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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 22 Dec 2008 04:11:29 -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/t1229944317aucl6y78e1qozv6.htm/, Retrieved Mon, 13 May 2024 13:25:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36000, Retrieved Mon, 13 May 2024 13:25:03 +0000

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IsPrivate?

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Estimated Impact

186

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

-     [(Partial) Autocorrelation Function] [ACF en PACF ] [2007-12-20 15:24:59] [9fd02a4fb76a6860fd38131ad7f5d02f]
- R  D  [(Partial) Autocorrelation Function] [] [2008-12-18 10:45:54] [b53e8d20687f12ca59f39c9b7c3a629a]
-   PD      [(Partial) Autocorrelation Function] [nbv] [2008-12-22 11:11:29] [7a2afff08a618fdf6611a1bb6e1c3da4] [Current]

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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	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=36000&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=36000&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36000&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	0.00719	0.0651	0.474124
2	0.100226	0.9076	0.183378
3	0.248737	2.2524	0.013484
4	-0.080944	-0.733	0.232831
5	0.130314	1.18	0.120698
6	0.161292	1.4606	0.073978
7	-0.103582	-0.938	0.175506
8	0.096485	0.8737	0.192414
9	0.22882	2.0721	0.020701
10	-0.1644	-1.4887	0.070201
11	-0.051302	-0.4646	0.321741
12	-0.150158	-1.3597	0.088819
13	-0.220976	-2.001	0.024349
14	0.086861	0.7866	0.216904
15	-0.075264	-0.6815	0.248725
16	-0.139343	-1.2618	0.105298
17	0.164034	1.4854	0.070638
18	-0.090473	-0.8193	0.207504
19	-0.20533	-1.8593	0.033283
20	0.000102	9e-04	0.499631
21	-0.063984	-0.5794	0.281954
22	-0.138751	-1.2564	0.106261
23	0.17376	1.5735	0.059731
24	-0.280489	-2.5399	0.006487
25	-0.086243	-0.781	0.218537
26	0.038376	0.3475	0.364548
27	-0.03703	-0.3353	0.36912
28	-0.079604	-0.7208	0.236527
29	0.000548	0.005	0.498025
30	-0.013265	-0.1201	0.452342
31	0.057418	0.5199	0.302254
32	0.12617	1.1425	0.128282
33	-0.154177	-1.3961	0.083221
34	0.05804	0.5256	0.300303
35	0.107062	0.9695	0.167577
36	0.055237	0.5002	0.309139
37	0.212612	1.9253	0.02883
38	0.071865	0.6508	0.258509
39	-0.044075	-0.3991	0.345422
40	0.116954	1.0591	0.14634
41	-0.012944	-0.1172	0.453488
42	-0.083278	-0.7541	0.226471
43	0.063441	0.5745	0.283607
44	0.059394	0.5378	0.296072
45	-0.099943	-0.905	0.184053
46	0.13184	1.1939	0.117987
47	-0.092138	-0.8343	0.203255
48	-0.139221	-1.2607	0.105496
49	-0.006147	-0.0557	0.477871
50	-0.125576	-1.1371	0.129395
51	-0.113702	-1.0296	0.153109
52	0.071486	0.6473	0.259612
53	-0.069536	-0.6297	0.265329
54	-0.030316	-0.2745	0.392186
55	0.031776	0.2877	0.387136
56	-0.198368	-1.7963	0.038065
