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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 30 Dec 2009 16:01:02 -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/31/t12622141237iawnibaqr98xgb.htm/, Retrieved Thu, 02 May 2024 07:47:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71395, Retrieved Thu, 02 May 2024 07:47:13 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

163

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]
- R PD        [(Partial) Autocorrelation Function] [WS08 - PACF d = 0...] [2009-11-25 20:36:50] [df6326eec97a6ca984a853b142930499]
-   PD            [(Partial) Autocorrelation Function] [CaseStatistiek - ...] [2009-12-30 23:01:02] [0cc924834281808eda7297686c82928f] [Current]

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

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71395&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=71395&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71395&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	0.931943	13.2454	0
2	0.780994	11.1	0
3	0.61889	8.7961	0
4	0.50113	7.1224	0
5	0.436839	6.2087	0
6	0.401042	5.6999	0
7	0.355627	5.0544	0
8	0.278004	3.9512	5.4e-05
9	0.169246	2.4054	0.008527
10	0.052311	0.7435	0.229027
11	-0.033635	-0.478	0.316567
12	-0.062737	-0.8917	0.18682
13	-0.032507	-0.462	0.322286
14	0.024413	0.347	0.364484
15	0.065803	0.9352	0.17539
16	0.067039	0.9528	0.170915
17	0.038373	0.5454	0.293046
18	0.000427	0.0061	0.497581
19	-0.02715	-0.3859	0.35
20	-0.039554	-0.5622	0.287311
21	-0.042803	-0.6083	0.271822
22	-0.046932	-0.667	0.252758
23	-0.06242	-0.8872	0.188025
24	-0.093535	-1.3294	0.092611
25	-0.134998	-1.9187	0.028217
26	-0.169882	-2.4145	0.008325
27	-0.189027	-2.6866	0.00391
28	-0.182436	-2.5929	0.005106
29	-0.153819	-2.1862	0.014976
30	-0.115005	-1.6345	0.051853
31	-0.080519	-1.1444	0.126907
32	-0.06434	-0.9144	0.180789
33	-0.0739	-1.0503	0.147415
34	-0.106376	-1.5119	0.066062
35	-0.144082	-2.0478	0.020937
36	-0.169367	-2.4072	0.008488
37	-0.171425	-2.4364	0.00785
38	-0.160493	-2.281	0.011795
39	-0.149665	-2.1271	0.017311
40	-0.150441	-2.1382	0.016852
41	-0.164555	-2.3388	0.010163
42	-0.18314	-2.6029	0.004965
43	-0.193381	-2.7485	0.003265
44	-0.184903	-2.628	0.004625
45	-0.151654	-2.1554	0.016157
46	-0.096023	-1.3647	0.086927
47	-0.035635	-0.5065	0.306541
48	0.010094	0.1435	0.443035
49	0.0292	0.415	0.33929
50	0.02673	0.3799	0.352208
51	0.013169	0.1872	0.425859
52	0.000506	0.0072	0.497132
53	-0.008964	-0.1274	0.449374
54	-0.014329	-0.2037	0.419414
55	-0.017344	-0.2465	0.402773
56	-0.02096	-0.2979	0.383045
57	-0.029866	-0.4245	0.335834
58	-0.046208	-0.6567	0.256048
59	-0.06416	-0.9119	0.181459
60	-0.074537	-1.0594	0.145348

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.931943 & 13.2454 & 0 \tabularnewline
