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Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 29 Nov 2009 06:45:28 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/29/t1259502463vxrg6c8h9kam2vl.htm/, Retrieved Sat, 20 Apr 2024 01:16:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61601, Retrieved Sat, 20 Apr 2024 01:16:18 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

ws8r4l1

Estimated Impact

143

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] [W8] [2009-11-25 18:19:32] [315ba876df544ad397193b5931d5f354]
-    D          [(Partial) Autocorrelation Function] [ws8 1.1] [2009-11-27 16:22:27] [95cead3ebb75668735f848316249436a]
-   P             [(Partial) Autocorrelation Function] [ws8.2] [2009-11-27 16:33:59] [95cead3ebb75668735f848316249436a]
-   P               [(Partial) Autocorrelation Function] [ws8 model 1] [2009-11-27 17:43:46] [95cead3ebb75668735f848316249436a]
-   P                   [(Partial) Autocorrelation Function] [] [2009-11-29 13:45:28] [42ed2e0ab6f351a3dce7cf3f388e378d] [Current]

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Dataseries X:

Download CSV

Histogram

Boxplots

2.05
2.11
2.09
2.05
2.08
2.06
2.06
2.08
2.07
2.06
2.07
2.06
2.09
2.07
2.09
2.28
2.33
2.35
2.52
2.63
2.58
2.70
2.81
2.97
3.04
3.28
3.33
3.50
3.56
3.57
3.69
3.82
3.79
3.96
4.06
4.05
4.03
3.94
4.02
3.88
4.02
4.03
4.09
3.99
4.01
4.01
4.19
4.30
4.27
3.82
3.15
2.49
1.81
1.26
1.06
0.84
0.78
0.70
0.36
0.35

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=61601&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=61601&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61601&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	0.917353	6.3556	0
2	0.821381	5.6907	0
3	0.728702	5.0486	3e-06
4	0.628794	4.3564	3.5e-05
5	0.524155	3.6315	0.000342
6	0.418598	2.9001	0.002806
7	0.314501	2.1789	0.017139
8	0.223086	1.5456	0.064387
9	0.153821	1.0657	0.145944
10	0.098617	0.6832	0.24887
11	0.067692	0.469	0.320603
12	0.047965	0.3323	0.37055
13	0.028343	0.1964	0.422576
14	-0.000834	-0.0058	0.497707
15	-0.035612	-0.2467	0.403087
16	-0.069865	-0.484	0.31528
17	-0.108914	-0.7546	0.227095
18	-0.141568	-0.9808	0.165802
19	-0.171718	-1.1897	0.120009
20	-0.203151	-1.4075	0.082866
21	-0.236473	-1.6383	0.053946
22	-0.259673	-1.7991	0.039148
23	-0.284331	-1.9699	0.027317
24	-0.298213	-2.0661	0.02212
25	-0.307421	-2.1299	0.019168
26	-0.307972	-2.1337	0.019003
27	-0.306046	-2.1203	0.019586
28	-0.301225	-2.0869	0.021114
29	-0.293452	-2.0331	0.023796
30	-0.283349	-1.9631	0.027722
31	-0.26855	-1.8606	0.034469
32	-0.250141	-1.733	0.044756
33	-0.22967	-1.5912	0.059065
34	-0.204761	-1.4186	0.081234
35	-0.177346	-1.2287	0.11259
