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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 29 Nov 2009 07:37:49 -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/29/t1259505516xuwtyr2pmmewtwn.htm/, Retrieved Fri, 26 Apr 2024 19:36:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61614, Retrieved Fri, 26 Apr 2024 19:36:08 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

153

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] [Workshop 8] [2009-11-24 11:49:44] [214e6e00abbde49700521a7ef1d30da2]
-    D          [(Partial) Autocorrelation Function] [WS 8.2 autocorrel...] [2009-11-27 20:13:42] [d31db4f83c6a129f6d3e47077769e868]
-   P             [(Partial) Autocorrelation Function] [WS 8.4 Autocorrel...] [2009-11-27 20:58:47] [d31db4f83c6a129f6d3e47077769e868]
-   P                 [(Partial) Autocorrelation Function] [SHWWS8review2] [2009-11-29 14:37:49] [db49399df1e4a3dbe31268849cebfd7f] [Current]

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Dataseries X:

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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=61614&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=61614&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61614&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	0.05444	0.4619	0.322759
2	0.136876	1.1614	0.124651
3	0.149513	1.2687	0.104325
4	0.03169	0.2689	0.394387
5	0.045593	0.3869	0.349997
6	0.091981	0.7805	0.218832
7	0.015192	0.1289	0.448893
8	0.203558	1.7272	0.044205
9	0.02738	0.2323	0.408472
10	-0.079682	-0.6761	0.250565
11	0.190193	1.6138	0.055469
12	-0.180006	-1.5274	0.065521
13	-0.013888	-0.1178	0.45326
14	0.194659	1.6517	0.051471
15	0.021493	0.1824	0.4279
16	0.005917	0.0502	0.480047
17	-0.074964	-0.6361	0.263368
18	0.016319	0.1385	0.445127
19	0.004458	0.0378	0.484967
20	-0.06268	-0.5319	0.298231
21	-0.092034	-0.7809	0.218701
22	0.022436	0.1904	0.424777
23	0.013562	0.1151	0.454351
24	-0.163877	-1.3905	0.084324
25	-0.09042	-0.7672	0.222725
26	-0.210902	-1.7896	0.038864
27	-0.040695	-0.3453	0.365435
28	-0.136856	-1.1613	0.124685
29	0.063732	0.5408	0.295164
30	-0.107279	-0.9103	0.182853
31	-0.024659	-0.2092	0.417427
32	-0.018863	-0.1601	0.436641
33	-0.020391	-0.173	0.43156
34	-0.01335	-0.1133	0.455064
35	-0.003251	-0.0276	0.489034
36	-0.005726	-0.0486	0.480691
37	0.003675	0.0312	0.487603
38	0.068406	0.5804	0.281713
39	-0.169054	-1.4345	0.077883
40	-0.054646	-0.4637	0.322136
41	-0.073678	-0.6252	0.266915
42	-0.103843	-0.8811	0.190588
43	0.074456	0.6318	0.264766
44	-0.033831	-0.2871	0.387443
45	-0.051642	-0.4382	0.331276
46	0.019486	0.1653	0.434569
47	-0.115515	-0.9802	0.165141
48	-0.052783	-0.4479	0.327794
49	-0.014226	-0.1207	0.452127
50	-0.077791	-0.6601	0.255654
51	0.087437	0.7419	0.230272
52	0.072084	0.6117	0.271346
53	-0.06406	-0.5436	0.29421
54	0.08758	0.7431	0.229907
55	-0.104398	-0.8858	0.189324
56	-0.015895	-0.1349	0.446544
57	0.010695	0.0908	0.463971
58	-0.013758	-0.1167	0.453694
59	0.002367	0.0201	0.492014
