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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 11 Dec 2009 08:34:04 -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/11/t1260547685nmlomlbfeoisov4.htm/, Retrieved Sun, 28 Apr 2024 21:07:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66446, Retrieved Sun, 28 Apr 2024 21:07:34 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

129

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

-     [Variance Reduction Matrix] [VRM - vaste rente...] [2008-12-12 10:51:08] [c5a66f1c8528a963efc2b82a8519f117]
- RM D  [Standard Deviation-Mean Plot] [SDMP inschrijving...] [2008-12-12 11:03:14] [c5a66f1c8528a963efc2b82a8519f117]
- RM      [Variance Reduction Matrix] [VRM - inschrijvin...] [2008-12-12 11:08:27] [c5a66f1c8528a963efc2b82a8519f117]
- RMP       [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 11:14:36] [c5a66f1c8528a963efc2b82a8519f117]
-   P         [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 11:32:48] [c5a66f1c8528a963efc2b82a8519f117]
-               [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 11:37:19] [c5a66f1c8528a963efc2b82a8519f117]
-  MPD              [(Partial) Autocorrelation Function] [ACF en PACF - uit...] [2009-12-11 15:34:04] [557d56ec4b06cd0135c259898de8ce95] [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=66446&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=66446&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66446&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	-0.531791	-3.6458	0.000333
2	0.052543	0.3602	0.36015
3	0.35066	2.404	0.010106
4	-0.347053	-2.3793	0.010729
5	0.087295	0.5985	0.276202
6	0.247286	1.6953	0.048317
7	-0.433564	-2.9724	0.002324
8	0.269808	1.8497	0.035324
9	-0.093142	-0.6386	0.263107
10	-0.119059	-0.8162	0.209243
11	0.155662	1.0672	0.145675
12	-0.105166	-0.721	0.237246
13	-0.045884	-0.3146	0.377242
14	0.132738	0.91	0.183731
15	-0.004115	-0.0282	0.488805
16	-0.174833	-1.1986	0.118347
17	0.177446	1.2165	0.114932
18	-0.082887	-0.5682	0.286288
19	-0.088894	-0.6094	0.272588
20	0.196197	1.3451	0.09253
21	-0.098388	-0.6745	0.251645
22	-0.22457	-1.5396	0.065186
23	0.410578	2.8148	0.003554
24	-0.33516	-2.2977	0.013037
25	0.12776	0.8759	0.192775
26	0.119537	0.8195	0.208318
27	-0.194174	-1.3312	0.094774
28	0.086495	0.593	0.278018
29	0.086817	0.5952	0.277286
30	-0.208706	-1.4308	0.079549
31	0.175792	1.2052	0.117086
32	-0.111201	-0.7624	0.224828
33	0.015892	0.109	0.456853
34	0.089634	0.6145	0.270925
35	-0.14273	-0.9785	0.166417
36	0.028881	0.198	0.421949
37	0.055194	0.3784	0.353422
38	-0.06933	-0.4753	0.318387
39	0.040441	0.2773	0.391401
40	0.022923	0.1572	0.437899
