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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 28 Dec 2009 05:39:59 -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/28/t1262004049cdr9bui78hgojkl.htm/, Retrieved Sun, 05 May 2024 10:27:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70948, Retrieved Sun, 05 May 2024 10:27:06 +0000

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User-defined keywords

Estimated Impact

177

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]
- RMPD        [Standard Deviation-Mean Plot] [Paper SMP] [2009-12-19 15:14:41] [85be98bd9ebcfd4d73e77f8552419c9a]
- RMP           [(Partial) Autocorrelation Function] [Paper ACF] [2009-12-19 16:26:13] [85be98bd9ebcfd4d73e77f8552419c9a]
-   P             [(Partial) Autocorrelation Function] [acf] [2009-12-28 12:35:39] [85be98bd9ebcfd4d73e77f8552419c9a]
-   P                 [(Partial) Autocorrelation Function] [acf] [2009-12-28 12:39:59] [5cd0e65b1f56b3935a0672588b930e12] [Current]
-   P                   [(Partial) Autocorrelation Function] [acf] [2009-12-28 12:46:27] [85be98bd9ebcfd4d73e77f8552419c9a] 
-   P                     [(Partial) Autocorrelation Function] [acf] [2009-12-30 09:06:41] [85be98bd9ebcfd4d73e77f8552419c9a] 
-   P                   [(Partial) Autocorrelation Function] [acf] [2009-12-29 08:06:59] [85be98bd9ebcfd4d73e77f8552419c9a] 

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70948&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=70948&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70948&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	-0.394399	-3.3233	0.000705
2	-0.27262	-2.2971	0.012281
3	0.312325	2.6317	0.005207
4	-0.158073	-1.3319	0.093569
5	-0.149429	-1.2591	0.106058
6	0.355383	2.9945	0.001891
7	-0.227815	-1.9196	0.029463
8	-0.069006	-0.5815	0.281389
9	0.328048	2.7642	0.003632
10	-0.378629	-3.1904	0.001058
11	-0.13725	-1.1565	0.125679
12	0.632931	5.3332	1e-06
13	-0.314881	-2.6532	0.004915
14	-0.091763	-0.7732	0.220982
15	0.174385	1.4694	0.073072
16	-0.208227	-1.7546	0.041825
17	0.016464	0.1387	0.445029
18	0.215167	1.813	0.037027
19	-0.185933	-1.5667	0.060816
20	0.011892	0.1002	0.460232
21	0.219378	1.8485	0.034346
22	-0.378972	-3.1933	0.001049
23	0.106231	0.8951	0.186875
24	0.29049	2.4477	0.008426
25	-0.18034	-1.5196	0.066529
26	-0.020109	-0.1694	0.432967
27	0.073998	0.6235	0.26747
28	-0.171805	-1.4477	0.076057
29	0.095537	0.805	0.211751
30	0.054789	0.4617	0.322868
31	-0.107035	-0.9019	0.185081
32	0.105296	0.8872	0.188973
33	0.026049	0.2195	0.413447
34	-0.232713	-1.9609	0.026908
35	0.092366	0.7783	0.219493
36	0.167022	1.4073	0.081843
37	-0.052487	-0.4423	0.32982
38	-0.045021	-0.3793	0.35278
39	0.014074	0.1186	0.452968
40	-0.054469	-0.459	0.323831
41	0.043229	0.3643	0.358377
42	0.001642	0.0138	0.4945
43	-0.051687	-0.4355	0.332252
44	0.108198	0.9117	0.182509
45	-0.039554	-0.3333	0.369948
