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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 13:22:54 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/16/t1260995067agbdbxla0ue2kp5.htm/, Retrieved Tue, 30 Apr 2024 09:50:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68588, Retrieved Tue, 30 Apr 2024 09:50:22 +0000

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User-defined keywords

Estimated Impact

125

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

-     [Bivariate Explorative Data Analysis] [Paper Bivariate E...] [2009-12-13 14:39:24] [143cbdcaf7333bdd9926a1dde50d1082]
- RMPD  [(Partial) Autocorrelation Function] [Paper-ACF2-Yt] [2009-12-15 17:59:21] [f15cfb7053d35072d573abca87df96a0]
- R  D      [(Partial) Autocorrelation Function] [Paper-ACF1-Xt] [2009-12-16 20:22:54] [5ed0eef5d4509bbfdac0ae6d87f3b4bf] [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	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=68588&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=68588&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68588&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	0.191396	1.885	0.03121
2	-0.132432	-1.3043	0.097608
3	0.022368	0.2203	0.413052
4	0.015132	0.149	0.440919
5	0.338095	3.3298	0.000615
6	0.392249	3.8632	0.000101
7	0.245233	2.4153	0.008798
8	0.021253	0.2093	0.417319
9	-0.067191	-0.6618	0.254848
10	-0.174972	-1.7233	0.044013
11	0.151647	1.4935	0.06927
12	0.710062	6.9933	0
13	0.095612	0.9417	0.17435
14	-0.202912	-1.9984	0.024234
15	-0.061733	-0.608	0.272303
16	-0.051221	-0.5045	0.30754
17	0.228296	2.2485	0.013405
18	0.276957	2.7277	0.003786
19	0.142164	1.4001	0.08233
20	-0.038732	-0.3815	0.351845
21	-0.116944	-1.1518	0.126125
22	-0.221267	-2.1792	0.015868
23	0.105929	1.0433	0.149706
24	0.499454	4.9191	2e-06
25	0.028739	0.283	0.388871
26	-0.215309	-2.1205	0.018255
27	-0.146774	-1.4456	0.075763
28	-0.09189	-0.905	0.18385
29	0.132135	1.3014	0.098105
30	0.156874	1.545	0.062797
31	0.07777	0.7659	0.222784
32	-0.096879	-0.9541	0.17119
33	-0.17763	-1.7495	0.041687
34	-0.216997	-2.1372	0.017549
35	-0.005576	-0.0549	0.478159
36	0.363496	3.58	0.000269
37	-0.016462	-0.1621	0.435768
38	-0.224342	-2.2095	0.014746
39	-0.151124	-1.4884	0.069945
40	-0.117482	-1.1571	0.125044
41	0.065591	0.646	0.259904
42	0.108183	1.0655	0.144652
43	0.056233	0.5538	0.290486
44	-0.057934	-0.5706	0.284802
45	-0.181825	-1.7908	0.038225
46	-0.177457	-1.7477	0.041836
47	-0.016039	-0.158	0.437404
48	0.277298	2.7311	0.00375
49	-0.016708	-0.1646	0.434817
50	-0.224784	-2.2139	0.01459
51	-0.159763	-1.5735	0.059432
52	-0.136239	-1.3418	0.091397
53	-0.005965	-0.0588	0.476636
54	0.03454	0.3402	0.367227
55	0.003718	0.0366	0.485434
56	-0.113009	-1.113	0.134227
57	-0.183458	-1.8069	0.036943
58	-0.210239	-2.0706	0.020525
59	-0.048224	-0.475	0.317944
