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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 19 Dec 2008 08:45:45 -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/t1229701583x5u9fxihxrdbmtc.htm/, Retrieved Wed, 15 May 2024 02:31:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35193, Retrieved Wed, 15 May 2024 02:31:57 +0000

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User-defined keywords

Estimated Impact

225

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] [bc937651ef42bf891200cf0e0edc7238]
-   P               [(Partial) Autocorrelation Function] [acf lambda = 1,1,1] [2008-12-19 15:45:45] [21d7d81e7693ad6dde5aadefb1046611] [Current]
-  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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35193&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35193&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35193&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.149928	-1.5436	0.062833
2	0.029169	0.3003	0.382262
3	-0.172716	-1.7782	0.039117
4	-0.01756	-0.1808	0.428437
5	-0.078236	-0.8055	0.211171
6	-0.036127	-0.372	0.355335
7	0.053352	0.5493	0.291979
8	-0.052499	-0.5405	0.294989
9	0.155356	1.5995	0.056344
10	0.075677	0.7791	0.218817
11	0.156569	1.612	0.05497
12	-0.144999	-1.4929	0.069222
13	0.055806	0.5746	0.283405
14	0.055646	0.5729	0.283958
15	-0.012984	-0.1337	0.446957
16	-0.111572	-1.1487	0.126631
17	-0.009494	-0.0977	0.461159
18	0.048794	0.5024	0.308226
19	-0.037051	-0.3815	0.351811
20	0.105684	1.0881	0.139512
21	0.039425	0.4059	0.342814
22	0.020479	0.2108	0.416707
23	-0.008058	-0.083	0.467021
24	0.049118	0.5057	0.307057
25	-0.050823	-0.5233	0.300945
26	-0.085094	-0.8761	0.19148
27	-0.036542	-0.3762	0.353753
28	0.088141	0.9075	0.183108
29	0.010059	0.1036	0.458857
30	-0.052508	-0.5406	0.294959
31	-0.058711	-0.6045	0.273411
32	0.046777	0.4816	0.315543
33	-0.123917	-1.2758	0.102407
34	0.061414	0.6323	0.264278
35	0.090268	0.9294	0.177404
36	0.016366	0.1685	0.433254
37	0.01886	0.1942	0.423205
38	-0.197225	-2.0306	0.022402
39	0.037346	0.3845	0.35069
40	-0.0644	-0.663	0.254372
41	0.055662	0.5731	0.283903
42	-0.079422	-0.8177	0.207681
43	0.055314	0.5695	0.285113
44	-0.050939	-0.5244	0.300532
45	0.041697	0.4293	0.334291
46	0.080149	0.8252	0.20556
47	-0.091513	-0.9422	0.174121
48	-0.129722	-1.3356	0.092276
49	0.023754	0.2446	0.403633
50	-0.032775	-0.3374	0.368228
51	-0.060379	-0.6216	0.267756
52	-0.021364	-0.22	0.413164
53	0.017731	0.1826	0.427747
54	0.037941	0.3906	0.348429
55	0.047749	0.4916	0.312008
56	-0.011878	-0.1223	0.451449
57	0.033412	0.344	0.365765
58	-0.097686	-1.0057	0.158416
59	-0.009711	-0.1	0.460276
60	-0.018602	-0.1915	0.424243

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.149928 & -1.5436 & 0.062833 \tabularnewline
2 & 0.029169 & 0.3003 & 0.382262 \tabularnewline