46	-0.077807	-0.6556	0.257096
47	-0.019365	-0.1632	0.435423
48	0.139295	1.1737	0.122215
49	0.002103	0.0177	0.492957
50	-0.071726	-0.6044	0.273761
51	-0.013927	-0.1174	0.453456
52	-0.005028	-0.0424	0.483161
53	0.013478	0.1136	0.45495
54	0.002685	0.0226	0.491006
55	-0.000956	-0.0081	0.496797
56	0.031064	0.2617	0.397137
57	-0.014796	-0.1247	0.450567
58	-0.019172	-0.1615	0.436062
59	-0.040464	-0.341	0.367073
60	0.075072	0.6326	0.264525

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.394399 & -3.3233 & 0.000705 \tabularnewline
2 & -0.27262 & -2.2971 & 0.012281 \tabularnewline
3 & 0.312325 & 2.6317 & 0.005207 \tabularnewline
4 & -0.158073 & -1.3319 & 0.093569 \tabularnewline
5 & -0.149429 & -1.2591 & 0.106058 \tabularnewline
6 & 0.355383 & 2.9945 & 0.001891 \tabularnewline
7 & -0.227815 & -1.9196 & 0.029463 \tabularnewline
8 & -0.069006 & -0.5815 & 0.281389 \tabularnewline
9 & 0.328048 & 2.7642 & 0.003632 \tabularnewline
10 & -0.378629 & -3.1904 & 0.001058 \tabularnewline
11 & -0.13725 & -1.1565 & 0.125679 \tabularnewline
12 & 0.632931 & 5.3332 & 1e-06 \tabularnewline
13 & -0.314881 & -2.6532 & 0.004915 \tabularnewline
14 & -0.091763 & -0.7732 & 0.220982 \tabularnewline
15 & 0.174385 & 1.4694 & 0.073072 \tabularnewline
16 & -0.208227 & -1.7546 & 0.041825 \tabularnewline
17 & 0.016464 & 0.1387 & 0.445029 \tabularnewline
18 & 0.215167 & 1.813 & 0.037027 \tabularnewline
19 & -0.185933 & -1.5667 & 0.060816 \tabularnewline
20 & 0.011892 & 0.1002 & 0.460232 \tabularnewline
21 & 0.219378 & 1.8485 & 0.034346 \tabularnewline
22 & -0.378972 & -3.1933 & 0.001049 \tabularnewline
23 & 0.106231 & 0.8951 & 0.186875 \tabularnewline
24 & 0.29049 & 2.4477 & 0.008426 \tabularnewline
25 & -0.18034 & -1.5196 & 0.066529 \tabularnewline
26 & -0.020109 & -0.1694 & 0.432967 \tabularnewline
27 & 0.073998 & 0.6235 & 0.26747 \tabularnewline
28 & -0.171805 & -1.4477 & 0.076057 \tabularnewline
29 & 0.095537 & 0.805 & 0.211751 \tabularnewline
30 & 0.054789 & 0.4617 & 0.322868 \tabularnewline
31 & -0.107035 & -0.9019 & 0.185081 \tabularnewline
32 & 0.105296 & 0.8872 & 0.188973 \tabularnewline
33 & 0.026049 & 0.2195 & 0.413447 \tabularnewline
34 & -0.232713 & -1.9609 & 0.026908 \tabularnewline
35 & 0.092366 & 0.7783 & 0.219493 \tabularnewline
36 & 0.167022 & 1.4073 & 0.081843 \tabularnewline
37 & -0.052487 & -0.4423 & 0.32982 \tabularnewline
38 & -0.045021 & -0.3793 & 0.35278 \tabularnewline
39 & 0.014074 & 0.1186 & 0.452968 \tabularnewline
40 & -0.054469 & -0.459 & 0.323831 \tabularnewline
41 & 0.043229 & 0.3643 & 0.358377 \tabularnewline
42 & 0.001642 & 0.0138 & 0.4945 \tabularnewline
43 & -0.051687 & -0.4355 & 0.332252 \tabularnewline
44 & 0.108198 & 0.9117 & 0.182509 \tabularnewline
45 & -0.039554 & -0.3333 & 0.369948 \tabularnewline
46 & -0.077807 & -0.6556 & 0.257096 \tabularnewline
47 & -0.019365 & -0.1632 & 0.435423 \tabularnewline
48 & 0.139295 & 1.1737 & 0.122215 \tabularnewline
