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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 21 Dec 2009 06:19:59 -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/21/t12614016463b98ecp7wndnq1g.htm/, Retrieved Sun, 05 May 2024 16:45:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70146, Retrieved Sun, 05 May 2024 16:45:14 +0000

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User-defined keywords

Estimated Impact

140

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]
-    D        [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-11-26 09:42:54] [976efdaed7598845c859b86bc2e467ce]
-    D          [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-12-18 15:28:28] [976efdaed7598845c859b86bc2e467ce]
-   P             [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-12-20 18:20:39] [976efdaed7598845c859b86bc2e467ce]
-    D                [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-12-21 13:19:59] [d45d8d97b86162be82506c3c0ea6e4a6] [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	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=70146&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=70146&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70146&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	0.966764	7.7943	0
2	0.923207	7.4431	0
3	0.885015	7.1352	0
4	0.842633	6.7935	0
5	0.802825	6.4726	0
6	0.751964	6.0625	0
7	0.68146	5.4941	0
8	0.599801	4.8358	4e-06
9	0.522789	4.2149	3.9e-05
10	0.455232	3.6702	0.000246
11	0.407042	3.2817	0.000831
12	0.356932	2.8777	0.002708
13	0.279141	2.2505	0.013903
14	0.205582	1.6575	0.051123
15	0.142784	1.1512	0.126941
16	0.084605	0.6821	0.248796
17	0.037223	0.3001	0.382529
18	-0.013631	-0.1099	0.456415
19	-0.074664	-0.602	0.274646
20	-0.141552	-1.1412	0.12898
21	-0.197091	-1.589	0.058456
22	-0.239341	-1.9296	0.02901
23	-0.269047	-2.1691	0.016868
24	-0.299192	-2.4122	0.009345
25	-0.342713	-2.763	0.00372
26	-0.378161	-3.0488	0.00166
27	-0.401858	-3.2399	0.000943
28	-0.415787	-3.3522	0.00067
29	-0.414002	-3.3378	7e-04
30	-0.411986	-3.3215	0.000736
31	-0.415587	-3.3506	0.000673
32	-0.424314	-3.4209	0.000542
33	-0.420982	-3.3941	0.000589
34	-0.407456	-3.285	0.000823
35	-0.39051	-3.1484	0.00124
36	-0.372234	-3.001	0.001907
37	-0.360292	-2.9048	0.002509
38	-0.353653	-2.8512	0.002915
39	-0.341182	-2.7507	0.003848
40	-0.321938	-2.5955	0.005831
41	-0.299559	-2.4151	0.009276
42	-0.278675	-2.2467	0.014029
43	-0.264239	-2.1304	0.018465
44	-0.251511	-2.0277	0.023345
45	-0.231154	-1.8636	0.033446
46	-0.204932	-1.6522	0.051657
47	-0.175664	-1.4163	0.080738
48	-0.142693	-1.1504	0.127092
49	-0.118004	-0.9514	0.172468
50	-0.098636	-0.7952	0.214687
51	-0.075167	-0.606	0.273308
52	-0.048629	-0.3921	0.348147
53	-0.021559	-0.1738	0.431276
54	0.000179	0.0014	0.499427
55	0.012869	0.1038	0.458842
