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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 24 Nov 2009 07:30:12 -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/Nov/24/t12590730308t19t4owjhx9y1x.htm/, Retrieved Fri, 26 Apr 2024 23:12:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59085, Retrieved Fri, 26 Apr 2024 23:12:33 +0000

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User-defined keywords

Estimated Impact

175

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [] [2009-11-24 14:30:12] [0f1f1142419956a95ff6f880845f2408] [Current]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-01 11:28:41] [74be16979710d4c4e7c6647856088456] 

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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=59085&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=59085&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59085&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	0.596316	4.9891	2e-06
2	0.436256	3.65	0.000251
3	0.525282	4.3948	1.9e-05
4	0.463184	3.8753	0.000119
5	0.36769	3.0763	0.001495
6	0.375729	3.1436	0.001224
7	0.217572	1.8203	0.036491
8	0.273183	2.2856	0.012654
9	0.157751	1.3198	0.095595
10	0.018078	0.1513	0.440106
11	0.13682	1.1447	0.128112
12	0.325976	2.7273	0.004032
13	0.09211	0.7707	0.221754
14	0.008605	0.072	0.471405
15	0.072085	0.6031	0.274194
16	0.10255	0.858	0.196912
17	0.037679	0.3152	0.376758
18	0.064875	0.5428	0.294502
19	0.030799	0.2577	0.398703
20	0.045038	0.3768	0.353727
21	-0.048473	-0.4056	0.343155
22	-0.119893	-1.0031	0.159634
23	-0.041924	-0.3508	0.36341
24	0.066135	0.5533	0.290903
25	-0.0599	-0.5012	0.308917
26	-0.170555	-1.427	0.079017
27	-0.094148	-0.7877	0.216765
28	-0.03586	-0.3	0.382524
29	-0.120849	-1.0111	0.157726
30	-0.101054	-0.8455	0.200362
31	-0.078576	-0.6574	0.256535
32	-0.149229	-1.2485	0.107997
33	-0.171955	-1.4387	0.077349
34	-0.205009	-1.7152	0.045364
35	-0.213933	-1.7899	0.038898
36	-0.108038	-0.9039	0.184571
37	-0.179222	-1.4995	0.069124
38	-0.285478	-2.3885	0.009809
39	-0.190875	-1.597	0.057388
40	-0.168067	-1.4062	0.082052
41	-0.226482	-1.8949	0.031119
42	-0.18408	-1.5401	0.064019
43	-0.162986	-1.3636	0.088526
44	-0.226735	-1.897	0.030977
45	-0.213127	-1.7831	0.039449
46	-0.228208	-1.9093	0.03016
47	-0.220578	-1.8455	0.034598
48	-0.142101	-1.1889	0.119247
49	-0.195515	-1.6358	0.053185
50	-0.247249	-2.0686	0.021138
51	-0.165885	-1.3879	0.084786
52	-0.160119	-1.3397	0.092345
53	-0.176093	-1.4733	0.072576
54	-0.115759	-0.9685	0.168063
55	-0.098945	-0.8278	0.205289
56	-0.081994	-0.686	0.247486
57	-0.028204	-0.236	0.407072
58	-0.021611	-0.1808	0.428519
59	0.021258	0.1779	0.429675
60	0.082296	0.6885	0.246695

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.596316 & 4.9891 & 2e-06 \tabularnewline