49 & 0.002103 & 0.0177 & 0.492957 \tabularnewline
50 & -0.071726 & -0.6044 & 0.273761 \tabularnewline
51 & -0.013927 & -0.1174 & 0.453456 \tabularnewline
52 & -0.005028 & -0.0424 & 0.483161 \tabularnewline
53 & 0.013478 & 0.1136 & 0.45495 \tabularnewline
54 & 0.002685 & 0.0226 & 0.491006 \tabularnewline
55 & -0.000956 & -0.0081 & 0.496797 \tabularnewline
56 & 0.031064 & 0.2617 & 0.397137 \tabularnewline
57 & -0.014796 & -0.1247 & 0.450567 \tabularnewline
58 & -0.019172 & -0.1615 & 0.436062 \tabularnewline
59 & -0.040464 & -0.341 & 0.367073 \tabularnewline
60 & 0.075072 & 0.6326 & 0.264525 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70948&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]-0.394399[/C][C]-3.3233[/C][C]0.000705[/C][/ROW]
[ROW][C]2[/C][C]-0.27262[/C][C]-2.2971[/C][C]0.012281[/C][/ROW]
[ROW][C]3[/C][C]0.312325[/C][C]2.6317[/C][C]0.005207[/C][/ROW]
[ROW][C]4[/C][C]-0.158073[/C][C]-1.3319[/C][C]0.093569[/C][/ROW]
[ROW][C]5[/C][C]-0.149429[/C][C]-1.2591[/C][C]0.106058[/C][/ROW]
[ROW][C]6[/C][C]0.355383[/C][C]2.9945[/C][C]0.001891[/C][/ROW]
[ROW][C]7[/C][C]-0.227815[/C][C]-1.9196[/C][C]0.029463[/C][/ROW]
[ROW][C]8[/C][C]-0.069006[/C][C]-0.5815[/C][C]0.281389[/C][/ROW]
[ROW][C]9[/C][C]0.328048[/C][C]2.7642[/C][C]0.003632[/C][/ROW]
[ROW][C]10[/C][C]-0.378629[/C][C]-3.1904[/C][C]0.001058[/C][/ROW]
[ROW][C]11[/C][C]-0.13725[/C][C]-1.1565[/C][C]0.125679[/C][/ROW]
[ROW][C]12[/C][C]0.632931[/C][C]5.3332[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.314881[/C][C]-2.6532[/C][C]0.004915[/C][/ROW]
[ROW][C]14[/C][C]-0.091763[/C][C]-0.7732[/C][C]0.220982[/C][/ROW]
[ROW][C]15[/C][C]0.174385[/C][C]1.4694[/C][C]0.073072[/C][/ROW]
[ROW][C]16[/C][C]-0.208227[/C][C]-1.7546[/C][C]0.041825[/C][/ROW]
[ROW][C]17[/C][C]0.016464[/C][C]0.1387[/C][C]0.445029[/C][/ROW]
[ROW][C]18[/C][C]0.215167[/C][C]1.813[/C][C]0.037027[/C][/ROW]
[ROW][C]19[/C][C]-0.185933[/C][C]-1.5667[/C][C]0.060816[/C][/ROW]
[ROW][C]20[/C][C]0.011892[/C][C]0.1002[/C][C]0.460232[/C][/ROW]
[ROW][C]21[/C][C]0.219378[/C][C]1.8485[/C][C]0.034346[/C][/ROW]
[ROW][C]22[/C][C]-0.378972[/C][C]-3.1933[/C][C]0.001049[/C][/ROW]
[ROW][C]23[/C][C]0.106231[/C][C]0.8951[/C][C]0.186875[/C][/ROW]
[ROW][C]24[/C][C]0.29049[/C][C]2.4477[/C][C]0.008426[/C][/ROW]
[ROW][C]25[/C][C]-0.18034[/C][C]-1.5196[/C][C]0.066529[/C][/ROW]
[ROW][C]26[/C][C]-0.020109[/C][C]-0.1694[/C][C]0.432967[/C][/ROW]
[ROW][C]27[/C][C]0.073998[/C][C]0.6235[/C][C]0.26747[/C][/ROW]
[ROW][C]28[/C][C]-0.171805[/C][C]-1.4477[/C][C]0.076057[/C][/ROW]
[ROW][C]29[/C][C]0.095537[/C][C]0.805[/C][C]0.211751[/C][/ROW]
[ROW][C]30[/C][C]0.054789[/C][C]0.4617[/C][C]0.322868[/C][/ROW]
[ROW][C]31[/C][C]-0.107035[/C][C]-0.9019[/C][C]0.185081[/C][/ROW]
[ROW][C]32[/C][C]0.105296[/C][C]0.8872[/C][C]0.188973[/C][/ROW]
[ROW][C]33[/C][C]0.026049[/C][C]0.2195[/C][C]0.413447[/C][/ROW]
[ROW][C]34[/C][C]-0.232713[/C][C]-1.9609[/C][C]0.026908[/C][/ROW]
