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Author's title

Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 12:21:27 -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/16/t1260991319ot3w0ptq5n63lez.htm/, Retrieved Tue, 30 Apr 2024 17:53:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68559, Retrieved Tue, 30 Apr 2024 17:53:54 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

135

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

-     [Standard Deviation-Mean Plot] [deel1 st dev mean...] [2009-12-16 19:13:20] [95cead3ebb75668735f848316249436a]
- RMP   [(Partial) Autocorrelation Function] [deel1 acf D=d=0] [2009-12-16 19:17:58] [95cead3ebb75668735f848316249436a]
-           [(Partial) Autocorrelation Function] [deel1 acf D=d=1] [2009-12-16 19:21:27] [95523ebdb89b97dbf680ec91e0b4bca2] [Current]
- RM          [Variance Reduction Matrix] [deel1 vrm] [2009-12-16 19:23:09] [95cead3ebb75668735f848316249436a] 
- RM            [Spectral Analysis] [deel1 spectrum D=...] [2009-12-16 19:25:14] [95cead3ebb75668735f848316249436a] 
- RM            [Spectral Analysis] [deel1 spectrum D=1] [2009-12-16 19:29:32] [95cead3ebb75668735f848316249436a] 
- RM            [Spectral Analysis] [deel1 spectrum D=d=1] [2009-12-16 19:31:03] [95cead3ebb75668735f848316249436a] 
- RM D            [Pearson Correlation] [Pearson Correlation] [2009-12-16 19:38:47] [95cead3ebb75668735f848316249436a] 
- RMP             [ARIMA Backward Selection] [deel1 arima] [2009-12-18 11:30:34] [95cead3ebb75668735f848316249436a] 
- RM D              [ARIMA Forecasting] [ARIMA forcasting] [2009-12-18 14:20:16] [95cead3ebb75668735f848316249436a] 
- R P               [ARIMA Backward Selection] [deel1 arima] [2009-12-19 17:51:34] [95cead3ebb75668735f848316249436a] 
- R PD                [ARIMA Backward Selection] [arima Xt ] [2009-12-28 17:28:12] [95cead3ebb75668735f848316249436a] 
- RMP             [ARIMA Forecasting] [deel1 arima forca...] [2009-12-18 14:46:40] [95cead3ebb75668735f848316249436a] 
- RMPD              [Bivariate Granger Causality] [Granger Causality] [2009-12-19 17:16:50] [95cead3ebb75668735f848316249436a] 
-   P                 [Bivariate Granger Causality] [granger causality...] [2009-12-23 17:42:26] [95cead3ebb75668735f848316249436a] 
-                       [Bivariate Granger Causality] [Granger Causality...] [2009-12-23 18:23:32] [95cead3ebb75668735f848316249436a] 
-   P                     [Bivariate Granger Causality] [gr causality met ...] [2009-12-28 17:04:30] [95cead3ebb75668735f848316249436a] 
-   P                     [Bivariate Granger Causality] [gr causality met ...] [2009-12-28 17:09:15] [95cead3ebb75668735f848316249436a] 
-   P                     [Bivariate Granger Causality] [gr causality zond...] [2009-12-28 17:13:06] [95cead3ebb75668735f848316249436a] 
-   P                     [Bivariate Granger Causality] [gr causality zond...] [2009-12-28 17:14:47] [95cead3ebb75668735f848316249436a] 
-   P                     [Bivariate Granger Causality] [gr causality zond...] [2009-12-28 17:16:10] [95cead3ebb75668735f848316249436a] 