60	0.195928	1.9297	0.028285

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.191396 & 1.885 & 0.03121 \tabularnewline
2 & -0.132432 & -1.3043 & 0.097608 \tabularnewline
3 & 0.022368 & 0.2203 & 0.413052 \tabularnewline
4 & 0.015132 & 0.149 & 0.440919 \tabularnewline
5 & 0.338095 & 3.3298 & 0.000615 \tabularnewline
6 & 0.392249 & 3.8632 & 0.000101 \tabularnewline
7 & 0.245233 & 2.4153 & 0.008798 \tabularnewline
8 & 0.021253 & 0.2093 & 0.417319 \tabularnewline
9 & -0.067191 & -0.6618 & 0.254848 \tabularnewline
10 & -0.174972 & -1.7233 & 0.044013 \tabularnewline
11 & 0.151647 & 1.4935 & 0.06927 \tabularnewline
12 & 0.710062 & 6.9933 & 0 \tabularnewline
13 & 0.095612 & 0.9417 & 0.17435 \tabularnewline
14 & -0.202912 & -1.9984 & 0.024234 \tabularnewline
15 & -0.061733 & -0.608 & 0.272303 \tabularnewline
16 & -0.051221 & -0.5045 & 0.30754 \tabularnewline
17 & 0.228296 & 2.2485 & 0.013405 \tabularnewline
18 & 0.276957 & 2.7277 & 0.003786 \tabularnewline
19 & 0.142164 & 1.4001 & 0.08233 \tabularnewline
20 & -0.038732 & -0.3815 & 0.351845 \tabularnewline
21 & -0.116944 & -1.1518 & 0.126125 \tabularnewline
22 & -0.221267 & -2.1792 & 0.015868 \tabularnewline
23 & 0.105929 & 1.0433 & 0.149706 \tabularnewline
24 & 0.499454 & 4.9191 & 2e-06 \tabularnewline
25 & 0.028739 & 0.283 & 0.388871 \tabularnewline
26 & -0.215309 & -2.1205 & 0.018255 \tabularnewline
27 & -0.146774 & -1.4456 & 0.075763 \tabularnewline
28 & -0.09189 & -0.905 & 0.18385 \tabularnewline
29 & 0.132135 & 1.3014 & 0.098105 \tabularnewline
30 & 0.156874 & 1.545 & 0.062797 \tabularnewline
31 & 0.07777 & 0.7659 & 0.222784 \tabularnewline
32 & -0.096879 & -0.9541 & 0.17119 \tabularnewline
33 & -0.17763 & -1.7495 & 0.041687 \tabularnewline
34 & -0.216997 & -2.1372 & 0.017549 \tabularnewline
35 & -0.005576 & -0.0549 & 0.478159 \tabularnewline
36 & 0.363496 & 3.58 & 0.000269 \tabularnewline
37 & -0.016462 & -0.1621 & 0.435768 \tabularnewline
38 & -0.224342 & -2.2095 & 0.014746 \tabularnewline
39 & -0.151124 & -1.4884 & 0.069945 \tabularnewline
40 & -0.117482 & -1.1571 & 0.125044 \tabularnewline
41 & 0.065591 & 0.646 & 0.259904 \tabularnewline
42 & 0.108183 & 1.0655 & 0.144652 \tabularnewline
43 & 0.056233 & 0.5538 & 0.290486 \tabularnewline
44 & -0.057934 & -0.5706 & 0.284802 \tabularnewline
45 & -0.181825 & -1.7908 & 0.038225 \tabularnewline
46 & -0.177457 & -1.7477 & 0.041836 \tabularnewline
47 & -0.016039 & -0.158 & 0.437404 \tabularnewline
48 & 0.277298 & 2.7311 & 0.00375 \tabularnewline
49 & -0.016708 & -0.1646 & 0.434817 \tabularnewline
50 & -0.224784 & -2.2139 & 0.01459 \tabularnewline
51 & -0.159763 & -1.5735 & 0.059432 \tabularnewline
52 & -0.136239 & -1.3418 & 0.091397 \tabularnewline
53 & -0.005965 & -0.0588 & 0.476636 \tabularnewline
54 & 0.03454 & 0.3402 & 0.367227 \tabularnewline
55 & 0.003718 & 0.0366 & 0.485434 \tabularnewline
