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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 13:30:41 -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/t1260995476b522ji31p6dohu8.htm/, Retrieved Tue, 30 Apr 2024 09:48:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68591, Retrieved Tue, 30 Apr 2024 09:48:07 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

131

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 20:30:41] [0f1f1142419956a95ff6f880845f2408] [Current]

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	6 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 & 6 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68591&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]6 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=68591&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68591&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	6 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.341124	-3.9043	7.5e-05
2	0.105047	1.2023	0.115705
3	-0.202139	-2.3136	0.011124
4	0.021359	0.2445	0.403626
5	0.055654	0.637	0.26262
6	0.030804	0.3526	0.362491
7	-0.055579	-0.6361	0.262902
8	-0.000761	-0.0087	0.496533
9	0.176369	2.0186	0.022783
10	-0.076358	-0.874	0.19187
11	0.064384	0.7369	0.231248
12	-0.386613	-4.425	1e-05
13	0.151602	1.7352	0.042532
14	-0.057607	-0.6593	0.255417
15	0.149565	1.7119	0.044645
16	-0.138942	-1.5903	0.057093
17	0.070482	0.8067	0.210649
18	0.015631	0.1789	0.429146
19	-0.010611	-0.1214	0.451763
20	-0.116729	-1.336	0.09193
21	0.038554	0.4413	0.329871
22	-0.091365	-1.0457	0.148809
23	0.223269	2.5554	0.005874
24	-0.018418	-0.2108	0.416683
25	-0.100288	-1.1478	0.126561
26	0.048566	0.5559	0.289627
27	-0.03024	-0.3461	0.364908
28	0.047134	0.5395	0.295237
29	-0.01803	-0.2064	0.418412
30	-0.05107	-0.5845	0.279938
31	-0.053767	-0.6154	0.269681
32	0.195728	2.2402	0.013381
33	-0.122419	-1.4012	0.081766
34	0.07775	0.8899	0.187579
35	-0.152455	-1.7449	0.041671
36	-0.009995	-0.1144	0.454549
37	0.04692	0.537	0.29608
38	0.031238	0.3575	0.360635
39	-0.015087	-0.1727	0.431586
40	-0.034132	-0.3907	0.348344
41	-0.065593	-0.7508	0.227075
42	0.095057	1.088	0.1393
43	-0.089662	-1.0262	0.153337
44	0.028826	0.3299	0.370991
45	-0.036886	-0.4222	0.336793
46	-0.042135	-0.4823	0.315215
47	0.108192	1.2383	0.108908
48	-0.050147	-0.574	0.283489
49	0.105015	1.2019	0.115776
50	-0.017125	-0.196	0.422457
51	-0.031712	-0.363	0.358609
52	0.073882	0.8456	0.199654
53	0.044295	0.507	0.306509
54	-0.094763	-1.0846	0.140043
55	0.155918	1.7846	0.038324
56	-0.105754	-1.2104	0.11415
57	0.048026	0.5497	0.291737
58	0.104092	1.1914	0.117827
59	-0.10015	-1.1463	0.126886
60	0.073403	0.8401	0.201182

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.341124 & -3.9043 & 7.5e-05 \tabularnewline
2 & 0.105047 & 1.2023 & 0.115705 \tabularnewline
