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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 12 Dec 2009 09:02:30 -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/12/t1260633820i0mvy19nnv03b4m.htm/, Retrieved Mon, 29 Apr 2024 09:33:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67030, Retrieved Mon, 29 Apr 2024 09:33:25 +0000

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User-defined keywords

Estimated Impact

145

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

-       [(Partial) Autocorrelation Function] [acf] [2009-12-12 16:02:30] [5d37783481a916b2505b66314b556267] [Current]
- R PD    [(Partial) Autocorrelation Function] [] [2010-12-19 07:00:10] [22937c5b58c14f6c22964f32d64ff823] 
- R PD    [(Partial) Autocorrelation Function] [] [2010-12-19 07:09:39] [22937c5b58c14f6c22964f32d64ff823] 
- R PD    [(Partial) Autocorrelation Function] [] [2010-12-19 07:13:34] [22937c5b58c14f6c22964f32d64ff823] 
- RMPD    [Spectral Analysis] [] [2010-12-19 07:24:36] [22937c5b58c14f6c22964f32d64ff823] 
- RMPD    [Spectral Analysis] [] [2010-12-19 07:31:07] [22937c5b58c14f6c22964f32d64ff823] 
- RMPD    [Spectral Analysis] [] [2010-12-19 07:41:28] [22937c5b58c14f6c22964f32d64ff823] 

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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	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=67030&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=67030&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67030&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	0.694937	5.4276	1e-06
2	0.612527	4.784	6e-06
3	0.657186	5.1328	2e-06
4	0.509555	3.9798	9.3e-05
5	0.454088	3.5465	0.000378
6	0.460958	3.6002	0.00032
7	0.315243	2.4621	0.008326
8	0.296733	2.3176	0.011922
9	0.28147	2.1983	0.015864
10	0.162079	1.2659	0.105185
11	0.184458	1.4407	0.077396
12	0.281253	2.1967	0.015927
13	0.106223	0.8296	0.204991
14	0.068182	0.5325	0.29815
15	0.100641	0.786	0.217447
16	0.061395	0.4795	0.316646
17	0.030127	0.2353	0.407381
18	0.025775	0.2013	0.420563
19	-0.000792	-0.0062	0.497543
20	-0.046809	-0.3656	0.357967
21	-0.047816	-0.3735	0.355051
22	-0.059695	-0.4662	0.321354
23	-0.041518	-0.3243	0.373424
24	0.008657	0.0676	0.473157
25	-0.013477	-0.1053	0.458259
26	-0.104544	-0.8165	0.208693
27	-0.06811	-0.532	0.298345
28	-0.032551	-0.2542	0.400085
29	-0.10908	-0.8519	0.198789
30	-0.109131	-0.8523	0.19868
31	-0.079198	-0.6186	0.269257
32	-0.190131	-1.485	0.071351
33	-0.195583	-1.5275	0.065897
34	-0.214808	-1.6777	0.049261
35	-0.273104	-2.133	0.018478
36	-0.236756	-1.8491	0.034643
37	-0.246323	-1.9238	0.029522
38	-0.331667	-2.5904	0.005987
39	-0.278854	-2.1779	0.016644
40	-0.233616	-1.8246	0.03648
41	-0.291169	-2.2741	0.013245
42	-0.280046	-2.1872	0.016285
43	-0.255861	-1.9983	0.025071
44	-0.310548	-2.4255	0.009132
45	-0.289623	-2.262	0.013635
46	-0.27841	-2.1745	0.01678
