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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 31 Dec 2009 03:14:57 -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/t1262254611a0j37cait378411.htm/, Retrieved Thu, 02 May 2024 03:58:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71438, Retrieved Thu, 02 May 2024 03:58:48 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

164

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

-     [Univariate Data Series] [De Belgische uitv...] [2009-10-13 01:35:54] [df6326eec97a6ca984a853b142930499]
- RMPD  [Univariate Data Series] [ws8] [2009-11-27 12:04:12] [acdebb2ecda2ddb208f4e14f4a68b9e7]
-   PD    [Univariate Data Series] [consumptiekrediet] [2009-12-04 10:09:44] [acdebb2ecda2ddb208f4e14f4a68b9e7]
-   PD      [Univariate Data Series] [Verkoopprijs per ...] [2009-12-20 19:05:51] [acdebb2ecda2ddb208f4e14f4a68b9e7]
- RMPD        [(Partial) Autocorrelation Function] [Autocorrelatiefun...] [2009-12-30 13:42:19] [acdebb2ecda2ddb208f4e14f4a68b9e7]
-   P             [(Partial) Autocorrelation Function] [Autocorrelatiefun...] [2009-12-31 10:14:57] [b243db81ea3e1f02fb3382887fb0f701] [Current]

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

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71438&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=71438&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71438&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	-0.352408	-2.9485	0.002169
2	0.098816	0.8268	0.205592
3	-0.041885	-0.3504	0.363531
4	-0.302627	-2.532	0.006795
5	0.156753	1.3115	0.096988
6	-0.146897	-1.229	0.111588
7	0.162219	1.3572	0.089535
8	-0.167455	-1.401	0.082812
9	0.137921	1.1539	0.126227
10	-0.029535	-0.2471	0.402773
11	-0.023582	-0.1973	0.422081
12	0.253097	2.1176	0.018883
13	-0.338176	-2.8294	0.00304
14	0.169606	1.419	0.080165
15	-0.171649	-1.4361	0.077712
16	-0.029978	-0.2508	0.401347
17	0.253639	2.1221	0.018685
18	-0.039446	-0.33	0.371183
19	-0.094981	-0.7947	0.214746
20	0.05331	0.446	0.328477
21	-0.158605	-1.327	0.094413
22	0.018272	0.1529	0.439467
23	0.133465	1.1166	0.133982
24	0.010551	0.0883	0.464953
25	-0.005136	-0.043	0.482922
26	-0.014303	-0.1197	0.452546
27	0.055709	0.4661	0.321298
28	-0.066139	-0.5534	0.29089
29	0.100818	0.8435	0.20091
30	-0.101821	-0.8519	0.198589
31	-0.147941	-1.2378	0.10997
32	0.163547	1.3683	0.087792
33	-0.219115	-1.8332	0.035509
34	0.231419	1.9362	0.028442
35	-0.044451	-0.3719	0.355544
36	0.000134	0.0011	0.499553
37	0.057246	0.479	0.316732
38	-0.111364	-0.9317	0.177337
39	0.118924	0.995	0.161585
40	-0.043928	-0.3675	0.357166
41	0.101838	0.852	0.19855
42	-0.090739	-0.7592	0.225147
43	-0.027649	-0.2313	0.408868
44	0.005888	0.0493	0.480424
45	-0.106266	-0.8891	0.188501
46	0.141597	1.1847	0.120074
47	-0.102845	-0.8605	0.196236
48	0.112104	0.9379	0.175752
49	0.015513	0.1298	0.44855
50	-0.021508	-0.1799	0.428858
