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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 13:49:28 -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/25/t1259182322pbaz3e7bi27jbr9.htm/, Retrieved Wed, 08 May 2024 06:07:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59639, Retrieved Wed, 08 May 2024 06:07:15 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

159

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 = 1...] [2009-11-25 20:49:28] [0cc924834281808eda7297686c82928f] [Current]
-   P             [(Partial) Autocorrelation Function] [Verbetering Works...] [2009-12-09 19:28:23] [e0fc65a5811681d807296d590d5b45de] 

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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=59639&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=59639&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59639&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	-0.514912	-5.3263	0
2	0.26654	2.7571	0.003429
3	-0.192242	-1.9886	0.024651
4	-0.078614	-0.8132	0.208957
5	0.151552	1.5677	0.059956
6	-0.16584	-1.7155	0.044577
7	0.077149	0.798	0.213309
8	-0.029416	-0.3043	0.380751
9	0.17017	1.7603	0.040611
10	-0.124527	-1.2881	0.100242
11	0.144375	1.4934	0.069135
12	-0.31498	-3.2582	0.000752
13	0.218514	2.2603	0.012913
14	-0.242314	-2.5065	0.006849
15	0.135601	1.4027	0.081805
16	-0.073744	-0.7628	0.223628
17	-0.010944	-0.1132	0.455041
18	0.218775	2.263	0.012826
19	-0.190979	-1.9755	0.025393
20	0.136454	1.4115	0.0805
21	-0.113685	-1.176	0.121108
22	0.045322	0.4688	0.320076
23	0.061585	0.637	0.26273
24	-0.155999	-1.6137	0.054773
25	0.004493	0.0465	0.481509
26	0.097957	1.0133	0.156608
27	0.028236	0.2921	0.385399
28	0.047061	0.4868	0.313697
29	-0.119444	-1.2355	0.109668
30	0.032747	0.3387	0.367737
31	-0.063591	-0.6578	0.256041
32	0.040178	0.4156	0.339265
33	-0.000164	-0.0017	0.499323
34	-0.084237	-0.8714	0.192755
35	0.155892	1.6126	0.054893
36	-0.090658	-0.9378	0.175236
37	0.061589	0.6371	0.262716
38	-0.051825	-0.5361	0.296508
39	-0.004163	-0.0431	0.482865
40	0.005942	0.0615	0.475554
41	0.067114	0.6942	0.24452
42	-0.10686	-1.1054	0.13574
43	0.098592	1.0198	0.155051
44	0.001262	0.0131	0.494805
45	-0.027395	-0.2834	0.388719
46	0.081603	0.8441	0.200245
47	-0.182114	-1.8838	0.031153
48	0.155018	1.6035	0.055884
49	-0.108443	-1.1217	0.132241
50	0.101714	1.0521	0.147554
51	-0.099541	-1.0297	0.152747
52	0.033695	0.3485	0.36406
53	0.039772	0.4114	0.3408
54	-0.059053	-0.6108	0.271299
55	0.084179	0.8708	0.192919
56	-0.086885	-0.8987	0.185404
57	-0.007439	-0.077	0.469402
58	0.009979	0.1032	0.45899
59	0.002748	0.0284	0.488689
60	0.000896	0.0093	0.496313

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.514912 & -5.3263 & 0 \tabularnewline
2 & 0.26654 & 2.7571 & 0.003429 \tabularnewline