36	-0.155154	-1.0749	0.143888
37	-0.131663	-0.9122	0.183114
38	-0.111298	-0.7711	0.222214
39	-0.092314	-0.6396	0.262746
40	-0.076669	-0.5312	0.298873
41	-0.05777	-0.4002	0.345377
42	-0.041036	-0.2843	0.388698
43	-0.029832	-0.2067	0.418567
44	-0.018823	-0.1304	0.448394
45	-0.00805	-0.0558	0.477877
46	-0.005745	-0.0398	0.484209
47	-0.004369	-0.0303	0.487989
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.917353 & 6.3556 & 0 \tabularnewline
2 & 0.821381 & 5.6907 & 0 \tabularnewline
3 & 0.728702 & 5.0486 & 3e-06 \tabularnewline
4 & 0.628794 & 4.3564 & 3.5e-05 \tabularnewline
5 & 0.524155 & 3.6315 & 0.000342 \tabularnewline
6 & 0.418598 & 2.9001 & 0.002806 \tabularnewline
7 & 0.314501 & 2.1789 & 0.017139 \tabularnewline
8 & 0.223086 & 1.5456 & 0.064387 \tabularnewline
9 & 0.153821 & 1.0657 & 0.145944 \tabularnewline
10 & 0.098617 & 0.6832 & 0.24887 \tabularnewline
11 & 0.067692 & 0.469 & 0.320603 \tabularnewline
12 & 0.047965 & 0.3323 & 0.37055 \tabularnewline
13 & 0.028343 & 0.1964 & 0.422576 \tabularnewline
14 & -0.000834 & -0.0058 & 0.497707 \tabularnewline
15 & -0.035612 & -0.2467 & 0.403087 \tabularnewline
16 & -0.069865 & -0.484 & 0.31528 \tabularnewline
17 & -0.108914 & -0.7546 & 0.227095 \tabularnewline
18 & -0.141568 & -0.9808 & 0.165802 \tabularnewline
19 & -0.171718 & -1.1897 & 0.120009 \tabularnewline
20 & -0.203151 & -1.4075 & 0.082866 \tabularnewline
21 & -0.236473 & -1.6383 & 0.053946 \tabularnewline
22 & -0.259673 & -1.7991 & 0.039148 \tabularnewline
23 & -0.284331 & -1.9699 & 0.027317 \tabularnewline
24 & -0.298213 & -2.0661 & 0.02212 \tabularnewline
25 & -0.307421 & -2.1299 & 0.019168 \tabularnewline
26 & -0.307972 & -2.1337 & 0.019003 \tabularnewline
27 & -0.306046 & -2.1203 & 0.019586 \tabularnewline
28 & -0.301225 & -2.0869 & 0.021114 \tabularnewline
29 & -0.293452 & -2.0331 & 0.023796 \tabularnewline
30 & -0.283349 & -1.9631 & 0.027722 \tabularnewline
31 & -0.26855 & -1.8606 & 0.034469 \tabularnewline
32 & -0.250141 & -1.733 & 0.044756 \tabularnewline
33 & -0.22967 & -1.5912 & 0.059065 \tabularnewline
34 & -0.204761 & -1.4186 & 0.081234 \tabularnewline
35 & -0.177346 & -1.2287 & 0.11259 \tabularnewline
36 & -0.155154 & -1.0749 & 0.143888 \tabularnewline
37 & -0.131663 & -0.9122 & 0.183114 \tabularnewline
38 & -0.111298 & -0.7711 & 0.222214 \tabularnewline
39 & -0.092314 & -0.6396 & 0.262746 \tabularnewline
40 & -0.076669 & -0.5312 & 0.298873 \tabularnewline
41 & -0.05777 & -0.4002 & 0.345377 \tabularnewline
42 & -0.041036 & -0.2843 & 0.388698 \tabularnewline
43 & -0.029832 & -0.2067 & 0.418567 \tabularnewline
44 & -0.018823 & -0.1304 & 0.448394 \tabularnewline
45 & -0.00805 & -0.0558 & 0.477877 \tabularnewline
