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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 07 Dec 2009 12:27:06 -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/07/t1260214060cgzhkokclj6b0ez.htm/, Retrieved Sun, 05 May 2024 15:37:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64616, Retrieved Sun, 05 May 2024 15:37:06 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

133

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]
-    D        [(Partial) Autocorrelation Function] [WS 8: Methode 1 ACF] [2009-11-27 12:58:46] [8cf9233b7464ea02e32be3b30fdac052]
-   PD            [(Partial) Autocorrelation Function] [] [2009-12-07 19:27:06] [a7903eee767dfd0f468efdd2f9e43d36] [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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64616&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64616&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64616&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.360265	2.8595	0.002874
2	-0.165067	-1.3102	0.097446
3	-0.369386	-2.9319	0.002345
4	-0.356492	-2.8296	0.003123
5	-0.023798	-0.1889	0.425393
6	0.190768	1.5142	0.067491
7	0.11555	0.9172	0.18128
8	-0.127134	-1.0091	0.158394
9	-0.201917	-1.6027	0.057005
10	-0.192571	-1.5285	0.065699
11	0.10023	0.7956	0.214639
12	0.542297	4.3043	3e-05
13	0.137459	1.091	0.139704
14	-0.058883	-0.4674	0.320923
15	-0.078969	-0.6268	0.266528
16	-0.124248	-0.9862	0.163906
17	-0.018074	-0.1435	0.443193
18	-0.005642	-0.0448	0.48221
19	-0.081656	-0.6481	0.259629
20	-0.168833	-1.3401	0.092518
21	-0.119478	-0.9483	0.173294
22	-0.044551	-0.3536	0.362405
23	0.166266	1.3197	0.095856
24	0.436655	3.4658	0.000479
25	0.060636	0.4813	0.315991
26	-0.125747	-0.9981	0.161028
27	-0.149777	-1.1888	0.119487
28	-0.147538	-1.171	0.122995
29	-0.026253	-0.2084	0.417805
30	0.027954	0.2219	0.412564
31	-0.011532	-0.0915	0.463679
32	-0.079392	-0.6302	0.265436
33	-0.071054	-0.564	0.287386
34	-0.032639	-0.2591	0.398216
35	0.103786	0.8238	0.206587
36	0.294111	2.3344	0.011387
37	0.008003	0.0635	0.474775
38	-0.123087	-0.977	0.166161
39	-0.104935	-0.8329	0.204026
40	-0.074919	-0.5946	0.277104
41	0.031228	0.2479	0.402523
42	0.030559	0.2426	0.40457
43	-0.056239	-0.4464	0.328426
44	-0.159958	-1.2696	0.104444
45	-0.146841	-1.1655	0.124102
46	-0.031644	-0.2512	0.401252
47	0.164313	1.3042	0.098456
48	0.324416	2.575	0.006193
49	0.06867	0.545	0.293822
50	-0.105615	-0.8383	0.202517
51	-0.143002	-1.135	0.130329
52	-0.103528	-0.8217	0.207166
53	0.026553	0.2108	0.416879
54	0.089938	0.7139	0.238974
55	0.044882	0.3562	0.361425
56	-0.036735	-0.2916	0.385784
57	-0.082577	-0.6554	0.257288
58	-0.051486	-0.4087	0.342089
59	0.034068	0.2704	0.393864
60	0.112883	0.896	0.186837

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.360265 & 2.8595 & 0.002874 \tabularnewline