3 & -0.172716 & -1.7782 & 0.039117 \tabularnewline
4 & -0.01756 & -0.1808 & 0.428437 \tabularnewline
5 & -0.078236 & -0.8055 & 0.211171 \tabularnewline
6 & -0.036127 & -0.372 & 0.355335 \tabularnewline
7 & 0.053352 & 0.5493 & 0.291979 \tabularnewline
8 & -0.052499 & -0.5405 & 0.294989 \tabularnewline
9 & 0.155356 & 1.5995 & 0.056344 \tabularnewline
10 & 0.075677 & 0.7791 & 0.218817 \tabularnewline
11 & 0.156569 & 1.612 & 0.05497 \tabularnewline
12 & -0.144999 & -1.4929 & 0.069222 \tabularnewline
13 & 0.055806 & 0.5746 & 0.283405 \tabularnewline
14 & 0.055646 & 0.5729 & 0.283958 \tabularnewline
15 & -0.012984 & -0.1337 & 0.446957 \tabularnewline
16 & -0.111572 & -1.1487 & 0.126631 \tabularnewline
17 & -0.009494 & -0.0977 & 0.461159 \tabularnewline
18 & 0.048794 & 0.5024 & 0.308226 \tabularnewline
19 & -0.037051 & -0.3815 & 0.351811 \tabularnewline
20 & 0.105684 & 1.0881 & 0.139512 \tabularnewline
21 & 0.039425 & 0.4059 & 0.342814 \tabularnewline
22 & 0.020479 & 0.2108 & 0.416707 \tabularnewline
23 & -0.008058 & -0.083 & 0.467021 \tabularnewline
24 & 0.049118 & 0.5057 & 0.307057 \tabularnewline
25 & -0.050823 & -0.5233 & 0.300945 \tabularnewline
26 & -0.085094 & -0.8761 & 0.19148 \tabularnewline
27 & -0.036542 & -0.3762 & 0.353753 \tabularnewline
28 & 0.088141 & 0.9075 & 0.183108 \tabularnewline
29 & 0.010059 & 0.1036 & 0.458857 \tabularnewline
30 & -0.052508 & -0.5406 & 0.294959 \tabularnewline
31 & -0.058711 & -0.6045 & 0.273411 \tabularnewline
32 & 0.046777 & 0.4816 & 0.315543 \tabularnewline
33 & -0.123917 & -1.2758 & 0.102407 \tabularnewline
34 & 0.061414 & 0.6323 & 0.264278 \tabularnewline
35 & 0.090268 & 0.9294 & 0.177404 \tabularnewline
36 & 0.016366 & 0.1685 & 0.433254 \tabularnewline
37 & 0.01886 & 0.1942 & 0.423205 \tabularnewline
38 & -0.197225 & -2.0306 & 0.022402 \tabularnewline
39 & 0.037346 & 0.3845 & 0.35069 \tabularnewline
40 & -0.0644 & -0.663 & 0.254372 \tabularnewline
41 & 0.055662 & 0.5731 & 0.283903 \tabularnewline
42 & -0.079422 & -0.8177 & 0.207681 \tabularnewline
43 & 0.055314 & 0.5695 & 0.285113 \tabularnewline
44 & -0.050939 & -0.5244 & 0.300532 \tabularnewline
45 & 0.041697 & 0.4293 & 0.334291 \tabularnewline
46 & 0.080149 & 0.8252 & 0.20556 \tabularnewline
47 & -0.091513 & -0.9422 & 0.174121 \tabularnewline
48 & -0.129722 & -1.3356 & 0.092276 \tabularnewline
49 & 0.023754 & 0.2446 & 0.403633 \tabularnewline
50 & -0.032775 & -0.3374 & 0.368228 \tabularnewline
51 & -0.060379 & -0.6216 & 0.267756 \tabularnewline
52 & -0.021364 & -0.22 & 0.413164 \tabularnewline
53 & 0.017731 & 0.1826 & 0.427747 \tabularnewline
54 & 0.037941 & 0.3906 & 0.348429 \tabularnewline
55 & 0.047749 & 0.4916 & 0.312008 \tabularnewline
56 & -0.011878 & -0.1223 & 0.451449 \tabularnewline
57 & 0.033412 & 0.344 & 0.365765 \tabularnewline
