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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 22 Dec 2008 03:01:15 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/22/t1229940123mi6yh66tk48r3q1.htm/, Retrieved Sun, 12 May 2024 13:48:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35972, Retrieved Sun, 12 May 2024 13:48:53 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

244

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [(Partial) Autocorrelation Function] [Taak 10 Stap 4] [2008-12-03 16:24:10] [6fea0e9a9b3b29a63badf2c274e82506]
-   P     [(Partial) Autocorrelation Function] [Identification an...] [2008-12-08 19:12:52] [79c17183721a40a589db5f9f561947d8]
- RMPD      [ARIMA Backward Selection] [arima backward el...] [2008-12-19 16:45:52] [44a98561a4b3e6ab8cd5a857b48b0914]
- RMPD        [(Partial) Autocorrelation Function] [(P)ACF olie] [2008-12-19 17:15:28] [44a98561a4b3e6ab8cd5a857b48b0914]
-   P             [(Partial) Autocorrelation Function] [pacf-acf olie] [2008-12-22 10:01:15] [1aceffc2fa350402d9e8f8edd757a2e8] [Current]

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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	4 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 & 4 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=35972&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]4 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=35972&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35972&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	4 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.341898	2.6483	0.005161
2	0.14612	1.1318	0.131102
3	0.049472	0.3832	0.35146
4	-0.093239	-0.7222	0.236481
5	-0.026311	-0.2038	0.419598
6	-0.165244	-1.28	0.10274
7	-0.028655	-0.222	0.412549
8	-0.073102	-0.5662	0.28667
9	-0.130185	-1.0084	0.158653
10	0.091029	0.7051	0.241735
11	0.048538	0.376	0.354131
12	-0.06581	-0.5098	0.306044
13	-0.095791	-0.742	0.230493
14	-0.065768	-0.5094	0.306157
15	0.081738	0.6331	0.264523
16	-0.117485	-0.91	0.183223
17	-0.106033	-0.8213	0.207354
18	-0.106216	-0.8227	0.206955
19	-0.155908	-1.2077	0.115959
20	-0.06463	-0.5006	0.309234
21	0.064357	0.4985	0.309974
22	0.137395	1.0643	0.145739
23	0.070319	0.5447	0.293995
24	0.065295	0.5058	0.307434
25	0.184704	1.4307	0.07885
26	0.13848	1.0727	0.14386
27	-0.011953	-0.0926	0.46327
28	-0.044249	-0.3428	0.366491
29	-0.073774	-0.5714	0.284915
30	-0.068834	-0.5332	0.297937
31	-0.059907	-0.464	0.322151
32	0.009178	0.0711	0.471779
33	0.037099	0.2874	0.387411
34	-0.057238	-0.4434	0.329548
35	0.092289	0.7149	0.238732
36	0.064866	0.5024	0.308596
37	0.071723	0.5556	0.290287
38	0.000922	0.0071	0.497163
39	-0.031642	-0.2451	0.40361
40	-0.026112	-0.2023	0.420197
41	-0.078479	-0.6079	0.272775
42	-0.001164	-0.009	0.496419
43	-0.11867	-0.9192	0.180833
44	-0.084244	-0.6526	0.258269
