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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 19 Dec 2008 08:40:07 -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/t1229701307ehhukx9sod0cqex.htm/, Retrieved Wed, 15 May 2024 03:50:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35192, Retrieved Wed, 15 May 2024 03:50:27 +0000

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User-defined keywords

Estimated Impact

211

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] [bc937651ef42bf891200cf0e0edc7238]
-   P             [(Partial) Autocorrelation Function] [acf prof bach lam...] [2008-12-19 15:40:07] [21d7d81e7693ad6dde5aadefb1046611] [Current]
-   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] 

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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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35192&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35192&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35192&T=0

As an alternative you can also use a QR Code:

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

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.376455	4.0893	4e-05
2	-0.193388	-2.1007	0.018897
3	-0.311285	-3.3814	0.000489
4	-0.213983	-2.3245	0.010906
5	-0.08659	-0.9406	0.174414
6	-0.147006	-1.5969	0.056482
7	-0.068507	-0.7442	0.229126
8	-0.189909	-2.0629	0.020656
9	-0.280056	-3.0422	0.001448
10	-0.141977	-1.5423	0.062843
11	0.387364	4.2078	2.5e-05
12	0.895446	9.727	0
13	0.319563	3.4713	0.000362
14	-0.194623	-2.1141	0.018304
15	-0.278225	-3.0223	0.001539
16	-0.212394	-2.3072	0.011394
17	-0.08458	-0.9188	0.180043
18	-0.126151	-1.3703	0.08659
19	-0.06456	-0.7013	0.242248
20	-0.175509	-1.9065	0.029507
21	-0.251216	-2.7289	0.003664
22	-0.100382	-1.0904	0.138874
23	0.376698	4.092	3.9e-05
24	0.785693	8.5348	0
25	0.262117	2.8473	0.002601
26	-0.193854	-2.1058	0.018671
27	-0.248342	-2.6977	0.004003
28	-0.187726	-2.0392	0.021831
29	-0.078476	-0.8525	0.197841
30	-0.118636	-1.2887	0.10001
31	-0.055948	-0.6077	0.272261
32	-0.154464	-1.6779	0.048006
33	-0.220961	-2.4003	0.008974
34	-0.068505	-0.7442	0.229131
35	0.361054	3.9221	7.4e-05
36	0.679784	7.3843	0
37	0.204162	2.2178	0.014243
38	-0.20295	-2.2046	0.014711
39	-0.222306	-2.4149	0.008638
40	-0.166936	-1.8134	0.036157
41	-0.067072	-0.7286	0.233847
42	-0.0878	-0.9538	0.171079
43	-0.036702	-0.3987	0.345421
44	-0.136818	-1.4862	0.069943
45	-0.188715	-2.05	0.021292
46	-0.045025	-0.4891	0.31284
47	0.318889	3.464	0.000371
48	0.555821	6.0378	0
49	0.153663	1.6692	0.048864
50	-0.182693	-1.9846	0.024757
51	-0.18509	-2.0106	0.023324
52	-0.137846	-1.4974	0.068482
53	-0.059754	-0.6491	0.258768
54	-0.061959	-0.6731	0.251115
55	-0.020432	-0.2219	0.41237
56	-0.104988	-1.1405	0.128201
57	-0.155247	-1.6864	0.04718
58	-0.042991	-0.467	0.320681