60	0.015505	0.1316	0.447849

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.05444 & 0.4619 & 0.322759 \tabularnewline
2 & 0.136876 & 1.1614 & 0.124651 \tabularnewline
3 & 0.149513 & 1.2687 & 0.104325 \tabularnewline
4 & 0.03169 & 0.2689 & 0.394387 \tabularnewline
5 & 0.045593 & 0.3869 & 0.349997 \tabularnewline
6 & 0.091981 & 0.7805 & 0.218832 \tabularnewline
7 & 0.015192 & 0.1289 & 0.448893 \tabularnewline
8 & 0.203558 & 1.7272 & 0.044205 \tabularnewline
9 & 0.02738 & 0.2323 & 0.408472 \tabularnewline
10 & -0.079682 & -0.6761 & 0.250565 \tabularnewline
11 & 0.190193 & 1.6138 & 0.055469 \tabularnewline
12 & -0.180006 & -1.5274 & 0.065521 \tabularnewline
13 & -0.013888 & -0.1178 & 0.45326 \tabularnewline
14 & 0.194659 & 1.6517 & 0.051471 \tabularnewline
15 & 0.021493 & 0.1824 & 0.4279 \tabularnewline
16 & 0.005917 & 0.0502 & 0.480047 \tabularnewline
17 & -0.074964 & -0.6361 & 0.263368 \tabularnewline
18 & 0.016319 & 0.1385 & 0.445127 \tabularnewline
19 & 0.004458 & 0.0378 & 0.484967 \tabularnewline
20 & -0.06268 & -0.5319 & 0.298231 \tabularnewline
21 & -0.092034 & -0.7809 & 0.218701 \tabularnewline
22 & 0.022436 & 0.1904 & 0.424777 \tabularnewline
23 & 0.013562 & 0.1151 & 0.454351 \tabularnewline
24 & -0.163877 & -1.3905 & 0.084324 \tabularnewline
25 & -0.09042 & -0.7672 & 0.222725 \tabularnewline
26 & -0.210902 & -1.7896 & 0.038864 \tabularnewline
27 & -0.040695 & -0.3453 & 0.365435 \tabularnewline
28 & -0.136856 & -1.1613 & 0.124685 \tabularnewline
29 & 0.063732 & 0.5408 & 0.295164 \tabularnewline
30 & -0.107279 & -0.9103 & 0.182853 \tabularnewline
31 & -0.024659 & -0.2092 & 0.417427 \tabularnewline
32 & -0.018863 & -0.1601 & 0.436641 \tabularnewline
33 & -0.020391 & -0.173 & 0.43156 \tabularnewline
34 & -0.01335 & -0.1133 & 0.455064 \tabularnewline
35 & -0.003251 & -0.0276 & 0.489034 \tabularnewline
36 & -0.005726 & -0.0486 & 0.480691 \tabularnewline
37 & 0.003675 & 0.0312 & 0.487603 \tabularnewline
38 & 0.068406 & 0.5804 & 0.281713 \tabularnewline
39 & -0.169054 & -1.4345 & 0.077883 \tabularnewline
40 & -0.054646 & -0.4637 & 0.322136 \tabularnewline
41 & -0.073678 & -0.6252 & 0.266915 \tabularnewline
42 & -0.103843 & -0.8811 & 0.190588 \tabularnewline
43 & 0.074456 & 0.6318 & 0.264766 \tabularnewline
44 & -0.033831 & -0.2871 & 0.387443 \tabularnewline
45 & -0.051642 & -0.4382 & 0.331276 \tabularnewline
46 & 0.019486 & 0.1653 & 0.434569 \tabularnewline
47 & -0.115515 & -0.9802 & 0.165141 \tabularnewline
48 & -0.052783 & -0.4479 & 0.327794 \tabularnewline
49 & -0.014226 & -0.1207 & 0.452127 \tabularnewline
50 & -0.077791 & -0.6601 & 0.255654 \tabularnewline
51 & 0.087437 & 0.7419 & 0.230272 \tabularnewline
52 & 0.072084 & 0.6117 & 0.271346 \tabularnewline
53 & -0.06406 & -0.5436 & 0.29421 \tabularnewline
54 & 0.08758 & 0.7431 & 0.229907 \tabularnewline
55 & -0.104398 & -0.8858 & 0.189324 \tabularnewline
56 & -0.015895 & -0.1349 & 0.446544 \tabularnewline
57 & 0.010695 & 0.0908 & 0.463971 \tabularnewline
