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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 13:29:09 -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/t1260995393pe1ro4ce7g834b5.htm/, Retrieved Tue, 30 Apr 2024 18:10:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68589, Retrieved Tue, 30 Apr 2024 18:10:19 +0000

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User-defined keywords

Estimated Impact

134

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-12-16 20:15:45] [1eab65e90adf64584b8e6f0da23ff414]
-   PD            [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-12-16 20:29:09] [0f1f1142419956a95ff6f880845f2408] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68589&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=68589&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68589&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	0.199751	2.3887	0.009107
2	-0.120104	-1.4362	0.076559
3	-0.150772	-1.803	0.036749
4	-0.322074	-3.8514	8.8e-05
5	-0.083975	-1.0042	0.158492
6	0.025778	0.3083	0.379165
7	-0.110961	-1.3269	0.093329
8	-0.336721	-4.0266	4.6e-05
9	-0.115586	-1.3822	0.084531
10	-0.109267	-1.3066	0.096716
11	0.205852	2.4616	0.00751
12	0.84143	10.062	0
13	0.215087	2.5721	0.005565
14	-0.139554	-1.6688	0.04867
15	-0.115996	-1.3871	0.083784
16	-0.278943	-3.3357	0.000542
17	-0.051706	-0.6183	0.268674
18	0.012458	0.149	0.440891
19	-0.114358	-1.3675	0.086804
20	-0.337174	-4.032	4.5e-05
21	-0.107385	-1.2841	0.100585
22	-0.075211	-0.8994	0.184977
23	0.199475	2.3854	0.009186
24	0.736921	8.8123	0
25	0.197262	2.3589	0.009841
26	-0.123884	-1.4814	0.070345
27	-0.102699	-1.2281	0.110713
28	-0.210992	-2.5231	0.006363
29	-0.065357	-0.7816	0.217884
30	0.015728	0.1881	0.425538
31	-0.11537	-1.3796	0.084927
32	-0.289256	-3.459	0.000357
33	-0.126882	-1.5173	0.0657
34	-0.040707	-0.4868	0.313579
35	0.147411	1.7628	0.040037
36	0.657438	7.8618	0
37	0.192909	2.3069	0.01125
38	-0.134312	-1.6061	0.055224
39	-0.060237	-0.7203	0.236248
40	-0.162706	-1.9457	0.026828
41	-0.058027	-0.6939	0.244436
42	0.007366	0.0881	0.464964
43	-0.110954	-1.3268	0.093341
44	-0.285268	-3.4113	0.00042
45	-0.106176	-1.2697	0.103129
46	-0.033645	-0.4023	0.344018
47	0.124021	1.4831	0.070127
48	0.586899	7.0183	0
49	0.186538	2.2307	0.01363
50	-0.137754	-1.6473	0.050846
51	-0.049475	-0.5916	0.277514
52	-0.124159	-1.4847	0.069909
53	-0.028981	-0.3466	0.364714
54	0.004469	0.0534	0.478729
55	-0.094313	-1.1278	0.130643
56	-0.291733	-3.4886	0.000323
57	-0.095922	-1.1471	0.126636
58	-0.009558	-0.1143	0.45458
59	0.103458	1.2372	0.109025
60	0.521049	6.2308	0

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.199751 & 2.3887 & 0.009107 \tabularnewline
2 & -0.120104 & -1.4362 & 0.076559 \tabularnewline
3 & -0.150772 & -1.803 & 0.036749 \tabularnewline
