.354495	-3.8671	9e-05
56	-0.313718	-3.4223	0.000426
57	-0.236686	-2.5819	0.005519
58	-0.106928	-1.1665	0.122882
59	0.035936	0.392	0.347875
60	0.086427	0.9428	0.173844

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.818228 & 8.9258 & 0 \tabularnewline
2 & 0.503416 & 5.4916 & 0 \tabularnewline
3 & 0.258159 & 2.8162 & 0.002845 \tabularnewline
4 & 0.12866 & 1.4035 & 0.081534 \tabularnewline
5 & 0.073174 & 0.7982 & 0.213164 \tabularnewline
6 & 0.04075 & 0.4445 & 0.328735 \tabularnewline
7 & 0.064071 & 0.6989 & 0.24298 \tabularnewline
8 & 0.116877 & 1.275 & 0.102401 \tabularnewline
9 & 0.2355 & 2.569 & 0.005717 \tabularnewline
10 & 0.450274 & 4.9119 & 1e-06 \tabularnewline
11 & 0.714529 & 7.7946 & 0 \tabularnewline
12 & 0.843482 & 9.2013 & 0 \tabularnewline
13 & 0.651643 & 7.1086 & 0 \tabularnewline
14 & 0.347585 & 3.7917 & 0.000118 \tabularnewline
15 & 0.114604 & 1.2502 & 0.106843 \tabularnewline
16 & -0.013019 & -0.142 & 0.443651 \tabularnewline
17 & -0.066821 & -0.7289 & 0.233739 \tabularnewline
18 & -0.100071 & -1.0916 & 0.138598 \tabularnewline
19 & -0.083737 & -0.9135 & 0.181422 \tabularnewline
20 & -0.039779 & -0.4339 & 0.332561 \tabularnewline
21 & 0.063592 & 0.6937 & 0.24461 \tabularnewline
22 & 0.25506 & 2.7824 & 0.003139 \tabularnewline
23 & 0.480743 & 5.2443 & 0 \tabularnewline
24 & 0.573983 & 6.2614 & 0 \tabularnewline
25 & 0.387379 & 4.2258 & 2.3e-05 \tabularnewline
26 & 0.110088 & 1.2009 & 0.116085 \tabularnewline
27 & -0.094665 & -1.0327 & 0.151924 \tabularnewline
28 & -0.206351 & -2.251 & 0.01311 \tabularnewline
29 & -0.253547 & -2.7659 & 0.003292 \tabularnewline
30 & -0.282548 & -3.0822 & 0.001277 \tabularnewline
31 & -0.264162 & -2.8817 & 0.002347 \tabularnewline
32 & -0.222008 & -2.4218 & 0.008476 \tabularnewline
33 & -0.126156 & -1.3762 & 0.085673 \tabularnewline
34 & 0.047414 & 0.5172 & 0.30298 \tabularnewline
35 & 0.24301 & 2.6509 & 0.00456 \tabularnewline
36 & 0.313897 & 3.4242 & 0.000423 \tabularnewline
37 & 0.142231 & 1.5516 & 0.061711 \tabularnewline
38 & -0.099164 & -1.0818 & 0.140775 \tabularnewline
39 & -0.265847 & -2.9001 & 0.002222 \tabularnewline
40 & -0.349122 & -3.8085 & 0.000111 \tabularnewline
41 & -0.375939 & -4.101 & 3.8e-05 \tabularnewline
42 & -0.389831 & -4.2526 & 2.1e-05 \tabularnewline
43 & -0.364994 & -3.9816 & 5.9e-05 \tabularnewline
44 & -0.324663 & -3.5417 & 0.000284 \tabularnewline
45 & -0.235443 & -2.5684 & 0.005727 \tabularnewline
46 & -0.081473 & -0.8888 & 0.18796 \tabularnewline