56	0.01871	0.1508	0.440283
57	0.022191	0.1789	0.429283
58	0.023134	0.1865	0.426311
59	0.023488	0.1894	0.425197
60	0.025645	0.2068	0.418425

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966764 & 7.7943 & 0 \tabularnewline
2 & 0.923207 & 7.4431 & 0 \tabularnewline
3 & 0.885015 & 7.1352 & 0 \tabularnewline
4 & 0.842633 & 6.7935 & 0 \tabularnewline
5 & 0.802825 & 6.4726 & 0 \tabularnewline
6 & 0.751964 & 6.0625 & 0 \tabularnewline
7 & 0.68146 & 5.4941 & 0 \tabularnewline
8 & 0.599801 & 4.8358 & 4e-06 \tabularnewline
9 & 0.522789 & 4.2149 & 3.9e-05 \tabularnewline
10 & 0.455232 & 3.6702 & 0.000246 \tabularnewline
11 & 0.407042 & 3.2817 & 0.000831 \tabularnewline
12 & 0.356932 & 2.8777 & 0.002708 \tabularnewline
13 & 0.279141 & 2.2505 & 0.013903 \tabularnewline
14 & 0.205582 & 1.6575 & 0.051123 \tabularnewline
15 & 0.142784 & 1.1512 & 0.126941 \tabularnewline
16 & 0.084605 & 0.6821 & 0.248796 \tabularnewline
17 & 0.037223 & 0.3001 & 0.382529 \tabularnewline
18 & -0.013631 & -0.1099 & 0.456415 \tabularnewline
19 & -0.074664 & -0.602 & 0.274646 \tabularnewline
20 & -0.141552 & -1.1412 & 0.12898 \tabularnewline
21 & -0.197091 & -1.589 & 0.058456 \tabularnewline
22 & -0.239341 & -1.9296 & 0.02901 \tabularnewline
23 & -0.269047 & -2.1691 & 0.016868 \tabularnewline
24 & -0.299192 & -2.4122 & 0.009345 \tabularnewline
25 & -0.342713 & -2.763 & 0.00372 \tabularnewline
26 & -0.378161 & -3.0488 & 0.00166 \tabularnewline
27 & -0.401858 & -3.2399 & 0.000943 \tabularnewline
28 & -0.415787 & -3.3522 & 0.00067 \tabularnewline
29 & -0.414002 & -3.3378 & 7e-04 \tabularnewline
30 & -0.411986 & -3.3215 & 0.000736 \tabularnewline
31 & -0.415587 & -3.3506 & 0.000673 \tabularnewline
32 & -0.424314 & -3.4209 & 0.000542 \tabularnewline
33 & -0.420982 & -3.3941 & 0.000589 \tabularnewline
34 & -0.407456 & -3.285 & 0.000823 \tabularnewline
35 & -0.39051 & -3.1484 & 0.00124 \tabularnewline
36 & -0.372234 & -3.001 & 0.001907 \tabularnewline
37 & -0.360292 & -2.9048 & 0.002509 \tabularnewline
38 & -0.353653 & -2.8512 & 0.002915 \tabularnewline
39 & -0.341182 & -2.7507 & 0.003848 \tabularnewline
40 & -0.321938 & -2.5955 & 0.005831 \tabularnewline
41 & -0.299559 & -2.4151 & 0.009276 \tabularnewline
42 & -0.278675 & -2.2467 & 0.014029 \tabularnewline
43 & -0.264239 & -2.1304 & 0.018465 \tabularnewline
44 & -0.251511 & -2.0277 & 0.023345 \tabularnewline
45 & -0.231154 & -1.8636 & 0.033446 \tabularnewline
46 & -0.204932 & -1.6522 & 0.051657 \tabularnewline
47 & -0.175664 & -1.4163 & 0.080738 \tabularnewline
48 & -0.142693 & -1.1504 & 0.127092 \tabularnewline
49 & -0.118004 & -0.9514 & 0.172468 \tabularnewline
50 & -0.098636 & -0.7952 & 0.214687 \tabularnewline
51 & -0.075167 & -0.606 & 0.273308 \tabularnewline
52 & -0.048629 & -0.3921 & 0.348147 \tabularnewline
53 & -0.021559 & -0.1738 & 0.431276 \tabularnewline