2 & 0.780994 & 11.1 & 0 \tabularnewline
3 & 0.61889 & 8.7961 & 0 \tabularnewline
4 & 0.50113 & 7.1224 & 0 \tabularnewline
5 & 0.436839 & 6.2087 & 0 \tabularnewline
6 & 0.401042 & 5.6999 & 0 \tabularnewline
7 & 0.355627 & 5.0544 & 0 \tabularnewline
8 & 0.278004 & 3.9512 & 5.4e-05 \tabularnewline
9 & 0.169246 & 2.4054 & 0.008527 \tabularnewline
10 & 0.052311 & 0.7435 & 0.229027 \tabularnewline
11 & -0.033635 & -0.478 & 0.316567 \tabularnewline
12 & -0.062737 & -0.8917 & 0.18682 \tabularnewline
13 & -0.032507 & -0.462 & 0.322286 \tabularnewline
14 & 0.024413 & 0.347 & 0.364484 \tabularnewline
15 & 0.065803 & 0.9352 & 0.17539 \tabularnewline
16 & 0.067039 & 0.9528 & 0.170915 \tabularnewline
17 & 0.038373 & 0.5454 & 0.293046 \tabularnewline
18 & 0.000427 & 0.0061 & 0.497581 \tabularnewline
19 & -0.02715 & -0.3859 & 0.35 \tabularnewline
20 & -0.039554 & -0.5622 & 0.287311 \tabularnewline
21 & -0.042803 & -0.6083 & 0.271822 \tabularnewline
22 & -0.046932 & -0.667 & 0.252758 \tabularnewline
23 & -0.06242 & -0.8872 & 0.188025 \tabularnewline
24 & -0.093535 & -1.3294 & 0.092611 \tabularnewline
25 & -0.134998 & -1.9187 & 0.028217 \tabularnewline
26 & -0.169882 & -2.4145 & 0.008325 \tabularnewline
27 & -0.189027 & -2.6866 & 0.00391 \tabularnewline
28 & -0.182436 & -2.5929 & 0.005106 \tabularnewline
29 & -0.153819 & -2.1862 & 0.014976 \tabularnewline
30 & -0.115005 & -1.6345 & 0.051853 \tabularnewline
31 & -0.080519 & -1.1444 & 0.126907 \tabularnewline
32 & -0.06434 & -0.9144 & 0.180789 \tabularnewline
33 & -0.0739 & -1.0503 & 0.147415 \tabularnewline
34 & -0.106376 & -1.5119 & 0.066062 \tabularnewline
35 & -0.144082 & -2.0478 & 0.020937 \tabularnewline
36 & -0.169367 & -2.4072 & 0.008488 \tabularnewline
37 & -0.171425 & -2.4364 & 0.00785 \tabularnewline
38 & -0.160493 & -2.281 & 0.011795 \tabularnewline
39 & -0.149665 & -2.1271 & 0.017311 \tabularnewline
40 & -0.150441 & -2.1382 & 0.016852 \tabularnewline
41 & -0.164555 & -2.3388 & 0.010163 \tabularnewline
42 & -0.18314 & -2.6029 & 0.004965 \tabularnewline
43 & -0.193381 & -2.7485 & 0.003265 \tabularnewline
44 & -0.184903 & -2.628 & 0.004625 \tabularnewline
45 & -0.151654 & -2.1554 & 0.016157 \tabularnewline
46 & -0.096023 & -1.3647 & 0.086927 \tabularnewline
47 & -0.035635 & -0.5065 & 0.306541 \tabularnewline
48 & 0.010094 & 0.1435 & 0.443035 \tabularnewline
49 & 0.0292 & 0.415 & 0.33929 \tabularnewline
50 & 0.02673 & 0.3799 & 0.352208 \tabularnewline
51 & 0.013169 & 0.1872 & 0.425859 \tabularnewline
52 & 0.000506 & 0.0072 & 0.497132 \tabularnewline
53 & -0.008964 & -0.1274 & 0.449374 \tabularnewline
54 & -0.014329 & -0.2037 & 0.419414 \tabularnewline
55 & -0.017344 & -0.2465 & 0.402773 \tabularnewline
56 & -0.02096 & -0.2979 & 0.383045 \tabularnewline
57 & -0.029866 & -0.4245 & 0.335834 \tabularnewline
