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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 01 Dec 2009 04:28:41 -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/2009/Dec/01/t1259666954mstn9c452tw7jbk.htm/, Retrieved Wed, 24 Apr 2024 14:45:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61990, Retrieved Wed, 24 Apr 2024 14:45:19 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

142

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [] [2009-11-24 14:30:12] [1eab65e90adf64584b8e6f0da23ff414]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-01 11:28:41] [d41d8cd98f00b204e9800998ecf8427e] [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	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=61990&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=61990&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61990&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	-0.556035	-4.198	4.8e-05
2	0.063502	0.4794	0.316733
3	0.355724	2.6857	0.004733
4	-0.331469	-2.5025	0.007611
5	0.139995	1.0569	0.147499
6	0.162795	1.2291	0.112047
7	-0.376035	-2.839	0.003131
8	0.276417	2.0869	0.02069
9	-0.116754	-0.8815	0.190883
10	-0.067012	-0.5059	0.307428
11	0.107028	0.808	0.211214
12	-0.099207	-0.749	0.228469
13	0.001736	0.0131	0.494795
14	0.05664	0.4276	0.335269
15	0.035666	0.2693	0.394346
16	-0.172723	-1.304	0.098733
17	0.155404	1.1733	0.122783
18	-0.052305	-0.3949	0.347196
19	-0.098981	-0.7473	0.228979
20	0.176587	1.3332	0.093884
21	-0.08798	-0.6642	0.254609
22	-0.196978	-1.4871	0.071243
23	0.402392	3.038	0.001795
24	-0.342945	-2.5892	0.006094
25	0.110026	0.8307	0.204811
26	0.096893	0.7315	0.233728
27	-0.149319	-1.1273	0.132162
28	0.079808	0.6025	0.274604
29	0.055722	0.4207	0.337782
30	-0.141341	-1.0671	0.145213
31	0.127115	0.9597	0.17063
32	-0.087663	-0.6618	0.25537
33	0.037354	0.282	0.389475
34	0.030666	0.2315	0.408869
35	-0.087626	-0.6616	0.25546
36	0.023389	0.1766	0.43023
37	0.010815	0.0817	0.467605
38	-0.011077	-0.0836	0.466823
39	-0.023644	-0.1785	0.429479
40	0.024052	0.1816	0.428274
41	-0.00982	-0.0741	0.470579
42	-0.001542	-0.0116	0.495377
43	0.025556	0.1929	0.423844
44	-0.012292	-0.0928	0.463192
45	-0.033603	-0.2537	0.400321
46	0.058323	0.4403	0.330683
47	-0.0255	-0.1925	0.42401
48	-0.027056	-0.2043	0.419436
49	0.019697	0.1487	0.441154
50	-0.03397	-0.2565	0.399257
51	0.006713	0.0507	0.479879
52	0.018256	0.1378	0.445429
53	-0.029252	-0.2208	0.413
54	0.011848	0.0895	0.464518
55	-0.007267	-0.0549	0.478219
56	0.009277	0.07	0.472203
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.556035 & -4.198 & 4.8e-05 \tabularnewline
2 & 0.063502 & 0.4794 & 0.316733 \tabularnewline