54 & 0.000179 & 0.0014 & 0.499427 \tabularnewline
55 & 0.012869 & 0.1038 & 0.458842 \tabularnewline
56 & 0.01871 & 0.1508 & 0.440283 \tabularnewline
57 & 0.022191 & 0.1789 & 0.429283 \tabularnewline
58 & 0.023134 & 0.1865 & 0.426311 \tabularnewline
59 & 0.023488 & 0.1894 & 0.425197 \tabularnewline
60 & 0.025645 & 0.2068 & 0.418425 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70146&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]0.966764[/C][C]7.7943[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.923207[/C][C]7.4431[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.885015[/C][C]7.1352[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.842633[/C][C]6.7935[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.802825[/C][C]6.4726[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.751964[/C][C]6.0625[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.68146[/C][C]5.4941[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.599801[/C][C]4.8358[/C][C]4e-06[/C][/ROW]
[ROW][C]9[/C][C]0.522789[/C][C]4.2149[/C][C]3.9e-05[/C][/ROW]
[ROW][C]10[/C][C]0.455232[/C][C]3.6702[/C][C]0.000246[/C][/ROW]
[ROW][C]11[/C][C]0.407042[/C][C]3.2817[/C][C]0.000831[/C][/ROW]
[ROW][C]12[/C][C]0.356932[/C][C]2.8777[/C][C]0.002708[/C][/ROW]
[ROW][C]13[/C][C]0.279141[/C][C]2.2505[/C][C]0.013903[/C][/ROW]
[ROW][C]14[/C][C]0.205582[/C][C]1.6575[/C][C]0.051123[/C][/ROW]
[ROW][C]15[/C][C]0.142784[/C][C]1.1512[/C][C]0.126941[/C][/ROW]
[ROW][C]16[/C][C]0.084605[/C][C]0.6821[/C][C]0.248796[/C][/ROW]
[ROW][C]17[/C][C]0.037223[/C][C]0.3001[/C][C]0.382529[/C][/ROW]
[ROW][C]18[/C][C]-0.013631[/C][C]-0.1099[/C][C]0.456415[/C][/ROW]
[ROW][C]19[/C][C]-0.074664[/C][C]-0.602[/C][C]0.274646[/C][/ROW]
[ROW][C]20[/C][C]-0.141552[/C][C]-1.1412[/C][C]0.12898[/C][/ROW]
[ROW][C]21[/C][C]-0.197091[/C][C]-1.589[/C][C]0.058456[/C][/ROW]
[ROW][C]22[/C][C]-0.239341[/C][C]-1.9296[/C][C]0.02901[/C][/ROW]
[ROW][C]23[/C][C]-0.269047[/C][C]-2.1691[/C][C]0.016868[/C][/ROW]
[ROW][C]24[/C][C]-0.299192[/C][C]-2.4122[/C][C]0.009345[/C][/ROW]
[ROW][C]25[/C][C]-0.342713[/C][C]-2.763[/C][C]0.00372[/C][/ROW]
[ROW][C]26[/C][C]-0.378161[/C][C]-3.0488[/C][C]0.00166[/C][/ROW]
[ROW][C]27[/C][C]-0.401858[/C][C]-3.2399[/C][C]0.000943[/C][/ROW]
[ROW][C]28[/C][C]-0.415787[/C][C]-3.3522[/C][C]0.00067[/C][/ROW]
[ROW][C]29[/C][C]-0.414002[/C][C]-3.3378[/C][C]7e-04[/C][/ROW]
[ROW][C]30[/C][C]-0.411986[/C][C]-3.3215[/C][C]0.000736[/C][/ROW]
[ROW][C]31[/C][C]-0.415587[/C][C]-3.3506[/C][C]0.000673[/C][/ROW]
[ROW][C]32[/C][C]-0.424314[/C][C]-3.4209[/C][C]0.000542[/C][/ROW]
[ROW][C]33[/C][C]-0.420982[/C][C]-3.3941[/C][C]0.000589[/C][/ROW]
[ROW][C]34[/C][C]-0.407456[/C][C]-3.285[/C][C]0.000823[/C][/ROW]
[ROW][C]35[/C][C]-0.39051[/C][C]-3.1484[/C][C]0.00124[/C][/ROW]
[ROW][C]36[/C][C]-0.372234[/C][C]-3.001[/C][C]0.001907[/C][/ROW]