47 & 0.087542 & 0.955 & 0.170765 \tabularnewline
48 & 0.14497 & 1.5814 & 0.058216 \tabularnewline
49 & 0.004134 & 0.0451 & 0.482055 \tabularnewline
50 & -0.189595 & -2.0682 & 0.020392 \tabularnewline
51 & -0.315012 & -3.4364 & 0.000406 \tabularnewline
52 & -0.372769 & -4.0664 & 4.3e-05 \tabularnewline
53 & -0.385258 & -4.2027 & 2.6e-05 \tabularnewline
54 & -0.385134 & -4.2013 & 2.6e-05 \tabularnewline
55 & -0.354495 & -3.8671 & 9e-05 \tabularnewline
56 & -0.313718 & -3.4223 & 0.000426 \tabularnewline
57 & -0.236686 & -2.5819 & 0.005519 \tabularnewline
58 & -0.106928 & -1.1665 & 0.122882 \tabularnewline
59 & 0.035936 & 0.392 & 0.347875 \tabularnewline
60 & 0.086427 & 0.9428 & 0.173844 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35190&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]0.818228[/C][C]8.9258[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.503416[/C][C]5.4916[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.258159[/C][C]2.8162[/C][C]0.002845[/C][/ROW]
[ROW][C]4[/C][C]0.12866[/C][C]1.4035[/C][C]0.081534[/C][/ROW]
[ROW][C]5[/C][C]0.073174[/C][C]0.7982[/C][C]0.213164[/C][/ROW]
[ROW][C]6[/C][C]0.04075[/C][C]0.4445[/C][C]0.328735[/C][/ROW]
[ROW][C]7[/C][C]0.064071[/C][C]0.6989[/C][C]0.24298[/C][/ROW]
[ROW][C]8[/C][C]0.116877[/C][C]1.275[/C][C]0.102401[/C][/ROW]
[ROW][C]9[/C][C]0.2355[/C][C]2.569[/C][C]0.005717[/C][/ROW]
[ROW][C]10[/C][C]0.450274[/C][C]4.9119[/C][C]1e-06[/C][/ROW]
[ROW][C]11[/C][C]0.714529[/C][C]7.7946[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.843482[/C][C]9.2013[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.651643[/C][C]7.1086[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.347585[/C][C]3.7917[/C][C]0.000118[/C][/ROW]
[ROW][C]15[/C][C]0.114604[/C][C]1.2502[/C][C]0.106843[/C][/ROW]
[ROW][C]16[/C][C]-0.013019[/C][C]-0.142[/C][C]0.443651[/C][/ROW]
[ROW][C]17[/C][C]-0.066821[/C][C]-0.7289[/C][C]0.233739[/C][/ROW]
[ROW][C]18[/C][C]-0.100071[/C][C]-1.0916[/C][C]0.138598[/C][/ROW]
[ROW][C]19[/C][C]-0.083737[/C][C]-0.9135[/C][C]0.181422[/C][/ROW]
[ROW][C]20[/C][C]-0.039779[/C][C]-0.4339[/C][C]0.332561[/C][/ROW]
[ROW][C]21[/C][C]0.063592[/C][C]0.6937[/C][C]0.24461[/C][/ROW]
[ROW][C]22[/C][C]0.25506[/C][C]2.7824[/C][C]0.003139[/C][/ROW]
[ROW][C]23[/C][C]0.480743[/C][C]5.2443[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.573983[/C][C]6.2614[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.387379[/C][C]4.2258[/C][C]2.3e-05[/C][/ROW]