3 & 0.355724 & 2.6857 & 0.004733 \tabularnewline
4 & -0.331469 & -2.5025 & 0.007611 \tabularnewline
5 & 0.139995 & 1.0569 & 0.147499 \tabularnewline
6 & 0.162795 & 1.2291 & 0.112047 \tabularnewline
7 & -0.376035 & -2.839 & 0.003131 \tabularnewline
8 & 0.276417 & 2.0869 & 0.02069 \tabularnewline
9 & -0.116754 & -0.8815 & 0.190883 \tabularnewline
10 & -0.067012 & -0.5059 & 0.307428 \tabularnewline
11 & 0.107028 & 0.808 & 0.211214 \tabularnewline
12 & -0.099207 & -0.749 & 0.228469 \tabularnewline
13 & 0.001736 & 0.0131 & 0.494795 \tabularnewline
14 & 0.05664 & 0.4276 & 0.335269 \tabularnewline
15 & 0.035666 & 0.2693 & 0.394346 \tabularnewline
16 & -0.172723 & -1.304 & 0.098733 \tabularnewline
17 & 0.155404 & 1.1733 & 0.122783 \tabularnewline
18 & -0.052305 & -0.3949 & 0.347196 \tabularnewline
19 & -0.098981 & -0.7473 & 0.228979 \tabularnewline
20 & 0.176587 & 1.3332 & 0.093884 \tabularnewline
21 & -0.08798 & -0.6642 & 0.254609 \tabularnewline
22 & -0.196978 & -1.4871 & 0.071243 \tabularnewline
23 & 0.402392 & 3.038 & 0.001795 \tabularnewline
24 & -0.342945 & -2.5892 & 0.006094 \tabularnewline
25 & 0.110026 & 0.8307 & 0.204811 \tabularnewline
26 & 0.096893 & 0.7315 & 0.233728 \tabularnewline
27 & -0.149319 & -1.1273 & 0.132162 \tabularnewline
28 & 0.079808 & 0.6025 & 0.274604 \tabularnewline
29 & 0.055722 & 0.4207 & 0.337782 \tabularnewline
30 & -0.141341 & -1.0671 & 0.145213 \tabularnewline
31 & 0.127115 & 0.9597 & 0.17063 \tabularnewline
32 & -0.087663 & -0.6618 & 0.25537 \tabularnewline
33 & 0.037354 & 0.282 & 0.389475 \tabularnewline
34 & 0.030666 & 0.2315 & 0.408869 \tabularnewline
35 & -0.087626 & -0.6616 & 0.25546 \tabularnewline
36 & 0.023389 & 0.1766 & 0.43023 \tabularnewline
37 & 0.010815 & 0.0817 & 0.467605 \tabularnewline
38 & -0.011077 & -0.0836 & 0.466823 \tabularnewline
39 & -0.023644 & -0.1785 & 0.429479 \tabularnewline
40 & 0.024052 & 0.1816 & 0.428274 \tabularnewline
41 & -0.00982 & -0.0741 & 0.470579 \tabularnewline
42 & -0.001542 & -0.0116 & 0.495377 \tabularnewline
43 & 0.025556 & 0.1929 & 0.423844 \tabularnewline
44 & -0.012292 & -0.0928 & 0.463192 \tabularnewline
45 & -0.033603 & -0.2537 & 0.400321 \tabularnewline
46 & 0.058323 & 0.4403 & 0.330683 \tabularnewline
47 & -0.0255 & -0.1925 & 0.42401 \tabularnewline
48 & -0.027056 & -0.2043 & 0.419436 \tabularnewline
49 & 0.019697 & 0.1487 & 0.441154 \tabularnewline
50 & -0.03397 & -0.2565 & 0.399257 \tabularnewline
51 & 0.006713 & 0.0507 & 0.479879 \tabularnewline
52 & 0.018256 & 0.1378 & 0.445429 \tabularnewline
53 & -0.029252 & -0.2208 & 0.413 \tabularnewline
54 & 0.011848 & 0.0895 & 0.464518 \tabularnewline