3 & -0.192242 & -1.9886 & 0.024651 \tabularnewline
4 & -0.078614 & -0.8132 & 0.208957 \tabularnewline
5 & 0.151552 & 1.5677 & 0.059956 \tabularnewline
6 & -0.16584 & -1.7155 & 0.044577 \tabularnewline
7 & 0.077149 & 0.798 & 0.213309 \tabularnewline
8 & -0.029416 & -0.3043 & 0.380751 \tabularnewline
9 & 0.17017 & 1.7603 & 0.040611 \tabularnewline
10 & -0.124527 & -1.2881 & 0.100242 \tabularnewline
11 & 0.144375 & 1.4934 & 0.069135 \tabularnewline
12 & -0.31498 & -3.2582 & 0.000752 \tabularnewline
13 & 0.218514 & 2.2603 & 0.012913 \tabularnewline
14 & -0.242314 & -2.5065 & 0.006849 \tabularnewline
15 & 0.135601 & 1.4027 & 0.081805 \tabularnewline
16 & -0.073744 & -0.7628 & 0.223628 \tabularnewline
17 & -0.010944 & -0.1132 & 0.455041 \tabularnewline
18 & 0.218775 & 2.263 & 0.012826 \tabularnewline
19 & -0.190979 & -1.9755 & 0.025393 \tabularnewline
20 & 0.136454 & 1.4115 & 0.0805 \tabularnewline
21 & -0.113685 & -1.176 & 0.121108 \tabularnewline
22 & 0.045322 & 0.4688 & 0.320076 \tabularnewline
23 & 0.061585 & 0.637 & 0.26273 \tabularnewline
24 & -0.155999 & -1.6137 & 0.054773 \tabularnewline
25 & 0.004493 & 0.0465 & 0.481509 \tabularnewline
26 & 0.097957 & 1.0133 & 0.156608 \tabularnewline
27 & 0.028236 & 0.2921 & 0.385399 \tabularnewline
28 & 0.047061 & 0.4868 & 0.313697 \tabularnewline
29 & -0.119444 & -1.2355 & 0.109668 \tabularnewline
30 & 0.032747 & 0.3387 & 0.367737 \tabularnewline
31 & -0.063591 & -0.6578 & 0.256041 \tabularnewline
32 & 0.040178 & 0.4156 & 0.339265 \tabularnewline
33 & -0.000164 & -0.0017 & 0.499323 \tabularnewline
34 & -0.084237 & -0.8714 & 0.192755 \tabularnewline
35 & 0.155892 & 1.6126 & 0.054893 \tabularnewline
36 & -0.090658 & -0.9378 & 0.175236 \tabularnewline
37 & 0.061589 & 0.6371 & 0.262716 \tabularnewline
38 & -0.051825 & -0.5361 & 0.296508 \tabularnewline
39 & -0.004163 & -0.0431 & 0.482865 \tabularnewline
40 & 0.005942 & 0.0615 & 0.475554 \tabularnewline
41 & 0.067114 & 0.6942 & 0.24452 \tabularnewline
42 & -0.10686 & -1.1054 & 0.13574 \tabularnewline
43 & 0.098592 & 1.0198 & 0.155051 \tabularnewline
44 & 0.001262 & 0.0131 & 0.494805 \tabularnewline
45 & -0.027395 & -0.2834 & 0.388719 \tabularnewline
46 & 0.081603 & 0.8441 & 0.200245 \tabularnewline
47 & -0.182114 & -1.8838 & 0.031153 \tabularnewline
48 & 0.155018 & 1.6035 & 0.055884 \tabularnewline
49 & -0.108443 & -1.1217 & 0.132241 \tabularnewline
50 & 0.101714 & 1.0521 & 0.147554 \tabularnewline
51 & -0.099541 & -1.0297 & 0.152747 \tabularnewline
52 & 0.033695 & 0.3485 & 0.36406 \tabularnewline
53 & 0.039772 & 0.4114 & 0.3408 \tabularnewline
54 & -0.059053 & -0.6108 & 0.271299 \tabularnewline
55 & 0.084179 & 0.8708 & 0.192919 \tabularnewline
56 & -0.086885 & -0.8987 & 0.185404 \tabularnewline
57 & -0.007439 & -0.077 & 0.469402 \tabularnewline
58 & 0.009979 & 0.1032 & 0.45899 \tabularnewline