4 & -0.322074 & -3.8514 & 8.8e-05 \tabularnewline
5 & -0.083975 & -1.0042 & 0.158492 \tabularnewline
6 & 0.025778 & 0.3083 & 0.379165 \tabularnewline
7 & -0.110961 & -1.3269 & 0.093329 \tabularnewline
8 & -0.336721 & -4.0266 & 4.6e-05 \tabularnewline
9 & -0.115586 & -1.3822 & 0.084531 \tabularnewline
10 & -0.109267 & -1.3066 & 0.096716 \tabularnewline
11 & 0.205852 & 2.4616 & 0.00751 \tabularnewline
12 & 0.84143 & 10.062 & 0 \tabularnewline
13 & 0.215087 & 2.5721 & 0.005565 \tabularnewline
14 & -0.139554 & -1.6688 & 0.04867 \tabularnewline
15 & -0.115996 & -1.3871 & 0.083784 \tabularnewline
16 & -0.278943 & -3.3357 & 0.000542 \tabularnewline
17 & -0.051706 & -0.6183 & 0.268674 \tabularnewline
18 & 0.012458 & 0.149 & 0.440891 \tabularnewline
19 & -0.114358 & -1.3675 & 0.086804 \tabularnewline
20 & -0.337174 & -4.032 & 4.5e-05 \tabularnewline
21 & -0.107385 & -1.2841 & 0.100585 \tabularnewline
22 & -0.075211 & -0.8994 & 0.184977 \tabularnewline
23 & 0.199475 & 2.3854 & 0.009186 \tabularnewline
24 & 0.736921 & 8.8123 & 0 \tabularnewline
25 & 0.197262 & 2.3589 & 0.009841 \tabularnewline
26 & -0.123884 & -1.4814 & 0.070345 \tabularnewline
27 & -0.102699 & -1.2281 & 0.110713 \tabularnewline
28 & -0.210992 & -2.5231 & 0.006363 \tabularnewline
29 & -0.065357 & -0.7816 & 0.217884 \tabularnewline
30 & 0.015728 & 0.1881 & 0.425538 \tabularnewline
31 & -0.11537 & -1.3796 & 0.084927 \tabularnewline
32 & -0.289256 & -3.459 & 0.000357 \tabularnewline
33 & -0.126882 & -1.5173 & 0.0657 \tabularnewline
34 & -0.040707 & -0.4868 & 0.313579 \tabularnewline
35 & 0.147411 & 1.7628 & 0.040037 \tabularnewline
36 & 0.657438 & 7.8618 & 0 \tabularnewline
37 & 0.192909 & 2.3069 & 0.01125 \tabularnewline
38 & -0.134312 & -1.6061 & 0.055224 \tabularnewline
39 & -0.060237 & -0.7203 & 0.236248 \tabularnewline
40 & -0.162706 & -1.9457 & 0.026828 \tabularnewline
41 & -0.058027 & -0.6939 & 0.244436 \tabularnewline
42 & 0.007366 & 0.0881 & 0.464964 \tabularnewline
43 & -0.110954 & -1.3268 & 0.093341 \tabularnewline
44 & -0.285268 & -3.4113 & 0.00042 \tabularnewline
45 & -0.106176 & -1.2697 & 0.103129 \tabularnewline
46 & -0.033645 & -0.4023 & 0.344018 \tabularnewline
47 & 0.124021 & 1.4831 & 0.070127 \tabularnewline
48 & 0.586899 & 7.0183 & 0 \tabularnewline
49 & 0.186538 & 2.2307 & 0.01363 \tabularnewline
50 & -0.137754 & -1.6473 & 0.050846 \tabularnewline
51 & -0.049475 & -0.5916 & 0.277514 \tabularnewline
52 & -0.124159 & -1.4847 & 0.069909 \tabularnewline
53 & -0.028981 & -0.3466 & 0.364714 \tabularnewline
54 & 0.004469 & 0.0534 & 0.478729 \tabularnewline
55 & -0.094313 & -1.1278 & 0.130643 \tabularnewline
56 & -0.291733 & -3.4886 & 0.000323 \tabularnewline
57 & -0.095922 & -1.1471 & 0.126636 \tabularnewline
58 & -0.009558 & -0.1143 & 0.45458 \tabularnewline