55 & -0.007267 & -0.0549 & 0.478219 \tabularnewline
56 & 0.009277 & 0.07 & 0.472203 \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61990&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]-0.556035[/C][C]-4.198[/C][C]4.8e-05[/C][/ROW]
[ROW][C]2[/C][C]0.063502[/C][C]0.4794[/C][C]0.316733[/C][/ROW]
[ROW][C]3[/C][C]0.355724[/C][C]2.6857[/C][C]0.004733[/C][/ROW]
[ROW][C]4[/C][C]-0.331469[/C][C]-2.5025[/C][C]0.007611[/C][/ROW]
[ROW][C]5[/C][C]0.139995[/C][C]1.0569[/C][C]0.147499[/C][/ROW]
[ROW][C]6[/C][C]0.162795[/C][C]1.2291[/C][C]0.112047[/C][/ROW]
[ROW][C]7[/C][C]-0.376035[/C][C]-2.839[/C][C]0.003131[/C][/ROW]
[ROW][C]8[/C][C]0.276417[/C][C]2.0869[/C][C]0.02069[/C][/ROW]
[ROW][C]9[/C][C]-0.116754[/C][C]-0.8815[/C][C]0.190883[/C][/ROW]
[ROW][C]10[/C][C]-0.067012[/C][C]-0.5059[/C][C]0.307428[/C][/ROW]
[ROW][C]11[/C][C]0.107028[/C][C]0.808[/C][C]0.211214[/C][/ROW]
[ROW][C]12[/C][C]-0.099207[/C][C]-0.749[/C][C]0.228469[/C][/ROW]
[ROW][C]13[/C][C]0.001736[/C][C]0.0131[/C][C]0.494795[/C][/ROW]
[ROW][C]14[/C][C]0.05664[/C][C]0.4276[/C][C]0.335269[/C][/ROW]
[ROW][C]15[/C][C]0.035666[/C][C]0.2693[/C][C]0.394346[/C][/ROW]
[ROW][C]16[/C][C]-0.172723[/C][C]-1.304[/C][C]0.098733[/C][/ROW]
[ROW][C]17[/C][C]0.155404[/C][C]1.1733[/C][C]0.122783[/C][/ROW]
[ROW][C]18[/C][C]-0.052305[/C][C]-0.3949[/C][C]0.347196[/C][/ROW]
[ROW][C]19[/C][C]-0.098981[/C][C]-0.7473[/C][C]0.228979[/C][/ROW]
[ROW][C]20[/C][C]0.176587[/C][C]1.3332[/C][C]0.093884[/C][/ROW]
[ROW][C]21[/C][C]-0.08798[/C][C]-0.6642[/C][C]0.254609[/C][/ROW]
[ROW][C]22[/C][C]-0.196978[/C][C]-1.4871[/C][C]0.071243[/C][/ROW]
[ROW][C]23[/C][C]0.402392[/C][C]3.038[/C][C]0.001795[/C][/ROW]
[ROW][C]24[/C][C]-0.342945[/C][C]-2.5892[/C][C]0.006094[/C][/ROW]
[ROW][C]25[/C][C]0.110026[/C][C]0.8307[/C][C]0.204811[/C][/ROW]
[ROW][C]26[/C][C]0.096893[/C][C]0.7315[/C][C]0.233728[/C][/ROW]
[ROW][C]27[/C][C]-0.149319[/C][C]-1.1273[/C][C]0.132162[/C][/ROW]
[ROW][C]28[/C][C]0.079808[/C][C]0.6025[/C][C]0.274604[/C][/ROW]
[ROW][C]29[/C][C]0.055722[/C][C]0.4207[/C][C]0.337782[/C][/ROW]
[ROW][C]30[/C][C]-0.141341[/C][C]-1.0671[/C][C]0.145213[/C][/ROW]
[ROW][C]31[/C][C]0.127115[/C][C]0.9597[/C][C]0.17063[/C][/ROW]
[ROW][C]32[/C][C]-0.087663[/C][C]-0.6618[/C][C]0.25537[/C][/ROW]
[ROW][C]33[/C][C]0.037354[/C][C]0.282[/C][C]0.389475[/C][/ROW]
[ROW][C]34[/C][C]0.030666[/C][C]0.2315[/C][C]0.408869[/C][/ROW]
[ROW][C]35[/C][C]-0.087626[/C][C]-0.6616[/C][C]0.25546[/C][/ROW]
[ROW][C]36[/C][C]0.023389[/C][C]0.1766[/C][C]0.43023[/C][/ROW]
[ROW][C]37[/C][C]0.010815[/C][C]0.0817[/C][C]0.467605[/C][/ROW]
[ROW][C]38[/C][C]-0.011077[/C][C]-0.0836[/C][C]0.466823[/C][/ROW]