59 & 0.002748 & 0.0284 & 0.488689 \tabularnewline
60 & 0.000896 & 0.0093 & 0.496313 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59639&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]-0.514912[/C][C]-5.3263[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.26654[/C][C]2.7571[/C][C]0.003429[/C][/ROW]
[ROW][C]3[/C][C]-0.192242[/C][C]-1.9886[/C][C]0.024651[/C][/ROW]
[ROW][C]4[/C][C]-0.078614[/C][C]-0.8132[/C][C]0.208957[/C][/ROW]
[ROW][C]5[/C][C]0.151552[/C][C]1.5677[/C][C]0.059956[/C][/ROW]
[ROW][C]6[/C][C]-0.16584[/C][C]-1.7155[/C][C]0.044577[/C][/ROW]
[ROW][C]7[/C][C]0.077149[/C][C]0.798[/C][C]0.213309[/C][/ROW]
[ROW][C]8[/C][C]-0.029416[/C][C]-0.3043[/C][C]0.380751[/C][/ROW]
[ROW][C]9[/C][C]0.17017[/C][C]1.7603[/C][C]0.040611[/C][/ROW]
[ROW][C]10[/C][C]-0.124527[/C][C]-1.2881[/C][C]0.100242[/C][/ROW]
[ROW][C]11[/C][C]0.144375[/C][C]1.4934[/C][C]0.069135[/C][/ROW]
[ROW][C]12[/C][C]-0.31498[/C][C]-3.2582[/C][C]0.000752[/C][/ROW]
[ROW][C]13[/C][C]0.218514[/C][C]2.2603[/C][C]0.012913[/C][/ROW]
[ROW][C]14[/C][C]-0.242314[/C][C]-2.5065[/C][C]0.006849[/C][/ROW]
[ROW][C]15[/C][C]0.135601[/C][C]1.4027[/C][C]0.081805[/C][/ROW]
[ROW][C]16[/C][C]-0.073744[/C][C]-0.7628[/C][C]0.223628[/C][/ROW]
[ROW][C]17[/C][C]-0.010944[/C][C]-0.1132[/C][C]0.455041[/C][/ROW]
[ROW][C]18[/C][C]0.218775[/C][C]2.263[/C][C]0.012826[/C][/ROW]
[ROW][C]19[/C][C]-0.190979[/C][C]-1.9755[/C][C]0.025393[/C][/ROW]
[ROW][C]20[/C][C]0.136454[/C][C]1.4115[/C][C]0.0805[/C][/ROW]
[ROW][C]21[/C][C]-0.113685[/C][C]-1.176[/C][C]0.121108[/C][/ROW]
[ROW][C]22[/C][C]0.045322[/C][C]0.4688[/C][C]0.320076[/C][/ROW]
[ROW][C]23[/C][C]0.061585[/C][C]0.637[/C][C]0.26273[/C][/ROW]
[ROW][C]24[/C][C]-0.155999[/C][C]-1.6137[/C][C]0.054773[/C][/ROW]
[ROW][C]25[/C][C]0.004493[/C][C]0.0465[/C][C]0.481509[/C][/ROW]
[ROW][C]26[/C][C]0.097957[/C][C]1.0133[/C][C]0.156608[/C][/ROW]
[ROW][C]27[/C][C]0.028236[/C][C]0.2921[/C][C]0.385399[/C][/ROW]
[ROW][C]28[/C][C]0.047061[/C][C]0.4868[/C][C]0.313697[/C][/ROW]
[ROW][C]29[/C][C]-0.119444[/C][C]-1.2355[/C][C]0.109668[/C][/ROW]
[ROW][C]30[/C][C]0.032747[/C][C]0.3387[/C][C]0.367737[/C][/ROW]
[ROW][C]31[/C][C]-0.063591[/C][C]-0.6578[/C][C]0.256041[/C][/ROW]
[ROW][C]32[/C][C]0.040178[/C][C]0.4156[/C][C]0.339265[/C][/ROW]
[ROW][C]33[/C][C]-0.000164[/C][C]-0.0017[/C][C]0.499323[/C][/ROW]
[ROW][C]34[/C][C]-0.084237[/C][C]-0.8714[/C][C]0.192755[/C][/ROW]
[ROW][C]35[/C][C]0.155892[/C][C]1.6126[/C][C]0.054893[/C][/ROW]
[ROW][C]36[/C][C]-0.090658[/C][C]-0.9378[/C][C]0.175236[/C][/ROW]
[ROW][C]37[/C][C]0.061589[/C][C]0.6371[/C][C]0.262716[/C][/ROW]
[ROW][C]38[/C][C]-0.051825[/C][C]-0.5361[/C][C]0.296508[/C][/ROW]
[ROW][C]39[/C][C]-0.004163[/C][C]-0.0431[/C][C]0.482865[/C][/ROW]
[ROW][C]40[/C][C]0.005942[/C][C]0.0615[/C][C]0.475554[/C][/ROW]