59 & 0.103458 & 1.2372 & 0.109025 \tabularnewline
60 & 0.521049 & 6.2308 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68589&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]0.199751[/C][C]2.3887[/C][C]0.009107[/C][/ROW]
[ROW][C]2[/C][C]-0.120104[/C][C]-1.4362[/C][C]0.076559[/C][/ROW]
[ROW][C]3[/C][C]-0.150772[/C][C]-1.803[/C][C]0.036749[/C][/ROW]
[ROW][C]4[/C][C]-0.322074[/C][C]-3.8514[/C][C]8.8e-05[/C][/ROW]
[ROW][C]5[/C][C]-0.083975[/C][C]-1.0042[/C][C]0.158492[/C][/ROW]
[ROW][C]6[/C][C]0.025778[/C][C]0.3083[/C][C]0.379165[/C][/ROW]
[ROW][C]7[/C][C]-0.110961[/C][C]-1.3269[/C][C]0.093329[/C][/ROW]
[ROW][C]8[/C][C]-0.336721[/C][C]-4.0266[/C][C]4.6e-05[/C][/ROW]
[ROW][C]9[/C][C]-0.115586[/C][C]-1.3822[/C][C]0.084531[/C][/ROW]
[ROW][C]10[/C][C]-0.109267[/C][C]-1.3066[/C][C]0.096716[/C][/ROW]
[ROW][C]11[/C][C]0.205852[/C][C]2.4616[/C][C]0.00751[/C][/ROW]
[ROW][C]12[/C][C]0.84143[/C][C]10.062[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.215087[/C][C]2.5721[/C][C]0.005565[/C][/ROW]
[ROW][C]14[/C][C]-0.139554[/C][C]-1.6688[/C][C]0.04867[/C][/ROW]
[ROW][C]15[/C][C]-0.115996[/C][C]-1.3871[/C][C]0.083784[/C][/ROW]
[ROW][C]16[/C][C]-0.278943[/C][C]-3.3357[/C][C]0.000542[/C][/ROW]
[ROW][C]17[/C][C]-0.051706[/C][C]-0.6183[/C][C]0.268674[/C][/ROW]
[ROW][C]18[/C][C]0.012458[/C][C]0.149[/C][C]0.440891[/C][/ROW]
[ROW][C]19[/C][C]-0.114358[/C][C]-1.3675[/C][C]0.086804[/C][/ROW]
[ROW][C]20[/C][C]-0.337174[/C][C]-4.032[/C][C]4.5e-05[/C][/ROW]
[ROW][C]21[/C][C]-0.107385[/C][C]-1.2841[/C][C]0.100585[/C][/ROW]
[ROW][C]22[/C][C]-0.075211[/C][C]-0.8994[/C][C]0.184977[/C][/ROW]
[ROW][C]23[/C][C]0.199475[/C][C]2.3854[/C][C]0.009186[/C][/ROW]
[ROW][C]24[/C][C]0.736921[/C][C]8.8123[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.197262[/C][C]2.3589[/C][C]0.009841[/C][/ROW]
[ROW][C]26[/C][C]-0.123884[/C][C]-1.4814[/C][C]0.070345[/C][/ROW]
[ROW][C]27[/C][C]-0.102699[/C][C]-1.2281[/C][C]0.110713[/C][/ROW]
[ROW][C]28[/C][C]-0.210992[/C][C]-2.5231[/C][C]0.006363[/C][/ROW]
[ROW][C]29[/C][C]-0.065357[/C][C]-0.7816[/C][C]0.217884[/C][/ROW]
[ROW][C]30[/C][C]0.015728[/C][C]0.1881[/C][C]0.425538[/C][/ROW]
[ROW][C]31[/C][C]-0.11537[/C][C]-1.3796[/C][C]0.084927[/C][/ROW]
[ROW][C]32[/C][C]-0.289256[/C][C]-3.459[/C][C]0.000357[/C][/ROW]
[ROW][C]33[/C][C]-0.126882[/C][C]-1.5173[/C][C]0.0657[/C][/ROW]
[ROW][C]34[/C][C]-0.040707[/C][C]-0.4868[/C][C]0.313579[/C][/ROW]
[ROW][C]35[/C][C]0.147411[/C][C]1.7628[/C][C]0.040037[/C][/ROW]
[ROW][C]36[/C][C]0.657438[/C][C]7.8618[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.192909[/C][C]2.3069[/C][C]0.01125[/C][/ROW]
[ROW][C]38[/C][C]-0.134312[/C][C]-1.6061[/C][C]0.055224[/C][/ROW]
[ROW][C]39[/C][C]-0.060237[/C][C]-0.7203[/C][C]0.236248[/C][/ROW]
[ROW][C]40[/C][C]-0.162706[/C][C]-1.9457[/C][C]0.026828[/C][/ROW]
