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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 07 Dec 2009 12:33:45 -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/t126021450718dgrc8tynkzgog.htm/, Retrieved Sun, 05 May 2024 09:53:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64618, Retrieved Sun, 05 May 2024 09:53:09 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

131

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 19:33:45] [a7903eee767dfd0f468efdd2f9e43d36] [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	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=64618&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=64618&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64618&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	0.296153	2.0941	0.02067
2	-0.128739	-0.9103	0.183511
3	-0.507612	-3.5894	0.000377
4	-0.546792	-3.8664	0.00016
5	-0.156805	-1.1088	0.136415
6	0.198252	1.4019	0.083568
7	0.383979	2.7151	0.004535
8	0.349517	2.4715	0.008453
9	0.109197	0.7721	0.221834
10	-0.199322	-1.4094	0.08245
11	-0.206873	-1.4628	0.074888
12	-0.350121	-2.4757	0.008364
13	-0.106825	-0.7554	0.226787
14	0.143118	1.012	0.158206
15	0.274545	1.9413	0.028933
16	0.12268	0.8675	0.194912
17	0.083901	0.5933	0.277837
18	-0.022777	-0.1611	0.436348
19	-0.184719	-1.3062	0.098737
20	-0.118336	-0.8368	0.203355
21	-0.149821	-1.0594	0.147255
22	0.047953	0.3391	0.367984
23	0.10169	0.7191	0.237726
24	0.14299	1.0111	0.15842
25	0.095205	0.6732	0.25196
26	0.07227	0.511	0.305791
27	-0.169218	-1.1966	0.118562
28	-0.072067	-0.5096	0.306289
29	-0.084774	-0.5994	0.275791
30	-0.121949	-0.8623	0.196318
31	0.097581	0.69	0.246693
32	0.144174	1.0195	0.156446
33	0.185252	1.3099	0.098103
34	0.014136	0.1	0.46039
35	-0.133238	-0.9421	0.175328
36	-0.160196	-1.1328	0.131359
37	-0.063549	-0.4494	0.327558
38	0.030794	0.2177	0.414257
39	0.126322	0.8932	0.188007
40	0.099159	0.7012	0.243226
41	-0.018639	-0.1318	0.447837
42	-0.025873	-0.1829	0.42779
43	-0.047759	-0.3377	0.368498
44	-0.046766	-0.3307	0.371133
45	-0.048448	-0.3426	0.366674
46	0.009348	0.0661	0.47378
47	0.022863	0.1617	0.43611
48	0.044444	0.3143	0.377313
49	-0.024305	-0.1719	0.432119
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
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 & 0.296153 & 2.0941 & 0.02067 \tabularnewline
2 & -0.128739 & -0.9103 & 0.183511 \tabularnewline
3 & -0.507612 & -3.5894 & 0.000377 \tabularnewline
4 & -0.546792 & -3.8664 & 0.00016 \tabularnewline
5 & -0.156805 & -1.1088 & 0.136415 \tabularnewline
6 & 0.198252 & 1.4019 & 0.083568 \tabularnewline
7 & 0.383979 & 2.7151 & 0.004535 \tabularnewline
8 & 0.349517 & 2.4715 & 0.008453 \tabularnewline