[ROW][C]39[/C][C]-0.023644[/C][C]-0.1785[/C][C]0.429479[/C][/ROW]
[ROW][C]40[/C][C]0.024052[/C][C]0.1816[/C][C]0.428274[/C][/ROW]
[ROW][C]41[/C][C]-0.00982[/C][C]-0.0741[/C][C]0.470579[/C][/ROW]
[ROW][C]42[/C][C]-0.001542[/C][C]-0.0116[/C][C]0.495377[/C][/ROW]
[ROW][C]43[/C][C]0.025556[/C][C]0.1929[/C][C]0.423844[/C][/ROW]
[ROW][C]44[/C][C]-0.012292[/C][C]-0.0928[/C][C]0.463192[/C][/ROW]
[ROW][C]45[/C][C]-0.033603[/C][C]-0.2537[/C][C]0.400321[/C][/ROW]
[ROW][C]46[/C][C]0.058323[/C][C]0.4403[/C][C]0.330683[/C][/ROW]
[ROW][C]47[/C][C]-0.0255[/C][C]-0.1925[/C][C]0.42401[/C][/ROW]
[ROW][C]48[/C][C]-0.027056[/C][C]-0.2043[/C][C]0.419436[/C][/ROW]
[ROW][C]49[/C][C]0.019697[/C][C]0.1487[/C][C]0.441154[/C][/ROW]
[ROW][C]50[/C][C]-0.03397[/C][C]-0.2565[/C][C]0.399257[/C][/ROW]
[ROW][C]51[/C][C]0.006713[/C][C]0.0507[/C][C]0.479879[/C][/ROW]
[ROW][C]52[/C][C]0.018256[/C][C]0.1378[/C][C]0.445429[/C][/ROW]
[ROW][C]53[/C][C]-0.029252[/C][C]-0.2208[/C][C]0.413[/C][/ROW]
[ROW][C]54[/C][C]0.011848[/C][C]0.0895[/C][C]0.464518[/C][/ROW]
[ROW][C]55[/C][C]-0.007267[/C][C]-0.0549[/C][C]0.478219[/C][/ROW]
[ROW][C]56[/C][C]0.009277[/C][C]0.07[/C][C]0.472203[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=61990&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61990&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	-0.556035	-4.198	4.8e-05
2	0.063502	0.4794	0.316733
3	0.355724	2.6857	0.004733
4	-0.331469	-2.5025	0.007611
5	0.139995	1.0569	0.147499
6	0.162795	1.2291	0.112047
7	-0.376035	-2.839	0.003131
8	0.276417	2.0869	0.02069
9	-0.116754	-0.8815	0.190883
10	-0.067012	-0.5059	0.307428
11	0.107028	0.808	0.211214
12	-0.099207	-0.749	0.228469
13	0.001736	0.0131	0.494795
14	0.05664	0.4276	0.335269
15	0.035666	0.2693	0.394346
16	-0.172723	-1.304	0.098733
17	0.155404	1.1733	0.122783
18	-0.052305	-0.3949	0.347196
19	-0.098981	-0.7473	0.228979
20	0.176587	1.3332	0.093884
21	-0.08798	-0.6642	0.254609
22	-0.196978	-1.4871	0.071243
23	0.402392	3.038	0.001795
24	-0.342945	-2.5892	0.006094
25	0.110026	0.8307	0.204811
26	0.096893	0.7315	0.233728
27	-0.149319	-1.1273	0.132162
28	0.079808	0.6025	0.274604
29	0.055722	0.4207	0.337782
30	-0.141341	-1.0671	0.145213
31	0.127115	0.9597	0.17063
32	-0.087663	-0.6618	0.25537
33	0.037354	0.282	0.389475
34	0.030666	0.2315	0.408869
35	-0.087626	-0.6616	0.25546
36	0.023389	0.1766	0.43023
37	0.010815	0.0817	0.467605
38	-0.011077	-0.0836	0.466823
39	-0.023644	-0.1785	0.429479
40	0.024052	0.1816	0.428274
41	-0.00982	-0.0741	0.470579
42	-0.001542	-0.0116	0.495377
43	0.025556	0.1929	0.423844
44	-0.012292	-0.0928	0.463192
45	-0.033603	-0.2537	0.400321