45	0.001703	0.0132	0.49476
46	0.041598	0.3222	0.374203
47	0.141027	1.0924	0.139514
48	0.033548	0.2599	0.39793
49	-0.086625	-0.671	0.252399
50	-0.031203	-0.2417	0.404918
51	-0.091241	-0.7068	0.241228
52	-0.014437	-0.1118	0.455667
53	-0.044274	-0.3429	0.366418
54	-0.073371	-0.5683	0.285966
55	-0.041022	-0.3178	0.375887
56	-0.037057	-0.287	0.387535
57	0.002125	0.0165	0.493461
58	-0.029174	-0.226	0.410992
59	-0.016375	-0.1268	0.449745
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.341898 & 2.6483 & 0.005161 \tabularnewline
2 & 0.14612 & 1.1318 & 0.131102 \tabularnewline
3 & 0.049472 & 0.3832 & 0.35146 \tabularnewline
4 & -0.093239 & -0.7222 & 0.236481 \tabularnewline
5 & -0.026311 & -0.2038 & 0.419598 \tabularnewline
6 & -0.165244 & -1.28 & 0.10274 \tabularnewline
7 & -0.028655 & -0.222 & 0.412549 \tabularnewline
8 & -0.073102 & -0.5662 & 0.28667 \tabularnewline
9 & -0.130185 & -1.0084 & 0.158653 \tabularnewline
10 & 0.091029 & 0.7051 & 0.241735 \tabularnewline
11 & 0.048538 & 0.376 & 0.354131 \tabularnewline
12 & -0.06581 & -0.5098 & 0.306044 \tabularnewline
13 & -0.095791 & -0.742 & 0.230493 \tabularnewline
14 & -0.065768 & -0.5094 & 0.306157 \tabularnewline
15 & 0.081738 & 0.6331 & 0.264523 \tabularnewline
16 & -0.117485 & -0.91 & 0.183223 \tabularnewline
17 & -0.106033 & -0.8213 & 0.207354 \tabularnewline
18 & -0.106216 & -0.8227 & 0.206955 \tabularnewline
19 & -0.155908 & -1.2077 & 0.115959 \tabularnewline
20 & -0.06463 & -0.5006 & 0.309234 \tabularnewline
21 & 0.064357 & 0.4985 & 0.309974 \tabularnewline
22 & 0.137395 & 1.0643 & 0.145739 \tabularnewline
23 & 0.070319 & 0.5447 & 0.293995 \tabularnewline
24 & 0.065295 & 0.5058 & 0.307434 \tabularnewline
25 & 0.184704 & 1.4307 & 0.07885 \tabularnewline
26 & 0.13848 & 1.0727 & 0.14386 \tabularnewline
27 & -0.011953 & -0.0926 & 0.46327 \tabularnewline
28 & -0.044249 & -0.3428 & 0.366491 \tabularnewline
29 & -0.073774 & -0.5714 & 0.284915 \tabularnewline
30 & -0.068834 & -0.5332 & 0.297937 \tabularnewline
31 & -0.059907 & -0.464 & 0.322151 \tabularnewline
32 & 0.009178 & 0.0711 & 0.471779 \tabularnewline
33 & 0.037099 & 0.2874 & 0.387411 \tabularnewline
34 & -0.057238 & -0.4434 & 0.329548 \tabularnewline
35 & 0.092289 & 0.7149 & 0.238732 \tabularnewline
36 & 0.064866 & 0.5024 & 0.308596 \tabularnewline
37 & 0.071723 & 0.5556 & 0.290287 \tabularnewline
38 & 0.000922 & 0.0071 & 0.497163 \tabularnewline
39 & -0.031642 & -0.2451 & 0.40361 \tabularnewline
40 & -0.026112 & -0.2023 & 0.420197 \tabularnewline
41 & -0.078479 & -0.6079 & 0.272775 \tabularnewline
42 & -0.001164 & -0.009 & 0.496419 \tabularnewline
43 & -0.11867 & -0.9192 & 0.180833 \tabularnewline
44 & -0.084244 & -0.6526 & 0.258269 \tabularnewline
45 & 0.001703 & 0.0132 & 0.49476 \tabularnewline
46 & 0.041598 & 0.3222 & 0.374203 \tabularnewline
47 & 0.141027 & 1.0924 & 0.139514 \tabularnewline