59	0.262372	2.8501	0.00258
60	0.445969	4.8445	2e-06

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.376455 & 4.0893 & 4e-05 \tabularnewline
2 & -0.193388 & -2.1007 & 0.018897 \tabularnewline
3 & -0.311285 & -3.3814 & 0.000489 \tabularnewline
4 & -0.213983 & -2.3245 & 0.010906 \tabularnewline
5 & -0.08659 & -0.9406 & 0.174414 \tabularnewline
6 & -0.147006 & -1.5969 & 0.056482 \tabularnewline
7 & -0.068507 & -0.7442 & 0.229126 \tabularnewline
8 & -0.189909 & -2.0629 & 0.020656 \tabularnewline
9 & -0.280056 & -3.0422 & 0.001448 \tabularnewline
10 & -0.141977 & -1.5423 & 0.062843 \tabularnewline
11 & 0.387364 & 4.2078 & 2.5e-05 \tabularnewline
12 & 0.895446 & 9.727 & 0 \tabularnewline
13 & 0.319563 & 3.4713 & 0.000362 \tabularnewline
14 & -0.194623 & -2.1141 & 0.018304 \tabularnewline
15 & -0.278225 & -3.0223 & 0.001539 \tabularnewline
16 & -0.212394 & -2.3072 & 0.011394 \tabularnewline
17 & -0.08458 & -0.9188 & 0.180043 \tabularnewline
18 & -0.126151 & -1.3703 & 0.08659 \tabularnewline
19 & -0.06456 & -0.7013 & 0.242248 \tabularnewline
20 & -0.175509 & -1.9065 & 0.029507 \tabularnewline
21 & -0.251216 & -2.7289 & 0.003664 \tabularnewline
22 & -0.100382 & -1.0904 & 0.138874 \tabularnewline
23 & 0.376698 & 4.092 & 3.9e-05 \tabularnewline
24 & 0.785693 & 8.5348 & 0 \tabularnewline
25 & 0.262117 & 2.8473 & 0.002601 \tabularnewline
26 & -0.193854 & -2.1058 & 0.018671 \tabularnewline
27 & -0.248342 & -2.6977 & 0.004003 \tabularnewline
28 & -0.187726 & -2.0392 & 0.021831 \tabularnewline
29 & -0.078476 & -0.8525 & 0.197841 \tabularnewline
30 & -0.118636 & -1.2887 & 0.10001 \tabularnewline
31 & -0.055948 & -0.6077 & 0.272261 \tabularnewline
32 & -0.154464 & -1.6779 & 0.048006 \tabularnewline
33 & -0.220961 & -2.4003 & 0.008974 \tabularnewline
34 & -0.068505 & -0.7442 & 0.229131 \tabularnewline
35 & 0.361054 & 3.9221 & 7.4e-05 \tabularnewline
36 & 0.679784 & 7.3843 & 0 \tabularnewline
37 & 0.204162 & 2.2178 & 0.014243 \tabularnewline
38 & -0.20295 & -2.2046 & 0.014711 \tabularnewline
39 & -0.222306 & -2.4149 & 0.008638 \tabularnewline
40 & -0.166936 & -1.8134 & 0.036157 \tabularnewline
41 & -0.067072 & -0.7286 & 0.233847 \tabularnewline
42 & -0.0878 & -0.9538 & 0.171079 \tabularnewline
43 & -0.036702 & -0.3987 & 0.345421 \tabularnewline
44 & -0.136818 & -1.4862 & 0.069943 \tabularnewline
45 & -0.188715 & -2.05 & 0.021292 \tabularnewline
46 & -0.045025 & -0.4891 & 0.31284 \tabularnewline
47 & 0.318889 & 3.464 & 0.000371 \tabularnewline
48 & 0.555821 & 6.0378 & 0 \tabularnewline
49 & 0.153663 & 1.6692 & 0.048864 \tabularnewline
50 & -0.182693 & -1.9846 & 0.024757 \tabularnewline
51 & -0.18509 & -2.0106 & 0.023324 \tabularnewline
52 & -0.137846 & -1.4974 & 0.068482 \tabularnewline
53 & -0.059754 & -0.6491 & 0.258768 \tabularnewline
54 & -0.061959 & -0.6731 & 0.251115 \tabularnewline