[ROW][C]37[/C][C]-0.360292[/C][C]-2.9048[/C][C]0.002509[/C][/ROW]
[ROW][C]38[/C][C]-0.353653[/C][C]-2.8512[/C][C]0.002915[/C][/ROW]
[ROW][C]39[/C][C]-0.341182[/C][C]-2.7507[/C][C]0.003848[/C][/ROW]
[ROW][C]40[/C][C]-0.321938[/C][C]-2.5955[/C][C]0.005831[/C][/ROW]
[ROW][C]41[/C][C]-0.299559[/C][C]-2.4151[/C][C]0.009276[/C][/ROW]
[ROW][C]42[/C][C]-0.278675[/C][C]-2.2467[/C][C]0.014029[/C][/ROW]
[ROW][C]43[/C][C]-0.264239[/C][C]-2.1304[/C][C]0.018465[/C][/ROW]
[ROW][C]44[/C][C]-0.251511[/C][C]-2.0277[/C][C]0.023345[/C][/ROW]
[ROW][C]45[/C][C]-0.231154[/C][C]-1.8636[/C][C]0.033446[/C][/ROW]
[ROW][C]46[/C][C]-0.204932[/C][C]-1.6522[/C][C]0.051657[/C][/ROW]
[ROW][C]47[/C][C]-0.175664[/C][C]-1.4163[/C][C]0.080738[/C][/ROW]
[ROW][C]48[/C][C]-0.142693[/C][C]-1.1504[/C][C]0.127092[/C][/ROW]
[ROW][C]49[/C][C]-0.118004[/C][C]-0.9514[/C][C]0.172468[/C][/ROW]
[ROW][C]50[/C][C]-0.098636[/C][C]-0.7952[/C][C]0.214687[/C][/ROW]
[ROW][C]51[/C][C]-0.075167[/C][C]-0.606[/C][C]0.273308[/C][/ROW]
[ROW][C]52[/C][C]-0.048629[/C][C]-0.3921[/C][C]0.348147[/C][/ROW]
[ROW][C]53[/C][C]-0.021559[/C][C]-0.1738[/C][C]0.431276[/C][/ROW]
[ROW][C]54[/C][C]0.000179[/C][C]0.0014[/C][C]0.499427[/C][/ROW]
[ROW][C]55[/C][C]0.012869[/C][C]0.1038[/C][C]0.458842[/C][/ROW]
[ROW][C]56[/C][C]0.01871[/C][C]0.1508[/C][C]0.440283[/C][/ROW]
[ROW][C]57[/C][C]0.022191[/C][C]0.1789[/C][C]0.429283[/C][/ROW]
[ROW][C]58[/C][C]0.023134[/C][C]0.1865[/C][C]0.426311[/C][/ROW]
[ROW][C]59[/C][C]0.023488[/C][C]0.1894[/C][C]0.425197[/C][/ROW]
[ROW][C]60[/C][C]0.025645[/C][C]0.2068[/C][C]0.418425[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70146&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70146&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	0.966764	7.7943	0
2	0.923207	7.4431	0
3	0.885015	7.1352	0
4	0.842633	6.7935	0
5	0.802825	6.4726	0
6	0.751964	6.0625	0
7	0.68146	5.4941	0
8	0.599801	4.8358	4e-06
9	0.522789	4.2149	3.9e-05
10	0.455232	3.6702	0.000246
11	0.407042	3.2817	0.000831
12	0.356932	2.8777	0.002708
13	0.279141	2.2505	0.013903
14	0.205582	1.6575	0.051123
15	0.142784	1.1512	0.126941
16	0.084605	0.6821	0.248796
17	0.037223	0.3001	0.382529
18	-0.013631	-0.1099	0.456415
19	-0.074664	-0.602	0.274646
20	-0.141552	-1.1412	0.12898
21	-0.197091	-1.589	0.058456
22	-0.239341	-1.9296	0.02901
23	-0.269047	-2.1691	0.016868
24	-0.299192	-2.4122	0.009345
25	-0.342713	-2.763	0.00372
26	-0.378161	-3.0488	0.00166
27	-0.401858	-3.2399	0.000943
28	-0.415787	-3.3522	0.00067
29	-0.414002	-3.3378	7e-04
30	-0.411986	-3.3215	0.000736
31	-0.415587	-3.3506	0.000673
32	-0.424314	-3.4209	0.000542
33	-0.420982	-3.3941	0.000589
34	-0.407456	-3.285	0.000823
35	-0.39051	-3.1484	0.00124
36	-0.372234	-3.001	0.001907
37	-0.360292	-2.9048	0.002509
38	-0.353653	-2.8512	0.002915
39	-0.341182	-2.7507	0.003848
40	-0.321938	-2.5955	0.005831