46	0.058323	0.4403	0.330683
47	-0.0255	-0.1925	0.42401
48	-0.027056	-0.2043	0.419436
49	0.019697	0.1487	0.441154
50	-0.03397	-0.2565	0.399257
51	0.006713	0.0507	0.479879
52	0.018256	0.1378	0.445429
53	-0.029252	-0.2208	0.413
54	0.011848	0.0895	0.464518
55	-0.007267	-0.0549	0.478219
56	0.009277	0.07	0.472203
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.556035	-4.198	4.8e-05
2	-0.355623	-2.6849	0.004742
3	0.341119	2.5754	0.006316
4	0.167736	1.2664	0.105264
5	0.01045	0.0789	0.468696
6	0.127727	0.9643	0.16948
7	-0.235162	-1.7754	0.040583
8	-0.17047	-1.287	0.101645
9	-0.17425	-1.3156	0.096795
10	0.064659	0.4882	0.313653
11	0.065409	0.4938	0.311662
12	0.04642	0.3505	0.363641
13	0.016508	0.1246	0.450625
14	-0.076707	-0.5791	0.282392
15	0.189635	1.4317	0.078843
16	-0.188624	-1.4241	0.079938
17	-0.130683	-0.9866	0.163996
18	-0.097821	-0.7385	0.231611
19	-0.068201	-0.5149	0.304306
20	0.128513	0.9703	0.16801
21	0.216522	1.6347	0.053811
22	-0.152853	-1.154	0.126655
23	0.013397	0.1011	0.459897
24	-0.054037	-0.408	0.342413
25	-0.026891	-0.203	0.41992
26	-0.121152	-0.9147	0.182108
27	0.116291	0.878	0.191821
28	0.026044	0.1966	0.422409
29	-0.048566	-0.3667	0.357613
30	0.079867	0.603	0.274456
31	-0.002098	-0.0158	0.493709
32	-0.105609	-0.7973	0.214284
33	-0.056829	-0.429	0.334752
34	0.039309	0.2968	0.383859
35	-0.04324	-0.3265	0.372638
36	-0.058285	-0.44	0.330786
37	-0.026388	-0.1992	0.421397
38	-0.059354	-0.4481	0.327886
39	0.08694	0.6564	0.257109
40	0.021351	0.1612	0.436254
41	0.028834	0.2177	0.414222
42	0.039108	0.2953	0.384434
43	-0.045176	-0.3411	0.367151
44	-0.133411	-1.0072	0.15904
45	0.005285	0.0399	0.484155
46	-0.079849	-0.6028	0.274501
47	0.027462	0.2073	0.418244
48	0.004027	0.0304	0.487926
49	0.059126	0.4464	0.328502
50	-0.089687	-0.6771	0.250533
51	0.011392	0.086	0.465881
52	-0.005445	-0.0411	0.483676
53	-0.090088	-0.6802	0.249581
54	-0.013422	-0.1013	0.459821
55	0.020214	0.1526	0.439621
56	-0.02159	-0.163	0.435548
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.556035 & -4.198 & 4.8e-05 \tabularnewline
2 & -0.355623 & -2.6849 & 0.004742 \tabularnewline
3 & 0.341119 & 2.5754 & 0.006316 \tabularnewline
4 & 0.167736 & 1.2664 & 0.105264 \tabularnewline
5 & 0.01045 & 0.0789 & 0.468696 \tabularnewline
6 & 0.127727 & 0.9643 & 0.16948 \tabularnewline
7 & -0.235162 & -1.7754 & 0.040583 \tabularnewline
8 & -0.17047 & -1.287 & 0.101645 \tabularnewline
9 & -0.17425 & -1.3156 & 0.096795 \tabularnewline
10 & 0.064659 & 0.4882 & 0.313653 \tabularnewline
11 & 0.065409 & 0.4938 & 0.311662 \tabularnewline
12 & 0.04642 & 0.3505 & 0.363641 \tabularnewline
13 & 0.016508 & 0.1246 & 0.450625 \tabularnewline