51	-0.009452	-0.0791	0.468598
52	-0.035445	-0.2966	0.383844
53	0.003945	0.033	0.486882
54	-0.031952	-0.2673	0.395002
55	-0.00237	-0.0198	0.492119
56	0.005343	0.0447	0.482236
57	0.016915	0.1415	0.443932
58	0.023783	0.199	0.421428
59	-0.008281	-0.0693	0.472481
60	0.005156	0.0431	0.482858

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.352408 & -2.9485 & 0.002169 \tabularnewline
2 & 0.098816 & 0.8268 & 0.205592 \tabularnewline
3 & -0.041885 & -0.3504 & 0.363531 \tabularnewline
4 & -0.302627 & -2.532 & 0.006795 \tabularnewline
5 & 0.156753 & 1.3115 & 0.096988 \tabularnewline
6 & -0.146897 & -1.229 & 0.111588 \tabularnewline
7 & 0.162219 & 1.3572 & 0.089535 \tabularnewline
8 & -0.167455 & -1.401 & 0.082812 \tabularnewline
9 & 0.137921 & 1.1539 & 0.126227 \tabularnewline
10 & -0.029535 & -0.2471 & 0.402773 \tabularnewline
11 & -0.023582 & -0.1973 & 0.422081 \tabularnewline
12 & 0.253097 & 2.1176 & 0.018883 \tabularnewline
13 & -0.338176 & -2.8294 & 0.00304 \tabularnewline
14 & 0.169606 & 1.419 & 0.080165 \tabularnewline
15 & -0.171649 & -1.4361 & 0.077712 \tabularnewline
16 & -0.029978 & -0.2508 & 0.401347 \tabularnewline
17 & 0.253639 & 2.1221 & 0.018685 \tabularnewline
18 & -0.039446 & -0.33 & 0.371183 \tabularnewline
19 & -0.094981 & -0.7947 & 0.214746 \tabularnewline
20 & 0.05331 & 0.446 & 0.328477 \tabularnewline
21 & -0.158605 & -1.327 & 0.094413 \tabularnewline
22 & 0.018272 & 0.1529 & 0.439467 \tabularnewline
23 & 0.133465 & 1.1166 & 0.133982 \tabularnewline
24 & 0.010551 & 0.0883 & 0.464953 \tabularnewline
25 & -0.005136 & -0.043 & 0.482922 \tabularnewline
26 & -0.014303 & -0.1197 & 0.452546 \tabularnewline
27 & 0.055709 & 0.4661 & 0.321298 \tabularnewline
28 & -0.066139 & -0.5534 & 0.29089 \tabularnewline
29 & 0.100818 & 0.8435 & 0.20091 \tabularnewline
30 & -0.101821 & -0.8519 & 0.198589 \tabularnewline
31 & -0.147941 & -1.2378 & 0.10997 \tabularnewline
32 & 0.163547 & 1.3683 & 0.087792 \tabularnewline
33 & -0.219115 & -1.8332 & 0.035509 \tabularnewline
34 & 0.231419 & 1.9362 & 0.028442 \tabularnewline
35 & -0.044451 & -0.3719 & 0.355544 \tabularnewline
36 & 0.000134 & 0.0011 & 0.499553 \tabularnewline
37 & 0.057246 & 0.479 & 0.316732 \tabularnewline
38 & -0.111364 & -0.9317 & 0.177337 \tabularnewline
39 & 0.118924 & 0.995 & 0.161585 \tabularnewline
40 & -0.043928 & -0.3675 & 0.357166 \tabularnewline
41 & 0.101838 & 0.852 & 0.19855 \tabularnewline
42 & -0.090739 & -0.7592 & 0.225147 \tabularnewline
43 & -0.027649 & -0.2313 & 0.408868 \tabularnewline
44 & 0.005888 & 0.0493 & 0.480424 \tabularnewline
45 & -0.106266 & -0.8891 & 0.188501 \tabularnewline
46 & 0.141597 & 1.1847 & 0.120074 \tabularnewline
47 & -0.102845 & -0.8605 & 0.196236 \tabularnewline
48 & 0.112104 & 0.9379 & 0.175752 \tabularnewline
49 & 0.015513 & 0.1298 & 0.44855 \tabularnewline
50 & -0.021508 & -0.1799 & 0.428858 \tabularnewline
