Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

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 06:48:02 -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/t1259502573qr53urqcihmvzn5.htm/, Retrieved Fri, 26 Apr 2024 12:00:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61602, Retrieved Fri, 26 Apr 2024 12:00:54 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

ws8r4l2

Estimated Impact

158

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 13:48:02] [42ed2e0ab6f351a3dce7cf3f388e378d] [Current]

Feedback Forum

Post a new message

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=61602&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=61602&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61602&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	0.905058	5.4303	2e-06
2	0.798861	4.7932	1.4e-05
3	0.700359	4.2022	8.3e-05
4	0.600659	3.604	0.00047
5	0.502651	3.0159	0.002339
6	0.401363	2.4082	0.01064
7	0.302429	1.8146	0.038965
8	0.216922	1.3015	0.100672
9	0.152524	0.9151	0.183102
10	0.0922	0.5532	0.291772
11	0.062194	0.3732	0.355606
12	0.040406	0.2424	0.40491
13	0.02233	0.134	0.447083
14	-0.003146	-0.0189	0.492523
15	-0.035016	-0.2101	0.417388
16	-0.065398	-0.3924	0.348542
17	-0.105549	-0.6333	0.265273
18	-0.142794	-0.8568	0.198621
19	-0.180449	-1.0827	0.143071
20	-0.218482	-1.3109	0.099098
21	-0.26013	-1.5608	0.063662
22	-0.292632	-1.7558	0.043815
23	-0.332794	-1.9968	0.026727
24	-0.364512	-2.1871	0.017658
25	-0.395911	-2.3755	0.011486
26	-0.414979	-2.4899	0.008767
27	-0.415684	-2.4941	0.008679
28	-0.40683	-2.441	0.009848
29	-0.381734	-2.2904	0.013981
30	-0.343649	-2.0619	0.023247
31	-0.294122	-1.7647	0.043046
32	-0.246121	-1.4767	0.074222
33	-0.196263	-1.1776	0.123346
34	-0.137007	-0.822	0.208232
35	-0.064754	-0.3885	0.349959
36	NA	NA	NA
37	NA	NA	NA
38	NA	NA	NA
39	NA	NA	NA
40	NA	NA	NA
41	NA	NA	NA
42	NA	NA	NA
43	NA	NA	NA
44	NA	NA	NA
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
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 & 0.905058 & 5.4303 & 2e-06 \tabularnewline
2 & 0.798861 & 4.7932 & 1.4e-05 \tabularnewline
3 & 0.700359 & 4.2022 & 8.3e-05 \tabularnewline
4 & 0.600659 & 3.604 & 0.00047 \tabularnewline
5 & 0.502651 & 3.0159 & 0.002339 \tabularnewline
6 & 0.401363 & 2.4082 & 0.01064 \tabularnewline
7 & 0.302429 & 1.8146 & 0.038965 \tabularnewline
8 & 0.216922 & 1.3015 & 0.100672 \tabularnewline
9 & 0.152524 & 0.9151 & 0.183102 \tabularnewline
10 & 0.0922 & 0.5532 & 0.291772 \tabularnewline
11 & 0.062194 & 0.3732 & 0.355606 \tabularnewline
12 & 0.040406 & 0.2424 & 0.40491 \tabularnewline
13 & 0.02233 & 0.134 & 0.447083 \tabularnewline
14 & -0.003146 & -0.0189 & 0.492523 \tabularnewline
15 & -0.035016 & -0.2101 & 0.417388 \tabularnewline
16 & -0.065398 & -0.3924 & 0.348542 \tabularnewline
17 & -0.105549 & -0.6333 & 0.265273 \tabularnewline
18 & -0.142794 & -0.8568 & 0.198621 \tabularnewline
19 & -0.180449 & -1.0827 & 0.143071 \tabularnewline
20 & -0.218482 & -1.3109 & 0.099098 \tabularnewline
21 & -0.26013 & -1.5608 & 0.063662 \tabularnewline
22 & -0.292632 & -1.7558 & 0.043815 \tabularnewline
23 & -0.332794 & -1.9968 & 0.026727 \tabularnewline
24 & -0.364512 & -2.1871 & 0.017658 \tabularnewline
25 & -0.395911 & -2.3755 & 0.011486 \tabularnewline