56 & -0.113009 & -1.113 & 0.134227 \tabularnewline
57 & -0.183458 & -1.8069 & 0.036943 \tabularnewline
58 & -0.210239 & -2.0706 & 0.020525 \tabularnewline
59 & -0.048224 & -0.475 & 0.317944 \tabularnewline
60 & 0.195928 & 1.9297 & 0.028285 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68588&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]0.191396[/C][C]1.885[/C][C]0.03121[/C][/ROW]
[ROW][C]2[/C][C]-0.132432[/C][C]-1.3043[/C][C]0.097608[/C][/ROW]
[ROW][C]3[/C][C]0.022368[/C][C]0.2203[/C][C]0.413052[/C][/ROW]
[ROW][C]4[/C][C]0.015132[/C][C]0.149[/C][C]0.440919[/C][/ROW]
[ROW][C]5[/C][C]0.338095[/C][C]3.3298[/C][C]0.000615[/C][/ROW]
[ROW][C]6[/C][C]0.392249[/C][C]3.8632[/C][C]0.000101[/C][/ROW]
[ROW][C]7[/C][C]0.245233[/C][C]2.4153[/C][C]0.008798[/C][/ROW]
[ROW][C]8[/C][C]0.021253[/C][C]0.2093[/C][C]0.417319[/C][/ROW]
[ROW][C]9[/C][C]-0.067191[/C][C]-0.6618[/C][C]0.254848[/C][/ROW]
[ROW][C]10[/C][C]-0.174972[/C][C]-1.7233[/C][C]0.044013[/C][/ROW]
[ROW][C]11[/C][C]0.151647[/C][C]1.4935[/C][C]0.06927[/C][/ROW]
[ROW][C]12[/C][C]0.710062[/C][C]6.9933[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.095612[/C][C]0.9417[/C][C]0.17435[/C][/ROW]
[ROW][C]14[/C][C]-0.202912[/C][C]-1.9984[/C][C]0.024234[/C][/ROW]
[ROW][C]15[/C][C]-0.061733[/C][C]-0.608[/C][C]0.272303[/C][/ROW]
[ROW][C]16[/C][C]-0.051221[/C][C]-0.5045[/C][C]0.30754[/C][/ROW]
[ROW][C]17[/C][C]0.228296[/C][C]2.2485[/C][C]0.013405[/C][/ROW]
[ROW][C]18[/C][C]0.276957[/C][C]2.7277[/C][C]0.003786[/C][/ROW]
[ROW][C]19[/C][C]0.142164[/C][C]1.4001[/C][C]0.08233[/C][/ROW]
[ROW][C]20[/C][C]-0.038732[/C][C]-0.3815[/C][C]0.351845[/C][/ROW]
[ROW][C]21[/C][C]-0.116944[/C][C]-1.1518[/C][C]0.126125[/C][/ROW]
[ROW][C]22[/C][C]-0.221267[/C][C]-2.1792[/C][C]0.015868[/C][/ROW]
[ROW][C]23[/C][C]0.105929[/C][C]1.0433[/C][C]0.149706[/C][/ROW]
[ROW][C]24[/C][C]0.499454[/C][C]4.9191[/C][C]2e-06[/C][/ROW]
[ROW][C]25[/C][C]0.028739[/C][C]0.283[/C][C]0.388871[/C][/ROW]
[ROW][C]26[/C][C]-0.215309[/C][C]-2.1205[/C][C]0.018255[/C][/ROW]
[ROW][C]27[/C][C]-0.146774[/C][C]-1.4456[/C][C]0.075763[/C][/ROW]
[ROW][C]28[/C][C]-0.09189[/C][C]-0.905[/C][C]0.18385[/C][/ROW]
[ROW][C]29[/C][C]0.132135[/C][C]1.3014[/C][C]0.098105[/C][/ROW]
[ROW][C]30[/C][C]0.156874[/C][C]1.545[/C][C]0.062797[/C][/ROW]
[ROW][C]31[/C][C]0.07777[/C][C]0.7659[/C][C]0.222784[/C][/ROW]
[ROW][C]32[/C][C]-0.096879[/C][C]-0.9541[/C][C]0.17119[/C][/ROW]
[ROW][C]33[/C][C]-0.17763[/C][C]-1.7495[/C][C]0.041687[/C][/ROW]
[ROW][C]34[/C][C]-0.216997[/C][C]-2.1372[/C][C]0.017549[/C][/ROW]
[ROW][C]35[/C][C]-0.005576[/C][C]-0.0549[/C][C]0.478159[/C][/ROW]
[ROW][C]36[/C][C]0.363496[/C][C]3.58[/C][C]0.000269[/C][/ROW]
[ROW][C]37[/C][C]-0.016462[/C][C]-0.1621[/C][C]0.435768[/C][/ROW]
[ROW][C]38[/C][C]-0.224342[/C][C]-2.2095[/C][C]0.014746[/C][/ROW]