41	-0.061271	-0.4201	0.338181
42	0.045113	0.3093	0.379237
43	0.006189	0.0424	0.483169
44	-0.006068	-0.0416	0.483497
45	0.000501	0.0034	0.498638
46	-0.003394	-0.0233	0.490766
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
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 & -0.531791 & -3.6458 & 0.000333 \tabularnewline
2 & 0.052543 & 0.3602 & 0.36015 \tabularnewline
3 & 0.35066 & 2.404 & 0.010106 \tabularnewline
4 & -0.347053 & -2.3793 & 0.010729 \tabularnewline
5 & 0.087295 & 0.5985 & 0.276202 \tabularnewline
6 & 0.247286 & 1.6953 & 0.048317 \tabularnewline
7 & -0.433564 & -2.9724 & 0.002324 \tabularnewline
8 & 0.269808 & 1.8497 & 0.035324 \tabularnewline
9 & -0.093142 & -0.6386 & 0.263107 \tabularnewline
10 & -0.119059 & -0.8162 & 0.209243 \tabularnewline
11 & 0.155662 & 1.0672 & 0.145675 \tabularnewline
12 & -0.105166 & -0.721 & 0.237246 \tabularnewline
13 & -0.045884 & -0.3146 & 0.377242 \tabularnewline
14 & 0.132738 & 0.91 & 0.183731 \tabularnewline
15 & -0.004115 & -0.0282 & 0.488805 \tabularnewline
16 & -0.174833 & -1.1986 & 0.118347 \tabularnewline
17 & 0.177446 & 1.2165 & 0.114932 \tabularnewline
18 & -0.082887 & -0.5682 & 0.286288 \tabularnewline
19 & -0.088894 & -0.6094 & 0.272588 \tabularnewline
20 & 0.196197 & 1.3451 & 0.09253 \tabularnewline
21 & -0.098388 & -0.6745 & 0.251645 \tabularnewline
22 & -0.22457 & -1.5396 & 0.065186 \tabularnewline
23 & 0.410578 & 2.8148 & 0.003554 \tabularnewline
24 & -0.33516 & -2.2977 & 0.013037 \tabularnewline
25 & 0.12776 & 0.8759 & 0.192775 \tabularnewline
26 & 0.119537 & 0.8195 & 0.208318 \tabularnewline
27 & -0.194174 & -1.3312 & 0.094774 \tabularnewline
28 & 0.086495 & 0.593 & 0.278018 \tabularnewline
29 & 0.086817 & 0.5952 & 0.277286 \tabularnewline
30 & -0.208706 & -1.4308 & 0.079549 \tabularnewline
31 & 0.175792 & 1.2052 & 0.117086 \tabularnewline
32 & -0.111201 & -0.7624 & 0.224828 \tabularnewline
33 & 0.015892 & 0.109 & 0.456853 \tabularnewline
34 & 0.089634 & 0.6145 & 0.270925 \tabularnewline
35 & -0.14273 & -0.9785 & 0.166417 \tabularnewline
36 & 0.028881 & 0.198 & 0.421949 \tabularnewline
37 & 0.055194 & 0.3784 & 0.353422 \tabularnewline
38 & -0.06933 & -0.4753 & 0.318387 \tabularnewline
39 & 0.040441 & 0.2773 & 0.391401 \tabularnewline
40 & 0.022923 & 0.1572 & 0.437899 \tabularnewline
41 & -0.061271 & -0.4201 & 0.338181 \tabularnewline
42 & 0.045113 & 0.3093 & 0.379237 \tabularnewline
43 & 0.006189 & 0.0424 & 0.483169 \tabularnewline
44 & -0.006068 & -0.0416 & 0.483497 \tabularnewline
45 & 0.000501 & 0.0034 & 0.498638 \tabularnewline