46 & -0.005745 & -0.0398 & 0.484209 \tabularnewline
47 & -0.004369 & -0.0303 & 0.487989 \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61601&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]0.917353[/C][C]6.3556[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.821381[/C][C]5.6907[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.728702[/C][C]5.0486[/C][C]3e-06[/C][/ROW]
[ROW][C]4[/C][C]0.628794[/C][C]4.3564[/C][C]3.5e-05[/C][/ROW]
[ROW][C]5[/C][C]0.524155[/C][C]3.6315[/C][C]0.000342[/C][/ROW]
[ROW][C]6[/C][C]0.418598[/C][C]2.9001[/C][C]0.002806[/C][/ROW]
[ROW][C]7[/C][C]0.314501[/C][C]2.1789[/C][C]0.017139[/C][/ROW]
[ROW][C]8[/C][C]0.223086[/C][C]1.5456[/C][C]0.064387[/C][/ROW]
[ROW][C]9[/C][C]0.153821[/C][C]1.0657[/C][C]0.145944[/C][/ROW]
[ROW][C]10[/C][C]0.098617[/C][C]0.6832[/C][C]0.24887[/C][/ROW]
[ROW][C]11[/C][C]0.067692[/C][C]0.469[/C][C]0.320603[/C][/ROW]
[ROW][C]12[/C][C]0.047965[/C][C]0.3323[/C][C]0.37055[/C][/ROW]
[ROW][C]13[/C][C]0.028343[/C][C]0.1964[/C][C]0.422576[/C][/ROW]
[ROW][C]14[/C][C]-0.000834[/C][C]-0.0058[/C][C]0.497707[/C][/ROW]
[ROW][C]15[/C][C]-0.035612[/C][C]-0.2467[/C][C]0.403087[/C][/ROW]
[ROW][C]16[/C][C]-0.069865[/C][C]-0.484[/C][C]0.31528[/C][/ROW]
[ROW][C]17[/C][C]-0.108914[/C][C]-0.7546[/C][C]0.227095[/C][/ROW]
[ROW][C]18[/C][C]-0.141568[/C][C]-0.9808[/C][C]0.165802[/C][/ROW]
[ROW][C]19[/C][C]-0.171718[/C][C]-1.1897[/C][C]0.120009[/C][/ROW]
[ROW][C]20[/C][C]-0.203151[/C][C]-1.4075[/C][C]0.082866[/C][/ROW]
[ROW][C]21[/C][C]-0.236473[/C][C]-1.6383[/C][C]0.053946[/C][/ROW]
[ROW][C]22[/C][C]-0.259673[/C][C]-1.7991[/C][C]0.039148[/C][/ROW]
[ROW][C]23[/C][C]-0.284331[/C][C]-1.9699[/C][C]0.027317[/C][/ROW]
[ROW][C]24[/C][C]-0.298213[/C][C]-2.0661[/C][C]0.02212[/C][/ROW]
[ROW][C]25[/C][C]-0.307421[/C][C]-2.1299[/C][C]0.019168[/C][/ROW]
[ROW][C]26[/C][C]-0.307972[/C][C]-2.1337[/C][C]0.019003[/C][/ROW]
[ROW][C]27[/C][C]-0.306046[/C][C]-2.1203[/C][C]0.019586[/C][/ROW]
[ROW][C]28[/C][C]-0.301225[/C][C]-2.0869[/C][C]0.021114[/C][/ROW]
[ROW][C]29[/C][C]-0.293452[/C][C]-2.0331[/C][C]0.023796[/C][/ROW]
[ROW][C]30[/C][C]-0.283349[/C][C]-1.9631[/C][C]0.027722[/C][/ROW]
[ROW][C]31[/C][C]-0.26855[/C][C]-1.8606[/C][C]0.034469[/C][/ROW]
[ROW][C]32[/C][C]-0.250141[/C][C]-1.733[/C][C]0.044756[/C][/ROW]
[ROW][C]33[/C][C]-0.22967[/C][C]-1.5912[/C][C]0.059065[/C][/ROW]
[ROW][C]34[/C][C]-0.204761[/C][C]-1.4186[/C][C]0.081234[/C][/ROW]
[ROW][C]35[/C][C]-0.177346[/C][C]-1.2287[/C][C]0.11259[/C][/ROW]
[ROW][C]36[/C][C]-0.155154[/C][C]-1.0749[/C][C]0.143888[/C][/ROW]
[ROW][C]37[/C][C]-0.131663[/C][C]-0.9122[/C][C]0.183114[/C][/ROW]
[ROW][C]38[/C][C]-0.111298[/C][C]-0.7711[/C][C]0.222214[/C][/ROW]