58 & -0.013758 & -0.1167 & 0.453694 \tabularnewline
59 & 0.002367 & 0.0201 & 0.492014 \tabularnewline
60 & 0.015505 & 0.1316 & 0.447849 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61614&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]0.05444[/C][C]0.4619[/C][C]0.322759[/C][/ROW]
[ROW][C]2[/C][C]0.136876[/C][C]1.1614[/C][C]0.124651[/C][/ROW]
[ROW][C]3[/C][C]0.149513[/C][C]1.2687[/C][C]0.104325[/C][/ROW]
[ROW][C]4[/C][C]0.03169[/C][C]0.2689[/C][C]0.394387[/C][/ROW]
[ROW][C]5[/C][C]0.045593[/C][C]0.3869[/C][C]0.349997[/C][/ROW]
[ROW][C]6[/C][C]0.091981[/C][C]0.7805[/C][C]0.218832[/C][/ROW]
[ROW][C]7[/C][C]0.015192[/C][C]0.1289[/C][C]0.448893[/C][/ROW]
[ROW][C]8[/C][C]0.203558[/C][C]1.7272[/C][C]0.044205[/C][/ROW]
[ROW][C]9[/C][C]0.02738[/C][C]0.2323[/C][C]0.408472[/C][/ROW]
[ROW][C]10[/C][C]-0.079682[/C][C]-0.6761[/C][C]0.250565[/C][/ROW]
[ROW][C]11[/C][C]0.190193[/C][C]1.6138[/C][C]0.055469[/C][/ROW]
[ROW][C]12[/C][C]-0.180006[/C][C]-1.5274[/C][C]0.065521[/C][/ROW]
[ROW][C]13[/C][C]-0.013888[/C][C]-0.1178[/C][C]0.45326[/C][/ROW]
[ROW][C]14[/C][C]0.194659[/C][C]1.6517[/C][C]0.051471[/C][/ROW]
[ROW][C]15[/C][C]0.021493[/C][C]0.1824[/C][C]0.4279[/C][/ROW]
[ROW][C]16[/C][C]0.005917[/C][C]0.0502[/C][C]0.480047[/C][/ROW]
[ROW][C]17[/C][C]-0.074964[/C][C]-0.6361[/C][C]0.263368[/C][/ROW]
[ROW][C]18[/C][C]0.016319[/C][C]0.1385[/C][C]0.445127[/C][/ROW]
[ROW][C]19[/C][C]0.004458[/C][C]0.0378[/C][C]0.484967[/C][/ROW]
[ROW][C]20[/C][C]-0.06268[/C][C]-0.5319[/C][C]0.298231[/C][/ROW]
[ROW][C]21[/C][C]-0.092034[/C][C]-0.7809[/C][C]0.218701[/C][/ROW]
[ROW][C]22[/C][C]0.022436[/C][C]0.1904[/C][C]0.424777[/C][/ROW]
[ROW][C]23[/C][C]0.013562[/C][C]0.1151[/C][C]0.454351[/C][/ROW]
[ROW][C]24[/C][C]-0.163877[/C][C]-1.3905[/C][C]0.084324[/C][/ROW]
[ROW][C]25[/C][C]-0.09042[/C][C]-0.7672[/C][C]0.222725[/C][/ROW]
[ROW][C]26[/C][C]-0.210902[/C][C]-1.7896[/C][C]0.038864[/C][/ROW]
[ROW][C]27[/C][C]-0.040695[/C][C]-0.3453[/C][C]0.365435[/C][/ROW]
[ROW][C]28[/C][C]-0.136856[/C][C]-1.1613[/C][C]0.124685[/C][/ROW]
[ROW][C]29[/C][C]0.063732[/C][C]0.5408[/C][C]0.295164[/C][/ROW]
[ROW][C]30[/C][C]-0.107279[/C][C]-0.9103[/C][C]0.182853[/C][/ROW]
[ROW][C]31[/C][C]-0.024659[/C][C]-0.2092[/C][C]0.417427[/C][/ROW]
[ROW][C]32[/C][C]-0.018863[/C][C]-0.1601[/C][C]0.436641[/C][/ROW]
[ROW][C]33[/C][C]-0.020391[/C][C]-0.173[/C][C]0.43156[/C][/ROW]
[ROW][C]34[/C][C]-0.01335[/C][C]-0.1133[/C][C]0.455064[/C][/ROW]
[ROW][C]35[/C][C]-0.003251[/C][C]-0.0276[/C][C]0.489034[/C][/ROW]
[ROW][C]36[/C][C]-0.005726[/C][C]-0.0486[/C][C]0.480691[/C][/ROW]
[ROW][C]37[/C][C]0.003675[/C][C]0.0312[/C][C]0.487603[/C][/ROW]
[ROW][C]38[/C][C]0.068406[/C][C]0.5804[/C][C]0.281713[/C][/ROW]
[ROW][C]39[/C][C]-0.169054[/C][C]-1.4345[/C][C]0.077883[/C][/ROW]
[ROW][C]40[/C][C]-0.054646[/C][C]-0.4637[/C][C]0.322136[/C][/ROW]
[ROW][C]41[/C][C]-0.073678[/C][C]-0.6252[/C][C]0.266915[/C][/ROW]
[ROW][C]42[/C][C]-0.103843[/C][C]-0.8811[/C][C]0.190588[/C][/ROW]
[ROW][C]43[/C][C]0.074456[/C][C]0.6318[/C][C]0.264766[/C][/ROW]