51 & -0.009452 & -0.0791 & 0.468598 \tabularnewline
52 & -0.035445 & -0.2966 & 0.383844 \tabularnewline
53 & 0.003945 & 0.033 & 0.486882 \tabularnewline
54 & -0.031952 & -0.2673 & 0.395002 \tabularnewline
55 & -0.00237 & -0.0198 & 0.492119 \tabularnewline
56 & 0.005343 & 0.0447 & 0.482236 \tabularnewline
57 & 0.016915 & 0.1415 & 0.443932 \tabularnewline
58 & 0.023783 & 0.199 & 0.421428 \tabularnewline
59 & -0.008281 & -0.0693 & 0.472481 \tabularnewline
60 & 0.005156 & 0.0431 & 0.482858 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71438&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]-0.352408[/C][C]-2.9485[/C][C]0.002169[/C][/ROW]
[ROW][C]2[/C][C]0.098816[/C][C]0.8268[/C][C]0.205592[/C][/ROW]
[ROW][C]3[/C][C]-0.041885[/C][C]-0.3504[/C][C]0.363531[/C][/ROW]
[ROW][C]4[/C][C]-0.302627[/C][C]-2.532[/C][C]0.006795[/C][/ROW]
[ROW][C]5[/C][C]0.156753[/C][C]1.3115[/C][C]0.096988[/C][/ROW]
[ROW][C]6[/C][C]-0.146897[/C][C]-1.229[/C][C]0.111588[/C][/ROW]
[ROW][C]7[/C][C]0.162219[/C][C]1.3572[/C][C]0.089535[/C][/ROW]
[ROW][C]8[/C][C]-0.167455[/C][C]-1.401[/C][C]0.082812[/C][/ROW]
[ROW][C]9[/C][C]0.137921[/C][C]1.1539[/C][C]0.126227[/C][/ROW]
[ROW][C]10[/C][C]-0.029535[/C][C]-0.2471[/C][C]0.402773[/C][/ROW]
[ROW][C]11[/C][C]-0.023582[/C][C]-0.1973[/C][C]0.422081[/C][/ROW]
[ROW][C]12[/C][C]0.253097[/C][C]2.1176[/C][C]0.018883[/C][/ROW]
[ROW][C]13[/C][C]-0.338176[/C][C]-2.8294[/C][C]0.00304[/C][/ROW]
[ROW][C]14[/C][C]0.169606[/C][C]1.419[/C][C]0.080165[/C][/ROW]
[ROW][C]15[/C][C]-0.171649[/C][C]-1.4361[/C][C]0.077712[/C][/ROW]
[ROW][C]16[/C][C]-0.029978[/C][C]-0.2508[/C][C]0.401347[/C][/ROW]
[ROW][C]17[/C][C]0.253639[/C][C]2.1221[/C][C]0.018685[/C][/ROW]
[ROW][C]18[/C][C]-0.039446[/C][C]-0.33[/C][C]0.371183[/C][/ROW]
[ROW][C]19[/C][C]-0.094981[/C][C]-0.7947[/C][C]0.214746[/C][/ROW]
[ROW][C]20[/C][C]0.05331[/C][C]0.446[/C][C]0.328477[/C][/ROW]
[ROW][C]21[/C][C]-0.158605[/C][C]-1.327[/C][C]0.094413[/C][/ROW]
[ROW][C]22[/C][C]0.018272[/C][C]0.1529[/C][C]0.439467[/C][/ROW]
[ROW][C]23[/C][C]0.133465[/C][C]1.1166[/C][C]0.133982[/C][/ROW]
[ROW][C]24[/C][C]0.010551[/C][C]0.0883[/C][C]0.464953[/C][/ROW]
[ROW][C]25[/C][C]-0.005136[/C][C]-0.043[/C][C]0.482922[/C][/ROW]
[ROW][C]26[/C][C]-0.014303[/C][C]-0.1197[/C][C]0.452546[/C][/ROW]
[ROW][C]27[/C][C]0.055709[/C][C]0.4661[/C][C]0.321298[/C][/ROW]
[ROW][C]28[/C][C]-0.066139[/C][C]-0.5534[/C][C]0.29089[/C][/ROW]
[ROW][C]29[/C][C]0.100818[/C][C]0.8435[/C][C]0.20091[/C][/ROW]
[ROW][C]30[/C][C]-0.101821[/C][C]-0.8519[/C][C]0.198589[/C][/ROW]
[ROW][C]31[/C][C]-0.147941[/C][C]-1.2378[/C][C]0.10997[/C][/ROW]
[ROW][C]32[/C][C]0.163547[/C][C]1.3683[/C][C]0.087792[/C][/ROW]
[ROW][C]33[/C][C]-0.219115[/C][C]-1.8332[/C][C]0.035509[/C][/ROW]
[ROW][C]34[/C][C]0.231419[/C][C]1.9362[/C][C]0.028442[/C][/ROW]
[ROW][C]35[/C][C]-0.044451[/C][C]-0.3719[/C][C]0.355544[/C][/ROW]