[ROW][C]26[/C][C]0.110088[/C][C]1.2009[/C][C]0.116085[/C][/ROW]
[ROW][C]27[/C][C]-0.094665[/C][C]-1.0327[/C][C]0.151924[/C][/ROW]
[ROW][C]28[/C][C]-0.206351[/C][C]-2.251[/C][C]0.01311[/C][/ROW]
[ROW][C]29[/C][C]-0.253547[/C][C]-2.7659[/C][C]0.003292[/C][/ROW]
[ROW][C]30[/C][C]-0.282548[/C][C]-3.0822[/C][C]0.001277[/C][/ROW]
[ROW][C]31[/C][C]-0.264162[/C][C]-2.8817[/C][C]0.002347[/C][/ROW]
[ROW][C]32[/C][C]-0.222008[/C][C]-2.4218[/C][C]0.008476[/C][/ROW]
[ROW][C]33[/C][C]-0.126156[/C][C]-1.3762[/C][C]0.085673[/C][/ROW]
[ROW][C]34[/C][C]0.047414[/C][C]0.5172[/C][C]0.30298[/C][/ROW]
[ROW][C]35[/C][C]0.24301[/C][C]2.6509[/C][C]0.00456[/C][/ROW]
[ROW][C]36[/C][C]0.313897[/C][C]3.4242[/C][C]0.000423[/C][/ROW]
[ROW][C]37[/C][C]0.142231[/C][C]1.5516[/C][C]0.061711[/C][/ROW]
[ROW][C]38[/C][C]-0.099164[/C][C]-1.0818[/C][C]0.140775[/C][/ROW]
[ROW][C]39[/C][C]-0.265847[/C][C]-2.9001[/C][C]0.002222[/C][/ROW]
[ROW][C]40[/C][C]-0.349122[/C][C]-3.8085[/C][C]0.000111[/C][/ROW]
[ROW][C]41[/C][C]-0.375939[/C][C]-4.101[/C][C]3.8e-05[/C][/ROW]
[ROW][C]42[/C][C]-0.389831[/C][C]-4.2526[/C][C]2.1e-05[/C][/ROW]
[ROW][C]43[/C][C]-0.364994[/C][C]-3.9816[/C][C]5.9e-05[/C][/ROW]
[ROW][C]44[/C][C]-0.324663[/C][C]-3.5417[/C][C]0.000284[/C][/ROW]
[ROW][C]45[/C][C]-0.235443[/C][C]-2.5684[/C][C]0.005727[/C][/ROW]
[ROW][C]46[/C][C]-0.081473[/C][C]-0.8888[/C][C]0.18796[/C][/ROW]
[ROW][C]47[/C][C]0.087542[/C][C]0.955[/C][C]0.170765[/C][/ROW]
[ROW][C]48[/C][C]0.14497[/C][C]1.5814[/C][C]0.058216[/C][/ROW]
[ROW][C]49[/C][C]0.004134[/C][C]0.0451[/C][C]0.482055[/C][/ROW]
[ROW][C]50[/C][C]-0.189595[/C][C]-2.0682[/C][C]0.020392[/C][/ROW]
[ROW][C]51[/C][C]-0.315012[/C][C]-3.4364[/C][C]0.000406[/C][/ROW]
[ROW][C]52[/C][C]-0.372769[/C][C]-4.0664[/C][C]4.3e-05[/C][/ROW]
[ROW][C]53[/C][C]-0.385258[/C][C]-4.2027[/C][C]2.6e-05[/C][/ROW]
[ROW][C]54[/C][C]-0.385134[/C][C]-4.2013[/C][C]2.6e-05[/C][/ROW]
[ROW][C]55[/C][C]-0.354495[/C][C]-3.8671[/C][C]9e-05[/C][/ROW]
[ROW][C]56[/C][C]-0.313718[/C][C]-3.4223[/C][C]0.000426[/C][/ROW]
[ROW][C]57[/C][C]-0.236686[/C][C]-2.5819[/C][C]0.005519[/C][/ROW]
[ROW][C]58[/C][C]-0.106928[/C][C]-1.1665[/C][C]0.122882[/C][/ROW]
[ROW][C]59[/C][C]0.035936[/C][C]0.392[/C][C]0.347875[/C][/ROW]
[ROW][C]60[/C][C]0.086427[/C][C]0.9428[/C][C]0.173844[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35190&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35190&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	0.818228	8.9258	0
2	0.503416	5.4916	0
3	0.258159	2.8162	0.002845