55 & -0.020432 & -0.2219 & 0.41237 \tabularnewline
56 & -0.104988 & -1.1405 & 0.128201 \tabularnewline
57 & -0.155247 & -1.6864 & 0.04718 \tabularnewline
58 & -0.042991 & -0.467 & 0.320681 \tabularnewline
59 & 0.262372 & 2.8501 & 0.00258 \tabularnewline
60 & 0.445969 & 4.8445 & 2e-06 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35192&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]0.376455[/C][C]4.0893[/C][C]4e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.193388[/C][C]-2.1007[/C][C]0.018897[/C][/ROW]
[ROW][C]3[/C][C]-0.311285[/C][C]-3.3814[/C][C]0.000489[/C][/ROW]
[ROW][C]4[/C][C]-0.213983[/C][C]-2.3245[/C][C]0.010906[/C][/ROW]
[ROW][C]5[/C][C]-0.08659[/C][C]-0.9406[/C][C]0.174414[/C][/ROW]
[ROW][C]6[/C][C]-0.147006[/C][C]-1.5969[/C][C]0.056482[/C][/ROW]
[ROW][C]7[/C][C]-0.068507[/C][C]-0.7442[/C][C]0.229126[/C][/ROW]
[ROW][C]8[/C][C]-0.189909[/C][C]-2.0629[/C][C]0.020656[/C][/ROW]
[ROW][C]9[/C][C]-0.280056[/C][C]-3.0422[/C][C]0.001448[/C][/ROW]
[ROW][C]10[/C][C]-0.141977[/C][C]-1.5423[/C][C]0.062843[/C][/ROW]
[ROW][C]11[/C][C]0.387364[/C][C]4.2078[/C][C]2.5e-05[/C][/ROW]
[ROW][C]12[/C][C]0.895446[/C][C]9.727[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.319563[/C][C]3.4713[/C][C]0.000362[/C][/ROW]
[ROW][C]14[/C][C]-0.194623[/C][C]-2.1141[/C][C]0.018304[/C][/ROW]
[ROW][C]15[/C][C]-0.278225[/C][C]-3.0223[/C][C]0.001539[/C][/ROW]
[ROW][C]16[/C][C]-0.212394[/C][C]-2.3072[/C][C]0.011394[/C][/ROW]
[ROW][C]17[/C][C]-0.08458[/C][C]-0.9188[/C][C]0.180043[/C][/ROW]
[ROW][C]18[/C][C]-0.126151[/C][C]-1.3703[/C][C]0.08659[/C][/ROW]
[ROW][C]19[/C][C]-0.06456[/C][C]-0.7013[/C][C]0.242248[/C][/ROW]
[ROW][C]20[/C][C]-0.175509[/C][C]-1.9065[/C][C]0.029507[/C][/ROW]
[ROW][C]21[/C][C]-0.251216[/C][C]-2.7289[/C][C]0.003664[/C][/ROW]
[ROW][C]22[/C][C]-0.100382[/C][C]-1.0904[/C][C]0.138874[/C][/ROW]
[ROW][C]23[/C][C]0.376698[/C][C]4.092[/C][C]3.9e-05[/C][/ROW]
[ROW][C]24[/C][C]0.785693[/C][C]8.5348[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.262117[/C][C]2.8473[/C][C]0.002601[/C][/ROW]
[ROW][C]26[/C][C]-0.193854[/C][C]-2.1058[/C][C]0.018671[/C][/ROW]
[ROW][C]27[/C][C]-0.248342[/C][C]-2.6977[/C][C]0.004003[/C][/ROW]
[ROW][C]28[/C][C]-0.187726[/C][C]-2.0392[/C][C]0.021831[/C][/ROW]
[ROW][C]29[/C][C]-0.078476[/C][C]-0.8525[/C][C]0.197841[/C][/ROW]
[ROW][C]30[/C][C]-0.118636[/C][C]-1.2887[/C][C]0.10001[/C][/ROW]
[ROW][C]31[/C][C]-0.055948[/C][C]-0.6077[/C][C]0.272261[/C][/ROW]
[ROW][C]32[/C][C]-0.154464[/C][C]-1.6779[/C][C]0.048006[/C][/ROW]
[ROW][C]33[/C][C]-0.220961[/C][C]-2.4003[/C][C]0.008974[/C][/ROW]
[ROW][C]34[/C][C]-0.068505[/C][C]-0.7442[/C][C]0.229131[/C][/ROW]
[ROW][C]35[/C][C]0.361054[/C][C]3.9221[/C][C]7.4e-05[/C][/ROW]
[ROW][C]36[/C][C]0.679784[/C][C]7.3843[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.204162[/C][C]2.2178[/C][C]0.014243[/C][/ROW]