9 & 0.109197 & 0.7721 & 0.221834 \tabularnewline
10 & -0.199322 & -1.4094 & 0.08245 \tabularnewline
11 & -0.206873 & -1.4628 & 0.074888 \tabularnewline
12 & -0.350121 & -2.4757 & 0.008364 \tabularnewline
13 & -0.106825 & -0.7554 & 0.226787 \tabularnewline
14 & 0.143118 & 1.012 & 0.158206 \tabularnewline
15 & 0.274545 & 1.9413 & 0.028933 \tabularnewline
16 & 0.12268 & 0.8675 & 0.194912 \tabularnewline
17 & 0.083901 & 0.5933 & 0.277837 \tabularnewline
18 & -0.022777 & -0.1611 & 0.436348 \tabularnewline
19 & -0.184719 & -1.3062 & 0.098737 \tabularnewline
20 & -0.118336 & -0.8368 & 0.203355 \tabularnewline
21 & -0.149821 & -1.0594 & 0.147255 \tabularnewline
22 & 0.047953 & 0.3391 & 0.367984 \tabularnewline
23 & 0.10169 & 0.7191 & 0.237726 \tabularnewline
24 & 0.14299 & 1.0111 & 0.15842 \tabularnewline
25 & 0.095205 & 0.6732 & 0.25196 \tabularnewline
26 & 0.07227 & 0.511 & 0.305791 \tabularnewline
27 & -0.169218 & -1.1966 & 0.118562 \tabularnewline
28 & -0.072067 & -0.5096 & 0.306289 \tabularnewline
29 & -0.084774 & -0.5994 & 0.275791 \tabularnewline
30 & -0.121949 & -0.8623 & 0.196318 \tabularnewline
31 & 0.097581 & 0.69 & 0.246693 \tabularnewline
32 & 0.144174 & 1.0195 & 0.156446 \tabularnewline
33 & 0.185252 & 1.3099 & 0.098103 \tabularnewline
34 & 0.014136 & 0.1 & 0.46039 \tabularnewline
35 & -0.133238 & -0.9421 & 0.175328 \tabularnewline
36 & -0.160196 & -1.1328 & 0.131359 \tabularnewline
37 & -0.063549 & -0.4494 & 0.327558 \tabularnewline
38 & 0.030794 & 0.2177 & 0.414257 \tabularnewline
39 & 0.126322 & 0.8932 & 0.188007 \tabularnewline
40 & 0.099159 & 0.7012 & 0.243226 \tabularnewline
41 & -0.018639 & -0.1318 & 0.447837 \tabularnewline
42 & -0.025873 & -0.1829 & 0.42779 \tabularnewline
43 & -0.047759 & -0.3377 & 0.368498 \tabularnewline
44 & -0.046766 & -0.3307 & 0.371133 \tabularnewline
45 & -0.048448 & -0.3426 & 0.366674 \tabularnewline
46 & 0.009348 & 0.0661 & 0.47378 \tabularnewline
47 & 0.022863 & 0.1617 & 0.43611 \tabularnewline
48 & 0.044444 & 0.3143 & 0.377313 \tabularnewline
49 & -0.024305 & -0.1719 & 0.432119 \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \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=64618&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]0.296153[/C][C]2.0941[/C][C]0.02067[/C][/ROW]
[ROW][C]2[/C][C]-0.128739[/C][C]-0.9103[/C][C]0.183511[/C][/ROW]
[ROW][C]3[/C][C]-0.507612[/C][C]-3.5894[/C][C]0.000377[/C][/ROW]
[ROW][C]4[/C][C]-0.546792[/C][C]-3.8664[/C][C]0.00016[/C][/ROW]
[ROW][C]5[/C][C]-0.156805[/C][C]-1.1088[/C][C]0.136415[/C][/ROW]
[ROW][C]6[/C][C]0.198252[/C][C]1.4019[/C][C]0.083568[/C][/ROW]
[ROW][C]7[/C][C]0.383979[/C][C]2.7151[/C][C]0.004535[/C][/ROW]
[ROW][C]8[/C][C]0.349517[/C][C]2.4715[/C][C]0.008453[/C][/ROW]