[ROW][C]36[/C][C]0.000134[/C][C]0.0011[/C][C]0.499553[/C][/ROW]
[ROW][C]37[/C][C]0.057246[/C][C]0.479[/C][C]0.316732[/C][/ROW]
[ROW][C]38[/C][C]-0.111364[/C][C]-0.9317[/C][C]0.177337[/C][/ROW]
[ROW][C]39[/C][C]0.118924[/C][C]0.995[/C][C]0.161585[/C][/ROW]
[ROW][C]40[/C][C]-0.043928[/C][C]-0.3675[/C][C]0.357166[/C][/ROW]
[ROW][C]41[/C][C]0.101838[/C][C]0.852[/C][C]0.19855[/C][/ROW]
[ROW][C]42[/C][C]-0.090739[/C][C]-0.7592[/C][C]0.225147[/C][/ROW]
[ROW][C]43[/C][C]-0.027649[/C][C]-0.2313[/C][C]0.408868[/C][/ROW]
[ROW][C]44[/C][C]0.005888[/C][C]0.0493[/C][C]0.480424[/C][/ROW]
[ROW][C]45[/C][C]-0.106266[/C][C]-0.8891[/C][C]0.188501[/C][/ROW]
[ROW][C]46[/C][C]0.141597[/C][C]1.1847[/C][C]0.120074[/C][/ROW]
[ROW][C]47[/C][C]-0.102845[/C][C]-0.8605[/C][C]0.196236[/C][/ROW]
[ROW][C]48[/C][C]0.112104[/C][C]0.9379[/C][C]0.175752[/C][/ROW]
[ROW][C]49[/C][C]0.015513[/C][C]0.1298[/C][C]0.44855[/C][/ROW]
[ROW][C]50[/C][C]-0.021508[/C][C]-0.1799[/C][C]0.428858[/C][/ROW]
[ROW][C]51[/C][C]-0.009452[/C][C]-0.0791[/C][C]0.468598[/C][/ROW]
[ROW][C]52[/C][C]-0.035445[/C][C]-0.2966[/C][C]0.383844[/C][/ROW]
[ROW][C]53[/C][C]0.003945[/C][C]0.033[/C][C]0.486882[/C][/ROW]
[ROW][C]54[/C][C]-0.031952[/C][C]-0.2673[/C][C]0.395002[/C][/ROW]
[ROW][C]55[/C][C]-0.00237[/C][C]-0.0198[/C][C]0.492119[/C][/ROW]
[ROW][C]56[/C][C]0.005343[/C][C]0.0447[/C][C]0.482236[/C][/ROW]
[ROW][C]57[/C][C]0.016915[/C][C]0.1415[/C][C]0.443932[/C][/ROW]
[ROW][C]58[/C][C]0.023783[/C][C]0.199[/C][C]0.421428[/C][/ROW]
[ROW][C]59[/C][C]-0.008281[/C][C]-0.0693[/C][C]0.472481[/C][/ROW]
[ROW][C]60[/C][C]0.005156[/C][C]0.0431[/C][C]0.482858[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71438&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71438&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	-0.352408	-2.9485	0.002169
2	0.098816	0.8268	0.205592
3	-0.041885	-0.3504	0.363531
4	-0.302627	-2.532	0.006795
5	0.156753	1.3115	0.096988
6	-0.146897	-1.229	0.111588
7	0.162219	1.3572	0.089535
8	-0.167455	-1.401	0.082812
9	0.137921	1.1539	0.126227
10	-0.029535	-0.2471	0.402773
11	-0.023582	-0.1973	0.422081
12	0.253097	2.1176	0.018883
13	-0.338176	-2.8294	0.00304
14	0.169606	1.419	0.080165
15	-0.171649	-1.4361	0.077712
16	-0.029978	-0.2508	0.401347
17	0.253639	2.1221	0.018685
18	-0.039446	-0.33	0.371183
19	-0.094981	-0.7947	0.214746
20	0.05331	0.446	0.328477
21	-0.158605	-1.327	0.094413
22	0.018272	0.1529	0.439467
23	0.133465	1.1166	0.133982
24	0.010551	0.0883	0.464953
25	-0.005136	-0.043	0.482922
26	-0.014303	-0.1197	0.452546
27	0.055709	0.4661	0.321298
28	-0.066139	-0.5534	0.29089
29	0.100818	0.8435	0.20091
30	-0.101821	-0.8519	0.198589
31	-0.147941	-1.2378	0.10997
32	0.163547	1.3683	0.087792
33	-0.219115	-1.8332	0.035509
34	0.231419	1.9362	0.028442
35	-0.044451	-0.3719	0.355544
36	0.000134	0.0011	0.499553
37	0.057246	0.479	0.316732
38	-0.111364	-0.9317	0.177337
39	0.118924	0.995	0.161585