48 & 0.033548 & 0.2599 & 0.39793 \tabularnewline
49 & -0.086625 & -0.671 & 0.252399 \tabularnewline
50 & -0.031203 & -0.2417 & 0.404918 \tabularnewline
51 & -0.091241 & -0.7068 & 0.241228 \tabularnewline
52 & -0.014437 & -0.1118 & 0.455667 \tabularnewline
53 & -0.044274 & -0.3429 & 0.366418 \tabularnewline
54 & -0.073371 & -0.5683 & 0.285966 \tabularnewline
55 & -0.041022 & -0.3178 & 0.375887 \tabularnewline
56 & -0.037057 & -0.287 & 0.387535 \tabularnewline
57 & 0.002125 & 0.0165 & 0.493461 \tabularnewline
58 & -0.029174 & -0.226 & 0.410992 \tabularnewline
59 & -0.016375 & -0.1268 & 0.449745 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35972&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]0.341898[/C][C]2.6483[/C][C]0.005161[/C][/ROW]
[ROW][C]2[/C][C]0.14612[/C][C]1.1318[/C][C]0.131102[/C][/ROW]
[ROW][C]3[/C][C]0.049472[/C][C]0.3832[/C][C]0.35146[/C][/ROW]
[ROW][C]4[/C][C]-0.093239[/C][C]-0.7222[/C][C]0.236481[/C][/ROW]
[ROW][C]5[/C][C]-0.026311[/C][C]-0.2038[/C][C]0.419598[/C][/ROW]
[ROW][C]6[/C][C]-0.165244[/C][C]-1.28[/C][C]0.10274[/C][/ROW]
[ROW][C]7[/C][C]-0.028655[/C][C]-0.222[/C][C]0.412549[/C][/ROW]
[ROW][C]8[/C][C]-0.073102[/C][C]-0.5662[/C][C]0.28667[/C][/ROW]
[ROW][C]9[/C][C]-0.130185[/C][C]-1.0084[/C][C]0.158653[/C][/ROW]
[ROW][C]10[/C][C]0.091029[/C][C]0.7051[/C][C]0.241735[/C][/ROW]
[ROW][C]11[/C][C]0.048538[/C][C]0.376[/C][C]0.354131[/C][/ROW]
[ROW][C]12[/C][C]-0.06581[/C][C]-0.5098[/C][C]0.306044[/C][/ROW]
[ROW][C]13[/C][C]-0.095791[/C][C]-0.742[/C][C]0.230493[/C][/ROW]
[ROW][C]14[/C][C]-0.065768[/C][C]-0.5094[/C][C]0.306157[/C][/ROW]
[ROW][C]15[/C][C]0.081738[/C][C]0.6331[/C][C]0.264523[/C][/ROW]
[ROW][C]16[/C][C]-0.117485[/C][C]-0.91[/C][C]0.183223[/C][/ROW]
[ROW][C]17[/C][C]-0.106033[/C][C]-0.8213[/C][C]0.207354[/C][/ROW]
[ROW][C]18[/C][C]-0.106216[/C][C]-0.8227[/C][C]0.206955[/C][/ROW]
[ROW][C]19[/C][C]-0.155908[/C][C]-1.2077[/C][C]0.115959[/C][/ROW]
[ROW][C]20[/C][C]-0.06463[/C][C]-0.5006[/C][C]0.309234[/C][/ROW]
[ROW][C]21[/C][C]0.064357[/C][C]0.4985[/C][C]0.309974[/C][/ROW]
[ROW][C]22[/C][C]0.137395[/C][C]1.0643[/C][C]0.145739[/C][/ROW]
[ROW][C]23[/C][C]0.070319[/C][C]0.5447[/C][C]0.293995[/C][/ROW]
[ROW][C]24[/C][C]0.065295[/C][C]0.5058[/C][C]0.307434[/C][/ROW]
[ROW][C]25[/C][C]0.184704[/C][C]1.4307[/C][C]0.07885[/C][/ROW]
[ROW][C]26[/C][C]0.13848[/C][C]1.0727[/C][C]0.14386[/C][/ROW]
[ROW][C]27[/C][C]-0.011953[/C][C]-0.0926[/C][C]0.46327[/C][/ROW]
[ROW][C]28[/C][C]-0.044249[/C][C]-0.3428[/C][C]0.366491[/C][/ROW]
[ROW][C]29[/C][C]-0.073774[/C][C]-0.5714[/C][C]0.284915[/C][/ROW]
[ROW][C]30[/C][C]-0.068834[/C][C]-0.5332[/C][C]0.297937[/C][/ROW]
[ROW][C]31[/C][C]-0.059907[/C][C]-0.464[/C][C]0.322151[/C][/ROW]
[ROW][C]32[/C][C]0.009178[/C][C]0.0711[/C][C]0.471779[/C][/ROW]
[ROW][C]33[/C][C]0.037099[/C][C]0.2874[/C][C]0.387411[/C][/ROW]