[ROW][C]39[/C][C]-0.092314[/C][C]-0.6396[/C][C]0.262746[/C][/ROW]
[ROW][C]40[/C][C]-0.076669[/C][C]-0.5312[/C][C]0.298873[/C][/ROW]
[ROW][C]41[/C][C]-0.05777[/C][C]-0.4002[/C][C]0.345377[/C][/ROW]
[ROW][C]42[/C][C]-0.041036[/C][C]-0.2843[/C][C]0.388698[/C][/ROW]
[ROW][C]43[/C][C]-0.029832[/C][C]-0.2067[/C][C]0.418567[/C][/ROW]
[ROW][C]44[/C][C]-0.018823[/C][C]-0.1304[/C][C]0.448394[/C][/ROW]
[ROW][C]45[/C][C]-0.00805[/C][C]-0.0558[/C][C]0.477877[/C][/ROW]
[ROW][C]46[/C][C]-0.005745[/C][C]-0.0398[/C][C]0.484209[/C][/ROW]
[ROW][C]47[/C][C]-0.004369[/C][C]-0.0303[/C][C]0.487989[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61601&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61601&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	0.917353	6.3556	0
2	0.821381	5.6907	0
3	0.728702	5.0486	3e-06
4	0.628794	4.3564	3.5e-05
5	0.524155	3.6315	0.000342
6	0.418598	2.9001	0.002806
7	0.314501	2.1789	0.017139
8	0.223086	1.5456	0.064387
9	0.153821	1.0657	0.145944
10	0.098617	0.6832	0.24887
11	0.067692	0.469	0.320603
12	0.047965	0.3323	0.37055
13	0.028343	0.1964	0.422576
14	-0.000834	-0.0058	0.497707
15	-0.035612	-0.2467	0.403087
16	-0.069865	-0.484	0.31528
17	-0.108914	-0.7546	0.227095
18	-0.141568	-0.9808	0.165802
19	-0.171718	-1.1897	0.120009
20	-0.203151	-1.4075	0.082866
21	-0.236473	-1.6383	0.053946
22	-0.259673	-1.7991	0.039148
23	-0.284331	-1.9699	0.027317
24	-0.298213	-2.0661	0.02212
25	-0.307421	-2.1299	0.019168
26	-0.307972	-2.1337	0.019003
27	-0.306046	-2.1203	0.019586
28	-0.301225	-2.0869	0.021114
29	-0.293452	-2.0331	0.023796
30	-0.283349	-1.9631	0.027722
31	-0.26855	-1.8606	0.034469
32	-0.250141	-1.733	0.044756
33	-0.22967	-1.5912	0.059065
34	-0.204761	-1.4186	0.081234
35	-0.177346	-1.2287	0.11259
36	-0.155154	-1.0749	0.143888
37	-0.131663	-0.9122	0.183114
38	-0.111298	-0.7711	0.222214
39	-0.092314	-0.6396	0.262746
40	-0.076669	-0.5312	0.298873
41	-0.05777	-0.4002	0.345377
42	-0.041036	-0.2843	0.388698
43	-0.029832	-0.2067	0.418567
44	-0.018823	-0.1304	0.448394
45	-0.00805	-0.0558	0.477877
46	-0.005745	-0.0398	0.484209
47	-0.004369	-0.0303	0.487989
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.917353	6.3556	0
2	-0.127197	-0.8812	0.191287
3	-0.025347	-0.1756	0.43067
4	-0.103731	-0.7187	0.237914
5	-0.084268	-0.5838	0.281035
6	-0.073507	-0.5093	0.306447
7	-0.063994	-0.4434	0.329747
8	0.004517	0.0313	0.487582
9	0.060903	0.4219	0.337474
10	0.014799	0.1025	0.459381
11	0.093481	0.6477	0.260147
12	0.000416	0.0029	0.498856
13	-0.051259	-0.3551	0.362022
14	-0.120996	-0.8383	0.203013
15	-0.093602	-0.6485	0.259877
16	-0.04676	-0.324	0.373688
17	-0.065368	-0.4529	0.326338
18	0.03087	0.2139	0.415775