40	-0.043928	-0.3675	0.357166
41	0.101838	0.852	0.19855
42	-0.090739	-0.7592	0.225147
43	-0.027649	-0.2313	0.408868
44	0.005888	0.0493	0.480424
45	-0.106266	-0.8891	0.188501
46	0.141597	1.1847	0.120074
47	-0.102845	-0.8605	0.196236
48	0.112104	0.9379	0.175752
49	0.015513	0.1298	0.44855
50	-0.021508	-0.1799	0.428858
51	-0.009452	-0.0791	0.468598
52	-0.035445	-0.2966	0.383844
53	0.003945	0.033	0.486882
54	-0.031952	-0.2673	0.395002
55	-0.00237	-0.0198	0.492119
56	0.005343	0.0447	0.482236
57	0.016915	0.1415	0.443932
58	0.023783	0.199	0.421428
59	-0.008281	-0.0693	0.472481
60	0.005156	0.0431	0.482858

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.352408	-2.9485	0.002169
2	-0.028973	-0.2424	0.404587
3	-0.018585	-0.1555	0.43844
4	-0.366791	-3.0688	0.001528
5	-0.094462	-0.7903	0.216002
6	-0.136905	-1.1454	0.127966
7	0.020326	0.1701	0.432728
8	-0.27167	-2.273	0.013051
9	-0.011487	-0.0961	0.461855
10	-0.056418	-0.472	0.319188
11	-0.0364	-0.3045	0.380809
12	0.162289	1.3578	0.089443
13	-0.172109	-1.44	0.077167
14	-0.056157	-0.4698	0.319964
15	-0.103861	-0.869	0.193918
16	-0.100294	-0.8391	0.202129
17	0.119906	1.0032	0.159608
18	0.162185	1.3569	0.089581
19	-0.291966	-2.4428	0.008551
20	0.050656	0.4238	0.336499
21	-0.174449	-1.4595	0.074445
22	-0.047638	-0.3986	0.345712
23	0.016411	0.1373	0.445592
24	0.053251	0.4455	0.328655
25	0.001993	0.0167	0.493371
26	-0.066768	-0.5586	0.289101
27	0.141728	1.1858	0.119859
28	0.038257	0.3201	0.374931
29	-0.010028	-0.0839	0.466686
30	0.006942	0.0581	0.476926
31	-0.107392	-0.8985	0.185997
32	0.035512	0.2971	0.383628
33	-0.023114	-0.1934	0.423608
34	-0.146565	-1.2262	0.112107
35	-0.088001	-0.7363	0.232013
36	0.017759	0.1486	0.441156
37	-0.044134	-0.3693	0.356527
38	0.000678	0.0057	0.497744
39	0.050574	0.4231	0.336749
40	0.060715	0.508	0.306534
41	0.025008	0.2092	0.417437
42	0.119043	0.996	0.161344
43	0.062749	0.525	0.300624
44	-0.094654	-0.7919	0.215538
45	0.024257	0.2029	0.419882
46	-0.041644	-0.3484	0.364286
47	-0.064991	-0.5438	0.294169
48	0.14323	1.1983	0.117412
49	0.03653	0.3056	0.380395
50	-0.031155	-0.2607	0.397558
51	-0.052468	-0.439	0.331013
52	-0.070456	-0.5895	0.278721
53	0.037909	0.3172	0.376029
54	0.057567	0.4816	0.315783
55	-0.023863	-0.1996	0.421167
56	-0.011318	-0.0947	0.462414
57	0.01146	0.0959	0.461943
58	0.066836	0.5592	0.288909
59	-0.087336	-0.7307	0.233698
60	0.002561	0.0214	0.491481

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.352408 & -2.9485 & 0.002169 \tabularnewline
2 & -0.028973 & -0.2424 & 0.404587 \tabularnewline
3 & -0.018585 & -0.1555 & 0.43844 \tabularnewline
4 & -0.366791 & -3.0688 & 0.001528 \tabularnewline
5 & -0.094462 & -0.7903 & 0.216002 \tabularnewline
6 & -0.136905 & -1.1454 & 0.127966 \tabularnewline
7 & 0.020326 & 0.1701 & 0.432728 \tabularnewline
8 & -0.27167 & -2.273 & 0.013051 \tabularnewline
9 & -0.011487 & -0.0961 & 0.461855 \tabularnewline