[ROW][C]35[/C][C]0.092366[/C][C]0.7783[/C][C]0.219493[/C][/ROW]
[ROW][C]36[/C][C]0.167022[/C][C]1.4073[/C][C]0.081843[/C][/ROW]
[ROW][C]37[/C][C]-0.052487[/C][C]-0.4423[/C][C]0.32982[/C][/ROW]
[ROW][C]38[/C][C]-0.045021[/C][C]-0.3793[/C][C]0.35278[/C][/ROW]
[ROW][C]39[/C][C]0.014074[/C][C]0.1186[/C][C]0.452968[/C][/ROW]
[ROW][C]40[/C][C]-0.054469[/C][C]-0.459[/C][C]0.323831[/C][/ROW]
[ROW][C]41[/C][C]0.043229[/C][C]0.3643[/C][C]0.358377[/C][/ROW]
[ROW][C]42[/C][C]0.001642[/C][C]0.0138[/C][C]0.4945[/C][/ROW]
[ROW][C]43[/C][C]-0.051687[/C][C]-0.4355[/C][C]0.332252[/C][/ROW]
[ROW][C]44[/C][C]0.108198[/C][C]0.9117[/C][C]0.182509[/C][/ROW]
[ROW][C]45[/C][C]-0.039554[/C][C]-0.3333[/C][C]0.369948[/C][/ROW]
[ROW][C]46[/C][C]-0.077807[/C][C]-0.6556[/C][C]0.257096[/C][/ROW]
[ROW][C]47[/C][C]-0.019365[/C][C]-0.1632[/C][C]0.435423[/C][/ROW]
[ROW][C]48[/C][C]0.139295[/C][C]1.1737[/C][C]0.122215[/C][/ROW]
[ROW][C]49[/C][C]0.002103[/C][C]0.0177[/C][C]0.492957[/C][/ROW]
[ROW][C]50[/C][C]-0.071726[/C][C]-0.6044[/C][C]0.273761[/C][/ROW]
[ROW][C]51[/C][C]-0.013927[/C][C]-0.1174[/C][C]0.453456[/C][/ROW]
[ROW][C]52[/C][C]-0.005028[/C][C]-0.0424[/C][C]0.483161[/C][/ROW]
[ROW][C]53[/C][C]0.013478[/C][C]0.1136[/C][C]0.45495[/C][/ROW]
[ROW][C]54[/C][C]0.002685[/C][C]0.0226[/C][C]0.491006[/C][/ROW]
[ROW][C]55[/C][C]-0.000956[/C][C]-0.0081[/C][C]0.496797[/C][/ROW]
[ROW][C]56[/C][C]0.031064[/C][C]0.2617[/C][C]0.397137[/C][/ROW]
[ROW][C]57[/C][C]-0.014796[/C][C]-0.1247[/C][C]0.450567[/C][/ROW]
[ROW][C]58[/C][C]-0.019172[/C][C]-0.1615[/C][C]0.436062[/C][/ROW]
[ROW][C]59[/C][C]-0.040464[/C][C]-0.341[/C][C]0.367073[/C][/ROW]
[ROW][C]60[/C][C]0.075072[/C][C]0.6326[/C][C]0.264525[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70948&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70948&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	-0.394399	-3.3233	0.000705
2	-0.27262	-2.2971	0.012281
3	0.312325	2.6317	0.005207
4	-0.158073	-1.3319	0.093569
5	-0.149429	-1.2591	0.106058
6	0.355383	2.9945	0.001891
7	-0.227815	-1.9196	0.029463
8	-0.069006	-0.5815	0.281389
9	0.328048	2.7642	0.003632
10	-0.378629	-3.1904	0.001058
11	-0.13725	-1.1565	0.125679
12	0.632931	5.3332	1e-06
13	-0.314881	-2.6532	0.004915
14	-0.091763	-0.7732	0.220982
15	0.174385	1.4694	0.073072
16	-0.208227	-1.7546	0.041825
17	0.016464	0.1387	0.445029
18	0.215167	1.813	0.037027
19	-0.185933	-1.5667	0.060816
20	0.011892	0.1002	0.460232
21	0.219378	1.8485	0.034346
22	-0.378972	-3.1933	0.001049
23	0.106231	0.8951	0.186875
24	0.29049	2.4477	0.008426
25	-0.18034	-1.5196	0.066529
26	-0.020109	-0.1694	0.432967
27	0.073998	0.6235	0.26747
28	-0.171805	-1.4477	0.076057
29	0.095537	0.805	0.211751
30	0.054789	0.4617	0.322868
31	-0.107035	-0.9019	0.185081
32	0.105296	0.8872	0.188973
33	0.026049	0.2195	0.413447
34	-0.232713	-1.9609	0.026908
35	0.092366	0.7783	0.219493