19	0.009769	0.0677	0.47316
20	-0.019204	-0.133	0.447357
21	-0.048399	-0.3353	0.369423
22	-0.002779	-0.0193	0.492359
23	-0.097142	-0.673	0.252081
24	-0.011705	-0.0811	0.467852
25	-0.055747	-0.3862	0.350517
26	0.022035	0.1527	0.439651
27	-0.022022	-0.1526	0.439688
28	0.002123	0.0147	0.494164
29	-0.008427	-0.0584	0.476843
30	-0.01642	-0.1138	0.45495
31	-0.017901	-0.124	0.450907
32	-0.005754	-0.0399	0.484184
33	-0.013791	-0.0955	0.462139
34	0.024509	0.1698	0.432938
35	0.006589	0.0456	0.48189
36	-0.02657	-0.1841	0.427362
37	0.006823	0.0473	0.481248
38	-0.042474	-0.2943	0.384911
39	-0.007164	-0.0496	0.48031
40	-0.036565	-0.2533	0.400548
41	0.032755	0.2269	0.41072
42	-0.008741	-0.0606	0.47598
43	-0.01533	-0.1062	0.45793
44	-0.00451	-0.0312	0.4876
45	-0.001742	-0.0121	0.495211
46	-0.083513	-0.5786	0.282784
47	-0.015345	-0.1063	0.457889
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.917353 & 6.3556 & 0 \tabularnewline
2 & -0.127197 & -0.8812 & 0.191287 \tabularnewline
3 & -0.025347 & -0.1756 & 0.43067 \tabularnewline
4 & -0.103731 & -0.7187 & 0.237914 \tabularnewline
5 & -0.084268 & -0.5838 & 0.281035 \tabularnewline
6 & -0.073507 & -0.5093 & 0.306447 \tabularnewline
7 & -0.063994 & -0.4434 & 0.329747 \tabularnewline
8 & 0.004517 & 0.0313 & 0.487582 \tabularnewline
9 & 0.060903 & 0.4219 & 0.337474 \tabularnewline
10 & 0.014799 & 0.1025 & 0.459381 \tabularnewline
11 & 0.093481 & 0.6477 & 0.260147 \tabularnewline
12 & 0.000416 & 0.0029 & 0.498856 \tabularnewline
13 & -0.051259 & -0.3551 & 0.362022 \tabularnewline
14 & -0.120996 & -0.8383 & 0.203013 \tabularnewline
15 & -0.093602 & -0.6485 & 0.259877 \tabularnewline
16 & -0.04676 & -0.324 & 0.373688 \tabularnewline
17 & -0.065368 & -0.4529 & 0.326338 \tabularnewline
18 & 0.03087 & 0.2139 & 0.415775 \tabularnewline
19 & 0.009769 & 0.0677 & 0.47316 \tabularnewline
20 & -0.019204 & -0.133 & 0.447357 \tabularnewline
21 & -0.048399 & -0.3353 & 0.369423 \tabularnewline
22 & -0.002779 & -0.0193 & 0.492359 \tabularnewline
23 & -0.097142 & -0.673 & 0.252081 \tabularnewline
24 & -0.011705 & -0.0811 & 0.467852 \tabularnewline
25 & -0.055747 & -0.3862 & 0.350517 \tabularnewline
26 & 0.022035 & 0.1527 & 0.439651 \tabularnewline
27 & -0.022022 & -0.1526 & 0.439688 \tabularnewline
28 & 0.002123 & 0.0147 & 0.494164 \tabularnewline
29 & -0.008427 & -0.0584 & 0.476843 \tabularnewline
30 & -0.01642 & -0.1138 & 0.45495 \tabularnewline
31 & -0.017901 & -0.124 & 0.450907 \tabularnewline
32 & -0.005754 & -0.0399 & 0.484184 \tabularnewline
33 & -0.013791 & -0.0955 & 0.462139 \tabularnewline
34 & 0.024509 & 0.1698 & 0.432938 \tabularnewline
35 & 0.006589 & 0.0456 & 0.48189 \tabularnewline