58 & -0.097686 & -1.0057 & 0.158416 \tabularnewline
59 & -0.009711 & -0.1 & 0.460276 \tabularnewline
60 & -0.018602 & -0.1915 & 0.424243 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35193&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]-0.149928[/C][C]-1.5436[/C][C]0.062833[/C][/ROW]
[ROW][C]2[/C][C]0.029169[/C][C]0.3003[/C][C]0.382262[/C][/ROW]
[ROW][C]3[/C][C]-0.172716[/C][C]-1.7782[/C][C]0.039117[/C][/ROW]
[ROW][C]4[/C][C]-0.01756[/C][C]-0.1808[/C][C]0.428437[/C][/ROW]
[ROW][C]5[/C][C]-0.078236[/C][C]-0.8055[/C][C]0.211171[/C][/ROW]
[ROW][C]6[/C][C]-0.036127[/C][C]-0.372[/C][C]0.355335[/C][/ROW]
[ROW][C]7[/C][C]0.053352[/C][C]0.5493[/C][C]0.291979[/C][/ROW]
[ROW][C]8[/C][C]-0.052499[/C][C]-0.5405[/C][C]0.294989[/C][/ROW]
[ROW][C]9[/C][C]0.155356[/C][C]1.5995[/C][C]0.056344[/C][/ROW]
[ROW][C]10[/C][C]0.075677[/C][C]0.7791[/C][C]0.218817[/C][/ROW]
[ROW][C]11[/C][C]0.156569[/C][C]1.612[/C][C]0.05497[/C][/ROW]
[ROW][C]12[/C][C]-0.144999[/C][C]-1.4929[/C][C]0.069222[/C][/ROW]
[ROW][C]13[/C][C]0.055806[/C][C]0.5746[/C][C]0.283405[/C][/ROW]
[ROW][C]14[/C][C]0.055646[/C][C]0.5729[/C][C]0.283958[/C][/ROW]
[ROW][C]15[/C][C]-0.012984[/C][C]-0.1337[/C][C]0.446957[/C][/ROW]
[ROW][C]16[/C][C]-0.111572[/C][C]-1.1487[/C][C]0.126631[/C][/ROW]
[ROW][C]17[/C][C]-0.009494[/C][C]-0.0977[/C][C]0.461159[/C][/ROW]
[ROW][C]18[/C][C]0.048794[/C][C]0.5024[/C][C]0.308226[/C][/ROW]
[ROW][C]19[/C][C]-0.037051[/C][C]-0.3815[/C][C]0.351811[/C][/ROW]
[ROW][C]20[/C][C]0.105684[/C][C]1.0881[/C][C]0.139512[/C][/ROW]
[ROW][C]21[/C][C]0.039425[/C][C]0.4059[/C][C]0.342814[/C][/ROW]
[ROW][C]22[/C][C]0.020479[/C][C]0.2108[/C][C]0.416707[/C][/ROW]
[ROW][C]23[/C][C]-0.008058[/C][C]-0.083[/C][C]0.467021[/C][/ROW]
[ROW][C]24[/C][C]0.049118[/C][C]0.5057[/C][C]0.307057[/C][/ROW]
[ROW][C]25[/C][C]-0.050823[/C][C]-0.5233[/C][C]0.300945[/C][/ROW]
[ROW][C]26[/C][C]-0.085094[/C][C]-0.8761[/C][C]0.19148[/C][/ROW]
[ROW][C]27[/C][C]-0.036542[/C][C]-0.3762[/C][C]0.353753[/C][/ROW]
[ROW][C]28[/C][C]0.088141[/C][C]0.9075[/C][C]0.183108[/C][/ROW]
[ROW][C]29[/C][C]0.010059[/C][C]0.1036[/C][C]0.458857[/C][/ROW]
[ROW][C]30[/C][C]-0.052508[/C][C]-0.5406[/C][C]0.294959[/C][/ROW]
[ROW][C]31[/C][C]-0.058711[/C][C]-0.6045[/C][C]0.273411[/C][/ROW]
[ROW][C]32[/C][C]0.046777[/C][C]0.4816[/C][C]0.315543[/C][/ROW]
[ROW][C]33[/C][C]-0.123917[/C][C]-1.2758[/C][C]0.102407[/C][/ROW]
[ROW][C]34[/C][C]0.061414[/C][C]0.6323[/C][C]0.264278[/C][/ROW]
[ROW][C]35[/C][C]0.090268[/C][C]0.9294[/C][C]0.177404[/C][/ROW]
[ROW][C]36[/C][C]0.016366[/C][C]0.1685[/C][C]0.433254[/C][/ROW]
[ROW][C]37[/C][C]0.01886[/C][C]0.1942[/C][C]0.423205[/C][/ROW]
[ROW][C]38[/C][C]-0.197225[/C][C]-2.0306[/C][C]0.022402[/C][/ROW]
[ROW][C]39[/C][C]0.037346[/C][C]0.3845[/C][C]0.35069[/C][/ROW]
[ROW][C]40[/C][C]-0.0644[/C][C]-0.663[/C][C]0.254372[/C][/ROW]