57	0.000971	0.0088	0.496502
58	-0.025679	-0.2325	0.40835
59	-0.094933	-0.8597	0.196242
60	0.036107	0.327	0.372266

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.00719 & 0.0651 & 0.474124 \tabularnewline
2 & 0.100226 & 0.9076 & 0.183378 \tabularnewline
3 & 0.248737 & 2.2524 & 0.013484 \tabularnewline
4 & -0.080944 & -0.733 & 0.232831 \tabularnewline
5 & 0.130314 & 1.18 & 0.120698 \tabularnewline
6 & 0.161292 & 1.4606 & 0.073978 \tabularnewline
7 & -0.103582 & -0.938 & 0.175506 \tabularnewline
8 & 0.096485 & 0.8737 & 0.192414 \tabularnewline
9 & 0.22882 & 2.0721 & 0.020701 \tabularnewline
10 & -0.1644 & -1.4887 & 0.070201 \tabularnewline
11 & -0.051302 & -0.4646 & 0.321741 \tabularnewline
12 & -0.150158 & -1.3597 & 0.088819 \tabularnewline
13 & -0.220976 & -2.001 & 0.024349 \tabularnewline
14 & 0.086861 & 0.7866 & 0.216904 \tabularnewline
15 & -0.075264 & -0.6815 & 0.248725 \tabularnewline
16 & -0.139343 & -1.2618 & 0.105298 \tabularnewline
17 & 0.164034 & 1.4854 & 0.070638 \tabularnewline
18 & -0.090473 & -0.8193 & 0.207504 \tabularnewline
19 & -0.20533 & -1.8593 & 0.033283 \tabularnewline
20 & 0.000102 & 9e-04 & 0.499631 \tabularnewline
21 & -0.063984 & -0.5794 & 0.281954 \tabularnewline
22 & -0.138751 & -1.2564 & 0.106261 \tabularnewline
23 & 0.17376 & 1.5735 & 0.059731 \tabularnewline
24 & -0.280489 & -2.5399 & 0.006487 \tabularnewline
25 & -0.086243 & -0.781 & 0.218537 \tabularnewline
26 & 0.038376 & 0.3475 & 0.364548 \tabularnewline
27 & -0.03703 & -0.3353 & 0.36912 \tabularnewline
28 & -0.079604 & -0.7208 & 0.236527 \tabularnewline
29 & 0.000548 & 0.005 & 0.498025 \tabularnewline
30 & -0.013265 & -0.1201 & 0.452342 \tabularnewline
31 & 0.057418 & 0.5199 & 0.302254 \tabularnewline
32 & 0.12617 & 1.1425 & 0.128282 \tabularnewline
33 & -0.154177 & -1.3961 & 0.083221 \tabularnewline
34 & 0.05804 & 0.5256 & 0.300303 \tabularnewline
35 & 0.107062 & 0.9695 & 0.167577 \tabularnewline
36 & 0.055237 & 0.5002 & 0.309139 \tabularnewline
37 & 0.212612 & 1.9253 & 0.02883 \tabularnewline
38 & 0.071865 & 0.6508 & 0.258509 \tabularnewline
39 & -0.044075 & -0.3991 & 0.345422 \tabularnewline
40 & 0.116954 & 1.0591 & 0.14634 \tabularnewline
41 & -0.012944 & -0.1172 & 0.453488 \tabularnewline
42 & -0.083278 & -0.7541 & 0.226471 \tabularnewline
43 & 0.063441 & 0.5745 & 0.283607 \tabularnewline
44 & 0.059394 & 0.5378 & 0.296072 \tabularnewline
45 & -0.099943 & -0.905 & 0.184053 \tabularnewline
46 & 0.13184 & 1.1939 & 0.117987 \tabularnewline
47 & -0.092138 & -0.8343 & 0.203255 \tabularnewline
48 & -0.139221 & -1.2607 & 0.105496 \tabularnewline
49 & -0.006147 & -0.0557 & 0.477871 \tabularnewline
50 & -0.125576 & -1.1371 & 0.129395 \tabularnewline
51 & -0.113702 & -1.0296 & 0.153109 \tabularnewline
52 & 0.071486 & 0.6473 & 0.259612 \tabularnewline
53 & -0.069536 & -0.6297 & 0.265329 \tabularnewline