26 & -0.414979 & -2.4899 & 0.008767 \tabularnewline
27 & -0.415684 & -2.4941 & 0.008679 \tabularnewline
28 & -0.40683 & -2.441 & 0.009848 \tabularnewline
29 & -0.381734 & -2.2904 & 0.013981 \tabularnewline
30 & -0.343649 & -2.0619 & 0.023247 \tabularnewline
31 & -0.294122 & -1.7647 & 0.043046 \tabularnewline
32 & -0.246121 & -1.4767 & 0.074222 \tabularnewline
33 & -0.196263 & -1.1776 & 0.123346 \tabularnewline
34 & -0.137007 & -0.822 & 0.208232 \tabularnewline
35 & -0.064754 & -0.3885 & 0.349959 \tabularnewline
36 & NA & NA & NA \tabularnewline
37 & NA & NA & NA \tabularnewline
38 & NA & NA & NA \tabularnewline
39 & NA & NA & NA \tabularnewline
40 & NA & NA & NA \tabularnewline
41 & NA & NA & NA \tabularnewline
42 & NA & NA & NA \tabularnewline
43 & NA & NA & NA \tabularnewline
44 & NA & NA & NA \tabularnewline
45 & NA & NA & NA \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \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=61602&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]0.905058[/C][C]5.4303[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]0.798861[/C][C]4.7932[/C][C]1.4e-05[/C][/ROW]
[ROW][C]3[/C][C]0.700359[/C][C]4.2022[/C][C]8.3e-05[/C][/ROW]
[ROW][C]4[/C][C]0.600659[/C][C]3.604[/C][C]0.00047[/C][/ROW]
[ROW][C]5[/C][C]0.502651[/C][C]3.0159[/C][C]0.002339[/C][/ROW]
[ROW][C]6[/C][C]0.401363[/C][C]2.4082[/C][C]0.01064[/C][/ROW]
[ROW][C]7[/C][C]0.302429[/C][C]1.8146[/C][C]0.038965[/C][/ROW]
[ROW][C]8[/C][C]0.216922[/C][C]1.3015[/C][C]0.100672[/C][/ROW]
[ROW][C]9[/C][C]0.152524[/C][C]0.9151[/C][C]0.183102[/C][/ROW]
[ROW][C]10[/C][C]0.0922[/C][C]0.5532[/C][C]0.291772[/C][/ROW]
[ROW][C]11[/C][C]0.062194[/C][C]0.3732[/C][C]0.355606[/C][/ROW]
[ROW][C]12[/C][C]0.040406[/C][C]0.2424[/C][C]0.40491[/C][/ROW]
[ROW][C]13[/C][C]0.02233[/C][C]0.134[/C][C]0.447083[/C][/ROW]
[ROW][C]14[/C][C]-0.003146[/C][C]-0.0189[/C][C]0.492523[/C][/ROW]
[ROW][C]15[/C][C]-0.035016[/C][C]-0.2101[/C][C]0.417388[/C][/ROW]
[ROW][C]16[/C][C]-0.065398[/C][C]-0.3924[/C][C]0.348542[/C][/ROW]
[ROW][C]17[/C][C]-0.105549[/C][C]-0.6333[/C][C]0.265273[/C][/ROW]
[ROW][C]18[/C][C]-0.142794[/C][C]-0.8568[/C][C]0.198621[/C][/ROW]
[ROW][C]19[/C][C]-0.180449[/C][C]-1.0827[/C][C]0.143071[/C][/ROW]
[ROW][C]20[/C][C]-0.218482[/C][C]-1.3109[/C][C]0.099098[/C][/ROW]
[ROW][C]21[/C][C]-0.26013[/C][C]-1.5608[/C][C]0.063662[/C][/ROW]
[ROW][C]22[/C][C]-0.292632[/C][C]-1.7558[/C][C]0.043815[/C][/ROW]
[ROW][C]23[/C][C]-0.332794[/C][C]-1.9968[/C][C]0.026727[/C][/ROW]
[ROW][C]24[/C][C]-0.364512[/C][C]-2.1871[/C][C]0.017658[/C][/ROW]
[ROW][C]25[/C][C]-0.395911[/C][C]-2.3755[/C][C]0.011486[/C][/ROW]
[ROW][C]26[/C][C]-0.414979[/C][C]-2.4899[/C][C]0.008767[/C][/ROW]
[ROW][C]27[/C][C]-0.415684[/C][C]-2.4941[/C][C]0.008679[/C][/ROW]
[ROW][C]28[/C][C]-0.40683[/C][C]-2.441[/C][C]0.009848[/C][/ROW]
[ROW][C]29[/C][C]-0.381734[/C][C]-2.2904[/C][C]0.013981[/C][/ROW]
[ROW][C]30[/C][C]-0.343649[/C][C]-2.0619[/C][C]0.023247[/C][/ROW]
[ROW][C]31[/C][C]-0.294122[/C][C]-1.7647[/C][C]0.043046[/C][/ROW]
[ROW][C]32[/C][C]-0.246121[/C][C]-1.4767[/C][C]0.074222[/C][/ROW]
[ROW][C]33[/C][C]-0.196263[/C][C]-1.1776[/C][C]0.123346[/C][/ROW]
[ROW][C]34[/C][C]-0.137007[/C][C]-0.822[/C][C]0.208232[/C][/ROW]