58 & -0.046208 & -0.6567 & 0.256048 \tabularnewline
59 & -0.06416 & -0.9119 & 0.181459 \tabularnewline
60 & -0.074537 & -1.0594 & 0.145348 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71395&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]0.931943[/C][C]13.2454[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.780994[/C][C]11.1[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.61889[/C][C]8.7961[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.50113[/C][C]7.1224[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.436839[/C][C]6.2087[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.401042[/C][C]5.6999[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.355627[/C][C]5.0544[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.278004[/C][C]3.9512[/C][C]5.4e-05[/C][/ROW]
[ROW][C]9[/C][C]0.169246[/C][C]2.4054[/C][C]0.008527[/C][/ROW]
[ROW][C]10[/C][C]0.052311[/C][C]0.7435[/C][C]0.229027[/C][/ROW]
[ROW][C]11[/C][C]-0.033635[/C][C]-0.478[/C][C]0.316567[/C][/ROW]
[ROW][C]12[/C][C]-0.062737[/C][C]-0.8917[/C][C]0.18682[/C][/ROW]
[ROW][C]13[/C][C]-0.032507[/C][C]-0.462[/C][C]0.322286[/C][/ROW]
[ROW][C]14[/C][C]0.024413[/C][C]0.347[/C][C]0.364484[/C][/ROW]
[ROW][C]15[/C][C]0.065803[/C][C]0.9352[/C][C]0.17539[/C][/ROW]
[ROW][C]16[/C][C]0.067039[/C][C]0.9528[/C][C]0.170915[/C][/ROW]
[ROW][C]17[/C][C]0.038373[/C][C]0.5454[/C][C]0.293046[/C][/ROW]
[ROW][C]18[/C][C]0.000427[/C][C]0.0061[/C][C]0.497581[/C][/ROW]
[ROW][C]19[/C][C]-0.02715[/C][C]-0.3859[/C][C]0.35[/C][/ROW]
[ROW][C]20[/C][C]-0.039554[/C][C]-0.5622[/C][C]0.287311[/C][/ROW]
[ROW][C]21[/C][C]-0.042803[/C][C]-0.6083[/C][C]0.271822[/C][/ROW]
[ROW][C]22[/C][C]-0.046932[/C][C]-0.667[/C][C]0.252758[/C][/ROW]
[ROW][C]23[/C][C]-0.06242[/C][C]-0.8872[/C][C]0.188025[/C][/ROW]
[ROW][C]24[/C][C]-0.093535[/C][C]-1.3294[/C][C]0.092611[/C][/ROW]
[ROW][C]25[/C][C]-0.134998[/C][C]-1.9187[/C][C]0.028217[/C][/ROW]
[ROW][C]26[/C][C]-0.169882[/C][C]-2.4145[/C][C]0.008325[/C][/ROW]
[ROW][C]27[/C][C]-0.189027[/C][C]-2.6866[/C][C]0.00391[/C][/ROW]
[ROW][C]28[/C][C]-0.182436[/C][C]-2.5929[/C][C]0.005106[/C][/ROW]
[ROW][C]29[/C][C]-0.153819[/C][C]-2.1862[/C][C]0.014976[/C][/ROW]
[ROW][C]30[/C][C]-0.115005[/C][C]-1.6345[/C][C]0.051853[/C][/ROW]
[ROW][C]31[/C][C]-0.080519[/C][C]-1.1444[/C][C]0.126907[/C][/ROW]
[ROW][C]32[/C][C]-0.06434[/C][C]-0.9144[/C][C]0.180789[/C][/ROW]
[ROW][C]33[/C][C]-0.0739[/C][C]-1.0503[/C][C]0.147415[/C][/ROW]
[ROW][C]34[/C][C]-0.106376[/C][C]-1.5119[/C][C]0.066062[/C][/ROW]
[ROW][C]35[/C][C]-0.144082[/C][C]-2.0478[/C][C]0.020937[/C][/ROW]
[ROW][C]36[/C][C]-0.169367[/C][C]-2.4072[/C][C]0.008488[/C][/ROW]
[ROW][C]37[/C][C]-0.171425[/C][C]-2.4364[/C][C]0.00785[/C][/ROW]
[ROW][C]38[/C][C]-0.160493[/C][C]-2.281[/C][C]0.011795[/C][/ROW]
[ROW][C]39[/C][C]-0.149665[/C][C]-2.1271[/C][C]0.017311[/C][/ROW]