-   P                     [Bivariate Granger Causality] [gr causality zond...] [2009-12-28 17:18:27] [95cead3ebb75668735f848316249436a] 
-   P                     [Bivariate Granger Causality] [gr causality zond...] [2009-12-28 17:19:08] [95cead3ebb75668735f848316249436a] 
-   PD              [ARIMA Forecasting] [arima forecasting...] [2009-12-30 19:35:17] [acdebb2ecda2ddb208f4e14f4a68b9e7] 
-   P                 [ARIMA Forecasting] [forecasting (verk...] [2009-12-31 15:08:41] [acdebb2ecda2ddb208f4e14f4a68b9e7] 
-   PD              [ARIMA Forecasting] [Arima forecasting...] [2009-12-30 19:41:35] [acdebb2ecda2ddb208f4e14f4a68b9e7] 
-   PD              [ARIMA Forecasting] [forecast] [2009-12-31 15:49:20] [95cead3ebb75668735f848316249436a] 

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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=68559&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=68559&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68559&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	-0.295836	-2.2335	0.014728
2	-0.197857	-1.4938	0.070374
3	0.09632	0.7272	0.23504
4	-0.275432	-2.0795	0.021042
5	0.218357	1.6486	0.05237
6	0.058248	0.4398	0.330885
7	-0.24291	-1.8339	0.035943
8	0.18512	1.3976	0.08382
9	0.070651	0.5334	0.297915
10	-0.056402	-0.4258	0.33592
11	0.151632	1.1448	0.128539
12	-0.238536	-1.8009	0.038504
13	-0.075803	-0.5723	0.284685
14	0.120933	0.913	0.182539
15	0.008246	0.0623	0.475289
16	-0.004827	-0.0364	0.485528
17	0.053514	0.404	0.343855
18	-0.023404	-0.1767	0.430186
19	-0.113175	-0.8545	0.198216
20	0.181624	1.3712	0.087839
21	-0.035971	-0.2716	0.393465
22	-0.079351	-0.5991	0.275745
23	0.087005	0.6569	0.256953
24	-0.162354	-1.2257	0.112668
25	0.051016	0.3852	0.350776
26	0.085683	0.6469	0.260148
27	-0.101899	-0.7693	0.222439
28	0.041655	0.3145	0.377148
29	0.095166	0.7185	0.237697
30	-0.090123	-0.6804	0.249499
31	0.07358	0.5555	0.290358
32	-0.184159	-1.3904	0.084911
33	-0.009446	-0.0713	0.471697
34	0.117844	0.8897	0.188682
35	-0.022676	-0.1712	0.432337
36	0.015127	0.1142	0.454737
37	0.036428	0.275	0.392147
38	-0.010994	-0.083	0.46707
39	0.026339	0.1989	0.421543
40	-0.07349	-0.5548	0.290587
41	-0.104463	-0.7887	0.216784
42	0.074424	0.5619	0.288199
43	0.065782	0.4966	0.310674
44	0.014563	0.1099	0.456418
45	0.005643	0.0426	0.483084
46	-0.058761	-0.4436	0.329492
47	0.011639	0.0879	0.465144
48	-0.003232	-0.0244	0.490309
49	-0.054937	-0.4148	0.339935
50	0.047658	0.3598	0.36016
51	0.007776	0.0587	0.476695
52	0.031022	0.2342	0.407829
53	-0.010887	-0.0822	0.46739
54	-0.025821	-0.1949	0.423065
55	0.008519	0.0643	0.474471
56	0.011233	0.0848	0.466356
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 & -0.295836 & -2.2335 & 0.014728 \tabularnewline
2 & -0.197857 & -1.4938 & 0.070374 \tabularnewline
3 & 0.09632 & 0.7272 & 0.23504 \tabularnewline
4 & -0.275432 & -2.0795 & 0.021042 \tabularnewline
5 & 0.218357 & 1.6486 & 0.05237 \tabularnewline
6 & 0.058248 & 0.4398 & 0.330885 \tabularnewline