[ROW][C]41[/C][C]-0.058027[/C][C]-0.6939[/C][C]0.244436[/C][/ROW]
[ROW][C]42[/C][C]0.007366[/C][C]0.0881[/C][C]0.464964[/C][/ROW]
[ROW][C]43[/C][C]-0.110954[/C][C]-1.3268[/C][C]0.093341[/C][/ROW]
[ROW][C]44[/C][C]-0.285268[/C][C]-3.4113[/C][C]0.00042[/C][/ROW]
[ROW][C]45[/C][C]-0.106176[/C][C]-1.2697[/C][C]0.103129[/C][/ROW]
[ROW][C]46[/C][C]-0.033645[/C][C]-0.4023[/C][C]0.344018[/C][/ROW]
[ROW][C]47[/C][C]0.124021[/C][C]1.4831[/C][C]0.070127[/C][/ROW]
[ROW][C]48[/C][C]0.586899[/C][C]7.0183[/C][C]0[/C][/ROW]
[ROW][C]49[/C][C]0.186538[/C][C]2.2307[/C][C]0.01363[/C][/ROW]
[ROW][C]50[/C][C]-0.137754[/C][C]-1.6473[/C][C]0.050846[/C][/ROW]
[ROW][C]51[/C][C]-0.049475[/C][C]-0.5916[/C][C]0.277514[/C][/ROW]
[ROW][C]52[/C][C]-0.124159[/C][C]-1.4847[/C][C]0.069909[/C][/ROW]
[ROW][C]53[/C][C]-0.028981[/C][C]-0.3466[/C][C]0.364714[/C][/ROW]
[ROW][C]54[/C][C]0.004469[/C][C]0.0534[/C][C]0.478729[/C][/ROW]
[ROW][C]55[/C][C]-0.094313[/C][C]-1.1278[/C][C]0.130643[/C][/ROW]
[ROW][C]56[/C][C]-0.291733[/C][C]-3.4886[/C][C]0.000323[/C][/ROW]
[ROW][C]57[/C][C]-0.095922[/C][C]-1.1471[/C][C]0.126636[/C][/ROW]
[ROW][C]58[/C][C]-0.009558[/C][C]-0.1143[/C][C]0.45458[/C][/ROW]
[ROW][C]59[/C][C]0.103458[/C][C]1.2372[/C][C]0.109025[/C][/ROW]
[ROW][C]60[/C][C]0.521049[/C][C]6.2308[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68589&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68589&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	0.199751	2.3887	0.009107
2	-0.120104	-1.4362	0.076559
3	-0.150772	-1.803	0.036749
4	-0.322074	-3.8514	8.8e-05
5	-0.083975	-1.0042	0.158492
6	0.025778	0.3083	0.379165
7	-0.110961	-1.3269	0.093329
8	-0.336721	-4.0266	4.6e-05
9	-0.115586	-1.3822	0.084531
10	-0.109267	-1.3066	0.096716
11	0.205852	2.4616	0.00751
12	0.84143	10.062	0
13	0.215087	2.5721	0.005565
14	-0.139554	-1.6688	0.04867
15	-0.115996	-1.3871	0.083784
16	-0.278943	-3.3357	0.000542
17	-0.051706	-0.6183	0.268674
18	0.012458	0.149	0.440891
19	-0.114358	-1.3675	0.086804
20	-0.337174	-4.032	4.5e-05
21	-0.107385	-1.2841	0.100585
22	-0.075211	-0.8994	0.184977
23	0.199475	2.3854	0.009186
24	0.736921	8.8123	0
25	0.197262	2.3589	0.009841
26	-0.123884	-1.4814	0.070345
27	-0.102699	-1.2281	0.110713
28	-0.210992	-2.5231	0.006363
29	-0.065357	-0.7816	0.217884
30	0.015728	0.1881	0.425538
31	-0.11537	-1.3796	0.084927
32	-0.289256	-3.459	0.000357
33	-0.126882	-1.5173	0.0657
34	-0.040707	-0.4868	0.313579
35	0.147411	1.7628	0.040037
36	0.657438	7.8618	0
37	0.192909	2.3069	0.01125
38	-0.134312	-1.6061	0.055224
39	-0.060237	-0.7203	0.236248
40	-0.162706	-1.9457	0.026828
41	-0.058027	-0.6939	0.244436
42	0.007366	0.0881	0.464964
43	-0.110954	-1.3268	0.093341
44	-0.285268	-3.4113	0.00042
45	-0.106176	-1.2697	0.103129
46	-0.033645	-0.4023	0.344018
47	0.124021	1.4831	0.070127