[ROW][C]40[/C][C]-0.150441[/C][C]-2.1382[/C][C]0.016852[/C][/ROW]
[ROW][C]41[/C][C]-0.164555[/C][C]-2.3388[/C][C]0.010163[/C][/ROW]
[ROW][C]42[/C][C]-0.18314[/C][C]-2.6029[/C][C]0.004965[/C][/ROW]
[ROW][C]43[/C][C]-0.193381[/C][C]-2.7485[/C][C]0.003265[/C][/ROW]
[ROW][C]44[/C][C]-0.184903[/C][C]-2.628[/C][C]0.004625[/C][/ROW]
[ROW][C]45[/C][C]-0.151654[/C][C]-2.1554[/C][C]0.016157[/C][/ROW]
[ROW][C]46[/C][C]-0.096023[/C][C]-1.3647[/C][C]0.086927[/C][/ROW]
[ROW][C]47[/C][C]-0.035635[/C][C]-0.5065[/C][C]0.306541[/C][/ROW]
[ROW][C]48[/C][C]0.010094[/C][C]0.1435[/C][C]0.443035[/C][/ROW]
[ROW][C]49[/C][C]0.0292[/C][C]0.415[/C][C]0.33929[/C][/ROW]
[ROW][C]50[/C][C]0.02673[/C][C]0.3799[/C][C]0.352208[/C][/ROW]
[ROW][C]51[/C][C]0.013169[/C][C]0.1872[/C][C]0.425859[/C][/ROW]
[ROW][C]52[/C][C]0.000506[/C][C]0.0072[/C][C]0.497132[/C][/ROW]
[ROW][C]53[/C][C]-0.008964[/C][C]-0.1274[/C][C]0.449374[/C][/ROW]
[ROW][C]54[/C][C]-0.014329[/C][C]-0.2037[/C][C]0.419414[/C][/ROW]
[ROW][C]55[/C][C]-0.017344[/C][C]-0.2465[/C][C]0.402773[/C][/ROW]
[ROW][C]56[/C][C]-0.02096[/C][C]-0.2979[/C][C]0.383045[/C][/ROW]
[ROW][C]57[/C][C]-0.029866[/C][C]-0.4245[/C][C]0.335834[/C][/ROW]
[ROW][C]58[/C][C]-0.046208[/C][C]-0.6567[/C][C]0.256048[/C][/ROW]
[ROW][C]59[/C][C]-0.06416[/C][C]-0.9119[/C][C]0.181459[/C][/ROW]
[ROW][C]60[/C][C]-0.074537[/C][C]-1.0594[/C][C]0.145348[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71395&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71395&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	0.931943	13.2454	0
2	0.780994	11.1	0
3	0.61889	8.7961	0
4	0.50113	7.1224	0
5	0.436839	6.2087	0
6	0.401042	5.6999	0
7	0.355627	5.0544	0
8	0.278004	3.9512	5.4e-05
9	0.169246	2.4054	0.008527
10	0.052311	0.7435	0.229027
11	-0.033635	-0.478	0.316567
12	-0.062737	-0.8917	0.18682
13	-0.032507	-0.462	0.322286
14	0.024413	0.347	0.364484
15	0.065803	0.9352	0.17539
16	0.067039	0.9528	0.170915
17	0.038373	0.5454	0.293046
18	0.000427	0.0061	0.497581
19	-0.02715	-0.3859	0.35
20	-0.039554	-0.5622	0.287311
21	-0.042803	-0.6083	0.271822
22	-0.046932	-0.667	0.252758
23	-0.06242	-0.8872	0.188025
24	-0.093535	-1.3294	0.092611
25	-0.134998	-1.9187	0.028217
26	-0.169882	-2.4145	0.008325
27	-0.189027	-2.6866	0.00391
28	-0.182436	-2.5929	0.005106
29	-0.153819	-2.1862	0.014976
30	-0.115005	-1.6345	0.051853
31	-0.080519	-1.1444	0.126907
32	-0.06434	-0.9144	0.180789
33	-0.0739	-1.0503	0.147415
34	-0.106376	-1.5119	0.066062
35	-0.144082	-2.0478	0.020937
36	-0.169367	-2.4072	0.008488
37	-0.171425	-2.4364	0.00785
38	-0.160493	-2.281	0.011795
39	-0.149665	-2.1271	0.017311
40	-0.150441	-2.1382	0.016852
41	-0.164555	-2.3388	0.010163
42	-0.18314	-2.6029	0.004965
43	-0.193381	-2.7485	0.003265
44	-0.184903	-2.628	0.004625
45	-0.151654	-2.1554	0.016157