[ROW][C]35[/C][C]-0.064754[/C][C]-0.3885[/C][C]0.349959[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]37[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]38[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]39[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]40[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]41[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]42[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]43[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]44[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]45[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/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=61602&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61602&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	0.905058	5.4303	2e-06
2	0.798861	4.7932	1.4e-05
3	0.700359	4.2022	8.3e-05
4	0.600659	3.604	0.00047
5	0.502651	3.0159	0.002339
6	0.401363	2.4082	0.01064
7	0.302429	1.8146	0.038965
8	0.216922	1.3015	0.100672
9	0.152524	0.9151	0.183102
10	0.0922	0.5532	0.291772
11	0.062194	0.3732	0.355606
12	0.040406	0.2424	0.40491
13	0.02233	0.134	0.447083
14	-0.003146	-0.0189	0.492523
15	-0.035016	-0.2101	0.417388
16	-0.065398	-0.3924	0.348542
17	-0.105549	-0.6333	0.265273
18	-0.142794	-0.8568	0.198621
19	-0.180449	-1.0827	0.143071
20	-0.218482	-1.3109	0.099098
21	-0.26013	-1.5608	0.063662
22	-0.292632	-1.7558	0.043815
23	-0.332794	-1.9968	0.026727
24	-0.364512	-2.1871	0.017658
25	-0.395911	-2.3755	0.011486
26	-0.414979	-2.4899	0.008767
27	-0.415684	-2.4941	0.008679
28	-0.40683	-2.441	0.009848
29	-0.381734	-2.2904	0.013981
30	-0.343649	-2.0619	0.023247
31	-0.294122	-1.7647	0.043046
32	-0.246121	-1.4767	0.074222
33	-0.196263	-1.1776	0.123346
34	-0.137007	-0.822	0.208232
35	-0.064754	-0.3885	0.349959
36	NA	NA	NA
37	NA	NA	NA
38	NA	NA	NA
39	NA	NA	NA
40	NA	NA	NA
41	NA	NA	NA
42	NA	NA	NA
43	NA	NA	NA
44	NA	NA	NA
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
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	0.905058	5.4303	2e-06
2	-0.112066	-0.6724	0.252812
3	-0.012628	-0.0758	0.470011
4	-0.069717	-0.4183	0.339105
5	-0.049961	-0.2998	0.38304
6	-0.085783	-0.5147	0.304954
7	-0.05568	-0.3341	0.370128
8	-0.002932	-0.0176	0.493031
9	0.042096	0.2526	0.401016
10	-0.045415	-0.2725	0.393401
11	0.118064	0.7084	0.241635
12	-0.017128	-0.1028	0.459359
13	-0.008841	-0.053	0.478994
14	-0.089324	-0.5359	0.297647
15	-0.068159	-0.409	0.342499
16	-0.039528	-0.2372	0.406936
17	-0.098606	-0.5916	0.278896
18	-0.015984	-0.0959	0.462065
19	-0.027966	-0.1678	0.433842
20	-0.044107	-0.2646	0.396398
21	-0.055516	-0.3331	0.370497
22	-0.008814	-0.0529	0.479057
23	-0.113737	-0.6824	0.24967
24	-0.030161	-0.181	0.428705
25	-0.104971	-0.6298	0.266393
26	0.008998	0.054	0.478621
27	0.008538	0.0512	0.479713
28	0.007835	0.047	0.481381
29	0.050557	0.3033	0.381689
30	0.047518	0.2851	0.388597
31	0.031623	0.1897	0.425291
32	-0.013917	-0.0835	0.466958
33	-0.011032	-0.0662	0.473795
34	0.069847	0.4191	0.338822
35	0.0863	0.5178	0.303883
36	NA	NA	NA
37	NA	NA	NA
38	NA	NA	NA
39	NA	NA	NA
40	NA	NA	NA
41	NA	NA	NA
42	NA	NA	NA
43	NA	NA	NA
44	NA	NA	NA
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
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 & 0.905058 & 5.4303 & 2e-06 \tabularnewline
2 & -0.112066 & -0.6724 & 0.252812 \tabularnewline
