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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 08:18:52 -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/2009/Dec/03/t12598535899vjqsng1i5iewmj.htm/, Retrieved Fri, 19 Apr 2024 21:49:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62832, Retrieved Fri, 19 Apr 2024 21:49:17 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

RW8(9)

Estimated Impact

129

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] [W8] [2009-11-25 18:19:32] [315ba876df544ad397193b5931d5f354]
-    D          [(Partial) Autocorrelation Function] [ws8 1.1] [2009-11-27 16:22:27] [95cead3ebb75668735f848316249436a]
-   P             [(Partial) Autocorrelation Function] [ws8.2] [2009-11-27 16:33:59] [95cead3ebb75668735f848316249436a]
-   P                 [(Partial) Autocorrelation Function] [Workshop 8: Review] [2009-12-03 15:18:52] [af31b947d6acaef3c71f428c4bb503e9] [Current]

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Dataseries X:

Download CSV

Histogram

Boxplots

2.05
2.11
2.09
2.05
2.08
2.06
2.06
2.08
2.07
2.06
2.07
2.06
2.09
2.07
2.09
2.28
2.33
2.35
2.52
2.63
2.58
2.70
2.81
2.97
3.04
3.28
3.33
3.50
3.56
3.57
3.69
3.82
3.79
3.96
4.06
4.05
4.03
3.94
4.02
3.88
4.02
4.03
4.09
3.99
4.01
4.01
4.19
4.30
4.27
3.82
3.15
2.49
1.81
1.26
1.06
0.84
0.78
0.70
0.36
0.35

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=62832&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=62832&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62832&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	0.936824	7.2566	0
2	0.848005	6.5686	0
3	0.748609	5.7987	0
4	0.636274	4.9286	3e-06
5	0.516723	4.0025	8.7e-05
6	0.398529	3.087	0.00153
7	0.2807	2.1743	0.016819
8	0.176793	1.3694	0.087984
9	0.091168	0.7062	0.241403
10	0.025571	0.1981	0.42183
11	-0.017439	-0.1351	0.446499
12	-0.044787	-0.3469	0.364934
13	-0.070718	-0.5478	0.292938
14	-0.102283	-0.7923	0.215658
15	-0.14086	-1.0911	0.139795
16	-0.179391	-1.3896	0.084899
17	-0.217527	-1.685	0.048596
18	-0.250663	-1.9416	0.028441
19	-0.281071	-2.1772	0.016706
20	-0.308424	-2.389	0.010027
21	-0.337199	-2.6119	0.005679
22	-0.357533	-2.7694	0.003731
23	-0.375581	-2.9092	0.002537
24	-0.385714	-2.9877	0.002034
25	-0.389218	-3.0149	0.001882
26	-0.383709	-2.9722	0.002125
27	-0.375482	-2.9085	0.002543
28	-0.364563	-2.8239	0.003215
29	-0.34519	-2.6738	0.004823
30	-0.32552	-2.5215	0.00718
31	-0.303844	-2.3536	0.010944
32	-0.276156	-2.1391	0.018253
33	-0.246673	-1.9107	0.030411
34	-0.216412	-1.6763	0.04944
35	-0.181787	-1.4081	0.082129
36	-0.150377	-1.1648	0.124351
37	-0.117661	-0.9114	0.182866
38	-0.087783	-0.68	0.249571
39	-0.05875	-0.4551	0.325349
40	-0.033732	-0.2613	0.397384
41	-0.004029	-0.0312	0.487604
42	0.022411	0.1736	0.431386
43	0.044141	0.3419	0.366806
44	0.065239	0.5053	0.307585
45	0.084964	0.6581	0.256486