[ROW][C]38[/C][C]-0.20295[/C][C]-2.2046[/C][C]0.014711[/C][/ROW]
[ROW][C]39[/C][C]-0.222306[/C][C]-2.4149[/C][C]0.008638[/C][/ROW]
[ROW][C]40[/C][C]-0.166936[/C][C]-1.8134[/C][C]0.036157[/C][/ROW]
[ROW][C]41[/C][C]-0.067072[/C][C]-0.7286[/C][C]0.233847[/C][/ROW]
[ROW][C]42[/C][C]-0.0878[/C][C]-0.9538[/C][C]0.171079[/C][/ROW]
[ROW][C]43[/C][C]-0.036702[/C][C]-0.3987[/C][C]0.345421[/C][/ROW]
[ROW][C]44[/C][C]-0.136818[/C][C]-1.4862[/C][C]0.069943[/C][/ROW]
[ROW][C]45[/C][C]-0.188715[/C][C]-2.05[/C][C]0.021292[/C][/ROW]
[ROW][C]46[/C][C]-0.045025[/C][C]-0.4891[/C][C]0.31284[/C][/ROW]
[ROW][C]47[/C][C]0.318889[/C][C]3.464[/C][C]0.000371[/C][/ROW]
[ROW][C]48[/C][C]0.555821[/C][C]6.0378[/C][C]0[/C][/ROW]
[ROW][C]49[/C][C]0.153663[/C][C]1.6692[/C][C]0.048864[/C][/ROW]
[ROW][C]50[/C][C]-0.182693[/C][C]-1.9846[/C][C]0.024757[/C][/ROW]
[ROW][C]51[/C][C]-0.18509[/C][C]-2.0106[/C][C]0.023324[/C][/ROW]
[ROW][C]52[/C][C]-0.137846[/C][C]-1.4974[/C][C]0.068482[/C][/ROW]
[ROW][C]53[/C][C]-0.059754[/C][C]-0.6491[/C][C]0.258768[/C][/ROW]
[ROW][C]54[/C][C]-0.061959[/C][C]-0.6731[/C][C]0.251115[/C][/ROW]
[ROW][C]55[/C][C]-0.020432[/C][C]-0.2219[/C][C]0.41237[/C][/ROW]
[ROW][C]56[/C][C]-0.104988[/C][C]-1.1405[/C][C]0.128201[/C][/ROW]
[ROW][C]57[/C][C]-0.155247[/C][C]-1.6864[/C][C]0.04718[/C][/ROW]
[ROW][C]58[/C][C]-0.042991[/C][C]-0.467[/C][C]0.320681[/C][/ROW]
[ROW][C]59[/C][C]0.262372[/C][C]2.8501[/C][C]0.00258[/C][/ROW]
[ROW][C]60[/C][C]0.445969[/C][C]4.8445[/C][C]2e-06[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35192&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35192&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	0.376455	4.0893	4e-05
2	-0.193388	-2.1007	0.018897
3	-0.311285	-3.3814	0.000489
4	-0.213983	-2.3245	0.010906
5	-0.08659	-0.9406	0.174414
6	-0.147006	-1.5969	0.056482
7	-0.068507	-0.7442	0.229126
8	-0.189909	-2.0629	0.020656
9	-0.280056	-3.0422	0.001448
10	-0.141977	-1.5423	0.062843
11	0.387364	4.2078	2.5e-05
12	0.895446	9.727	0
13	0.319563	3.4713	0.000362
14	-0.194623	-2.1141	0.018304
15	-0.278225	-3.0223	0.001539
16	-0.212394	-2.3072	0.011394
17	-0.08458	-0.9188	0.180043
18	-0.126151	-1.3703	0.08659
19	-0.06456	-0.7013	0.242248
20	-0.175509	-1.9065	0.029507
21	-0.251216	-2.7289	0.003664
22	-0.100382	-1.0904	0.138874
23	0.376698	4.092	3.9e-05
24	0.785693	8.5348	0
25	0.262117	2.8473	0.002601
26	-0.193854	-2.1058	0.018671
27	-0.248342	-2.6977	0.004003
28	-0.187726	-2.0392	0.021831
29	-0.078476	-0.8525	0.197841
30	-0.118636	-1.2887	0.10001
31	-0.055948	-0.6077	0.272261
32	-0.154464	-1.6779	0.048006
33	-0.220961	-2.4003	0.008974
34	-0.068505	-0.7442	0.229131
35	0.361054	3.9221	7.4e-05
36	0.679784	7.3843	0
37	0.204162	2.2178	0.014243
38	-0.20295	-2.2046	0.014711
39	-0.222306	-2.4149	0.008638
40	-0.166936	-1.8134	0.036157
41	-0.067072	-0.7286	0.233847
42	-0.0878	-0.9538	0.171079