3 & -0.012628 & -0.0758 & 0.470011 \tabularnewline
4 & -0.069717 & -0.4183 & 0.339105 \tabularnewline
5 & -0.049961 & -0.2998 & 0.38304 \tabularnewline
6 & -0.085783 & -0.5147 & 0.304954 \tabularnewline
7 & -0.05568 & -0.3341 & 0.370128 \tabularnewline
8 & -0.002932 & -0.0176 & 0.493031 \tabularnewline
9 & 0.042096 & 0.2526 & 0.401016 \tabularnewline
10 & -0.045415 & -0.2725 & 0.393401 \tabularnewline
11 & 0.118064 & 0.7084 & 0.241635 \tabularnewline
12 & -0.017128 & -0.1028 & 0.459359 \tabularnewline
13 & -0.008841 & -0.053 & 0.478994 \tabularnewline
14 & -0.089324 & -0.5359 & 0.297647 \tabularnewline
15 & -0.068159 & -0.409 & 0.342499 \tabularnewline
16 & -0.039528 & -0.2372 & 0.406936 \tabularnewline
17 & -0.098606 & -0.5916 & 0.278896 \tabularnewline
18 & -0.015984 & -0.0959 & 0.462065 \tabularnewline
19 & -0.027966 & -0.1678 & 0.433842 \tabularnewline
20 & -0.044107 & -0.2646 & 0.396398 \tabularnewline
21 & -0.055516 & -0.3331 & 0.370497 \tabularnewline
22 & -0.008814 & -0.0529 & 0.479057 \tabularnewline
23 & -0.113737 & -0.6824 & 0.24967 \tabularnewline
24 & -0.030161 & -0.181 & 0.428705 \tabularnewline
25 & -0.104971 & -0.6298 & 0.266393 \tabularnewline
26 & 0.008998 & 0.054 & 0.478621 \tabularnewline
27 & 0.008538 & 0.0512 & 0.479713 \tabularnewline
28 & 0.007835 & 0.047 & 0.481381 \tabularnewline
29 & 0.050557 & 0.3033 & 0.381689 \tabularnewline
30 & 0.047518 & 0.2851 & 0.388597 \tabularnewline
31 & 0.031623 & 0.1897 & 0.425291 \tabularnewline
32 & -0.013917 & -0.0835 & 0.466958 \tabularnewline
33 & -0.011032 & -0.0662 & 0.473795 \tabularnewline
34 & 0.069847 & 0.4191 & 0.338822 \tabularnewline
35 & 0.0863 & 0.5178 & 0.303883 \tabularnewline
36 & NA & NA & NA \tabularnewline
37 & NA & NA & NA \tabularnewline
38 & NA & NA & NA \tabularnewline
39 & NA & NA & NA \tabularnewline
40 & NA & NA & NA \tabularnewline
41 & NA & NA & NA \tabularnewline
42 & NA & NA & NA \tabularnewline
43 & NA & NA & NA \tabularnewline
44 & NA & NA & NA \tabularnewline
45 & NA & NA & NA \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \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=61602&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]0.905058[/C][C]5.4303[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.112066[/C][C]-0.6724[/C][C]0.252812[/C][/ROW]
[ROW][C]3[/C][C]-0.012628[/C][C]-0.0758[/C][C]0.470011[/C][/ROW]
[ROW][C]4[/C][C]-0.069717[/C][C]-0.4183[/C][C]0.339105[/C][/ROW]
[ROW][C]5[/C][C]-0.049961[/C][C]-0.2998[/C][C]0.38304[/C][/ROW]
[ROW][C]6[/C][C]-0.085783[/C][C]-0.5147[/C][C]0.304954[/C][/ROW]
[ROW][C]7[/C][C]-0.05568[/C][C]-0.3341[/C][C]0.370128[/C][/ROW]
[ROW][C]8[/C][C]-0.002932[/C][C]-0.0176[/C][C]0.493031[/C][/ROW]
[ROW][C]9[/C][C]0.042096[/C][C]0.2526[/C][C]0.401016[/C][/ROW]
[ROW][C]10[/C][C]-0.045415[/C][C]-0.2725[/C][C]0.393401[/C][/ROW]
[ROW][C]11[/C][C]0.118064[/C][C]0.7084[/C][C]0.241635[/C][/ROW]
[ROW][C]12[/C][C]-0.017128[/C][C]-0.1028[/C][C]0.459359[/C][/ROW]
[ROW][C]13[/C][C]-0.008841[/C][C]-0.053[/C][C]0.478994[/C][/ROW]
[ROW][C]14[/C][C]-0.089324[/C][C]-0.5359[/C][C]0.297647[/C][/ROW]
[ROW][C]15[/C][C]-0.068159[/C][C]-0.409[/C][C]0.342499[/C][/ROW]
[ROW][C]16[/C][C]-0.039528[/C][C]-0.2372[/C][C]0.406936[/C][/ROW]
[ROW][C]17[/C][C]-0.098606[/C][C]-0.5916[/C][C]0.278896[/C][/ROW]