2 & 0.436256 & 3.65 & 0.000251 \tabularnewline
3 & 0.525282 & 4.3948 & 1.9e-05 \tabularnewline
4 & 0.463184 & 3.8753 & 0.000119 \tabularnewline
5 & 0.36769 & 3.0763 & 0.001495 \tabularnewline
6 & 0.375729 & 3.1436 & 0.001224 \tabularnewline
7 & 0.217572 & 1.8203 & 0.036491 \tabularnewline
8 & 0.273183 & 2.2856 & 0.012654 \tabularnewline
9 & 0.157751 & 1.3198 & 0.095595 \tabularnewline
10 & 0.018078 & 0.1513 & 0.440106 \tabularnewline
11 & 0.13682 & 1.1447 & 0.128112 \tabularnewline
12 & 0.325976 & 2.7273 & 0.004032 \tabularnewline
13 & 0.09211 & 0.7707 & 0.221754 \tabularnewline
14 & 0.008605 & 0.072 & 0.471405 \tabularnewline
15 & 0.072085 & 0.6031 & 0.274194 \tabularnewline
16 & 0.10255 & 0.858 & 0.196912 \tabularnewline
17 & 0.037679 & 0.3152 & 0.376758 \tabularnewline
18 & 0.064875 & 0.5428 & 0.294502 \tabularnewline
19 & 0.030799 & 0.2577 & 0.398703 \tabularnewline
20 & 0.045038 & 0.3768 & 0.353727 \tabularnewline
21 & -0.048473 & -0.4056 & 0.343155 \tabularnewline
22 & -0.119893 & -1.0031 & 0.159634 \tabularnewline
23 & -0.041924 & -0.3508 & 0.36341 \tabularnewline
24 & 0.066135 & 0.5533 & 0.290903 \tabularnewline
25 & -0.0599 & -0.5012 & 0.308917 \tabularnewline
26 & -0.170555 & -1.427 & 0.079017 \tabularnewline
27 & -0.094148 & -0.7877 & 0.216765 \tabularnewline
28 & -0.03586 & -0.3 & 0.382524 \tabularnewline
29 & -0.120849 & -1.0111 & 0.157726 \tabularnewline
30 & -0.101054 & -0.8455 & 0.200362 \tabularnewline
31 & -0.078576 & -0.6574 & 0.256535 \tabularnewline
32 & -0.149229 & -1.2485 & 0.107997 \tabularnewline
33 & -0.171955 & -1.4387 & 0.077349 \tabularnewline
34 & -0.205009 & -1.7152 & 0.045364 \tabularnewline
35 & -0.213933 & -1.7899 & 0.038898 \tabularnewline
36 & -0.108038 & -0.9039 & 0.184571 \tabularnewline
37 & -0.179222 & -1.4995 & 0.069124 \tabularnewline
38 & -0.285478 & -2.3885 & 0.009809 \tabularnewline
39 & -0.190875 & -1.597 & 0.057388 \tabularnewline
40 & -0.168067 & -1.4062 & 0.082052 \tabularnewline
41 & -0.226482 & -1.8949 & 0.031119 \tabularnewline
42 & -0.18408 & -1.5401 & 0.064019 \tabularnewline
43 & -0.162986 & -1.3636 & 0.088526 \tabularnewline
44 & -0.226735 & -1.897 & 0.030977 \tabularnewline
45 & -0.213127 & -1.7831 & 0.039449 \tabularnewline
46 & -0.228208 & -1.9093 & 0.03016 \tabularnewline
47 & -0.220578 & -1.8455 & 0.034598 \tabularnewline
48 & -0.142101 & -1.1889 & 0.119247 \tabularnewline
49 & -0.195515 & -1.6358 & 0.053185 \tabularnewline
50 & -0.247249 & -2.0686 & 0.021138 \tabularnewline
51 & -0.165885 & -1.3879 & 0.084786 \tabularnewline
52 & -0.160119 & -1.3397 & 0.092345 \tabularnewline
53 & -0.176093 & -1.4733 & 0.072576 \tabularnewline
54 & -0.115759 & -0.9685 & 0.168063 \tabularnewline
55 & -0.098945 & -0.8278 & 0.205289 \tabularnewline
56 & -0.081994 & -0.686 & 0.247486 \tabularnewline
57 & -0.028204 & -0.236 & 0.407072 \tabularnewline