46	0.098086	0.7598	0.225183
47	0.112368	0.8704	0.193776
48	0.128071	0.992	0.162582
49	0.142475	1.1036	0.137085
50	0.15268	1.1827	0.120805
51	0.155636	1.2056	0.116362
52	0.152556	1.1817	0.120994
53	0.143047	1.108	0.136134
54	0.12715	0.9849	0.164314
55	0.109441	0.8477	0.19998
56	0.089973	0.6969	0.244269
57	0.06882	0.5331	0.297974
58	0.048492	0.3756	0.354263
59	0.025327	0.1962	0.422566
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.936824 & 7.2566 & 0 \tabularnewline
2 & 0.848005 & 6.5686 & 0 \tabularnewline
3 & 0.748609 & 5.7987 & 0 \tabularnewline
4 & 0.636274 & 4.9286 & 3e-06 \tabularnewline
5 & 0.516723 & 4.0025 & 8.7e-05 \tabularnewline
6 & 0.398529 & 3.087 & 0.00153 \tabularnewline
7 & 0.2807 & 2.1743 & 0.016819 \tabularnewline
8 & 0.176793 & 1.3694 & 0.087984 \tabularnewline
9 & 0.091168 & 0.7062 & 0.241403 \tabularnewline
10 & 0.025571 & 0.1981 & 0.42183 \tabularnewline
11 & -0.017439 & -0.1351 & 0.446499 \tabularnewline
12 & -0.044787 & -0.3469 & 0.364934 \tabularnewline
13 & -0.070718 & -0.5478 & 0.292938 \tabularnewline
14 & -0.102283 & -0.7923 & 0.215658 \tabularnewline
15 & -0.14086 & -1.0911 & 0.139795 \tabularnewline
16 & -0.179391 & -1.3896 & 0.084899 \tabularnewline
17 & -0.217527 & -1.685 & 0.048596 \tabularnewline
18 & -0.250663 & -1.9416 & 0.028441 \tabularnewline
19 & -0.281071 & -2.1772 & 0.016706 \tabularnewline
20 & -0.308424 & -2.389 & 0.010027 \tabularnewline
21 & -0.337199 & -2.6119 & 0.005679 \tabularnewline
22 & -0.357533 & -2.7694 & 0.003731 \tabularnewline
23 & -0.375581 & -2.9092 & 0.002537 \tabularnewline
24 & -0.385714 & -2.9877 & 0.002034 \tabularnewline
25 & -0.389218 & -3.0149 & 0.001882 \tabularnewline
26 & -0.383709 & -2.9722 & 0.002125 \tabularnewline
27 & -0.375482 & -2.9085 & 0.002543 \tabularnewline
28 & -0.364563 & -2.8239 & 0.003215 \tabularnewline
29 & -0.34519 & -2.6738 & 0.004823 \tabularnewline
30 & -0.32552 & -2.5215 & 0.00718 \tabularnewline
31 & -0.303844 & -2.3536 & 0.010944 \tabularnewline
32 & -0.276156 & -2.1391 & 0.018253 \tabularnewline
33 & -0.246673 & -1.9107 & 0.030411 \tabularnewline
34 & -0.216412 & -1.6763 & 0.04944 \tabularnewline
35 & -0.181787 & -1.4081 & 0.082129 \tabularnewline
36 & -0.150377 & -1.1648 & 0.124351 \tabularnewline
37 & -0.117661 & -0.9114 & 0.182866 \tabularnewline
38 & -0.087783 & -0.68 & 0.249571 \tabularnewline
39 & -0.05875 & -0.4551 & 0.325349 \tabularnewline
40 & -0.033732 & -0.2613 & 0.397384 \tabularnewline
41 & -0.004029 & -0.0312 & 0.487604 \tabularnewline
42 & 0.022411 & 0.1736 & 0.431386 \tabularnewline
43 & 0.044141 & 0.3419 & 0.366806 \tabularnewline
44 & 0.065239 & 0.5053 & 0.307585 \tabularnewline
45 & 0.084964 & 0.6581 & 0.256486 \tabularnewline
46 & 0.098086 & 0.7598 & 0.225183 \tabularnewline
47 & 0.112368 & 0.8704 & 0.193776 \tabularnewline
48 & 0.128071 & 0.992 & 0.162582 \tabularnewline