[ROW][C]41[/C][C]0.055662[/C][C]0.5731[/C][C]0.283903[/C][/ROW]
[ROW][C]42[/C][C]-0.079422[/C][C]-0.8177[/C][C]0.207681[/C][/ROW]
[ROW][C]43[/C][C]0.055314[/C][C]0.5695[/C][C]0.285113[/C][/ROW]
[ROW][C]44[/C][C]-0.050939[/C][C]-0.5244[/C][C]0.300532[/C][/ROW]
[ROW][C]45[/C][C]0.041697[/C][C]0.4293[/C][C]0.334291[/C][/ROW]
[ROW][C]46[/C][C]0.080149[/C][C]0.8252[/C][C]0.20556[/C][/ROW]
[ROW][C]47[/C][C]-0.091513[/C][C]-0.9422[/C][C]0.174121[/C][/ROW]
[ROW][C]48[/C][C]-0.129722[/C][C]-1.3356[/C][C]0.092276[/C][/ROW]
[ROW][C]49[/C][C]0.023754[/C][C]0.2446[/C][C]0.403633[/C][/ROW]
[ROW][C]50[/C][C]-0.032775[/C][C]-0.3374[/C][C]0.368228[/C][/ROW]
[ROW][C]51[/C][C]-0.060379[/C][C]-0.6216[/C][C]0.267756[/C][/ROW]
[ROW][C]52[/C][C]-0.021364[/C][C]-0.22[/C][C]0.413164[/C][/ROW]
[ROW][C]53[/C][C]0.017731[/C][C]0.1826[/C][C]0.427747[/C][/ROW]
[ROW][C]54[/C][C]0.037941[/C][C]0.3906[/C][C]0.348429[/C][/ROW]
[ROW][C]55[/C][C]0.047749[/C][C]0.4916[/C][C]0.312008[/C][/ROW]
[ROW][C]56[/C][C]-0.011878[/C][C]-0.1223[/C][C]0.451449[/C][/ROW]
[ROW][C]57[/C][C]0.033412[/C][C]0.344[/C][C]0.365765[/C][/ROW]
[ROW][C]58[/C][C]-0.097686[/C][C]-1.0057[/C][C]0.158416[/C][/ROW]
[ROW][C]59[/C][C]-0.009711[/C][C]-0.1[/C][C]0.460276[/C][/ROW]
[ROW][C]60[/C][C]-0.018602[/C][C]-0.1915[/C][C]0.424243[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35193&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35193&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	-0.149928	-1.5436	0.062833
2	0.029169	0.3003	0.382262
3	-0.172716	-1.7782	0.039117
4	-0.01756	-0.1808	0.428437
5	-0.078236	-0.8055	0.211171
6	-0.036127	-0.372	0.355335
7	0.053352	0.5493	0.291979
8	-0.052499	-0.5405	0.294989
9	0.155356	1.5995	0.056344
10	0.075677	0.7791	0.218817
11	0.156569	1.612	0.05497
12	-0.144999	-1.4929	0.069222
13	0.055806	0.5746	0.283405
14	0.055646	0.5729	0.283958
15	-0.012984	-0.1337	0.446957
16	-0.111572	-1.1487	0.126631
17	-0.009494	-0.0977	0.461159
18	0.048794	0.5024	0.308226
19	-0.037051	-0.3815	0.351811
20	0.105684	1.0881	0.139512
21	0.039425	0.4059	0.342814
22	0.020479	0.2108	0.416707
23	-0.008058	-0.083	0.467021
24	0.049118	0.5057	0.307057
25	-0.050823	-0.5233	0.300945
26	-0.085094	-0.8761	0.19148
27	-0.036542	-0.3762	0.353753
28	0.088141	0.9075	0.183108
29	0.010059	0.1036	0.458857
30	-0.052508	-0.5406	0.294959
31	-0.058711	-0.6045	0.273411
32	0.046777	0.4816	0.315543
33	-0.123917	-1.2758	0.102407
34	0.061414	0.6323	0.264278
35	0.090268	0.9294	0.177404
36	0.016366	0.1685	0.433254
37	0.01886	0.1942	0.423205
38	-0.197225	-2.0306	0.022402
39	0.037346	0.3845	0.35069
40	-0.0644	-0.663	0.254372
41	0.055662	0.5731	0.283903
42	-0.079422	-0.8177	0.207681
43	0.055314	0.5695	0.285113
44	-0.050939	-0.5244	0.300532
45	0.041697	0.4293	0.334291
46	0.080149	0.8252	0.20556
47	-0.091513	-0.9422	0.174121
48	-0.129722	-1.3356	0.092276
49	0.023754	0.2446	0.403633