36	0.167022	1.4073	0.081843
37	-0.052487	-0.4423	0.32982
38	-0.045021	-0.3793	0.35278
39	0.014074	0.1186	0.452968
40	-0.054469	-0.459	0.323831
41	0.043229	0.3643	0.358377
42	0.001642	0.0138	0.4945
43	-0.051687	-0.4355	0.332252
44	0.108198	0.9117	0.182509
45	-0.039554	-0.3333	0.369948
46	-0.077807	-0.6556	0.257096
47	-0.019365	-0.1632	0.435423
48	0.139295	1.1737	0.122215
49	0.002103	0.0177	0.492957
50	-0.071726	-0.6044	0.273761
51	-0.013927	-0.1174	0.453456
52	-0.005028	-0.0424	0.483161
53	0.013478	0.1136	0.45495
54	0.002685	0.0226	0.491006
55	-0.000956	-0.0081	0.496797
56	0.031064	0.2617	0.397137
57	-0.014796	-0.1247	0.450567
58	-0.019172	-0.1615	0.436062
59	-0.040464	-0.341	0.367073
60	0.075072	0.6326	0.264525

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.394399	-3.3233	0.000705
2	-0.507041	-4.2724	3e-05
3	-0.079206	-0.6674	0.253338
4	-0.22809	-1.9219	0.029315
5	-0.323287	-2.7241	0.004056
6	0.036436	0.307	0.379864
7	-0.169513	-1.4283	0.078789
8	-0.116347	-0.9804	0.16512
9	0.146895	1.2378	0.109942
10	-0.256145	-2.1583	0.017143
11	-0.509856	-4.2961	2.7e-05
12	0.120435	1.0148	0.156822
13	0.054383	0.4582	0.324091
14	0.18654	1.5718	0.060219
15	-0.038402	-0.3236	0.373602
16	-0.100228	-0.8445	0.200604
17	-0.004675	-0.0394	0.484344
18	-0.147189	-1.2402	0.109485
19	0.029654	0.2499	0.401703
20	-0.038807	-0.327	0.372318
21	-0.049831	-0.4199	0.33792
22	-0.166976	-1.407	0.0819
23	0.052051	0.4386	0.331145
24	-0.023027	-0.194	0.423355
25	0.105166	0.8861	0.189265
26	-0.032021	-0.2698	0.394042
27	-0.002809	-0.0237	0.490591
28	0.036087	0.3041	0.380979
29	0.054054	0.4555	0.32508
30	-0.039889	-0.3361	0.368889
31	-0.060365	-0.5086	0.30629
32	0.006396	0.0539	0.478586
33	-0.094316	-0.7947	0.214713
34	0.0196	0.1652	0.434647
35	-0.241707	-2.0367	0.022707
36	-0.073228	-0.617	0.269593
37	-0.024201	-0.2039	0.419499
38	-0.083045	-0.6997	0.243185
39	0.010085	0.085	0.466259
40	0.020409	0.172	0.431975
41	0.00864	0.0728	0.471083
42	0.029136	0.2455	0.403386
43	-0.058164	-0.4901	0.312788
44	-0.031284	-0.2636	0.396424
45	-0.027107	-0.2284	0.409992
46	0.021767	0.1834	0.427497
47	0.042478	0.3579	0.360731
48	0.008453	0.0712	0.471707
49	0.005921	0.0499	0.480175
50	-0.035792	-0.3016	0.381924
51	-0.042022	-0.3541	0.362163
52	-0.104725	-0.8824	0.190261
53	-0.053069	-0.4472	0.328056
54	-0.027675	-0.2332	0.408141
55	-0.008251	-0.0695	0.472383
56	0.011314	0.0953	0.462159
57	-0.034219	-0.2883	0.386964
58	-0.00817	-0.0688	0.472656
59	0.082337	0.6938	0.24504
60	-0.077477	-0.6528	0.257986

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.394399 & -3.3233 & 0.000705 \tabularnewline
2 & -0.507041 & -4.2724 & 3e-05 \tabularnewline
3 & -0.079206 & -0.6674 & 0.253338 \tabularnewline
4 & -0.22809 & -1.9219 & 0.029315 \tabularnewline
5 & -0.323287 & -2.7241 & 0.004056 \tabularnewline
6 & 0.036436 & 0.307 & 0.379864 \tabularnewline
7 & -0.169513 & -1.4283 & 0.078789 \tabularnewline