49 & 0.142475 & 1.1036 & 0.137085 \tabularnewline
50 & 0.15268 & 1.1827 & 0.120805 \tabularnewline
51 & 0.155636 & 1.2056 & 0.116362 \tabularnewline
52 & 0.152556 & 1.1817 & 0.120994 \tabularnewline
53 & 0.143047 & 1.108 & 0.136134 \tabularnewline
54 & 0.12715 & 0.9849 & 0.164314 \tabularnewline
55 & 0.109441 & 0.8477 & 0.19998 \tabularnewline
56 & 0.089973 & 0.6969 & 0.244269 \tabularnewline
57 & 0.06882 & 0.5331 & 0.297974 \tabularnewline
58 & 0.048492 & 0.3756 & 0.354263 \tabularnewline
59 & 0.025327 & 0.1962 & 0.422566 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62832&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]0.936824[/C][C]7.2566[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.848005[/C][C]6.5686[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.748609[/C][C]5.7987[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.636274[/C][C]4.9286[/C][C]3e-06[/C][/ROW]
[ROW][C]5[/C][C]0.516723[/C][C]4.0025[/C][C]8.7e-05[/C][/ROW]
[ROW][C]6[/C][C]0.398529[/C][C]3.087[/C][C]0.00153[/C][/ROW]
[ROW][C]7[/C][C]0.2807[/C][C]2.1743[/C][C]0.016819[/C][/ROW]
[ROW][C]8[/C][C]0.176793[/C][C]1.3694[/C][C]0.087984[/C][/ROW]
[ROW][C]9[/C][C]0.091168[/C][C]0.7062[/C][C]0.241403[/C][/ROW]
[ROW][C]10[/C][C]0.025571[/C][C]0.1981[/C][C]0.42183[/C][/ROW]
[ROW][C]11[/C][C]-0.017439[/C][C]-0.1351[/C][C]0.446499[/C][/ROW]
[ROW][C]12[/C][C]-0.044787[/C][C]-0.3469[/C][C]0.364934[/C][/ROW]
[ROW][C]13[/C][C]-0.070718[/C][C]-0.5478[/C][C]0.292938[/C][/ROW]
[ROW][C]14[/C][C]-0.102283[/C][C]-0.7923[/C][C]0.215658[/C][/ROW]
[ROW][C]15[/C][C]-0.14086[/C][C]-1.0911[/C][C]0.139795[/C][/ROW]
[ROW][C]16[/C][C]-0.179391[/C][C]-1.3896[/C][C]0.084899[/C][/ROW]
[ROW][C]17[/C][C]-0.217527[/C][C]-1.685[/C][C]0.048596[/C][/ROW]
[ROW][C]18[/C][C]-0.250663[/C][C]-1.9416[/C][C]0.028441[/C][/ROW]
[ROW][C]19[/C][C]-0.281071[/C][C]-2.1772[/C][C]0.016706[/C][/ROW]
[ROW][C]20[/C][C]-0.308424[/C][C]-2.389[/C][C]0.010027[/C][/ROW]
[ROW][C]21[/C][C]-0.337199[/C][C]-2.6119[/C][C]0.005679[/C][/ROW]
[ROW][C]22[/C][C]-0.357533[/C][C]-2.7694[/C][C]0.003731[/C][/ROW]
[ROW][C]23[/C][C]-0.375581[/C][C]-2.9092[/C][C]0.002537[/C][/ROW]
[ROW][C]24[/C][C]-0.385714[/C][C]-2.9877[/C][C]0.002034[/C][/ROW]
[ROW][C]25[/C][C]-0.389218[/C][C]-3.0149[/C][C]0.001882[/C][/ROW]
[ROW][C]26[/C][C]-0.383709[/C][C]-2.9722[/C][C]0.002125[/C][/ROW]
[ROW][C]27[/C][C]-0.375482[/C][C]-2.9085[/C][C]0.002543[/C][/ROW]
[ROW][C]28[/C][C]-0.364563[/C][C]-2.8239[/C][C]0.003215[/C][/ROW]
[ROW][C]29[/C][C]-0.34519[/C][C]-2.6738[/C][C]0.004823[/C][/ROW]
[ROW][C]30[/C][C]-0.32552[/C][C]-2.5215[/C][C]0.00718[/C][/ROW]
[ROW][C]31[/C][C]-0.303844[/C][C]-2.3536[/C][C]0.010944[/C][/ROW]
[ROW][C]32[/C][C]-0.276156[/C][C]-2.1391[/C][C]0.018253[/C][/ROW]
[ROW][C]33[/C][C]-0.246673[/C][C]-1.9107[/C][C]0.030411[/C][/ROW]
[ROW][C]34[/C][C]-0.216412[/C][C]-1.6763[/C][C]0.04944[/C][/ROW]