47	-0.285496	-2.2298	0.014726
48	-0.219825	-1.7169	0.045537
49	-0.218385	-1.7056	0.046581
50	-0.222384	-1.7369	0.043728
51	-0.145025	-1.1327	0.130891
52	-0.09631	-0.7522	0.227411
53	-0.081385	-0.6356	0.263695
54	-0.036349	-0.2839	0.388726
55	0.008097	0.0632	0.474892
56	0.027738	0.2166	0.414605
57	0.037396	0.2921	0.385613
58	0.026843	0.2097	0.417318
59	0.011065	0.0864	0.465709
60	0.001749	0.0137	0.494572

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.694937 & 5.4276 & 1e-06 \tabularnewline
2 & 0.612527 & 4.784 & 6e-06 \tabularnewline
3 & 0.657186 & 5.1328 & 2e-06 \tabularnewline
4 & 0.509555 & 3.9798 & 9.3e-05 \tabularnewline
5 & 0.454088 & 3.5465 & 0.000378 \tabularnewline
6 & 0.460958 & 3.6002 & 0.00032 \tabularnewline
7 & 0.315243 & 2.4621 & 0.008326 \tabularnewline
8 & 0.296733 & 2.3176 & 0.011922 \tabularnewline
9 & 0.28147 & 2.1983 & 0.015864 \tabularnewline
10 & 0.162079 & 1.2659 & 0.105185 \tabularnewline
11 & 0.184458 & 1.4407 & 0.077396 \tabularnewline
12 & 0.281253 & 2.1967 & 0.015927 \tabularnewline
13 & 0.106223 & 0.8296 & 0.204991 \tabularnewline
14 & 0.068182 & 0.5325 & 0.29815 \tabularnewline
15 & 0.100641 & 0.786 & 0.217447 \tabularnewline
16 & 0.061395 & 0.4795 & 0.316646 \tabularnewline
17 & 0.030127 & 0.2353 & 0.407381 \tabularnewline
18 & 0.025775 & 0.2013 & 0.420563 \tabularnewline
19 & -0.000792 & -0.0062 & 0.497543 \tabularnewline
20 & -0.046809 & -0.3656 & 0.357967 \tabularnewline
21 & -0.047816 & -0.3735 & 0.355051 \tabularnewline
22 & -0.059695 & -0.4662 & 0.321354 \tabularnewline
23 & -0.041518 & -0.3243 & 0.373424 \tabularnewline
24 & 0.008657 & 0.0676 & 0.473157 \tabularnewline
25 & -0.013477 & -0.1053 & 0.458259 \tabularnewline
26 & -0.104544 & -0.8165 & 0.208693 \tabularnewline
27 & -0.06811 & -0.532 & 0.298345 \tabularnewline
28 & -0.032551 & -0.2542 & 0.400085 \tabularnewline
29 & -0.10908 & -0.8519 & 0.198789 \tabularnewline
30 & -0.109131 & -0.8523 & 0.19868 \tabularnewline
31 & -0.079198 & -0.6186 & 0.269257 \tabularnewline
32 & -0.190131 & -1.485 & 0.071351 \tabularnewline
33 & -0.195583 & -1.5275 & 0.065897 \tabularnewline
34 & -0.214808 & -1.6777 & 0.049261 \tabularnewline
35 & -0.273104 & -2.133 & 0.018478 \tabularnewline
36 & -0.236756 & -1.8491 & 0.034643 \tabularnewline
37 & -0.246323 & -1.9238 & 0.029522 \tabularnewline
38 & -0.331667 & -2.5904 & 0.005987 \tabularnewline
39 & -0.278854 & -2.1779 & 0.016644 \tabularnewline
40 & -0.233616 & -1.8246 & 0.03648 \tabularnewline
41 & -0.291169 & -2.2741 & 0.013245 \tabularnewline
42 & -0.280046 & -2.1872 & 0.016285 \tabularnewline
43 & -0.255861 & -1.9983 & 0.025071 \tabularnewline
44 & -0.310548 & -2.4255 & 0.009132 \tabularnewline
45 & -0.289623 & -2.262 & 0.013635 \tabularnewline
46 & -0.27841 & -2.1745 & 0.01678 \tabularnewline
47 & -0.285496 & -2.2298 & 0.014726 \tabularnewline
48 & -0.219825 & -1.7169 & 0.045537 \tabularnewline