[ROW][C]41[/C][C]0.067114[/C][C]0.6942[/C][C]0.24452[/C][/ROW]
[ROW][C]42[/C][C]-0.10686[/C][C]-1.1054[/C][C]0.13574[/C][/ROW]
[ROW][C]43[/C][C]0.098592[/C][C]1.0198[/C][C]0.155051[/C][/ROW]
[ROW][C]44[/C][C]0.001262[/C][C]0.0131[/C][C]0.494805[/C][/ROW]
[ROW][C]45[/C][C]-0.027395[/C][C]-0.2834[/C][C]0.388719[/C][/ROW]
[ROW][C]46[/C][C]0.081603[/C][C]0.8441[/C][C]0.200245[/C][/ROW]
[ROW][C]47[/C][C]-0.182114[/C][C]-1.8838[/C][C]0.031153[/C][/ROW]
[ROW][C]48[/C][C]0.155018[/C][C]1.6035[/C][C]0.055884[/C][/ROW]
[ROW][C]49[/C][C]-0.108443[/C][C]-1.1217[/C][C]0.132241[/C][/ROW]
[ROW][C]50[/C][C]0.101714[/C][C]1.0521[/C][C]0.147554[/C][/ROW]
[ROW][C]51[/C][C]-0.099541[/C][C]-1.0297[/C][C]0.152747[/C][/ROW]
[ROW][C]52[/C][C]0.033695[/C][C]0.3485[/C][C]0.36406[/C][/ROW]
[ROW][C]53[/C][C]0.039772[/C][C]0.4114[/C][C]0.3408[/C][/ROW]
[ROW][C]54[/C][C]-0.059053[/C][C]-0.6108[/C][C]0.271299[/C][/ROW]
[ROW][C]55[/C][C]0.084179[/C][C]0.8708[/C][C]0.192919[/C][/ROW]
[ROW][C]56[/C][C]-0.086885[/C][C]-0.8987[/C][C]0.185404[/C][/ROW]
[ROW][C]57[/C][C]-0.007439[/C][C]-0.077[/C][C]0.469402[/C][/ROW]
[ROW][C]58[/C][C]0.009979[/C][C]0.1032[/C][C]0.45899[/C][/ROW]
[ROW][C]59[/C][C]0.002748[/C][C]0.0284[/C][C]0.488689[/C][/ROW]
[ROW][C]60[/C][C]0.000896[/C][C]0.0093[/C][C]0.496313[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59639&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59639&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	-0.514912	-5.3263	0
2	0.26654	2.7571	0.003429
3	-0.192242	-1.9886	0.024651
4	-0.078614	-0.8132	0.208957
5	0.151552	1.5677	0.059956
6	-0.16584	-1.7155	0.044577
7	0.077149	0.798	0.213309
8	-0.029416	-0.3043	0.380751
9	0.17017	1.7603	0.040611
10	-0.124527	-1.2881	0.100242
11	0.144375	1.4934	0.069135
12	-0.31498	-3.2582	0.000752
13	0.218514	2.2603	0.012913
14	-0.242314	-2.5065	0.006849
15	0.135601	1.4027	0.081805
16	-0.073744	-0.7628	0.223628
17	-0.010944	-0.1132	0.455041
18	0.218775	2.263	0.012826
19	-0.190979	-1.9755	0.025393
20	0.136454	1.4115	0.0805
21	-0.113685	-1.176	0.121108
22	0.045322	0.4688	0.320076
23	0.061585	0.637	0.26273
24	-0.155999	-1.6137	0.054773
25	0.004493	0.0465	0.481509
26	0.097957	1.0133	0.156608
27	0.028236	0.2921	0.385399
28	0.047061	0.4868	0.313697
29	-0.119444	-1.2355	0.109668
30	0.032747	0.3387	0.367737
31	-0.063591	-0.6578	0.256041
32	0.040178	0.4156	0.339265
33	-0.000164	-0.0017	0.499323
34	-0.084237	-0.8714	0.192755
35	0.155892	1.6126	0.054893
36	-0.090658	-0.9378	0.175236
37	0.061589	0.6371	0.262716
38	-0.051825	-0.5361	0.296508
39	-0.004163	-0.0431	0.482865
40	0.005942	0.0615	0.475554
41	0.067114	0.6942	0.24452
42	-0.10686	-1.1054	0.13574
43	0.098592	1.0198	0.155051
44	0.001262	0.0131	0.494805
45	-0.027395	-0.2834	0.388719
46	0.081603	0.8441	0.200245
47	-0.182114	-1.8838	0.031153
48	0.155018	1.6035	0.055884
49	-0.108443	-1.1217	0.132241