[ROW][C]39[/C][C]-0.151124[/C][C]-1.4884[/C][C]0.069945[/C][/ROW]
[ROW][C]40[/C][C]-0.117482[/C][C]-1.1571[/C][C]0.125044[/C][/ROW]
[ROW][C]41[/C][C]0.065591[/C][C]0.646[/C][C]0.259904[/C][/ROW]
[ROW][C]42[/C][C]0.108183[/C][C]1.0655[/C][C]0.144652[/C][/ROW]
[ROW][C]43[/C][C]0.056233[/C][C]0.5538[/C][C]0.290486[/C][/ROW]
[ROW][C]44[/C][C]-0.057934[/C][C]-0.5706[/C][C]0.284802[/C][/ROW]
[ROW][C]45[/C][C]-0.181825[/C][C]-1.7908[/C][C]0.038225[/C][/ROW]
[ROW][C]46[/C][C]-0.177457[/C][C]-1.7477[/C][C]0.041836[/C][/ROW]
[ROW][C]47[/C][C]-0.016039[/C][C]-0.158[/C][C]0.437404[/C][/ROW]
[ROW][C]48[/C][C]0.277298[/C][C]2.7311[/C][C]0.00375[/C][/ROW]
[ROW][C]49[/C][C]-0.016708[/C][C]-0.1646[/C][C]0.434817[/C][/ROW]
[ROW][C]50[/C][C]-0.224784[/C][C]-2.2139[/C][C]0.01459[/C][/ROW]
[ROW][C]51[/C][C]-0.159763[/C][C]-1.5735[/C][C]0.059432[/C][/ROW]
[ROW][C]52[/C][C]-0.136239[/C][C]-1.3418[/C][C]0.091397[/C][/ROW]
[ROW][C]53[/C][C]-0.005965[/C][C]-0.0588[/C][C]0.476636[/C][/ROW]
[ROW][C]54[/C][C]0.03454[/C][C]0.3402[/C][C]0.367227[/C][/ROW]
[ROW][C]55[/C][C]0.003718[/C][C]0.0366[/C][C]0.485434[/C][/ROW]
[ROW][C]56[/C][C]-0.113009[/C][C]-1.113[/C][C]0.134227[/C][/ROW]
[ROW][C]57[/C][C]-0.183458[/C][C]-1.8069[/C][C]0.036943[/C][/ROW]
[ROW][C]58[/C][C]-0.210239[/C][C]-2.0706[/C][C]0.020525[/C][/ROW]
[ROW][C]59[/C][C]-0.048224[/C][C]-0.475[/C][C]0.317944[/C][/ROW]
[ROW][C]60[/C][C]0.195928[/C][C]1.9297[/C][C]0.028285[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68588&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68588&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	0.191396	1.885	0.03121
2	-0.132432	-1.3043	0.097608
3	0.022368	0.2203	0.413052
4	0.015132	0.149	0.440919
5	0.338095	3.3298	0.000615
6	0.392249	3.8632	0.000101
7	0.245233	2.4153	0.008798
8	0.021253	0.2093	0.417319
9	-0.067191	-0.6618	0.254848
10	-0.174972	-1.7233	0.044013
11	0.151647	1.4935	0.06927
12	0.710062	6.9933	0
13	0.095612	0.9417	0.17435
14	-0.202912	-1.9984	0.024234
15	-0.061733	-0.608	0.272303
16	-0.051221	-0.5045	0.30754
17	0.228296	2.2485	0.013405
18	0.276957	2.7277	0.003786
19	0.142164	1.4001	0.08233
20	-0.038732	-0.3815	0.351845
21	-0.116944	-1.1518	0.126125
22	-0.221267	-2.1792	0.015868
23	0.105929	1.0433	0.149706
24	0.499454	4.9191	2e-06
25	0.028739	0.283	0.388871
26	-0.215309	-2.1205	0.018255
27	-0.146774	-1.4456	0.075763
28	-0.09189	-0.905	0.18385
29	0.132135	1.3014	0.098105
30	0.156874	1.545	0.062797
31	0.07777	0.7659	0.222784
32	-0.096879	-0.9541	0.17119
33	-0.17763	-1.7495	0.041687
34	-0.216997	-2.1372	0.017549
35	-0.005576	-0.0549	0.478159
36	0.363496	3.58	0.000269
37	-0.016462	-0.1621	0.435768
38	-0.224342	-2.2095	0.014746
39	-0.151124	-1.4884	0.069945
40	-0.117482	-1.1571	0.125044
41	0.065591	0.646	0.259904
42	0.108183	1.0655	0.144652
43	0.056233	0.5538	0.290486
44	-0.057934	-0.5706	0.284802