3 & -0.202139 & -2.3136 & 0.011124 \tabularnewline
4 & 0.021359 & 0.2445 & 0.403626 \tabularnewline
5 & 0.055654 & 0.637 & 0.26262 \tabularnewline
6 & 0.030804 & 0.3526 & 0.362491 \tabularnewline
7 & -0.055579 & -0.6361 & 0.262902 \tabularnewline
8 & -0.000761 & -0.0087 & 0.496533 \tabularnewline
9 & 0.176369 & 2.0186 & 0.022783 \tabularnewline
10 & -0.076358 & -0.874 & 0.19187 \tabularnewline
11 & 0.064384 & 0.7369 & 0.231248 \tabularnewline
12 & -0.386613 & -4.425 & 1e-05 \tabularnewline
13 & 0.151602 & 1.7352 & 0.042532 \tabularnewline
14 & -0.057607 & -0.6593 & 0.255417 \tabularnewline
15 & 0.149565 & 1.7119 & 0.044645 \tabularnewline
16 & -0.138942 & -1.5903 & 0.057093 \tabularnewline
17 & 0.070482 & 0.8067 & 0.210649 \tabularnewline
18 & 0.015631 & 0.1789 & 0.429146 \tabularnewline
19 & -0.010611 & -0.1214 & 0.451763 \tabularnewline
20 & -0.116729 & -1.336 & 0.09193 \tabularnewline
21 & 0.038554 & 0.4413 & 0.329871 \tabularnewline
22 & -0.091365 & -1.0457 & 0.148809 \tabularnewline
23 & 0.223269 & 2.5554 & 0.005874 \tabularnewline
24 & -0.018418 & -0.2108 & 0.416683 \tabularnewline
25 & -0.100288 & -1.1478 & 0.126561 \tabularnewline
26 & 0.048566 & 0.5559 & 0.289627 \tabularnewline
27 & -0.03024 & -0.3461 & 0.364908 \tabularnewline
28 & 0.047134 & 0.5395 & 0.295237 \tabularnewline
29 & -0.01803 & -0.2064 & 0.418412 \tabularnewline
30 & -0.05107 & -0.5845 & 0.279938 \tabularnewline
31 & -0.053767 & -0.6154 & 0.269681 \tabularnewline
32 & 0.195728 & 2.2402 & 0.013381 \tabularnewline
33 & -0.122419 & -1.4012 & 0.081766 \tabularnewline
34 & 0.07775 & 0.8899 & 0.187579 \tabularnewline
35 & -0.152455 & -1.7449 & 0.041671 \tabularnewline
36 & -0.009995 & -0.1144 & 0.454549 \tabularnewline
37 & 0.04692 & 0.537 & 0.29608 \tabularnewline
38 & 0.031238 & 0.3575 & 0.360635 \tabularnewline
39 & -0.015087 & -0.1727 & 0.431586 \tabularnewline
40 & -0.034132 & -0.3907 & 0.348344 \tabularnewline
41 & -0.065593 & -0.7508 & 0.227075 \tabularnewline
42 & 0.095057 & 1.088 & 0.1393 \tabularnewline
43 & -0.089662 & -1.0262 & 0.153337 \tabularnewline
44 & 0.028826 & 0.3299 & 0.370991 \tabularnewline
45 & -0.036886 & -0.4222 & 0.336793 \tabularnewline
46 & -0.042135 & -0.4823 & 0.315215 \tabularnewline
47 & 0.108192 & 1.2383 & 0.108908 \tabularnewline
48 & -0.050147 & -0.574 & 0.283489 \tabularnewline
49 & 0.105015 & 1.2019 & 0.115776 \tabularnewline
50 & -0.017125 & -0.196 & 0.422457 \tabularnewline
51 & -0.031712 & -0.363 & 0.358609 \tabularnewline
52 & 0.073882 & 0.8456 & 0.199654 \tabularnewline
53 & 0.044295 & 0.507 & 0.306509 \tabularnewline
54 & -0.094763 & -1.0846 & 0.140043 \tabularnewline
55 & 0.155918 & 1.7846 & 0.038324 \tabularnewline
56 & -0.105754 & -1.2104 & 0.11415 \tabularnewline
57 & 0.048026 & 0.5497 & 0.291737 \tabularnewline