54 & -0.030316 & -0.2745 & 0.392186 \tabularnewline
55 & 0.031776 & 0.2877 & 0.387136 \tabularnewline
56 & -0.198368 & -1.7963 & 0.038065 \tabularnewline
57 & 0.000971 & 0.0088 & 0.496502 \tabularnewline
58 & -0.025679 & -0.2325 & 0.40835 \tabularnewline
59 & -0.094933 & -0.8597 & 0.196242 \tabularnewline
60 & 0.036107 & 0.327 & 0.372266 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36000&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]0.00719[/C][C]0.0651[/C][C]0.474124[/C][/ROW]
[ROW][C]2[/C][C]0.100226[/C][C]0.9076[/C][C]0.183378[/C][/ROW]
[ROW][C]3[/C][C]0.248737[/C][C]2.2524[/C][C]0.013484[/C][/ROW]
[ROW][C]4[/C][C]-0.080944[/C][C]-0.733[/C][C]0.232831[/C][/ROW]
[ROW][C]5[/C][C]0.130314[/C][C]1.18[/C][C]0.120698[/C][/ROW]
[ROW][C]6[/C][C]0.161292[/C][C]1.4606[/C][C]0.073978[/C][/ROW]
[ROW][C]7[/C][C]-0.103582[/C][C]-0.938[/C][C]0.175506[/C][/ROW]
[ROW][C]8[/C][C]0.096485[/C][C]0.8737[/C][C]0.192414[/C][/ROW]
[ROW][C]9[/C][C]0.22882[/C][C]2.0721[/C][C]0.020701[/C][/ROW]
[ROW][C]10[/C][C]-0.1644[/C][C]-1.4887[/C][C]0.070201[/C][/ROW]
[ROW][C]11[/C][C]-0.051302[/C][C]-0.4646[/C][C]0.321741[/C][/ROW]
[ROW][C]12[/C][C]-0.150158[/C][C]-1.3597[/C][C]0.088819[/C][/ROW]
[ROW][C]13[/C][C]-0.220976[/C][C]-2.001[/C][C]0.024349[/C][/ROW]
[ROW][C]14[/C][C]0.086861[/C][C]0.7866[/C][C]0.216904[/C][/ROW]
[ROW][C]15[/C][C]-0.075264[/C][C]-0.6815[/C][C]0.248725[/C][/ROW]
[ROW][C]16[/C][C]-0.139343[/C][C]-1.2618[/C][C]0.105298[/C][/ROW]
[ROW][C]17[/C][C]0.164034[/C][C]1.4854[/C][C]0.070638[/C][/ROW]
[ROW][C]18[/C][C]-0.090473[/C][C]-0.8193[/C][C]0.207504[/C][/ROW]
[ROW][C]19[/C][C]-0.20533[/C][C]-1.8593[/C][C]0.033283[/C][/ROW]
[ROW][C]20[/C][C]0.000102[/C][C]9e-04[/C][C]0.499631[/C][/ROW]
[ROW][C]21[/C][C]-0.063984[/C][C]-0.5794[/C][C]0.281954[/C][/ROW]
[ROW][C]22[/C][C]-0.138751[/C][C]-1.2564[/C][C]0.106261[/C][/ROW]
[ROW][C]23[/C][C]0.17376[/C][C]1.5735[/C][C]0.059731[/C][/ROW]
[ROW][C]24[/C][C]-0.280489[/C][C]-2.5399[/C][C]0.006487[/C][/ROW]
[ROW][C]25[/C][C]-0.086243[/C][C]-0.781[/C][C]0.218537[/C][/ROW]
[ROW][C]26[/C][C]0.038376[/C][C]0.3475[/C][C]0.364548[/C][/ROW]
[ROW][C]27[/C][C]-0.03703[/C][C]-0.3353[/C][C]0.36912[/C][/ROW]
[ROW][C]28[/C][C]-0.079604[/C][C]-0.7208[/C][C]0.236527[/C][/ROW]
[ROW][C]29[/C][C]0.000548[/C][C]0.005[/C][C]0.498025[/C][/ROW]
[ROW][C]30[/C][C]-0.013265[/C][C]-0.1201[/C][C]0.452342[/C][/ROW]
[ROW][C]31[/C][C]0.057418[/C][C]0.5199[/C][C]0.302254[/C][/ROW]
[ROW][C]32[/C][C]0.12617[/C][C]1.1425[/C][C]0.128282[/C][/ROW]
[ROW][C]33[/C][C]-0.154177[/C][C]-1.3961[/C][C]0.083221[/C][/ROW]
[ROW][C]34[/C][C]0.05804[/C][C]0.5256[/C][C]0.300303[/C][/ROW]
[ROW][C]35[/C][C]0.107062[/C][C]0.9695[/C][C]0.167577[/C][/ROW]
[ROW][C]36[/C][C]0.055237[/C][C]0.5002[/C][C]0.309139[/C][/ROW]
[ROW][C]37[/C][C]0.212612[/C][C]1.9253[/C][C]0.02883[/C][/ROW]