2 & -0.165067 & -1.3102 & 0.097446 \tabularnewline
3 & -0.369386 & -2.9319 & 0.002345 \tabularnewline
4 & -0.356492 & -2.8296 & 0.003123 \tabularnewline
5 & -0.023798 & -0.1889 & 0.425393 \tabularnewline
6 & 0.190768 & 1.5142 & 0.067491 \tabularnewline
7 & 0.11555 & 0.9172 & 0.18128 \tabularnewline
8 & -0.127134 & -1.0091 & 0.158394 \tabularnewline
9 & -0.201917 & -1.6027 & 0.057005 \tabularnewline
10 & -0.192571 & -1.5285 & 0.065699 \tabularnewline
11 & 0.10023 & 0.7956 & 0.214639 \tabularnewline
12 & 0.542297 & 4.3043 & 3e-05 \tabularnewline
13 & 0.137459 & 1.091 & 0.139704 \tabularnewline
14 & -0.058883 & -0.4674 & 0.320923 \tabularnewline
15 & -0.078969 & -0.6268 & 0.266528 \tabularnewline
16 & -0.124248 & -0.9862 & 0.163906 \tabularnewline
17 & -0.018074 & -0.1435 & 0.443193 \tabularnewline
18 & -0.005642 & -0.0448 & 0.48221 \tabularnewline
19 & -0.081656 & -0.6481 & 0.259629 \tabularnewline
20 & -0.168833 & -1.3401 & 0.092518 \tabularnewline
21 & -0.119478 & -0.9483 & 0.173294 \tabularnewline
22 & -0.044551 & -0.3536 & 0.362405 \tabularnewline
23 & 0.166266 & 1.3197 & 0.095856 \tabularnewline
24 & 0.436655 & 3.4658 & 0.000479 \tabularnewline
25 & 0.060636 & 0.4813 & 0.315991 \tabularnewline
26 & -0.125747 & -0.9981 & 0.161028 \tabularnewline
27 & -0.149777 & -1.1888 & 0.119487 \tabularnewline
28 & -0.147538 & -1.171 & 0.122995 \tabularnewline
29 & -0.026253 & -0.2084 & 0.417805 \tabularnewline
30 & 0.027954 & 0.2219 & 0.412564 \tabularnewline
31 & -0.011532 & -0.0915 & 0.463679 \tabularnewline
32 & -0.079392 & -0.6302 & 0.265436 \tabularnewline
33 & -0.071054 & -0.564 & 0.287386 \tabularnewline
34 & -0.032639 & -0.2591 & 0.398216 \tabularnewline
35 & 0.103786 & 0.8238 & 0.206587 \tabularnewline
36 & 0.294111 & 2.3344 & 0.011387 \tabularnewline
37 & 0.008003 & 0.0635 & 0.474775 \tabularnewline
38 & -0.123087 & -0.977 & 0.166161 \tabularnewline
39 & -0.104935 & -0.8329 & 0.204026 \tabularnewline
40 & -0.074919 & -0.5946 & 0.277104 \tabularnewline
41 & 0.031228 & 0.2479 & 0.402523 \tabularnewline
42 & 0.030559 & 0.2426 & 0.40457 \tabularnewline
43 & -0.056239 & -0.4464 & 0.328426 \tabularnewline
44 & -0.159958 & -1.2696 & 0.104444 \tabularnewline
45 & -0.146841 & -1.1655 & 0.124102 \tabularnewline
46 & -0.031644 & -0.2512 & 0.401252 \tabularnewline
47 & 0.164313 & 1.3042 & 0.098456 \tabularnewline
48 & 0.324416 & 2.575 & 0.006193 \tabularnewline
49 & 0.06867 & 0.545 & 0.293822 \tabularnewline
50 & -0.105615 & -0.8383 & 0.202517 \tabularnewline
51 & -0.143002 & -1.135 & 0.130329 \tabularnewline
52 & -0.103528 & -0.8217 & 0.207166 \tabularnewline
53 & 0.026553 & 0.2108 & 0.416879 \tabularnewline
54 & 0.089938 & 0.7139 & 0.238974 \tabularnewline
55 & 0.044882 & 0.3562 & 0.361425 \tabularnewline
56 & -0.036735 & -0.2916 & 0.385784 \tabularnewline
57 & -0.082577 & -0.6554 & 0.257288 \tabularnewline