48	0.586899	7.0183	0
49	0.186538	2.2307	0.01363
50	-0.137754	-1.6473	0.050846
51	-0.049475	-0.5916	0.277514
52	-0.124159	-1.4847	0.069909
53	-0.028981	-0.3466	0.364714
54	0.004469	0.0534	0.478729
55	-0.094313	-1.1278	0.130643
56	-0.291733	-3.4886	0.000323
57	-0.095922	-1.1471	0.126636
58	-0.009558	-0.1143	0.45458
59	0.103458	1.2372	0.109025
60	0.521049	6.2308	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.199751	2.3887	0.009107
2	-0.166655	-1.9929	0.024088
3	-0.095875	-1.1465	0.126751
4	-0.310891	-3.7177	0.000144
5	0.007785	0.0931	0.46298
6	-0.07455	-0.8915	0.187084
7	-0.210284	-2.5146	0.006511
8	-0.494757	-5.9164	0
9	-0.192295	-2.2995	0.011462
10	-0.531875	-6.3603	0
11	-0.302293	-3.6149	0.000208
12	0.586041	7.008	0
13	0.025978	0.3107	0.378257
14	-0.181193	-2.1667	0.015955
15	0.120038	1.4355	0.076671
16	0.000408	0.0049	0.498059
17	0.02526	0.3021	0.381519
18	-0.124989	-1.4947	0.068604
19	0.087435	1.0456	0.148763
20	-0.054471	-0.6514	0.257923
21	-0.061824	-0.7393	0.230468
22	-0.025195	-0.3013	0.381815
23	0.033331	0.3986	0.345396
24	-0.009634	-0.1152	0.45422
25	-0.048057	-0.5747	0.283204
26	0.018487	0.2211	0.412677
27	0.027978	0.3346	0.369219
28	0.016309	0.195	0.422822
29	-0.093457	-1.1176	0.132808
30	0.008498	0.1016	0.459602
31	0.071461	0.8546	0.197114
32	0.109515	1.3096	0.096213
33	-0.093183	-1.1143	0.133508
34	0.063134	0.755	0.225752
35	-0.092056	-1.1008	0.136411
36	0.058404	0.6984	0.243029
37	-0.010291	-0.1231	0.451116
38	-0.076002	-0.9089	0.182478
39	0.087406	1.0452	0.148843
40	0.037026	0.4428	0.329303
41	-0.025502	-0.305	0.38042
42	0.047954	0.5734	0.283622
43	-0.004167	-0.0498	0.480164
44	-0.034889	-0.4172	0.338575
45	0.0232	0.2774	0.390923
46	0.016977	0.203	0.419706
47	0.016843	0.2014	0.42033
48	0.063478	0.7591	0.224524
49	-0.041633	-0.4979	0.309675
50	0.06009	0.7186	0.23679
51	-0.071228	-0.8518	0.197886
52	0.034095	0.4077	0.342044
53	0.088277	1.0556	0.146457
54	-0.012453	-0.1489	0.440913
55	0.06599	0.7891	0.215673
56	-0.008608	-0.1029	0.459079
57	0.042992	0.5141	0.303984
58	0.08413	1.006	0.158046
59	0.057857	0.6919	0.24507
60	0.015011	0.1795	0.428897

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.199751 & 2.3887 & 0.009107 \tabularnewline
2 & -0.166655 & -1.9929 & 0.024088 \tabularnewline
3 & -0.095875 & -1.1465 & 0.126751 \tabularnewline
4 & -0.310891 & -3.7177 & 0.000144 \tabularnewline
5 & 0.007785 & 0.0931 & 0.46298 \tabularnewline
6 & -0.07455 & -0.8915 & 0.187084 \tabularnewline
7 & -0.210284 & -2.5146 & 0.006511 \tabularnewline
8 & -0.494757 & -5.9164 & 0 \tabularnewline
9 & -0.192295 & -2.2995 & 0.011462 \tabularnewline
10 & -0.531875 & -6.3603 & 0 \tabularnewline
11 & -0.302293 & -3.6149 & 0.000208 \tabularnewline
12 & 0.586041 & 7.008 & 0 \tabularnewline
13 & 0.025978 & 0.3107 & 0.378257 \tabularnewline