41	-0.299559	-2.4151	0.009276
42	-0.278675	-2.2467	0.014029
43	-0.264239	-2.1304	0.018465
44	-0.251511	-2.0277	0.023345
45	-0.231154	-1.8636	0.033446
46	-0.204932	-1.6522	0.051657
47	-0.175664	-1.4163	0.080738
48	-0.142693	-1.1504	0.127092
49	-0.118004	-0.9514	0.172468
50	-0.098636	-0.7952	0.214687
51	-0.075167	-0.606	0.273308
52	-0.048629	-0.3921	0.348147
53	-0.021559	-0.1738	0.431276
54	0.000179	0.0014	0.499427
55	0.012869	0.1038	0.458842
56	0.01871	0.1508	0.440283
57	0.022191	0.1789	0.429283
58	0.023134	0.1865	0.426311
59	0.023488	0.1894	0.425197
60	0.025645	0.2068	0.418425

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.966764	7.7943	0
2	-0.174796	-1.4093	0.081764
3	0.08631	0.6959	0.244501
4	-0.118372	-0.9543	0.171722
5	0.056554	0.456	0.324971
6	-0.239736	-1.9328	0.028809
7	-0.265557	-2.141	0.018015
8	-0.216758	-1.7476	0.042631
9	0.030734	0.2478	0.402541
10	0.066368	0.5351	0.297211
11	0.333814	2.6913	0.00452
12	-0.044885	-0.3619	0.359311
13	-0.38482	-3.1025	0.001419
14	0.073061	0.589	0.278938
15	0.025836	0.2083	0.417824
16	-0.08154	-0.6574	0.256624
17	-0.104302	-0.8409	0.20174
18	-0.136093	-1.0972	0.138298
19	0.007417	0.0598	0.476251
20	-0.036288	-0.2926	0.385393
21	0.176654	1.4242	0.079582
22	-0.000715	-0.0058	0.497709
23	-0.064366	-0.5189	0.302784
24	-0.008175	-0.0659	0.473827
25	-0.012304	-0.0992	0.460643
26	0.025567	0.2061	0.418669
27	-0.020193	-0.1628	0.43559
28	-0.045039	-0.3631	0.358847
29	0.068153	0.5495	0.292285
30	-0.004232	-0.0341	0.486444
31	0.075537	0.609	0.272325
32	-0.13645	-1.1001	0.137675
33	0.016241	0.1309	0.448113
34	-0.079388	-0.64	0.262196
35	-0.068222	-0.55	0.292093
36	0.058666	0.473	0.318906
37	0.111082	0.8956	0.186893
38	-0.21706	-1.75	0.042419
39	0.096679	0.7795	0.219271
40	-0.020146	-0.1624	0.43574
41	-0.050066	-0.4036	0.3439
42	-0.045262	-0.3649	0.358179
43	-0.006724	-0.0542	0.478465
44	0.081614	0.658	0.256433
45	-0.036149	-0.2914	0.38582
46	0.071094	0.5732	0.28425
47	0.139058	1.1211	0.13318
48	-0.055675	-0.4489	0.327509
49	-0.050864	-0.4101	0.341548
50	-0.026906	-0.2169	0.414474
51	-0.08836	-0.7124	0.239389
52	-0.071021	-0.5726	0.284448
53	0.013685	0.1103	0.456243
54	-0.04751	-0.383	0.351472
55	-0.024192	-0.195	0.422983
56	-0.040959	-0.3302	0.371148
57	0.02988	0.2409	0.405194
58	-0.111979	-0.9028	0.184981
59	-0.0246	-0.1983	0.421702
60	0.005258	0.0424	0.483159

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966764 & 7.7943 & 0 \tabularnewline
2 & -0.174796 & -1.4093 & 0.081764 \tabularnewline
3 & 0.08631 & 0.6959 & 0.244501 \tabularnewline
4 & -0.118372 & -0.9543 & 0.171722 \tabularnewline
5 & 0.056554 & 0.456 & 0.324971 \tabularnewline
6 & -0.239736 & -1.9328 & 0.028809 \tabularnewline
7 & -0.265557 & -2.141 & 0.018015 \tabularnewline
8 & -0.216758 & -1.7476 & 0.042631 \tabularnewline
9 & 0.030734 & 0.2478 & 0.402541 \tabularnewline