50	-0.032775	-0.3374	0.368228
51	-0.060379	-0.6216	0.267756
52	-0.021364	-0.22	0.413164
53	0.017731	0.1826	0.427747
54	0.037941	0.3906	0.348429
55	0.047749	0.4916	0.312008
56	-0.011878	-0.1223	0.451449
57	0.033412	0.344	0.365765
58	-0.097686	-1.0057	0.158416
59	-0.009711	-0.1	0.460276
60	-0.018602	-0.1915	0.424243

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.149928	-1.5436	0.062833
2	0.006845	0.0705	0.471975
3	-0.171203	-1.7626	0.040422
4	-0.071878	-0.74	0.230459
5	-0.095316	-0.9813	0.16433
6	-0.099771	-1.0272	0.153332
7	0.013441	0.1384	0.445099
8	-0.08252	-0.8496	0.198732
9	0.110845	1.1412	0.128175
10	0.126558	1.303	0.0977
11	0.18713	1.9266	0.028352
12	-0.033741	-0.3474	0.364497
13	0.093282	0.9604	0.169519
14	0.18865	1.9423	0.027379
15	0.068105	0.7012	0.242361
16	-0.065391	-0.6732	0.251131
17	0.007174	0.0739	0.470631
18	0.041595	0.4282	0.334671
19	-0.063281	-0.6515	0.258062
20	0.00157	0.0162	0.493566
21	0.035067	0.361	0.359394
22	-0.003952	-0.0407	0.483811
23	0.006389	0.0658	0.473839
24	0.00966	0.0995	0.460481
25	-0.025611	-0.2637	0.396268
26	-0.043302	-0.4458	0.328317
27	-0.054428	-0.5604	0.288205
28	0.042268	0.4352	0.33216
29	0.000327	0.0034	0.498659
30	-0.079248	-0.8159	0.208191
31	-0.154656	-1.5923	0.05715
32	-0.018378	-0.1892	0.425142
33	-0.183641	-1.8907	0.030698
34	-0.077338	-0.7962	0.213836
35	0.065073	0.67	0.252168
36	0.046905	0.4829	0.315077
37	0.056357	0.5802	0.281495
38	-0.223057	-2.2965	0.011806
39	-0.005998	-0.0618	0.475439
40	0.080067	0.8243	0.205798
41	0.024367	0.2509	0.401197
42	-0.097442	-1.0032	0.159017
43	0.018961	0.1952	0.422801
44	0.026658	0.2745	0.392132
45	-0.034227	-0.3524	0.362624
46	0.047039	0.4843	0.314587
47	0.021906	0.2255	0.411
48	-0.134855	-1.3884	0.083961
49	0.025934	0.267	0.39499
50	-0.105797	-1.0893	0.139257
51	-0.046584	-0.4796	0.316244
52	-0.045303	-0.4664	0.320936
53	0.001592	0.0164	0.493476
54	0.002872	0.0296	0.488232
55	0.046334	0.477	0.31716
56	-0.037948	-0.3907	0.348403
57	0.055404	0.5704	0.284802
58	0.034282	0.353	0.36241
59	0.026848	0.2764	0.391385
60	-0.017779	-0.183	0.427555

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.149928 & -1.5436 & 0.062833 \tabularnewline
2 & 0.006845 & 0.0705 & 0.471975 \tabularnewline
3 & -0.171203 & -1.7626 & 0.040422 \tabularnewline
4 & -0.071878 & -0.74 & 0.230459 \tabularnewline
5 & -0.095316 & -0.9813 & 0.16433 \tabularnewline
6 & -0.099771 & -1.0272 & 0.153332 \tabularnewline
7 & 0.013441 & 0.1384 & 0.445099 \tabularnewline
8 & -0.08252 & -0.8496 & 0.198732 \tabularnewline
9 & 0.110845 & 1.1412 & 0.128175 \tabularnewline
10 & 0.126558 & 1.303 & 0.0977 \tabularnewline
11 & 0.18713 & 1.9266 & 0.028352 \tabularnewline
12 & -0.033741 & -0.3474 & 0.364497 \tabularnewline
13 & 0.093282 & 0.9604 & 0.169519 \tabularnewline
14 & 0.18865 & 1.9423 & 0.027379 \tabularnewline