14 & -0.181193 & -2.1667 & 0.015955 \tabularnewline
15 & 0.120038 & 1.4355 & 0.076671 \tabularnewline
16 & 0.000408 & 0.0049 & 0.498059 \tabularnewline
17 & 0.02526 & 0.3021 & 0.381519 \tabularnewline
18 & -0.124989 & -1.4947 & 0.068604 \tabularnewline
19 & 0.087435 & 1.0456 & 0.148763 \tabularnewline
20 & -0.054471 & -0.6514 & 0.257923 \tabularnewline
21 & -0.061824 & -0.7393 & 0.230468 \tabularnewline
22 & -0.025195 & -0.3013 & 0.381815 \tabularnewline
23 & 0.033331 & 0.3986 & 0.345396 \tabularnewline
24 & -0.009634 & -0.1152 & 0.45422 \tabularnewline
25 & -0.048057 & -0.5747 & 0.283204 \tabularnewline
26 & 0.018487 & 0.2211 & 0.412677 \tabularnewline
27 & 0.027978 & 0.3346 & 0.369219 \tabularnewline
28 & 0.016309 & 0.195 & 0.422822 \tabularnewline
29 & -0.093457 & -1.1176 & 0.132808 \tabularnewline
30 & 0.008498 & 0.1016 & 0.459602 \tabularnewline
31 & 0.071461 & 0.8546 & 0.197114 \tabularnewline
32 & 0.109515 & 1.3096 & 0.096213 \tabularnewline
33 & -0.093183 & -1.1143 & 0.133508 \tabularnewline
34 & 0.063134 & 0.755 & 0.225752 \tabularnewline
35 & -0.092056 & -1.1008 & 0.136411 \tabularnewline
36 & 0.058404 & 0.6984 & 0.243029 \tabularnewline
37 & -0.010291 & -0.1231 & 0.451116 \tabularnewline
38 & -0.076002 & -0.9089 & 0.182478 \tabularnewline
39 & 0.087406 & 1.0452 & 0.148843 \tabularnewline
40 & 0.037026 & 0.4428 & 0.329303 \tabularnewline
41 & -0.025502 & -0.305 & 0.38042 \tabularnewline
42 & 0.047954 & 0.5734 & 0.283622 \tabularnewline
43 & -0.004167 & -0.0498 & 0.480164 \tabularnewline
44 & -0.034889 & -0.4172 & 0.338575 \tabularnewline
45 & 0.0232 & 0.2774 & 0.390923 \tabularnewline
46 & 0.016977 & 0.203 & 0.419706 \tabularnewline
47 & 0.016843 & 0.2014 & 0.42033 \tabularnewline
48 & 0.063478 & 0.7591 & 0.224524 \tabularnewline
49 & -0.041633 & -0.4979 & 0.309675 \tabularnewline
50 & 0.06009 & 0.7186 & 0.23679 \tabularnewline
51 & -0.071228 & -0.8518 & 0.197886 \tabularnewline
52 & 0.034095 & 0.4077 & 0.342044 \tabularnewline
53 & 0.088277 & 1.0556 & 0.146457 \tabularnewline
54 & -0.012453 & -0.1489 & 0.440913 \tabularnewline
55 & 0.06599 & 0.7891 & 0.215673 \tabularnewline
56 & -0.008608 & -0.1029 & 0.459079 \tabularnewline
57 & 0.042992 & 0.5141 & 0.303984 \tabularnewline
58 & 0.08413 & 1.006 & 0.158046 \tabularnewline
59 & 0.057857 & 0.6919 & 0.24507 \tabularnewline
60 & 0.015011 & 0.1795 & 0.428897 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68589&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]0.199751[/C][C]2.3887[/C][C]0.009107[/C][/ROW]
[ROW][C]2[/C][C]-0.166655[/C][C]-1.9929[/C][C]0.024088[/C][/ROW]
[ROW][C]3[/C][C]-0.095875[/C][C]-1.1465[/C][C]0.126751[/C][/ROW]
[ROW][C]4[/C][C]-0.310891[/C][C]-3.7177[/C][C]0.000144[/C][/ROW]
[ROW][C]5[/C][C]0.007785[/C][C]0.0931[/C][C]0.46298[/C][/ROW]