7 & -0.24291 & -1.8339 & 0.035943 \tabularnewline
8 & 0.18512 & 1.3976 & 0.08382 \tabularnewline
9 & 0.070651 & 0.5334 & 0.297915 \tabularnewline
10 & -0.056402 & -0.4258 & 0.33592 \tabularnewline
11 & 0.151632 & 1.1448 & 0.128539 \tabularnewline
12 & -0.238536 & -1.8009 & 0.038504 \tabularnewline
13 & -0.075803 & -0.5723 & 0.284685 \tabularnewline
14 & 0.120933 & 0.913 & 0.182539 \tabularnewline
15 & 0.008246 & 0.0623 & 0.475289 \tabularnewline
16 & -0.004827 & -0.0364 & 0.485528 \tabularnewline
17 & 0.053514 & 0.404 & 0.343855 \tabularnewline
18 & -0.023404 & -0.1767 & 0.430186 \tabularnewline
19 & -0.113175 & -0.8545 & 0.198216 \tabularnewline
20 & 0.181624 & 1.3712 & 0.087839 \tabularnewline
21 & -0.035971 & -0.2716 & 0.393465 \tabularnewline
22 & -0.079351 & -0.5991 & 0.275745 \tabularnewline
23 & 0.087005 & 0.6569 & 0.256953 \tabularnewline
24 & -0.162354 & -1.2257 & 0.112668 \tabularnewline
25 & 0.051016 & 0.3852 & 0.350776 \tabularnewline
26 & 0.085683 & 0.6469 & 0.260148 \tabularnewline
27 & -0.101899 & -0.7693 & 0.222439 \tabularnewline
28 & 0.041655 & 0.3145 & 0.377148 \tabularnewline
29 & 0.095166 & 0.7185 & 0.237697 \tabularnewline
30 & -0.090123 & -0.6804 & 0.249499 \tabularnewline
31 & 0.07358 & 0.5555 & 0.290358 \tabularnewline
32 & -0.184159 & -1.3904 & 0.084911 \tabularnewline
33 & -0.009446 & -0.0713 & 0.471697 \tabularnewline
34 & 0.117844 & 0.8897 & 0.188682 \tabularnewline
35 & -0.022676 & -0.1712 & 0.432337 \tabularnewline
36 & 0.015127 & 0.1142 & 0.454737 \tabularnewline
37 & 0.036428 & 0.275 & 0.392147 \tabularnewline
38 & -0.010994 & -0.083 & 0.46707 \tabularnewline
39 & 0.026339 & 0.1989 & 0.421543 \tabularnewline
40 & -0.07349 & -0.5548 & 0.290587 \tabularnewline
41 & -0.104463 & -0.7887 & 0.216784 \tabularnewline
42 & 0.074424 & 0.5619 & 0.288199 \tabularnewline
43 & 0.065782 & 0.4966 & 0.310674 \tabularnewline
44 & 0.014563 & 0.1099 & 0.456418 \tabularnewline
45 & 0.005643 & 0.0426 & 0.483084 \tabularnewline
46 & -0.058761 & -0.4436 & 0.329492 \tabularnewline
47 & 0.011639 & 0.0879 & 0.465144 \tabularnewline
48 & -0.003232 & -0.0244 & 0.490309 \tabularnewline
49 & -0.054937 & -0.4148 & 0.339935 \tabularnewline
50 & 0.047658 & 0.3598 & 0.36016 \tabularnewline
51 & 0.007776 & 0.0587 & 0.476695 \tabularnewline
52 & 0.031022 & 0.2342 & 0.407829 \tabularnewline
53 & -0.010887 & -0.0822 & 0.46739 \tabularnewline
54 & -0.025821 & -0.1949 & 0.423065 \tabularnewline
55 & 0.008519 & 0.0643 & 0.474471 \tabularnewline
56 & 0.011233 & 0.0848 & 0.466356 \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=68559&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]-0.295836[/C][C]-2.2335[/C][C]0.014728[/C][/ROW]
[ROW][C]2[/C][C]-0.197857[/C][C]-1.4938[/C][C]0.070374[/C][/ROW]
[ROW][C]3[/C][C]0.09632[/C][C]0.7272[/C][C]0.23504[/C][/ROW]
[ROW][C]4[/C][C]-0.275432[/C][C]-2.0795[/C][C]0.021042[/C][/ROW]
[ROW][C]5[/C][C]0.218357[/C][C]1.6486[/C][C]0.05237[/C][/ROW]
[ROW][C]6[/C][C]0.058248[/C][C]0.4398[/C][C]0.330885[/C][/ROW]
[ROW][C]7[/C][C]-0.24291[/C][C]-1.8339[/C][C]0.035943[/C][/ROW]