[ROW][C]9[/C][C]0.109197[/C][C]0.7721[/C][C]0.221834[/C][/ROW]
[ROW][C]10[/C][C]-0.199322[/C][C]-1.4094[/C][C]0.08245[/C][/ROW]
[ROW][C]11[/C][C]-0.206873[/C][C]-1.4628[/C][C]0.074888[/C][/ROW]
[ROW][C]12[/C][C]-0.350121[/C][C]-2.4757[/C][C]0.008364[/C][/ROW]
[ROW][C]13[/C][C]-0.106825[/C][C]-0.7554[/C][C]0.226787[/C][/ROW]
[ROW][C]14[/C][C]0.143118[/C][C]1.012[/C][C]0.158206[/C][/ROW]
[ROW][C]15[/C][C]0.274545[/C][C]1.9413[/C][C]0.028933[/C][/ROW]
[ROW][C]16[/C][C]0.12268[/C][C]0.8675[/C][C]0.194912[/C][/ROW]
[ROW][C]17[/C][C]0.083901[/C][C]0.5933[/C][C]0.277837[/C][/ROW]
[ROW][C]18[/C][C]-0.022777[/C][C]-0.1611[/C][C]0.436348[/C][/ROW]
[ROW][C]19[/C][C]-0.184719[/C][C]-1.3062[/C][C]0.098737[/C][/ROW]
[ROW][C]20[/C][C]-0.118336[/C][C]-0.8368[/C][C]0.203355[/C][/ROW]
[ROW][C]21[/C][C]-0.149821[/C][C]-1.0594[/C][C]0.147255[/C][/ROW]
[ROW][C]22[/C][C]0.047953[/C][C]0.3391[/C][C]0.367984[/C][/ROW]
[ROW][C]23[/C][C]0.10169[/C][C]0.7191[/C][C]0.237726[/C][/ROW]
[ROW][C]24[/C][C]0.14299[/C][C]1.0111[/C][C]0.15842[/C][/ROW]
[ROW][C]25[/C][C]0.095205[/C][C]0.6732[/C][C]0.25196[/C][/ROW]
[ROW][C]26[/C][C]0.07227[/C][C]0.511[/C][C]0.305791[/C][/ROW]
[ROW][C]27[/C][C]-0.169218[/C][C]-1.1966[/C][C]0.118562[/C][/ROW]
[ROW][C]28[/C][C]-0.072067[/C][C]-0.5096[/C][C]0.306289[/C][/ROW]
[ROW][C]29[/C][C]-0.084774[/C][C]-0.5994[/C][C]0.275791[/C][/ROW]
[ROW][C]30[/C][C]-0.121949[/C][C]-0.8623[/C][C]0.196318[/C][/ROW]
[ROW][C]31[/C][C]0.097581[/C][C]0.69[/C][C]0.246693[/C][/ROW]
[ROW][C]32[/C][C]0.144174[/C][C]1.0195[/C][C]0.156446[/C][/ROW]
[ROW][C]33[/C][C]0.185252[/C][C]1.3099[/C][C]0.098103[/C][/ROW]
[ROW][C]34[/C][C]0.014136[/C][C]0.1[/C][C]0.46039[/C][/ROW]
[ROW][C]35[/C][C]-0.133238[/C][C]-0.9421[/C][C]0.175328[/C][/ROW]
[ROW][C]36[/C][C]-0.160196[/C][C]-1.1328[/C][C]0.131359[/C][/ROW]
[ROW][C]37[/C][C]-0.063549[/C][C]-0.4494[/C][C]0.327558[/C][/ROW]
[ROW][C]38[/C][C]0.030794[/C][C]0.2177[/C][C]0.414257[/C][/ROW]
[ROW][C]39[/C][C]0.126322[/C][C]0.8932[/C][C]0.188007[/C][/ROW]
[ROW][C]40[/C][C]0.099159[/C][C]0.7012[/C][C]0.243226[/C][/ROW]
[ROW][C]41[/C][C]-0.018639[/C][C]-0.1318[/C][C]0.447837[/C][/ROW]
[ROW][C]42[/C][C]-0.025873[/C][C]-0.1829[/C][C]0.42779[/C][/ROW]
[ROW][C]43[/C][C]-0.047759[/C][C]-0.3377[/C][C]0.368498[/C][/ROW]
[ROW][C]44[/C][C]-0.046766[/C][C]-0.3307[/C][C]0.371133[/C][/ROW]
[ROW][C]45[/C][C]-0.048448[/C][C]-0.3426[/C][C]0.366674[/C][/ROW]
[ROW][C]46[/C][C]0.009348[/C][C]0.0661[/C][C]0.47378[/C][/ROW]
[ROW][C]47[/C][C]0.022863[/C][C]0.1617[/C][C]0.43611[/C][/ROW]
[ROW][C]48[/C][C]0.044444[/C][C]0.3143[/C][C]0.377313[/C][/ROW]