58 & 0.104092 & 1.1914 & 0.117827 \tabularnewline
59 & -0.10015 & -1.1463 & 0.126886 \tabularnewline
60 & 0.073403 & 0.8401 & 0.201182 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68591&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]-0.341124[/C][C]-3.9043[/C][C]7.5e-05[/C][/ROW]
[ROW][C]2[/C][C]0.105047[/C][C]1.2023[/C][C]0.115705[/C][/ROW]
[ROW][C]3[/C][C]-0.202139[/C][C]-2.3136[/C][C]0.011124[/C][/ROW]
[ROW][C]4[/C][C]0.021359[/C][C]0.2445[/C][C]0.403626[/C][/ROW]
[ROW][C]5[/C][C]0.055654[/C][C]0.637[/C][C]0.26262[/C][/ROW]
[ROW][C]6[/C][C]0.030804[/C][C]0.3526[/C][C]0.362491[/C][/ROW]
[ROW][C]7[/C][C]-0.055579[/C][C]-0.6361[/C][C]0.262902[/C][/ROW]
[ROW][C]8[/C][C]-0.000761[/C][C]-0.0087[/C][C]0.496533[/C][/ROW]
[ROW][C]9[/C][C]0.176369[/C][C]2.0186[/C][C]0.022783[/C][/ROW]
[ROW][C]10[/C][C]-0.076358[/C][C]-0.874[/C][C]0.19187[/C][/ROW]
[ROW][C]11[/C][C]0.064384[/C][C]0.7369[/C][C]0.231248[/C][/ROW]
[ROW][C]12[/C][C]-0.386613[/C][C]-4.425[/C][C]1e-05[/C][/ROW]
[ROW][C]13[/C][C]0.151602[/C][C]1.7352[/C][C]0.042532[/C][/ROW]
[ROW][C]14[/C][C]-0.057607[/C][C]-0.6593[/C][C]0.255417[/C][/ROW]
[ROW][C]15[/C][C]0.149565[/C][C]1.7119[/C][C]0.044645[/C][/ROW]
[ROW][C]16[/C][C]-0.138942[/C][C]-1.5903[/C][C]0.057093[/C][/ROW]
[ROW][C]17[/C][C]0.070482[/C][C]0.8067[/C][C]0.210649[/C][/ROW]
[ROW][C]18[/C][C]0.015631[/C][C]0.1789[/C][C]0.429146[/C][/ROW]
[ROW][C]19[/C][C]-0.010611[/C][C]-0.1214[/C][C]0.451763[/C][/ROW]
[ROW][C]20[/C][C]-0.116729[/C][C]-1.336[/C][C]0.09193[/C][/ROW]
[ROW][C]21[/C][C]0.038554[/C][C]0.4413[/C][C]0.329871[/C][/ROW]
[ROW][C]22[/C][C]-0.091365[/C][C]-1.0457[/C][C]0.148809[/C][/ROW]
[ROW][C]23[/C][C]0.223269[/C][C]2.5554[/C][C]0.005874[/C][/ROW]
[ROW][C]24[/C][C]-0.018418[/C][C]-0.2108[/C][C]0.416683[/C][/ROW]
[ROW][C]25[/C][C]-0.100288[/C][C]-1.1478[/C][C]0.126561[/C][/ROW]
[ROW][C]26[/C][C]0.048566[/C][C]0.5559[/C][C]0.289627[/C][/ROW]
[ROW][C]27[/C][C]-0.03024[/C][C]-0.3461[/C][C]0.364908[/C][/ROW]
[ROW][C]28[/C][C]0.047134[/C][C]0.5395[/C][C]0.295237[/C][/ROW]
[ROW][C]29[/C][C]-0.01803[/C][C]-0.2064[/C][C]0.418412[/C][/ROW]
[ROW][C]30[/C][C]-0.05107[/C][C]-0.5845[/C][C]0.279938[/C][/ROW]
[ROW][C]31[/C][C]-0.053767[/C][C]-0.6154[/C][C]0.269681[/C][/ROW]
[ROW][C]32[/C][C]0.195728[/C][C]2.2402[/C][C]0.013381[/C][/ROW]
[ROW][C]33[/C][C]-0.122419[/C][C]-1.4012[/C][C]0.081766[/C][/ROW]
[ROW][C]34[/C][C]0.07775[/C][C]0.8899[/C][C]0.187579[/C][/ROW]
[ROW][C]35[/C][C]-0.152455[/C][C]-1.7449[/C][C]0.041671[/C][/ROW]
[ROW][C]36[/C][C]-0.009995[/C][C]-0.1144[/C][C]0.454549[/C][/ROW]
[ROW][C]37[/C][C]0.04692[/C][C]0.537[/C][C]0.29608[/C][/ROW]
[ROW][C]38[/C][C]0.031238[/C][C]0.3575[/C][C]0.360635[/C][/ROW]
[ROW][C]39[/C][C]-0.015087[/C][C]-0.1727[/C][C]0.431586[/C][/ROW]
[ROW][C]40[/C][C]-0.034132[/C][C]-0.3907[/C][C]0.348344[/C][/ROW]