[ROW][C]34[/C][C]-0.057238[/C][C]-0.4434[/C][C]0.329548[/C][/ROW]
[ROW][C]35[/C][C]0.092289[/C][C]0.7149[/C][C]0.238732[/C][/ROW]
[ROW][C]36[/C][C]0.064866[/C][C]0.5024[/C][C]0.308596[/C][/ROW]
[ROW][C]37[/C][C]0.071723[/C][C]0.5556[/C][C]0.290287[/C][/ROW]
[ROW][C]38[/C][C]0.000922[/C][C]0.0071[/C][C]0.497163[/C][/ROW]
[ROW][C]39[/C][C]-0.031642[/C][C]-0.2451[/C][C]0.40361[/C][/ROW]
[ROW][C]40[/C][C]-0.026112[/C][C]-0.2023[/C][C]0.420197[/C][/ROW]
[ROW][C]41[/C][C]-0.078479[/C][C]-0.6079[/C][C]0.272775[/C][/ROW]
[ROW][C]42[/C][C]-0.001164[/C][C]-0.009[/C][C]0.496419[/C][/ROW]
[ROW][C]43[/C][C]-0.11867[/C][C]-0.9192[/C][C]0.180833[/C][/ROW]
[ROW][C]44[/C][C]-0.084244[/C][C]-0.6526[/C][C]0.258269[/C][/ROW]
[ROW][C]45[/C][C]0.001703[/C][C]0.0132[/C][C]0.49476[/C][/ROW]
[ROW][C]46[/C][C]0.041598[/C][C]0.3222[/C][C]0.374203[/C][/ROW]
[ROW][C]47[/C][C]0.141027[/C][C]1.0924[/C][C]0.139514[/C][/ROW]
[ROW][C]48[/C][C]0.033548[/C][C]0.2599[/C][C]0.39793[/C][/ROW]
[ROW][C]49[/C][C]-0.086625[/C][C]-0.671[/C][C]0.252399[/C][/ROW]
[ROW][C]50[/C][C]-0.031203[/C][C]-0.2417[/C][C]0.404918[/C][/ROW]
[ROW][C]51[/C][C]-0.091241[/C][C]-0.7068[/C][C]0.241228[/C][/ROW]
[ROW][C]52[/C][C]-0.014437[/C][C]-0.1118[/C][C]0.455667[/C][/ROW]
[ROW][C]53[/C][C]-0.044274[/C][C]-0.3429[/C][C]0.366418[/C][/ROW]
[ROW][C]54[/C][C]-0.073371[/C][C]-0.5683[/C][C]0.285966[/C][/ROW]
[ROW][C]55[/C][C]-0.041022[/C][C]-0.3178[/C][C]0.375887[/C][/ROW]
[ROW][C]56[/C][C]-0.037057[/C][C]-0.287[/C][C]0.387535[/C][/ROW]
[ROW][C]57[/C][C]0.002125[/C][C]0.0165[/C][C]0.493461[/C][/ROW]
[ROW][C]58[/C][C]-0.029174[/C][C]-0.226[/C][C]0.410992[/C][/ROW]
[ROW][C]59[/C][C]-0.016375[/C][C]-0.1268[/C][C]0.449745[/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=35972&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35972&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	0.341898	2.6483	0.005161
2	0.14612	1.1318	0.131102
3	0.049472	0.3832	0.35146
4	-0.093239	-0.7222	0.236481
5	-0.026311	-0.2038	0.419598
6	-0.165244	-1.28	0.10274
7	-0.028655	-0.222	0.412549
8	-0.073102	-0.5662	0.28667
9	-0.130185	-1.0084	0.158653
10	0.091029	0.7051	0.241735
11	0.048538	0.376	0.354131
12	-0.06581	-0.5098	0.306044
13	-0.095791	-0.742	0.230493
14	-0.065768	-0.5094	0.306157
15	0.081738	0.6331	0.264523
16	-0.117485	-0.91	0.183223
17	-0.106033	-0.8213	0.207354
18	-0.106216	-0.8227	0.206955
19	-0.155908	-1.2077	0.115959
20	-0.06463	-0.5006	0.309234
21	0.064357	0.4985	0.309974
22	0.137395	1.0643	0.145739
23	0.070319	0.5447	0.293995
24	0.065295	0.5058	0.307434
25	0.184704	1.4307	0.07885
26	0.13848	1.0727	0.14386
27	-0.011953	-0.0926	0.46327
28	-0.044249	-0.3428	0.366491
29	-0.073774	-0.5714	0.284915
30	-0.068834	-0.5332	0.297937
31	-0.059907	-0.464	0.322151
32	0.009178	0.0711	0.471779
33	0.037099	0.2874	0.387411
34	-0.057238	-0.4434	0.329548
35	0.092289	0.7149	0.238732
36	0.064866	0.5024	0.308596