4	0.12866	1.4035	0.081534
5	0.073174	0.7982	0.213164
6	0.04075	0.4445	0.328735
7	0.064071	0.6989	0.24298
8	0.116877	1.275	0.102401
9	0.2355	2.569	0.005717
10	0.450274	4.9119	1e-06
11	0.714529	7.7946	0
12	0.843482	9.2013	0
13	0.651643	7.1086	0
14	0.347585	3.7917	0.000118
15	0.114604	1.2502	0.106843
16	-0.013019	-0.142	0.443651
17	-0.066821	-0.7289	0.233739
18	-0.100071	-1.0916	0.138598
19	-0.083737	-0.9135	0.181422
20	-0.039779	-0.4339	0.332561
21	0.063592	0.6937	0.24461
22	0.25506	2.7824	0.003139
23	0.480743	5.2443	0
24	0.573983	6.2614	0
25	0.387379	4.2258	2.3e-05
26	0.110088	1.2009	0.116085
27	-0.094665	-1.0327	0.151924
28	-0.206351	-2.251	0.01311
29	-0.253547	-2.7659	0.003292
30	-0.282548	-3.0822	0.001277
31	-0.264162	-2.8817	0.002347
32	-0.222008	-2.4218	0.008476
33	-0.126156	-1.3762	0.085673
34	0.047414	0.5172	0.30298
35	0.24301	2.6509	0.00456
36	0.313897	3.4242	0.000423
37	0.142231	1.5516	0.061711
38	-0.099164	-1.0818	0.140775
39	-0.265847	-2.9001	0.002222
40	-0.349122	-3.8085	0.000111
41	-0.375939	-4.101	3.8e-05
42	-0.389831	-4.2526	2.1e-05
43	-0.364994	-3.9816	5.9e-05
44	-0.324663	-3.5417	0.000284
45	-0.235443	-2.5684	0.005727
46	-0.081473	-0.8888	0.18796
47	0.087542	0.955	0.170765
48	0.14497	1.5814	0.058216
49	0.004134	0.0451	0.482055
50	-0.189595	-2.0682	0.020392
51	-0.315012	-3.4364	0.000406
52	-0.372769	-4.0664	4.3e-05
53	-0.385258	-4.2027	2.6e-05
54	-0.385134	-4.2013	2.6e-05
55	-0.354495	-3.8671	9e-05
56	-0.313718	-3.4223	0.000426
57	-0.236686	-2.5819	0.005519
58	-0.106928	-1.1665	0.122882
59	0.035936	0.392	0.347875
60	0.086427	0.9428	0.173844

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.818228	8.9258	0
2	-0.502513	-5.4818	0
3	0.204134	2.2268	0.01392
4	-0.01233	-0.1345	0.446615
5	-0.010778	-0.1176	0.453303
6	-0.025732	-0.2807	0.389715
7	0.215778	2.3539	0.010109
8	-0.056757	-0.6191	0.268503
9	0.396617	4.3266	1.6e-05
10	0.387139	4.2232	2.4e-05
11	0.516105	5.63	0
12	-0.028229	-0.3079	0.379331
13	-0.658696	-7.1855	0
14	0.21405	2.335	0.010609
15	-0.176785	-1.9285	0.028088
16	-0.224225	-2.446	0.007954
17	0.052113	0.5685	0.285389
18	-0.109631	-1.1959	0.11705
19	-0.182112	-1.9866	0.024632
20	-0.102924	-1.1228	0.131898
21	-0.037188	-0.4057	0.342857
22	-0.064635	-0.7051	0.241067
23	-0.101773	-1.1102	0.134572
24	0.019242	0.2099	0.417051
25	0.011754	0.1282	0.449094
26	-0.020384	-0.2224	0.412206
27	0.054144	0.5906	0.277939
28	-0.00152	-0.0166	0.493399
29	-0.060741	-0.6626	0.254431
30	0.048278	0.5266	0.29971