[ROW][C]35[/C][C]-0.181787[/C][C]-1.4081[/C][C]0.082129[/C][/ROW]
[ROW][C]36[/C][C]-0.150377[/C][C]-1.1648[/C][C]0.124351[/C][/ROW]
[ROW][C]37[/C][C]-0.117661[/C][C]-0.9114[/C][C]0.182866[/C][/ROW]
[ROW][C]38[/C][C]-0.087783[/C][C]-0.68[/C][C]0.249571[/C][/ROW]
[ROW][C]39[/C][C]-0.05875[/C][C]-0.4551[/C][C]0.325349[/C][/ROW]
[ROW][C]40[/C][C]-0.033732[/C][C]-0.2613[/C][C]0.397384[/C][/ROW]
[ROW][C]41[/C][C]-0.004029[/C][C]-0.0312[/C][C]0.487604[/C][/ROW]
[ROW][C]42[/C][C]0.022411[/C][C]0.1736[/C][C]0.431386[/C][/ROW]
[ROW][C]43[/C][C]0.044141[/C][C]0.3419[/C][C]0.366806[/C][/ROW]
[ROW][C]44[/C][C]0.065239[/C][C]0.5053[/C][C]0.307585[/C][/ROW]
[ROW][C]45[/C][C]0.084964[/C][C]0.6581[/C][C]0.256486[/C][/ROW]
[ROW][C]46[/C][C]0.098086[/C][C]0.7598[/C][C]0.225183[/C][/ROW]
[ROW][C]47[/C][C]0.112368[/C][C]0.8704[/C][C]0.193776[/C][/ROW]
[ROW][C]48[/C][C]0.128071[/C][C]0.992[/C][C]0.162582[/C][/ROW]
[ROW][C]49[/C][C]0.142475[/C][C]1.1036[/C][C]0.137085[/C][/ROW]
[ROW][C]50[/C][C]0.15268[/C][C]1.1827[/C][C]0.120805[/C][/ROW]
[ROW][C]51[/C][C]0.155636[/C][C]1.2056[/C][C]0.116362[/C][/ROW]
[ROW][C]52[/C][C]0.152556[/C][C]1.1817[/C][C]0.120994[/C][/ROW]
[ROW][C]53[/C][C]0.143047[/C][C]1.108[/C][C]0.136134[/C][/ROW]
[ROW][C]54[/C][C]0.12715[/C][C]0.9849[/C][C]0.164314[/C][/ROW]
[ROW][C]55[/C][C]0.109441[/C][C]0.8477[/C][C]0.19998[/C][/ROW]
[ROW][C]56[/C][C]0.089973[/C][C]0.6969[/C][C]0.244269[/C][/ROW]
[ROW][C]57[/C][C]0.06882[/C][C]0.5331[/C][C]0.297974[/C][/ROW]
[ROW][C]58[/C][C]0.048492[/C][C]0.3756[/C][C]0.354263[/C][/ROW]
[ROW][C]59[/C][C]0.025327[/C][C]0.1962[/C][C]0.422566[/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=62832&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62832&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	0.936824	7.2566	0
2	0.848005	6.5686	0
3	0.748609	5.7987	0
4	0.636274	4.9286	3e-06
5	0.516723	4.0025	8.7e-05
6	0.398529	3.087	0.00153
7	0.2807	2.1743	0.016819
8	0.176793	1.3694	0.087984
9	0.091168	0.7062	0.241403
10	0.025571	0.1981	0.42183
11	-0.017439	-0.1351	0.446499
12	-0.044787	-0.3469	0.364934
13	-0.070718	-0.5478	0.292938
14	-0.102283	-0.7923	0.215658
15	-0.14086	-1.0911	0.139795
16	-0.179391	-1.3896	0.084899
17	-0.217527	-1.685	0.048596
18	-0.250663	-1.9416	0.028441
19	-0.281071	-2.1772	0.016706
20	-0.308424	-2.389	0.010027
21	-0.337199	-2.6119	0.005679
22	-0.357533	-2.7694	0.003731
23	-0.375581	-2.9092	0.002537
24	-0.385714	-2.9877	0.002034
25	-0.389218	-3.0149	0.001882
26	-0.383709	-2.9722	0.002125
27	-0.375482	-2.9085	0.002543
28	-0.364563	-2.8239	0.003215
29	-0.34519	-2.6738	0.004823
30	-0.32552	-2.5215	0.00718
31	-0.303844	-2.3536	0.010944
32	-0.276156	-2.1391	0.018253
33	-0.246673	-1.9107	0.030411
34	-0.216412	-1.6763	0.04944
35	-0.181787	-1.4081	0.082129
36	-0.150377	-1.1648	0.124351
37	-0.117661	-0.9114	0.182866