[ROW][C]44[/C][C]-0.033831[/C][C]-0.2871[/C][C]0.387443[/C][/ROW]
[ROW][C]45[/C][C]-0.051642[/C][C]-0.4382[/C][C]0.331276[/C][/ROW]
[ROW][C]46[/C][C]0.019486[/C][C]0.1653[/C][C]0.434569[/C][/ROW]
[ROW][C]47[/C][C]-0.115515[/C][C]-0.9802[/C][C]0.165141[/C][/ROW]
[ROW][C]48[/C][C]-0.052783[/C][C]-0.4479[/C][C]0.327794[/C][/ROW]
[ROW][C]49[/C][C]-0.014226[/C][C]-0.1207[/C][C]0.452127[/C][/ROW]
[ROW][C]50[/C][C]-0.077791[/C][C]-0.6601[/C][C]0.255654[/C][/ROW]
[ROW][C]51[/C][C]0.087437[/C][C]0.7419[/C][C]0.230272[/C][/ROW]
[ROW][C]52[/C][C]0.072084[/C][C]0.6117[/C][C]0.271346[/C][/ROW]
[ROW][C]53[/C][C]-0.06406[/C][C]-0.5436[/C][C]0.29421[/C][/ROW]
[ROW][C]54[/C][C]0.08758[/C][C]0.7431[/C][C]0.229907[/C][/ROW]
[ROW][C]55[/C][C]-0.104398[/C][C]-0.8858[/C][C]0.189324[/C][/ROW]
[ROW][C]56[/C][C]-0.015895[/C][C]-0.1349[/C][C]0.446544[/C][/ROW]
[ROW][C]57[/C][C]0.010695[/C][C]0.0908[/C][C]0.463971[/C][/ROW]
[ROW][C]58[/C][C]-0.013758[/C][C]-0.1167[/C][C]0.453694[/C][/ROW]
[ROW][C]59[/C][C]0.002367[/C][C]0.0201[/C][C]0.492014[/C][/ROW]
[ROW][C]60[/C][C]0.015505[/C][C]0.1316[/C][C]0.447849[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61614&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61614&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	0.05444	0.4619	0.322759
2	0.136876	1.1614	0.124651
3	0.149513	1.2687	0.104325
4	0.03169	0.2689	0.394387
5	0.045593	0.3869	0.349997
6	0.091981	0.7805	0.218832
7	0.015192	0.1289	0.448893
8	0.203558	1.7272	0.044205
9	0.02738	0.2323	0.408472
10	-0.079682	-0.6761	0.250565
11	0.190193	1.6138	0.055469
12	-0.180006	-1.5274	0.065521
13	-0.013888	-0.1178	0.45326
14	0.194659	1.6517	0.051471
15	0.021493	0.1824	0.4279
16	0.005917	0.0502	0.480047
17	-0.074964	-0.6361	0.263368
18	0.016319	0.1385	0.445127
19	0.004458	0.0378	0.484967
20	-0.06268	-0.5319	0.298231
21	-0.092034	-0.7809	0.218701
22	0.022436	0.1904	0.424777
23	0.013562	0.1151	0.454351
24	-0.163877	-1.3905	0.084324
25	-0.09042	-0.7672	0.222725
26	-0.210902	-1.7896	0.038864
27	-0.040695	-0.3453	0.365435
28	-0.136856	-1.1613	0.124685
29	0.063732	0.5408	0.295164
30	-0.107279	-0.9103	0.182853
31	-0.024659	-0.2092	0.417427
32	-0.018863	-0.1601	0.436641
33	-0.020391	-0.173	0.43156
34	-0.01335	-0.1133	0.455064
35	-0.003251	-0.0276	0.489034
36	-0.005726	-0.0486	0.480691
37	0.003675	0.0312	0.487603
38	0.068406	0.5804	0.281713
39	-0.169054	-1.4345	0.077883
40	-0.054646	-0.4637	0.322136
41	-0.073678	-0.6252	0.266915
42	-0.103843	-0.8811	0.190588
43	0.074456	0.6318	0.264766
44	-0.033831	-0.2871	0.387443
45	-0.051642	-0.4382	0.331276
46	0.019486	0.1653	0.434569
47	-0.115515	-0.9802	0.165141
48	-0.052783	-0.4479	0.327794
49	-0.014226	-0.1207	0.452127
50	-0.077791	-0.6601	0.255654
51	0.087437	0.7419	0.230272
52	0.072084	0.6117	0.271346
53	-0.06406	-0.5436	0.29421
54	0.08758	0.7431	0.229907
55	-0.104398	-0.8858	0.189324
56	-0.015895	-0.1349	0.446544
57	0.010695	0.0908	0.463971
58	-0.013758	-0.1167	0.453694
59	0.002367	0.0201	0.492014