14 & -0.076707 & -0.5791 & 0.282392 \tabularnewline
15 & 0.189635 & 1.4317 & 0.078843 \tabularnewline
16 & -0.188624 & -1.4241 & 0.079938 \tabularnewline
17 & -0.130683 & -0.9866 & 0.163996 \tabularnewline
18 & -0.097821 & -0.7385 & 0.231611 \tabularnewline
19 & -0.068201 & -0.5149 & 0.304306 \tabularnewline
20 & 0.128513 & 0.9703 & 0.16801 \tabularnewline
21 & 0.216522 & 1.6347 & 0.053811 \tabularnewline
22 & -0.152853 & -1.154 & 0.126655 \tabularnewline
23 & 0.013397 & 0.1011 & 0.459897 \tabularnewline
24 & -0.054037 & -0.408 & 0.342413 \tabularnewline
25 & -0.026891 & -0.203 & 0.41992 \tabularnewline
26 & -0.121152 & -0.9147 & 0.182108 \tabularnewline
27 & 0.116291 & 0.878 & 0.191821 \tabularnewline
28 & 0.026044 & 0.1966 & 0.422409 \tabularnewline
29 & -0.048566 & -0.3667 & 0.357613 \tabularnewline
30 & 0.079867 & 0.603 & 0.274456 \tabularnewline
31 & -0.002098 & -0.0158 & 0.493709 \tabularnewline
32 & -0.105609 & -0.7973 & 0.214284 \tabularnewline
33 & -0.056829 & -0.429 & 0.334752 \tabularnewline
34 & 0.039309 & 0.2968 & 0.383859 \tabularnewline
35 & -0.04324 & -0.3265 & 0.372638 \tabularnewline
36 & -0.058285 & -0.44 & 0.330786 \tabularnewline
37 & -0.026388 & -0.1992 & 0.421397 \tabularnewline
38 & -0.059354 & -0.4481 & 0.327886 \tabularnewline
39 & 0.08694 & 0.6564 & 0.257109 \tabularnewline
40 & 0.021351 & 0.1612 & 0.436254 \tabularnewline
41 & 0.028834 & 0.2177 & 0.414222 \tabularnewline
42 & 0.039108 & 0.2953 & 0.384434 \tabularnewline
43 & -0.045176 & -0.3411 & 0.367151 \tabularnewline
44 & -0.133411 & -1.0072 & 0.15904 \tabularnewline
45 & 0.005285 & 0.0399 & 0.484155 \tabularnewline
46 & -0.079849 & -0.6028 & 0.274501 \tabularnewline
47 & 0.027462 & 0.2073 & 0.418244 \tabularnewline
48 & 0.004027 & 0.0304 & 0.487926 \tabularnewline
49 & 0.059126 & 0.4464 & 0.328502 \tabularnewline
50 & -0.089687 & -0.6771 & 0.250533 \tabularnewline
51 & 0.011392 & 0.086 & 0.465881 \tabularnewline
52 & -0.005445 & -0.0411 & 0.483676 \tabularnewline
53 & -0.090088 & -0.6802 & 0.249581 \tabularnewline
54 & -0.013422 & -0.1013 & 0.459821 \tabularnewline
55 & 0.020214 & 0.1526 & 0.439621 \tabularnewline
56 & -0.02159 & -0.163 & 0.435548 \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61990&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]-0.556035[/C][C]-4.198[/C][C]4.8e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.355623[/C][C]-2.6849[/C][C]0.004742[/C][/ROW]
[ROW][C]3[/C][C]0.341119[/C][C]2.5754[/C][C]0.006316[/C][/ROW]
[ROW][C]4[/C][C]0.167736[/C][C]1.2664[/C][C]0.105264[/C][/ROW]
[ROW][C]5[/C][C]0.01045[/C][C]0.0789[/C][C]0.468696[/C][/ROW]