58 & -0.051486 & -0.4087 & 0.342089 \tabularnewline
59 & 0.034068 & 0.2704 & 0.393864 \tabularnewline
60 & 0.112883 & 0.896 & 0.186837 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64616&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]0.360265[/C][C]2.8595[/C][C]0.002874[/C][/ROW]
[ROW][C]2[/C][C]-0.165067[/C][C]-1.3102[/C][C]0.097446[/C][/ROW]
[ROW][C]3[/C][C]-0.369386[/C][C]-2.9319[/C][C]0.002345[/C][/ROW]
[ROW][C]4[/C][C]-0.356492[/C][C]-2.8296[/C][C]0.003123[/C][/ROW]
[ROW][C]5[/C][C]-0.023798[/C][C]-0.1889[/C][C]0.425393[/C][/ROW]
[ROW][C]6[/C][C]0.190768[/C][C]1.5142[/C][C]0.067491[/C][/ROW]
[ROW][C]7[/C][C]0.11555[/C][C]0.9172[/C][C]0.18128[/C][/ROW]
[ROW][C]8[/C][C]-0.127134[/C][C]-1.0091[/C][C]0.158394[/C][/ROW]
[ROW][C]9[/C][C]-0.201917[/C][C]-1.6027[/C][C]0.057005[/C][/ROW]
[ROW][C]10[/C][C]-0.192571[/C][C]-1.5285[/C][C]0.065699[/C][/ROW]
[ROW][C]11[/C][C]0.10023[/C][C]0.7956[/C][C]0.214639[/C][/ROW]
[ROW][C]12[/C][C]0.542297[/C][C]4.3043[/C][C]3e-05[/C][/ROW]
[ROW][C]13[/C][C]0.137459[/C][C]1.091[/C][C]0.139704[/C][/ROW]
[ROW][C]14[/C][C]-0.058883[/C][C]-0.4674[/C][C]0.320923[/C][/ROW]
[ROW][C]15[/C][C]-0.078969[/C][C]-0.6268[/C][C]0.266528[/C][/ROW]
[ROW][C]16[/C][C]-0.124248[/C][C]-0.9862[/C][C]0.163906[/C][/ROW]
[ROW][C]17[/C][C]-0.018074[/C][C]-0.1435[/C][C]0.443193[/C][/ROW]
[ROW][C]18[/C][C]-0.005642[/C][C]-0.0448[/C][C]0.48221[/C][/ROW]
[ROW][C]19[/C][C]-0.081656[/C][C]-0.6481[/C][C]0.259629[/C][/ROW]
[ROW][C]20[/C][C]-0.168833[/C][C]-1.3401[/C][C]0.092518[/C][/ROW]
[ROW][C]21[/C][C]-0.119478[/C][C]-0.9483[/C][C]0.173294[/C][/ROW]
[ROW][C]22[/C][C]-0.044551[/C][C]-0.3536[/C][C]0.362405[/C][/ROW]
[ROW][C]23[/C][C]0.166266[/C][C]1.3197[/C][C]0.095856[/C][/ROW]
[ROW][C]24[/C][C]0.436655[/C][C]3.4658[/C][C]0.000479[/C][/ROW]
[ROW][C]25[/C][C]0.060636[/C][C]0.4813[/C][C]0.315991[/C][/ROW]
[ROW][C]26[/C][C]-0.125747[/C][C]-0.9981[/C][C]0.161028[/C][/ROW]
[ROW][C]27[/C][C]-0.149777[/C][C]-1.1888[/C][C]0.119487[/C][/ROW]
[ROW][C]28[/C][C]-0.147538[/C][C]-1.171[/C][C]0.122995[/C][/ROW]
[ROW][C]29[/C][C]-0.026253[/C][C]-0.2084[/C][C]0.417805[/C][/ROW]
[ROW][C]30[/C][C]0.027954[/C][C]0.2219[/C][C]0.412564[/C][/ROW]
[ROW][C]31[/C][C]-0.011532[/C][C]-0.0915[/C][C]0.463679[/C][/ROW]
[ROW][C]32[/C][C]-0.079392[/C][C]-0.6302[/C][C]0.265436[/C][/ROW]
[ROW][C]33[/C][C]-0.071054[/C][C]-0.564[/C][C]0.287386[/C][/ROW]
[ROW][C]34[/C][C]-0.032639[/C][C]-0.2591[/C][C]0.398216[/C][/ROW]
[ROW][C]35[/C][C]0.103786[/C][C]0.8238[/C][C]0.206587[/C][/ROW]
[ROW][C]36[/C][C]0.294111[/C][C]2.3344[/C][C]0.011387[/C][/ROW]
[ROW][C]37[/C][C]0.008003[/C][C]0.0635[/C][C]0.474775[/C][/ROW]
[ROW][C]38[/C][C]-0.123087[/C][C]-0.977[/C][C]0.166161[/C][/ROW]
[ROW][C]39[/C][C]-0.104935[/C][C]-0.8329[/C][C]0.204026[/C][/ROW]
[ROW][C]40[/C][C]-0.074919[/C][C]-0.5946[/C][C]0.277104[/C][/ROW]