50	0.101714	1.0521	0.147554
51	-0.099541	-1.0297	0.152747
52	0.033695	0.3485	0.36406
53	0.039772	0.4114	0.3408
54	-0.059053	-0.6108	0.271299
55	0.084179	0.8708	0.192919
56	-0.086885	-0.8987	0.185404
57	-0.007439	-0.077	0.469402
58	0.009979	0.1032	0.45899
59	0.002748	0.0284	0.488689
60	0.000896	0.0093	0.496313

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.514912	-5.3263	0
2	0.001912	0.0198	0.492128
3	-0.073857	-0.764	0.223279
4	-0.281599	-2.9129	0.00218
5	0.020651	0.2136	0.415626
6	-0.071455	-0.7391	0.23072
7	-0.155699	-1.6106	0.05511
8	-0.038859	-0.402	0.344258
9	0.240115	2.4838	0.007276
10	-0.020151	-0.2084	0.417641
11	0.088252	0.9129	0.181676
12	-0.194251	-2.0093	0.023509
13	-0.021988	-0.2274	0.410257
14	-0.206007	-2.131	0.017691
15	-0.107316	-1.1101	0.134725
16	-0.162032	-1.6761	0.048322
17	-0.143392	-1.4833	0.070473
18	0.073825	0.7636	0.223379
19	-0.013571	-0.1404	0.444313
20	-0.066403	-0.6869	0.246823
21	0.117249	1.2128	0.113932
22	0.057286	0.5926	0.277361
23	0.175304	1.8134	0.03629
24	-0.141687	-1.4656	0.072842
25	-0.189988	-1.9653	0.025988
26	-0.049845	-0.5156	0.303598
27	0.054129	0.5599	0.288354
28	-0.087842	-0.9086	0.182791
29	-0.184429	-1.9077	0.029552
30	0.025618	0.265	0.395764
31	-0.155796	-1.6116	0.055001
32	-0.063651	-0.6584	0.255845
33	0.132343	1.369	0.086938
34	-0.053966	-0.5582	0.288929
35	0.119176	1.2328	0.110182
36	-0.052278	-0.5408	0.294897
37	-0.065916	-0.6818	0.248408
38	-0.079073	-0.8179	0.207606
39	0.00392	0.0406	0.483864
40	-0.071929	-0.744	0.229241
41	-0.040019	-0.414	0.339867
42	-0.01013	-0.1048	0.458371
43	-0.050288	-0.5202	0.302006
44	0.058226	0.6023	0.274127
45	0.005728	0.0593	0.476431
46	0.033262	0.3441	0.365736
47	0.05411	0.5597	0.288422
48	-0.073103	-0.7562	0.225599
49	-0.078183	-0.8087	0.210233
50	-0.048118	-0.4977	0.309846
51	-0.019136	-0.1979	0.421731
52	-0.052499	-0.5431	0.294109
53	-0.045782	-0.4736	0.318385
54	-0.037768	-0.3907	0.348407
55	0.010993	0.1137	0.454841
56	0.116522	1.2053	0.11537
57	-0.047335	-0.4896	0.312698
58	-0.030958	-0.3202	0.374709
59	-0.011461	-0.1186	0.452925
60	-0.015635	-0.1617	0.435912

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.514912 & -5.3263 & 0 \tabularnewline
2 & 0.001912 & 0.0198 & 0.492128 \tabularnewline
3 & -0.073857 & -0.764 & 0.223279 \tabularnewline
4 & -0.281599 & -2.9129 & 0.00218 \tabularnewline
5 & 0.020651 & 0.2136 & 0.415626 \tabularnewline
6 & -0.071455 & -0.7391 & 0.23072 \tabularnewline
7 & -0.155699 & -1.6106 & 0.05511 \tabularnewline
8 & -0.038859 & -0.402 & 0.344258 \tabularnewline
9 & 0.240115 & 2.4838 & 0.007276 \tabularnewline
10 & -0.020151 & -0.2084 & 0.417641 \tabularnewline
11 & 0.088252 & 0.9129 & 0.181676 \tabularnewline
12 & -0.194251 & -2.0093 & 0.023509 \tabularnewline
13 & -0.021988 & -0.2274 & 0.410257 \tabularnewline