45	-0.181825	-1.7908	0.038225
46	-0.177457	-1.7477	0.041836
47	-0.016039	-0.158	0.437404
48	0.277298	2.7311	0.00375
49	-0.016708	-0.1646	0.434817
50	-0.224784	-2.2139	0.01459
51	-0.159763	-1.5735	0.059432
52	-0.136239	-1.3418	0.091397
53	-0.005965	-0.0588	0.476636
54	0.03454	0.3402	0.367227
55	0.003718	0.0366	0.485434
56	-0.113009	-1.113	0.134227
57	-0.183458	-1.8069	0.036943
58	-0.210239	-2.0706	0.020525
59	-0.048224	-0.475	0.317944
60	0.195928	1.9297	0.028285

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.191396	1.885	0.03121
2	-0.175493	-1.7284	0.043549
3	0.091841	0.9045	0.183979
4	-0.036526	-0.3597	0.359913
5	0.388566	3.8269	0.000115
6	0.270914	2.6682	0.004469
7	0.33656	3.3147	0.000645
8	0.054257	0.5344	0.297154
9	0.027739	0.2732	0.392642
10	-0.450849	-4.4403	1.2e-05
11	-0.104646	-1.0306	0.152636
12	0.524161	5.1624	1e-06
13	-0.104836	-1.0325	0.152199
14	-0.080599	-0.7938	0.214624
15	-0.027406	-0.2699	0.393897
16	0.048928	0.4819	0.315486
17	-0.131093	-1.2911	0.099865
18	-0.036475	-0.3592	0.360098
19	0.05065	0.4988	0.309509
20	-0.035725	-0.3518	0.362858
21	0.061549	0.6062	0.272904
22	-0.074676	-0.7355	0.231912
23	0.0196	0.193	0.423665
24	-0.093575	-0.9216	0.17951
25	0.033783	0.3327	0.370031
26	-0.0212	-0.2088	0.417523
27	-0.065694	-0.647	0.259578
28	0.008358	0.0823	0.46728
29	-0.03439	-0.3387	0.367781
30	-0.046363	-0.4566	0.324481
31	0.016927	0.1667	0.433971
32	-0.014336	-0.1412	0.444003
33	-0.029639	-0.2919	0.38549
34	0.053573	0.5276	0.299478
35	-0.156916	-1.5454	0.062748
36	0.065504	0.6451	0.260179
37	-0.065487	-0.645	0.260233
38	0.072744	0.7164	0.23772
39	0.019465	0.1917	0.424187
40	0.062581	0.6163	0.269555
41	-0.02712	-0.2671	0.39498
42	0.019531	0.1924	0.423933
43	0.020023	0.1972	0.42204
44	0.066099	0.651	0.258293
45	-0.067856	-0.6683	0.252762
46	0.023593	0.2324	0.408374
47	-0.012423	-0.1224	0.451435
48	-0.036999	-0.3644	0.358178
49	-0.126475	-1.2456	0.107949
50	-0.067209	-0.6619	0.254793
51	-0.116273	-1.1452	0.127481
52	-0.034813	-0.3429	0.36622
53	-0.047587	-0.4687	0.320174
54	-0.019358	-0.1907	0.424599
55	-0.023249	-0.229	0.409686
56	-0.034391	-0.3387	0.367781
57	0.086597	0.8529	0.197913
58	-0.03603	-0.3549	0.361735
59	0.043011	0.4236	0.336396
60	-0.002686	-0.0265	0.489475

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.191396 & 1.885 & 0.03121 \tabularnewline
2 & -0.175493 & -1.7284 & 0.043549 \tabularnewline
3 & 0.091841 & 0.9045 & 0.183979 \tabularnewline
4 & -0.036526 & -0.3597 & 0.359913 \tabularnewline
5 & 0.388566 & 3.8269 & 0.000115 \tabularnewline
6 & 0.270914 & 2.6682 & 0.004469 \tabularnewline
7 & 0.33656 & 3.3147 & 0.000645 \tabularnewline
8 & 0.054257 & 0.5344 & 0.297154 \tabularnewline
9 & 0.027739 & 0.2732 & 0.392642 \tabularnewline
10 & -0.450849 & -4.4403 & 1.2e-05 \tabularnewline
11 & -0.104646 & -1.0306 & 0.152636 \tabularnewline