[ROW][C]6[/C][C]0.127727[/C][C]0.9643[/C][C]0.16948[/C][/ROW]
[ROW][C]7[/C][C]-0.235162[/C][C]-1.7754[/C][C]0.040583[/C][/ROW]
[ROW][C]8[/C][C]-0.17047[/C][C]-1.287[/C][C]0.101645[/C][/ROW]
[ROW][C]9[/C][C]-0.17425[/C][C]-1.3156[/C][C]0.096795[/C][/ROW]
[ROW][C]10[/C][C]0.064659[/C][C]0.4882[/C][C]0.313653[/C][/ROW]
[ROW][C]11[/C][C]0.065409[/C][C]0.4938[/C][C]0.311662[/C][/ROW]
[ROW][C]12[/C][C]0.04642[/C][C]0.3505[/C][C]0.363641[/C][/ROW]
[ROW][C]13[/C][C]0.016508[/C][C]0.1246[/C][C]0.450625[/C][/ROW]
[ROW][C]14[/C][C]-0.076707[/C][C]-0.5791[/C][C]0.282392[/C][/ROW]
[ROW][C]15[/C][C]0.189635[/C][C]1.4317[/C][C]0.078843[/C][/ROW]
[ROW][C]16[/C][C]-0.188624[/C][C]-1.4241[/C][C]0.079938[/C][/ROW]
[ROW][C]17[/C][C]-0.130683[/C][C]-0.9866[/C][C]0.163996[/C][/ROW]
[ROW][C]18[/C][C]-0.097821[/C][C]-0.7385[/C][C]0.231611[/C][/ROW]
[ROW][C]19[/C][C]-0.068201[/C][C]-0.5149[/C][C]0.304306[/C][/ROW]
[ROW][C]20[/C][C]0.128513[/C][C]0.9703[/C][C]0.16801[/C][/ROW]
[ROW][C]21[/C][C]0.216522[/C][C]1.6347[/C][C]0.053811[/C][/ROW]
[ROW][C]22[/C][C]-0.152853[/C][C]-1.154[/C][C]0.126655[/C][/ROW]
[ROW][C]23[/C][C]0.013397[/C][C]0.1011[/C][C]0.459897[/C][/ROW]
[ROW][C]24[/C][C]-0.054037[/C][C]-0.408[/C][C]0.342413[/C][/ROW]
[ROW][C]25[/C][C]-0.026891[/C][C]-0.203[/C][C]0.41992[/C][/ROW]
[ROW][C]26[/C][C]-0.121152[/C][C]-0.9147[/C][C]0.182108[/C][/ROW]
[ROW][C]27[/C][C]0.116291[/C][C]0.878[/C][C]0.191821[/C][/ROW]
[ROW][C]28[/C][C]0.026044[/C][C]0.1966[/C][C]0.422409[/C][/ROW]
[ROW][C]29[/C][C]-0.048566[/C][C]-0.3667[/C][C]0.357613[/C][/ROW]
[ROW][C]30[/C][C]0.079867[/C][C]0.603[/C][C]0.274456[/C][/ROW]
[ROW][C]31[/C][C]-0.002098[/C][C]-0.0158[/C][C]0.493709[/C][/ROW]
[ROW][C]32[/C][C]-0.105609[/C][C]-0.7973[/C][C]0.214284[/C][/ROW]
[ROW][C]33[/C][C]-0.056829[/C][C]-0.429[/C][C]0.334752[/C][/ROW]
[ROW][C]34[/C][C]0.039309[/C][C]0.2968[/C][C]0.383859[/C][/ROW]
[ROW][C]35[/C][C]-0.04324[/C][C]-0.3265[/C][C]0.372638[/C][/ROW]
[ROW][C]36[/C][C]-0.058285[/C][C]-0.44[/C][C]0.330786[/C][/ROW]
[ROW][C]37[/C][C]-0.026388[/C][C]-0.1992[/C][C]0.421397[/C][/ROW]
[ROW][C]38[/C][C]-0.059354[/C][C]-0.4481[/C][C]0.327886[/C][/ROW]
[ROW][C]39[/C][C]0.08694[/C][C]0.6564[/C][C]0.257109[/C][/ROW]
[ROW][C]40[/C][C]0.021351[/C][C]0.1612[/C][C]0.436254[/C][/ROW]
[ROW][C]41[/C][C]0.028834[/C][C]0.2177[/C][C]0.414222[/C][/ROW]
[ROW][C]42[/C][C]0.039108[/C][C]0.2953[/C][C]0.384434[/C][/ROW]
[ROW][C]43[/C][C]-0.045176[/C][C]-0.3411[/C][C]0.367151[/C][/ROW]
[ROW][C]44[/C][C]-0.133411[/C][C]-1.0072[/C][C]0.15904[/C][/ROW]
[ROW][C]45[/C][C]0.005285[/C][C]0.0399[/C][C]0.484155[/C][/ROW]
[ROW][C]46[/C][C]-0.079849[/C][C]-0.6028[/C][C]0.274501[/C][/ROW]