46 & -0.003394 & -0.0233 & 0.490766 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \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=66446&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]-0.531791[/C][C]-3.6458[/C][C]0.000333[/C][/ROW]
[ROW][C]2[/C][C]0.052543[/C][C]0.3602[/C][C]0.36015[/C][/ROW]
[ROW][C]3[/C][C]0.35066[/C][C]2.404[/C][C]0.010106[/C][/ROW]
[ROW][C]4[/C][C]-0.347053[/C][C]-2.3793[/C][C]0.010729[/C][/ROW]
[ROW][C]5[/C][C]0.087295[/C][C]0.5985[/C][C]0.276202[/C][/ROW]
[ROW][C]6[/C][C]0.247286[/C][C]1.6953[/C][C]0.048317[/C][/ROW]
[ROW][C]7[/C][C]-0.433564[/C][C]-2.9724[/C][C]0.002324[/C][/ROW]
[ROW][C]8[/C][C]0.269808[/C][C]1.8497[/C][C]0.035324[/C][/ROW]
[ROW][C]9[/C][C]-0.093142[/C][C]-0.6386[/C][C]0.263107[/C][/ROW]
[ROW][C]10[/C][C]-0.119059[/C][C]-0.8162[/C][C]0.209243[/C][/ROW]
[ROW][C]11[/C][C]0.155662[/C][C]1.0672[/C][C]0.145675[/C][/ROW]
[ROW][C]12[/C][C]-0.105166[/C][C]-0.721[/C][C]0.237246[/C][/ROW]
[ROW][C]13[/C][C]-0.045884[/C][C]-0.3146[/C][C]0.377242[/C][/ROW]
[ROW][C]14[/C][C]0.132738[/C][C]0.91[/C][C]0.183731[/C][/ROW]
[ROW][C]15[/C][C]-0.004115[/C][C]-0.0282[/C][C]0.488805[/C][/ROW]
[ROW][C]16[/C][C]-0.174833[/C][C]-1.1986[/C][C]0.118347[/C][/ROW]
[ROW][C]17[/C][C]0.177446[/C][C]1.2165[/C][C]0.114932[/C][/ROW]
[ROW][C]18[/C][C]-0.082887[/C][C]-0.5682[/C][C]0.286288[/C][/ROW]
[ROW][C]19[/C][C]-0.088894[/C][C]-0.6094[/C][C]0.272588[/C][/ROW]
[ROW][C]20[/C][C]0.196197[/C][C]1.3451[/C][C]0.09253[/C][/ROW]
[ROW][C]21[/C][C]-0.098388[/C][C]-0.6745[/C][C]0.251645[/C][/ROW]
[ROW][C]22[/C][C]-0.22457[/C][C]-1.5396[/C][C]0.065186[/C][/ROW]
[ROW][C]23[/C][C]0.410578[/C][C]2.8148[/C][C]0.003554[/C][/ROW]
[ROW][C]24[/C][C]-0.33516[/C][C]-2.2977[/C][C]0.013037[/C][/ROW]
[ROW][C]25[/C][C]0.12776[/C][C]0.8759[/C][C]0.192775[/C][/ROW]
[ROW][C]26[/C][C]0.119537[/C][C]0.8195[/C][C]0.208318[/C][/ROW]
[ROW][C]27[/C][C]-0.194174[/C][C]-1.3312[/C][C]0.094774[/C][/ROW]
[ROW][C]28[/C][C]0.086495[/C][C]0.593[/C][C]0.278018[/C][/ROW]
[ROW][C]29[/C][C]0.086817[/C][C]0.5952[/C][C]0.277286[/C][/ROW]
[ROW][C]30[/C][C]-0.208706[/C][C]-1.4308[/C][C]0.079549[/C][/ROW]
[ROW][C]31[/C][C]0.175792[/C][C]1.2052[/C][C]0.117086[/C][/ROW]
[ROW][C]32[/C][C]-0.111201[/C][C]-0.7624[/C][C]0.224828[/C][/ROW]
[ROW][C]33[/C][C]0.015892[/C][C]0.109[/C][C]0.456853[/C][/ROW]
[ROW][C]34[/C][C]0.089634[/C][C]0.6145[/C][C]0.270925[/C][/ROW]
[ROW][C]35[/C][C]-0.14273[/C][C]-0.9785[/C][C]0.166417[/C][/ROW]
[ROW][C]36[/C][C]0.028881[/C][C]0.198[/C][C]0.421949[/C][/ROW]
[ROW][C]37[/C][C]0.055194[/C][C]0.3784[/C][C]0.353422[/C][/ROW]
[ROW][C]38[/C][C]-0.06933[/C][C]-0.4753[/C][C]0.318387[/C][/ROW]
[ROW][C]39[/C][C]0.040441[/C][C]0.2773[/C][C]0.391401[/C][/ROW]
[ROW][C]40[/C][C]0.022923[/C][C]0.1572[/C][C]0.437899[/C][/ROW]