15 & 0.068105 & 0.7012 & 0.242361 \tabularnewline
16 & -0.065391 & -0.6732 & 0.251131 \tabularnewline
17 & 0.007174 & 0.0739 & 0.470631 \tabularnewline
18 & 0.041595 & 0.4282 & 0.334671 \tabularnewline
19 & -0.063281 & -0.6515 & 0.258062 \tabularnewline
20 & 0.00157 & 0.0162 & 0.493566 \tabularnewline
21 & 0.035067 & 0.361 & 0.359394 \tabularnewline
22 & -0.003952 & -0.0407 & 0.483811 \tabularnewline
23 & 0.006389 & 0.0658 & 0.473839 \tabularnewline
24 & 0.00966 & 0.0995 & 0.460481 \tabularnewline
25 & -0.025611 & -0.2637 & 0.396268 \tabularnewline
26 & -0.043302 & -0.4458 & 0.328317 \tabularnewline
27 & -0.054428 & -0.5604 & 0.288205 \tabularnewline
28 & 0.042268 & 0.4352 & 0.33216 \tabularnewline
29 & 0.000327 & 0.0034 & 0.498659 \tabularnewline
30 & -0.079248 & -0.8159 & 0.208191 \tabularnewline
31 & -0.154656 & -1.5923 & 0.05715 \tabularnewline
32 & -0.018378 & -0.1892 & 0.425142 \tabularnewline
33 & -0.183641 & -1.8907 & 0.030698 \tabularnewline
34 & -0.077338 & -0.7962 & 0.213836 \tabularnewline
35 & 0.065073 & 0.67 & 0.252168 \tabularnewline
36 & 0.046905 & 0.4829 & 0.315077 \tabularnewline
37 & 0.056357 & 0.5802 & 0.281495 \tabularnewline
38 & -0.223057 & -2.2965 & 0.011806 \tabularnewline
39 & -0.005998 & -0.0618 & 0.475439 \tabularnewline
40 & 0.080067 & 0.8243 & 0.205798 \tabularnewline
41 & 0.024367 & 0.2509 & 0.401197 \tabularnewline
42 & -0.097442 & -1.0032 & 0.159017 \tabularnewline
43 & 0.018961 & 0.1952 & 0.422801 \tabularnewline
44 & 0.026658 & 0.2745 & 0.392132 \tabularnewline
45 & -0.034227 & -0.3524 & 0.362624 \tabularnewline
46 & 0.047039 & 0.4843 & 0.314587 \tabularnewline
47 & 0.021906 & 0.2255 & 0.411 \tabularnewline
48 & -0.134855 & -1.3884 & 0.083961 \tabularnewline
49 & 0.025934 & 0.267 & 0.39499 \tabularnewline
50 & -0.105797 & -1.0893 & 0.139257 \tabularnewline
51 & -0.046584 & -0.4796 & 0.316244 \tabularnewline
52 & -0.045303 & -0.4664 & 0.320936 \tabularnewline
53 & 0.001592 & 0.0164 & 0.493476 \tabularnewline
54 & 0.002872 & 0.0296 & 0.488232 \tabularnewline
55 & 0.046334 & 0.477 & 0.31716 \tabularnewline
56 & -0.037948 & -0.3907 & 0.348403 \tabularnewline
57 & 0.055404 & 0.5704 & 0.284802 \tabularnewline
58 & 0.034282 & 0.353 & 0.36241 \tabularnewline
59 & 0.026848 & 0.2764 & 0.391385 \tabularnewline
60 & -0.017779 & -0.183 & 0.427555 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35193&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]-0.149928[/C][C]-1.5436[/C][C]0.062833[/C][/ROW]
[ROW][C]2[/C][C]0.006845[/C][C]0.0705[/C][C]0.471975[/C][/ROW]
[ROW][C]3[/C][C]-0.171203[/C][C]-1.7626[/C][C]0.040422[/C][/ROW]
[ROW][C]4[/C][C]-0.071878[/C][C]-0.74[/C][C]0.230459[/C][/ROW]
[ROW][C]5[/C][C]-0.095316[/C][C]-0.9813[/C][C]0.16433[/C][/ROW]
[ROW][C]6[/C][C]-0.099771[/C][C]-1.0272[/C][C]0.153332[/C][/ROW]