[ROW][C]41[/C][C]-0.065593[/C][C]-0.7508[/C][C]0.227075[/C][/ROW]
[ROW][C]42[/C][C]0.095057[/C][C]1.088[/C][C]0.1393[/C][/ROW]
[ROW][C]43[/C][C]-0.089662[/C][C]-1.0262[/C][C]0.153337[/C][/ROW]
[ROW][C]44[/C][C]0.028826[/C][C]0.3299[/C][C]0.370991[/C][/ROW]
[ROW][C]45[/C][C]-0.036886[/C][C]-0.4222[/C][C]0.336793[/C][/ROW]
[ROW][C]46[/C][C]-0.042135[/C][C]-0.4823[/C][C]0.315215[/C][/ROW]
[ROW][C]47[/C][C]0.108192[/C][C]1.2383[/C][C]0.108908[/C][/ROW]
[ROW][C]48[/C][C]-0.050147[/C][C]-0.574[/C][C]0.283489[/C][/ROW]
[ROW][C]49[/C][C]0.105015[/C][C]1.2019[/C][C]0.115776[/C][/ROW]
[ROW][C]50[/C][C]-0.017125[/C][C]-0.196[/C][C]0.422457[/C][/ROW]
[ROW][C]51[/C][C]-0.031712[/C][C]-0.363[/C][C]0.358609[/C][/ROW]
[ROW][C]52[/C][C]0.073882[/C][C]0.8456[/C][C]0.199654[/C][/ROW]
[ROW][C]53[/C][C]0.044295[/C][C]0.507[/C][C]0.306509[/C][/ROW]
[ROW][C]54[/C][C]-0.094763[/C][C]-1.0846[/C][C]0.140043[/C][/ROW]
[ROW][C]55[/C][C]0.155918[/C][C]1.7846[/C][C]0.038324[/C][/ROW]
[ROW][C]56[/C][C]-0.105754[/C][C]-1.2104[/C][C]0.11415[/C][/ROW]
[ROW][C]57[/C][C]0.048026[/C][C]0.5497[/C][C]0.291737[/C][/ROW]
[ROW][C]58[/C][C]0.104092[/C][C]1.1914[/C][C]0.117827[/C][/ROW]
[ROW][C]59[/C][C]-0.10015[/C][C]-1.1463[/C][C]0.126886[/C][/ROW]
[ROW][C]60[/C][C]0.073403[/C][C]0.8401[/C][C]0.201182[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68591&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68591&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	-0.341124	-3.9043	7.5e-05
2	0.105047	1.2023	0.115705
3	-0.202139	-2.3136	0.011124
4	0.021359	0.2445	0.403626
5	0.055654	0.637	0.26262
6	0.030804	0.3526	0.362491
7	-0.055579	-0.6361	0.262902
8	-0.000761	-0.0087	0.496533
9	0.176369	2.0186	0.022783
10	-0.076358	-0.874	0.19187
11	0.064384	0.7369	0.231248
12	-0.386613	-4.425	1e-05
13	0.151602	1.7352	0.042532
14	-0.057607	-0.6593	0.255417
15	0.149565	1.7119	0.044645
16	-0.138942	-1.5903	0.057093
17	0.070482	0.8067	0.210649
18	0.015631	0.1789	0.429146
19	-0.010611	-0.1214	0.451763
20	-0.116729	-1.336	0.09193
21	0.038554	0.4413	0.329871
22	-0.091365	-1.0457	0.148809
23	0.223269	2.5554	0.005874
24	-0.018418	-0.2108	0.416683
25	-0.100288	-1.1478	0.126561
26	0.048566	0.5559	0.289627
27	-0.03024	-0.3461	0.364908
28	0.047134	0.5395	0.295237
29	-0.01803	-0.2064	0.418412
30	-0.05107	-0.5845	0.279938
31	-0.053767	-0.6154	0.269681
32	0.195728	2.2402	0.013381
33	-0.122419	-1.4012	0.081766
34	0.07775	0.8899	0.187579
35	-0.152455	-1.7449	0.041671
36	-0.009995	-0.1144	0.454549
37	0.04692	0.537	0.29608
38	0.031238	0.3575	0.360635
39	-0.015087	-0.1727	0.431586
40	-0.034132	-0.3907	0.348344
41	-0.065593	-0.7508	0.227075
42	0.095057	1.088	0.1393
43	-0.089662	-1.0262	0.153337
44	0.028826	0.3299	0.370991
45	-0.036886	-0.4222	0.336793
46	-0.042135	-0.4823	0.315215
47	0.108192	1.2383	0.108908
48	-0.050147	-0.574	0.283489