[ROW][C]49[/C][C]-0.024305[/C][C]-0.1719[/C][C]0.432119[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/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=64618&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64618&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	0.296153	2.0941	0.02067
2	-0.128739	-0.9103	0.183511
3	-0.507612	-3.5894	0.000377
4	-0.546792	-3.8664	0.00016
5	-0.156805	-1.1088	0.136415
6	0.198252	1.4019	0.083568
7	0.383979	2.7151	0.004535
8	0.349517	2.4715	0.008453
9	0.109197	0.7721	0.221834
10	-0.199322	-1.4094	0.08245
11	-0.206873	-1.4628	0.074888
12	-0.350121	-2.4757	0.008364
13	-0.106825	-0.7554	0.226787
14	0.143118	1.012	0.158206
15	0.274545	1.9413	0.028933
16	0.12268	0.8675	0.194912
17	0.083901	0.5933	0.277837
18	-0.022777	-0.1611	0.436348
19	-0.184719	-1.3062	0.098737
20	-0.118336	-0.8368	0.203355
21	-0.149821	-1.0594	0.147255
22	0.047953	0.3391	0.367984
23	0.10169	0.7191	0.237726
24	0.14299	1.0111	0.15842
25	0.095205	0.6732	0.25196
26	0.07227	0.511	0.305791
27	-0.169218	-1.1966	0.118562
28	-0.072067	-0.5096	0.306289
29	-0.084774	-0.5994	0.275791
30	-0.121949	-0.8623	0.196318
31	0.097581	0.69	0.246693
32	0.144174	1.0195	0.156446
33	0.185252	1.3099	0.098103
34	0.014136	0.1	0.46039
35	-0.133238	-0.9421	0.175328
36	-0.160196	-1.1328	0.131359
37	-0.063549	-0.4494	0.327558
38	0.030794	0.2177	0.414257
39	0.126322	0.8932	0.188007
40	0.099159	0.7012	0.243226
41	-0.018639	-0.1318	0.447837
42	-0.025873	-0.1829	0.42779
43	-0.047759	-0.3377	0.368498
44	-0.046766	-0.3307	0.371133
45	-0.048448	-0.3426	0.366674
46	0.009348	0.0661	0.47378
47	0.022863	0.1617	0.43611
48	0.044444	0.3143	0.377313
49	-0.024305	-0.1719	0.432119
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
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	0.296153	2.0941	0.02067
2	-0.237254	-1.6776	0.049829
3	-0.453197	-3.2046	0.001178
4	-0.42438	-3.0008	0.002096
5	-0.161172	-1.1397	0.12993
6	-0.138809	-0.9815	0.16553
7	-0.129637	-0.9167	0.181857
8	-0.007173	-0.0507	0.479875
9	0.071483	0.5055	0.307729
10	-0.017325	-0.1225	0.451494
11	0.213114	1.5069	0.069058
12	-0.172859	-1.2223	0.113663
13	-0.05389	-0.3811	0.352387
14	0.009544	0.0675	0.473231
15	0.00409	0.0289	0.488522
16	-0.347389	-2.4564	0.008775
17	0.03556	0.2515	0.401248
18	0.166713	1.1788	0.122021
19	-0.125005	-0.8839	0.190485
20	0.018233	0.1289	0.448965
21	0.023972	0.1695	0.433041
22	0.014858	0.1051	0.458375
23	-0.058217	-0.4117	0.341175
24	-0.029357	-0.2076	0.418198
25	-0.1173	-0.8294	0.2054
26	0.102986	0.7282	0.234937
27	-0.060504	-0.4278	0.335306
28	0.054529	0.3856	0.350723
29	-0.023281	-0.1646	0.434954
30	-0.054313	-0.384	0.351285
31	0.061413	0.4343	0.332986
32	0.063492	0.449	0.327701
33	0.003911	0.0277	0.489024
34	-0.05443	-0.3849	0.35098
35	-0.052979	-0.3746	0.354765
36	0.077375	0.5471	0.293363