[ROW][C]7[/C][C]0.013441[/C][C]0.1384[/C][C]0.445099[/C][/ROW]
[ROW][C]8[/C][C]-0.08252[/C][C]-0.8496[/C][C]0.198732[/C][/ROW]
[ROW][C]9[/C][C]0.110845[/C][C]1.1412[/C][C]0.128175[/C][/ROW]
[ROW][C]10[/C][C]0.126558[/C][C]1.303[/C][C]0.0977[/C][/ROW]
[ROW][C]11[/C][C]0.18713[/C][C]1.9266[/C][C]0.028352[/C][/ROW]
[ROW][C]12[/C][C]-0.033741[/C][C]-0.3474[/C][C]0.364497[/C][/ROW]
[ROW][C]13[/C][C]0.093282[/C][C]0.9604[/C][C]0.169519[/C][/ROW]
[ROW][C]14[/C][C]0.18865[/C][C]1.9423[/C][C]0.027379[/C][/ROW]
[ROW][C]15[/C][C]0.068105[/C][C]0.7012[/C][C]0.242361[/C][/ROW]
[ROW][C]16[/C][C]-0.065391[/C][C]-0.6732[/C][C]0.251131[/C][/ROW]
[ROW][C]17[/C][C]0.007174[/C][C]0.0739[/C][C]0.470631[/C][/ROW]
[ROW][C]18[/C][C]0.041595[/C][C]0.4282[/C][C]0.334671[/C][/ROW]
[ROW][C]19[/C][C]-0.063281[/C][C]-0.6515[/C][C]0.258062[/C][/ROW]
[ROW][C]20[/C][C]0.00157[/C][C]0.0162[/C][C]0.493566[/C][/ROW]
[ROW][C]21[/C][C]0.035067[/C][C]0.361[/C][C]0.359394[/C][/ROW]
[ROW][C]22[/C][C]-0.003952[/C][C]-0.0407[/C][C]0.483811[/C][/ROW]
[ROW][C]23[/C][C]0.006389[/C][C]0.0658[/C][C]0.473839[/C][/ROW]
[ROW][C]24[/C][C]0.00966[/C][C]0.0995[/C][C]0.460481[/C][/ROW]
[ROW][C]25[/C][C]-0.025611[/C][C]-0.2637[/C][C]0.396268[/C][/ROW]
[ROW][C]26[/C][C]-0.043302[/C][C]-0.4458[/C][C]0.328317[/C][/ROW]
[ROW][C]27[/C][C]-0.054428[/C][C]-0.5604[/C][C]0.288205[/C][/ROW]
[ROW][C]28[/C][C]0.042268[/C][C]0.4352[/C][C]0.33216[/C][/ROW]
[ROW][C]29[/C][C]0.000327[/C][C]0.0034[/C][C]0.498659[/C][/ROW]
[ROW][C]30[/C][C]-0.079248[/C][C]-0.8159[/C][C]0.208191[/C][/ROW]
[ROW][C]31[/C][C]-0.154656[/C][C]-1.5923[/C][C]0.05715[/C][/ROW]
[ROW][C]32[/C][C]-0.018378[/C][C]-0.1892[/C][C]0.425142[/C][/ROW]
[ROW][C]33[/C][C]-0.183641[/C][C]-1.8907[/C][C]0.030698[/C][/ROW]
[ROW][C]34[/C][C]-0.077338[/C][C]-0.7962[/C][C]0.213836[/C][/ROW]
[ROW][C]35[/C][C]0.065073[/C][C]0.67[/C][C]0.252168[/C][/ROW]
[ROW][C]36[/C][C]0.046905[/C][C]0.4829[/C][C]0.315077[/C][/ROW]
[ROW][C]37[/C][C]0.056357[/C][C]0.5802[/C][C]0.281495[/C][/ROW]
[ROW][C]38[/C][C]-0.223057[/C][C]-2.2965[/C][C]0.011806[/C][/ROW]
[ROW][C]39[/C][C]-0.005998[/C][C]-0.0618[/C][C]0.475439[/C][/ROW]
[ROW][C]40[/C][C]0.080067[/C][C]0.8243[/C][C]0.205798[/C][/ROW]
[ROW][C]41[/C][C]0.024367[/C][C]0.2509[/C][C]0.401197[/C][/ROW]
[ROW][C]42[/C][C]-0.097442[/C][C]-1.0032[/C][C]0.159017[/C][/ROW]
[ROW][C]43[/C][C]0.018961[/C][C]0.1952[/C][C]0.422801[/C][/ROW]
[ROW][C]44[/C][C]0.026658[/C][C]0.2745[/C][C]0.392132[/C][/ROW]
[ROW][C]45[/C][C]-0.034227[/C][C]-0.3524[/C][C]0.362624[/C][/ROW]
[ROW][C]46[/C][C]0.047039[/C][C]0.4843[/C][C]0.314587[/C][/ROW]
[ROW][C]47[/C][C]0.021906[/C][C]0.2255[/C][C]0.411[/C][/ROW]
[ROW][C]48[/C][C]-0.134855[/C][C]-1.3884[/C][C]0.083961[/C][/ROW]
[ROW][C]49[/C][C]0.025934[/C][C]0.267[/C][C]0.39499[/C][/ROW]
[ROW][C]50[/C][C]-0.105797[/C][C]-1.0893[/C][C]0.139257[/C][/ROW]