10 & -0.056418 & -0.472 & 0.319188 \tabularnewline
11 & -0.0364 & -0.3045 & 0.380809 \tabularnewline
12 & 0.162289 & 1.3578 & 0.089443 \tabularnewline
13 & -0.172109 & -1.44 & 0.077167 \tabularnewline
14 & -0.056157 & -0.4698 & 0.319964 \tabularnewline
15 & -0.103861 & -0.869 & 0.193918 \tabularnewline
16 & -0.100294 & -0.8391 & 0.202129 \tabularnewline
17 & 0.119906 & 1.0032 & 0.159608 \tabularnewline
18 & 0.162185 & 1.3569 & 0.089581 \tabularnewline
19 & -0.291966 & -2.4428 & 0.008551 \tabularnewline
20 & 0.050656 & 0.4238 & 0.336499 \tabularnewline
21 & -0.174449 & -1.4595 & 0.074445 \tabularnewline
22 & -0.047638 & -0.3986 & 0.345712 \tabularnewline
23 & 0.016411 & 0.1373 & 0.445592 \tabularnewline
24 & 0.053251 & 0.4455 & 0.328655 \tabularnewline
25 & 0.001993 & 0.0167 & 0.493371 \tabularnewline
26 & -0.066768 & -0.5586 & 0.289101 \tabularnewline
27 & 0.141728 & 1.1858 & 0.119859 \tabularnewline
28 & 0.038257 & 0.3201 & 0.374931 \tabularnewline
29 & -0.010028 & -0.0839 & 0.466686 \tabularnewline
30 & 0.006942 & 0.0581 & 0.476926 \tabularnewline
31 & -0.107392 & -0.8985 & 0.185997 \tabularnewline
32 & 0.035512 & 0.2971 & 0.383628 \tabularnewline
33 & -0.023114 & -0.1934 & 0.423608 \tabularnewline
34 & -0.146565 & -1.2262 & 0.112107 \tabularnewline
35 & -0.088001 & -0.7363 & 0.232013 \tabularnewline
36 & 0.017759 & 0.1486 & 0.441156 \tabularnewline
37 & -0.044134 & -0.3693 & 0.356527 \tabularnewline
38 & 0.000678 & 0.0057 & 0.497744 \tabularnewline
39 & 0.050574 & 0.4231 & 0.336749 \tabularnewline
40 & 0.060715 & 0.508 & 0.306534 \tabularnewline
41 & 0.025008 & 0.2092 & 0.417437 \tabularnewline
42 & 0.119043 & 0.996 & 0.161344 \tabularnewline
43 & 0.062749 & 0.525 & 0.300624 \tabularnewline
44 & -0.094654 & -0.7919 & 0.215538 \tabularnewline
45 & 0.024257 & 0.2029 & 0.419882 \tabularnewline
46 & -0.041644 & -0.3484 & 0.364286 \tabularnewline
47 & -0.064991 & -0.5438 & 0.294169 \tabularnewline
48 & 0.14323 & 1.1983 & 0.117412 \tabularnewline
49 & 0.03653 & 0.3056 & 0.380395 \tabularnewline
50 & -0.031155 & -0.2607 & 0.397558 \tabularnewline
51 & -0.052468 & -0.439 & 0.331013 \tabularnewline
52 & -0.070456 & -0.5895 & 0.278721 \tabularnewline
53 & 0.037909 & 0.3172 & 0.376029 \tabularnewline
54 & 0.057567 & 0.4816 & 0.315783 \tabularnewline
55 & -0.023863 & -0.1996 & 0.421167 \tabularnewline
56 & -0.011318 & -0.0947 & 0.462414 \tabularnewline
57 & 0.01146 & 0.0959 & 0.461943 \tabularnewline
58 & 0.066836 & 0.5592 & 0.288909 \tabularnewline
59 & -0.087336 & -0.7307 & 0.233698 \tabularnewline
60 & 0.002561 & 0.0214 & 0.491481 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71438&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]-0.352408[/C][C]-2.9485[/C][C]0.002169[/C][/ROW]
[ROW][C]2[/C][C]-0.028973[/C][C]-0.2424[/C][C]0.404587[/C][/ROW]
[ROW][C]3[/C][C]-0.018585[/C][C]-0.1555[/C][C]0.43844[/C][/ROW]