37	-0.020948	-0.1481	0.44142
38	0.126291	0.893	0.188064
39	0.005864	0.0415	0.483546
40	0.007505	0.0531	0.478944
41	0.025792	0.1824	0.428013
42	0.071342	0.5045	0.308076
43	-0.068536	-0.4846	0.315031
44	-0.016904	-0.1195	0.452668
45	0.05458	0.3859	0.350588
46	-0.141244	-0.9987	0.161363
47	-0.031346	-0.2217	0.412744
48	0.003216	0.0227	0.490974
49	-0.13163	-0.9308	0.178223
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
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 & 0.296153 & 2.0941 & 0.02067 \tabularnewline
2 & -0.237254 & -1.6776 & 0.049829 \tabularnewline
3 & -0.453197 & -3.2046 & 0.001178 \tabularnewline
4 & -0.42438 & -3.0008 & 0.002096 \tabularnewline
5 & -0.161172 & -1.1397 & 0.12993 \tabularnewline
6 & -0.138809 & -0.9815 & 0.16553 \tabularnewline
7 & -0.129637 & -0.9167 & 0.181857 \tabularnewline
8 & -0.007173 & -0.0507 & 0.479875 \tabularnewline
9 & 0.071483 & 0.5055 & 0.307729 \tabularnewline
10 & -0.017325 & -0.1225 & 0.451494 \tabularnewline
11 & 0.213114 & 1.5069 & 0.069058 \tabularnewline
12 & -0.172859 & -1.2223 & 0.113663 \tabularnewline
13 & -0.05389 & -0.3811 & 0.352387 \tabularnewline
14 & 0.009544 & 0.0675 & 0.473231 \tabularnewline
15 & 0.00409 & 0.0289 & 0.488522 \tabularnewline
16 & -0.347389 & -2.4564 & 0.008775 \tabularnewline
17 & 0.03556 & 0.2515 & 0.401248 \tabularnewline
18 & 0.166713 & 1.1788 & 0.122021 \tabularnewline
19 & -0.125005 & -0.8839 & 0.190485 \tabularnewline
20 & 0.018233 & 0.1289 & 0.448965 \tabularnewline
21 & 0.023972 & 0.1695 & 0.433041 \tabularnewline
22 & 0.014858 & 0.1051 & 0.458375 \tabularnewline
23 & -0.058217 & -0.4117 & 0.341175 \tabularnewline
24 & -0.029357 & -0.2076 & 0.418198 \tabularnewline
25 & -0.1173 & -0.8294 & 0.2054 \tabularnewline
26 & 0.102986 & 0.7282 & 0.234937 \tabularnewline
27 & -0.060504 & -0.4278 & 0.335306 \tabularnewline
28 & 0.054529 & 0.3856 & 0.350723 \tabularnewline
29 & -0.023281 & -0.1646 & 0.434954 \tabularnewline
30 & -0.054313 & -0.384 & 0.351285 \tabularnewline
31 & 0.061413 & 0.4343 & 0.332986 \tabularnewline
32 & 0.063492 & 0.449 & 0.327701 \tabularnewline
33 & 0.003911 & 0.0277 & 0.489024 \tabularnewline
34 & -0.05443 & -0.3849 & 0.35098 \tabularnewline
35 & -0.052979 & -0.3746 & 0.354765 \tabularnewline
36 & 0.077375 & 0.5471 & 0.293363 \tabularnewline
37 & -0.020948 & -0.1481 & 0.44142 \tabularnewline
38 & 0.126291 & 0.893 & 0.188064 \tabularnewline
39 & 0.005864 & 0.0415 & 0.483546 \tabularnewline
40 & 0.007505 & 0.0531 & 0.478944 \tabularnewline
41 & 0.025792 & 0.1824 & 0.428013 \tabularnewline
42 & 0.071342 & 0.5045 & 0.308076 \tabularnewline
43 & -0.068536 & -0.4846 & 0.315031 \tabularnewline
44 & -0.016904 & -0.1195 & 0.452668 \tabularnewline