[ROW][C]41[/C][C]0.031228[/C][C]0.2479[/C][C]0.402523[/C][/ROW]
[ROW][C]42[/C][C]0.030559[/C][C]0.2426[/C][C]0.40457[/C][/ROW]
[ROW][C]43[/C][C]-0.056239[/C][C]-0.4464[/C][C]0.328426[/C][/ROW]
[ROW][C]44[/C][C]-0.159958[/C][C]-1.2696[/C][C]0.104444[/C][/ROW]
[ROW][C]45[/C][C]-0.146841[/C][C]-1.1655[/C][C]0.124102[/C][/ROW]
[ROW][C]46[/C][C]-0.031644[/C][C]-0.2512[/C][C]0.401252[/C][/ROW]
[ROW][C]47[/C][C]0.164313[/C][C]1.3042[/C][C]0.098456[/C][/ROW]
[ROW][C]48[/C][C]0.324416[/C][C]2.575[/C][C]0.006193[/C][/ROW]
[ROW][C]49[/C][C]0.06867[/C][C]0.545[/C][C]0.293822[/C][/ROW]
[ROW][C]50[/C][C]-0.105615[/C][C]-0.8383[/C][C]0.202517[/C][/ROW]
[ROW][C]51[/C][C]-0.143002[/C][C]-1.135[/C][C]0.130329[/C][/ROW]
[ROW][C]52[/C][C]-0.103528[/C][C]-0.8217[/C][C]0.207166[/C][/ROW]
[ROW][C]53[/C][C]0.026553[/C][C]0.2108[/C][C]0.416879[/C][/ROW]
[ROW][C]54[/C][C]0.089938[/C][C]0.7139[/C][C]0.238974[/C][/ROW]
[ROW][C]55[/C][C]0.044882[/C][C]0.3562[/C][C]0.361425[/C][/ROW]
[ROW][C]56[/C][C]-0.036735[/C][C]-0.2916[/C][C]0.385784[/C][/ROW]
[ROW][C]57[/C][C]-0.082577[/C][C]-0.6554[/C][C]0.257288[/C][/ROW]
[ROW][C]58[/C][C]-0.051486[/C][C]-0.4087[/C][C]0.342089[/C][/ROW]
[ROW][C]59[/C][C]0.034068[/C][C]0.2704[/C][C]0.393864[/C][/ROW]
[ROW][C]60[/C][C]0.112883[/C][C]0.896[/C][C]0.186837[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64616&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64616&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	0.360265	2.8595	0.002874
2	-0.165067	-1.3102	0.097446
3	-0.369386	-2.9319	0.002345
4	-0.356492	-2.8296	0.003123
5	-0.023798	-0.1889	0.425393
6	0.190768	1.5142	0.067491
7	0.11555	0.9172	0.18128
8	-0.127134	-1.0091	0.158394
9	-0.201917	-1.6027	0.057005
10	-0.192571	-1.5285	0.065699
11	0.10023	0.7956	0.214639
12	0.542297	4.3043	3e-05
13	0.137459	1.091	0.139704
14	-0.058883	-0.4674	0.320923
15	-0.078969	-0.6268	0.266528
16	-0.124248	-0.9862	0.163906
17	-0.018074	-0.1435	0.443193
18	-0.005642	-0.0448	0.48221
19	-0.081656	-0.6481	0.259629
20	-0.168833	-1.3401	0.092518
21	-0.119478	-0.9483	0.173294
22	-0.044551	-0.3536	0.362405
23	0.166266	1.3197	0.095856
24	0.436655	3.4658	0.000479
25	0.060636	0.4813	0.315991
26	-0.125747	-0.9981	0.161028
27	-0.149777	-1.1888	0.119487
28	-0.147538	-1.171	0.122995
29	-0.026253	-0.2084	0.417805
30	0.027954	0.2219	0.412564
31	-0.011532	-0.0915	0.463679
32	-0.079392	-0.6302	0.265436
33	-0.071054	-0.564	0.287386
34	-0.032639	-0.2591	0.398216
35	0.103786	0.8238	0.206587
36	0.294111	2.3344	0.011387
37	0.008003	0.0635	0.474775
38	-0.123087	-0.977	0.166161
39	-0.104935	-0.8329	0.204026
40	-0.074919	-0.5946	0.277104
41	0.031228	0.2479	0.402523
42	0.030559	0.2426	0.40457
43	-0.056239	-0.4464	0.328426
44	-0.159958	-1.2696	0.104444
45	-0.146841	-1.1655	0.124102
46	-0.031644	-0.2512	0.401252
47	0.164313	1.3042	0.098456