10 & 0.066368 & 0.5351 & 0.297211 \tabularnewline
11 & 0.333814 & 2.6913 & 0.00452 \tabularnewline
12 & -0.044885 & -0.3619 & 0.359311 \tabularnewline
13 & -0.38482 & -3.1025 & 0.001419 \tabularnewline
14 & 0.073061 & 0.589 & 0.278938 \tabularnewline
15 & 0.025836 & 0.2083 & 0.417824 \tabularnewline
16 & -0.08154 & -0.6574 & 0.256624 \tabularnewline
17 & -0.104302 & -0.8409 & 0.20174 \tabularnewline
18 & -0.136093 & -1.0972 & 0.138298 \tabularnewline
19 & 0.007417 & 0.0598 & 0.476251 \tabularnewline
20 & -0.036288 & -0.2926 & 0.385393 \tabularnewline
21 & 0.176654 & 1.4242 & 0.079582 \tabularnewline
22 & -0.000715 & -0.0058 & 0.497709 \tabularnewline
23 & -0.064366 & -0.5189 & 0.302784 \tabularnewline
24 & -0.008175 & -0.0659 & 0.473827 \tabularnewline
25 & -0.012304 & -0.0992 & 0.460643 \tabularnewline
26 & 0.025567 & 0.2061 & 0.418669 \tabularnewline
27 & -0.020193 & -0.1628 & 0.43559 \tabularnewline
28 & -0.045039 & -0.3631 & 0.358847 \tabularnewline
29 & 0.068153 & 0.5495 & 0.292285 \tabularnewline
30 & -0.004232 & -0.0341 & 0.486444 \tabularnewline
31 & 0.075537 & 0.609 & 0.272325 \tabularnewline
32 & -0.13645 & -1.1001 & 0.137675 \tabularnewline
33 & 0.016241 & 0.1309 & 0.448113 \tabularnewline
34 & -0.079388 & -0.64 & 0.262196 \tabularnewline
35 & -0.068222 & -0.55 & 0.292093 \tabularnewline
36 & 0.058666 & 0.473 & 0.318906 \tabularnewline
37 & 0.111082 & 0.8956 & 0.186893 \tabularnewline
38 & -0.21706 & -1.75 & 0.042419 \tabularnewline
39 & 0.096679 & 0.7795 & 0.219271 \tabularnewline
40 & -0.020146 & -0.1624 & 0.43574 \tabularnewline
41 & -0.050066 & -0.4036 & 0.3439 \tabularnewline
42 & -0.045262 & -0.3649 & 0.358179 \tabularnewline
43 & -0.006724 & -0.0542 & 0.478465 \tabularnewline
44 & 0.081614 & 0.658 & 0.256433 \tabularnewline
45 & -0.036149 & -0.2914 & 0.38582 \tabularnewline
46 & 0.071094 & 0.5732 & 0.28425 \tabularnewline
47 & 0.139058 & 1.1211 & 0.13318 \tabularnewline
48 & -0.055675 & -0.4489 & 0.327509 \tabularnewline
49 & -0.050864 & -0.4101 & 0.341548 \tabularnewline
50 & -0.026906 & -0.2169 & 0.414474 \tabularnewline
51 & -0.08836 & -0.7124 & 0.239389 \tabularnewline
52 & -0.071021 & -0.5726 & 0.284448 \tabularnewline
53 & 0.013685 & 0.1103 & 0.456243 \tabularnewline
54 & -0.04751 & -0.383 & 0.351472 \tabularnewline
55 & -0.024192 & -0.195 & 0.422983 \tabularnewline
56 & -0.040959 & -0.3302 & 0.371148 \tabularnewline
57 & 0.02988 & 0.2409 & 0.405194 \tabularnewline
58 & -0.111979 & -0.9028 & 0.184981 \tabularnewline
59 & -0.0246 & -0.1983 & 0.421702 \tabularnewline
60 & 0.005258 & 0.0424 & 0.483159 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70146&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]0.966764[/C][C]7.7943[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.174796[/C][C]-1.4093[/C][C]0.081764[/C][/ROW]