49	0.105015	1.2019	0.115776
50	-0.017125	-0.196	0.422457
51	-0.031712	-0.363	0.358609
52	0.073882	0.8456	0.199654
53	0.044295	0.507	0.306509
54	-0.094763	-1.0846	0.140043
55	0.155918	1.7846	0.038324
56	-0.105754	-1.2104	0.11415
57	0.048026	0.5497	0.291737
58	0.104092	1.1914	0.117827
59	-0.10015	-1.1463	0.126886
60	0.073403	0.8401	0.201182

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.341124	-3.9043	7.5e-05
2	-0.012809	-0.1466	0.441833
3	-0.192662	-2.2051	0.014595
4	-0.125028	-1.431	0.077404
5	0.03309	0.3787	0.352751
6	0.034677	0.3969	0.346043
7	-0.060187	-0.6889	0.246061
8	-0.020223	-0.2315	0.408658
9	0.225577	2.5818	0.005463
10	0.043071	0.493	0.31143
11	0.046588	0.5332	0.29739
12	-0.338695	-3.8765	8.3e-05
13	-0.109179	-1.2496	0.106836
14	-0.076839	-0.8795	0.190379
15	-0.021751	-0.2489	0.401895
16	-0.139545	-1.5972	0.056319
17	0.025892	0.2963	0.383718
18	0.114822	1.3142	0.095538
19	-0.013162	-0.1506	0.440242
20	-0.16743	-1.9163	0.028751
21	0.132404	1.5154	0.066036
22	-0.072039	-0.8245	0.205571
23	0.142854	1.635	0.05222
24	-0.067332	-0.7706	0.221151
25	-0.102668	-1.1751	0.121046
26	-0.010066	-0.1152	0.454229
27	0.043784	0.5011	0.308562
28	-0.089951	-1.0295	0.152562
29	0.046904	0.5368	0.296143
30	-0.004895	-0.056	0.477701
31	-0.096381	-1.1031	0.135997
32	-0.015278	-0.1749	0.430727
33	0.0115	0.1316	0.447741
34	-0.019159	-0.2193	0.413385
35	0.023035	0.2636	0.396235
36	-0.16488	-1.8871	0.030677
37	-0.033997	-0.3891	0.348912
38	0.008682	0.0994	0.4605
39	0.045131	0.5165	0.303171
40	-0.076488	-0.8754	0.191468
41	-0.174764	-2.0003	0.02377
42	0.073564	0.842	0.200666
43	-0.102616	-1.1745	0.121164
44	-0.060516	-0.6926	0.244883
45	-0.026869	-0.3075	0.379464
46	-0.12272	-1.4046	0.081254
47	-0.013211	-0.1512	0.440024
48	-0.049295	-0.5642	0.286788
49	0.088215	1.0097	0.157258
50	0.126405	1.4468	0.075175
51	0.010929	0.1251	0.450322
52	0.106489	1.2188	0.112552
53	0.056544	0.6472	0.259326
54	0.050951	0.5832	0.280394
55	0.015777	0.1806	0.42849
56	-0.044824	-0.513	0.304397
57	-0.065795	-0.7531	0.226381
58	0.135339	1.549	0.061894
59	-0.014363	-0.1644	0.434839
60	-0.004983	-0.057	0.477305

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.341124 & -3.9043 & 7.5e-05 \tabularnewline
2 & -0.012809 & -0.1466 & 0.441833 \tabularnewline
3 & -0.192662 & -2.2051 & 0.014595 \tabularnewline
4 & -0.125028 & -1.431 & 0.077404 \tabularnewline
5 & 0.03309 & 0.3787 & 0.352751 \tabularnewline
6 & 0.034677 & 0.3969 & 0.346043 \tabularnewline
7 & -0.060187 & -0.6889 & 0.246061 \tabularnewline
8 & -0.020223 & -0.2315 & 0.408658 \tabularnewline
9 & 0.225577 & 2.5818 & 0.005463 \tabularnewline
10 & 0.043071 & 0.493 & 0.31143 \tabularnewline
11 & 0.046588 & 0.5332 & 0.29739 \tabularnewline
12 & -0.338695 & -3.8765 & 8.3e-05 \tabularnewline
13 & -0.109179 & -1.2496 & 0.106836 \tabularnewline