31	0.03833	0.4181	0.338302
32	-0.102233	-1.1152	0.133499
33	0.056375	0.615	0.269871
34	-0.060454	-0.6595	0.255432
35	-0.048744	-0.5317	0.297952
36	-0.002646	-0.0289	0.488509
37	-0.01302	-0.142	0.443647
38	0.003559	0.0388	0.484548
39	0.029272	0.3193	0.375024
40	0.033995	0.3708	0.355707
41	0.071346	0.7783	0.218969
42	-0.021854	-0.2384	0.405992
43	0.022613	0.2467	0.402791
44	-0.034342	-0.3746	0.354303
45	0.01812	0.1977	0.421821
46	-0.122164	-1.3327	0.092596
47	0.060882	0.6641	0.253942
48	-0.034001	-0.3709	0.355683
49	0.140494	1.5326	0.064014
50	-0.107732	-1.1752	0.121128
51	0.044687	0.4875	0.313409
52	-0.032276	-0.3521	0.362697
53	-0.039008	-0.4255	0.335612
54	0.032306	0.3524	0.362573
55	0.030117	0.3285	0.371542
56	-0.023902	-0.2607	0.397373
57	-0.085782	-0.9358	0.175643
58	-0.023974	-0.2615	0.39707
59	0.018141	0.1979	0.421731
60	-0.050783	-0.554	0.290318

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.818228 & 8.9258 & 0 \tabularnewline
2 & -0.502513 & -5.4818 & 0 \tabularnewline
3 & 0.204134 & 2.2268 & 0.01392 \tabularnewline
4 & -0.01233 & -0.1345 & 0.446615 \tabularnewline
5 & -0.010778 & -0.1176 & 0.453303 \tabularnewline
6 & -0.025732 & -0.2807 & 0.389715 \tabularnewline
7 & 0.215778 & 2.3539 & 0.010109 \tabularnewline
8 & -0.056757 & -0.6191 & 0.268503 \tabularnewline
9 & 0.396617 & 4.3266 & 1.6e-05 \tabularnewline
10 & 0.387139 & 4.2232 & 2.4e-05 \tabularnewline
11 & 0.516105 & 5.63 & 0 \tabularnewline
12 & -0.028229 & -0.3079 & 0.379331 \tabularnewline
13 & -0.658696 & -7.1855 & 0 \tabularnewline
14 & 0.21405 & 2.335 & 0.010609 \tabularnewline
15 & -0.176785 & -1.9285 & 0.028088 \tabularnewline
16 & -0.224225 & -2.446 & 0.007954 \tabularnewline
17 & 0.052113 & 0.5685 & 0.285389 \tabularnewline
18 & -0.109631 & -1.1959 & 0.11705 \tabularnewline
19 & -0.182112 & -1.9866 & 0.024632 \tabularnewline
20 & -0.102924 & -1.1228 & 0.131898 \tabularnewline
21 & -0.037188 & -0.4057 & 0.342857 \tabularnewline
22 & -0.064635 & -0.7051 & 0.241067 \tabularnewline
23 & -0.101773 & -1.1102 & 0.134572 \tabularnewline
24 & 0.019242 & 0.2099 & 0.417051 \tabularnewline
25 & 0.011754 & 0.1282 & 0.449094 \tabularnewline
26 & -0.020384 & -0.2224 & 0.412206 \tabularnewline
27 & 0.054144 & 0.5906 & 0.277939 \tabularnewline
28 & -0.00152 & -0.0166 & 0.493399 \tabularnewline
29 & -0.060741 & -0.6626 & 0.254431 \tabularnewline
30 & 0.048278 & 0.5266 & 0.29971 \tabularnewline
31 & 0.03833 & 0.4181 & 0.338302 \tabularnewline
32 & -0.102233 & -1.1152 & 0.133499 \tabularnewline