43	-0.036702	-0.3987	0.345421
44	-0.136818	-1.4862	0.069943
45	-0.188715	-2.05	0.021292
46	-0.045025	-0.4891	0.31284
47	0.318889	3.464	0.000371
48	0.555821	6.0378	0
49	0.153663	1.6692	0.048864
50	-0.182693	-1.9846	0.024757
51	-0.18509	-2.0106	0.023324
52	-0.137846	-1.4974	0.068482
53	-0.059754	-0.6491	0.258768
54	-0.061959	-0.6731	0.251115
55	-0.020432	-0.2219	0.41237
56	-0.104988	-1.1405	0.128201
57	-0.155247	-1.6864	0.04718
58	-0.042991	-0.467	0.320681
59	0.262372	2.8501	0.00258
60	0.445969	4.8445	2e-06

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.376455	4.0893	4e-05
2	-0.390438	-4.2412	2.2e-05
3	-0.08671	-0.9419	0.174082
4	-0.132512	-1.4395	0.076335
5	-0.084966	-0.923	0.178954
6	-0.274812	-2.9852	0.001723
7	-0.007478	-0.0812	0.467696
8	-0.472066	-5.128	1e-06
9	-0.386447	-4.1979	2.6e-05
10	-0.57737	-6.2718	0
11	0.023907	0.2597	0.397776
12	0.6471	7.0293	0
13	-0.229787	-2.4961	0.006968
14	0.172441	1.8732	0.031758
15	0.164017	1.7817	0.038687
16	-0.003961	-0.043	0.482875
17	0.19558	2.1245	0.017856
18	0.128208	1.3927	0.083166
19	0.012182	0.1323	0.447476
20	0.134837	1.4647	0.07283
21	0.10193	1.1072	0.135221
22	0.016245	0.1765	0.430115
23	0.03441	0.3738	0.354616
24	-0.03715	-0.4035	0.343638
25	-0.045335	-0.4925	0.311653
26	-0.062358	-0.6774	0.249744
27	-0.067844	-0.737	0.231299
28	0.012491	0.1357	0.446148
29	-0.120388	-1.3077	0.096751
30	-0.118875	-1.2913	0.09956
31	0.038652	0.4199	0.337674
32	-0.094858	-1.0304	0.152461
33	-0.013573	-0.1474	0.441519
34	0.006744	0.0733	0.470861
35	-0.023348	-0.2536	0.400114
36	-0.047345	-0.5143	0.304002
37	0.022578	0.2453	0.403341
38	-0.130234	-1.4147	0.079894
39	-0.008	-0.0869	0.465448
40	-0.125697	-1.3654	0.087359
41	-0.044488	-0.4833	0.314903
42	0.02766	0.3005	0.382176
43	-0.057604	-0.6257	0.266346
44	-0.030915	-0.3358	0.368799
45	0.123916	1.3461	0.09043
46	-0.095288	-1.0351	0.151372
47	-0.025572	-0.2778	0.390833
48	-0.1089	-1.183	0.119601
49	-0.028415	-0.3087	0.379062
50	0.013168	0.143	0.443249
51	-0.021386	-0.2323	0.408347
52	-0.017163	-0.1864	0.426212
53	-0.01664	-0.1808	0.428434
54	-0.057929	-0.6293	0.265193
55	0.053699	0.5833	0.280396
56	0.09502	1.0322	0.152048
57	-0.011178	-0.1214	0.451779
58	0.027986	0.304	0.380829
59	0.043014	0.4673	0.32059
60	-0.032239	-0.3502	0.363404

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.376455 & 4.0893 & 4e-05 \tabularnewline
2 & -0.390438 & -4.2412 & 2.2e-05 \tabularnewline
3 & -0.08671 & -0.9419 & 0.174082 \tabularnewline
4 & -0.132512 & -1.4395 & 0.076335 \tabularnewline
5 & -0.084966 & -0.923 & 0.178954 \tabularnewline
6 & -0.274812 & -2.9852 & 0.001723 \tabularnewline
7 & -0.007478 & -0.0812 & 0.467696 \tabularnewline
8 & -0.472066 & -5.128 & 1e-06 \tabularnewline
9 & -0.386447 & -4.1979 & 2.6e-05 \tabularnewline
10 & -0.57737 & -6.2718 & 0 \tabularnewline