[ROW][C]38[/C][C]0.071865[/C][C]0.6508[/C][C]0.258509[/C][/ROW]
[ROW][C]39[/C][C]-0.044075[/C][C]-0.3991[/C][C]0.345422[/C][/ROW]
[ROW][C]40[/C][C]0.116954[/C][C]1.0591[/C][C]0.14634[/C][/ROW]
[ROW][C]41[/C][C]-0.012944[/C][C]-0.1172[/C][C]0.453488[/C][/ROW]
[ROW][C]42[/C][C]-0.083278[/C][C]-0.7541[/C][C]0.226471[/C][/ROW]
[ROW][C]43[/C][C]0.063441[/C][C]0.5745[/C][C]0.283607[/C][/ROW]
[ROW][C]44[/C][C]0.059394[/C][C]0.5378[/C][C]0.296072[/C][/ROW]
[ROW][C]45[/C][C]-0.099943[/C][C]-0.905[/C][C]0.184053[/C][/ROW]
[ROW][C]46[/C][C]0.13184[/C][C]1.1939[/C][C]0.117987[/C][/ROW]
[ROW][C]47[/C][C]-0.092138[/C][C]-0.8343[/C][C]0.203255[/C][/ROW]
[ROW][C]48[/C][C]-0.139221[/C][C]-1.2607[/C][C]0.105496[/C][/ROW]
[ROW][C]49[/C][C]-0.006147[/C][C]-0.0557[/C][C]0.477871[/C][/ROW]
[ROW][C]50[/C][C]-0.125576[/C][C]-1.1371[/C][C]0.129395[/C][/ROW]
[ROW][C]51[/C][C]-0.113702[/C][C]-1.0296[/C][C]0.153109[/C][/ROW]
[ROW][C]52[/C][C]0.071486[/C][C]0.6473[/C][C]0.259612[/C][/ROW]
[ROW][C]53[/C][C]-0.069536[/C][C]-0.6297[/C][C]0.265329[/C][/ROW]
[ROW][C]54[/C][C]-0.030316[/C][C]-0.2745[/C][C]0.392186[/C][/ROW]
[ROW][C]55[/C][C]0.031776[/C][C]0.2877[/C][C]0.387136[/C][/ROW]
[ROW][C]56[/C][C]-0.198368[/C][C]-1.7963[/C][C]0.038065[/C][/ROW]
[ROW][C]57[/C][C]0.000971[/C][C]0.0088[/C][C]0.496502[/C][/ROW]
[ROW][C]58[/C][C]-0.025679[/C][C]-0.2325[/C][C]0.40835[/C][/ROW]
[ROW][C]59[/C][C]-0.094933[/C][C]-0.8597[/C][C]0.196242[/C][/ROW]
[ROW][C]60[/C][C]0.036107[/C][C]0.327[/C][C]0.372266[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36000&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36000&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	0.00719	0.0651	0.474124
2	0.100226	0.9076	0.183378
3	0.248737	2.2524	0.013484
4	-0.080944	-0.733	0.232831
5	0.130314	1.18	0.120698
6	0.161292	1.4606	0.073978
7	-0.103582	-0.938	0.175506
8	0.096485	0.8737	0.192414
9	0.22882	2.0721	0.020701
10	-0.1644	-1.4887	0.070201
11	-0.051302	-0.4646	0.321741
12	-0.150158	-1.3597	0.088819
13	-0.220976	-2.001	0.024349
14	0.086861	0.7866	0.216904
15	-0.075264	-0.6815	0.248725
16	-0.139343	-1.2618	0.105298
17	0.164034	1.4854	0.070638
18	-0.090473	-0.8193	0.207504
19	-0.20533	-1.8593	0.033283
20	0.000102	9e-04	0.499631
21	-0.063984	-0.5794	0.281954
22	-0.138751	-1.2564	0.106261
23	0.17376	1.5735	0.059731
24	-0.280489	-2.5399	0.006487
25	-0.086243	-0.781	0.218537
26	0.038376	0.3475	0.364548
27	-0.03703	-0.3353	0.36912
28	-0.079604	-0.7208	0.236527
29	0.000548	0.005	0.498025
30	-0.013265	-0.1201	0.452342
31	0.057418	0.5199	0.302254
32	0.12617	1.1425	0.128282
33	-0.154177	-1.3961	0.083221
34	0.05804	0.5256	0.300303
35	0.107062	0.9695	0.167577
36	0.055237	0.5002	0.309139
37	0.212612	1.9253	0.02883
38	0.071865	0.6508	0.258509
39	-0.044075	-0.3991	0.345422
40	0.116954	1.0591	0.14634
41	-0.012944	-0.1172	0.453488
42	-0.083278	-0.7541	0.226471