33 & 0.056375 & 0.615 & 0.269871 \tabularnewline
34 & -0.060454 & -0.6595 & 0.255432 \tabularnewline
35 & -0.048744 & -0.5317 & 0.297952 \tabularnewline
36 & -0.002646 & -0.0289 & 0.488509 \tabularnewline
37 & -0.01302 & -0.142 & 0.443647 \tabularnewline
38 & 0.003559 & 0.0388 & 0.484548 \tabularnewline
39 & 0.029272 & 0.3193 & 0.375024 \tabularnewline
40 & 0.033995 & 0.3708 & 0.355707 \tabularnewline
41 & 0.071346 & 0.7783 & 0.218969 \tabularnewline
42 & -0.021854 & -0.2384 & 0.405992 \tabularnewline
43 & 0.022613 & 0.2467 & 0.402791 \tabularnewline
44 & -0.034342 & -0.3746 & 0.354303 \tabularnewline
45 & 0.01812 & 0.1977 & 0.421821 \tabularnewline
46 & -0.122164 & -1.3327 & 0.092596 \tabularnewline
47 & 0.060882 & 0.6641 & 0.253942 \tabularnewline
48 & -0.034001 & -0.3709 & 0.355683 \tabularnewline
49 & 0.140494 & 1.5326 & 0.064014 \tabularnewline
50 & -0.107732 & -1.1752 & 0.121128 \tabularnewline
51 & 0.044687 & 0.4875 & 0.313409 \tabularnewline
52 & -0.032276 & -0.3521 & 0.362697 \tabularnewline
53 & -0.039008 & -0.4255 & 0.335612 \tabularnewline
54 & 0.032306 & 0.3524 & 0.362573 \tabularnewline
55 & 0.030117 & 0.3285 & 0.371542 \tabularnewline
56 & -0.023902 & -0.2607 & 0.397373 \tabularnewline
57 & -0.085782 & -0.9358 & 0.175643 \tabularnewline
58 & -0.023974 & -0.2615 & 0.39707 \tabularnewline
59 & 0.018141 & 0.1979 & 0.421731 \tabularnewline
60 & -0.050783 & -0.554 & 0.290318 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35190&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]0.818228[/C][C]8.9258[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.502513[/C][C]-5.4818[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.204134[/C][C]2.2268[/C][C]0.01392[/C][/ROW]
[ROW][C]4[/C][C]-0.01233[/C][C]-0.1345[/C][C]0.446615[/C][/ROW]
[ROW][C]5[/C][C]-0.010778[/C][C]-0.1176[/C][C]0.453303[/C][/ROW]
[ROW][C]6[/C][C]-0.025732[/C][C]-0.2807[/C][C]0.389715[/C][/ROW]
[ROW][C]7[/C][C]0.215778[/C][C]2.3539[/C][C]0.010109[/C][/ROW]
[ROW][C]8[/C][C]-0.056757[/C][C]-0.6191[/C][C]0.268503[/C][/ROW]
[ROW][C]9[/C][C]0.396617[/C][C]4.3266[/C][C]1.6e-05[/C][/ROW]
[ROW][C]10[/C][C]0.387139[/C][C]4.2232[/C][C]2.4e-05[/C][/ROW]
[ROW][C]11[/C][C]0.516105[/C][C]5.63[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]-0.028229[/C][C]-0.3079[/C][C]0.379331[/C][/ROW]
[ROW][C]13[/C][C]-0.658696[/C][C]-7.1855[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.21405[/C][C]2.335[/C][C]0.010609[/C][/ROW]