14 & -0.076839 & -0.8795 & 0.190379 \tabularnewline
15 & -0.021751 & -0.2489 & 0.401895 \tabularnewline
16 & -0.139545 & -1.5972 & 0.056319 \tabularnewline
17 & 0.025892 & 0.2963 & 0.383718 \tabularnewline
18 & 0.114822 & 1.3142 & 0.095538 \tabularnewline
19 & -0.013162 & -0.1506 & 0.440242 \tabularnewline
20 & -0.16743 & -1.9163 & 0.028751 \tabularnewline
21 & 0.132404 & 1.5154 & 0.066036 \tabularnewline
22 & -0.072039 & -0.8245 & 0.205571 \tabularnewline
23 & 0.142854 & 1.635 & 0.05222 \tabularnewline
24 & -0.067332 & -0.7706 & 0.221151 \tabularnewline
25 & -0.102668 & -1.1751 & 0.121046 \tabularnewline
26 & -0.010066 & -0.1152 & 0.454229 \tabularnewline
27 & 0.043784 & 0.5011 & 0.308562 \tabularnewline
28 & -0.089951 & -1.0295 & 0.152562 \tabularnewline
29 & 0.046904 & 0.5368 & 0.296143 \tabularnewline
30 & -0.004895 & -0.056 & 0.477701 \tabularnewline
31 & -0.096381 & -1.1031 & 0.135997 \tabularnewline
32 & -0.015278 & -0.1749 & 0.430727 \tabularnewline
33 & 0.0115 & 0.1316 & 0.447741 \tabularnewline
34 & -0.019159 & -0.2193 & 0.413385 \tabularnewline
35 & 0.023035 & 0.2636 & 0.396235 \tabularnewline
36 & -0.16488 & -1.8871 & 0.030677 \tabularnewline
37 & -0.033997 & -0.3891 & 0.348912 \tabularnewline
38 & 0.008682 & 0.0994 & 0.4605 \tabularnewline
39 & 0.045131 & 0.5165 & 0.303171 \tabularnewline
40 & -0.076488 & -0.8754 & 0.191468 \tabularnewline
41 & -0.174764 & -2.0003 & 0.02377 \tabularnewline
42 & 0.073564 & 0.842 & 0.200666 \tabularnewline
43 & -0.102616 & -1.1745 & 0.121164 \tabularnewline
44 & -0.060516 & -0.6926 & 0.244883 \tabularnewline
45 & -0.026869 & -0.3075 & 0.379464 \tabularnewline
46 & -0.12272 & -1.4046 & 0.081254 \tabularnewline
47 & -0.013211 & -0.1512 & 0.440024 \tabularnewline
48 & -0.049295 & -0.5642 & 0.286788 \tabularnewline
49 & 0.088215 & 1.0097 & 0.157258 \tabularnewline
50 & 0.126405 & 1.4468 & 0.075175 \tabularnewline
51 & 0.010929 & 0.1251 & 0.450322 \tabularnewline
52 & 0.106489 & 1.2188 & 0.112552 \tabularnewline
53 & 0.056544 & 0.6472 & 0.259326 \tabularnewline
54 & 0.050951 & 0.5832 & 0.280394 \tabularnewline
55 & 0.015777 & 0.1806 & 0.42849 \tabularnewline
56 & -0.044824 & -0.513 & 0.304397 \tabularnewline
57 & -0.065795 & -0.7531 & 0.226381 \tabularnewline
58 & 0.135339 & 1.549 & 0.061894 \tabularnewline
59 & -0.014363 & -0.1644 & 0.434839 \tabularnewline
60 & -0.004983 & -0.057 & 0.477305 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68591&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]-0.341124[/C][C]-3.9043[/C][C]7.5e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.012809[/C][C]-0.1466[/C][C]0.441833[/C][/ROW]
[ROW][C]3[/C][C]-0.192662[/C][C]-2.2051[/C][C]0.014595[/C][/ROW]
[ROW][C]4[/C][C]-0.125028[/C][C]-1.431[/C][C]0.077404[/C][/ROW]
[ROW][C]5[/C][C]0.03309[/C][C]0.3787[/C][C]0.352751[/C][/ROW]