48	0.324416	2.575	0.006193
49	0.06867	0.545	0.293822
50	-0.105615	-0.8383	0.202517
51	-0.143002	-1.135	0.130329
52	-0.103528	-0.8217	0.207166
53	0.026553	0.2108	0.416879
54	0.089938	0.7139	0.238974
55	0.044882	0.3562	0.361425
56	-0.036735	-0.2916	0.385784
57	-0.082577	-0.6554	0.257288
58	-0.051486	-0.4087	0.342089
59	0.034068	0.2704	0.393864
60	0.112883	0.896	0.186837

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.360265	2.8595	0.002874
2	-0.338837	-2.6894	0.004575
3	-0.217703	-1.728	0.044447
4	-0.225866	-1.7928	0.038906
5	0.084886	0.6738	0.251463
6	-0.012809	-0.1017	0.459672
7	-0.11082	-0.8796	0.191208
8	-0.223822	-1.7765	0.040237
9	-0.056519	-0.4486	0.327629
10	-0.188912	-1.4994	0.069377
11	0.118016	0.9367	0.17624
12	0.41271	3.2758	0.000858
13	-0.433521	-3.441	0.000517
14	0.321298	2.5502	0.006605
15	0.204319	1.6217	0.054928
16	0.00757	0.0601	0.476138
17	-0.088534	-0.7027	0.242411
18	-0.066339	-0.5265	0.300179
19	-0.015022	-0.1192	0.452735
20	-0.09966	-0.791	0.215949
21	-0.125283	-0.9944	0.161915
22	0.063785	0.5063	0.307214
23	0.015337	0.1217	0.451749
24	0.083286	0.6611	0.255493
25	0.014937	0.1186	0.453001
26	-0.103722	-0.8233	0.206731
27	-0.075775	-0.6014	0.274851
28	0.018736	0.1487	0.441129
29	-0.135211	-1.0732	0.143637
30	-0.038225	-0.3034	0.38129
31	-0.086453	-0.6862	0.247553
32	0.039584	0.3142	0.377209
33	0.026423	0.2097	0.417278
34	0.029261	0.2323	0.408547
35	-0.001532	-0.0122	0.495169
36	-0.015414	-0.1223	0.451509
37	-0.072634	-0.5765	0.28316
38	-0.072037	-0.5718	0.284754
39	-0.050539	-0.4011	0.344838
40	-0.026889	-0.2134	0.415843
41	0.06887	0.5466	0.293279
42	-0.05474	-0.4345	0.33271
43	-0.033208	-0.2636	0.396481
44	-0.129984	-1.0317	0.153075
45	-0.098821	-0.7844	0.217882
46	-0.052884	-0.4198	0.338045
47	-0.048171	-0.3823	0.351745
48	-0.108972	-0.8649	0.195178
49	0.011295	0.0897	0.464423
50	-0.006378	-0.0506	0.479894
51	0.002683	0.0213	0.491538
52	0.025065	0.1989	0.421471
53	-0.016806	-0.1334	0.447152
54	0.071746	0.5695	0.285532
55	-0.017913	-0.1422	0.443696
56	0.08057	0.6395	0.262406
57	0.01821	0.1445	0.442768
58	-0.017572	-0.1395	0.444761
59	-0.046783	-0.3713	0.355821
60	-0.096603	-0.7668	0.223043

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.360265 & 2.8595 & 0.002874 \tabularnewline
2 & -0.338837 & -2.6894 & 0.004575 \tabularnewline
3 & -0.217703 & -1.728 & 0.044447 \tabularnewline
4 & -0.225866 & -1.7928 & 0.038906 \tabularnewline
5 & 0.084886 & 0.6738 & 0.251463 \tabularnewline
6 & -0.012809 & -0.1017 & 0.459672 \tabularnewline
7 & -0.11082 & -0.8796 & 0.191208 \tabularnewline
8 & -0.223822 & -1.7765 & 0.040237 \tabularnewline
9 & -0.056519 & -0.4486 & 0.327629 \tabularnewline
10 & -0.188912 & -1.4994 & 0.069377 \tabularnewline
11 & 0.118016 & 0.9367 & 0.17624 \tabularnewline
12 & 0.41271 & 3.2758 & 0.000858 \tabularnewline