49 & -0.218385 & -1.7056 & 0.046581 \tabularnewline
50 & -0.222384 & -1.7369 & 0.043728 \tabularnewline
51 & -0.145025 & -1.1327 & 0.130891 \tabularnewline
52 & -0.09631 & -0.7522 & 0.227411 \tabularnewline
53 & -0.081385 & -0.6356 & 0.263695 \tabularnewline
54 & -0.036349 & -0.2839 & 0.388726 \tabularnewline
55 & 0.008097 & 0.0632 & 0.474892 \tabularnewline
56 & 0.027738 & 0.2166 & 0.414605 \tabularnewline
57 & 0.037396 & 0.2921 & 0.385613 \tabularnewline
58 & 0.026843 & 0.2097 & 0.417318 \tabularnewline
59 & 0.011065 & 0.0864 & 0.465709 \tabularnewline
60 & 0.001749 & 0.0137 & 0.494572 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67030&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]0.694937[/C][C]5.4276[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.612527[/C][C]4.784[/C][C]6e-06[/C][/ROW]
[ROW][C]3[/C][C]0.657186[/C][C]5.1328[/C][C]2e-06[/C][/ROW]
[ROW][C]4[/C][C]0.509555[/C][C]3.9798[/C][C]9.3e-05[/C][/ROW]
[ROW][C]5[/C][C]0.454088[/C][C]3.5465[/C][C]0.000378[/C][/ROW]
[ROW][C]6[/C][C]0.460958[/C][C]3.6002[/C][C]0.00032[/C][/ROW]
[ROW][C]7[/C][C]0.315243[/C][C]2.4621[/C][C]0.008326[/C][/ROW]
[ROW][C]8[/C][C]0.296733[/C][C]2.3176[/C][C]0.011922[/C][/ROW]
[ROW][C]9[/C][C]0.28147[/C][C]2.1983[/C][C]0.015864[/C][/ROW]
[ROW][C]10[/C][C]0.162079[/C][C]1.2659[/C][C]0.105185[/C][/ROW]
[ROW][C]11[/C][C]0.184458[/C][C]1.4407[/C][C]0.077396[/C][/ROW]
[ROW][C]12[/C][C]0.281253[/C][C]2.1967[/C][C]0.015927[/C][/ROW]
[ROW][C]13[/C][C]0.106223[/C][C]0.8296[/C][C]0.204991[/C][/ROW]
[ROW][C]14[/C][C]0.068182[/C][C]0.5325[/C][C]0.29815[/C][/ROW]
[ROW][C]15[/C][C]0.100641[/C][C]0.786[/C][C]0.217447[/C][/ROW]
[ROW][C]16[/C][C]0.061395[/C][C]0.4795[/C][C]0.316646[/C][/ROW]
[ROW][C]17[/C][C]0.030127[/C][C]0.2353[/C][C]0.407381[/C][/ROW]
[ROW][C]18[/C][C]0.025775[/C][C]0.2013[/C][C]0.420563[/C][/ROW]
[ROW][C]19[/C][C]-0.000792[/C][C]-0.0062[/C][C]0.497543[/C][/ROW]
[ROW][C]20[/C][C]-0.046809[/C][C]-0.3656[/C][C]0.357967[/C][/ROW]
[ROW][C]21[/C][C]-0.047816[/C][C]-0.3735[/C][C]0.355051[/C][/ROW]
[ROW][C]22[/C][C]-0.059695[/C][C]-0.4662[/C][C]0.321354[/C][/ROW]
[ROW][C]23[/C][C]-0.041518[/C][C]-0.3243[/C][C]0.373424[/C][/ROW]
[ROW][C]24[/C][C]0.008657[/C][C]0.0676[/C][C]0.473157[/C][/ROW]
[ROW][C]25[/C][C]-0.013477[/C][C]-0.1053[/C][C]0.458259[/C][/ROW]
[ROW][C]26[/C][C]-0.104544[/C][C]-0.8165[/C][C]0.208693[/C][/ROW]
[ROW][C]27[/C][C]-0.06811[/C][C]-0.532[/C][C]0.298345[/C][/ROW]
[ROW][C]28[/C][C]-0.032551[/C][C]-0.2542[/C][C]0.400085[/C][/ROW]
[ROW][C]29[/C][C]-0.10908[/C][C]-0.8519[/C][C]0.198789[/C][/ROW]
[ROW][C]30[/C][C]-0.109131[/C][C]-0.8523[/C][C]0.19868[/C][/ROW]
[ROW][C]31[/C][C]-0.079198[/C][C]-0.6186[/C][C]0.269257[/C][/ROW]
[ROW][C]32[/C][C]-0.190131[/C][C]-1.485[/C][C]0.071351[/C][/ROW]
[ROW][C]33[/C][C]-0.195583[/C][C]-1.5275[/C][C]0.065897[/C][/ROW]
[ROW][C]34[/C][C]-0.214808[/C][C]-1.6777[/C][C]0.049261[/C][/ROW]