43	0.063441	0.5745	0.283607
44	0.059394	0.5378	0.296072
45	-0.099943	-0.905	0.184053
46	0.13184	1.1939	0.117987
47	-0.092138	-0.8343	0.203255
48	-0.139221	-1.2607	0.105496
49	-0.006147	-0.0557	0.477871
50	-0.125576	-1.1371	0.129395
51	-0.113702	-1.0296	0.153109
52	0.071486	0.6473	0.259612
53	-0.069536	-0.6297	0.265329
54	-0.030316	-0.2745	0.392186
55	0.031776	0.2877	0.387136
56	-0.198368	-1.7963	0.038065
57	0.000971	0.0088	0.496502
58	-0.025679	-0.2325	0.40835
59	-0.094933	-0.8597	0.196242
60	0.036107	0.327	0.372266

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.00719	0.0651	0.474124
2	0.10018	0.9072	0.183488
3	0.249889	2.2628	0.013144
4	-0.094819	-0.8586	0.196525
5	0.086654	0.7847	0.217448
6	0.127161	1.1515	0.126437
7	-0.092337	-0.8361	0.202752
8	0.013887	0.1258	0.450118
9	0.227777	2.0626	0.021158
10	-0.149612	-1.3548	0.089602
11	-0.19727	-1.7864	0.038869
12	-0.220398	-1.9958	0.024638
13	-0.108133	-0.9792	0.165184
14	0.08858	0.8021	0.2124
15	0.014154	0.1282	0.449164
16	-0.028268	-0.256	0.399304
17	0.179808	1.6282	0.053656
18	-0.019583	-0.1773	0.429842
19	-0.216288	-1.9586	0.026782
20	-0.052388	-0.4744	0.31824
21	0.210232	1.9037	0.030227
22	-0.122313	-1.1076	0.135639
23	-0.028113	-0.2546	0.399846
24	-0.30977	-2.8051	0.00314
25	-0.093462	-0.8463	0.199915
26	-0.107031	-0.9692	0.167646
27	0.298037	2.6988	0.004224
28	0.054829	0.4965	0.310435
29	0.076887	0.6962	0.244124
30	-0.029522	-0.2673	0.394942
31	-0.019853	-0.1798	0.428887
32	-0.018795	-0.1702	0.432639
33	0.0472	0.4274	0.3351
34	0.030801	0.2789	0.390507
35	0.064404	0.5832	0.280678
36	-0.061106	-0.5533	0.290768
37	0.026591	0.2408	0.405158
38	-0.044381	-0.4019	0.344405
39	0.003788	0.0343	0.486359
40	-0.055281	-0.5006	0.309001
41	0.071968	0.6517	0.258209
42	-0.009857	-0.0893	0.464546
43	-0.032848	-0.2975	0.383436
44	-0.088665	-0.8029	0.212177
45	-0.076679	-0.6944	0.24471
46	0.025636	0.2321	0.408502
47	0.090816	0.8224	0.206624
48	-0.149082	-1.35	0.090366
49	-0.009887	-0.0895	0.46444
50	-0.058043	-0.5256	0.30029
51	-0.005031	-0.0456	0.481888
52	-0.034039	-0.3082	0.379344
53	0.019453	0.1762	0.430303
54	0.0177	0.1603	0.436526
55	0.043363	0.3927	0.347793
56	-0.064056	-0.5801	0.281735
57	-0.024119	-0.2184	0.413829
58	-0.110308	-0.9989	0.160395
59	0.05946	0.5384	0.295867
60	0.013033	0.118	0.453172

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.00719 & 0.0651 & 0.474124 \tabularnewline
2 & 0.10018 & 0.9072 & 0.183488 \tabularnewline
3 & 0.249889 & 2.2628 & 0.013144 \tabularnewline
4 & -0.094819 & -0.8586 & 0.196525 \tabularnewline
5 & 0.086654 & 0.7847 & 0.217448 \tabularnewline
6 & 0.127161 & 1.1515 & 0.126437 \tabularnewline
7 & -0.092337 & -0.8361 & 0.202752 \tabularnewline
8 & 0.013887 & 0.1258 & 0.450118 \tabularnewline
9 & 0.227777 & 2.0626 & 0.021158 \tabularnewline
10 & -0.149612 & -1.3548 & 0.089602 \tabularnewline