36 & -0.02657 & -0.1841 & 0.427362 \tabularnewline
37 & 0.006823 & 0.0473 & 0.481248 \tabularnewline
38 & -0.042474 & -0.2943 & 0.384911 \tabularnewline
39 & -0.007164 & -0.0496 & 0.48031 \tabularnewline
40 & -0.036565 & -0.2533 & 0.400548 \tabularnewline
41 & 0.032755 & 0.2269 & 0.41072 \tabularnewline
42 & -0.008741 & -0.0606 & 0.47598 \tabularnewline
43 & -0.01533 & -0.1062 & 0.45793 \tabularnewline
44 & -0.00451 & -0.0312 & 0.4876 \tabularnewline
45 & -0.001742 & -0.0121 & 0.495211 \tabularnewline
46 & -0.083513 & -0.5786 & 0.282784 \tabularnewline
47 & -0.015345 & -0.1063 & 0.457889 \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61601&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]0.917353[/C][C]6.3556[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.127197[/C][C]-0.8812[/C][C]0.191287[/C][/ROW]
[ROW][C]3[/C][C]-0.025347[/C][C]-0.1756[/C][C]0.43067[/C][/ROW]
[ROW][C]4[/C][C]-0.103731[/C][C]-0.7187[/C][C]0.237914[/C][/ROW]
[ROW][C]5[/C][C]-0.084268[/C][C]-0.5838[/C][C]0.281035[/C][/ROW]
[ROW][C]6[/C][C]-0.073507[/C][C]-0.5093[/C][C]0.306447[/C][/ROW]
[ROW][C]7[/C][C]-0.063994[/C][C]-0.4434[/C][C]0.329747[/C][/ROW]
[ROW][C]8[/C][C]0.004517[/C][C]0.0313[/C][C]0.487582[/C][/ROW]
[ROW][C]9[/C][C]0.060903[/C][C]0.4219[/C][C]0.337474[/C][/ROW]
[ROW][C]10[/C][C]0.014799[/C][C]0.1025[/C][C]0.459381[/C][/ROW]
[ROW][C]11[/C][C]0.093481[/C][C]0.6477[/C][C]0.260147[/C][/ROW]
[ROW][C]12[/C][C]0.000416[/C][C]0.0029[/C][C]0.498856[/C][/ROW]
[ROW][C]13[/C][C]-0.051259[/C][C]-0.3551[/C][C]0.362022[/C][/ROW]
[ROW][C]14[/C][C]-0.120996[/C][C]-0.8383[/C][C]0.203013[/C][/ROW]
[ROW][C]15[/C][C]-0.093602[/C][C]-0.6485[/C][C]0.259877[/C][/ROW]
[ROW][C]16[/C][C]-0.04676[/C][C]-0.324[/C][C]0.373688[/C][/ROW]
[ROW][C]17[/C][C]-0.065368[/C][C]-0.4529[/C][C]0.326338[/C][/ROW]
[ROW][C]18[/C][C]0.03087[/C][C]0.2139[/C][C]0.415775[/C][/ROW]
[ROW][C]19[/C][C]0.009769[/C][C]0.0677[/C][C]0.47316[/C][/ROW]
[ROW][C]20[/C][C]-0.019204[/C][C]-0.133[/C][C]0.447357[/C][/ROW]
[ROW][C]21[/C][C]-0.048399[/C][C]-0.3353[/C][C]0.369423[/C][/ROW]
[ROW][C]22[/C][C]-0.002779[/C][C]-0.0193[/C][C]0.492359[/C][/ROW]
[ROW][C]23[/C][C]-0.097142[/C][C]-0.673[/C][C]0.252081[/C][/ROW]
[ROW][C]24[/C][C]-0.011705[/C][C]-0.0811[/C][C]0.467852[/C][/ROW]
[ROW][C]25[/C][C]-0.055747[/C][C]-0.3862[/C][C]0.350517[/C][/ROW]
[ROW][C]26[/C][C]0.022035[/C][C]0.1527[/C][C]0.439651[/C][/ROW]
[ROW][C]27[/C][C]-0.022022[/C][C]-0.1526[/C][C]0.439688[/C][/ROW]
[ROW][C]28[/C][C]0.002123[/C][C]0.0147[/C][C]0.494164[/C][/ROW]
[ROW][C]29[/C][C]-0.008427[/C][C]-0.0584[/C][C]0.476843[/C][/ROW]
[ROW][C]30[/C][C]-0.01642[/C][C]-0.1138[/C][C]0.45495[/C][/ROW]
[ROW][C]31[/C][C]-0.017901[/C][C]-0.124[/C][C]0.450907[/C][/ROW]