[ROW][C]41[/C][C]-0.061271[/C][C]-0.4201[/C][C]0.338181[/C][/ROW]
[ROW][C]42[/C][C]0.045113[/C][C]0.3093[/C][C]0.379237[/C][/ROW]
[ROW][C]43[/C][C]0.006189[/C][C]0.0424[/C][C]0.483169[/C][/ROW]
[ROW][C]44[/C][C]-0.006068[/C][C]-0.0416[/C][C]0.483497[/C][/ROW]
[ROW][C]45[/C][C]0.000501[/C][C]0.0034[/C][C]0.498638[/C][/ROW]
[ROW][C]46[/C][C]-0.003394[/C][C]-0.0233[/C][C]0.490766[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/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=66446&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66446&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	-0.531791	-3.6458	0.000333
2	0.052543	0.3602	0.36015
3	0.35066	2.404	0.010106
4	-0.347053	-2.3793	0.010729
5	0.087295	0.5985	0.276202
6	0.247286	1.6953	0.048317
7	-0.433564	-2.9724	0.002324
8	0.269808	1.8497	0.035324
9	-0.093142	-0.6386	0.263107
10	-0.119059	-0.8162	0.209243
11	0.155662	1.0672	0.145675
12	-0.105166	-0.721	0.237246
13	-0.045884	-0.3146	0.377242
14	0.132738	0.91	0.183731
15	-0.004115	-0.0282	0.488805
16	-0.174833	-1.1986	0.118347
17	0.177446	1.2165	0.114932
18	-0.082887	-0.5682	0.286288
19	-0.088894	-0.6094	0.272588
20	0.196197	1.3451	0.09253
21	-0.098388	-0.6745	0.251645
22	-0.22457	-1.5396	0.065186
23	0.410578	2.8148	0.003554
24	-0.33516	-2.2977	0.013037
25	0.12776	0.8759	0.192775
26	0.119537	0.8195	0.208318
27	-0.194174	-1.3312	0.094774
28	0.086495	0.593	0.278018
29	0.086817	0.5952	0.277286
30	-0.208706	-1.4308	0.079549
31	0.175792	1.2052	0.117086
32	-0.111201	-0.7624	0.224828
33	0.015892	0.109	0.456853
34	0.089634	0.6145	0.270925
35	-0.14273	-0.9785	0.166417
36	0.028881	0.198	0.421949
37	0.055194	0.3784	0.353422
38	-0.06933	-0.4753	0.318387
39	0.040441	0.2773	0.391401
40	0.022923	0.1572	0.437899
41	-0.061271	-0.4201	0.338181
42	0.045113	0.3093	0.379237
43	0.006189	0.0424	0.483169
44	-0.006068	-0.0416	0.483497
45	0.000501	0.0034	0.498638
46	-0.003394	-0.0233	0.490766
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
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	-0.531791	-3.6458	0.000333
2	-0.321053	-2.201	0.016341
3	0.337087	2.311	0.012635
4	0.078977	0.5414	0.295381
5	-0.139722	-0.9579	0.171511
6	0.157437	1.0793	0.142973
7	-0.165477	-1.1345	0.131179
8	-0.097968	-0.6716	0.252553
9	-0.182081	-1.2483	0.109054
10	0.003445	0.0236	0.490627
11	0.019275	0.1321	0.447718
12	-0.032947	-0.2259	0.41114
13	-0.015182	-0.1041	0.458772
14	-0.017384	-0.1192	0.45282
15	0.253225	1.736	0.044556
16	-0.226139	-1.5503	0.063885
17	-0.165557	-1.135	0.131065
18	-0.03688	-0.2528	0.400749
19	-0.036271	-0.2487	0.402352
20	0.07333	0.5027	0.308754
21	0.075425	0.5171	0.303761
22	-0.232595	-1.5946	0.058753
23	0.063564	0.4358	0.332497