38	-0.087783	-0.68	0.249571
39	-0.05875	-0.4551	0.325349
40	-0.033732	-0.2613	0.397384
41	-0.004029	-0.0312	0.487604
42	0.022411	0.1736	0.431386
43	0.044141	0.3419	0.366806
44	0.065239	0.5053	0.307585
45	0.084964	0.6581	0.256486
46	0.098086	0.7598	0.225183
47	0.112368	0.8704	0.193776
48	0.128071	0.992	0.162582
49	0.142475	1.1036	0.137085
50	0.15268	1.1827	0.120805
51	0.155636	1.2056	0.116362
52	0.152556	1.1817	0.120994
53	0.143047	1.108	0.136134
54	0.12715	0.9849	0.164314
55	0.109441	0.8477	0.19998
56	0.089973	0.6969	0.244269
57	0.06882	0.5331	0.297974
58	0.048492	0.3756	0.354263
59	0.025327	0.1962	0.422566
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.936824	7.2566	0
2	-0.242198	-1.8761	0.032757
3	-0.09841	-0.7623	0.22444
4	-0.145466	-1.1268	0.132163
5	-0.097164	-0.7526	0.227307
6	-0.045864	-0.3553	0.361819
7	-0.080316	-0.6221	0.268108
8	0.036	0.2789	0.390658
9	0.034773	0.2694	0.394291
10	0.046933	0.3635	0.358738
11	0.061739	0.4782	0.317113
12	-0.00653	-0.0506	0.479914
13	-0.107395	-0.8319	0.204387
14	-0.14495	-1.1228	0.133003
15	-0.133493	-1.034	0.152635
16	-0.04168	-0.3229	0.373964
17	-0.030064	-0.2329	0.408326
18	0.03533	0.2737	0.392642
19	0.007886	0.0611	0.475749
20	-0.002885	-0.0223	0.491122
21	-0.081349	-0.6301	0.265503
22	-0.022388	-0.1734	0.431455
23	-0.119212	-0.9234	0.179746
24	-0.054153	-0.4195	0.338187
25	-0.056305	-0.4361	0.332152
26	0.015229	0.118	0.453246
27	-0.011593	-0.0898	0.464373
28	-0.006175	-0.0478	0.481006
29	0.04502	0.3487	0.364258
30	-0.072167	-0.559	0.289121
31	-0.049554	-0.3838	0.351225
32	-0.027999	-0.2169	0.414518
33	-0.040692	-0.3152	0.376851
34	-0.019534	-0.1513	0.440119
35	0.028716	0.2224	0.412367
36	-0.028496	-0.2207	0.413026
37	0.03043	0.2357	0.407231
38	-0.054248	-0.4202	0.337918
39	-0.008461	-0.0655	0.473982
40	-0.065923	-0.5106	0.305739
41	0.036671	0.2841	0.388674
42	-0.041871	-0.3243	0.373408
43	-0.018291	-0.1417	0.443904
44	0.012565	0.0973	0.461395
45	-0.000572	-0.0044	0.498241
46	-0.054516	-0.4223	0.337166
47	0.013274	0.1028	0.459223
48	0.001622	0.0126	0.495008
49	-0.010367	-0.0803	0.468133
50	-0.021764	-0.1686	0.433346
51	-0.061503	-0.4764	0.31776
52	-0.025928	-0.2008	0.420752
53	-0.067624	-0.5238	0.301169
54	-0.048224	-0.3735	0.355031
55	-0.021357	-0.1654	0.434582
56	-0.003932	-0.0305	0.487903
57	-0.015959	-0.1236	0.451014
58	0.015126	0.1172	0.453559
59	-0.068354	-0.5295	0.299216
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.936824 & 7.2566 & 0 \tabularnewline
2 & -0.242198 & -1.8761 & 0.032757 \tabularnewline
3 & -0.09841 & -0.7623 & 0.22444 \tabularnewline
4 & -0.145466 & -1.1268 & 0.132163 \tabularnewline
5 & -0.097164 & -0.7526 & 0.227307 \tabularnewline
6 & -0.045864 & -0.3553 & 0.361819 \tabularnewline
7 & -0.080316 & -0.6221 & 0.268108 \tabularnewline
8 & 0.036 & 0.2789 & 0.390658 \tabularnewline
9 & 0.034773 & 0.2694 & 0.394291 \tabularnewline