[ROW][C]15[/C][C]-0.176785[/C][C]-1.9285[/C][C]0.028088[/C][/ROW]
[ROW][C]16[/C][C]-0.224225[/C][C]-2.446[/C][C]0.007954[/C][/ROW]
[ROW][C]17[/C][C]0.052113[/C][C]0.5685[/C][C]0.285389[/C][/ROW]
[ROW][C]18[/C][C]-0.109631[/C][C]-1.1959[/C][C]0.11705[/C][/ROW]
[ROW][C]19[/C][C]-0.182112[/C][C]-1.9866[/C][C]0.024632[/C][/ROW]
[ROW][C]20[/C][C]-0.102924[/C][C]-1.1228[/C][C]0.131898[/C][/ROW]
[ROW][C]21[/C][C]-0.037188[/C][C]-0.4057[/C][C]0.342857[/C][/ROW]
[ROW][C]22[/C][C]-0.064635[/C][C]-0.7051[/C][C]0.241067[/C][/ROW]
[ROW][C]23[/C][C]-0.101773[/C][C]-1.1102[/C][C]0.134572[/C][/ROW]
[ROW][C]24[/C][C]0.019242[/C][C]0.2099[/C][C]0.417051[/C][/ROW]
[ROW][C]25[/C][C]0.011754[/C][C]0.1282[/C][C]0.449094[/C][/ROW]
[ROW][C]26[/C][C]-0.020384[/C][C]-0.2224[/C][C]0.412206[/C][/ROW]
[ROW][C]27[/C][C]0.054144[/C][C]0.5906[/C][C]0.277939[/C][/ROW]
[ROW][C]28[/C][C]-0.00152[/C][C]-0.0166[/C][C]0.493399[/C][/ROW]
[ROW][C]29[/C][C]-0.060741[/C][C]-0.6626[/C][C]0.254431[/C][/ROW]
[ROW][C]30[/C][C]0.048278[/C][C]0.5266[/C][C]0.29971[/C][/ROW]
[ROW][C]31[/C][C]0.03833[/C][C]0.4181[/C][C]0.338302[/C][/ROW]
[ROW][C]32[/C][C]-0.102233[/C][C]-1.1152[/C][C]0.133499[/C][/ROW]
[ROW][C]33[/C][C]0.056375[/C][C]0.615[/C][C]0.269871[/C][/ROW]
[ROW][C]34[/C][C]-0.060454[/C][C]-0.6595[/C][C]0.255432[/C][/ROW]
[ROW][C]35[/C][C]-0.048744[/C][C]-0.5317[/C][C]0.297952[/C][/ROW]
[ROW][C]36[/C][C]-0.002646[/C][C]-0.0289[/C][C]0.488509[/C][/ROW]
[ROW][C]37[/C][C]-0.01302[/C][C]-0.142[/C][C]0.443647[/C][/ROW]
[ROW][C]38[/C][C]0.003559[/C][C]0.0388[/C][C]0.484548[/C][/ROW]
[ROW][C]39[/C][C]0.029272[/C][C]0.3193[/C][C]0.375024[/C][/ROW]
[ROW][C]40[/C][C]0.033995[/C][C]0.3708[/C][C]0.355707[/C][/ROW]
[ROW][C]41[/C][C]0.071346[/C][C]0.7783[/C][C]0.218969[/C][/ROW]
[ROW][C]42[/C][C]-0.021854[/C][C]-0.2384[/C][C]0.405992[/C][/ROW]
[ROW][C]43[/C][C]0.022613[/C][C]0.2467[/C][C]0.402791[/C][/ROW]
[ROW][C]44[/C][C]-0.034342[/C][C]-0.3746[/C][C]0.354303[/C][/ROW]
[ROW][C]45[/C][C]0.01812[/C][C]0.1977[/C][C]0.421821[/C][/ROW]
[ROW][C]46[/C][C]-0.122164[/C][C]-1.3327[/C][C]0.092596[/C][/ROW]
[ROW][C]47[/C][C]0.060882[/C][C]0.6641[/C][C]0.253942[/C][/ROW]
[ROW][C]48[/C][C]-0.034001[/C][C]-0.3709[/C][C]0.355683[/C][/ROW]
[ROW][C]49[/C][C]0.140494[/C][C]1.5326[/C][C]0.064014[/C][/ROW]
[ROW][C]50[/C][C]-0.107732[/C][C]-1.1752[/C][C]0.121128[/C][/ROW]
[ROW][C]51[/C][C]0.044687[/C][C]0.4875[/C][C]0.313409[/C][/ROW]
[ROW][C]52[/C][C]-0.032276[/C][C]-0.3521[/C][C]0.362697[/C][/ROW]