[ROW][C]35[/C][C]-0.273104[/C][C]-2.133[/C][C]0.018478[/C][/ROW]
[ROW][C]36[/C][C]-0.236756[/C][C]-1.8491[/C][C]0.034643[/C][/ROW]
[ROW][C]37[/C][C]-0.246323[/C][C]-1.9238[/C][C]0.029522[/C][/ROW]
[ROW][C]38[/C][C]-0.331667[/C][C]-2.5904[/C][C]0.005987[/C][/ROW]
[ROW][C]39[/C][C]-0.278854[/C][C]-2.1779[/C][C]0.016644[/C][/ROW]
[ROW][C]40[/C][C]-0.233616[/C][C]-1.8246[/C][C]0.03648[/C][/ROW]
[ROW][C]41[/C][C]-0.291169[/C][C]-2.2741[/C][C]0.013245[/C][/ROW]
[ROW][C]42[/C][C]-0.280046[/C][C]-2.1872[/C][C]0.016285[/C][/ROW]
[ROW][C]43[/C][C]-0.255861[/C][C]-1.9983[/C][C]0.025071[/C][/ROW]
[ROW][C]44[/C][C]-0.310548[/C][C]-2.4255[/C][C]0.009132[/C][/ROW]
[ROW][C]45[/C][C]-0.289623[/C][C]-2.262[/C][C]0.013635[/C][/ROW]
[ROW][C]46[/C][C]-0.27841[/C][C]-2.1745[/C][C]0.01678[/C][/ROW]
[ROW][C]47[/C][C]-0.285496[/C][C]-2.2298[/C][C]0.014726[/C][/ROW]
[ROW][C]48[/C][C]-0.219825[/C][C]-1.7169[/C][C]0.045537[/C][/ROW]
[ROW][C]49[/C][C]-0.218385[/C][C]-1.7056[/C][C]0.046581[/C][/ROW]
[ROW][C]50[/C][C]-0.222384[/C][C]-1.7369[/C][C]0.043728[/C][/ROW]
[ROW][C]51[/C][C]-0.145025[/C][C]-1.1327[/C][C]0.130891[/C][/ROW]
[ROW][C]52[/C][C]-0.09631[/C][C]-0.7522[/C][C]0.227411[/C][/ROW]
[ROW][C]53[/C][C]-0.081385[/C][C]-0.6356[/C][C]0.263695[/C][/ROW]
[ROW][C]54[/C][C]-0.036349[/C][C]-0.2839[/C][C]0.388726[/C][/ROW]
[ROW][C]55[/C][C]0.008097[/C][C]0.0632[/C][C]0.474892[/C][/ROW]
[ROW][C]56[/C][C]0.027738[/C][C]0.2166[/C][C]0.414605[/C][/ROW]
[ROW][C]57[/C][C]0.037396[/C][C]0.2921[/C][C]0.385613[/C][/ROW]
[ROW][C]58[/C][C]0.026843[/C][C]0.2097[/C][C]0.417318[/C][/ROW]
[ROW][C]59[/C][C]0.011065[/C][C]0.0864[/C][C]0.465709[/C][/ROW]
[ROW][C]60[/C][C]0.001749[/C][C]0.0137[/C][C]0.494572[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67030&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67030&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	0.694937	5.4276	1e-06
2	0.612527	4.784	6e-06
3	0.657186	5.1328	2e-06
4	0.509555	3.9798	9.3e-05
5	0.454088	3.5465	0.000378
6	0.460958	3.6002	0.00032
7	0.315243	2.4621	0.008326
8	0.296733	2.3176	0.011922
9	0.28147	2.1983	0.015864
10	0.162079	1.2659	0.105185
11	0.184458	1.4407	0.077396
12	0.281253	2.1967	0.015927
13	0.106223	0.8296	0.204991
14	0.068182	0.5325	0.29815
15	0.100641	0.786	0.217447
16	0.061395	0.4795	0.316646
17	0.030127	0.2353	0.407381
18	0.025775	0.2013	0.420563
19	-0.000792	-0.0062	0.497543
20	-0.046809	-0.3656	0.357967
21	-0.047816	-0.3735	0.355051
22	-0.059695	-0.4662	0.321354
23	-0.041518	-0.3243	0.373424
24	0.008657	0.0676	0.473157
25	-0.013477	-0.1053	0.458259
26	-0.104544	-0.8165	0.208693
27	-0.06811	-0.532	0.298345
28	-0.032551	-0.2542	0.400085
29	-0.10908	-0.8519	0.198789
30	-0.109131	-0.8523	0.19868
31	-0.079198	-0.6186	0.269257
32	-0.190131	-1.485	0.071351
33	-0.195583	-1.5275	0.065897
34	-0.214808	-1.6777	0.049261
35	-0.273104	-2.133	0.018478
36	-0.236756	-1.8491	0.034643