58 & -0.021611 & -0.1808 & 0.428519 \tabularnewline
59 & 0.021258 & 0.1779 & 0.429675 \tabularnewline
60 & 0.082296 & 0.6885 & 0.246695 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59085&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]0.596316[/C][C]4.9891[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]0.436256[/C][C]3.65[/C][C]0.000251[/C][/ROW]
[ROW][C]3[/C][C]0.525282[/C][C]4.3948[/C][C]1.9e-05[/C][/ROW]
[ROW][C]4[/C][C]0.463184[/C][C]3.8753[/C][C]0.000119[/C][/ROW]
[ROW][C]5[/C][C]0.36769[/C][C]3.0763[/C][C]0.001495[/C][/ROW]
[ROW][C]6[/C][C]0.375729[/C][C]3.1436[/C][C]0.001224[/C][/ROW]
[ROW][C]7[/C][C]0.217572[/C][C]1.8203[/C][C]0.036491[/C][/ROW]
[ROW][C]8[/C][C]0.273183[/C][C]2.2856[/C][C]0.012654[/C][/ROW]
[ROW][C]9[/C][C]0.157751[/C][C]1.3198[/C][C]0.095595[/C][/ROW]
[ROW][C]10[/C][C]0.018078[/C][C]0.1513[/C][C]0.440106[/C][/ROW]
[ROW][C]11[/C][C]0.13682[/C][C]1.1447[/C][C]0.128112[/C][/ROW]
[ROW][C]12[/C][C]0.325976[/C][C]2.7273[/C][C]0.004032[/C][/ROW]
[ROW][C]13[/C][C]0.09211[/C][C]0.7707[/C][C]0.221754[/C][/ROW]
[ROW][C]14[/C][C]0.008605[/C][C]0.072[/C][C]0.471405[/C][/ROW]
[ROW][C]15[/C][C]0.072085[/C][C]0.6031[/C][C]0.274194[/C][/ROW]
[ROW][C]16[/C][C]0.10255[/C][C]0.858[/C][C]0.196912[/C][/ROW]
[ROW][C]17[/C][C]0.037679[/C][C]0.3152[/C][C]0.376758[/C][/ROW]
[ROW][C]18[/C][C]0.064875[/C][C]0.5428[/C][C]0.294502[/C][/ROW]
[ROW][C]19[/C][C]0.030799[/C][C]0.2577[/C][C]0.398703[/C][/ROW]
[ROW][C]20[/C][C]0.045038[/C][C]0.3768[/C][C]0.353727[/C][/ROW]
[ROW][C]21[/C][C]-0.048473[/C][C]-0.4056[/C][C]0.343155[/C][/ROW]
[ROW][C]22[/C][C]-0.119893[/C][C]-1.0031[/C][C]0.159634[/C][/ROW]
[ROW][C]23[/C][C]-0.041924[/C][C]-0.3508[/C][C]0.36341[/C][/ROW]
[ROW][C]24[/C][C]0.066135[/C][C]0.5533[/C][C]0.290903[/C][/ROW]
[ROW][C]25[/C][C]-0.0599[/C][C]-0.5012[/C][C]0.308917[/C][/ROW]
[ROW][C]26[/C][C]-0.170555[/C][C]-1.427[/C][C]0.079017[/C][/ROW]
[ROW][C]27[/C][C]-0.094148[/C][C]-0.7877[/C][C]0.216765[/C][/ROW]
[ROW][C]28[/C][C]-0.03586[/C][C]-0.3[/C][C]0.382524[/C][/ROW]
[ROW][C]29[/C][C]-0.120849[/C][C]-1.0111[/C][C]0.157726[/C][/ROW]
[ROW][C]30[/C][C]-0.101054[/C][C]-0.8455[/C][C]0.200362[/C][/ROW]
[ROW][C]31[/C][C]-0.078576[/C][C]-0.6574[/C][C]0.256535[/C][/ROW]
[ROW][C]32[/C][C]-0.149229[/C][C]-1.2485[/C][C]0.107997[/C][/ROW]
[ROW][C]33[/C][C]-0.171955[/C][C]-1.4387[/C][C]0.077349[/C][/ROW]
[ROW][C]34[/C][C]-0.205009[/C][C]-1.7152[/C][C]0.045364[/C][/ROW]
[ROW][C]35[/C][C]-0.213933[/C][C]-1.7899[/C][C]0.038898[/C][/ROW]
[ROW][C]36[/C][C]-0.108038[/C][C]-0.9039[/C][C]0.184571[/C][/ROW]
[ROW][C]37[/C][C]-0.179222[/C][C]-1.4995[/C][C]0.069124[/C][/ROW]
[ROW][C]38[/C][C]-0.285478[/C][C]-2.3885[/C][C]0.009809[/C][/ROW]
[ROW][C]39[/C][C]-0.190875[/C][C]-1.597[/C][C]0.057388[/C][/ROW]
[ROW][C]40[/C][C]-0.168067[/C][C]-1.4062[/C][C]0.082052[/C][/ROW]