[ROW][C]8[/C][C]0.18512[/C][C]1.3976[/C][C]0.08382[/C][/ROW]
[ROW][C]9[/C][C]0.070651[/C][C]0.5334[/C][C]0.297915[/C][/ROW]
[ROW][C]10[/C][C]-0.056402[/C][C]-0.4258[/C][C]0.33592[/C][/ROW]
[ROW][C]11[/C][C]0.151632[/C][C]1.1448[/C][C]0.128539[/C][/ROW]
[ROW][C]12[/C][C]-0.238536[/C][C]-1.8009[/C][C]0.038504[/C][/ROW]
[ROW][C]13[/C][C]-0.075803[/C][C]-0.5723[/C][C]0.284685[/C][/ROW]
[ROW][C]14[/C][C]0.120933[/C][C]0.913[/C][C]0.182539[/C][/ROW]
[ROW][C]15[/C][C]0.008246[/C][C]0.0623[/C][C]0.475289[/C][/ROW]
[ROW][C]16[/C][C]-0.004827[/C][C]-0.0364[/C][C]0.485528[/C][/ROW]
[ROW][C]17[/C][C]0.053514[/C][C]0.404[/C][C]0.343855[/C][/ROW]
[ROW][C]18[/C][C]-0.023404[/C][C]-0.1767[/C][C]0.430186[/C][/ROW]
[ROW][C]19[/C][C]-0.113175[/C][C]-0.8545[/C][C]0.198216[/C][/ROW]
[ROW][C]20[/C][C]0.181624[/C][C]1.3712[/C][C]0.087839[/C][/ROW]
[ROW][C]21[/C][C]-0.035971[/C][C]-0.2716[/C][C]0.393465[/C][/ROW]
[ROW][C]22[/C][C]-0.079351[/C][C]-0.5991[/C][C]0.275745[/C][/ROW]
[ROW][C]23[/C][C]0.087005[/C][C]0.6569[/C][C]0.256953[/C][/ROW]
[ROW][C]24[/C][C]-0.162354[/C][C]-1.2257[/C][C]0.112668[/C][/ROW]
[ROW][C]25[/C][C]0.051016[/C][C]0.3852[/C][C]0.350776[/C][/ROW]
[ROW][C]26[/C][C]0.085683[/C][C]0.6469[/C][C]0.260148[/C][/ROW]
[ROW][C]27[/C][C]-0.101899[/C][C]-0.7693[/C][C]0.222439[/C][/ROW]
[ROW][C]28[/C][C]0.041655[/C][C]0.3145[/C][C]0.377148[/C][/ROW]
[ROW][C]29[/C][C]0.095166[/C][C]0.7185[/C][C]0.237697[/C][/ROW]
[ROW][C]30[/C][C]-0.090123[/C][C]-0.6804[/C][C]0.249499[/C][/ROW]
[ROW][C]31[/C][C]0.07358[/C][C]0.5555[/C][C]0.290358[/C][/ROW]
[ROW][C]32[/C][C]-0.184159[/C][C]-1.3904[/C][C]0.084911[/C][/ROW]
[ROW][C]33[/C][C]-0.009446[/C][C]-0.0713[/C][C]0.471697[/C][/ROW]
[ROW][C]34[/C][C]0.117844[/C][C]0.8897[/C][C]0.188682[/C][/ROW]
[ROW][C]35[/C][C]-0.022676[/C][C]-0.1712[/C][C]0.432337[/C][/ROW]
[ROW][C]36[/C][C]0.015127[/C][C]0.1142[/C][C]0.454737[/C][/ROW]
[ROW][C]37[/C][C]0.036428[/C][C]0.275[/C][C]0.392147[/C][/ROW]
[ROW][C]38[/C][C]-0.010994[/C][C]-0.083[/C][C]0.46707[/C][/ROW]
[ROW][C]39[/C][C]0.026339[/C][C]0.1989[/C][C]0.421543[/C][/ROW]
[ROW][C]40[/C][C]-0.07349[/C][C]-0.5548[/C][C]0.290587[/C][/ROW]
[ROW][C]41[/C][C]-0.104463[/C][C]-0.7887[/C][C]0.216784[/C][/ROW]
[ROW][C]42[/C][C]0.074424[/C][C]0.5619[/C][C]0.288199[/C][/ROW]
[ROW][C]43[/C][C]0.065782[/C][C]0.4966[/C][C]0.310674[/C][/ROW]
[ROW][C]44[/C][C]0.014563[/C][C]0.1099[/C][C]0.456418[/C][/ROW]
[ROW][C]45[/C][C]0.005643[/C][C]0.0426[/C][C]0.483084[/C][/ROW]
[ROW][C]46[/C][C]-0.058761[/C][C]-0.4436[/C][C]0.329492[/C][/ROW]
[ROW][C]47[/C][C]0.011639[/C][C]0.0879[/C][C]0.465144[/C][/ROW]
[ROW][C]48[/C][C]-0.003232[/C][C]-0.0244[/C][C]0.490309[/C][/ROW]
[ROW][C]49[/C][C]-0.054937[/C][C]-0.4148[/C][C]0.339935[/C][/ROW]
[ROW][C]50[/C][C]0.047658[/C][C]0.3598[/C][C]0.36016[/C][/ROW]
[ROW][C]51[/C][C]0.007776[/C][C]0.0587[/C][C]0.476695[/C][/ROW]
[ROW][C]52[/C][C]0.031022[/C][C]0.2342[/C][C]0.407829[/C][/ROW]
[ROW][C]53[/C][C]-0.010887[/C][C]-0.0822[/C][C]0.46739[/C][/ROW]
[ROW][C]54[/C][C]-0.025821[/C][C]-0.1949[/C][C]0.423065[/C][/ROW]