14 & -0.206007 & -2.131 & 0.017691 \tabularnewline
15 & -0.107316 & -1.1101 & 0.134725 \tabularnewline
16 & -0.162032 & -1.6761 & 0.048322 \tabularnewline
17 & -0.143392 & -1.4833 & 0.070473 \tabularnewline
18 & 0.073825 & 0.7636 & 0.223379 \tabularnewline
19 & -0.013571 & -0.1404 & 0.444313 \tabularnewline
20 & -0.066403 & -0.6869 & 0.246823 \tabularnewline
21 & 0.117249 & 1.2128 & 0.113932 \tabularnewline
22 & 0.057286 & 0.5926 & 0.277361 \tabularnewline
23 & 0.175304 & 1.8134 & 0.03629 \tabularnewline
24 & -0.141687 & -1.4656 & 0.072842 \tabularnewline
25 & -0.189988 & -1.9653 & 0.025988 \tabularnewline
26 & -0.049845 & -0.5156 & 0.303598 \tabularnewline
27 & 0.054129 & 0.5599 & 0.288354 \tabularnewline
28 & -0.087842 & -0.9086 & 0.182791 \tabularnewline
29 & -0.184429 & -1.9077 & 0.029552 \tabularnewline
30 & 0.025618 & 0.265 & 0.395764 \tabularnewline
31 & -0.155796 & -1.6116 & 0.055001 \tabularnewline
32 & -0.063651 & -0.6584 & 0.255845 \tabularnewline
33 & 0.132343 & 1.369 & 0.086938 \tabularnewline
34 & -0.053966 & -0.5582 & 0.288929 \tabularnewline
35 & 0.119176 & 1.2328 & 0.110182 \tabularnewline
36 & -0.052278 & -0.5408 & 0.294897 \tabularnewline
37 & -0.065916 & -0.6818 & 0.248408 \tabularnewline
38 & -0.079073 & -0.8179 & 0.207606 \tabularnewline
39 & 0.00392 & 0.0406 & 0.483864 \tabularnewline
40 & -0.071929 & -0.744 & 0.229241 \tabularnewline
41 & -0.040019 & -0.414 & 0.339867 \tabularnewline
42 & -0.01013 & -0.1048 & 0.458371 \tabularnewline
43 & -0.050288 & -0.5202 & 0.302006 \tabularnewline
44 & 0.058226 & 0.6023 & 0.274127 \tabularnewline
45 & 0.005728 & 0.0593 & 0.476431 \tabularnewline
46 & 0.033262 & 0.3441 & 0.365736 \tabularnewline
47 & 0.05411 & 0.5597 & 0.288422 \tabularnewline
48 & -0.073103 & -0.7562 & 0.225599 \tabularnewline
49 & -0.078183 & -0.8087 & 0.210233 \tabularnewline
50 & -0.048118 & -0.4977 & 0.309846 \tabularnewline
51 & -0.019136 & -0.1979 & 0.421731 \tabularnewline
52 & -0.052499 & -0.5431 & 0.294109 \tabularnewline
53 & -0.045782 & -0.4736 & 0.318385 \tabularnewline
54 & -0.037768 & -0.3907 & 0.348407 \tabularnewline
55 & 0.010993 & 0.1137 & 0.454841 \tabularnewline
56 & 0.116522 & 1.2053 & 0.11537 \tabularnewline
57 & -0.047335 & -0.4896 & 0.312698 \tabularnewline
58 & -0.030958 & -0.3202 & 0.374709 \tabularnewline
59 & -0.011461 & -0.1186 & 0.452925 \tabularnewline
60 & -0.015635 & -0.1617 & 0.435912 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59639&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]-0.514912[/C][C]-5.3263[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.001912[/C][C]0.0198[/C][C]0.492128[/C][/ROW]
[ROW][C]3[/C][C]-0.073857[/C][C]-0.764[/C][C]0.223279[/C][/ROW]
[ROW][C]4[/C][C]-0.281599[/C][C]-2.9129[/C][C]0.00218[/C][/ROW]
[ROW][C]5[/C][C]0.020651[/C][C]0.2136[/C][C]0.415626[/C][/ROW]