37	0.071723	0.5556	0.290287
38	0.000922	0.0071	0.497163
39	-0.031642	-0.2451	0.40361
40	-0.026112	-0.2023	0.420197
41	-0.078479	-0.6079	0.272775
42	-0.001164	-0.009	0.496419
43	-0.11867	-0.9192	0.180833
44	-0.084244	-0.6526	0.258269
45	0.001703	0.0132	0.49476
46	0.041598	0.3222	0.374203
47	0.141027	1.0924	0.139514
48	0.033548	0.2599	0.39793
49	-0.086625	-0.671	0.252399
50	-0.031203	-0.2417	0.404918
51	-0.091241	-0.7068	0.241228
52	-0.014437	-0.1118	0.455667
53	-0.044274	-0.3429	0.366418
54	-0.073371	-0.5683	0.285966
55	-0.041022	-0.3178	0.375887
56	-0.037057	-0.287	0.387535
57	0.002125	0.0165	0.493461
58	-0.029174	-0.226	0.410992
59	-0.016375	-0.1268	0.449745
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.341898	2.6483	0.005161
2	0.033095	0.2564	0.399278
3	-0.011504	-0.0891	0.464646
4	-0.125927	-0.9754	0.166633
5	0.047236	0.3659	0.357868
6	-0.172668	-1.3375	0.093057
7	0.097527	0.7554	0.226471
8	-0.098345	-0.7618	0.224589
9	-0.077368	-0.5993	0.275619
10	0.157821	1.2225	0.113154
11	0.003831	0.0297	0.488212
12	-0.172784	-1.3384	0.092912
13	-0.047936	-0.3713	0.355857
14	0.023343	0.1808	0.428562
15	0.108234	0.8384	0.202573
16	-0.197134	-1.527	0.066008
17	-0.062546	-0.4845	0.314906
18	-0.087711	-0.6794	0.249746
19	-0.023512	-0.1821	0.42805
20	-0.048142	-0.3729	0.355266
21	0.126595	0.9806	0.165364
22	0.021764	0.1686	0.433345
23	0.013218	0.1024	0.459396
24	0.017054	0.1321	0.447675
25	0.097711	0.7569	0.226045
26	0.025757	0.1995	0.421269
27	-0.056704	-0.4392	0.331038
28	-0.041799	-0.3238	0.373617
29	-0.015342	-0.1188	0.452899
30	-0.021623	-0.1675	0.433773
31	0.000363	0.0028	0.498884
32	-0.015623	-0.121	0.45204
33	0.038886	0.3012	0.382149
34	-0.048629	-0.3767	0.35387
35	0.146804	1.1371	0.13
36	-0.118674	-0.9192	0.180824
37	0.097563	0.7557	0.226387
38	-0.030718	-0.2379	0.406369
39	0.063045	0.4883	0.313543
40	-0.111516	-0.8638	0.19557
41	0.069159	0.5357	0.297072
42	0.032612	0.2526	0.400716
43	-0.161536	-1.2513	0.10785
44	0.030894	0.2393	0.405844
45	0.084412	0.6539	0.257853
46	-0.006492	-0.0503	0.480031
47	0.037071	0.2872	0.387492
48	-0.083667	-0.6481	0.259702
49	-0.109268	-0.8464	0.20035
50	-0.005615	-0.0435	0.482725
51	0.026709	0.2069	0.4184
52	-0.049953	-0.3869	0.350086
53	0.033706	0.2611	0.39746
54	-0.049553	-0.3838	0.351228
55	-0.000683	-0.0053	0.497898
56	-0.030907	-0.2394	0.405803
57	-0.093639	-0.7253	0.235536
58	-0.010303	-0.0798	0.46833
59	0.02342	0.1814	0.428329
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.341898 & 2.6483 & 0.005161 \tabularnewline
2 & 0.033095 & 0.2564 & 0.399278 \tabularnewline
3 & -0.011504 & -0.0891 & 0.464646 \tabularnewline
4 & -0.125927 & -0.9754 & 0.166633 \tabularnewline
5 & 0.047236 & 0.3659 & 0.357868 \tabularnewline
6 & -0.172668 & -1.3375 & 0.093057 \tabularnewline
7 & 0.097527 & 0.7554 & 0.226471 \tabularnewline
8 & -0.098345 & -0.7618 & 0.224589 \tabularnewline