37	-0.246323	-1.9238	0.029522
38	-0.331667	-2.5904	0.005987
39	-0.278854	-2.1779	0.016644
40	-0.233616	-1.8246	0.03648
41	-0.291169	-2.2741	0.013245
42	-0.280046	-2.1872	0.016285
43	-0.255861	-1.9983	0.025071
44	-0.310548	-2.4255	0.009132
45	-0.289623	-2.262	0.013635
46	-0.27841	-2.1745	0.01678
47	-0.285496	-2.2298	0.014726
48	-0.219825	-1.7169	0.045537
49	-0.218385	-1.7056	0.046581
50	-0.222384	-1.7369	0.043728
51	-0.145025	-1.1327	0.130891
52	-0.09631	-0.7522	0.227411
53	-0.081385	-0.6356	0.263695
54	-0.036349	-0.2839	0.388726
55	0.008097	0.0632	0.474892
56	0.027738	0.2166	0.414605
57	0.037396	0.2921	0.385613
58	0.026843	0.2097	0.417318
59	0.011065	0.0864	0.465709
60	0.001749	0.0137	0.494572

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.694937	5.4276	1e-06
2	0.250627	1.9575	0.027436
3	0.338501	2.6438	0.005204
4	-0.134498	-1.0505	0.148825
5	0.008404	0.0656	0.473942
6	0.045198	0.353	0.362649
7	-0.164779	-1.287	0.101485
8	0.049209	0.3843	0.351034
9	-0.023451	-0.1832	0.427642
10	-0.082183	-0.6419	0.261682
11	0.09071	0.7085	0.240677
12	0.266998	2.0853	0.020616
13	-0.255223	-1.9934	0.02535
14	-0.126947	-0.9915	0.162682
15	-0.034946	-0.2729	0.392912
16	0.16211	1.2661	0.105142
17	-0.072238	-0.5642	0.287346
18	-0.073811	-0.5765	0.283206
19	0.093497	0.7302	0.234022
20	-0.147126	-1.1491	0.127502
21	0.02607	0.2036	0.419667
22	0.072391	0.5654	0.286942
23	0.07284	0.5689	0.285756
24	-0.050007	-0.3906	0.348738
25	0.09143	0.7141	0.238948
26	-0.201795	-1.5761	0.060091
27	-0.035223	-0.2751	0.392086
28	0.040667	0.3176	0.37593
29	-0.036391	-0.2842	0.388603
30	-0.054686	-0.4271	0.3354
31	0.001228	0.0096	0.496189
32	-0.068897	-0.5381	0.296233
33	-0.097757	-0.7635	0.224053
34	-0.094746	-0.74	0.231072
35	-0.04665	-0.3643	0.35843
36	0.023965	0.1872	0.426074
37	-0.024139	-0.1885	0.425543
38	0.07778	0.6075	0.272892
39	-0.037206	-0.2906	0.386175
40	-0.001518	-0.0119	0.49529
41	-0.031716	-0.2477	0.402596
42	-0.081839	-0.6392	0.262549
43	-0.078302	-0.6116	0.271551
44	-0.001439	-0.0112	0.495535
45	0.041893	0.3272	0.372321
46	-0.029502	-0.2304	0.409269
47	0.0074	0.0578	0.477051
48	0.063038	0.4923	0.312121
49	-0.026175	-0.2044	0.419346
50	0.037677	0.2943	0.384777
51	0.124854	0.9751	0.16667
52	-0.033142	-0.2589	0.398311
53	0.000158	0.0012	0.49951
54	0.053818	0.4203	0.337861
55	0.034831	0.272	0.393257
56	-0.039321	-0.3071	0.379904
57	0.024641	0.1925	0.424013
58	-0.064528	-0.504	0.308045
59	-0.144441	-1.1281	0.131843
60	-0.065032	-0.5079	0.306672

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.694937 & 5.4276 & 1e-06 \tabularnewline
2 & 0.250627 & 1.9575 & 0.027436 \tabularnewline
3 & 0.338501 & 2.6438 & 0.005204 \tabularnewline
4 & -0.134498 & -1.0505 & 0.148825 \tabularnewline
5 & 0.008404 & 0.0656 & 0.473942 \tabularnewline
6 & 0.045198 & 0.353 & 0.362649 \tabularnewline
7 & -0.164779 & -1.287 & 0.101485 \tabularnewline