[ROW][C]6[/C][C]-0.071455[/C][C]-0.7391[/C][C]0.23072[/C][/ROW]
[ROW][C]7[/C][C]-0.155699[/C][C]-1.6106[/C][C]0.05511[/C][/ROW]
[ROW][C]8[/C][C]-0.038859[/C][C]-0.402[/C][C]0.344258[/C][/ROW]
[ROW][C]9[/C][C]0.240115[/C][C]2.4838[/C][C]0.007276[/C][/ROW]
[ROW][C]10[/C][C]-0.020151[/C][C]-0.2084[/C][C]0.417641[/C][/ROW]
[ROW][C]11[/C][C]0.088252[/C][C]0.9129[/C][C]0.181676[/C][/ROW]
[ROW][C]12[/C][C]-0.194251[/C][C]-2.0093[/C][C]0.023509[/C][/ROW]
[ROW][C]13[/C][C]-0.021988[/C][C]-0.2274[/C][C]0.410257[/C][/ROW]
[ROW][C]14[/C][C]-0.206007[/C][C]-2.131[/C][C]0.017691[/C][/ROW]
[ROW][C]15[/C][C]-0.107316[/C][C]-1.1101[/C][C]0.134725[/C][/ROW]
[ROW][C]16[/C][C]-0.162032[/C][C]-1.6761[/C][C]0.048322[/C][/ROW]
[ROW][C]17[/C][C]-0.143392[/C][C]-1.4833[/C][C]0.070473[/C][/ROW]
[ROW][C]18[/C][C]0.073825[/C][C]0.7636[/C][C]0.223379[/C][/ROW]
[ROW][C]19[/C][C]-0.013571[/C][C]-0.1404[/C][C]0.444313[/C][/ROW]
[ROW][C]20[/C][C]-0.066403[/C][C]-0.6869[/C][C]0.246823[/C][/ROW]
[ROW][C]21[/C][C]0.117249[/C][C]1.2128[/C][C]0.113932[/C][/ROW]
[ROW][C]22[/C][C]0.057286[/C][C]0.5926[/C][C]0.277361[/C][/ROW]
[ROW][C]23[/C][C]0.175304[/C][C]1.8134[/C][C]0.03629[/C][/ROW]
[ROW][C]24[/C][C]-0.141687[/C][C]-1.4656[/C][C]0.072842[/C][/ROW]
[ROW][C]25[/C][C]-0.189988[/C][C]-1.9653[/C][C]0.025988[/C][/ROW]
[ROW][C]26[/C][C]-0.049845[/C][C]-0.5156[/C][C]0.303598[/C][/ROW]
[ROW][C]27[/C][C]0.054129[/C][C]0.5599[/C][C]0.288354[/C][/ROW]
[ROW][C]28[/C][C]-0.087842[/C][C]-0.9086[/C][C]0.182791[/C][/ROW]
[ROW][C]29[/C][C]-0.184429[/C][C]-1.9077[/C][C]0.029552[/C][/ROW]
[ROW][C]30[/C][C]0.025618[/C][C]0.265[/C][C]0.395764[/C][/ROW]
[ROW][C]31[/C][C]-0.155796[/C][C]-1.6116[/C][C]0.055001[/C][/ROW]
[ROW][C]32[/C][C]-0.063651[/C][C]-0.6584[/C][C]0.255845[/C][/ROW]
[ROW][C]33[/C][C]0.132343[/C][C]1.369[/C][C]0.086938[/C][/ROW]
[ROW][C]34[/C][C]-0.053966[/C][C]-0.5582[/C][C]0.288929[/C][/ROW]
[ROW][C]35[/C][C]0.119176[/C][C]1.2328[/C][C]0.110182[/C][/ROW]
[ROW][C]36[/C][C]-0.052278[/C][C]-0.5408[/C][C]0.294897[/C][/ROW]
[ROW][C]37[/C][C]-0.065916[/C][C]-0.6818[/C][C]0.248408[/C][/ROW]
[ROW][C]38[/C][C]-0.079073[/C][C]-0.8179[/C][C]0.207606[/C][/ROW]
[ROW][C]39[/C][C]0.00392[/C][C]0.0406[/C][C]0.483864[/C][/ROW]
[ROW][C]40[/C][C]-0.071929[/C][C]-0.744[/C][C]0.229241[/C][/ROW]
[ROW][C]41[/C][C]-0.040019[/C][C]-0.414[/C][C]0.339867[/C][/ROW]
[ROW][C]42[/C][C]-0.01013[/C][C]-0.1048[/C][C]0.458371[/C][/ROW]
[ROW][C]43[/C][C]-0.050288[/C][C]-0.5202[/C][C]0.302006[/C][/ROW]
[ROW][C]44[/C][C]0.058226[/C][C]0.6023[/C][C]0.274127[/C][/ROW]
[ROW][C]45[/C][C]0.005728[/C][C]0.0593[/C][C]0.476431[/C][/ROW]
[ROW][C]46[/C][C]0.033262[/C][C]0.3441[/C][C]0.365736[/C][/ROW]
[ROW][C]47[/C][C]0.05411[/C][C]0.5597[/C][C]0.288422[/C][/ROW]
[ROW][C]48[/C][C]-0.073103[/C][C]-0.7562[/C][C]0.225599[/C][/ROW]