11 & -0.19727 & -1.7864 & 0.038869 \tabularnewline
12 & -0.220398 & -1.9958 & 0.024638 \tabularnewline
13 & -0.108133 & -0.9792 & 0.165184 \tabularnewline
14 & 0.08858 & 0.8021 & 0.2124 \tabularnewline
15 & 0.014154 & 0.1282 & 0.449164 \tabularnewline
16 & -0.028268 & -0.256 & 0.399304 \tabularnewline
17 & 0.179808 & 1.6282 & 0.053656 \tabularnewline
18 & -0.019583 & -0.1773 & 0.429842 \tabularnewline
19 & -0.216288 & -1.9586 & 0.026782 \tabularnewline
20 & -0.052388 & -0.4744 & 0.31824 \tabularnewline
21 & 0.210232 & 1.9037 & 0.030227 \tabularnewline
22 & -0.122313 & -1.1076 & 0.135639 \tabularnewline
23 & -0.028113 & -0.2546 & 0.399846 \tabularnewline
24 & -0.30977 & -2.8051 & 0.00314 \tabularnewline
25 & -0.093462 & -0.8463 & 0.199915 \tabularnewline
26 & -0.107031 & -0.9692 & 0.167646 \tabularnewline
27 & 0.298037 & 2.6988 & 0.004224 \tabularnewline
28 & 0.054829 & 0.4965 & 0.310435 \tabularnewline
29 & 0.076887 & 0.6962 & 0.244124 \tabularnewline
30 & -0.029522 & -0.2673 & 0.394942 \tabularnewline
31 & -0.019853 & -0.1798 & 0.428887 \tabularnewline
32 & -0.018795 & -0.1702 & 0.432639 \tabularnewline
33 & 0.0472 & 0.4274 & 0.3351 \tabularnewline
34 & 0.030801 & 0.2789 & 0.390507 \tabularnewline
35 & 0.064404 & 0.5832 & 0.280678 \tabularnewline
36 & -0.061106 & -0.5533 & 0.290768 \tabularnewline
37 & 0.026591 & 0.2408 & 0.405158 \tabularnewline
38 & -0.044381 & -0.4019 & 0.344405 \tabularnewline
39 & 0.003788 & 0.0343 & 0.486359 \tabularnewline
40 & -0.055281 & -0.5006 & 0.309001 \tabularnewline
41 & 0.071968 & 0.6517 & 0.258209 \tabularnewline
42 & -0.009857 & -0.0893 & 0.464546 \tabularnewline
43 & -0.032848 & -0.2975 & 0.383436 \tabularnewline
44 & -0.088665 & -0.8029 & 0.212177 \tabularnewline
45 & -0.076679 & -0.6944 & 0.24471 \tabularnewline
46 & 0.025636 & 0.2321 & 0.408502 \tabularnewline
47 & 0.090816 & 0.8224 & 0.206624 \tabularnewline
48 & -0.149082 & -1.35 & 0.090366 \tabularnewline
49 & -0.009887 & -0.0895 & 0.46444 \tabularnewline
50 & -0.058043 & -0.5256 & 0.30029 \tabularnewline
51 & -0.005031 & -0.0456 & 0.481888 \tabularnewline
52 & -0.034039 & -0.3082 & 0.379344 \tabularnewline
53 & 0.019453 & 0.1762 & 0.430303 \tabularnewline
54 & 0.0177 & 0.1603 & 0.436526 \tabularnewline
55 & 0.043363 & 0.3927 & 0.347793 \tabularnewline
56 & -0.064056 & -0.5801 & 0.281735 \tabularnewline
57 & -0.024119 & -0.2184 & 0.413829 \tabularnewline
58 & -0.110308 & -0.9989 & 0.160395 \tabularnewline
59 & 0.05946 & 0.5384 & 0.295867 \tabularnewline
60 & 0.013033 & 0.118 & 0.453172 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36000&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]0.00719[/C][C]0.0651[/C][C]0.474124[/C][/ROW]
[ROW][C]2[/C][C]0.10018[/C][C]0.9072[/C][C]0.183488[/C][/ROW]
[ROW][C]3[/C][C]0.249889[/C][C]2.2628[/C][C]0.013144[/C][/ROW]