[ROW][C]55[/C][C]0.008519[/C][C]0.0643[/C][C]0.474471[/C][/ROW]
[ROW][C]56[/C][C]0.011233[/C][C]0.0848[/C][C]0.466356[/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=68559&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68559&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	-0.295836	-2.2335	0.014728
2	-0.197857	-1.4938	0.070374
3	0.09632	0.7272	0.23504
4	-0.275432	-2.0795	0.021042
5	0.218357	1.6486	0.05237
6	0.058248	0.4398	0.330885
7	-0.24291	-1.8339	0.035943
8	0.18512	1.3976	0.08382
9	0.070651	0.5334	0.297915
10	-0.056402	-0.4258	0.33592
11	0.151632	1.1448	0.128539
12	-0.238536	-1.8009	0.038504
13	-0.075803	-0.5723	0.284685
14	0.120933	0.913	0.182539
15	0.008246	0.0623	0.475289
16	-0.004827	-0.0364	0.485528
17	0.053514	0.404	0.343855
18	-0.023404	-0.1767	0.430186
19	-0.113175	-0.8545	0.198216
20	0.181624	1.3712	0.087839
21	-0.035971	-0.2716	0.393465
22	-0.079351	-0.5991	0.275745
23	0.087005	0.6569	0.256953
24	-0.162354	-1.2257	0.112668
25	0.051016	0.3852	0.350776
26	0.085683	0.6469	0.260148
27	-0.101899	-0.7693	0.222439
28	0.041655	0.3145	0.377148
29	0.095166	0.7185	0.237697
30	-0.090123	-0.6804	0.249499
31	0.07358	0.5555	0.290358
32	-0.184159	-1.3904	0.084911
33	-0.009446	-0.0713	0.471697
34	0.117844	0.8897	0.188682
35	-0.022676	-0.1712	0.432337
36	0.015127	0.1142	0.454737
37	0.036428	0.275	0.392147
38	-0.010994	-0.083	0.46707
39	0.026339	0.1989	0.421543
40	-0.07349	-0.5548	0.290587
41	-0.104463	-0.7887	0.216784
42	0.074424	0.5619	0.288199
43	0.065782	0.4966	0.310674
44	0.014563	0.1099	0.456418
45	0.005643	0.0426	0.483084
46	-0.058761	-0.4436	0.329492
47	0.011639	0.0879	0.465144
48	-0.003232	-0.0244	0.490309
49	-0.054937	-0.4148	0.339935
50	0.047658	0.3598	0.36016
51	0.007776	0.0587	0.476695
52	0.031022	0.2342	0.407829
53	-0.010887	-0.0822	0.46739
54	-0.025821	-0.1949	0.423065
55	0.008519	0.0643	0.474471
56	0.011233	0.0848	0.466356
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	-0.295836	-2.2335	0.014728
2	-0.312747	-2.3612	0.010829
3	-0.088726	-0.6699	0.252825
4	-0.404405	-3.0532	0.001719
5	-0.043407	-0.3277	0.372164
6	-0.06826	-0.5153	0.304151
7	-0.254902	-1.9245	0.029646
8	-0.080667	-0.609	0.272465
9	0.083954	0.6338	0.26436
10	0.065089	0.4914	0.312511
11	0.207529	1.5668	0.061347
12	0.03142	0.2372	0.406671
13	-0.031428	-0.2373	0.406646
14	-0.075979	-0.5736	0.284238
15	0.044135	0.3332	0.370099
16	-0.113895	-0.8599	0.196726
17	-0.01684	-0.1271	0.44964
18	0.035923	0.2712	0.393605
19	-0.218612	-1.6505	0.052172
20	0.055075	0.4158	0.339555
21	0.120938	0.9131	0.182529
22	0.072935	0.5506	0.292015
23	0.137878	1.041	0.151146
24	0.007359	0.0556	0.477945
25	-0.060564	-0.4573	0.324614
26	-0.13491	-1.0186	0.15636
27	-0.072819	-0.5498	0.292311
28	-0.186166	-1.4055	0.082646
29	-0.020715	-0.1564	0.438136
30	0.003474	0.0262	0.489583
31	-0.025666	-0.1938	0.423522
32	-0.212662	-1.6056	0.056949
33	0.006524	0.0493	0.480446
34	-0.052504	-0.3964	0.346646
35	0.010227	0.0772	0.469362
36	-0.043637	-0.3295	0.37151
37	0.013837	0.1045	0.458582
38	-0.049078	-0.3705	0.356181
39	0.086847	0.6557	0.257335