11 & 0.023907 & 0.2597 & 0.397776 \tabularnewline
12 & 0.6471 & 7.0293 & 0 \tabularnewline
13 & -0.229787 & -2.4961 & 0.006968 \tabularnewline
14 & 0.172441 & 1.8732 & 0.031758 \tabularnewline
15 & 0.164017 & 1.7817 & 0.038687 \tabularnewline
16 & -0.003961 & -0.043 & 0.482875 \tabularnewline
17 & 0.19558 & 2.1245 & 0.017856 \tabularnewline
18 & 0.128208 & 1.3927 & 0.083166 \tabularnewline
19 & 0.012182 & 0.1323 & 0.447476 \tabularnewline
20 & 0.134837 & 1.4647 & 0.07283 \tabularnewline
21 & 0.10193 & 1.1072 & 0.135221 \tabularnewline
22 & 0.016245 & 0.1765 & 0.430115 \tabularnewline
23 & 0.03441 & 0.3738 & 0.354616 \tabularnewline
24 & -0.03715 & -0.4035 & 0.343638 \tabularnewline
25 & -0.045335 & -0.4925 & 0.311653 \tabularnewline
26 & -0.062358 & -0.6774 & 0.249744 \tabularnewline
27 & -0.067844 & -0.737 & 0.231299 \tabularnewline
28 & 0.012491 & 0.1357 & 0.446148 \tabularnewline
29 & -0.120388 & -1.3077 & 0.096751 \tabularnewline
30 & -0.118875 & -1.2913 & 0.09956 \tabularnewline
31 & 0.038652 & 0.4199 & 0.337674 \tabularnewline
32 & -0.094858 & -1.0304 & 0.152461 \tabularnewline
33 & -0.013573 & -0.1474 & 0.441519 \tabularnewline
34 & 0.006744 & 0.0733 & 0.470861 \tabularnewline
35 & -0.023348 & -0.2536 & 0.400114 \tabularnewline
36 & -0.047345 & -0.5143 & 0.304002 \tabularnewline
37 & 0.022578 & 0.2453 & 0.403341 \tabularnewline
38 & -0.130234 & -1.4147 & 0.079894 \tabularnewline
39 & -0.008 & -0.0869 & 0.465448 \tabularnewline
40 & -0.125697 & -1.3654 & 0.087359 \tabularnewline
41 & -0.044488 & -0.4833 & 0.314903 \tabularnewline
42 & 0.02766 & 0.3005 & 0.382176 \tabularnewline
43 & -0.057604 & -0.6257 & 0.266346 \tabularnewline
44 & -0.030915 & -0.3358 & 0.368799 \tabularnewline
45 & 0.123916 & 1.3461 & 0.09043 \tabularnewline
46 & -0.095288 & -1.0351 & 0.151372 \tabularnewline
47 & -0.025572 & -0.2778 & 0.390833 \tabularnewline
48 & -0.1089 & -1.183 & 0.119601 \tabularnewline
49 & -0.028415 & -0.3087 & 0.379062 \tabularnewline
50 & 0.013168 & 0.143 & 0.443249 \tabularnewline
51 & -0.021386 & -0.2323 & 0.408347 \tabularnewline
52 & -0.017163 & -0.1864 & 0.426212 \tabularnewline
53 & -0.01664 & -0.1808 & 0.428434 \tabularnewline
54 & -0.057929 & -0.6293 & 0.265193 \tabularnewline
55 & 0.053699 & 0.5833 & 0.280396 \tabularnewline
56 & 0.09502 & 1.0322 & 0.152048 \tabularnewline
57 & -0.011178 & -0.1214 & 0.451779 \tabularnewline
58 & 0.027986 & 0.304 & 0.380829 \tabularnewline
59 & 0.043014 & 0.4673 & 0.32059 \tabularnewline
60 & -0.032239 & -0.3502 & 0.363404 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35192&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]0.376455[/C][C]4.0893[/C][C]4e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.390438[/C][C]-4.2412[/C][C]2.2e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.08671[/C][C]-0.9419[/C][C]0.174082[/C][/ROW]