[ROW][C]6[/C][C]-0.07455[/C][C]-0.8915[/C][C]0.187084[/C][/ROW]
[ROW][C]7[/C][C]-0.210284[/C][C]-2.5146[/C][C]0.006511[/C][/ROW]
[ROW][C]8[/C][C]-0.494757[/C][C]-5.9164[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]-0.192295[/C][C]-2.2995[/C][C]0.011462[/C][/ROW]
[ROW][C]10[/C][C]-0.531875[/C][C]-6.3603[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]-0.302293[/C][C]-3.6149[/C][C]0.000208[/C][/ROW]
[ROW][C]12[/C][C]0.586041[/C][C]7.008[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.025978[/C][C]0.3107[/C][C]0.378257[/C][/ROW]
[ROW][C]14[/C][C]-0.181193[/C][C]-2.1667[/C][C]0.015955[/C][/ROW]
[ROW][C]15[/C][C]0.120038[/C][C]1.4355[/C][C]0.076671[/C][/ROW]
[ROW][C]16[/C][C]0.000408[/C][C]0.0049[/C][C]0.498059[/C][/ROW]
[ROW][C]17[/C][C]0.02526[/C][C]0.3021[/C][C]0.381519[/C][/ROW]
[ROW][C]18[/C][C]-0.124989[/C][C]-1.4947[/C][C]0.068604[/C][/ROW]
[ROW][C]19[/C][C]0.087435[/C][C]1.0456[/C][C]0.148763[/C][/ROW]
[ROW][C]20[/C][C]-0.054471[/C][C]-0.6514[/C][C]0.257923[/C][/ROW]
[ROW][C]21[/C][C]-0.061824[/C][C]-0.7393[/C][C]0.230468[/C][/ROW]
[ROW][C]22[/C][C]-0.025195[/C][C]-0.3013[/C][C]0.381815[/C][/ROW]
[ROW][C]23[/C][C]0.033331[/C][C]0.3986[/C][C]0.345396[/C][/ROW]
[ROW][C]24[/C][C]-0.009634[/C][C]-0.1152[/C][C]0.45422[/C][/ROW]
[ROW][C]25[/C][C]-0.048057[/C][C]-0.5747[/C][C]0.283204[/C][/ROW]
[ROW][C]26[/C][C]0.018487[/C][C]0.2211[/C][C]0.412677[/C][/ROW]
[ROW][C]27[/C][C]0.027978[/C][C]0.3346[/C][C]0.369219[/C][/ROW]
[ROW][C]28[/C][C]0.016309[/C][C]0.195[/C][C]0.422822[/C][/ROW]
[ROW][C]29[/C][C]-0.093457[/C][C]-1.1176[/C][C]0.132808[/C][/ROW]
[ROW][C]30[/C][C]0.008498[/C][C]0.1016[/C][C]0.459602[/C][/ROW]
[ROW][C]31[/C][C]0.071461[/C][C]0.8546[/C][C]0.197114[/C][/ROW]
[ROW][C]32[/C][C]0.109515[/C][C]1.3096[/C][C]0.096213[/C][/ROW]
[ROW][C]33[/C][C]-0.093183[/C][C]-1.1143[/C][C]0.133508[/C][/ROW]
[ROW][C]34[/C][C]0.063134[/C][C]0.755[/C][C]0.225752[/C][/ROW]
[ROW][C]35[/C][C]-0.092056[/C][C]-1.1008[/C][C]0.136411[/C][/ROW]
[ROW][C]36[/C][C]0.058404[/C][C]0.6984[/C][C]0.243029[/C][/ROW]
[ROW][C]37[/C][C]-0.010291[/C][C]-0.1231[/C][C]0.451116[/C][/ROW]
[ROW][C]38[/C][C]-0.076002[/C][C]-0.9089[/C][C]0.182478[/C][/ROW]
[ROW][C]39[/C][C]0.087406[/C][C]1.0452[/C][C]0.148843[/C][/ROW]
[ROW][C]40[/C][C]0.037026[/C][C]0.4428[/C][C]0.329303[/C][/ROW]
[ROW][C]41[/C][C]-0.025502[/C][C]-0.305[/C][C]0.38042[/C][/ROW]
[ROW][C]42[/C][C]0.047954[/C][C]0.5734[/C][C]0.283622[/C][/ROW]
[ROW][C]43[/C][C]-0.004167[/C][C]-0.0498[/C][C]0.480164[/C][/ROW]
[ROW][C]44[/C][C]-0.034889[/C][C]-0.4172[/C][C]0.338575[/C][/ROW]
[ROW][C]45[/C][C]0.0232[/C][C]0.2774[/C][C]0.390923[/C][/ROW]
[ROW][C]46[/C][C]0.016977[/C][C]0.203[/C][C]0.419706[/C][/ROW]
[ROW][C]47[/C][C]0.016843[/C][C]0.2014[/C][C]0.42033[/C][/ROW]