8 & -0.116347 & -0.9804 & 0.16512 \tabularnewline
9 & 0.146895 & 1.2378 & 0.109942 \tabularnewline
10 & -0.256145 & -2.1583 & 0.017143 \tabularnewline
11 & -0.509856 & -4.2961 & 2.7e-05 \tabularnewline
12 & 0.120435 & 1.0148 & 0.156822 \tabularnewline
13 & 0.054383 & 0.4582 & 0.324091 \tabularnewline
14 & 0.18654 & 1.5718 & 0.060219 \tabularnewline
15 & -0.038402 & -0.3236 & 0.373602 \tabularnewline
16 & -0.100228 & -0.8445 & 0.200604 \tabularnewline
17 & -0.004675 & -0.0394 & 0.484344 \tabularnewline
18 & -0.147189 & -1.2402 & 0.109485 \tabularnewline
19 & 0.029654 & 0.2499 & 0.401703 \tabularnewline
20 & -0.038807 & -0.327 & 0.372318 \tabularnewline
21 & -0.049831 & -0.4199 & 0.33792 \tabularnewline
22 & -0.166976 & -1.407 & 0.0819 \tabularnewline
23 & 0.052051 & 0.4386 & 0.331145 \tabularnewline
24 & -0.023027 & -0.194 & 0.423355 \tabularnewline
25 & 0.105166 & 0.8861 & 0.189265 \tabularnewline
26 & -0.032021 & -0.2698 & 0.394042 \tabularnewline
27 & -0.002809 & -0.0237 & 0.490591 \tabularnewline
28 & 0.036087 & 0.3041 & 0.380979 \tabularnewline
29 & 0.054054 & 0.4555 & 0.32508 \tabularnewline
30 & -0.039889 & -0.3361 & 0.368889 \tabularnewline
31 & -0.060365 & -0.5086 & 0.30629 \tabularnewline
32 & 0.006396 & 0.0539 & 0.478586 \tabularnewline
33 & -0.094316 & -0.7947 & 0.214713 \tabularnewline
34 & 0.0196 & 0.1652 & 0.434647 \tabularnewline
35 & -0.241707 & -2.0367 & 0.022707 \tabularnewline
36 & -0.073228 & -0.617 & 0.269593 \tabularnewline
37 & -0.024201 & -0.2039 & 0.419499 \tabularnewline
38 & -0.083045 & -0.6997 & 0.243185 \tabularnewline
39 & 0.010085 & 0.085 & 0.466259 \tabularnewline
40 & 0.020409 & 0.172 & 0.431975 \tabularnewline
41 & 0.00864 & 0.0728 & 0.471083 \tabularnewline
42 & 0.029136 & 0.2455 & 0.403386 \tabularnewline
43 & -0.058164 & -0.4901 & 0.312788 \tabularnewline
44 & -0.031284 & -0.2636 & 0.396424 \tabularnewline
45 & -0.027107 & -0.2284 & 0.409992 \tabularnewline
46 & 0.021767 & 0.1834 & 0.427497 \tabularnewline
47 & 0.042478 & 0.3579 & 0.360731 \tabularnewline
48 & 0.008453 & 0.0712 & 0.471707 \tabularnewline
49 & 0.005921 & 0.0499 & 0.480175 \tabularnewline
50 & -0.035792 & -0.3016 & 0.381924 \tabularnewline
51 & -0.042022 & -0.3541 & 0.362163 \tabularnewline
52 & -0.104725 & -0.8824 & 0.190261 \tabularnewline
53 & -0.053069 & -0.4472 & 0.328056 \tabularnewline
54 & -0.027675 & -0.2332 & 0.408141 \tabularnewline
55 & -0.008251 & -0.0695 & 0.472383 \tabularnewline
56 & 0.011314 & 0.0953 & 0.462159 \tabularnewline
57 & -0.034219 & -0.2883 & 0.386964 \tabularnewline
58 & -0.00817 & -0.0688 & 0.472656 \tabularnewline
59 & 0.082337 & 0.6938 & 0.24504 \tabularnewline
60 & -0.077477 & -0.6528 & 0.257986 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70948&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]-0.394399[/C][C]-3.3233[/C][C]0.000705[/C][/ROW]