[ROW][C]51[/C][C]-0.046584[/C][C]-0.4796[/C][C]0.316244[/C][/ROW]
[ROW][C]52[/C][C]-0.045303[/C][C]-0.4664[/C][C]0.320936[/C][/ROW]
[ROW][C]53[/C][C]0.001592[/C][C]0.0164[/C][C]0.493476[/C][/ROW]
[ROW][C]54[/C][C]0.002872[/C][C]0.0296[/C][C]0.488232[/C][/ROW]
[ROW][C]55[/C][C]0.046334[/C][C]0.477[/C][C]0.31716[/C][/ROW]
[ROW][C]56[/C][C]-0.037948[/C][C]-0.3907[/C][C]0.348403[/C][/ROW]
[ROW][C]57[/C][C]0.055404[/C][C]0.5704[/C][C]0.284802[/C][/ROW]
[ROW][C]58[/C][C]0.034282[/C][C]0.353[/C][C]0.36241[/C][/ROW]
[ROW][C]59[/C][C]0.026848[/C][C]0.2764[/C][C]0.391385[/C][/ROW]
[ROW][C]60[/C][C]-0.017779[/C][C]-0.183[/C][C]0.427555[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35193&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35193&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	-0.149928	-1.5436	0.062833
2	0.006845	0.0705	0.471975
3	-0.171203	-1.7626	0.040422
4	-0.071878	-0.74	0.230459
5	-0.095316	-0.9813	0.16433
6	-0.099771	-1.0272	0.153332
7	0.013441	0.1384	0.445099
8	-0.08252	-0.8496	0.198732
9	0.110845	1.1412	0.128175
10	0.126558	1.303	0.0977
11	0.18713	1.9266	0.028352
12	-0.033741	-0.3474	0.364497
13	0.093282	0.9604	0.169519
14	0.18865	1.9423	0.027379
15	0.068105	0.7012	0.242361
16	-0.065391	-0.6732	0.251131
17	0.007174	0.0739	0.470631
18	0.041595	0.4282	0.334671
19	-0.063281	-0.6515	0.258062
20	0.00157	0.0162	0.493566
21	0.035067	0.361	0.359394
22	-0.003952	-0.0407	0.483811
23	0.006389	0.0658	0.473839
24	0.00966	0.0995	0.460481
25	-0.025611	-0.2637	0.396268
26	-0.043302	-0.4458	0.328317
27	-0.054428	-0.5604	0.288205
28	0.042268	0.4352	0.33216
29	0.000327	0.0034	0.498659
30	-0.079248	-0.8159	0.208191
31	-0.154656	-1.5923	0.05715
32	-0.018378	-0.1892	0.425142
33	-0.183641	-1.8907	0.030698
34	-0.077338	-0.7962	0.213836
35	0.065073	0.67	0.252168
36	0.046905	0.4829	0.315077
37	0.056357	0.5802	0.281495
38	-0.223057	-2.2965	0.011806
39	-0.005998	-0.0618	0.475439
40	0.080067	0.8243	0.205798
41	0.024367	0.2509	0.401197
42	-0.097442	-1.0032	0.159017
43	0.018961	0.1952	0.422801
44	0.026658	0.2745	0.392132
45	-0.034227	-0.3524	0.362624
46	0.047039	0.4843	0.314587
47	0.021906	0.2255	0.411
48	-0.134855	-1.3884	0.083961
49	0.025934	0.267	0.39499
50	-0.105797	-1.0893	0.139257
51	-0.046584	-0.4796	0.316244
52	-0.045303	-0.4664	0.320936
53	0.001592	0.0164	0.493476
54	0.002872	0.0296	0.488232
55	0.046334	0.477	0.31716
56	-0.037948	-0.3907	0.348403
57	0.055404	0.5704	0.284802
58	0.034282	0.353	0.36241
59	0.026848	0.2764	0.391385
60	-0.017779	-0.183	0.427555

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 = 1 ; par5 = 12 ;

Parameters (R input):

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

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

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

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code