46	-0.096023	-1.3647	0.086927
47	-0.035635	-0.5065	0.306541
48	0.010094	0.1435	0.443035
49	0.0292	0.415	0.33929
50	0.02673	0.3799	0.352208
51	0.013169	0.1872	0.425859
52	0.000506	0.0072	0.497132
53	-0.008964	-0.1274	0.449374
54	-0.014329	-0.2037	0.419414
55	-0.017344	-0.2465	0.402773
56	-0.02096	-0.2979	0.383045
57	-0.029866	-0.4245	0.335834
58	-0.046208	-0.6567	0.256048
59	-0.06416	-0.9119	0.181459
60	-0.074537	-1.0594	0.145348

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.931943	13.2454	0
2	-0.665672	-9.461	0
3	0.36756	5.224	0
4	0.188597	2.6805	0.00398
5	-0.102878	-1.4622	0.072623
6	-0.083434	-1.1858	0.118542
7	-0.139541	-1.9832	0.024347
8	-0.081811	-1.1628	0.123151
9	-0.088858	-1.2629	0.10404
10	-0.016275	-0.2313	0.408654
11	0.198387	2.8196	0.002644
12	0.07951	1.13	0.129899
13	0.12773	1.8154	0.035474
14	-0.087718	-1.2467	0.106974
15	-0.059259	-0.8422	0.200329
16	0.00228	0.0324	0.487092
17	0.047531	0.6755	0.25005
18	-0.156208	-2.2201	0.013761
19	-0.076703	-1.0902	0.138472
20	-0.068866	-0.9788	0.164433
21	-0.003513	-0.0499	0.480117
22	0.022214	0.3157	0.376269
23	-0.006714	-0.0954	0.462038
24	0.013428	0.1908	0.42442
25	0.01434	0.2038	0.419354
26	0.047606	0.6766	0.249715
27	-0.097017	-1.3789	0.084731
28	0.134969	1.9183	0.028243
29	0.035851	0.5095	0.305467
30	-0.038383	-0.5455	0.292996
31	-0.041993	-0.5968	0.275644
32	-0.159705	-2.2698	0.012137
33	-0.094835	-1.3479	0.089607
34	-0.106808	-1.518	0.065286
35	0.038905	0.5529	0.290457
36	0.007121	0.1012	0.459743
37	0.039476	0.5611	0.287688
38	-0.017032	-0.2421	0.404483
39	0.091569	1.3014	0.097295
40	0.048321	0.6868	0.24651
41	0.007286	0.1035	0.458815
42	0.033855	0.4812	0.315458
43	-0.095522	-1.3576	0.088048
44	-0.041584	-0.591	0.277582
45	0.012934	0.1838	0.427169
46	0.03974	0.5648	0.286416
47	-0.027785	-0.3949	0.346669
48	-0.01544	-0.2194	0.413263
49	-0.008508	-0.1209	0.451938
50	-0.016024	-0.2277	0.410038
51	-0.063452	-0.9018	0.184112
52	-0.01442	-0.2049	0.418911
53	0.000213	0.003	0.498795
54	0.034515	0.4906	0.312138
55	0.045477	0.6463	0.259393
56	0.020065	0.2852	0.3879
57	-0.019265	-0.2738	0.392256
58	0.009552	0.1358	0.446073
59	-0.021183	-0.3011	0.381835
60	-0.04232	-0.6015	0.274095

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.931943 & 13.2454 & 0 \tabularnewline
2 & -0.665672 & -9.461 & 0 \tabularnewline
3 & 0.36756 & 5.224 & 0 \tabularnewline
4 & 0.188597 & 2.6805 & 0.00398 \tabularnewline
5 & -0.102878 & -1.4622 & 0.072623 \tabularnewline
6 & -0.083434 & -1.1858 & 0.118542 \tabularnewline
7 & -0.139541 & -1.9832 & 0.024347 \tabularnewline
8 & -0.081811 & -1.1628 & 0.123151 \tabularnewline
9 & -0.088858 & -1.2629 & 0.10404 \tabularnewline
10 & -0.016275 & -0.2313 & 0.408654 \tabularnewline
11 & 0.198387 & 2.8196 & 0.002644 \tabularnewline
12 & 0.07951 & 1.13 & 0.129899 \tabularnewline