10 & 0.046933 & 0.3635 & 0.358738 \tabularnewline
11 & 0.061739 & 0.4782 & 0.317113 \tabularnewline
12 & -0.00653 & -0.0506 & 0.479914 \tabularnewline
13 & -0.107395 & -0.8319 & 0.204387 \tabularnewline
14 & -0.14495 & -1.1228 & 0.133003 \tabularnewline
15 & -0.133493 & -1.034 & 0.152635 \tabularnewline
16 & -0.04168 & -0.3229 & 0.373964 \tabularnewline
17 & -0.030064 & -0.2329 & 0.408326 \tabularnewline
18 & 0.03533 & 0.2737 & 0.392642 \tabularnewline
19 & 0.007886 & 0.0611 & 0.475749 \tabularnewline
20 & -0.002885 & -0.0223 & 0.491122 \tabularnewline
21 & -0.081349 & -0.6301 & 0.265503 \tabularnewline
22 & -0.022388 & -0.1734 & 0.431455 \tabularnewline
23 & -0.119212 & -0.9234 & 0.179746 \tabularnewline
24 & -0.054153 & -0.4195 & 0.338187 \tabularnewline
25 & -0.056305 & -0.4361 & 0.332152 \tabularnewline
26 & 0.015229 & 0.118 & 0.453246 \tabularnewline
27 & -0.011593 & -0.0898 & 0.464373 \tabularnewline
28 & -0.006175 & -0.0478 & 0.481006 \tabularnewline
29 & 0.04502 & 0.3487 & 0.364258 \tabularnewline
30 & -0.072167 & -0.559 & 0.289121 \tabularnewline
31 & -0.049554 & -0.3838 & 0.351225 \tabularnewline
32 & -0.027999 & -0.2169 & 0.414518 \tabularnewline
33 & -0.040692 & -0.3152 & 0.376851 \tabularnewline
34 & -0.019534 & -0.1513 & 0.440119 \tabularnewline
35 & 0.028716 & 0.2224 & 0.412367 \tabularnewline
36 & -0.028496 & -0.2207 & 0.413026 \tabularnewline
37 & 0.03043 & 0.2357 & 0.407231 \tabularnewline
38 & -0.054248 & -0.4202 & 0.337918 \tabularnewline
39 & -0.008461 & -0.0655 & 0.473982 \tabularnewline
40 & -0.065923 & -0.5106 & 0.305739 \tabularnewline
41 & 0.036671 & 0.2841 & 0.388674 \tabularnewline
42 & -0.041871 & -0.3243 & 0.373408 \tabularnewline
43 & -0.018291 & -0.1417 & 0.443904 \tabularnewline
44 & 0.012565 & 0.0973 & 0.461395 \tabularnewline
45 & -0.000572 & -0.0044 & 0.498241 \tabularnewline
46 & -0.054516 & -0.4223 & 0.337166 \tabularnewline
47 & 0.013274 & 0.1028 & 0.459223 \tabularnewline
48 & 0.001622 & 0.0126 & 0.495008 \tabularnewline
49 & -0.010367 & -0.0803 & 0.468133 \tabularnewline
50 & -0.021764 & -0.1686 & 0.433346 \tabularnewline
51 & -0.061503 & -0.4764 & 0.31776 \tabularnewline
52 & -0.025928 & -0.2008 & 0.420752 \tabularnewline
53 & -0.067624 & -0.5238 & 0.301169 \tabularnewline
54 & -0.048224 & -0.3735 & 0.355031 \tabularnewline
55 & -0.021357 & -0.1654 & 0.434582 \tabularnewline
56 & -0.003932 & -0.0305 & 0.487903 \tabularnewline
57 & -0.015959 & -0.1236 & 0.451014 \tabularnewline
58 & 0.015126 & 0.1172 & 0.453559 \tabularnewline
59 & -0.068354 & -0.5295 & 0.299216 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62832&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]0.936824[/C][C]7.2566[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.242198[/C][C]-1.8761[/C][C]0.032757[/C][/ROW]
[ROW][C]3[/C][C]-0.09841[/C][C]-0.7623[/C][C]0.22444[/C][/ROW]