[ROW][C]53[/C][C]-0.039008[/C][C]-0.4255[/C][C]0.335612[/C][/ROW]
[ROW][C]54[/C][C]0.032306[/C][C]0.3524[/C][C]0.362573[/C][/ROW]
[ROW][C]55[/C][C]0.030117[/C][C]0.3285[/C][C]0.371542[/C][/ROW]
[ROW][C]56[/C][C]-0.023902[/C][C]-0.2607[/C][C]0.397373[/C][/ROW]
[ROW][C]57[/C][C]-0.085782[/C][C]-0.9358[/C][C]0.175643[/C][/ROW]
[ROW][C]58[/C][C]-0.023974[/C][C]-0.2615[/C][C]0.39707[/C][/ROW]
[ROW][C]59[/C][C]0.018141[/C][C]0.1979[/C][C]0.421731[/C][/ROW]
[ROW][C]60[/C][C]-0.050783[/C][C]-0.554[/C][C]0.290318[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35190&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35190&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	0.818228	8.9258	0
2	-0.502513	-5.4818	0
3	0.204134	2.2268	0.01392
4	-0.01233	-0.1345	0.446615
5	-0.010778	-0.1176	0.453303
6	-0.025732	-0.2807	0.389715
7	0.215778	2.3539	0.010109
8	-0.056757	-0.6191	0.268503
9	0.396617	4.3266	1.6e-05
10	0.387139	4.2232	2.4e-05
11	0.516105	5.63	0
12	-0.028229	-0.3079	0.379331
13	-0.658696	-7.1855	0
14	0.21405	2.335	0.010609
15	-0.176785	-1.9285	0.028088
16	-0.224225	-2.446	0.007954
17	0.052113	0.5685	0.285389
18	-0.109631	-1.1959	0.11705
19	-0.182112	-1.9866	0.024632
20	-0.102924	-1.1228	0.131898
21	-0.037188	-0.4057	0.342857
22	-0.064635	-0.7051	0.241067
23	-0.101773	-1.1102	0.134572
24	0.019242	0.2099	0.417051
25	0.011754	0.1282	0.449094
26	-0.020384	-0.2224	0.412206
27	0.054144	0.5906	0.277939
28	-0.00152	-0.0166	0.493399
29	-0.060741	-0.6626	0.254431
30	0.048278	0.5266	0.29971
31	0.03833	0.4181	0.338302
32	-0.102233	-1.1152	0.133499
33	0.056375	0.615	0.269871
34	-0.060454	-0.6595	0.255432
35	-0.048744	-0.5317	0.297952
36	-0.002646	-0.0289	0.488509
37	-0.01302	-0.142	0.443647
38	0.003559	0.0388	0.484548
39	0.029272	0.3193	0.375024
40	0.033995	0.3708	0.355707
41	0.071346	0.7783	0.218969
42	-0.021854	-0.2384	0.405992
43	0.022613	0.2467	0.402791
44	-0.034342	-0.3746	0.354303
45	0.01812	0.1977	0.421821
46	-0.122164	-1.3327	0.092596
47	0.060882	0.6641	0.253942
48	-0.034001	-0.3709	0.355683
49	0.140494	1.5326	0.064014
50	-0.107732	-1.1752	0.121128
51	0.044687	0.4875	0.313409
52	-0.032276	-0.3521	0.362697
53	-0.039008	-0.4255	0.335612
54	0.032306	0.3524	0.362573
55	0.030117	0.3285	0.371542
56	-0.023902	-0.2607	0.397373
57	-0.085782	-0.9358	0.175643
58	-0.023974	-0.2615	0.39707
59	0.018141	0.1979	0.421731
60	-0.050783	-0.554	0.290318

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 = 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