[ROW][C]47[/C][C]0.027462[/C][C]0.2073[/C][C]0.418244[/C][/ROW]
[ROW][C]48[/C][C]0.004027[/C][C]0.0304[/C][C]0.487926[/C][/ROW]
[ROW][C]49[/C][C]0.059126[/C][C]0.4464[/C][C]0.328502[/C][/ROW]
[ROW][C]50[/C][C]-0.089687[/C][C]-0.6771[/C][C]0.250533[/C][/ROW]
[ROW][C]51[/C][C]0.011392[/C][C]0.086[/C][C]0.465881[/C][/ROW]
[ROW][C]52[/C][C]-0.005445[/C][C]-0.0411[/C][C]0.483676[/C][/ROW]
[ROW][C]53[/C][C]-0.090088[/C][C]-0.6802[/C][C]0.249581[/C][/ROW]
[ROW][C]54[/C][C]-0.013422[/C][C]-0.1013[/C][C]0.459821[/C][/ROW]
[ROW][C]55[/C][C]0.020214[/C][C]0.1526[/C][C]0.439621[/C][/ROW]
[ROW][C]56[/C][C]-0.02159[/C][C]-0.163[/C][C]0.435548[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=61990&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61990&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	-0.556035	-4.198	4.8e-05
2	-0.355623	-2.6849	0.004742
3	0.341119	2.5754	0.006316
4	0.167736	1.2664	0.105264
5	0.01045	0.0789	0.468696
6	0.127727	0.9643	0.16948
7	-0.235162	-1.7754	0.040583
8	-0.17047	-1.287	0.101645
9	-0.17425	-1.3156	0.096795
10	0.064659	0.4882	0.313653
11	0.065409	0.4938	0.311662
12	0.04642	0.3505	0.363641
13	0.016508	0.1246	0.450625
14	-0.076707	-0.5791	0.282392
15	0.189635	1.4317	0.078843
16	-0.188624	-1.4241	0.079938
17	-0.130683	-0.9866	0.163996
18	-0.097821	-0.7385	0.231611
19	-0.068201	-0.5149	0.304306
20	0.128513	0.9703	0.16801
21	0.216522	1.6347	0.053811
22	-0.152853	-1.154	0.126655
23	0.013397	0.1011	0.459897
24	-0.054037	-0.408	0.342413
25	-0.026891	-0.203	0.41992
26	-0.121152	-0.9147	0.182108
27	0.116291	0.878	0.191821
28	0.026044	0.1966	0.422409
29	-0.048566	-0.3667	0.357613
30	0.079867	0.603	0.274456
31	-0.002098	-0.0158	0.493709
32	-0.105609	-0.7973	0.214284
33	-0.056829	-0.429	0.334752
34	0.039309	0.2968	0.383859
35	-0.04324	-0.3265	0.372638
36	-0.058285	-0.44	0.330786
37	-0.026388	-0.1992	0.421397
38	-0.059354	-0.4481	0.327886
39	0.08694	0.6564	0.257109
40	0.021351	0.1612	0.436254
41	0.028834	0.2177	0.414222
42	0.039108	0.2953	0.384434
43	-0.045176	-0.3411	0.367151
44	-0.133411	-1.0072	0.15904
45	0.005285	0.0399	0.484155
46	-0.079849	-0.6028	0.274501
47	0.027462	0.2073	0.418244
48	0.004027	0.0304	0.487926
49	0.059126	0.4464	0.328502
50	-0.089687	-0.6771	0.250533
51	0.011392	0.086	0.465881
52	-0.005445	-0.0411	0.483676
53	-0.090088	-0.6802	0.249581
54	-0.013422	-0.1013	0.459821
55	0.020214	0.1526	0.439621
56	-0.02159	-0.163	0.435548
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
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 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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