40	-0.061184	-0.4619	0.322946
41	-0.099555	-0.7516	0.227686
42	-0.001112	-0.0084	0.496666
43	0.032874	0.2482	0.402439
44	-0.071446	-0.5394	0.295855
45	0.037821	0.2855	0.388133
46	-0.020883	-0.1577	0.43764
47	-0.003195	-0.0241	0.49042
48	-0.044331	-0.3347	0.369543
49	-0.071054	-0.5364	0.296868
50	-0.031635	-0.2388	0.406042
51	-0.012025	-0.0908	0.463991
52	0.065479	0.4944	0.311476
53	-0.045727	-0.3452	0.365594
54	-0.014919	-0.1126	0.455359
55	0.032183	0.243	0.404448
56	-0.039673	-0.2995	0.382815
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 & -0.295836 & -2.2335 & 0.014728 \tabularnewline
2 & -0.312747 & -2.3612 & 0.010829 \tabularnewline
3 & -0.088726 & -0.6699 & 0.252825 \tabularnewline
4 & -0.404405 & -3.0532 & 0.001719 \tabularnewline
5 & -0.043407 & -0.3277 & 0.372164 \tabularnewline
6 & -0.06826 & -0.5153 & 0.304151 \tabularnewline
7 & -0.254902 & -1.9245 & 0.029646 \tabularnewline
8 & -0.080667 & -0.609 & 0.272465 \tabularnewline
9 & 0.083954 & 0.6338 & 0.26436 \tabularnewline
10 & 0.065089 & 0.4914 & 0.312511 \tabularnewline
11 & 0.207529 & 1.5668 & 0.061347 \tabularnewline
12 & 0.03142 & 0.2372 & 0.406671 \tabularnewline
13 & -0.031428 & -0.2373 & 0.406646 \tabularnewline
14 & -0.075979 & -0.5736 & 0.284238 \tabularnewline
15 & 0.044135 & 0.3332 & 0.370099 \tabularnewline
16 & -0.113895 & -0.8599 & 0.196726 \tabularnewline
17 & -0.01684 & -0.1271 & 0.44964 \tabularnewline
18 & 0.035923 & 0.2712 & 0.393605 \tabularnewline
19 & -0.218612 & -1.6505 & 0.052172 \tabularnewline
20 & 0.055075 & 0.4158 & 0.339555 \tabularnewline
21 & 0.120938 & 0.9131 & 0.182529 \tabularnewline
22 & 0.072935 & 0.5506 & 0.292015 \tabularnewline
23 & 0.137878 & 1.041 & 0.151146 \tabularnewline
24 & 0.007359 & 0.0556 & 0.477945 \tabularnewline
25 & -0.060564 & -0.4573 & 0.324614 \tabularnewline
26 & -0.13491 & -1.0186 & 0.15636 \tabularnewline
27 & -0.072819 & -0.5498 & 0.292311 \tabularnewline
28 & -0.186166 & -1.4055 & 0.082646 \tabularnewline
29 & -0.020715 & -0.1564 & 0.438136 \tabularnewline
30 & 0.003474 & 0.0262 & 0.489583 \tabularnewline
31 & -0.025666 & -0.1938 & 0.423522 \tabularnewline
32 & -0.212662 & -1.6056 & 0.056949 \tabularnewline
33 & 0.006524 & 0.0493 & 0.480446 \tabularnewline
34 & -0.052504 & -0.3964 & 0.346646 \tabularnewline
35 & 0.010227 & 0.0772 & 0.469362 \tabularnewline
36 & -0.043637 & -0.3295 & 0.37151 \tabularnewline
37 & 0.013837 & 0.1045 & 0.458582 \tabularnewline
38 & -0.049078 & -0.3705 & 0.356181 \tabularnewline
39 & 0.086847 & 0.6557 & 0.257335 \tabularnewline
40 & -0.061184 & -0.4619 & 0.322946 \tabularnewline
41 & -0.099555 & -0.7516 & 0.227686 \tabularnewline
42 & -0.001112 & -0.0084 & 0.496666 \tabularnewline
43 & 0.032874 & 0.2482 & 0.402439 \tabularnewline
44 & -0.071446 & -0.5394 & 0.295855 \tabularnewline
45 & 0.037821 & 0.2855 & 0.388133 \tabularnewline
46 & -0.020883 & -0.1577 & 0.43764 \tabularnewline
47 & -0.003195 & -0.0241 & 0.49042 \tabularnewline
48 & -0.044331 & -0.3347 & 0.369543 \tabularnewline
49 & -0.071054 & -0.5364 & 0.296868 \tabularnewline