[ROW][C]6[/C][C]0.034677[/C][C]0.3969[/C][C]0.346043[/C][/ROW]
[ROW][C]7[/C][C]-0.060187[/C][C]-0.6889[/C][C]0.246061[/C][/ROW]
[ROW][C]8[/C][C]-0.020223[/C][C]-0.2315[/C][C]0.408658[/C][/ROW]
[ROW][C]9[/C][C]0.225577[/C][C]2.5818[/C][C]0.005463[/C][/ROW]
[ROW][C]10[/C][C]0.043071[/C][C]0.493[/C][C]0.31143[/C][/ROW]
[ROW][C]11[/C][C]0.046588[/C][C]0.5332[/C][C]0.29739[/C][/ROW]
[ROW][C]12[/C][C]-0.338695[/C][C]-3.8765[/C][C]8.3e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.109179[/C][C]-1.2496[/C][C]0.106836[/C][/ROW]
[ROW][C]14[/C][C]-0.076839[/C][C]-0.8795[/C][C]0.190379[/C][/ROW]
[ROW][C]15[/C][C]-0.021751[/C][C]-0.2489[/C][C]0.401895[/C][/ROW]
[ROW][C]16[/C][C]-0.139545[/C][C]-1.5972[/C][C]0.056319[/C][/ROW]
[ROW][C]17[/C][C]0.025892[/C][C]0.2963[/C][C]0.383718[/C][/ROW]
[ROW][C]18[/C][C]0.114822[/C][C]1.3142[/C][C]0.095538[/C][/ROW]
[ROW][C]19[/C][C]-0.013162[/C][C]-0.1506[/C][C]0.440242[/C][/ROW]
[ROW][C]20[/C][C]-0.16743[/C][C]-1.9163[/C][C]0.028751[/C][/ROW]
[ROW][C]21[/C][C]0.132404[/C][C]1.5154[/C][C]0.066036[/C][/ROW]
[ROW][C]22[/C][C]-0.072039[/C][C]-0.8245[/C][C]0.205571[/C][/ROW]
[ROW][C]23[/C][C]0.142854[/C][C]1.635[/C][C]0.05222[/C][/ROW]
[ROW][C]24[/C][C]-0.067332[/C][C]-0.7706[/C][C]0.221151[/C][/ROW]
[ROW][C]25[/C][C]-0.102668[/C][C]-1.1751[/C][C]0.121046[/C][/ROW]
[ROW][C]26[/C][C]-0.010066[/C][C]-0.1152[/C][C]0.454229[/C][/ROW]
[ROW][C]27[/C][C]0.043784[/C][C]0.5011[/C][C]0.308562[/C][/ROW]
[ROW][C]28[/C][C]-0.089951[/C][C]-1.0295[/C][C]0.152562[/C][/ROW]
[ROW][C]29[/C][C]0.046904[/C][C]0.5368[/C][C]0.296143[/C][/ROW]
[ROW][C]30[/C][C]-0.004895[/C][C]-0.056[/C][C]0.477701[/C][/ROW]
[ROW][C]31[/C][C]-0.096381[/C][C]-1.1031[/C][C]0.135997[/C][/ROW]
[ROW][C]32[/C][C]-0.015278[/C][C]-0.1749[/C][C]0.430727[/C][/ROW]
[ROW][C]33[/C][C]0.0115[/C][C]0.1316[/C][C]0.447741[/C][/ROW]
[ROW][C]34[/C][C]-0.019159[/C][C]-0.2193[/C][C]0.413385[/C][/ROW]
[ROW][C]35[/C][C]0.023035[/C][C]0.2636[/C][C]0.396235[/C][/ROW]
[ROW][C]36[/C][C]-0.16488[/C][C]-1.8871[/C][C]0.030677[/C][/ROW]
[ROW][C]37[/C][C]-0.033997[/C][C]-0.3891[/C][C]0.348912[/C][/ROW]
[ROW][C]38[/C][C]0.008682[/C][C]0.0994[/C][C]0.4605[/C][/ROW]
[ROW][C]39[/C][C]0.045131[/C][C]0.5165[/C][C]0.303171[/C][/ROW]
[ROW][C]40[/C][C]-0.076488[/C][C]-0.8754[/C][C]0.191468[/C][/ROW]
[ROW][C]41[/C][C]-0.174764[/C][C]-2.0003[/C][C]0.02377[/C][/ROW]
[ROW][C]42[/C][C]0.073564[/C][C]0.842[/C][C]0.200666[/C][/ROW]
[ROW][C]43[/C][C]-0.102616[/C][C]-1.1745[/C][C]0.121164[/C][/ROW]
[ROW][C]44[/C][C]-0.060516[/C][C]-0.6926[/C][C]0.244883[/C][/ROW]
[ROW][C]45[/C][C]-0.026869[/C][C]-0.3075[/C][C]0.379464[/C][/ROW]
[ROW][C]46[/C][C]-0.12272[/C][C]-1.4046[/C][C]0.081254[/C][/ROW]
[ROW][C]47[/C][C]-0.013211[/C][C]-0.1512[/C][C]0.440024[/C][/ROW]