12 & 0.524161 & 5.1624 & 1e-06 \tabularnewline
13 & -0.104836 & -1.0325 & 0.152199 \tabularnewline
14 & -0.080599 & -0.7938 & 0.214624 \tabularnewline
15 & -0.027406 & -0.2699 & 0.393897 \tabularnewline
16 & 0.048928 & 0.4819 & 0.315486 \tabularnewline
17 & -0.131093 & -1.2911 & 0.099865 \tabularnewline
18 & -0.036475 & -0.3592 & 0.360098 \tabularnewline
19 & 0.05065 & 0.4988 & 0.309509 \tabularnewline
20 & -0.035725 & -0.3518 & 0.362858 \tabularnewline
21 & 0.061549 & 0.6062 & 0.272904 \tabularnewline
22 & -0.074676 & -0.7355 & 0.231912 \tabularnewline
23 & 0.0196 & 0.193 & 0.423665 \tabularnewline
24 & -0.093575 & -0.9216 & 0.17951 \tabularnewline
25 & 0.033783 & 0.3327 & 0.370031 \tabularnewline
26 & -0.0212 & -0.2088 & 0.417523 \tabularnewline
27 & -0.065694 & -0.647 & 0.259578 \tabularnewline
28 & 0.008358 & 0.0823 & 0.46728 \tabularnewline
29 & -0.03439 & -0.3387 & 0.367781 \tabularnewline
30 & -0.046363 & -0.4566 & 0.324481 \tabularnewline
31 & 0.016927 & 0.1667 & 0.433971 \tabularnewline
32 & -0.014336 & -0.1412 & 0.444003 \tabularnewline
33 & -0.029639 & -0.2919 & 0.38549 \tabularnewline
34 & 0.053573 & 0.5276 & 0.299478 \tabularnewline
35 & -0.156916 & -1.5454 & 0.062748 \tabularnewline
36 & 0.065504 & 0.6451 & 0.260179 \tabularnewline
37 & -0.065487 & -0.645 & 0.260233 \tabularnewline
38 & 0.072744 & 0.7164 & 0.23772 \tabularnewline
39 & 0.019465 & 0.1917 & 0.424187 \tabularnewline
40 & 0.062581 & 0.6163 & 0.269555 \tabularnewline
41 & -0.02712 & -0.2671 & 0.39498 \tabularnewline
42 & 0.019531 & 0.1924 & 0.423933 \tabularnewline
43 & 0.020023 & 0.1972 & 0.42204 \tabularnewline
44 & 0.066099 & 0.651 & 0.258293 \tabularnewline
45 & -0.067856 & -0.6683 & 0.252762 \tabularnewline
46 & 0.023593 & 0.2324 & 0.408374 \tabularnewline
47 & -0.012423 & -0.1224 & 0.451435 \tabularnewline
48 & -0.036999 & -0.3644 & 0.358178 \tabularnewline
49 & -0.126475 & -1.2456 & 0.107949 \tabularnewline
50 & -0.067209 & -0.6619 & 0.254793 \tabularnewline
51 & -0.116273 & -1.1452 & 0.127481 \tabularnewline
52 & -0.034813 & -0.3429 & 0.36622 \tabularnewline
53 & -0.047587 & -0.4687 & 0.320174 \tabularnewline
54 & -0.019358 & -0.1907 & 0.424599 \tabularnewline
55 & -0.023249 & -0.229 & 0.409686 \tabularnewline
56 & -0.034391 & -0.3387 & 0.367781 \tabularnewline
57 & 0.086597 & 0.8529 & 0.197913 \tabularnewline
58 & -0.03603 & -0.3549 & 0.361735 \tabularnewline
59 & 0.043011 & 0.4236 & 0.336396 \tabularnewline
60 & -0.002686 & -0.0265 & 0.489475 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68588&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]0.191396[/C][C]1.885[/C][C]0.03121[/C][/ROW]
[ROW][C]2[/C][C]-0.175493[/C][C]-1.7284[/C][C]0.043549[/C][/ROW]
[ROW][C]3[/C][C]0.091841[/C][C]0.9045[/C][C]0.183979[/C][/ROW]
[ROW][C]4[/C][C]-0.036526[/C][C]-0.3597[/C][C]0.359913[/C][/ROW]