8 & 0.049209 & 0.3843 & 0.351034 \tabularnewline
9 & -0.023451 & -0.1832 & 0.427642 \tabularnewline
10 & -0.082183 & -0.6419 & 0.261682 \tabularnewline
11 & 0.09071 & 0.7085 & 0.240677 \tabularnewline
12 & 0.266998 & 2.0853 & 0.020616 \tabularnewline
13 & -0.255223 & -1.9934 & 0.02535 \tabularnewline
14 & -0.126947 & -0.9915 & 0.162682 \tabularnewline
15 & -0.034946 & -0.2729 & 0.392912 \tabularnewline
16 & 0.16211 & 1.2661 & 0.105142 \tabularnewline
17 & -0.072238 & -0.5642 & 0.287346 \tabularnewline
18 & -0.073811 & -0.5765 & 0.283206 \tabularnewline
19 & 0.093497 & 0.7302 & 0.234022 \tabularnewline
20 & -0.147126 & -1.1491 & 0.127502 \tabularnewline
21 & 0.02607 & 0.2036 & 0.419667 \tabularnewline
22 & 0.072391 & 0.5654 & 0.286942 \tabularnewline
23 & 0.07284 & 0.5689 & 0.285756 \tabularnewline
24 & -0.050007 & -0.3906 & 0.348738 \tabularnewline
25 & 0.09143 & 0.7141 & 0.238948 \tabularnewline
26 & -0.201795 & -1.5761 & 0.060091 \tabularnewline
27 & -0.035223 & -0.2751 & 0.392086 \tabularnewline
28 & 0.040667 & 0.3176 & 0.37593 \tabularnewline
29 & -0.036391 & -0.2842 & 0.388603 \tabularnewline
30 & -0.054686 & -0.4271 & 0.3354 \tabularnewline
31 & 0.001228 & 0.0096 & 0.496189 \tabularnewline
32 & -0.068897 & -0.5381 & 0.296233 \tabularnewline
33 & -0.097757 & -0.7635 & 0.224053 \tabularnewline
34 & -0.094746 & -0.74 & 0.231072 \tabularnewline
35 & -0.04665 & -0.3643 & 0.35843 \tabularnewline
36 & 0.023965 & 0.1872 & 0.426074 \tabularnewline
37 & -0.024139 & -0.1885 & 0.425543 \tabularnewline
38 & 0.07778 & 0.6075 & 0.272892 \tabularnewline
39 & -0.037206 & -0.2906 & 0.386175 \tabularnewline
40 & -0.001518 & -0.0119 & 0.49529 \tabularnewline
41 & -0.031716 & -0.2477 & 0.402596 \tabularnewline
42 & -0.081839 & -0.6392 & 0.262549 \tabularnewline
43 & -0.078302 & -0.6116 & 0.271551 \tabularnewline
44 & -0.001439 & -0.0112 & 0.495535 \tabularnewline
45 & 0.041893 & 0.3272 & 0.372321 \tabularnewline
46 & -0.029502 & -0.2304 & 0.409269 \tabularnewline
47 & 0.0074 & 0.0578 & 0.477051 \tabularnewline
48 & 0.063038 & 0.4923 & 0.312121 \tabularnewline
49 & -0.026175 & -0.2044 & 0.419346 \tabularnewline
50 & 0.037677 & 0.2943 & 0.384777 \tabularnewline
51 & 0.124854 & 0.9751 & 0.16667 \tabularnewline
52 & -0.033142 & -0.2589 & 0.398311 \tabularnewline
53 & 0.000158 & 0.0012 & 0.49951 \tabularnewline
54 & 0.053818 & 0.4203 & 0.337861 \tabularnewline
55 & 0.034831 & 0.272 & 0.393257 \tabularnewline
56 & -0.039321 & -0.3071 & 0.379904 \tabularnewline
57 & 0.024641 & 0.1925 & 0.424013 \tabularnewline
58 & -0.064528 & -0.504 & 0.308045 \tabularnewline
59 & -0.144441 & -1.1281 & 0.131843 \tabularnewline
60 & -0.065032 & -0.5079 & 0.306672 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67030&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]0.694937[/C][C]5.4276[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.250627[/C][C]1.9575[/C][C]0.027436[/C][/ROW]