13 & -0.433521 & -3.441 & 0.000517 \tabularnewline
14 & 0.321298 & 2.5502 & 0.006605 \tabularnewline
15 & 0.204319 & 1.6217 & 0.054928 \tabularnewline
16 & 0.00757 & 0.0601 & 0.476138 \tabularnewline
17 & -0.088534 & -0.7027 & 0.242411 \tabularnewline
18 & -0.066339 & -0.5265 & 0.300179 \tabularnewline
19 & -0.015022 & -0.1192 & 0.452735 \tabularnewline
20 & -0.09966 & -0.791 & 0.215949 \tabularnewline
21 & -0.125283 & -0.9944 & 0.161915 \tabularnewline
22 & 0.063785 & 0.5063 & 0.307214 \tabularnewline
23 & 0.015337 & 0.1217 & 0.451749 \tabularnewline
24 & 0.083286 & 0.6611 & 0.255493 \tabularnewline
25 & 0.014937 & 0.1186 & 0.453001 \tabularnewline
26 & -0.103722 & -0.8233 & 0.206731 \tabularnewline
27 & -0.075775 & -0.6014 & 0.274851 \tabularnewline
28 & 0.018736 & 0.1487 & 0.441129 \tabularnewline
29 & -0.135211 & -1.0732 & 0.143637 \tabularnewline
30 & -0.038225 & -0.3034 & 0.38129 \tabularnewline
31 & -0.086453 & -0.6862 & 0.247553 \tabularnewline
32 & 0.039584 & 0.3142 & 0.377209 \tabularnewline
33 & 0.026423 & 0.2097 & 0.417278 \tabularnewline
34 & 0.029261 & 0.2323 & 0.408547 \tabularnewline
35 & -0.001532 & -0.0122 & 0.495169 \tabularnewline
36 & -0.015414 & -0.1223 & 0.451509 \tabularnewline
37 & -0.072634 & -0.5765 & 0.28316 \tabularnewline
38 & -0.072037 & -0.5718 & 0.284754 \tabularnewline
39 & -0.050539 & -0.4011 & 0.344838 \tabularnewline
40 & -0.026889 & -0.2134 & 0.415843 \tabularnewline
41 & 0.06887 & 0.5466 & 0.293279 \tabularnewline
42 & -0.05474 & -0.4345 & 0.33271 \tabularnewline
43 & -0.033208 & -0.2636 & 0.396481 \tabularnewline
44 & -0.129984 & -1.0317 & 0.153075 \tabularnewline
45 & -0.098821 & -0.7844 & 0.217882 \tabularnewline
46 & -0.052884 & -0.4198 & 0.338045 \tabularnewline
47 & -0.048171 & -0.3823 & 0.351745 \tabularnewline
48 & -0.108972 & -0.8649 & 0.195178 \tabularnewline
49 & 0.011295 & 0.0897 & 0.464423 \tabularnewline
50 & -0.006378 & -0.0506 & 0.479894 \tabularnewline
51 & 0.002683 & 0.0213 & 0.491538 \tabularnewline
52 & 0.025065 & 0.1989 & 0.421471 \tabularnewline
53 & -0.016806 & -0.1334 & 0.447152 \tabularnewline
54 & 0.071746 & 0.5695 & 0.285532 \tabularnewline
55 & -0.017913 & -0.1422 & 0.443696 \tabularnewline
56 & 0.08057 & 0.6395 & 0.262406 \tabularnewline
57 & 0.01821 & 0.1445 & 0.442768 \tabularnewline
58 & -0.017572 & -0.1395 & 0.444761 \tabularnewline
59 & -0.046783 & -0.3713 & 0.355821 \tabularnewline
60 & -0.096603 & -0.7668 & 0.223043 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64616&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]0.360265[/C][C]2.8595[/C][C]0.002874[/C][/ROW]
[ROW][C]2[/C][C]-0.338837[/C][C]-2.6894[/C][C]0.004575[/C][/ROW]
[ROW][C]3[/C][C]-0.217703[/C][C]-1.728[/C][C]0.044447[/C][/ROW]
[ROW][C]4[/C][C]-0.225866[/C][C]-1.7928[/C][C]0.038906[/C][/ROW]
[ROW][C]5[/C][C]0.084886[/C][C]0.6738[/C][C]0.251463[/C][/ROW]