9 & -0.077368 & -0.5993 & 0.275619 \tabularnewline
10 & 0.157821 & 1.2225 & 0.113154 \tabularnewline
11 & 0.003831 & 0.0297 & 0.488212 \tabularnewline
12 & -0.172784 & -1.3384 & 0.092912 \tabularnewline
13 & -0.047936 & -0.3713 & 0.355857 \tabularnewline
14 & 0.023343 & 0.1808 & 0.428562 \tabularnewline
15 & 0.108234 & 0.8384 & 0.202573 \tabularnewline
16 & -0.197134 & -1.527 & 0.066008 \tabularnewline
17 & -0.062546 & -0.4845 & 0.314906 \tabularnewline
18 & -0.087711 & -0.6794 & 0.249746 \tabularnewline
19 & -0.023512 & -0.1821 & 0.42805 \tabularnewline
20 & -0.048142 & -0.3729 & 0.355266 \tabularnewline
21 & 0.126595 & 0.9806 & 0.165364 \tabularnewline
22 & 0.021764 & 0.1686 & 0.433345 \tabularnewline
23 & 0.013218 & 0.1024 & 0.459396 \tabularnewline
24 & 0.017054 & 0.1321 & 0.447675 \tabularnewline
25 & 0.097711 & 0.7569 & 0.226045 \tabularnewline
26 & 0.025757 & 0.1995 & 0.421269 \tabularnewline
27 & -0.056704 & -0.4392 & 0.331038 \tabularnewline
28 & -0.041799 & -0.3238 & 0.373617 \tabularnewline
29 & -0.015342 & -0.1188 & 0.452899 \tabularnewline
30 & -0.021623 & -0.1675 & 0.433773 \tabularnewline
31 & 0.000363 & 0.0028 & 0.498884 \tabularnewline
32 & -0.015623 & -0.121 & 0.45204 \tabularnewline
33 & 0.038886 & 0.3012 & 0.382149 \tabularnewline
34 & -0.048629 & -0.3767 & 0.35387 \tabularnewline
35 & 0.146804 & 1.1371 & 0.13 \tabularnewline
36 & -0.118674 & -0.9192 & 0.180824 \tabularnewline
37 & 0.097563 & 0.7557 & 0.226387 \tabularnewline
38 & -0.030718 & -0.2379 & 0.406369 \tabularnewline
39 & 0.063045 & 0.4883 & 0.313543 \tabularnewline
40 & -0.111516 & -0.8638 & 0.19557 \tabularnewline
41 & 0.069159 & 0.5357 & 0.297072 \tabularnewline
42 & 0.032612 & 0.2526 & 0.400716 \tabularnewline
43 & -0.161536 & -1.2513 & 0.10785 \tabularnewline
44 & 0.030894 & 0.2393 & 0.405844 \tabularnewline
45 & 0.084412 & 0.6539 & 0.257853 \tabularnewline
46 & -0.006492 & -0.0503 & 0.480031 \tabularnewline
47 & 0.037071 & 0.2872 & 0.387492 \tabularnewline
48 & -0.083667 & -0.6481 & 0.259702 \tabularnewline
49 & -0.109268 & -0.8464 & 0.20035 \tabularnewline
50 & -0.005615 & -0.0435 & 0.482725 \tabularnewline
51 & 0.026709 & 0.2069 & 0.4184 \tabularnewline
52 & -0.049953 & -0.3869 & 0.350086 \tabularnewline
53 & 0.033706 & 0.2611 & 0.39746 \tabularnewline
54 & -0.049553 & -0.3838 & 0.351228 \tabularnewline
55 & -0.000683 & -0.0053 & 0.497898 \tabularnewline
56 & -0.030907 & -0.2394 & 0.405803 \tabularnewline
57 & -0.093639 & -0.7253 & 0.235536 \tabularnewline
58 & -0.010303 & -0.0798 & 0.46833 \tabularnewline
59 & 0.02342 & 0.1814 & 0.428329 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35972&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]0.341898[/C][C]2.6483[/C][C]0.005161[/C][/ROW]
[ROW][C]2[/C][C]0.033095[/C][C]0.2564[/C][C]0.399278[/C][/ROW]