[ROW][C]3[/C][C]0.338501[/C][C]2.6438[/C][C]0.005204[/C][/ROW]
[ROW][C]4[/C][C]-0.134498[/C][C]-1.0505[/C][C]0.148825[/C][/ROW]
[ROW][C]5[/C][C]0.008404[/C][C]0.0656[/C][C]0.473942[/C][/ROW]
[ROW][C]6[/C][C]0.045198[/C][C]0.353[/C][C]0.362649[/C][/ROW]
[ROW][C]7[/C][C]-0.164779[/C][C]-1.287[/C][C]0.101485[/C][/ROW]
[ROW][C]8[/C][C]0.049209[/C][C]0.3843[/C][C]0.351034[/C][/ROW]
[ROW][C]9[/C][C]-0.023451[/C][C]-0.1832[/C][C]0.427642[/C][/ROW]
[ROW][C]10[/C][C]-0.082183[/C][C]-0.6419[/C][C]0.261682[/C][/ROW]
[ROW][C]11[/C][C]0.09071[/C][C]0.7085[/C][C]0.240677[/C][/ROW]
[ROW][C]12[/C][C]0.266998[/C][C]2.0853[/C][C]0.020616[/C][/ROW]
[ROW][C]13[/C][C]-0.255223[/C][C]-1.9934[/C][C]0.02535[/C][/ROW]
[ROW][C]14[/C][C]-0.126947[/C][C]-0.9915[/C][C]0.162682[/C][/ROW]
[ROW][C]15[/C][C]-0.034946[/C][C]-0.2729[/C][C]0.392912[/C][/ROW]
[ROW][C]16[/C][C]0.16211[/C][C]1.2661[/C][C]0.105142[/C][/ROW]
[ROW][C]17[/C][C]-0.072238[/C][C]-0.5642[/C][C]0.287346[/C][/ROW]
[ROW][C]18[/C][C]-0.073811[/C][C]-0.5765[/C][C]0.283206[/C][/ROW]
[ROW][C]19[/C][C]0.093497[/C][C]0.7302[/C][C]0.234022[/C][/ROW]
[ROW][C]20[/C][C]-0.147126[/C][C]-1.1491[/C][C]0.127502[/C][/ROW]
[ROW][C]21[/C][C]0.02607[/C][C]0.2036[/C][C]0.419667[/C][/ROW]
[ROW][C]22[/C][C]0.072391[/C][C]0.5654[/C][C]0.286942[/C][/ROW]
[ROW][C]23[/C][C]0.07284[/C][C]0.5689[/C][C]0.285756[/C][/ROW]
[ROW][C]24[/C][C]-0.050007[/C][C]-0.3906[/C][C]0.348738[/C][/ROW]
[ROW][C]25[/C][C]0.09143[/C][C]0.7141[/C][C]0.238948[/C][/ROW]
[ROW][C]26[/C][C]-0.201795[/C][C]-1.5761[/C][C]0.060091[/C][/ROW]
[ROW][C]27[/C][C]-0.035223[/C][C]-0.2751[/C][C]0.392086[/C][/ROW]
[ROW][C]28[/C][C]0.040667[/C][C]0.3176[/C][C]0.37593[/C][/ROW]
[ROW][C]29[/C][C]-0.036391[/C][C]-0.2842[/C][C]0.388603[/C][/ROW]
[ROW][C]30[/C][C]-0.054686[/C][C]-0.4271[/C][C]0.3354[/C][/ROW]
[ROW][C]31[/C][C]0.001228[/C][C]0.0096[/C][C]0.496189[/C][/ROW]
[ROW][C]32[/C][C]-0.068897[/C][C]-0.5381[/C][C]0.296233[/C][/ROW]
[ROW][C]33[/C][C]-0.097757[/C][C]-0.7635[/C][C]0.224053[/C][/ROW]
[ROW][C]34[/C][C]-0.094746[/C][C]-0.74[/C][C]0.231072[/C][/ROW]
[ROW][C]35[/C][C]-0.04665[/C][C]-0.3643[/C][C]0.35843[/C][/ROW]
[ROW][C]36[/C][C]0.023965[/C][C]0.1872[/C][C]0.426074[/C][/ROW]
[ROW][C]37[/C][C]-0.024139[/C][C]-0.1885[/C][C]0.425543[/C][/ROW]
[ROW][C]38[/C][C]0.07778[/C][C]0.6075[/C][C]0.272892[/C][/ROW]
[ROW][C]39[/C][C]-0.037206[/C][C]-0.2906[/C][C]0.386175[/C][/ROW]
[ROW][C]40[/C][C]-0.001518[/C][C]-0.0119[/C][C]0.49529[/C][/ROW]
[ROW][C]41[/C][C]-0.031716[/C][C]-0.2477[/C][C]0.402596[/C][/ROW]
[ROW][C]42[/C][C]-0.081839[/C][C]-0.6392[/C][C]0.262549[/C][/ROW]
[ROW][C]43[/C][C]-0.078302[/C][C]-0.6116[/C][C]0.271551[/C][/ROW]
[ROW][C]44[/C][C]-0.001439[/C][C]-0.0112[/C][C]0.495535[/C][/ROW]
[ROW][C]45[/C][C]0.041893[/C][C]0.3272[/C][C]0.372321[/C][/ROW]
[ROW][C]46[/C][C]-0.029502[/C][C]-0.2304[/C][C]0.409269[/C][/ROW]