[ROW][C]6[/C][C]-0.012809[/C][C]-0.1017[/C][C]0.459672[/C][/ROW]
[ROW][C]7[/C][C]-0.11082[/C][C]-0.8796[/C][C]0.191208[/C][/ROW]
[ROW][C]8[/C][C]-0.223822[/C][C]-1.7765[/C][C]0.040237[/C][/ROW]
[ROW][C]9[/C][C]-0.056519[/C][C]-0.4486[/C][C]0.327629[/C][/ROW]
[ROW][C]10[/C][C]-0.188912[/C][C]-1.4994[/C][C]0.069377[/C][/ROW]
[ROW][C]11[/C][C]0.118016[/C][C]0.9367[/C][C]0.17624[/C][/ROW]
[ROW][C]12[/C][C]0.41271[/C][C]3.2758[/C][C]0.000858[/C][/ROW]
[ROW][C]13[/C][C]-0.433521[/C][C]-3.441[/C][C]0.000517[/C][/ROW]
[ROW][C]14[/C][C]0.321298[/C][C]2.5502[/C][C]0.006605[/C][/ROW]
[ROW][C]15[/C][C]0.204319[/C][C]1.6217[/C][C]0.054928[/C][/ROW]
[ROW][C]16[/C][C]0.00757[/C][C]0.0601[/C][C]0.476138[/C][/ROW]
[ROW][C]17[/C][C]-0.088534[/C][C]-0.7027[/C][C]0.242411[/C][/ROW]
[ROW][C]18[/C][C]-0.066339[/C][C]-0.5265[/C][C]0.300179[/C][/ROW]
[ROW][C]19[/C][C]-0.015022[/C][C]-0.1192[/C][C]0.452735[/C][/ROW]
[ROW][C]20[/C][C]-0.09966[/C][C]-0.791[/C][C]0.215949[/C][/ROW]
[ROW][C]21[/C][C]-0.125283[/C][C]-0.9944[/C][C]0.161915[/C][/ROW]
[ROW][C]22[/C][C]0.063785[/C][C]0.5063[/C][C]0.307214[/C][/ROW]
[ROW][C]23[/C][C]0.015337[/C][C]0.1217[/C][C]0.451749[/C][/ROW]
[ROW][C]24[/C][C]0.083286[/C][C]0.6611[/C][C]0.255493[/C][/ROW]
[ROW][C]25[/C][C]0.014937[/C][C]0.1186[/C][C]0.453001[/C][/ROW]
[ROW][C]26[/C][C]-0.103722[/C][C]-0.8233[/C][C]0.206731[/C][/ROW]
[ROW][C]27[/C][C]-0.075775[/C][C]-0.6014[/C][C]0.274851[/C][/ROW]
[ROW][C]28[/C][C]0.018736[/C][C]0.1487[/C][C]0.441129[/C][/ROW]
[ROW][C]29[/C][C]-0.135211[/C][C]-1.0732[/C][C]0.143637[/C][/ROW]
[ROW][C]30[/C][C]-0.038225[/C][C]-0.3034[/C][C]0.38129[/C][/ROW]
[ROW][C]31[/C][C]-0.086453[/C][C]-0.6862[/C][C]0.247553[/C][/ROW]
[ROW][C]32[/C][C]0.039584[/C][C]0.3142[/C][C]0.377209[/C][/ROW]
[ROW][C]33[/C][C]0.026423[/C][C]0.2097[/C][C]0.417278[/C][/ROW]
[ROW][C]34[/C][C]0.029261[/C][C]0.2323[/C][C]0.408547[/C][/ROW]
[ROW][C]35[/C][C]-0.001532[/C][C]-0.0122[/C][C]0.495169[/C][/ROW]
[ROW][C]36[/C][C]-0.015414[/C][C]-0.1223[/C][C]0.451509[/C][/ROW]
[ROW][C]37[/C][C]-0.072634[/C][C]-0.5765[/C][C]0.28316[/C][/ROW]
[ROW][C]38[/C][C]-0.072037[/C][C]-0.5718[/C][C]0.284754[/C][/ROW]
[ROW][C]39[/C][C]-0.050539[/C][C]-0.4011[/C][C]0.344838[/C][/ROW]
[ROW][C]40[/C][C]-0.026889[/C][C]-0.2134[/C][C]0.415843[/C][/ROW]
[ROW][C]41[/C][C]0.06887[/C][C]0.5466[/C][C]0.293279[/C][/ROW]
[ROW][C]42[/C][C]-0.05474[/C][C]-0.4345[/C][C]0.33271[/C][/ROW]
[ROW][C]43[/C][C]-0.033208[/C][C]-0.2636[/C][C]0.396481[/C][/ROW]
[ROW][C]44[/C][C]-0.129984[/C][C]-1.0317[/C][C]0.153075[/C][/ROW]
[ROW][C]45[/C][C]-0.098821[/C][C]-0.7844[/C][C]0.217882[/C][/ROW]
[ROW][C]46[/C][C]-0.052884[/C][C]-0.4198[/C][C]0.338045[/C][/ROW]
[ROW][C]47[/C][C]-0.048171[/C][C]-0.3823[/C][C]0.351745[/C][/ROW]
[ROW][C]48[/C][C]-0.108972[/C][C]-0.8649[/C][C]0.195178[/C][/ROW]