[ROW][C]4[/C][C]-0.094819[/C][C]-0.8586[/C][C]0.196525[/C][/ROW]
[ROW][C]5[/C][C]0.086654[/C][C]0.7847[/C][C]0.217448[/C][/ROW]
[ROW][C]6[/C][C]0.127161[/C][C]1.1515[/C][C]0.126437[/C][/ROW]
[ROW][C]7[/C][C]-0.092337[/C][C]-0.8361[/C][C]0.202752[/C][/ROW]
[ROW][C]8[/C][C]0.013887[/C][C]0.1258[/C][C]0.450118[/C][/ROW]
[ROW][C]9[/C][C]0.227777[/C][C]2.0626[/C][C]0.021158[/C][/ROW]
[ROW][C]10[/C][C]-0.149612[/C][C]-1.3548[/C][C]0.089602[/C][/ROW]
[ROW][C]11[/C][C]-0.19727[/C][C]-1.7864[/C][C]0.038869[/C][/ROW]
[ROW][C]12[/C][C]-0.220398[/C][C]-1.9958[/C][C]0.024638[/C][/ROW]
[ROW][C]13[/C][C]-0.108133[/C][C]-0.9792[/C][C]0.165184[/C][/ROW]
[ROW][C]14[/C][C]0.08858[/C][C]0.8021[/C][C]0.2124[/C][/ROW]
[ROW][C]15[/C][C]0.014154[/C][C]0.1282[/C][C]0.449164[/C][/ROW]
[ROW][C]16[/C][C]-0.028268[/C][C]-0.256[/C][C]0.399304[/C][/ROW]
[ROW][C]17[/C][C]0.179808[/C][C]1.6282[/C][C]0.053656[/C][/ROW]
[ROW][C]18[/C][C]-0.019583[/C][C]-0.1773[/C][C]0.429842[/C][/ROW]
[ROW][C]19[/C][C]-0.216288[/C][C]-1.9586[/C][C]0.026782[/C][/ROW]
[ROW][C]20[/C][C]-0.052388[/C][C]-0.4744[/C][C]0.31824[/C][/ROW]
[ROW][C]21[/C][C]0.210232[/C][C]1.9037[/C][C]0.030227[/C][/ROW]
[ROW][C]22[/C][C]-0.122313[/C][C]-1.1076[/C][C]0.135639[/C][/ROW]
[ROW][C]23[/C][C]-0.028113[/C][C]-0.2546[/C][C]0.399846[/C][/ROW]
[ROW][C]24[/C][C]-0.30977[/C][C]-2.8051[/C][C]0.00314[/C][/ROW]
[ROW][C]25[/C][C]-0.093462[/C][C]-0.8463[/C][C]0.199915[/C][/ROW]
[ROW][C]26[/C][C]-0.107031[/C][C]-0.9692[/C][C]0.167646[/C][/ROW]
[ROW][C]27[/C][C]0.298037[/C][C]2.6988[/C][C]0.004224[/C][/ROW]
[ROW][C]28[/C][C]0.054829[/C][C]0.4965[/C][C]0.310435[/C][/ROW]
[ROW][C]29[/C][C]0.076887[/C][C]0.6962[/C][C]0.244124[/C][/ROW]
[ROW][C]30[/C][C]-0.029522[/C][C]-0.2673[/C][C]0.394942[/C][/ROW]
[ROW][C]31[/C][C]-0.019853[/C][C]-0.1798[/C][C]0.428887[/C][/ROW]
[ROW][C]32[/C][C]-0.018795[/C][C]-0.1702[/C][C]0.432639[/C][/ROW]
[ROW][C]33[/C][C]0.0472[/C][C]0.4274[/C][C]0.3351[/C][/ROW]
[ROW][C]34[/C][C]0.030801[/C][C]0.2789[/C][C]0.390507[/C][/ROW]
[ROW][C]35[/C][C]0.064404[/C][C]0.5832[/C][C]0.280678[/C][/ROW]
[ROW][C]36[/C][C]-0.061106[/C][C]-0.5533[/C][C]0.290768[/C][/ROW]
[ROW][C]37[/C][C]0.026591[/C][C]0.2408[/C][C]0.405158[/C][/ROW]
[ROW][C]38[/C][C]-0.044381[/C][C]-0.4019[/C][C]0.344405[/C][/ROW]
[ROW][C]39[/C][C]0.003788[/C][C]0.0343[/C][C]0.486359[/C][/ROW]
[ROW][C]40[/C][C]-0.055281[/C][C]-0.5006[/C][C]0.309001[/C][/ROW]
[ROW][C]41[/C][C]0.071968[/C][C]0.6517[/C][C]0.258209[/C][/ROW]
[ROW][C]42[/C][C]-0.009857[/C][C]-0.0893[/C][C]0.464546[/C][/ROW]
[ROW][C]43[/C][C]-0.032848[/C][C]-0.2975[/C][C]0.383436[/C][/ROW]
[ROW][C]44[/C][C]-0.088665[/C][C]-0.8029[/C][C]0.212177[/C][/ROW]
[ROW][C]45[/C][C]-0.076679[/C][C]-0.6944[/C][C]0.24471[/C][/ROW]
[ROW][C]46[/C][C]0.025636[/C][C]0.2321[/C][C]0.408502[/C][/ROW]
[ROW][C]47[/C][C]0.090816[/C][C]0.8224[/C][C]0.206624[/C][/ROW]