45 & 0.05458 & 0.3859 & 0.350588 \tabularnewline
46 & -0.141244 & -0.9987 & 0.161363 \tabularnewline
47 & -0.031346 & -0.2217 & 0.412744 \tabularnewline
48 & 0.003216 & 0.0227 & 0.490974 \tabularnewline
49 & -0.13163 & -0.9308 & 0.178223 \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \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=64618&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]0.296153[/C][C]2.0941[/C][C]0.02067[/C][/ROW]
[ROW][C]2[/C][C]-0.237254[/C][C]-1.6776[/C][C]0.049829[/C][/ROW]
[ROW][C]3[/C][C]-0.453197[/C][C]-3.2046[/C][C]0.001178[/C][/ROW]
[ROW][C]4[/C][C]-0.42438[/C][C]-3.0008[/C][C]0.002096[/C][/ROW]
[ROW][C]5[/C][C]-0.161172[/C][C]-1.1397[/C][C]0.12993[/C][/ROW]
[ROW][C]6[/C][C]-0.138809[/C][C]-0.9815[/C][C]0.16553[/C][/ROW]
[ROW][C]7[/C][C]-0.129637[/C][C]-0.9167[/C][C]0.181857[/C][/ROW]
[ROW][C]8[/C][C]-0.007173[/C][C]-0.0507[/C][C]0.479875[/C][/ROW]
[ROW][C]9[/C][C]0.071483[/C][C]0.5055[/C][C]0.307729[/C][/ROW]
[ROW][C]10[/C][C]-0.017325[/C][C]-0.1225[/C][C]0.451494[/C][/ROW]
[ROW][C]11[/C][C]0.213114[/C][C]1.5069[/C][C]0.069058[/C][/ROW]
[ROW][C]12[/C][C]-0.172859[/C][C]-1.2223[/C][C]0.113663[/C][/ROW]
[ROW][C]13[/C][C]-0.05389[/C][C]-0.3811[/C][C]0.352387[/C][/ROW]
[ROW][C]14[/C][C]0.009544[/C][C]0.0675[/C][C]0.473231[/C][/ROW]
[ROW][C]15[/C][C]0.00409[/C][C]0.0289[/C][C]0.488522[/C][/ROW]
[ROW][C]16[/C][C]-0.347389[/C][C]-2.4564[/C][C]0.008775[/C][/ROW]
[ROW][C]17[/C][C]0.03556[/C][C]0.2515[/C][C]0.401248[/C][/ROW]
[ROW][C]18[/C][C]0.166713[/C][C]1.1788[/C][C]0.122021[/C][/ROW]
[ROW][C]19[/C][C]-0.125005[/C][C]-0.8839[/C][C]0.190485[/C][/ROW]
[ROW][C]20[/C][C]0.018233[/C][C]0.1289[/C][C]0.448965[/C][/ROW]
[ROW][C]21[/C][C]0.023972[/C][C]0.1695[/C][C]0.433041[/C][/ROW]
[ROW][C]22[/C][C]0.014858[/C][C]0.1051[/C][C]0.458375[/C][/ROW]
[ROW][C]23[/C][C]-0.058217[/C][C]-0.4117[/C][C]0.341175[/C][/ROW]
[ROW][C]24[/C][C]-0.029357[/C][C]-0.2076[/C][C]0.418198[/C][/ROW]
[ROW][C]25[/C][C]-0.1173[/C][C]-0.8294[/C][C]0.2054[/C][/ROW]
[ROW][C]26[/C][C]0.102986[/C][C]0.7282[/C][C]0.234937[/C][/ROW]
[ROW][C]27[/C][C]-0.060504[/C][C]-0.4278[/C][C]0.335306[/C][/ROW]
[ROW][C]28[/C][C]0.054529[/C][C]0.3856[/C][C]0.350723[/C][/ROW]
[ROW][C]29[/C][C]-0.023281[/C][C]-0.1646[/C][C]0.434954[/C][/ROW]
[ROW][C]30[/C][C]-0.054313[/C][C]-0.384[/C][C]0.351285[/C][/ROW]
[ROW][C]31[/C][C]0.061413[/C][C]0.4343[/C][C]0.332986[/C][/ROW]
[ROW][C]32[/C][C]0.063492[/C][C]0.449[/C][C]0.327701[/C][/ROW]
[ROW][C]33[/C][C]0.003911[/C][C]0.0277[/C][C]0.489024[/C][/ROW]
[ROW][C]34[/C][C]-0.05443[/C][C]-0.3849[/C][C]0.35098[/C][/ROW]
[ROW][C]35[/C][C]-0.052979[/C][C]-0.3746[/C][C]0.354765[/C][/ROW]
[ROW][C]36[/C][C]0.077375[/C][C]0.5471[/C][C]0.293363[/C][/ROW]