[ROW][C]49[/C][C]0.011295[/C][C]0.0897[/C][C]0.464423[/C][/ROW]
[ROW][C]50[/C][C]-0.006378[/C][C]-0.0506[/C][C]0.479894[/C][/ROW]
[ROW][C]51[/C][C]0.002683[/C][C]0.0213[/C][C]0.491538[/C][/ROW]
[ROW][C]52[/C][C]0.025065[/C][C]0.1989[/C][C]0.421471[/C][/ROW]
[ROW][C]53[/C][C]-0.016806[/C][C]-0.1334[/C][C]0.447152[/C][/ROW]
[ROW][C]54[/C][C]0.071746[/C][C]0.5695[/C][C]0.285532[/C][/ROW]
[ROW][C]55[/C][C]-0.017913[/C][C]-0.1422[/C][C]0.443696[/C][/ROW]
[ROW][C]56[/C][C]0.08057[/C][C]0.6395[/C][C]0.262406[/C][/ROW]
[ROW][C]57[/C][C]0.01821[/C][C]0.1445[/C][C]0.442768[/C][/ROW]
[ROW][C]58[/C][C]-0.017572[/C][C]-0.1395[/C][C]0.444761[/C][/ROW]
[ROW][C]59[/C][C]-0.046783[/C][C]-0.3713[/C][C]0.355821[/C][/ROW]
[ROW][C]60[/C][C]-0.096603[/C][C]-0.7668[/C][C]0.223043[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64616&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64616&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	0.360265	2.8595	0.002874
2	-0.338837	-2.6894	0.004575
3	-0.217703	-1.728	0.044447
4	-0.225866	-1.7928	0.038906
5	0.084886	0.6738	0.251463
6	-0.012809	-0.1017	0.459672
7	-0.11082	-0.8796	0.191208
8	-0.223822	-1.7765	0.040237
9	-0.056519	-0.4486	0.327629
10	-0.188912	-1.4994	0.069377
11	0.118016	0.9367	0.17624
12	0.41271	3.2758	0.000858
13	-0.433521	-3.441	0.000517
14	0.321298	2.5502	0.006605
15	0.204319	1.6217	0.054928
16	0.00757	0.0601	0.476138
17	-0.088534	-0.7027	0.242411
18	-0.066339	-0.5265	0.300179
19	-0.015022	-0.1192	0.452735
20	-0.09966	-0.791	0.215949
21	-0.125283	-0.9944	0.161915
22	0.063785	0.5063	0.307214
23	0.015337	0.1217	0.451749
24	0.083286	0.6611	0.255493
25	0.014937	0.1186	0.453001
26	-0.103722	-0.8233	0.206731
27	-0.075775	-0.6014	0.274851
28	0.018736	0.1487	0.441129
29	-0.135211	-1.0732	0.143637
30	-0.038225	-0.3034	0.38129
31	-0.086453	-0.6862	0.247553
32	0.039584	0.3142	0.377209
33	0.026423	0.2097	0.417278
34	0.029261	0.2323	0.408547
35	-0.001532	-0.0122	0.495169
36	-0.015414	-0.1223	0.451509
37	-0.072634	-0.5765	0.28316
38	-0.072037	-0.5718	0.284754
39	-0.050539	-0.4011	0.344838
40	-0.026889	-0.2134	0.415843
41	0.06887	0.5466	0.293279
42	-0.05474	-0.4345	0.33271
43	-0.033208	-0.2636	0.396481
44	-0.129984	-1.0317	0.153075
45	-0.098821	-0.7844	0.217882
46	-0.052884	-0.4198	0.338045
47	-0.048171	-0.3823	0.351745
48	-0.108972	-0.8649	0.195178
49	0.011295	0.0897	0.464423
50	-0.006378	-0.0506	0.479894
51	0.002683	0.0213	0.491538
52	0.025065	0.1989	0.421471
53	-0.016806	-0.1334	0.447152
54	0.071746	0.5695	0.285532
55	-0.017913	-0.1422	0.443696
56	0.08057	0.6395	0.262406
57	0.01821	0.1445	0.442768
58	-0.017572	-0.1395	0.444761
59	-0.046783	-0.3713	0.355821
60	-0.096603	-0.7668	0.223043

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 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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