[ROW][C]41[/C][C]-0.226482[/C][C]-1.8949[/C][C]0.031119[/C][/ROW]
[ROW][C]42[/C][C]-0.18408[/C][C]-1.5401[/C][C]0.064019[/C][/ROW]
[ROW][C]43[/C][C]-0.162986[/C][C]-1.3636[/C][C]0.088526[/C][/ROW]
[ROW][C]44[/C][C]-0.226735[/C][C]-1.897[/C][C]0.030977[/C][/ROW]
[ROW][C]45[/C][C]-0.213127[/C][C]-1.7831[/C][C]0.039449[/C][/ROW]
[ROW][C]46[/C][C]-0.228208[/C][C]-1.9093[/C][C]0.03016[/C][/ROW]
[ROW][C]47[/C][C]-0.220578[/C][C]-1.8455[/C][C]0.034598[/C][/ROW]
[ROW][C]48[/C][C]-0.142101[/C][C]-1.1889[/C][C]0.119247[/C][/ROW]
[ROW][C]49[/C][C]-0.195515[/C][C]-1.6358[/C][C]0.053185[/C][/ROW]
[ROW][C]50[/C][C]-0.247249[/C][C]-2.0686[/C][C]0.021138[/C][/ROW]
[ROW][C]51[/C][C]-0.165885[/C][C]-1.3879[/C][C]0.084786[/C][/ROW]
[ROW][C]52[/C][C]-0.160119[/C][C]-1.3397[/C][C]0.092345[/C][/ROW]
[ROW][C]53[/C][C]-0.176093[/C][C]-1.4733[/C][C]0.072576[/C][/ROW]
[ROW][C]54[/C][C]-0.115759[/C][C]-0.9685[/C][C]0.168063[/C][/ROW]
[ROW][C]55[/C][C]-0.098945[/C][C]-0.8278[/C][C]0.205289[/C][/ROW]
[ROW][C]56[/C][C]-0.081994[/C][C]-0.686[/C][C]0.247486[/C][/ROW]
[ROW][C]57[/C][C]-0.028204[/C][C]-0.236[/C][C]0.407072[/C][/ROW]
[ROW][C]58[/C][C]-0.021611[/C][C]-0.1808[/C][C]0.428519[/C][/ROW]
[ROW][C]59[/C][C]0.021258[/C][C]0.1779[/C][C]0.429675[/C][/ROW]
[ROW][C]60[/C][C]0.082296[/C][C]0.6885[/C][C]0.246695[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59085&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59085&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	0.596316	4.9891	2e-06
2	0.436256	3.65	0.000251
3	0.525282	4.3948	1.9e-05
4	0.463184	3.8753	0.000119
5	0.36769	3.0763	0.001495
6	0.375729	3.1436	0.001224
7	0.217572	1.8203	0.036491
8	0.273183	2.2856	0.012654
9	0.157751	1.3198	0.095595
10	0.018078	0.1513	0.440106
11	0.13682	1.1447	0.128112
12	0.325976	2.7273	0.004032
13	0.09211	0.7707	0.221754
14	0.008605	0.072	0.471405
15	0.072085	0.6031	0.274194
16	0.10255	0.858	0.196912
17	0.037679	0.3152	0.376758
18	0.064875	0.5428	0.294502
19	0.030799	0.2577	0.398703
20	0.045038	0.3768	0.353727
21	-0.048473	-0.4056	0.343155
22	-0.119893	-1.0031	0.159634
23	-0.041924	-0.3508	0.36341
24	0.066135	0.5533	0.290903
25	-0.0599	-0.5012	0.308917
26	-0.170555	-1.427	0.079017
27	-0.094148	-0.7877	0.216765
28	-0.03586	-0.3	0.382524
29	-0.120849	-1.0111	0.157726
30	-0.101054	-0.8455	0.200362
31	-0.078576	-0.6574	0.256535
32	-0.149229	-1.2485	0.107997
33	-0.171955	-1.4387	0.077349
34	-0.205009	-1.7152	0.045364
35	-0.213933	-1.7899	0.038898
36	-0.108038	-0.9039	0.184571
37	-0.179222	-1.4995	0.069124
38	-0.285478	-2.3885	0.009809
39	-0.190875	-1.597	0.057388
40	-0.168067	-1.4062	0.082052
41	-0.226482	-1.8949	0.031119
42	-0.18408	-1.5401	0.064019
43	-0.162986	-1.3636	0.088526
44	-0.226735	-1.897	0.030977
45	-0.213127	-1.7831	0.039449
46	-0.228208	-1.9093	0.03016