[ROW][C]4[/C][C]-0.366791[/C][C]-3.0688[/C][C]0.001528[/C][/ROW]
[ROW][C]5[/C][C]-0.094462[/C][C]-0.7903[/C][C]0.216002[/C][/ROW]
[ROW][C]6[/C][C]-0.136905[/C][C]-1.1454[/C][C]0.127966[/C][/ROW]
[ROW][C]7[/C][C]0.020326[/C][C]0.1701[/C][C]0.432728[/C][/ROW]
[ROW][C]8[/C][C]-0.27167[/C][C]-2.273[/C][C]0.013051[/C][/ROW]
[ROW][C]9[/C][C]-0.011487[/C][C]-0.0961[/C][C]0.461855[/C][/ROW]
[ROW][C]10[/C][C]-0.056418[/C][C]-0.472[/C][C]0.319188[/C][/ROW]
[ROW][C]11[/C][C]-0.0364[/C][C]-0.3045[/C][C]0.380809[/C][/ROW]
[ROW][C]12[/C][C]0.162289[/C][C]1.3578[/C][C]0.089443[/C][/ROW]
[ROW][C]13[/C][C]-0.172109[/C][C]-1.44[/C][C]0.077167[/C][/ROW]
[ROW][C]14[/C][C]-0.056157[/C][C]-0.4698[/C][C]0.319964[/C][/ROW]
[ROW][C]15[/C][C]-0.103861[/C][C]-0.869[/C][C]0.193918[/C][/ROW]
[ROW][C]16[/C][C]-0.100294[/C][C]-0.8391[/C][C]0.202129[/C][/ROW]
[ROW][C]17[/C][C]0.119906[/C][C]1.0032[/C][C]0.159608[/C][/ROW]
[ROW][C]18[/C][C]0.162185[/C][C]1.3569[/C][C]0.089581[/C][/ROW]
[ROW][C]19[/C][C]-0.291966[/C][C]-2.4428[/C][C]0.008551[/C][/ROW]
[ROW][C]20[/C][C]0.050656[/C][C]0.4238[/C][C]0.336499[/C][/ROW]
[ROW][C]21[/C][C]-0.174449[/C][C]-1.4595[/C][C]0.074445[/C][/ROW]
[ROW][C]22[/C][C]-0.047638[/C][C]-0.3986[/C][C]0.345712[/C][/ROW]
[ROW][C]23[/C][C]0.016411[/C][C]0.1373[/C][C]0.445592[/C][/ROW]
[ROW][C]24[/C][C]0.053251[/C][C]0.4455[/C][C]0.328655[/C][/ROW]
[ROW][C]25[/C][C]0.001993[/C][C]0.0167[/C][C]0.493371[/C][/ROW]
[ROW][C]26[/C][C]-0.066768[/C][C]-0.5586[/C][C]0.289101[/C][/ROW]
[ROW][C]27[/C][C]0.141728[/C][C]1.1858[/C][C]0.119859[/C][/ROW]
[ROW][C]28[/C][C]0.038257[/C][C]0.3201[/C][C]0.374931[/C][/ROW]
[ROW][C]29[/C][C]-0.010028[/C][C]-0.0839[/C][C]0.466686[/C][/ROW]
[ROW][C]30[/C][C]0.006942[/C][C]0.0581[/C][C]0.476926[/C][/ROW]
[ROW][C]31[/C][C]-0.107392[/C][C]-0.8985[/C][C]0.185997[/C][/ROW]
[ROW][C]32[/C][C]0.035512[/C][C]0.2971[/C][C]0.383628[/C][/ROW]
[ROW][C]33[/C][C]-0.023114[/C][C]-0.1934[/C][C]0.423608[/C][/ROW]
[ROW][C]34[/C][C]-0.146565[/C][C]-1.2262[/C][C]0.112107[/C][/ROW]
[ROW][C]35[/C][C]-0.088001[/C][C]-0.7363[/C][C]0.232013[/C][/ROW]
[ROW][C]36[/C][C]0.017759[/C][C]0.1486[/C][C]0.441156[/C][/ROW]
[ROW][C]37[/C][C]-0.044134[/C][C]-0.3693[/C][C]0.356527[/C][/ROW]
[ROW][C]38[/C][C]0.000678[/C][C]0.0057[/C][C]0.497744[/C][/ROW]
[ROW][C]39[/C][C]0.050574[/C][C]0.4231[/C][C]0.336749[/C][/ROW]
[ROW][C]40[/C][C]0.060715[/C][C]0.508[/C][C]0.306534[/C][/ROW]
[ROW][C]41[/C][C]0.025008[/C][C]0.2092[/C][C]0.417437[/C][/ROW]
[ROW][C]42[/C][C]0.119043[/C][C]0.996[/C][C]0.161344[/C][/ROW]
[ROW][C]43[/C][C]0.062749[/C][C]0.525[/C][C]0.300624[/C][/ROW]
[ROW][C]44[/C][C]-0.094654[/C][C]-0.7919[/C][C]0.215538[/C][/ROW]
[ROW][C]45[/C][C]0.024257[/C][C]0.2029[/C][C]0.419882[/C][/ROW]
[ROW][C]46[/C][C]-0.041644[/C][C]-0.3484[/C][C]0.364286[/C][/ROW]
[ROW][C]47[/C][C]-0.064991[/C][C]-0.5438[/C][C]0.294169[/C][/ROW]