[ROW][C]47[/C][C]0.0074[/C][C]0.0578[/C][C]0.477051[/C][/ROW]
[ROW][C]48[/C][C]0.063038[/C][C]0.4923[/C][C]0.312121[/C][/ROW]
[ROW][C]49[/C][C]-0.026175[/C][C]-0.2044[/C][C]0.419346[/C][/ROW]
[ROW][C]50[/C][C]0.037677[/C][C]0.2943[/C][C]0.384777[/C][/ROW]
[ROW][C]51[/C][C]0.124854[/C][C]0.9751[/C][C]0.16667[/C][/ROW]
[ROW][C]52[/C][C]-0.033142[/C][C]-0.2589[/C][C]0.398311[/C][/ROW]
[ROW][C]53[/C][C]0.000158[/C][C]0.0012[/C][C]0.49951[/C][/ROW]
[ROW][C]54[/C][C]0.053818[/C][C]0.4203[/C][C]0.337861[/C][/ROW]
[ROW][C]55[/C][C]0.034831[/C][C]0.272[/C][C]0.393257[/C][/ROW]
[ROW][C]56[/C][C]-0.039321[/C][C]-0.3071[/C][C]0.379904[/C][/ROW]
[ROW][C]57[/C][C]0.024641[/C][C]0.1925[/C][C]0.424013[/C][/ROW]
[ROW][C]58[/C][C]-0.064528[/C][C]-0.504[/C][C]0.308045[/C][/ROW]
[ROW][C]59[/C][C]-0.144441[/C][C]-1.1281[/C][C]0.131843[/C][/ROW]
[ROW][C]60[/C][C]-0.065032[/C][C]-0.5079[/C][C]0.306672[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67030&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67030&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	0.694937	5.4276	1e-06
2	0.250627	1.9575	0.027436
3	0.338501	2.6438	0.005204
4	-0.134498	-1.0505	0.148825
5	0.008404	0.0656	0.473942
6	0.045198	0.353	0.362649
7	-0.164779	-1.287	0.101485
8	0.049209	0.3843	0.351034
9	-0.023451	-0.1832	0.427642
10	-0.082183	-0.6419	0.261682
11	0.09071	0.7085	0.240677
12	0.266998	2.0853	0.020616
13	-0.255223	-1.9934	0.02535
14	-0.126947	-0.9915	0.162682
15	-0.034946	-0.2729	0.392912
16	0.16211	1.2661	0.105142
17	-0.072238	-0.5642	0.287346
18	-0.073811	-0.5765	0.283206
19	0.093497	0.7302	0.234022
20	-0.147126	-1.1491	0.127502
21	0.02607	0.2036	0.419667
22	0.072391	0.5654	0.286942
23	0.07284	0.5689	0.285756
24	-0.050007	-0.3906	0.348738
25	0.09143	0.7141	0.238948
26	-0.201795	-1.5761	0.060091
27	-0.035223	-0.2751	0.392086
28	0.040667	0.3176	0.37593
29	-0.036391	-0.2842	0.388603
30	-0.054686	-0.4271	0.3354
31	0.001228	0.0096	0.496189
32	-0.068897	-0.5381	0.296233
33	-0.097757	-0.7635	0.224053
34	-0.094746	-0.74	0.231072
35	-0.04665	-0.3643	0.35843
36	0.023965	0.1872	0.426074
37	-0.024139	-0.1885	0.425543
38	0.07778	0.6075	0.272892
39	-0.037206	-0.2906	0.386175
40	-0.001518	-0.0119	0.49529
41	-0.031716	-0.2477	0.402596
42	-0.081839	-0.6392	0.262549
43	-0.078302	-0.6116	0.271551
44	-0.001439	-0.0112	0.495535
45	0.041893	0.3272	0.372321
46	-0.029502	-0.2304	0.409269
47	0.0074	0.0578	0.477051
48	0.063038	0.4923	0.312121
49	-0.026175	-0.2044	0.419346
50	0.037677	0.2943	0.384777
51	0.124854	0.9751	0.16667
52	-0.033142	-0.2589	0.398311
53	0.000158	0.0012	0.49951
54	0.053818	0.4203	0.337861
55	0.034831	0.272	0.393257
56	-0.039321	-0.3071	0.379904
57	0.024641	0.1925	0.424013
58	-0.064528	-0.504	0.308045
59	-0.144441	-1.1281	0.131843
60	-0.065032	-0.5079	0.306672

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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