47	-0.220578	-1.8455	0.034598
48	-0.142101	-1.1889	0.119247
49	-0.195515	-1.6358	0.053185
50	-0.247249	-2.0686	0.021138
51	-0.165885	-1.3879	0.084786
52	-0.160119	-1.3397	0.092345
53	-0.176093	-1.4733	0.072576
54	-0.115759	-0.9685	0.168063
55	-0.098945	-0.8278	0.205289
56	-0.081994	-0.686	0.247486
57	-0.028204	-0.236	0.407072
58	-0.021611	-0.1808	0.428519
59	0.021258	0.1779	0.429675
60	0.082296	0.6885	0.246695

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.596316	4.9891	2e-06
2	0.125174	1.0473	0.149287
3	0.351651	2.9421	0.002209
4	0.050384	0.4215	0.337326
5	0.019418	0.1625	0.435706
6	0.059989	0.5019	0.308655
7	-0.235186	-1.9677	0.026532
8	0.196602	1.6449	0.052238
9	-0.295154	-2.4694	0.007987
10	-0.050072	-0.4189	0.338273
11	0.181363	1.5174	0.066836
12	0.368209	3.0807	0.001476
13	-0.204385	-1.71	0.045847
14	-0.167113	-1.3982	0.083239
15	-0.010345	-0.0866	0.465637
16	0.04338	0.3629	0.35887
17	-0.068778	-0.5754	0.283421
18	0.050296	0.4208	0.337593
19	0.048353	0.4045	0.343521
20	-0.108391	-0.9069	0.183795
21	-0.02959	-0.2476	0.402596
22	-0.009917	-0.083	0.467056
23	0.015732	0.1316	0.447828
24	-0.062424	-0.5223	0.301563
25	0.075532	0.6319	0.264741
26	-0.151311	-1.266	0.104862
27	0.078572	0.6574	0.256545
28	0.018814	0.1574	0.437689
29	-0.03222	-0.2696	0.394141
30	-0.052608	-0.4402	0.330592
31	-0.046699	-0.3907	0.348599
32	-0.133262	-1.115	0.134342
33	0.038324	0.3206	0.37472
34	0.004299	0.036	0.485705
35	-0.115622	-0.9674	0.168346
36	0.027052	0.2263	0.410801
37	-0.006108	-0.0511	0.479694
38	0.071694	0.5998	0.275277
39	-0.097601	-0.8166	0.208467
40	0.010961	0.0917	0.463595
41	-0.049645	-0.4154	0.339574
42	-0.052977	-0.4432	0.32948
43	-0.005191	-0.0434	0.48274
44	-0.064373	-0.5386	0.295941
45	-0.005359	-0.0448	0.482183
46	-0.038344	-0.3208	0.374655
47	0.035156	0.2941	0.384762
48	-0.021066	-0.1763	0.430302
49	-0.060977	-0.5102	0.305769
50	0.055569	0.4649	0.321714
51	-0.0259	-0.2167	0.414538
52	-0.037202	-0.3113	0.378265
53	0.018309	0.1532	0.439346
54	0.030743	0.2572	0.398884
55	-0.005544	-0.0464	0.481569
56	0.098567	0.8247	0.20618
57	0.099479	0.8323	0.204034
58	-0.021741	-0.1819	0.428095
59	0.004352	0.0364	0.485529
60	0.037146	0.3108	0.378442

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.596316 & 4.9891 & 2e-06 \tabularnewline
2 & 0.125174 & 1.0473 & 0.149287 \tabularnewline
3 & 0.351651 & 2.9421 & 0.002209 \tabularnewline
4 & 0.050384 & 0.4215 & 0.337326 \tabularnewline
5 & 0.019418 & 0.1625 & 0.435706 \tabularnewline
6 & 0.059989 & 0.5019 & 0.308655 \tabularnewline
7 & -0.235186 & -1.9677 & 0.026532 \tabularnewline
8 & 0.196602 & 1.6449 & 0.052238 \tabularnewline
9 & -0.295154 & -2.4694 & 0.007987 \tabularnewline
10 & -0.050072 & -0.4189 & 0.338273 \tabularnewline
11 & 0.181363 & 1.5174 & 0.066836 \tabularnewline
12 & 0.368209 & 3.0807 & 0.001476 \tabularnewline