[ROW][C]48[/C][C]0.14323[/C][C]1.1983[/C][C]0.117412[/C][/ROW]
[ROW][C]49[/C][C]0.03653[/C][C]0.3056[/C][C]0.380395[/C][/ROW]
[ROW][C]50[/C][C]-0.031155[/C][C]-0.2607[/C][C]0.397558[/C][/ROW]
[ROW][C]51[/C][C]-0.052468[/C][C]-0.439[/C][C]0.331013[/C][/ROW]
[ROW][C]52[/C][C]-0.070456[/C][C]-0.5895[/C][C]0.278721[/C][/ROW]
[ROW][C]53[/C][C]0.037909[/C][C]0.3172[/C][C]0.376029[/C][/ROW]
[ROW][C]54[/C][C]0.057567[/C][C]0.4816[/C][C]0.315783[/C][/ROW]
[ROW][C]55[/C][C]-0.023863[/C][C]-0.1996[/C][C]0.421167[/C][/ROW]
[ROW][C]56[/C][C]-0.011318[/C][C]-0.0947[/C][C]0.462414[/C][/ROW]
[ROW][C]57[/C][C]0.01146[/C][C]0.0959[/C][C]0.461943[/C][/ROW]
[ROW][C]58[/C][C]0.066836[/C][C]0.5592[/C][C]0.288909[/C][/ROW]
[ROW][C]59[/C][C]-0.087336[/C][C]-0.7307[/C][C]0.233698[/C][/ROW]
[ROW][C]60[/C][C]0.002561[/C][C]0.0214[/C][C]0.491481[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71438&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71438&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	-0.352408	-2.9485	0.002169
2	-0.028973	-0.2424	0.404587
3	-0.018585	-0.1555	0.43844
4	-0.366791	-3.0688	0.001528
5	-0.094462	-0.7903	0.216002
6	-0.136905	-1.1454	0.127966
7	0.020326	0.1701	0.432728
8	-0.27167	-2.273	0.013051
9	-0.011487	-0.0961	0.461855
10	-0.056418	-0.472	0.319188
11	-0.0364	-0.3045	0.380809
12	0.162289	1.3578	0.089443
13	-0.172109	-1.44	0.077167
14	-0.056157	-0.4698	0.319964
15	-0.103861	-0.869	0.193918
16	-0.100294	-0.8391	0.202129
17	0.119906	1.0032	0.159608
18	0.162185	1.3569	0.089581
19	-0.291966	-2.4428	0.008551
20	0.050656	0.4238	0.336499
21	-0.174449	-1.4595	0.074445
22	-0.047638	-0.3986	0.345712
23	0.016411	0.1373	0.445592
24	0.053251	0.4455	0.328655
25	0.001993	0.0167	0.493371
26	-0.066768	-0.5586	0.289101
27	0.141728	1.1858	0.119859
28	0.038257	0.3201	0.374931
29	-0.010028	-0.0839	0.466686
30	0.006942	0.0581	0.476926
31	-0.107392	-0.8985	0.185997
32	0.035512	0.2971	0.383628
33	-0.023114	-0.1934	0.423608
34	-0.146565	-1.2262	0.112107
35	-0.088001	-0.7363	0.232013
36	0.017759	0.1486	0.441156
37	-0.044134	-0.3693	0.356527
38	0.000678	0.0057	0.497744
39	0.050574	0.4231	0.336749
40	0.060715	0.508	0.306534
41	0.025008	0.2092	0.417437
42	0.119043	0.996	0.161344
43	0.062749	0.525	0.300624
44	-0.094654	-0.7919	0.215538
45	0.024257	0.2029	0.419882
46	-0.041644	-0.3484	0.364286
47	-0.064991	-0.5438	0.294169
48	0.14323	1.1983	0.117412
49	0.03653	0.3056	0.380395
50	-0.031155	-0.2607	0.397558
51	-0.052468	-0.439	0.331013
52	-0.070456	-0.5895	0.278721
53	0.037909	0.3172	0.376029
54	0.057567	0.4816	0.315783
55	-0.023863	-0.1996	0.421167
56	-0.011318	-0.0947	0.462414
57	0.01146	0.0959	0.461943
58	0.066836	0.5592	0.288909
59	-0.087336	-0.7307	0.233698
60	0.002561	0.0214	0.491481

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = -1.7 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = -1.7 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code