13 & 0.12773 & 1.8154 & 0.035474 \tabularnewline
14 & -0.087718 & -1.2467 & 0.106974 \tabularnewline
15 & -0.059259 & -0.8422 & 0.200329 \tabularnewline
16 & 0.00228 & 0.0324 & 0.487092 \tabularnewline
17 & 0.047531 & 0.6755 & 0.25005 \tabularnewline
18 & -0.156208 & -2.2201 & 0.013761 \tabularnewline
19 & -0.076703 & -1.0902 & 0.138472 \tabularnewline
20 & -0.068866 & -0.9788 & 0.164433 \tabularnewline
21 & -0.003513 & -0.0499 & 0.480117 \tabularnewline
22 & 0.022214 & 0.3157 & 0.376269 \tabularnewline
23 & -0.006714 & -0.0954 & 0.462038 \tabularnewline
24 & 0.013428 & 0.1908 & 0.42442 \tabularnewline
25 & 0.01434 & 0.2038 & 0.419354 \tabularnewline
26 & 0.047606 & 0.6766 & 0.249715 \tabularnewline
27 & -0.097017 & -1.3789 & 0.084731 \tabularnewline
28 & 0.134969 & 1.9183 & 0.028243 \tabularnewline
29 & 0.035851 & 0.5095 & 0.305467 \tabularnewline
30 & -0.038383 & -0.5455 & 0.292996 \tabularnewline
31 & -0.041993 & -0.5968 & 0.275644 \tabularnewline
32 & -0.159705 & -2.2698 & 0.012137 \tabularnewline
33 & -0.094835 & -1.3479 & 0.089607 \tabularnewline
34 & -0.106808 & -1.518 & 0.065286 \tabularnewline
35 & 0.038905 & 0.5529 & 0.290457 \tabularnewline
36 & 0.007121 & 0.1012 & 0.459743 \tabularnewline
37 & 0.039476 & 0.5611 & 0.287688 \tabularnewline
38 & -0.017032 & -0.2421 & 0.404483 \tabularnewline
39 & 0.091569 & 1.3014 & 0.097295 \tabularnewline
40 & 0.048321 & 0.6868 & 0.24651 \tabularnewline
41 & 0.007286 & 0.1035 & 0.458815 \tabularnewline
42 & 0.033855 & 0.4812 & 0.315458 \tabularnewline
43 & -0.095522 & -1.3576 & 0.088048 \tabularnewline
44 & -0.041584 & -0.591 & 0.277582 \tabularnewline
45 & 0.012934 & 0.1838 & 0.427169 \tabularnewline
46 & 0.03974 & 0.5648 & 0.286416 \tabularnewline
47 & -0.027785 & -0.3949 & 0.346669 \tabularnewline
48 & -0.01544 & -0.2194 & 0.413263 \tabularnewline
49 & -0.008508 & -0.1209 & 0.451938 \tabularnewline
50 & -0.016024 & -0.2277 & 0.410038 \tabularnewline
51 & -0.063452 & -0.9018 & 0.184112 \tabularnewline
52 & -0.01442 & -0.2049 & 0.418911 \tabularnewline
53 & 0.000213 & 0.003 & 0.498795 \tabularnewline
54 & 0.034515 & 0.4906 & 0.312138 \tabularnewline
55 & 0.045477 & 0.6463 & 0.259393 \tabularnewline
56 & 0.020065 & 0.2852 & 0.3879 \tabularnewline
57 & -0.019265 & -0.2738 & 0.392256 \tabularnewline
58 & 0.009552 & 0.1358 & 0.446073 \tabularnewline
59 & -0.021183 & -0.3011 & 0.381835 \tabularnewline
60 & -0.04232 & -0.6015 & 0.274095 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71395&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]0.931943[/C][C]13.2454[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.665672[/C][C]-9.461[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.36756[/C][C]5.224[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.188597[/C][C]2.6805[/C][C]0.00398[/C][/ROW]