13 & -0.204385 & -1.71 & 0.045847 \tabularnewline
14 & -0.167113 & -1.3982 & 0.083239 \tabularnewline
15 & -0.010345 & -0.0866 & 0.465637 \tabularnewline
16 & 0.04338 & 0.3629 & 0.35887 \tabularnewline
17 & -0.068778 & -0.5754 & 0.283421 \tabularnewline
18 & 0.050296 & 0.4208 & 0.337593 \tabularnewline
19 & 0.048353 & 0.4045 & 0.343521 \tabularnewline
20 & -0.108391 & -0.9069 & 0.183795 \tabularnewline
21 & -0.02959 & -0.2476 & 0.402596 \tabularnewline
22 & -0.009917 & -0.083 & 0.467056 \tabularnewline
23 & 0.015732 & 0.1316 & 0.447828 \tabularnewline
24 & -0.062424 & -0.5223 & 0.301563 \tabularnewline
25 & 0.075532 & 0.6319 & 0.264741 \tabularnewline
26 & -0.151311 & -1.266 & 0.104862 \tabularnewline
27 & 0.078572 & 0.6574 & 0.256545 \tabularnewline
28 & 0.018814 & 0.1574 & 0.437689 \tabularnewline
29 & -0.03222 & -0.2696 & 0.394141 \tabularnewline
30 & -0.052608 & -0.4402 & 0.330592 \tabularnewline
31 & -0.046699 & -0.3907 & 0.348599 \tabularnewline
32 & -0.133262 & -1.115 & 0.134342 \tabularnewline
33 & 0.038324 & 0.3206 & 0.37472 \tabularnewline
34 & 0.004299 & 0.036 & 0.485705 \tabularnewline
35 & -0.115622 & -0.9674 & 0.168346 \tabularnewline
36 & 0.027052 & 0.2263 & 0.410801 \tabularnewline
37 & -0.006108 & -0.0511 & 0.479694 \tabularnewline
38 & 0.071694 & 0.5998 & 0.275277 \tabularnewline
39 & -0.097601 & -0.8166 & 0.208467 \tabularnewline
40 & 0.010961 & 0.0917 & 0.463595 \tabularnewline
41 & -0.049645 & -0.4154 & 0.339574 \tabularnewline
42 & -0.052977 & -0.4432 & 0.32948 \tabularnewline
43 & -0.005191 & -0.0434 & 0.48274 \tabularnewline
44 & -0.064373 & -0.5386 & 0.295941 \tabularnewline
45 & -0.005359 & -0.0448 & 0.482183 \tabularnewline
46 & -0.038344 & -0.3208 & 0.374655 \tabularnewline
47 & 0.035156 & 0.2941 & 0.384762 \tabularnewline
48 & -0.021066 & -0.1763 & 0.430302 \tabularnewline
49 & -0.060977 & -0.5102 & 0.305769 \tabularnewline
50 & 0.055569 & 0.4649 & 0.321714 \tabularnewline
51 & -0.0259 & -0.2167 & 0.414538 \tabularnewline
52 & -0.037202 & -0.3113 & 0.378265 \tabularnewline
53 & 0.018309 & 0.1532 & 0.439346 \tabularnewline
54 & 0.030743 & 0.2572 & 0.398884 \tabularnewline
55 & -0.005544 & -0.0464 & 0.481569 \tabularnewline
56 & 0.098567 & 0.8247 & 0.20618 \tabularnewline
57 & 0.099479 & 0.8323 & 0.204034 \tabularnewline
58 & -0.021741 & -0.1819 & 0.428095 \tabularnewline
59 & 0.004352 & 0.0364 & 0.485529 \tabularnewline
60 & 0.037146 & 0.3108 & 0.378442 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59085&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]0.596316[/C][C]4.9891[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]0.125174[/C][C]1.0473[/C][C]0.149287[/C][/ROW]
[ROW][C]3[/C][C]0.351651[/C][C]2.9421[/C][C]0.002209[/C][/ROW]
[ROW][C]4[/C][C]0.050384[/C][C]0.4215[/C][C]0.337326[/C][/ROW]