[ROW][C]4[/C][C]-0.132512[/C][C]-1.4395[/C][C]0.076335[/C][/ROW]
[ROW][C]5[/C][C]-0.084966[/C][C]-0.923[/C][C]0.178954[/C][/ROW]
[ROW][C]6[/C][C]-0.274812[/C][C]-2.9852[/C][C]0.001723[/C][/ROW]
[ROW][C]7[/C][C]-0.007478[/C][C]-0.0812[/C][C]0.467696[/C][/ROW]
[ROW][C]8[/C][C]-0.472066[/C][C]-5.128[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]-0.386447[/C][C]-4.1979[/C][C]2.6e-05[/C][/ROW]
[ROW][C]10[/C][C]-0.57737[/C][C]-6.2718[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.023907[/C][C]0.2597[/C][C]0.397776[/C][/ROW]
[ROW][C]12[/C][C]0.6471[/C][C]7.0293[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.229787[/C][C]-2.4961[/C][C]0.006968[/C][/ROW]
[ROW][C]14[/C][C]0.172441[/C][C]1.8732[/C][C]0.031758[/C][/ROW]
[ROW][C]15[/C][C]0.164017[/C][C]1.7817[/C][C]0.038687[/C][/ROW]
[ROW][C]16[/C][C]-0.003961[/C][C]-0.043[/C][C]0.482875[/C][/ROW]
[ROW][C]17[/C][C]0.19558[/C][C]2.1245[/C][C]0.017856[/C][/ROW]
[ROW][C]18[/C][C]0.128208[/C][C]1.3927[/C][C]0.083166[/C][/ROW]
[ROW][C]19[/C][C]0.012182[/C][C]0.1323[/C][C]0.447476[/C][/ROW]
[ROW][C]20[/C][C]0.134837[/C][C]1.4647[/C][C]0.07283[/C][/ROW]
[ROW][C]21[/C][C]0.10193[/C][C]1.1072[/C][C]0.135221[/C][/ROW]
[ROW][C]22[/C][C]0.016245[/C][C]0.1765[/C][C]0.430115[/C][/ROW]
[ROW][C]23[/C][C]0.03441[/C][C]0.3738[/C][C]0.354616[/C][/ROW]
[ROW][C]24[/C][C]-0.03715[/C][C]-0.4035[/C][C]0.343638[/C][/ROW]
[ROW][C]25[/C][C]-0.045335[/C][C]-0.4925[/C][C]0.311653[/C][/ROW]
[ROW][C]26[/C][C]-0.062358[/C][C]-0.6774[/C][C]0.249744[/C][/ROW]
[ROW][C]27[/C][C]-0.067844[/C][C]-0.737[/C][C]0.231299[/C][/ROW]
[ROW][C]28[/C][C]0.012491[/C][C]0.1357[/C][C]0.446148[/C][/ROW]
[ROW][C]29[/C][C]-0.120388[/C][C]-1.3077[/C][C]0.096751[/C][/ROW]
[ROW][C]30[/C][C]-0.118875[/C][C]-1.2913[/C][C]0.09956[/C][/ROW]
[ROW][C]31[/C][C]0.038652[/C][C]0.4199[/C][C]0.337674[/C][/ROW]
[ROW][C]32[/C][C]-0.094858[/C][C]-1.0304[/C][C]0.152461[/C][/ROW]
[ROW][C]33[/C][C]-0.013573[/C][C]-0.1474[/C][C]0.441519[/C][/ROW]
[ROW][C]34[/C][C]0.006744[/C][C]0.0733[/C][C]0.470861[/C][/ROW]
[ROW][C]35[/C][C]-0.023348[/C][C]-0.2536[/C][C]0.400114[/C][/ROW]
[ROW][C]36[/C][C]-0.047345[/C][C]-0.5143[/C][C]0.304002[/C][/ROW]
[ROW][C]37[/C][C]0.022578[/C][C]0.2453[/C][C]0.403341[/C][/ROW]
[ROW][C]38[/C][C]-0.130234[/C][C]-1.4147[/C][C]0.079894[/C][/ROW]
[ROW][C]39[/C][C]-0.008[/C][C]-0.0869[/C][C]0.465448[/C][/ROW]
[ROW][C]40[/C][C]-0.125697[/C][C]-1.3654[/C][C]0.087359[/C][/ROW]
[ROW][C]41[/C][C]-0.044488[/C][C]-0.4833[/C][C]0.314903[/C][/ROW]
[ROW][C]42[/C][C]0.02766[/C][C]0.3005[/C][C]0.382176[/C][/ROW]
[ROW][C]43[/C][C]-0.057604[/C][C]-0.6257[/C][C]0.266346[/C][/ROW]
[ROW][C]44[/C][C]-0.030915[/C][C]-0.3358[/C][C]0.368799[/C][/ROW]
[ROW][C]45[/C][C]0.123916[/C][C]1.3461[/C][C]0.09043[/C][/ROW]
[ROW][C]46[/C][C]-0.095288[/C][C]-1.0351[/C][C]0.151372[/C][/ROW]
[ROW][C]47[/C][C]-0.025572[/C][C]-0.2778[/C][C]0.390833[/C][/ROW]