[ROW][C]4[/C][C]-0.145466[/C][C]-1.1268[/C][C]0.132163[/C][/ROW]
[ROW][C]5[/C][C]-0.097164[/C][C]-0.7526[/C][C]0.227307[/C][/ROW]
[ROW][C]6[/C][C]-0.045864[/C][C]-0.3553[/C][C]0.361819[/C][/ROW]
[ROW][C]7[/C][C]-0.080316[/C][C]-0.6221[/C][C]0.268108[/C][/ROW]
[ROW][C]8[/C][C]0.036[/C][C]0.2789[/C][C]0.390658[/C][/ROW]
[ROW][C]9[/C][C]0.034773[/C][C]0.2694[/C][C]0.394291[/C][/ROW]
[ROW][C]10[/C][C]0.046933[/C][C]0.3635[/C][C]0.358738[/C][/ROW]
[ROW][C]11[/C][C]0.061739[/C][C]0.4782[/C][C]0.317113[/C][/ROW]
[ROW][C]12[/C][C]-0.00653[/C][C]-0.0506[/C][C]0.479914[/C][/ROW]
[ROW][C]13[/C][C]-0.107395[/C][C]-0.8319[/C][C]0.204387[/C][/ROW]
[ROW][C]14[/C][C]-0.14495[/C][C]-1.1228[/C][C]0.133003[/C][/ROW]
[ROW][C]15[/C][C]-0.133493[/C][C]-1.034[/C][C]0.152635[/C][/ROW]
[ROW][C]16[/C][C]-0.04168[/C][C]-0.3229[/C][C]0.373964[/C][/ROW]
[ROW][C]17[/C][C]-0.030064[/C][C]-0.2329[/C][C]0.408326[/C][/ROW]
[ROW][C]18[/C][C]0.03533[/C][C]0.2737[/C][C]0.392642[/C][/ROW]
[ROW][C]19[/C][C]0.007886[/C][C]0.0611[/C][C]0.475749[/C][/ROW]
[ROW][C]20[/C][C]-0.002885[/C][C]-0.0223[/C][C]0.491122[/C][/ROW]
[ROW][C]21[/C][C]-0.081349[/C][C]-0.6301[/C][C]0.265503[/C][/ROW]
[ROW][C]22[/C][C]-0.022388[/C][C]-0.1734[/C][C]0.431455[/C][/ROW]
[ROW][C]23[/C][C]-0.119212[/C][C]-0.9234[/C][C]0.179746[/C][/ROW]
[ROW][C]24[/C][C]-0.054153[/C][C]-0.4195[/C][C]0.338187[/C][/ROW]
[ROW][C]25[/C][C]-0.056305[/C][C]-0.4361[/C][C]0.332152[/C][/ROW]
[ROW][C]26[/C][C]0.015229[/C][C]0.118[/C][C]0.453246[/C][/ROW]
[ROW][C]27[/C][C]-0.011593[/C][C]-0.0898[/C][C]0.464373[/C][/ROW]
[ROW][C]28[/C][C]-0.006175[/C][C]-0.0478[/C][C]0.481006[/C][/ROW]
[ROW][C]29[/C][C]0.04502[/C][C]0.3487[/C][C]0.364258[/C][/ROW]
[ROW][C]30[/C][C]-0.072167[/C][C]-0.559[/C][C]0.289121[/C][/ROW]
[ROW][C]31[/C][C]-0.049554[/C][C]-0.3838[/C][C]0.351225[/C][/ROW]
[ROW][C]32[/C][C]-0.027999[/C][C]-0.2169[/C][C]0.414518[/C][/ROW]
[ROW][C]33[/C][C]-0.040692[/C][C]-0.3152[/C][C]0.376851[/C][/ROW]
[ROW][C]34[/C][C]-0.019534[/C][C]-0.1513[/C][C]0.440119[/C][/ROW]
[ROW][C]35[/C][C]0.028716[/C][C]0.2224[/C][C]0.412367[/C][/ROW]
[ROW][C]36[/C][C]-0.028496[/C][C]-0.2207[/C][C]0.413026[/C][/ROW]
[ROW][C]37[/C][C]0.03043[/C][C]0.2357[/C][C]0.407231[/C][/ROW]
[ROW][C]38[/C][C]-0.054248[/C][C]-0.4202[/C][C]0.337918[/C][/ROW]
[ROW][C]39[/C][C]-0.008461[/C][C]-0.0655[/C][C]0.473982[/C][/ROW]
[ROW][C]40[/C][C]-0.065923[/C][C]-0.5106[/C][C]0.305739[/C][/ROW]
[ROW][C]41[/C][C]0.036671[/C][C]0.2841[/C][C]0.388674[/C][/ROW]
[ROW][C]42[/C][C]-0.041871[/C][C]-0.3243[/C][C]0.373408[/C][/ROW]
[ROW][C]43[/C][C]-0.018291[/C][C]-0.1417[/C][C]0.443904[/C][/ROW]
[ROW][C]44[/C][C]0.012565[/C][C]0.0973[/C][C]0.461395[/C][/ROW]
[ROW][C]45[/C][C]-0.000572[/C][C]-0.0044[/C][C]0.498241[/C][/ROW]
[ROW][C]46[/C][C]-0.054516[/C][C]-0.4223[/C][C]0.337166[/C][/ROW]
[ROW][C]47[/C][C]0.013274[/C][C]0.1028[/C][C]0.459223[/C][/ROW]