24	0.017118	0.1174	0.453539
25	0.072739	0.4987	0.310168
26	-0.065986	-0.4524	0.326538
27	0.069347	0.4754	0.318346
28	-0.061096	-0.4189	0.338616
29	-0.166606	-1.1422	0.12958
30	0.017732	0.1216	0.45188
31	-0.027594	-0.1892	0.425384
32	-0.031692	-0.2173	0.41447
33	0.037237	0.2553	0.39981
34	0.07875	0.5399	0.295914
35	-0.094085	-0.645	0.261026
36	-0.105194	-0.7212	0.237188
37	-0.019799	-0.1357	0.446306
38	-0.091526	-0.6275	0.266694
39	0.033288	0.2282	0.410236
40	-0.019983	-0.137	0.445809
41	0.013847	0.0949	0.462388
42	0.090602	0.6211	0.268755
43	-0.0354	-0.2427	0.40465
44	-0.112098	-0.7685	0.223016
45	0.077538	0.5316	0.298762
46	-0.098165	-0.673	0.252127
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
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 & -0.531791 & -3.6458 & 0.000333 \tabularnewline
2 & -0.321053 & -2.201 & 0.016341 \tabularnewline
3 & 0.337087 & 2.311 & 0.012635 \tabularnewline
4 & 0.078977 & 0.5414 & 0.295381 \tabularnewline
5 & -0.139722 & -0.9579 & 0.171511 \tabularnewline
6 & 0.157437 & 1.0793 & 0.142973 \tabularnewline
7 & -0.165477 & -1.1345 & 0.131179 \tabularnewline
8 & -0.097968 & -0.6716 & 0.252553 \tabularnewline
9 & -0.182081 & -1.2483 & 0.109054 \tabularnewline
10 & 0.003445 & 0.0236 & 0.490627 \tabularnewline
11 & 0.019275 & 0.1321 & 0.447718 \tabularnewline
12 & -0.032947 & -0.2259 & 0.41114 \tabularnewline
13 & -0.015182 & -0.1041 & 0.458772 \tabularnewline
14 & -0.017384 & -0.1192 & 0.45282 \tabularnewline
15 & 0.253225 & 1.736 & 0.044556 \tabularnewline
16 & -0.226139 & -1.5503 & 0.063885 \tabularnewline
17 & -0.165557 & -1.135 & 0.131065 \tabularnewline
18 & -0.03688 & -0.2528 & 0.400749 \tabularnewline
19 & -0.036271 & -0.2487 & 0.402352 \tabularnewline
20 & 0.07333 & 0.5027 & 0.308754 \tabularnewline
21 & 0.075425 & 0.5171 & 0.303761 \tabularnewline
22 & -0.232595 & -1.5946 & 0.058753 \tabularnewline
23 & 0.063564 & 0.4358 & 0.332497 \tabularnewline
24 & 0.017118 & 0.1174 & 0.453539 \tabularnewline
25 & 0.072739 & 0.4987 & 0.310168 \tabularnewline
26 & -0.065986 & -0.4524 & 0.326538 \tabularnewline
27 & 0.069347 & 0.4754 & 0.318346 \tabularnewline
28 & -0.061096 & -0.4189 & 0.338616 \tabularnewline
29 & -0.166606 & -1.1422 & 0.12958 \tabularnewline
30 & 0.017732 & 0.1216 & 0.45188 \tabularnewline
31 & -0.027594 & -0.1892 & 0.425384 \tabularnewline
32 & -0.031692 & -0.2173 & 0.41447 \tabularnewline
33 & 0.037237 & 0.2553 & 0.39981 \tabularnewline
34 & 0.07875 & 0.5399 & 0.295914 \tabularnewline
35 & -0.094085 & -0.645 & 0.261026 \tabularnewline
36 & -0.105194 & -0.7212 & 0.237188 \tabularnewline
37 & -0.019799 & -0.1357 & 0.446306 \tabularnewline
38 & -0.091526 & -0.6275 & 0.266694 \tabularnewline