[ROW][C]3[/C][C]-0.011504[/C][C]-0.0891[/C][C]0.464646[/C][/ROW]
[ROW][C]4[/C][C]-0.125927[/C][C]-0.9754[/C][C]0.166633[/C][/ROW]
[ROW][C]5[/C][C]0.047236[/C][C]0.3659[/C][C]0.357868[/C][/ROW]
[ROW][C]6[/C][C]-0.172668[/C][C]-1.3375[/C][C]0.093057[/C][/ROW]
[ROW][C]7[/C][C]0.097527[/C][C]0.7554[/C][C]0.226471[/C][/ROW]
[ROW][C]8[/C][C]-0.098345[/C][C]-0.7618[/C][C]0.224589[/C][/ROW]
[ROW][C]9[/C][C]-0.077368[/C][C]-0.5993[/C][C]0.275619[/C][/ROW]
[ROW][C]10[/C][C]0.157821[/C][C]1.2225[/C][C]0.113154[/C][/ROW]
[ROW][C]11[/C][C]0.003831[/C][C]0.0297[/C][C]0.488212[/C][/ROW]
[ROW][C]12[/C][C]-0.172784[/C][C]-1.3384[/C][C]0.092912[/C][/ROW]
[ROW][C]13[/C][C]-0.047936[/C][C]-0.3713[/C][C]0.355857[/C][/ROW]
[ROW][C]14[/C][C]0.023343[/C][C]0.1808[/C][C]0.428562[/C][/ROW]
[ROW][C]15[/C][C]0.108234[/C][C]0.8384[/C][C]0.202573[/C][/ROW]
[ROW][C]16[/C][C]-0.197134[/C][C]-1.527[/C][C]0.066008[/C][/ROW]
[ROW][C]17[/C][C]-0.062546[/C][C]-0.4845[/C][C]0.314906[/C][/ROW]
[ROW][C]18[/C][C]-0.087711[/C][C]-0.6794[/C][C]0.249746[/C][/ROW]
[ROW][C]19[/C][C]-0.023512[/C][C]-0.1821[/C][C]0.42805[/C][/ROW]
[ROW][C]20[/C][C]-0.048142[/C][C]-0.3729[/C][C]0.355266[/C][/ROW]
[ROW][C]21[/C][C]0.126595[/C][C]0.9806[/C][C]0.165364[/C][/ROW]
[ROW][C]22[/C][C]0.021764[/C][C]0.1686[/C][C]0.433345[/C][/ROW]
[ROW][C]23[/C][C]0.013218[/C][C]0.1024[/C][C]0.459396[/C][/ROW]
[ROW][C]24[/C][C]0.017054[/C][C]0.1321[/C][C]0.447675[/C][/ROW]
[ROW][C]25[/C][C]0.097711[/C][C]0.7569[/C][C]0.226045[/C][/ROW]
[ROW][C]26[/C][C]0.025757[/C][C]0.1995[/C][C]0.421269[/C][/ROW]
[ROW][C]27[/C][C]-0.056704[/C][C]-0.4392[/C][C]0.331038[/C][/ROW]
[ROW][C]28[/C][C]-0.041799[/C][C]-0.3238[/C][C]0.373617[/C][/ROW]
[ROW][C]29[/C][C]-0.015342[/C][C]-0.1188[/C][C]0.452899[/C][/ROW]
[ROW][C]30[/C][C]-0.021623[/C][C]-0.1675[/C][C]0.433773[/C][/ROW]
[ROW][C]31[/C][C]0.000363[/C][C]0.0028[/C][C]0.498884[/C][/ROW]
[ROW][C]32[/C][C]-0.015623[/C][C]-0.121[/C][C]0.45204[/C][/ROW]
[ROW][C]33[/C][C]0.038886[/C][C]0.3012[/C][C]0.382149[/C][/ROW]
[ROW][C]34[/C][C]-0.048629[/C][C]-0.3767[/C][C]0.35387[/C][/ROW]
[ROW][C]35[/C][C]0.146804[/C][C]1.1371[/C][C]0.13[/C][/ROW]
[ROW][C]36[/C][C]-0.118674[/C][C]-0.9192[/C][C]0.180824[/C][/ROW]
[ROW][C]37[/C][C]0.097563[/C][C]0.7557[/C][C]0.226387[/C][/ROW]
[ROW][C]38[/C][C]-0.030718[/C][C]-0.2379[/C][C]0.406369[/C][/ROW]
[ROW][C]39[/C][C]0.063045[/C][C]0.4883[/C][C]0.313543[/C][/ROW]
[ROW][C]40[/C][C]-0.111516[/C][C]-0.8638[/C][C]0.19557[/C][/ROW]
[ROW][C]41[/C][C]0.069159[/C][C]0.5357[/C][C]0.297072[/C][/ROW]
[ROW][C]42[/C][C]0.032612[/C][C]0.2526[/C][C]0.400716[/C][/ROW]
[ROW][C]43[/C][C]-0.161536[/C][C]-1.2513[/C][C]0.10785[/C][/ROW]
[ROW][C]44[/C][C]0.030894[/C][C]0.2393[/C][C]0.405844[/C][/ROW]
[ROW][C]45[/C][C]0.084412[/C][C]0.6539[/C][C]0.257853[/C][/ROW]
[ROW][C]46[/C][C]-0.006492[/C][C]-0.0503[/C][C]0.480031[/C][/ROW]