[ROW][C]18[/C][C]-0.015984[/C][C]-0.0959[/C][C]0.462065[/C][/ROW]
[ROW][C]19[/C][C]-0.027966[/C][C]-0.1678[/C][C]0.433842[/C][/ROW]
[ROW][C]20[/C][C]-0.044107[/C][C]-0.2646[/C][C]0.396398[/C][/ROW]
[ROW][C]21[/C][C]-0.055516[/C][C]-0.3331[/C][C]0.370497[/C][/ROW]
[ROW][C]22[/C][C]-0.008814[/C][C]-0.0529[/C][C]0.479057[/C][/ROW]
[ROW][C]23[/C][C]-0.113737[/C][C]-0.6824[/C][C]0.24967[/C][/ROW]
[ROW][C]24[/C][C]-0.030161[/C][C]-0.181[/C][C]0.428705[/C][/ROW]
[ROW][C]25[/C][C]-0.104971[/C][C]-0.6298[/C][C]0.266393[/C][/ROW]
[ROW][C]26[/C][C]0.008998[/C][C]0.054[/C][C]0.478621[/C][/ROW]
[ROW][C]27[/C][C]0.008538[/C][C]0.0512[/C][C]0.479713[/C][/ROW]
[ROW][C]28[/C][C]0.007835[/C][C]0.047[/C][C]0.481381[/C][/ROW]
[ROW][C]29[/C][C]0.050557[/C][C]0.3033[/C][C]0.381689[/C][/ROW]
[ROW][C]30[/C][C]0.047518[/C][C]0.2851[/C][C]0.388597[/C][/ROW]
[ROW][C]31[/C][C]0.031623[/C][C]0.1897[/C][C]0.425291[/C][/ROW]
[ROW][C]32[/C][C]-0.013917[/C][C]-0.0835[/C][C]0.466958[/C][/ROW]
[ROW][C]33[/C][C]-0.011032[/C][C]-0.0662[/C][C]0.473795[/C][/ROW]
[ROW][C]34[/C][C]0.069847[/C][C]0.4191[/C][C]0.338822[/C][/ROW]
[ROW][C]35[/C][C]0.0863[/C][C]0.5178[/C][C]0.303883[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]37[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]38[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]39[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]40[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]41[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]42[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]43[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]44[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]45[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/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=61602&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61602&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	0.905058	5.4303	2e-06
2	-0.112066	-0.6724	0.252812
3	-0.012628	-0.0758	0.470011
4	-0.069717	-0.4183	0.339105
5	-0.049961	-0.2998	0.38304
6	-0.085783	-0.5147	0.304954
7	-0.05568	-0.3341	0.370128
8	-0.002932	-0.0176	0.493031
9	0.042096	0.2526	0.401016
10	-0.045415	-0.2725	0.393401
11	0.118064	0.7084	0.241635
12	-0.017128	-0.1028	0.459359
13	-0.008841	-0.053	0.478994
14	-0.089324	-0.5359	0.297647
15	-0.068159	-0.409	0.342499
16	-0.039528	-0.2372	0.406936
17	-0.098606	-0.5916	0.278896
18	-0.015984	-0.0959	0.462065
19	-0.027966	-0.1678	0.433842
20	-0.044107	-0.2646	0.396398
21	-0.055516	-0.3331	0.370497
22	-0.008814	-0.0529	0.479057
23	-0.113737	-0.6824	0.24967
24	-0.030161	-0.181	0.428705
25	-0.104971	-0.6298	0.266393
26	0.008998	0.054	0.478621
27	0.008538	0.0512	0.479713
28	0.007835	0.047	0.481381
29	0.050557	0.3033	0.381689
30	0.047518	0.2851	0.388597
31	0.031623	0.1897	0.425291
32	-0.013917	-0.0835	0.466958
33	-0.011032	-0.0662	0.473795
34	0.069847	0.4191	0.338822
35	0.0863	0.5178	0.303883
36	NA	NA	NA
37	NA	NA	NA
38	NA	NA	NA
39	NA	NA	NA
40	NA	NA	NA
41	NA	NA	NA
42	NA	NA	NA
43	NA	NA	NA
44	NA	NA	NA
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
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 = 2 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 2 ; 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