39 & 0.033288 & 0.2282 & 0.410236 \tabularnewline
40 & -0.019983 & -0.137 & 0.445809 \tabularnewline
41 & 0.013847 & 0.0949 & 0.462388 \tabularnewline
42 & 0.090602 & 0.6211 & 0.268755 \tabularnewline
43 & -0.0354 & -0.2427 & 0.40465 \tabularnewline
44 & -0.112098 & -0.7685 & 0.223016 \tabularnewline
45 & 0.077538 & 0.5316 & 0.298762 \tabularnewline
46 & -0.098165 & -0.673 & 0.252127 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \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=66446&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]-0.531791[/C][C]-3.6458[/C][C]0.000333[/C][/ROW]
[ROW][C]2[/C][C]-0.321053[/C][C]-2.201[/C][C]0.016341[/C][/ROW]
[ROW][C]3[/C][C]0.337087[/C][C]2.311[/C][C]0.012635[/C][/ROW]
[ROW][C]4[/C][C]0.078977[/C][C]0.5414[/C][C]0.295381[/C][/ROW]
[ROW][C]5[/C][C]-0.139722[/C][C]-0.9579[/C][C]0.171511[/C][/ROW]
[ROW][C]6[/C][C]0.157437[/C][C]1.0793[/C][C]0.142973[/C][/ROW]
[ROW][C]7[/C][C]-0.165477[/C][C]-1.1345[/C][C]0.131179[/C][/ROW]
[ROW][C]8[/C][C]-0.097968[/C][C]-0.6716[/C][C]0.252553[/C][/ROW]
[ROW][C]9[/C][C]-0.182081[/C][C]-1.2483[/C][C]0.109054[/C][/ROW]
[ROW][C]10[/C][C]0.003445[/C][C]0.0236[/C][C]0.490627[/C][/ROW]
[ROW][C]11[/C][C]0.019275[/C][C]0.1321[/C][C]0.447718[/C][/ROW]
[ROW][C]12[/C][C]-0.032947[/C][C]-0.2259[/C][C]0.41114[/C][/ROW]
[ROW][C]13[/C][C]-0.015182[/C][C]-0.1041[/C][C]0.458772[/C][/ROW]
[ROW][C]14[/C][C]-0.017384[/C][C]-0.1192[/C][C]0.45282[/C][/ROW]
[ROW][C]15[/C][C]0.253225[/C][C]1.736[/C][C]0.044556[/C][/ROW]
[ROW][C]16[/C][C]-0.226139[/C][C]-1.5503[/C][C]0.063885[/C][/ROW]
[ROW][C]17[/C][C]-0.165557[/C][C]-1.135[/C][C]0.131065[/C][/ROW]
[ROW][C]18[/C][C]-0.03688[/C][C]-0.2528[/C][C]0.400749[/C][/ROW]
[ROW][C]19[/C][C]-0.036271[/C][C]-0.2487[/C][C]0.402352[/C][/ROW]
[ROW][C]20[/C][C]0.07333[/C][C]0.5027[/C][C]0.308754[/C][/ROW]
[ROW][C]21[/C][C]0.075425[/C][C]0.5171[/C][C]0.303761[/C][/ROW]
[ROW][C]22[/C][C]-0.232595[/C][C]-1.5946[/C][C]0.058753[/C][/ROW]
[ROW][C]23[/C][C]0.063564[/C][C]0.4358[/C][C]0.332497[/C][/ROW]
[ROW][C]24[/C][C]0.017118[/C][C]0.1174[/C][C]0.453539[/C][/ROW]
[ROW][C]25[/C][C]0.072739[/C][C]0.4987[/C][C]0.310168[/C][/ROW]
[ROW][C]26[/C][C]-0.065986[/C][C]-0.4524[/C][C]0.326538[/C][/ROW]
[ROW][C]27[/C][C]0.069347[/C][C]0.4754[/C][C]0.318346[/C][/ROW]
[ROW][C]28[/C][C]-0.061096[/C][C]-0.4189[/C][C]0.338616[/C][/ROW]
[ROW][C]29[/C][C]-0.166606[/C][C]-1.1422[/C][C]0.12958[/C][/ROW]
[ROW][C]30[/C][C]0.017732[/C][C]0.1216[/C][C]0.45188[/C][/ROW]
[ROW][C]31[/C][C]-0.027594[/C][C]-0.1892[/C][C]0.425384[/C][/ROW]
[ROW][C]32[/C][C]-0.031692[/C][C]-0.2173[/C][C]0.41447[/C][/ROW]
[ROW][C]33[/C][C]0.037237[/C][C]0.2553[/C][C]0.39981[/C][/ROW]