[ROW][C]5[/C][C]-0.102878[/C][C]-1.4622[/C][C]0.072623[/C][/ROW]
[ROW][C]6[/C][C]-0.083434[/C][C]-1.1858[/C][C]0.118542[/C][/ROW]
[ROW][C]7[/C][C]-0.139541[/C][C]-1.9832[/C][C]0.024347[/C][/ROW]
[ROW][C]8[/C][C]-0.081811[/C][C]-1.1628[/C][C]0.123151[/C][/ROW]
[ROW][C]9[/C][C]-0.088858[/C][C]-1.2629[/C][C]0.10404[/C][/ROW]
[ROW][C]10[/C][C]-0.016275[/C][C]-0.2313[/C][C]0.408654[/C][/ROW]
[ROW][C]11[/C][C]0.198387[/C][C]2.8196[/C][C]0.002644[/C][/ROW]
[ROW][C]12[/C][C]0.07951[/C][C]1.13[/C][C]0.129899[/C][/ROW]
[ROW][C]13[/C][C]0.12773[/C][C]1.8154[/C][C]0.035474[/C][/ROW]
[ROW][C]14[/C][C]-0.087718[/C][C]-1.2467[/C][C]0.106974[/C][/ROW]
[ROW][C]15[/C][C]-0.059259[/C][C]-0.8422[/C][C]0.200329[/C][/ROW]
[ROW][C]16[/C][C]0.00228[/C][C]0.0324[/C][C]0.487092[/C][/ROW]
[ROW][C]17[/C][C]0.047531[/C][C]0.6755[/C][C]0.25005[/C][/ROW]
[ROW][C]18[/C][C]-0.156208[/C][C]-2.2201[/C][C]0.013761[/C][/ROW]
[ROW][C]19[/C][C]-0.076703[/C][C]-1.0902[/C][C]0.138472[/C][/ROW]
[ROW][C]20[/C][C]-0.068866[/C][C]-0.9788[/C][C]0.164433[/C][/ROW]
[ROW][C]21[/C][C]-0.003513[/C][C]-0.0499[/C][C]0.480117[/C][/ROW]
[ROW][C]22[/C][C]0.022214[/C][C]0.3157[/C][C]0.376269[/C][/ROW]
[ROW][C]23[/C][C]-0.006714[/C][C]-0.0954[/C][C]0.462038[/C][/ROW]
[ROW][C]24[/C][C]0.013428[/C][C]0.1908[/C][C]0.42442[/C][/ROW]
[ROW][C]25[/C][C]0.01434[/C][C]0.2038[/C][C]0.419354[/C][/ROW]
[ROW][C]26[/C][C]0.047606[/C][C]0.6766[/C][C]0.249715[/C][/ROW]
[ROW][C]27[/C][C]-0.097017[/C][C]-1.3789[/C][C]0.084731[/C][/ROW]
[ROW][C]28[/C][C]0.134969[/C][C]1.9183[/C][C]0.028243[/C][/ROW]
[ROW][C]29[/C][C]0.035851[/C][C]0.5095[/C][C]0.305467[/C][/ROW]
[ROW][C]30[/C][C]-0.038383[/C][C]-0.5455[/C][C]0.292996[/C][/ROW]
[ROW][C]31[/C][C]-0.041993[/C][C]-0.5968[/C][C]0.275644[/C][/ROW]
[ROW][C]32[/C][C]-0.159705[/C][C]-2.2698[/C][C]0.012137[/C][/ROW]
[ROW][C]33[/C][C]-0.094835[/C][C]-1.3479[/C][C]0.089607[/C][/ROW]
[ROW][C]34[/C][C]-0.106808[/C][C]-1.518[/C][C]0.065286[/C][/ROW]
[ROW][C]35[/C][C]0.038905[/C][C]0.5529[/C][C]0.290457[/C][/ROW]
[ROW][C]36[/C][C]0.007121[/C][C]0.1012[/C][C]0.459743[/C][/ROW]
[ROW][C]37[/C][C]0.039476[/C][C]0.5611[/C][C]0.287688[/C][/ROW]
[ROW][C]38[/C][C]-0.017032[/C][C]-0.2421[/C][C]0.404483[/C][/ROW]
[ROW][C]39[/C][C]0.091569[/C][C]1.3014[/C][C]0.097295[/C][/ROW]
[ROW][C]40[/C][C]0.048321[/C][C]0.6868[/C][C]0.24651[/C][/ROW]
[ROW][C]41[/C][C]0.007286[/C][C]0.1035[/C][C]0.458815[/C][/ROW]
[ROW][C]42[/C][C]0.033855[/C][C]0.4812[/C][C]0.315458[/C][/ROW]
[ROW][C]43[/C][C]-0.095522[/C][C]-1.3576[/C][C]0.088048[/C][/ROW]
[ROW][C]44[/C][C]-0.041584[/C][C]-0.591[/C][C]0.277582[/C][/ROW]
[ROW][C]45[/C][C]0.012934[/C][C]0.1838[/C][C]0.427169[/C][/ROW]
[ROW][C]46[/C][C]0.03974[/C][C]0.5648[/C][C]0.286416[/C][/ROW]
[ROW][C]47[/C][C]-0.027785[/C][C]-0.3949[/C][C]0.346669[/C][/ROW]