50 & -0.031635 & -0.2388 & 0.406042 \tabularnewline
51 & -0.012025 & -0.0908 & 0.463991 \tabularnewline
52 & 0.065479 & 0.4944 & 0.311476 \tabularnewline
53 & -0.045727 & -0.3452 & 0.365594 \tabularnewline
54 & -0.014919 & -0.1126 & 0.455359 \tabularnewline
55 & 0.032183 & 0.243 & 0.404448 \tabularnewline
56 & -0.039673 & -0.2995 & 0.382815 \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=68559&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]-0.295836[/C][C]-2.2335[/C][C]0.014728[/C][/ROW]
[ROW][C]2[/C][C]-0.312747[/C][C]-2.3612[/C][C]0.010829[/C][/ROW]
[ROW][C]3[/C][C]-0.088726[/C][C]-0.6699[/C][C]0.252825[/C][/ROW]
[ROW][C]4[/C][C]-0.404405[/C][C]-3.0532[/C][C]0.001719[/C][/ROW]
[ROW][C]5[/C][C]-0.043407[/C][C]-0.3277[/C][C]0.372164[/C][/ROW]
[ROW][C]6[/C][C]-0.06826[/C][C]-0.5153[/C][C]0.304151[/C][/ROW]
[ROW][C]7[/C][C]-0.254902[/C][C]-1.9245[/C][C]0.029646[/C][/ROW]
[ROW][C]8[/C][C]-0.080667[/C][C]-0.609[/C][C]0.272465[/C][/ROW]
[ROW][C]9[/C][C]0.083954[/C][C]0.6338[/C][C]0.26436[/C][/ROW]
[ROW][C]10[/C][C]0.065089[/C][C]0.4914[/C][C]0.312511[/C][/ROW]
[ROW][C]11[/C][C]0.207529[/C][C]1.5668[/C][C]0.061347[/C][/ROW]
[ROW][C]12[/C][C]0.03142[/C][C]0.2372[/C][C]0.406671[/C][/ROW]
[ROW][C]13[/C][C]-0.031428[/C][C]-0.2373[/C][C]0.406646[/C][/ROW]
[ROW][C]14[/C][C]-0.075979[/C][C]-0.5736[/C][C]0.284238[/C][/ROW]
[ROW][C]15[/C][C]0.044135[/C][C]0.3332[/C][C]0.370099[/C][/ROW]
[ROW][C]16[/C][C]-0.113895[/C][C]-0.8599[/C][C]0.196726[/C][/ROW]
[ROW][C]17[/C][C]-0.01684[/C][C]-0.1271[/C][C]0.44964[/C][/ROW]
[ROW][C]18[/C][C]0.035923[/C][C]0.2712[/C][C]0.393605[/C][/ROW]
[ROW][C]19[/C][C]-0.218612[/C][C]-1.6505[/C][C]0.052172[/C][/ROW]
[ROW][C]20[/C][C]0.055075[/C][C]0.4158[/C][C]0.339555[/C][/ROW]
[ROW][C]21[/C][C]0.120938[/C][C]0.9131[/C][C]0.182529[/C][/ROW]
[ROW][C]22[/C][C]0.072935[/C][C]0.5506[/C][C]0.292015[/C][/ROW]
[ROW][C]23[/C][C]0.137878[/C][C]1.041[/C][C]0.151146[/C][/ROW]
[ROW][C]24[/C][C]0.007359[/C][C]0.0556[/C][C]0.477945[/C][/ROW]
[ROW][C]25[/C][C]-0.060564[/C][C]-0.4573[/C][C]0.324614[/C][/ROW]
[ROW][C]26[/C][C]-0.13491[/C][C]-1.0186[/C][C]0.15636[/C][/ROW]
[ROW][C]27[/C][C]-0.072819[/C][C]-0.5498[/C][C]0.292311[/C][/ROW]
[ROW][C]28[/C][C]-0.186166[/C][C]-1.4055[/C][C]0.082646[/C][/ROW]
[ROW][C]29[/C][C]-0.020715[/C][C]-0.1564[/C][C]0.438136[/C][/ROW]
[ROW][C]30[/C][C]0.003474[/C][C]0.0262[/C][C]0.489583[/C][/ROW]
[ROW][C]31[/C][C]-0.025666[/C][C]-0.1938[/C][C]0.423522[/C][/ROW]
[ROW][C]32[/C][C]-0.212662[/C][C]-1.6056[/C][C]0.056949[/C][/ROW]
[ROW][C]33[/C][C]0.006524[/C][C]0.0493[/C][C]0.480446[/C][/ROW]
[ROW][C]34[/C][C]-0.052504[/C][C]-0.3964[/C][C]0.346646[/C][/ROW]
[ROW][C]35[/C][C]0.010227[/C][C]0.0772[/C][C]0.469362[/C][/ROW]
[ROW][C]36[/C][C]-0.043637[/C][C]-0.3295[/C][C]0.37151[/C][/ROW]
[ROW][C]37[/C][C]0.013837[/C][C]0.1045[/C][C]0.458582[/C][/ROW]
[ROW][C]38[/C][C]-0.049078[/C][C]-0.3705[/C][C]0.356181[/C][/ROW]
[ROW][C]39[/C][C]0.086847[/C][C]0.6557[/C][C]0.257335[/C][/ROW]
[ROW][C]40[/C][C]-0.061184[/C][C]-0.4619[/C][C]0.322946[/C][/ROW]