[ROW][C]49[/C][C]-0.078183[/C][C]-0.8087[/C][C]0.210233[/C][/ROW]
[ROW][C]50[/C][C]-0.048118[/C][C]-0.4977[/C][C]0.309846[/C][/ROW]
[ROW][C]51[/C][C]-0.019136[/C][C]-0.1979[/C][C]0.421731[/C][/ROW]
[ROW][C]52[/C][C]-0.052499[/C][C]-0.5431[/C][C]0.294109[/C][/ROW]
[ROW][C]53[/C][C]-0.045782[/C][C]-0.4736[/C][C]0.318385[/C][/ROW]
[ROW][C]54[/C][C]-0.037768[/C][C]-0.3907[/C][C]0.348407[/C][/ROW]
[ROW][C]55[/C][C]0.010993[/C][C]0.1137[/C][C]0.454841[/C][/ROW]
[ROW][C]56[/C][C]0.116522[/C][C]1.2053[/C][C]0.11537[/C][/ROW]
[ROW][C]57[/C][C]-0.047335[/C][C]-0.4896[/C][C]0.312698[/C][/ROW]
[ROW][C]58[/C][C]-0.030958[/C][C]-0.3202[/C][C]0.374709[/C][/ROW]
[ROW][C]59[/C][C]-0.011461[/C][C]-0.1186[/C][C]0.452925[/C][/ROW]
[ROW][C]60[/C][C]-0.015635[/C][C]-0.1617[/C][C]0.435912[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59639&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59639&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	-0.514912	-5.3263	0
2	0.001912	0.0198	0.492128
3	-0.073857	-0.764	0.223279
4	-0.281599	-2.9129	0.00218
5	0.020651	0.2136	0.415626
6	-0.071455	-0.7391	0.23072
7	-0.155699	-1.6106	0.05511
8	-0.038859	-0.402	0.344258
9	0.240115	2.4838	0.007276
10	-0.020151	-0.2084	0.417641
11	0.088252	0.9129	0.181676
12	-0.194251	-2.0093	0.023509
13	-0.021988	-0.2274	0.410257
14	-0.206007	-2.131	0.017691
15	-0.107316	-1.1101	0.134725
16	-0.162032	-1.6761	0.048322
17	-0.143392	-1.4833	0.070473
18	0.073825	0.7636	0.223379
19	-0.013571	-0.1404	0.444313
20	-0.066403	-0.6869	0.246823
21	0.117249	1.2128	0.113932
22	0.057286	0.5926	0.277361
23	0.175304	1.8134	0.03629
24	-0.141687	-1.4656	0.072842
25	-0.189988	-1.9653	0.025988
26	-0.049845	-0.5156	0.303598
27	0.054129	0.5599	0.288354
28	-0.087842	-0.9086	0.182791
29	-0.184429	-1.9077	0.029552
30	0.025618	0.265	0.395764
31	-0.155796	-1.6116	0.055001
32	-0.063651	-0.6584	0.255845
33	0.132343	1.369	0.086938
34	-0.053966	-0.5582	0.288929
35	0.119176	1.2328	0.110182
36	-0.052278	-0.5408	0.294897
37	-0.065916	-0.6818	0.248408
38	-0.079073	-0.8179	0.207606
39	0.00392	0.0406	0.483864
40	-0.071929	-0.744	0.229241
41	-0.040019	-0.414	0.339867
42	-0.01013	-0.1048	0.458371
43	-0.050288	-0.5202	0.302006
44	0.058226	0.6023	0.274127
45	0.005728	0.0593	0.476431
46	0.033262	0.3441	0.365736
47	0.05411	0.5597	0.288422
48	-0.073103	-0.7562	0.225599
49	-0.078183	-0.8087	0.210233
50	-0.048118	-0.4977	0.309846
51	-0.019136	-0.1979	0.421731
52	-0.052499	-0.5431	0.294109
53	-0.045782	-0.4736	0.318385
54	-0.037768	-0.3907	0.348407
55	0.010993	0.1137	0.454841
56	0.116522	1.2053	0.11537
57	-0.047335	-0.4896	0.312698
58	-0.030958	-0.3202	0.374709
59	-0.011461	-0.1186	0.452925
60	-0.015635	-0.1617	0.435912

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

Parameters (R input):

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