[ROW][C]48[/C][C]-0.01544[/C][C]-0.2194[/C][C]0.413263[/C][/ROW]
[ROW][C]49[/C][C]-0.008508[/C][C]-0.1209[/C][C]0.451938[/C][/ROW]
[ROW][C]50[/C][C]-0.016024[/C][C]-0.2277[/C][C]0.410038[/C][/ROW]
[ROW][C]51[/C][C]-0.063452[/C][C]-0.9018[/C][C]0.184112[/C][/ROW]
[ROW][C]52[/C][C]-0.01442[/C][C]-0.2049[/C][C]0.418911[/C][/ROW]
[ROW][C]53[/C][C]0.000213[/C][C]0.003[/C][C]0.498795[/C][/ROW]
[ROW][C]54[/C][C]0.034515[/C][C]0.4906[/C][C]0.312138[/C][/ROW]
[ROW][C]55[/C][C]0.045477[/C][C]0.6463[/C][C]0.259393[/C][/ROW]
[ROW][C]56[/C][C]0.020065[/C][C]0.2852[/C][C]0.3879[/C][/ROW]
[ROW][C]57[/C][C]-0.019265[/C][C]-0.2738[/C][C]0.392256[/C][/ROW]
[ROW][C]58[/C][C]0.009552[/C][C]0.1358[/C][C]0.446073[/C][/ROW]
[ROW][C]59[/C][C]-0.021183[/C][C]-0.3011[/C][C]0.381835[/C][/ROW]
[ROW][C]60[/C][C]-0.04232[/C][C]-0.6015[/C][C]0.274095[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71395&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71395&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	0.931943	13.2454	0
2	-0.665672	-9.461	0
3	0.36756	5.224	0
4	0.188597	2.6805	0.00398
5	-0.102878	-1.4622	0.072623
6	-0.083434	-1.1858	0.118542
7	-0.139541	-1.9832	0.024347
8	-0.081811	-1.1628	0.123151
9	-0.088858	-1.2629	0.10404
10	-0.016275	-0.2313	0.408654
11	0.198387	2.8196	0.002644
12	0.07951	1.13	0.129899
13	0.12773	1.8154	0.035474
14	-0.087718	-1.2467	0.106974
15	-0.059259	-0.8422	0.200329
16	0.00228	0.0324	0.487092
17	0.047531	0.6755	0.25005
18	-0.156208	-2.2201	0.013761
19	-0.076703	-1.0902	0.138472
20	-0.068866	-0.9788	0.164433
21	-0.003513	-0.0499	0.480117
22	0.022214	0.3157	0.376269
23	-0.006714	-0.0954	0.462038
24	0.013428	0.1908	0.42442
25	0.01434	0.2038	0.419354
26	0.047606	0.6766	0.249715
27	-0.097017	-1.3789	0.084731
28	0.134969	1.9183	0.028243
29	0.035851	0.5095	0.305467
30	-0.038383	-0.5455	0.292996
31	-0.041993	-0.5968	0.275644
32	-0.159705	-2.2698	0.012137
33	-0.094835	-1.3479	0.089607
34	-0.106808	-1.518	0.065286
35	0.038905	0.5529	0.290457
36	0.007121	0.1012	0.459743
37	0.039476	0.5611	0.287688
38	-0.017032	-0.2421	0.404483
39	0.091569	1.3014	0.097295
40	0.048321	0.6868	0.24651
41	0.007286	0.1035	0.458815
42	0.033855	0.4812	0.315458
43	-0.095522	-1.3576	0.088048
44	-0.041584	-0.591	0.277582
45	0.012934	0.1838	0.427169
46	0.03974	0.5648	0.286416
47	-0.027785	-0.3949	0.346669
48	-0.01544	-0.2194	0.413263
49	-0.008508	-0.1209	0.451938
50	-0.016024	-0.2277	0.410038
51	-0.063452	-0.9018	0.184112
52	-0.01442	-0.2049	0.418911
53	0.000213	0.003	0.498795
54	0.034515	0.4906	0.312138
55	0.045477	0.6463	0.259393
56	0.020065	0.2852	0.3879
57	-0.019265	-0.2738	0.392256
58	0.009552	0.1358	0.446073
59	-0.021183	-0.3011	0.381835
60	-0.04232	-0.6015	0.274095

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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