[ROW][C]48[/C][C]0.001622[/C][C]0.0126[/C][C]0.495008[/C][/ROW]
[ROW][C]49[/C][C]-0.010367[/C][C]-0.0803[/C][C]0.468133[/C][/ROW]
[ROW][C]50[/C][C]-0.021764[/C][C]-0.1686[/C][C]0.433346[/C][/ROW]
[ROW][C]51[/C][C]-0.061503[/C][C]-0.4764[/C][C]0.31776[/C][/ROW]
[ROW][C]52[/C][C]-0.025928[/C][C]-0.2008[/C][C]0.420752[/C][/ROW]
[ROW][C]53[/C][C]-0.067624[/C][C]-0.5238[/C][C]0.301169[/C][/ROW]
[ROW][C]54[/C][C]-0.048224[/C][C]-0.3735[/C][C]0.355031[/C][/ROW]
[ROW][C]55[/C][C]-0.021357[/C][C]-0.1654[/C][C]0.434582[/C][/ROW]
[ROW][C]56[/C][C]-0.003932[/C][C]-0.0305[/C][C]0.487903[/C][/ROW]
[ROW][C]57[/C][C]-0.015959[/C][C]-0.1236[/C][C]0.451014[/C][/ROW]
[ROW][C]58[/C][C]0.015126[/C][C]0.1172[/C][C]0.453559[/C][/ROW]
[ROW][C]59[/C][C]-0.068354[/C][C]-0.5295[/C][C]0.299216[/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=62832&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62832&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	0.936824	7.2566	0
2	-0.242198	-1.8761	0.032757
3	-0.09841	-0.7623	0.22444
4	-0.145466	-1.1268	0.132163
5	-0.097164	-0.7526	0.227307
6	-0.045864	-0.3553	0.361819
7	-0.080316	-0.6221	0.268108
8	0.036	0.2789	0.390658
9	0.034773	0.2694	0.394291
10	0.046933	0.3635	0.358738
11	0.061739	0.4782	0.317113
12	-0.00653	-0.0506	0.479914
13	-0.107395	-0.8319	0.204387
14	-0.14495	-1.1228	0.133003
15	-0.133493	-1.034	0.152635
16	-0.04168	-0.3229	0.373964
17	-0.030064	-0.2329	0.408326
18	0.03533	0.2737	0.392642
19	0.007886	0.0611	0.475749
20	-0.002885	-0.0223	0.491122
21	-0.081349	-0.6301	0.265503
22	-0.022388	-0.1734	0.431455
23	-0.119212	-0.9234	0.179746
24	-0.054153	-0.4195	0.338187
25	-0.056305	-0.4361	0.332152
26	0.015229	0.118	0.453246
27	-0.011593	-0.0898	0.464373
28	-0.006175	-0.0478	0.481006
29	0.04502	0.3487	0.364258
30	-0.072167	-0.559	0.289121
31	-0.049554	-0.3838	0.351225
32	-0.027999	-0.2169	0.414518
33	-0.040692	-0.3152	0.376851
34	-0.019534	-0.1513	0.440119
35	0.028716	0.2224	0.412367
36	-0.028496	-0.2207	0.413026
37	0.03043	0.2357	0.407231
38	-0.054248	-0.4202	0.337918
39	-0.008461	-0.0655	0.473982
40	-0.065923	-0.5106	0.305739
41	0.036671	0.2841	0.388674
42	-0.041871	-0.3243	0.373408
43	-0.018291	-0.1417	0.443904
44	0.012565	0.0973	0.461395
45	-0.000572	-0.0044	0.498241
46	-0.054516	-0.4223	0.337166
47	0.013274	0.1028	0.459223
48	0.001622	0.0126	0.495008
49	-0.010367	-0.0803	0.468133
50	-0.021764	-0.1686	0.433346
51	-0.061503	-0.4764	0.31776
52	-0.025928	-0.2008	0.420752
53	-0.067624	-0.5238	0.301169
54	-0.048224	-0.3735	0.355031
55	-0.021357	-0.1654	0.434582
56	-0.003932	-0.0305	0.487903
57	-0.015959	-0.1236	0.451014
58	0.015126	0.1172	0.453559
59	-0.068354	-0.5295	0.299216
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 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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