[ROW][C]2[/C][C]-0.507041[/C][C]-4.2724[/C][C]3e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.079206[/C][C]-0.6674[/C][C]0.253338[/C][/ROW]
[ROW][C]4[/C][C]-0.22809[/C][C]-1.9219[/C][C]0.029315[/C][/ROW]
[ROW][C]5[/C][C]-0.323287[/C][C]-2.7241[/C][C]0.004056[/C][/ROW]
[ROW][C]6[/C][C]0.036436[/C][C]0.307[/C][C]0.379864[/C][/ROW]
[ROW][C]7[/C][C]-0.169513[/C][C]-1.4283[/C][C]0.078789[/C][/ROW]
[ROW][C]8[/C][C]-0.116347[/C][C]-0.9804[/C][C]0.16512[/C][/ROW]
[ROW][C]9[/C][C]0.146895[/C][C]1.2378[/C][C]0.109942[/C][/ROW]
[ROW][C]10[/C][C]-0.256145[/C][C]-2.1583[/C][C]0.017143[/C][/ROW]
[ROW][C]11[/C][C]-0.509856[/C][C]-4.2961[/C][C]2.7e-05[/C][/ROW]
[ROW][C]12[/C][C]0.120435[/C][C]1.0148[/C][C]0.156822[/C][/ROW]
[ROW][C]13[/C][C]0.054383[/C][C]0.4582[/C][C]0.324091[/C][/ROW]
[ROW][C]14[/C][C]0.18654[/C][C]1.5718[/C][C]0.060219[/C][/ROW]
[ROW][C]15[/C][C]-0.038402[/C][C]-0.3236[/C][C]0.373602[/C][/ROW]
[ROW][C]16[/C][C]-0.100228[/C][C]-0.8445[/C][C]0.200604[/C][/ROW]
[ROW][C]17[/C][C]-0.004675[/C][C]-0.0394[/C][C]0.484344[/C][/ROW]
[ROW][C]18[/C][C]-0.147189[/C][C]-1.2402[/C][C]0.109485[/C][/ROW]
[ROW][C]19[/C][C]0.029654[/C][C]0.2499[/C][C]0.401703[/C][/ROW]
[ROW][C]20[/C][C]-0.038807[/C][C]-0.327[/C][C]0.372318[/C][/ROW]
[ROW][C]21[/C][C]-0.049831[/C][C]-0.4199[/C][C]0.33792[/C][/ROW]
[ROW][C]22[/C][C]-0.166976[/C][C]-1.407[/C][C]0.0819[/C][/ROW]
[ROW][C]23[/C][C]0.052051[/C][C]0.4386[/C][C]0.331145[/C][/ROW]
[ROW][C]24[/C][C]-0.023027[/C][C]-0.194[/C][C]0.423355[/C][/ROW]
[ROW][C]25[/C][C]0.105166[/C][C]0.8861[/C][C]0.189265[/C][/ROW]
[ROW][C]26[/C][C]-0.032021[/C][C]-0.2698[/C][C]0.394042[/C][/ROW]
[ROW][C]27[/C][C]-0.002809[/C][C]-0.0237[/C][C]0.490591[/C][/ROW]
[ROW][C]28[/C][C]0.036087[/C][C]0.3041[/C][C]0.380979[/C][/ROW]
[ROW][C]29[/C][C]0.054054[/C][C]0.4555[/C][C]0.32508[/C][/ROW]
[ROW][C]30[/C][C]-0.039889[/C][C]-0.3361[/C][C]0.368889[/C][/ROW]
[ROW][C]31[/C][C]-0.060365[/C][C]-0.5086[/C][C]0.30629[/C][/ROW]
[ROW][C]32[/C][C]0.006396[/C][C]0.0539[/C][C]0.478586[/C][/ROW]
[ROW][C]33[/C][C]-0.094316[/C][C]-0.7947[/C][C]0.214713[/C][/ROW]
[ROW][C]34[/C][C]0.0196[/C][C]0.1652[/C][C]0.434647[/C][/ROW]
[ROW][C]35[/C][C]-0.241707[/C][C]-2.0367[/C][C]0.022707[/C][/ROW]
[ROW][C]36[/C][C]-0.073228[/C][C]-0.617[/C][C]0.269593[/C][/ROW]
[ROW][C]37[/C][C]-0.024201[/C][C]-0.2039[/C][C]0.419499[/C][/ROW]
[ROW][C]38[/C][C]-0.083045[/C][C]-0.6997[/C][C]0.243185[/C][/ROW]
[ROW][C]39[/C][C]0.010085[/C][C]0.085[/C][C]0.466259[/C][/ROW]
[ROW][C]40[/C][C]0.020409[/C][C]0.172[/C][C]0.431975[/C][/ROW]
[ROW][C]41[/C][C]0.00864[/C][C]0.0728[/C][C]0.471083[/C][/ROW]
[ROW][C]42[/C][C]0.029136[/C][C]0.2455[/C][C]0.403386[/C][/ROW]
[ROW][C]43[/C][C]-0.058164[/C][C]-0.4901[/C][C]0.312788[/C][/ROW]
[ROW][C]44[/C][C]-0.031284[/C][C]-0.2636[/C][C]0.396424[/C][/ROW]
[ROW][C]45[/C][C]-0.027107[/C][C]-0.2284[/C][C]0.409992[/C][/ROW]
[ROW][C]46[/C][C]0.021767[/C][C]0.1834[/C][C]0.427497[/C][/ROW]