[ROW][C]5[/C][C]0.019418[/C][C]0.1625[/C][C]0.435706[/C][/ROW]
[ROW][C]6[/C][C]0.059989[/C][C]0.5019[/C][C]0.308655[/C][/ROW]
[ROW][C]7[/C][C]-0.235186[/C][C]-1.9677[/C][C]0.026532[/C][/ROW]
[ROW][C]8[/C][C]0.196602[/C][C]1.6449[/C][C]0.052238[/C][/ROW]
[ROW][C]9[/C][C]-0.295154[/C][C]-2.4694[/C][C]0.007987[/C][/ROW]
[ROW][C]10[/C][C]-0.050072[/C][C]-0.4189[/C][C]0.338273[/C][/ROW]
[ROW][C]11[/C][C]0.181363[/C][C]1.5174[/C][C]0.066836[/C][/ROW]
[ROW][C]12[/C][C]0.368209[/C][C]3.0807[/C][C]0.001476[/C][/ROW]
[ROW][C]13[/C][C]-0.204385[/C][C]-1.71[/C][C]0.045847[/C][/ROW]
[ROW][C]14[/C][C]-0.167113[/C][C]-1.3982[/C][C]0.083239[/C][/ROW]
[ROW][C]15[/C][C]-0.010345[/C][C]-0.0866[/C][C]0.465637[/C][/ROW]
[ROW][C]16[/C][C]0.04338[/C][C]0.3629[/C][C]0.35887[/C][/ROW]
[ROW][C]17[/C][C]-0.068778[/C][C]-0.5754[/C][C]0.283421[/C][/ROW]
[ROW][C]18[/C][C]0.050296[/C][C]0.4208[/C][C]0.337593[/C][/ROW]
[ROW][C]19[/C][C]0.048353[/C][C]0.4045[/C][C]0.343521[/C][/ROW]
[ROW][C]20[/C][C]-0.108391[/C][C]-0.9069[/C][C]0.183795[/C][/ROW]
[ROW][C]21[/C][C]-0.02959[/C][C]-0.2476[/C][C]0.402596[/C][/ROW]
[ROW][C]22[/C][C]-0.009917[/C][C]-0.083[/C][C]0.467056[/C][/ROW]
[ROW][C]23[/C][C]0.015732[/C][C]0.1316[/C][C]0.447828[/C][/ROW]
[ROW][C]24[/C][C]-0.062424[/C][C]-0.5223[/C][C]0.301563[/C][/ROW]
[ROW][C]25[/C][C]0.075532[/C][C]0.6319[/C][C]0.264741[/C][/ROW]
[ROW][C]26[/C][C]-0.151311[/C][C]-1.266[/C][C]0.104862[/C][/ROW]
[ROW][C]27[/C][C]0.078572[/C][C]0.6574[/C][C]0.256545[/C][/ROW]
[ROW][C]28[/C][C]0.018814[/C][C]0.1574[/C][C]0.437689[/C][/ROW]
[ROW][C]29[/C][C]-0.03222[/C][C]-0.2696[/C][C]0.394141[/C][/ROW]
[ROW][C]30[/C][C]-0.052608[/C][C]-0.4402[/C][C]0.330592[/C][/ROW]
[ROW][C]31[/C][C]-0.046699[/C][C]-0.3907[/C][C]0.348599[/C][/ROW]
[ROW][C]32[/C][C]-0.133262[/C][C]-1.115[/C][C]0.134342[/C][/ROW]
[ROW][C]33[/C][C]0.038324[/C][C]0.3206[/C][C]0.37472[/C][/ROW]
[ROW][C]34[/C][C]0.004299[/C][C]0.036[/C][C]0.485705[/C][/ROW]
[ROW][C]35[/C][C]-0.115622[/C][C]-0.9674[/C][C]0.168346[/C][/ROW]
[ROW][C]36[/C][C]0.027052[/C][C]0.2263[/C][C]0.410801[/C][/ROW]
[ROW][C]37[/C][C]-0.006108[/C][C]-0.0511[/C][C]0.479694[/C][/ROW]
[ROW][C]38[/C][C]0.071694[/C][C]0.5998[/C][C]0.275277[/C][/ROW]
[ROW][C]39[/C][C]-0.097601[/C][C]-0.8166[/C][C]0.208467[/C][/ROW]
[ROW][C]40[/C][C]0.010961[/C][C]0.0917[/C][C]0.463595[/C][/ROW]
[ROW][C]41[/C][C]-0.049645[/C][C]-0.4154[/C][C]0.339574[/C][/ROW]
[ROW][C]42[/C][C]-0.052977[/C][C]-0.4432[/C][C]0.32948[/C][/ROW]
[ROW][C]43[/C][C]-0.005191[/C][C]-0.0434[/C][C]0.48274[/C][/ROW]
[ROW][C]44[/C][C]-0.064373[/C][C]-0.5386[/C][C]0.295941[/C][/ROW]
[ROW][C]45[/C][C]-0.005359[/C][C]-0.0448[/C][C]0.482183[/C][/ROW]
[ROW][C]46[/C][C]-0.038344[/C][C]-0.3208[/C][C]0.374655[/C][/ROW]
[ROW][C]47[/C][C]0.035156[/C][C]0.2941[/C][C]0.384762[/C][/ROW]