[ROW][C]48[/C][C]0.063478[/C][C]0.7591[/C][C]0.224524[/C][/ROW]
[ROW][C]49[/C][C]-0.041633[/C][C]-0.4979[/C][C]0.309675[/C][/ROW]
[ROW][C]50[/C][C]0.06009[/C][C]0.7186[/C][C]0.23679[/C][/ROW]
[ROW][C]51[/C][C]-0.071228[/C][C]-0.8518[/C][C]0.197886[/C][/ROW]
[ROW][C]52[/C][C]0.034095[/C][C]0.4077[/C][C]0.342044[/C][/ROW]
[ROW][C]53[/C][C]0.088277[/C][C]1.0556[/C][C]0.146457[/C][/ROW]
[ROW][C]54[/C][C]-0.012453[/C][C]-0.1489[/C][C]0.440913[/C][/ROW]
[ROW][C]55[/C][C]0.06599[/C][C]0.7891[/C][C]0.215673[/C][/ROW]
[ROW][C]56[/C][C]-0.008608[/C][C]-0.1029[/C][C]0.459079[/C][/ROW]
[ROW][C]57[/C][C]0.042992[/C][C]0.5141[/C][C]0.303984[/C][/ROW]
[ROW][C]58[/C][C]0.08413[/C][C]1.006[/C][C]0.158046[/C][/ROW]
[ROW][C]59[/C][C]0.057857[/C][C]0.6919[/C][C]0.24507[/C][/ROW]
[ROW][C]60[/C][C]0.015011[/C][C]0.1795[/C][C]0.428897[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68589&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68589&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	0.199751	2.3887	0.009107
2	-0.166655	-1.9929	0.024088
3	-0.095875	-1.1465	0.126751
4	-0.310891	-3.7177	0.000144
5	0.007785	0.0931	0.46298
6	-0.07455	-0.8915	0.187084
7	-0.210284	-2.5146	0.006511
8	-0.494757	-5.9164	0
9	-0.192295	-2.2995	0.011462
10	-0.531875	-6.3603	0
11	-0.302293	-3.6149	0.000208
12	0.586041	7.008	0
13	0.025978	0.3107	0.378257
14	-0.181193	-2.1667	0.015955
15	0.120038	1.4355	0.076671
16	0.000408	0.0049	0.498059
17	0.02526	0.3021	0.381519
18	-0.124989	-1.4947	0.068604
19	0.087435	1.0456	0.148763
20	-0.054471	-0.6514	0.257923
21	-0.061824	-0.7393	0.230468
22	-0.025195	-0.3013	0.381815
23	0.033331	0.3986	0.345396
24	-0.009634	-0.1152	0.45422
25	-0.048057	-0.5747	0.283204
26	0.018487	0.2211	0.412677
27	0.027978	0.3346	0.369219
28	0.016309	0.195	0.422822
29	-0.093457	-1.1176	0.132808
30	0.008498	0.1016	0.459602
31	0.071461	0.8546	0.197114
32	0.109515	1.3096	0.096213
33	-0.093183	-1.1143	0.133508
34	0.063134	0.755	0.225752
35	-0.092056	-1.1008	0.136411
36	0.058404	0.6984	0.243029
37	-0.010291	-0.1231	0.451116
38	-0.076002	-0.9089	0.182478
39	0.087406	1.0452	0.148843
40	0.037026	0.4428	0.329303
41	-0.025502	-0.305	0.38042
42	0.047954	0.5734	0.283622
43	-0.004167	-0.0498	0.480164
44	-0.034889	-0.4172	0.338575
45	0.0232	0.2774	0.390923
46	0.016977	0.203	0.419706
47	0.016843	0.2014	0.42033
48	0.063478	0.7591	0.224524
49	-0.041633	-0.4979	0.309675
50	0.06009	0.7186	0.23679
51	-0.071228	-0.8518	0.197886
52	0.034095	0.4077	0.342044
53	0.088277	1.0556	0.146457
54	-0.012453	-0.1489	0.440913
55	0.06599	0.7891	0.215673
56	-0.008608	-0.1029	0.459079
57	0.042992	0.5141	0.303984
58	0.08413	1.006	0.158046
59	0.057857	0.6919	0.24507
60	0.015011	0.1795	0.428897

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 0.0 ; par3 = 1 ; 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