[ROW][C]3[/C][C]0.08631[/C][C]0.6959[/C][C]0.244501[/C][/ROW]
[ROW][C]4[/C][C]-0.118372[/C][C]-0.9543[/C][C]0.171722[/C][/ROW]
[ROW][C]5[/C][C]0.056554[/C][C]0.456[/C][C]0.324971[/C][/ROW]
[ROW][C]6[/C][C]-0.239736[/C][C]-1.9328[/C][C]0.028809[/C][/ROW]
[ROW][C]7[/C][C]-0.265557[/C][C]-2.141[/C][C]0.018015[/C][/ROW]
[ROW][C]8[/C][C]-0.216758[/C][C]-1.7476[/C][C]0.042631[/C][/ROW]
[ROW][C]9[/C][C]0.030734[/C][C]0.2478[/C][C]0.402541[/C][/ROW]
[ROW][C]10[/C][C]0.066368[/C][C]0.5351[/C][C]0.297211[/C][/ROW]
[ROW][C]11[/C][C]0.333814[/C][C]2.6913[/C][C]0.00452[/C][/ROW]
[ROW][C]12[/C][C]-0.044885[/C][C]-0.3619[/C][C]0.359311[/C][/ROW]
[ROW][C]13[/C][C]-0.38482[/C][C]-3.1025[/C][C]0.001419[/C][/ROW]
[ROW][C]14[/C][C]0.073061[/C][C]0.589[/C][C]0.278938[/C][/ROW]
[ROW][C]15[/C][C]0.025836[/C][C]0.2083[/C][C]0.417824[/C][/ROW]
[ROW][C]16[/C][C]-0.08154[/C][C]-0.6574[/C][C]0.256624[/C][/ROW]
[ROW][C]17[/C][C]-0.104302[/C][C]-0.8409[/C][C]0.20174[/C][/ROW]
[ROW][C]18[/C][C]-0.136093[/C][C]-1.0972[/C][C]0.138298[/C][/ROW]
[ROW][C]19[/C][C]0.007417[/C][C]0.0598[/C][C]0.476251[/C][/ROW]
[ROW][C]20[/C][C]-0.036288[/C][C]-0.2926[/C][C]0.385393[/C][/ROW]
[ROW][C]21[/C][C]0.176654[/C][C]1.4242[/C][C]0.079582[/C][/ROW]
[ROW][C]22[/C][C]-0.000715[/C][C]-0.0058[/C][C]0.497709[/C][/ROW]
[ROW][C]23[/C][C]-0.064366[/C][C]-0.5189[/C][C]0.302784[/C][/ROW]
[ROW][C]24[/C][C]-0.008175[/C][C]-0.0659[/C][C]0.473827[/C][/ROW]
[ROW][C]25[/C][C]-0.012304[/C][C]-0.0992[/C][C]0.460643[/C][/ROW]
[ROW][C]26[/C][C]0.025567[/C][C]0.2061[/C][C]0.418669[/C][/ROW]
[ROW][C]27[/C][C]-0.020193[/C][C]-0.1628[/C][C]0.43559[/C][/ROW]
[ROW][C]28[/C][C]-0.045039[/C][C]-0.3631[/C][C]0.358847[/C][/ROW]
[ROW][C]29[/C][C]0.068153[/C][C]0.5495[/C][C]0.292285[/C][/ROW]
[ROW][C]30[/C][C]-0.004232[/C][C]-0.0341[/C][C]0.486444[/C][/ROW]
[ROW][C]31[/C][C]0.075537[/C][C]0.609[/C][C]0.272325[/C][/ROW]
[ROW][C]32[/C][C]-0.13645[/C][C]-1.1001[/C][C]0.137675[/C][/ROW]
[ROW][C]33[/C][C]0.016241[/C][C]0.1309[/C][C]0.448113[/C][/ROW]
[ROW][C]34[/C][C]-0.079388[/C][C]-0.64[/C][C]0.262196[/C][/ROW]
[ROW][C]35[/C][C]-0.068222[/C][C]-0.55[/C][C]0.292093[/C][/ROW]
[ROW][C]36[/C][C]0.058666[/C][C]0.473[/C][C]0.318906[/C][/ROW]
[ROW][C]37[/C][C]0.111082[/C][C]0.8956[/C][C]0.186893[/C][/ROW]
[ROW][C]38[/C][C]-0.21706[/C][C]-1.75[/C][C]0.042419[/C][/ROW]
[ROW][C]39[/C][C]0.096679[/C][C]0.7795[/C][C]0.219271[/C][/ROW]
[ROW][C]40[/C][C]-0.020146[/C][C]-0.1624[/C][C]0.43574[/C][/ROW]
[ROW][C]41[/C][C]-0.050066[/C][C]-0.4036[/C][C]0.3439[/C][/ROW]
[ROW][C]42[/C][C]-0.045262[/C][C]-0.3649[/C][C]0.358179[/C][/ROW]
[ROW][C]43[/C][C]-0.006724[/C][C]-0.0542[/C][C]0.478465[/C][/ROW]
[ROW][C]44[/C][C]0.081614[/C][C]0.658[/C][C]0.256433[/C][/ROW]
[ROW][C]45[/C][C]-0.036149[/C][C]-0.2914[/C][C]0.38582[/C][/ROW]
[ROW][C]46[/C][C]0.071094[/C][C]0.5732[/C][C]0.28425[/C][/ROW]