[ROW][C]48[/C][C]-0.021066[/C][C]-0.1763[/C][C]0.430302[/C][/ROW]
[ROW][C]49[/C][C]-0.060977[/C][C]-0.5102[/C][C]0.305769[/C][/ROW]
[ROW][C]50[/C][C]0.055569[/C][C]0.4649[/C][C]0.321714[/C][/ROW]
[ROW][C]51[/C][C]-0.0259[/C][C]-0.2167[/C][C]0.414538[/C][/ROW]
[ROW][C]52[/C][C]-0.037202[/C][C]-0.3113[/C][C]0.378265[/C][/ROW]
[ROW][C]53[/C][C]0.018309[/C][C]0.1532[/C][C]0.439346[/C][/ROW]
[ROW][C]54[/C][C]0.030743[/C][C]0.2572[/C][C]0.398884[/C][/ROW]
[ROW][C]55[/C][C]-0.005544[/C][C]-0.0464[/C][C]0.481569[/C][/ROW]
[ROW][C]56[/C][C]0.098567[/C][C]0.8247[/C][C]0.20618[/C][/ROW]
[ROW][C]57[/C][C]0.099479[/C][C]0.8323[/C][C]0.204034[/C][/ROW]
[ROW][C]58[/C][C]-0.021741[/C][C]-0.1819[/C][C]0.428095[/C][/ROW]
[ROW][C]59[/C][C]0.004352[/C][C]0.0364[/C][C]0.485529[/C][/ROW]
[ROW][C]60[/C][C]0.037146[/C][C]0.3108[/C][C]0.378442[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59085&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59085&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	0.596316	4.9891	2e-06
2	0.125174	1.0473	0.149287
3	0.351651	2.9421	0.002209
4	0.050384	0.4215	0.337326
5	0.019418	0.1625	0.435706
6	0.059989	0.5019	0.308655
7	-0.235186	-1.9677	0.026532
8	0.196602	1.6449	0.052238
9	-0.295154	-2.4694	0.007987
10	-0.050072	-0.4189	0.338273
11	0.181363	1.5174	0.066836
12	0.368209	3.0807	0.001476
13	-0.204385	-1.71	0.045847
14	-0.167113	-1.3982	0.083239
15	-0.010345	-0.0866	0.465637
16	0.04338	0.3629	0.35887
17	-0.068778	-0.5754	0.283421
18	0.050296	0.4208	0.337593
19	0.048353	0.4045	0.343521
20	-0.108391	-0.9069	0.183795
21	-0.02959	-0.2476	0.402596
22	-0.009917	-0.083	0.467056
23	0.015732	0.1316	0.447828
24	-0.062424	-0.5223	0.301563
25	0.075532	0.6319	0.264741
26	-0.151311	-1.266	0.104862
27	0.078572	0.6574	0.256545
28	0.018814	0.1574	0.437689
29	-0.03222	-0.2696	0.394141
30	-0.052608	-0.4402	0.330592
31	-0.046699	-0.3907	0.348599
32	-0.133262	-1.115	0.134342
33	0.038324	0.3206	0.37472
34	0.004299	0.036	0.485705
35	-0.115622	-0.9674	0.168346
36	0.027052	0.2263	0.410801
37	-0.006108	-0.0511	0.479694
38	0.071694	0.5998	0.275277
39	-0.097601	-0.8166	0.208467
40	0.010961	0.0917	0.463595
41	-0.049645	-0.4154	0.339574
42	-0.052977	-0.4432	0.32948
43	-0.005191	-0.0434	0.48274
44	-0.064373	-0.5386	0.295941
45	-0.005359	-0.0448	0.482183
46	-0.038344	-0.3208	0.374655
47	0.035156	0.2941	0.384762
48	-0.021066	-0.1763	0.430302
49	-0.060977	-0.5102	0.305769
50	0.055569	0.4649	0.321714
51	-0.0259	-0.2167	0.414538
52	-0.037202	-0.3113	0.378265
53	0.018309	0.1532	0.439346
54	0.030743	0.2572	0.398884
55	-0.005544	-0.0464	0.481569
56	0.098567	0.8247	0.20618
57	0.099479	0.8323	0.204034
58	-0.021741	-0.1819	0.428095
59	0.004352	0.0364	0.485529
60	0.037146	0.3108	0.378442

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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