[ROW][C]41[/C][C]-0.099555[/C][C]-0.7516[/C][C]0.227686[/C][/ROW]
[ROW][C]42[/C][C]-0.001112[/C][C]-0.0084[/C][C]0.496666[/C][/ROW]
[ROW][C]43[/C][C]0.032874[/C][C]0.2482[/C][C]0.402439[/C][/ROW]
[ROW][C]44[/C][C]-0.071446[/C][C]-0.5394[/C][C]0.295855[/C][/ROW]
[ROW][C]45[/C][C]0.037821[/C][C]0.2855[/C][C]0.388133[/C][/ROW]
[ROW][C]46[/C][C]-0.020883[/C][C]-0.1577[/C][C]0.43764[/C][/ROW]
[ROW][C]47[/C][C]-0.003195[/C][C]-0.0241[/C][C]0.49042[/C][/ROW]
[ROW][C]48[/C][C]-0.044331[/C][C]-0.3347[/C][C]0.369543[/C][/ROW]
[ROW][C]49[/C][C]-0.071054[/C][C]-0.5364[/C][C]0.296868[/C][/ROW]
[ROW][C]50[/C][C]-0.031635[/C][C]-0.2388[/C][C]0.406042[/C][/ROW]
[ROW][C]51[/C][C]-0.012025[/C][C]-0.0908[/C][C]0.463991[/C][/ROW]
[ROW][C]52[/C][C]0.065479[/C][C]0.4944[/C][C]0.311476[/C][/ROW]
[ROW][C]53[/C][C]-0.045727[/C][C]-0.3452[/C][C]0.365594[/C][/ROW]
[ROW][C]54[/C][C]-0.014919[/C][C]-0.1126[/C][C]0.455359[/C][/ROW]
[ROW][C]55[/C][C]0.032183[/C][C]0.243[/C][C]0.404448[/C][/ROW]
[ROW][C]56[/C][C]-0.039673[/C][C]-0.2995[/C][C]0.382815[/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=68559&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68559&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	-0.295836	-2.2335	0.014728
2	-0.312747	-2.3612	0.010829
3	-0.088726	-0.6699	0.252825
4	-0.404405	-3.0532	0.001719
5	-0.043407	-0.3277	0.372164
6	-0.06826	-0.5153	0.304151
7	-0.254902	-1.9245	0.029646
8	-0.080667	-0.609	0.272465
9	0.083954	0.6338	0.26436
10	0.065089	0.4914	0.312511
11	0.207529	1.5668	0.061347
12	0.03142	0.2372	0.406671
13	-0.031428	-0.2373	0.406646
14	-0.075979	-0.5736	0.284238
15	0.044135	0.3332	0.370099
16	-0.113895	-0.8599	0.196726
17	-0.01684	-0.1271	0.44964
18	0.035923	0.2712	0.393605
19	-0.218612	-1.6505	0.052172
20	0.055075	0.4158	0.339555
21	0.120938	0.9131	0.182529
22	0.072935	0.5506	0.292015
23	0.137878	1.041	0.151146
24	0.007359	0.0556	0.477945
25	-0.060564	-0.4573	0.324614
26	-0.13491	-1.0186	0.15636
27	-0.072819	-0.5498	0.292311
28	-0.186166	-1.4055	0.082646
29	-0.020715	-0.1564	0.438136
30	0.003474	0.0262	0.489583
31	-0.025666	-0.1938	0.423522
32	-0.212662	-1.6056	0.056949
33	0.006524	0.0493	0.480446
34	-0.052504	-0.3964	0.346646
35	0.010227	0.0772	0.469362
36	-0.043637	-0.3295	0.37151
37	0.013837	0.1045	0.458582
38	-0.049078	-0.3705	0.356181
39	0.086847	0.6557	0.257335
40	-0.061184	-0.4619	0.322946
41	-0.099555	-0.7516	0.227686
42	-0.001112	-0.0084	0.496666
43	0.032874	0.2482	0.402439
44	-0.071446	-0.5394	0.295855
45	0.037821	0.2855	0.388133
46	-0.020883	-0.1577	0.43764
47	-0.003195	-0.0241	0.49042
48	-0.044331	-0.3347	0.369543
49	-0.071054	-0.5364	0.296868
50	-0.031635	-0.2388	0.406042
51	-0.012025	-0.0908	0.463991
52	0.065479	0.4944	0.311476
53	-0.045727	-0.3452	0.365594
54	-0.014919	-0.1126	0.455359
55	0.032183	0.243	0.404448
56	-0.039673	-0.2995	0.382815
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 = FALSE ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;

Parameters (R input):

par1 = 60 ; par2 = -0.5 ; par3 = 1 ; 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