[ROW][C]48[/C][C]-0.1089[/C][C]-1.183[/C][C]0.119601[/C][/ROW]
[ROW][C]49[/C][C]-0.028415[/C][C]-0.3087[/C][C]0.379062[/C][/ROW]
[ROW][C]50[/C][C]0.013168[/C][C]0.143[/C][C]0.443249[/C][/ROW]
[ROW][C]51[/C][C]-0.021386[/C][C]-0.2323[/C][C]0.408347[/C][/ROW]
[ROW][C]52[/C][C]-0.017163[/C][C]-0.1864[/C][C]0.426212[/C][/ROW]
[ROW][C]53[/C][C]-0.01664[/C][C]-0.1808[/C][C]0.428434[/C][/ROW]
[ROW][C]54[/C][C]-0.057929[/C][C]-0.6293[/C][C]0.265193[/C][/ROW]
[ROW][C]55[/C][C]0.053699[/C][C]0.5833[/C][C]0.280396[/C][/ROW]
[ROW][C]56[/C][C]0.09502[/C][C]1.0322[/C][C]0.152048[/C][/ROW]
[ROW][C]57[/C][C]-0.011178[/C][C]-0.1214[/C][C]0.451779[/C][/ROW]
[ROW][C]58[/C][C]0.027986[/C][C]0.304[/C][C]0.380829[/C][/ROW]
[ROW][C]59[/C][C]0.043014[/C][C]0.4673[/C][C]0.32059[/C][/ROW]
[ROW][C]60[/C][C]-0.032239[/C][C]-0.3502[/C][C]0.363404[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35192&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35192&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	0.376455	4.0893	4e-05
2	-0.390438	-4.2412	2.2e-05
3	-0.08671	-0.9419	0.174082
4	-0.132512	-1.4395	0.076335
5	-0.084966	-0.923	0.178954
6	-0.274812	-2.9852	0.001723
7	-0.007478	-0.0812	0.467696
8	-0.472066	-5.128	1e-06
9	-0.386447	-4.1979	2.6e-05
10	-0.57737	-6.2718	0
11	0.023907	0.2597	0.397776
12	0.6471	7.0293	0
13	-0.229787	-2.4961	0.006968
14	0.172441	1.8732	0.031758
15	0.164017	1.7817	0.038687
16	-0.003961	-0.043	0.482875
17	0.19558	2.1245	0.017856
18	0.128208	1.3927	0.083166
19	0.012182	0.1323	0.447476
20	0.134837	1.4647	0.07283
21	0.10193	1.1072	0.135221
22	0.016245	0.1765	0.430115
23	0.03441	0.3738	0.354616
24	-0.03715	-0.4035	0.343638
25	-0.045335	-0.4925	0.311653
26	-0.062358	-0.6774	0.249744
27	-0.067844	-0.737	0.231299
28	0.012491	0.1357	0.446148
29	-0.120388	-1.3077	0.096751
30	-0.118875	-1.2913	0.09956
31	0.038652	0.4199	0.337674
32	-0.094858	-1.0304	0.152461
33	-0.013573	-0.1474	0.441519
34	0.006744	0.0733	0.470861
35	-0.023348	-0.2536	0.400114
36	-0.047345	-0.5143	0.304002
37	0.022578	0.2453	0.403341
38	-0.130234	-1.4147	0.079894
39	-0.008	-0.0869	0.465448
40	-0.125697	-1.3654	0.087359
41	-0.044488	-0.4833	0.314903
42	0.02766	0.3005	0.382176
43	-0.057604	-0.6257	0.266346
44	-0.030915	-0.3358	0.368799
45	0.123916	1.3461	0.09043
46	-0.095288	-1.0351	0.151372
47	-0.025572	-0.2778	0.390833
48	-0.1089	-1.183	0.119601
49	-0.028415	-0.3087	0.379062
50	0.013168	0.143	0.443249
51	-0.021386	-0.2323	0.408347
52	-0.017163	-0.1864	0.426212
53	-0.01664	-0.1808	0.428434
54	-0.057929	-0.6293	0.265193
55	0.053699	0.5833	0.280396
56	0.09502	1.0322	0.152048
57	-0.011178	-0.1214	0.451779
58	0.027986	0.304	0.380829
59	0.043014	0.4673	0.32059
60	-0.032239	-0.3502	0.363404

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; 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