[ROW][C]48[/C][C]-0.149082[/C][C]-1.35[/C][C]0.090366[/C][/ROW]
[ROW][C]49[/C][C]-0.009887[/C][C]-0.0895[/C][C]0.46444[/C][/ROW]
[ROW][C]50[/C][C]-0.058043[/C][C]-0.5256[/C][C]0.30029[/C][/ROW]
[ROW][C]51[/C][C]-0.005031[/C][C]-0.0456[/C][C]0.481888[/C][/ROW]
[ROW][C]52[/C][C]-0.034039[/C][C]-0.3082[/C][C]0.379344[/C][/ROW]
[ROW][C]53[/C][C]0.019453[/C][C]0.1762[/C][C]0.430303[/C][/ROW]
[ROW][C]54[/C][C]0.0177[/C][C]0.1603[/C][C]0.436526[/C][/ROW]
[ROW][C]55[/C][C]0.043363[/C][C]0.3927[/C][C]0.347793[/C][/ROW]
[ROW][C]56[/C][C]-0.064056[/C][C]-0.5801[/C][C]0.281735[/C][/ROW]
[ROW][C]57[/C][C]-0.024119[/C][C]-0.2184[/C][C]0.413829[/C][/ROW]
[ROW][C]58[/C][C]-0.110308[/C][C]-0.9989[/C][C]0.160395[/C][/ROW]
[ROW][C]59[/C][C]0.05946[/C][C]0.5384[/C][C]0.295867[/C][/ROW]
[ROW][C]60[/C][C]0.013033[/C][C]0.118[/C][C]0.453172[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36000&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36000&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	0.00719	0.0651	0.474124
2	0.10018	0.9072	0.183488
3	0.249889	2.2628	0.013144
4	-0.094819	-0.8586	0.196525
5	0.086654	0.7847	0.217448
6	0.127161	1.1515	0.126437
7	-0.092337	-0.8361	0.202752
8	0.013887	0.1258	0.450118
9	0.227777	2.0626	0.021158
10	-0.149612	-1.3548	0.089602
11	-0.19727	-1.7864	0.038869
12	-0.220398	-1.9958	0.024638
13	-0.108133	-0.9792	0.165184
14	0.08858	0.8021	0.2124
15	0.014154	0.1282	0.449164
16	-0.028268	-0.256	0.399304
17	0.179808	1.6282	0.053656
18	-0.019583	-0.1773	0.429842
19	-0.216288	-1.9586	0.026782
20	-0.052388	-0.4744	0.31824
21	0.210232	1.9037	0.030227
22	-0.122313	-1.1076	0.135639
23	-0.028113	-0.2546	0.399846
24	-0.30977	-2.8051	0.00314
25	-0.093462	-0.8463	0.199915
26	-0.107031	-0.9692	0.167646
27	0.298037	2.6988	0.004224
28	0.054829	0.4965	0.310435
29	0.076887	0.6962	0.244124
30	-0.029522	-0.2673	0.394942
31	-0.019853	-0.1798	0.428887
32	-0.018795	-0.1702	0.432639
33	0.0472	0.4274	0.3351
34	0.030801	0.2789	0.390507
35	0.064404	0.5832	0.280678
36	-0.061106	-0.5533	0.290768
37	0.026591	0.2408	0.405158
38	-0.044381	-0.4019	0.344405
39	0.003788	0.0343	0.486359
40	-0.055281	-0.5006	0.309001
41	0.071968	0.6517	0.258209
42	-0.009857	-0.0893	0.464546
43	-0.032848	-0.2975	0.383436
44	-0.088665	-0.8029	0.212177
45	-0.076679	-0.6944	0.24471
46	0.025636	0.2321	0.408502
47	0.090816	0.8224	0.206624
48	-0.149082	-1.35	0.090366
49	-0.009887	-0.0895	0.46444
50	-0.058043	-0.5256	0.30029
51	-0.005031	-0.0456	0.481888
52	-0.034039	-0.3082	0.379344
53	0.019453	0.1762	0.430303
54	0.0177	0.1603	0.436526
55	0.043363	0.3927	0.347793
56	-0.064056	-0.5801	0.281735
57	-0.024119	-0.2184	0.413829
58	-0.110308	-0.9989	0.160395
59	0.05946	0.5384	0.295867
60	0.013033	0.118	0.453172

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; 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