[ROW][C]47[/C][C]0.042478[/C][C]0.3579[/C][C]0.360731[/C][/ROW]
[ROW][C]48[/C][C]0.008453[/C][C]0.0712[/C][C]0.471707[/C][/ROW]
[ROW][C]49[/C][C]0.005921[/C][C]0.0499[/C][C]0.480175[/C][/ROW]
[ROW][C]50[/C][C]-0.035792[/C][C]-0.3016[/C][C]0.381924[/C][/ROW]
[ROW][C]51[/C][C]-0.042022[/C][C]-0.3541[/C][C]0.362163[/C][/ROW]
[ROW][C]52[/C][C]-0.104725[/C][C]-0.8824[/C][C]0.190261[/C][/ROW]
[ROW][C]53[/C][C]-0.053069[/C][C]-0.4472[/C][C]0.328056[/C][/ROW]
[ROW][C]54[/C][C]-0.027675[/C][C]-0.2332[/C][C]0.408141[/C][/ROW]
[ROW][C]55[/C][C]-0.008251[/C][C]-0.0695[/C][C]0.472383[/C][/ROW]
[ROW][C]56[/C][C]0.011314[/C][C]0.0953[/C][C]0.462159[/C][/ROW]
[ROW][C]57[/C][C]-0.034219[/C][C]-0.2883[/C][C]0.386964[/C][/ROW]
[ROW][C]58[/C][C]-0.00817[/C][C]-0.0688[/C][C]0.472656[/C][/ROW]
[ROW][C]59[/C][C]0.082337[/C][C]0.6938[/C][C]0.24504[/C][/ROW]
[ROW][C]60[/C][C]-0.077477[/C][C]-0.6528[/C][C]0.257986[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70948&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70948&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	-0.394399	-3.3233	0.000705
2	-0.507041	-4.2724	3e-05
3	-0.079206	-0.6674	0.253338
4	-0.22809	-1.9219	0.029315
5	-0.323287	-2.7241	0.004056
6	0.036436	0.307	0.379864
7	-0.169513	-1.4283	0.078789
8	-0.116347	-0.9804	0.16512
9	0.146895	1.2378	0.109942
10	-0.256145	-2.1583	0.017143
11	-0.509856	-4.2961	2.7e-05
12	0.120435	1.0148	0.156822
13	0.054383	0.4582	0.324091
14	0.18654	1.5718	0.060219
15	-0.038402	-0.3236	0.373602
16	-0.100228	-0.8445	0.200604
17	-0.004675	-0.0394	0.484344
18	-0.147189	-1.2402	0.109485
19	0.029654	0.2499	0.401703
20	-0.038807	-0.327	0.372318
21	-0.049831	-0.4199	0.33792
22	-0.166976	-1.407	0.0819
23	0.052051	0.4386	0.331145
24	-0.023027	-0.194	0.423355
25	0.105166	0.8861	0.189265
26	-0.032021	-0.2698	0.394042
27	-0.002809	-0.0237	0.490591
28	0.036087	0.3041	0.380979
29	0.054054	0.4555	0.32508
30	-0.039889	-0.3361	0.368889
31	-0.060365	-0.5086	0.30629
32	0.006396	0.0539	0.478586
33	-0.094316	-0.7947	0.214713
34	0.0196	0.1652	0.434647
35	-0.241707	-2.0367	0.022707
36	-0.073228	-0.617	0.269593
37	-0.024201	-0.2039	0.419499
38	-0.083045	-0.6997	0.243185
39	0.010085	0.085	0.466259
40	0.020409	0.172	0.431975
41	0.00864	0.0728	0.471083
42	0.029136	0.2455	0.403386
43	-0.058164	-0.4901	0.312788
44	-0.031284	-0.2636	0.396424
45	-0.027107	-0.2284	0.409992
46	0.021767	0.1834	0.427497
47	0.042478	0.3579	0.360731
48	0.008453	0.0712	0.471707
49	0.005921	0.0499	0.480175
50	-0.035792	-0.3016	0.381924
51	-0.042022	-0.3541	0.362163
52	-0.104725	-0.8824	0.190261
53	-0.053069	-0.4472	0.328056
54	-0.027675	-0.2332	0.408141
55	-0.008251	-0.0695	0.472383
56	0.011314	0.0953	0.462159
57	-0.034219	-0.2883	0.386964
58	-0.00817	-0.0688	0.472656
59	0.082337	0.6938	0.24504
60	-0.077477	-0.6528	0.257986

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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