[ROW][C]34[/C][C]0.07875[/C][C]0.5399[/C][C]0.295914[/C][/ROW]
[ROW][C]35[/C][C]-0.094085[/C][C]-0.645[/C][C]0.261026[/C][/ROW]
[ROW][C]36[/C][C]-0.105194[/C][C]-0.7212[/C][C]0.237188[/C][/ROW]
[ROW][C]37[/C][C]-0.019799[/C][C]-0.1357[/C][C]0.446306[/C][/ROW]
[ROW][C]38[/C][C]-0.091526[/C][C]-0.6275[/C][C]0.266694[/C][/ROW]
[ROW][C]39[/C][C]0.033288[/C][C]0.2282[/C][C]0.410236[/C][/ROW]
[ROW][C]40[/C][C]-0.019983[/C][C]-0.137[/C][C]0.445809[/C][/ROW]
[ROW][C]41[/C][C]0.013847[/C][C]0.0949[/C][C]0.462388[/C][/ROW]
[ROW][C]42[/C][C]0.090602[/C][C]0.6211[/C][C]0.268755[/C][/ROW]
[ROW][C]43[/C][C]-0.0354[/C][C]-0.2427[/C][C]0.40465[/C][/ROW]
[ROW][C]44[/C][C]-0.112098[/C][C]-0.7685[/C][C]0.223016[/C][/ROW]
[ROW][C]45[/C][C]0.077538[/C][C]0.5316[/C][C]0.298762[/C][/ROW]
[ROW][C]46[/C][C]-0.098165[/C][C]-0.673[/C][C]0.252127[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/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=66446&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66446&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	-0.531791	-3.6458	0.000333
2	-0.321053	-2.201	0.016341
3	0.337087	2.311	0.012635
4	0.078977	0.5414	0.295381
5	-0.139722	-0.9579	0.171511
6	0.157437	1.0793	0.142973
7	-0.165477	-1.1345	0.131179
8	-0.097968	-0.6716	0.252553
9	-0.182081	-1.2483	0.109054
10	0.003445	0.0236	0.490627
11	0.019275	0.1321	0.447718
12	-0.032947	-0.2259	0.41114
13	-0.015182	-0.1041	0.458772
14	-0.017384	-0.1192	0.45282
15	0.253225	1.736	0.044556
16	-0.226139	-1.5503	0.063885
17	-0.165557	-1.135	0.131065
18	-0.03688	-0.2528	0.400749
19	-0.036271	-0.2487	0.402352
20	0.07333	0.5027	0.308754
21	0.075425	0.5171	0.303761
22	-0.232595	-1.5946	0.058753
23	0.063564	0.4358	0.332497
24	0.017118	0.1174	0.453539
25	0.072739	0.4987	0.310168
26	-0.065986	-0.4524	0.326538
27	0.069347	0.4754	0.318346
28	-0.061096	-0.4189	0.338616
29	-0.166606	-1.1422	0.12958
30	0.017732	0.1216	0.45188
31	-0.027594	-0.1892	0.425384
32	-0.031692	-0.2173	0.41447
33	0.037237	0.2553	0.39981
34	0.07875	0.5399	0.295914
35	-0.094085	-0.645	0.261026
36	-0.105194	-0.7212	0.237188
37	-0.019799	-0.1357	0.446306
38	-0.091526	-0.6275	0.266694
39	0.033288	0.2282	0.410236
40	-0.019983	-0.137	0.445809
41	0.013847	0.0949	0.462388
42	0.090602	0.6211	0.268755
43	-0.0354	-0.2427	0.40465
44	-0.112098	-0.7685	0.223016
45	0.077538	0.5316	0.298762
46	-0.098165	-0.673	0.252127
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
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 = -1.1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ;

Parameters (R input):

par1 = 60 ; par2 = -1.1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code