[ROW][C]48[/C][C]-0.049295[/C][C]-0.5642[/C][C]0.286788[/C][/ROW]
[ROW][C]49[/C][C]0.088215[/C][C]1.0097[/C][C]0.157258[/C][/ROW]
[ROW][C]50[/C][C]0.126405[/C][C]1.4468[/C][C]0.075175[/C][/ROW]
[ROW][C]51[/C][C]0.010929[/C][C]0.1251[/C][C]0.450322[/C][/ROW]
[ROW][C]52[/C][C]0.106489[/C][C]1.2188[/C][C]0.112552[/C][/ROW]
[ROW][C]53[/C][C]0.056544[/C][C]0.6472[/C][C]0.259326[/C][/ROW]
[ROW][C]54[/C][C]0.050951[/C][C]0.5832[/C][C]0.280394[/C][/ROW]
[ROW][C]55[/C][C]0.015777[/C][C]0.1806[/C][C]0.42849[/C][/ROW]
[ROW][C]56[/C][C]-0.044824[/C][C]-0.513[/C][C]0.304397[/C][/ROW]
[ROW][C]57[/C][C]-0.065795[/C][C]-0.7531[/C][C]0.226381[/C][/ROW]
[ROW][C]58[/C][C]0.135339[/C][C]1.549[/C][C]0.061894[/C][/ROW]
[ROW][C]59[/C][C]-0.014363[/C][C]-0.1644[/C][C]0.434839[/C][/ROW]
[ROW][C]60[/C][C]-0.004983[/C][C]-0.057[/C][C]0.477305[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68591&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68591&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	-0.341124	-3.9043	7.5e-05
2	-0.012809	-0.1466	0.441833
3	-0.192662	-2.2051	0.014595
4	-0.125028	-1.431	0.077404
5	0.03309	0.3787	0.352751
6	0.034677	0.3969	0.346043
7	-0.060187	-0.6889	0.246061
8	-0.020223	-0.2315	0.408658
9	0.225577	2.5818	0.005463
10	0.043071	0.493	0.31143
11	0.046588	0.5332	0.29739
12	-0.338695	-3.8765	8.3e-05
13	-0.109179	-1.2496	0.106836
14	-0.076839	-0.8795	0.190379
15	-0.021751	-0.2489	0.401895
16	-0.139545	-1.5972	0.056319
17	0.025892	0.2963	0.383718
18	0.114822	1.3142	0.095538
19	-0.013162	-0.1506	0.440242
20	-0.16743	-1.9163	0.028751
21	0.132404	1.5154	0.066036
22	-0.072039	-0.8245	0.205571
23	0.142854	1.635	0.05222
24	-0.067332	-0.7706	0.221151
25	-0.102668	-1.1751	0.121046
26	-0.010066	-0.1152	0.454229
27	0.043784	0.5011	0.308562
28	-0.089951	-1.0295	0.152562
29	0.046904	0.5368	0.296143
30	-0.004895	-0.056	0.477701
31	-0.096381	-1.1031	0.135997
32	-0.015278	-0.1749	0.430727
33	0.0115	0.1316	0.447741
34	-0.019159	-0.2193	0.413385
35	0.023035	0.2636	0.396235
36	-0.16488	-1.8871	0.030677
37	-0.033997	-0.3891	0.348912
38	0.008682	0.0994	0.4605
39	0.045131	0.5165	0.303171
40	-0.076488	-0.8754	0.191468
41	-0.174764	-2.0003	0.02377
42	0.073564	0.842	0.200666
43	-0.102616	-1.1745	0.121164
44	-0.060516	-0.6926	0.244883
45	-0.026869	-0.3075	0.379464
46	-0.12272	-1.4046	0.081254
47	-0.013211	-0.1512	0.440024
48	-0.049295	-0.5642	0.286788
49	0.088215	1.0097	0.157258
50	0.126405	1.4468	0.075175
51	0.010929	0.1251	0.450322
52	0.106489	1.2188	0.112552
53	0.056544	0.6472	0.259326
54	0.050951	0.5832	0.280394
55	0.015777	0.1806	0.42849
56	-0.044824	-0.513	0.304397
57	-0.065795	-0.7531	0.226381
58	0.135339	1.549	0.061894
59	-0.014363	-0.1644	0.434839
60	-0.004983	-0.057	0.477305

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 0.0 ; 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