[ROW][C]47[/C][C]0.037071[/C][C]0.2872[/C][C]0.387492[/C][/ROW]
[ROW][C]48[/C][C]-0.083667[/C][C]-0.6481[/C][C]0.259702[/C][/ROW]
[ROW][C]49[/C][C]-0.109268[/C][C]-0.8464[/C][C]0.20035[/C][/ROW]
[ROW][C]50[/C][C]-0.005615[/C][C]-0.0435[/C][C]0.482725[/C][/ROW]
[ROW][C]51[/C][C]0.026709[/C][C]0.2069[/C][C]0.4184[/C][/ROW]
[ROW][C]52[/C][C]-0.049953[/C][C]-0.3869[/C][C]0.350086[/C][/ROW]
[ROW][C]53[/C][C]0.033706[/C][C]0.2611[/C][C]0.39746[/C][/ROW]
[ROW][C]54[/C][C]-0.049553[/C][C]-0.3838[/C][C]0.351228[/C][/ROW]
[ROW][C]55[/C][C]-0.000683[/C][C]-0.0053[/C][C]0.497898[/C][/ROW]
[ROW][C]56[/C][C]-0.030907[/C][C]-0.2394[/C][C]0.405803[/C][/ROW]
[ROW][C]57[/C][C]-0.093639[/C][C]-0.7253[/C][C]0.235536[/C][/ROW]
[ROW][C]58[/C][C]-0.010303[/C][C]-0.0798[/C][C]0.46833[/C][/ROW]
[ROW][C]59[/C][C]0.02342[/C][C]0.1814[/C][C]0.428329[/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=35972&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35972&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	0.341898	2.6483	0.005161
2	0.033095	0.2564	0.399278
3	-0.011504	-0.0891	0.464646
4	-0.125927	-0.9754	0.166633
5	0.047236	0.3659	0.357868
6	-0.172668	-1.3375	0.093057
7	0.097527	0.7554	0.226471
8	-0.098345	-0.7618	0.224589
9	-0.077368	-0.5993	0.275619
10	0.157821	1.2225	0.113154
11	0.003831	0.0297	0.488212
12	-0.172784	-1.3384	0.092912
13	-0.047936	-0.3713	0.355857
14	0.023343	0.1808	0.428562
15	0.108234	0.8384	0.202573
16	-0.197134	-1.527	0.066008
17	-0.062546	-0.4845	0.314906
18	-0.087711	-0.6794	0.249746
19	-0.023512	-0.1821	0.42805
20	-0.048142	-0.3729	0.355266
21	0.126595	0.9806	0.165364
22	0.021764	0.1686	0.433345
23	0.013218	0.1024	0.459396
24	0.017054	0.1321	0.447675
25	0.097711	0.7569	0.226045
26	0.025757	0.1995	0.421269
27	-0.056704	-0.4392	0.331038
28	-0.041799	-0.3238	0.373617
29	-0.015342	-0.1188	0.452899
30	-0.021623	-0.1675	0.433773
31	0.000363	0.0028	0.498884
32	-0.015623	-0.121	0.45204
33	0.038886	0.3012	0.382149
34	-0.048629	-0.3767	0.35387
35	0.146804	1.1371	0.13
36	-0.118674	-0.9192	0.180824
37	0.097563	0.7557	0.226387
38	-0.030718	-0.2379	0.406369
39	0.063045	0.4883	0.313543
40	-0.111516	-0.8638	0.19557
41	0.069159	0.5357	0.297072
42	0.032612	0.2526	0.400716
43	-0.161536	-1.2513	0.10785
44	0.030894	0.2393	0.405844
45	0.084412	0.6539	0.257853
46	-0.006492	-0.0503	0.480031
47	0.037071	0.2872	0.387492
48	-0.083667	-0.6481	0.259702
49	-0.109268	-0.8464	0.20035
50	-0.005615	-0.0435	0.482725
51	0.026709	0.2069	0.4184
52	-0.049953	-0.3869	0.350086
53	0.033706	0.2611	0.39746
54	-0.049553	-0.3838	0.351228
55	-0.000683	-0.0053	0.497898
56	-0.030907	-0.2394	0.405803
57	-0.093639	-0.7253	0.235536
58	-0.010303	-0.0798	0.46833
59	0.02342	0.1814	0.428329
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 = -0.1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -0.1 ; 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