[ROW][C]47[/C][C]0.139058[/C][C]1.1211[/C][C]0.13318[/C][/ROW]
[ROW][C]48[/C][C]-0.055675[/C][C]-0.4489[/C][C]0.327509[/C][/ROW]
[ROW][C]49[/C][C]-0.050864[/C][C]-0.4101[/C][C]0.341548[/C][/ROW]
[ROW][C]50[/C][C]-0.026906[/C][C]-0.2169[/C][C]0.414474[/C][/ROW]
[ROW][C]51[/C][C]-0.08836[/C][C]-0.7124[/C][C]0.239389[/C][/ROW]
[ROW][C]52[/C][C]-0.071021[/C][C]-0.5726[/C][C]0.284448[/C][/ROW]
[ROW][C]53[/C][C]0.013685[/C][C]0.1103[/C][C]0.456243[/C][/ROW]
[ROW][C]54[/C][C]-0.04751[/C][C]-0.383[/C][C]0.351472[/C][/ROW]
[ROW][C]55[/C][C]-0.024192[/C][C]-0.195[/C][C]0.422983[/C][/ROW]
[ROW][C]56[/C][C]-0.040959[/C][C]-0.3302[/C][C]0.371148[/C][/ROW]
[ROW][C]57[/C][C]0.02988[/C][C]0.2409[/C][C]0.405194[/C][/ROW]
[ROW][C]58[/C][C]-0.111979[/C][C]-0.9028[/C][C]0.184981[/C][/ROW]
[ROW][C]59[/C][C]-0.0246[/C][C]-0.1983[/C][C]0.421702[/C][/ROW]
[ROW][C]60[/C][C]0.005258[/C][C]0.0424[/C][C]0.483159[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70146&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70146&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	0.966764	7.7943	0
2	-0.174796	-1.4093	0.081764
3	0.08631	0.6959	0.244501
4	-0.118372	-0.9543	0.171722
5	0.056554	0.456	0.324971
6	-0.239736	-1.9328	0.028809
7	-0.265557	-2.141	0.018015
8	-0.216758	-1.7476	0.042631
9	0.030734	0.2478	0.402541
10	0.066368	0.5351	0.297211
11	0.333814	2.6913	0.00452
12	-0.044885	-0.3619	0.359311
13	-0.38482	-3.1025	0.001419
14	0.073061	0.589	0.278938
15	0.025836	0.2083	0.417824
16	-0.08154	-0.6574	0.256624
17	-0.104302	-0.8409	0.20174
18	-0.136093	-1.0972	0.138298
19	0.007417	0.0598	0.476251
20	-0.036288	-0.2926	0.385393
21	0.176654	1.4242	0.079582
22	-0.000715	-0.0058	0.497709
23	-0.064366	-0.5189	0.302784
24	-0.008175	-0.0659	0.473827
25	-0.012304	-0.0992	0.460643
26	0.025567	0.2061	0.418669
27	-0.020193	-0.1628	0.43559
28	-0.045039	-0.3631	0.358847
29	0.068153	0.5495	0.292285
30	-0.004232	-0.0341	0.486444
31	0.075537	0.609	0.272325
32	-0.13645	-1.1001	0.137675
33	0.016241	0.1309	0.448113
34	-0.079388	-0.64	0.262196
35	-0.068222	-0.55	0.292093
36	0.058666	0.473	0.318906
37	0.111082	0.8956	0.186893
38	-0.21706	-1.75	0.042419
39	0.096679	0.7795	0.219271
40	-0.020146	-0.1624	0.43574
41	-0.050066	-0.4036	0.3439
42	-0.045262	-0.3649	0.358179
43	-0.006724	-0.0542	0.478465
44	0.081614	0.658	0.256433
45	-0.036149	-0.2914	0.38582
46	0.071094	0.5732	0.28425
47	0.139058	1.1211	0.13318
48	-0.055675	-0.4489	0.327509
49	-0.050864	-0.4101	0.341548
50	-0.026906	-0.2169	0.414474
51	-0.08836	-0.7124	0.239389
52	-0.071021	-0.5726	0.284448
53	0.013685	0.1103	0.456243
54	-0.04751	-0.383	0.351472
55	-0.024192	-0.195	0.422983
56	-0.040959	-0.3302	0.371148
57	0.02988	0.2409	0.405194
58	-0.111979	-0.9028	0.184981
59	-0.0246	-0.1983	0.421702
60	0.005258	0.0424	0.483159

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