[ROW][C]5[/C][C]0.388566[/C][C]3.8269[/C][C]0.000115[/C][/ROW]
[ROW][C]6[/C][C]0.270914[/C][C]2.6682[/C][C]0.004469[/C][/ROW]
[ROW][C]7[/C][C]0.33656[/C][C]3.3147[/C][C]0.000645[/C][/ROW]
[ROW][C]8[/C][C]0.054257[/C][C]0.5344[/C][C]0.297154[/C][/ROW]
[ROW][C]9[/C][C]0.027739[/C][C]0.2732[/C][C]0.392642[/C][/ROW]
[ROW][C]10[/C][C]-0.450849[/C][C]-4.4403[/C][C]1.2e-05[/C][/ROW]
[ROW][C]11[/C][C]-0.104646[/C][C]-1.0306[/C][C]0.152636[/C][/ROW]
[ROW][C]12[/C][C]0.524161[/C][C]5.1624[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.104836[/C][C]-1.0325[/C][C]0.152199[/C][/ROW]
[ROW][C]14[/C][C]-0.080599[/C][C]-0.7938[/C][C]0.214624[/C][/ROW]
[ROW][C]15[/C][C]-0.027406[/C][C]-0.2699[/C][C]0.393897[/C][/ROW]
[ROW][C]16[/C][C]0.048928[/C][C]0.4819[/C][C]0.315486[/C][/ROW]
[ROW][C]17[/C][C]-0.131093[/C][C]-1.2911[/C][C]0.099865[/C][/ROW]
[ROW][C]18[/C][C]-0.036475[/C][C]-0.3592[/C][C]0.360098[/C][/ROW]
[ROW][C]19[/C][C]0.05065[/C][C]0.4988[/C][C]0.309509[/C][/ROW]
[ROW][C]20[/C][C]-0.035725[/C][C]-0.3518[/C][C]0.362858[/C][/ROW]
[ROW][C]21[/C][C]0.061549[/C][C]0.6062[/C][C]0.272904[/C][/ROW]
[ROW][C]22[/C][C]-0.074676[/C][C]-0.7355[/C][C]0.231912[/C][/ROW]
[ROW][C]23[/C][C]0.0196[/C][C]0.193[/C][C]0.423665[/C][/ROW]
[ROW][C]24[/C][C]-0.093575[/C][C]-0.9216[/C][C]0.17951[/C][/ROW]
[ROW][C]25[/C][C]0.033783[/C][C]0.3327[/C][C]0.370031[/C][/ROW]
[ROW][C]26[/C][C]-0.0212[/C][C]-0.2088[/C][C]0.417523[/C][/ROW]
[ROW][C]27[/C][C]-0.065694[/C][C]-0.647[/C][C]0.259578[/C][/ROW]
[ROW][C]28[/C][C]0.008358[/C][C]0.0823[/C][C]0.46728[/C][/ROW]
[ROW][C]29[/C][C]-0.03439[/C][C]-0.3387[/C][C]0.367781[/C][/ROW]
[ROW][C]30[/C][C]-0.046363[/C][C]-0.4566[/C][C]0.324481[/C][/ROW]
[ROW][C]31[/C][C]0.016927[/C][C]0.1667[/C][C]0.433971[/C][/ROW]
[ROW][C]32[/C][C]-0.014336[/C][C]-0.1412[/C][C]0.444003[/C][/ROW]
[ROW][C]33[/C][C]-0.029639[/C][C]-0.2919[/C][C]0.38549[/C][/ROW]
[ROW][C]34[/C][C]0.053573[/C][C]0.5276[/C][C]0.299478[/C][/ROW]
[ROW][C]35[/C][C]-0.156916[/C][C]-1.5454[/C][C]0.062748[/C][/ROW]
[ROW][C]36[/C][C]0.065504[/C][C]0.6451[/C][C]0.260179[/C][/ROW]
[ROW][C]37[/C][C]-0.065487[/C][C]-0.645[/C][C]0.260233[/C][/ROW]
[ROW][C]38[/C][C]0.072744[/C][C]0.7164[/C][C]0.23772[/C][/ROW]
[ROW][C]39[/C][C]0.019465[/C][C]0.1917[/C][C]0.424187[/C][/ROW]
[ROW][C]40[/C][C]0.062581[/C][C]0.6163[/C][C]0.269555[/C][/ROW]
[ROW][C]41[/C][C]-0.02712[/C][C]-0.2671[/C][C]0.39498[/C][/ROW]
[ROW][C]42[/C][C]0.019531[/C][C]0.1924[/C][C]0.423933[/C][/ROW]
[ROW][C]43[/C][C]0.020023[/C][C]0.1972[/C][C]0.42204[/C][/ROW]
[ROW][C]44[/C][C]0.066099[/C][C]0.651[/C][C]0.258293[/C][/ROW]
[ROW][C]45[/C][C]-0.067856[/C][C]-0.6683[/C][C]0.252762[/C][/ROW]
[ROW][C]46[/C][C]0.023593[/C][C]0.2324[/C][C]0.408374[/C][/ROW]
[ROW][C]47[/C][C]-0.012423[/C][C]-0.1224[/C][C]0.451435[/C][/ROW]
[ROW][C]48[/C][C]-0.036999[/C][C]-0.3644[/C][C]0.358178[/C][/ROW]