[ROW][C]37[/C][C]-0.020948[/C][C]-0.1481[/C][C]0.44142[/C][/ROW]
[ROW][C]38[/C][C]0.126291[/C][C]0.893[/C][C]0.188064[/C][/ROW]
[ROW][C]39[/C][C]0.005864[/C][C]0.0415[/C][C]0.483546[/C][/ROW]
[ROW][C]40[/C][C]0.007505[/C][C]0.0531[/C][C]0.478944[/C][/ROW]
[ROW][C]41[/C][C]0.025792[/C][C]0.1824[/C][C]0.428013[/C][/ROW]
[ROW][C]42[/C][C]0.071342[/C][C]0.5045[/C][C]0.308076[/C][/ROW]
[ROW][C]43[/C][C]-0.068536[/C][C]-0.4846[/C][C]0.315031[/C][/ROW]
[ROW][C]44[/C][C]-0.016904[/C][C]-0.1195[/C][C]0.452668[/C][/ROW]
[ROW][C]45[/C][C]0.05458[/C][C]0.3859[/C][C]0.350588[/C][/ROW]
[ROW][C]46[/C][C]-0.141244[/C][C]-0.9987[/C][C]0.161363[/C][/ROW]
[ROW][C]47[/C][C]-0.031346[/C][C]-0.2217[/C][C]0.412744[/C][/ROW]
[ROW][C]48[/C][C]0.003216[/C][C]0.0227[/C][C]0.490974[/C][/ROW]
[ROW][C]49[/C][C]-0.13163[/C][C]-0.9308[/C][C]0.178223[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/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=64618&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64618&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	0.296153	2.0941	0.02067
2	-0.237254	-1.6776	0.049829
3	-0.453197	-3.2046	0.001178
4	-0.42438	-3.0008	0.002096
5	-0.161172	-1.1397	0.12993
6	-0.138809	-0.9815	0.16553
7	-0.129637	-0.9167	0.181857
8	-0.007173	-0.0507	0.479875
9	0.071483	0.5055	0.307729
10	-0.017325	-0.1225	0.451494
11	0.213114	1.5069	0.069058
12	-0.172859	-1.2223	0.113663
13	-0.05389	-0.3811	0.352387
14	0.009544	0.0675	0.473231
15	0.00409	0.0289	0.488522
16	-0.347389	-2.4564	0.008775
17	0.03556	0.2515	0.401248
18	0.166713	1.1788	0.122021
19	-0.125005	-0.8839	0.190485
20	0.018233	0.1289	0.448965
21	0.023972	0.1695	0.433041
22	0.014858	0.1051	0.458375
23	-0.058217	-0.4117	0.341175
24	-0.029357	-0.2076	0.418198
25	-0.1173	-0.8294	0.2054
26	0.102986	0.7282	0.234937
27	-0.060504	-0.4278	0.335306
28	0.054529	0.3856	0.350723
29	-0.023281	-0.1646	0.434954
30	-0.054313	-0.384	0.351285
31	0.061413	0.4343	0.332986
32	0.063492	0.449	0.327701
33	0.003911	0.0277	0.489024
34	-0.05443	-0.3849	0.35098
35	-0.052979	-0.3746	0.354765
36	0.077375	0.5471	0.293363
37	-0.020948	-0.1481	0.44142
38	0.126291	0.893	0.188064
39	0.005864	0.0415	0.483546
40	0.007505	0.0531	0.478944
41	0.025792	0.1824	0.428013
42	0.071342	0.5045	0.308076
43	-0.068536	-0.4846	0.315031
44	-0.016904	-0.1195	0.452668
45	0.05458	0.3859	0.350588
46	-0.141244	-0.9987	0.161363
47	-0.031346	-0.2217	0.412744
48	0.003216	0.0227	0.490974
49	-0.13163	-0.9308	0.178223
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
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 = 2 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; 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