[ROW][C]32[/C][C]-0.005754[/C][C]-0.0399[/C][C]0.484184[/C][/ROW]
[ROW][C]33[/C][C]-0.013791[/C][C]-0.0955[/C][C]0.462139[/C][/ROW]
[ROW][C]34[/C][C]0.024509[/C][C]0.1698[/C][C]0.432938[/C][/ROW]
[ROW][C]35[/C][C]0.006589[/C][C]0.0456[/C][C]0.48189[/C][/ROW]
[ROW][C]36[/C][C]-0.02657[/C][C]-0.1841[/C][C]0.427362[/C][/ROW]
[ROW][C]37[/C][C]0.006823[/C][C]0.0473[/C][C]0.481248[/C][/ROW]
[ROW][C]38[/C][C]-0.042474[/C][C]-0.2943[/C][C]0.384911[/C][/ROW]
[ROW][C]39[/C][C]-0.007164[/C][C]-0.0496[/C][C]0.48031[/C][/ROW]
[ROW][C]40[/C][C]-0.036565[/C][C]-0.2533[/C][C]0.400548[/C][/ROW]
[ROW][C]41[/C][C]0.032755[/C][C]0.2269[/C][C]0.41072[/C][/ROW]
[ROW][C]42[/C][C]-0.008741[/C][C]-0.0606[/C][C]0.47598[/C][/ROW]
[ROW][C]43[/C][C]-0.01533[/C][C]-0.1062[/C][C]0.45793[/C][/ROW]
[ROW][C]44[/C][C]-0.00451[/C][C]-0.0312[/C][C]0.4876[/C][/ROW]
[ROW][C]45[/C][C]-0.001742[/C][C]-0.0121[/C][C]0.495211[/C][/ROW]
[ROW][C]46[/C][C]-0.083513[/C][C]-0.5786[/C][C]0.282784[/C][/ROW]
[ROW][C]47[/C][C]-0.015345[/C][C]-0.1063[/C][C]0.457889[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61601&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61601&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	0.917353	6.3556	0
2	-0.127197	-0.8812	0.191287
3	-0.025347	-0.1756	0.43067
4	-0.103731	-0.7187	0.237914
5	-0.084268	-0.5838	0.281035
6	-0.073507	-0.5093	0.306447
7	-0.063994	-0.4434	0.329747
8	0.004517	0.0313	0.487582
9	0.060903	0.4219	0.337474
10	0.014799	0.1025	0.459381
11	0.093481	0.6477	0.260147
12	0.000416	0.0029	0.498856
13	-0.051259	-0.3551	0.362022
14	-0.120996	-0.8383	0.203013
15	-0.093602	-0.6485	0.259877
16	-0.04676	-0.324	0.373688
17	-0.065368	-0.4529	0.326338
18	0.03087	0.2139	0.415775
19	0.009769	0.0677	0.47316
20	-0.019204	-0.133	0.447357
21	-0.048399	-0.3353	0.369423
22	-0.002779	-0.0193	0.492359
23	-0.097142	-0.673	0.252081
24	-0.011705	-0.0811	0.467852
25	-0.055747	-0.3862	0.350517
26	0.022035	0.1527	0.439651
27	-0.022022	-0.1526	0.439688
28	0.002123	0.0147	0.494164
29	-0.008427	-0.0584	0.476843
30	-0.01642	-0.1138	0.45495
31	-0.017901	-0.124	0.450907
32	-0.005754	-0.0399	0.484184
33	-0.013791	-0.0955	0.462139
34	0.024509	0.1698	0.432938
35	0.006589	0.0456	0.48189
36	-0.02657	-0.1841	0.427362
37	0.006823	0.0473	0.481248
38	-0.042474	-0.2943	0.384911
39	-0.007164	-0.0496	0.48031
40	-0.036565	-0.2533	0.400548
41	0.032755	0.2269	0.41072
42	-0.008741	-0.0606	0.47598
43	-0.01533	-0.1062	0.45793
44	-0.00451	-0.0312	0.4876
45	-0.001742	-0.0121	0.495211
46	-0.083513	-0.5786	0.282784
47	-0.015345	-0.1063	0.457889
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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