[ROW][C]49[/C][C]-0.126475[/C][C]-1.2456[/C][C]0.107949[/C][/ROW]
[ROW][C]50[/C][C]-0.067209[/C][C]-0.6619[/C][C]0.254793[/C][/ROW]
[ROW][C]51[/C][C]-0.116273[/C][C]-1.1452[/C][C]0.127481[/C][/ROW]
[ROW][C]52[/C][C]-0.034813[/C][C]-0.3429[/C][C]0.36622[/C][/ROW]
[ROW][C]53[/C][C]-0.047587[/C][C]-0.4687[/C][C]0.320174[/C][/ROW]
[ROW][C]54[/C][C]-0.019358[/C][C]-0.1907[/C][C]0.424599[/C][/ROW]
[ROW][C]55[/C][C]-0.023249[/C][C]-0.229[/C][C]0.409686[/C][/ROW]
[ROW][C]56[/C][C]-0.034391[/C][C]-0.3387[/C][C]0.367781[/C][/ROW]
[ROW][C]57[/C][C]0.086597[/C][C]0.8529[/C][C]0.197913[/C][/ROW]
[ROW][C]58[/C][C]-0.03603[/C][C]-0.3549[/C][C]0.361735[/C][/ROW]
[ROW][C]59[/C][C]0.043011[/C][C]0.4236[/C][C]0.336396[/C][/ROW]
[ROW][C]60[/C][C]-0.002686[/C][C]-0.0265[/C][C]0.489475[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68588&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68588&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	0.191396	1.885	0.03121
2	-0.175493	-1.7284	0.043549
3	0.091841	0.9045	0.183979
4	-0.036526	-0.3597	0.359913
5	0.388566	3.8269	0.000115
6	0.270914	2.6682	0.004469
7	0.33656	3.3147	0.000645
8	0.054257	0.5344	0.297154
9	0.027739	0.2732	0.392642
10	-0.450849	-4.4403	1.2e-05
11	-0.104646	-1.0306	0.152636
12	0.524161	5.1624	1e-06
13	-0.104836	-1.0325	0.152199
14	-0.080599	-0.7938	0.214624
15	-0.027406	-0.2699	0.393897
16	0.048928	0.4819	0.315486
17	-0.131093	-1.2911	0.099865
18	-0.036475	-0.3592	0.360098
19	0.05065	0.4988	0.309509
20	-0.035725	-0.3518	0.362858
21	0.061549	0.6062	0.272904
22	-0.074676	-0.7355	0.231912
23	0.0196	0.193	0.423665
24	-0.093575	-0.9216	0.17951
25	0.033783	0.3327	0.370031
26	-0.0212	-0.2088	0.417523
27	-0.065694	-0.647	0.259578
28	0.008358	0.0823	0.46728
29	-0.03439	-0.3387	0.367781
30	-0.046363	-0.4566	0.324481
31	0.016927	0.1667	0.433971
32	-0.014336	-0.1412	0.444003
33	-0.029639	-0.2919	0.38549
34	0.053573	0.5276	0.299478
35	-0.156916	-1.5454	0.062748
36	0.065504	0.6451	0.260179
37	-0.065487	-0.645	0.260233
38	0.072744	0.7164	0.23772
39	0.019465	0.1917	0.424187
40	0.062581	0.6163	0.269555
41	-0.02712	-0.2671	0.39498
42	0.019531	0.1924	0.423933
43	0.020023	0.1972	0.42204
44	0.066099	0.651	0.258293
45	-0.067856	-0.6683	0.252762
46	0.023593	0.2324	0.408374
47	-0.012423	-0.1224	0.451435
48	-0.036999	-0.3644	0.358178
49	-0.126475	-1.2456	0.107949
50	-0.067209	-0.6619	0.254793
51	-0.116273	-1.1452	0.127481
52	-0.034813	-0.3429	0.36622
53	-0.047587	-0.4687	0.320174
54	-0.019358	-0.1907	0.424599
55	-0.023249	-0.229	0.409686
56	-0.034391	-0.3387	0.367781
57	0.086597	0.8529	0.197913
58	-0.03603	-0.3549	0.361735
59	0.043011	0.4236	0.336396
60	-0.002686	-0.0265	0.489475

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 = MA ; par7 = 0.95 ;

Parameters (R input):

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