60	0.015505	0.1316	0.447849

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.05444	0.4619	0.322759
2	0.134311	1.1397	0.129102
3	0.138655	1.1765	0.12163
4	0.00249	0.0211	0.491603
5	0.00681	0.0578	0.477038
6	0.068126	0.5781	0.28251
7	-0.000643	-0.0055	0.49783
8	0.183971	1.561	0.061449
9	-0.007425	-0.063	0.474971
10	-0.140554	-1.1926	0.118463
11	0.15512	1.3162	0.096134
12	-0.199256	-1.6907	0.047605
13	-0.015101	-0.1281	0.4492
14	0.213506	1.8117	0.037104
15	0.03333	0.2828	0.389066
16	-0.071837	-0.6096	0.272036
17	-0.165311	-1.4027	0.0825
18	0.099752	0.8464	0.20006
19	-0.024497	-0.2079	0.41796
20	-0.022267	-0.1889	0.425334
21	-0.047151	-0.4001	0.345138
22	-0.124689	-1.058	0.146791
23	0.141809	1.2033	0.116404
24	-0.179318	-1.5216	0.066249
25	-0.129202	-1.0963	0.138297
26	-0.135863	-1.1528	0.126396
27	0.083007	0.7043	0.241747
28	-0.048083	-0.408	0.342244
29	0.036779	0.3121	0.377939
30	-0.031625	-0.2683	0.394599
31	0.003414	0.029	0.488486
32	0.093014	0.7893	0.216278
33	-0.000982	-0.0083	0.496687
34	-0.009397	-0.0797	0.468333
35	0.13106	1.1121	0.134901
36	-0.020156	-0.171	0.432341
37	-0.087405	-0.7417	0.230353
38	0.051696	0.4387	0.331111
39	-0.084234	-0.7148	0.238537
40	-0.073442	-0.6232	0.26757
41	-0.043485	-0.369	0.356611
42	-0.099717	-0.8461	0.200142
43	0.076893	0.6525	0.258092
44	0.074165	0.6293	0.265567
45	-0.111812	-0.9488	0.172959
46	-0.081545	-0.6919	0.245603
47	-0.051403	-0.4362	0.332008
48	0.037437	0.3177	0.375831
49	-0.08996	-0.7633	0.223878
50	-0.023999	-0.2036	0.419606
51	0.06581	0.5584	0.289148
52	-0.03339	-0.2833	0.388871
53	0.068758	0.5834	0.280714
54	-0.029057	-0.2466	0.402975
55	-0.030946	-0.2626	0.396809
56	0.053997	0.4582	0.324102
57	-0.039923	-0.3388	0.367891
58	0.00544	0.0462	0.481654
59	0.015081	0.128	0.449267
60	0.035167	0.2984	0.383127

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.05444 & 0.4619 & 0.322759 \tabularnewline
2 & 0.134311 & 1.1397 & 0.129102 \tabularnewline
3 & 0.138655 & 1.1765 & 0.12163 \tabularnewline
4 & 0.00249 & 0.0211 & 0.491603 \tabularnewline
5 & 0.00681 & 0.0578 & 0.477038 \tabularnewline
6 & 0.068126 & 0.5781 & 0.28251 \tabularnewline
7 & -0.000643 & -0.0055 & 0.49783 \tabularnewline
8 & 0.183971 & 1.561 & 0.061449 \tabularnewline
9 & -0.007425 & -0.063 & 0.474971 \tabularnewline
10 & -0.140554 & -1.1926 & 0.118463 \tabularnewline
11 & 0.15512 & 1.3162 & 0.096134 \tabularnewline
12 & -0.199256 & -1.6907 & 0.047605 \tabularnewline
13 & -0.015101 & -0.1281 & 0.4492 \tabularnewline
14 & 0.213506 & 1.8117 & 0.037104 \tabularnewline
15 & 0.03333 & 0.2828 & 0.389066 \tabularnewline
16 & -0.071837 & -0.6096 & 0.272036 \tabularnewline
17 & -0.165311 & -1.4027 & 0.0825 \tabularnewline
18 & 0.099752 & 0.8464 & 0.20006 \tabularnewline
19 & -0.024497 & -0.2079 & 0.41796 \tabularnewline
20 & -0.022267 & -0.1889 & 0.425334 \tabularnewline
21 & -0.047151 & -0.4001 & 0.345138 \tabularnewline
22 & -0.124689 & -1.058 & 0.146791 \tabularnewline
23 & 0.141809 & 1.2033 & 0.116404 \tabularnewline
24 & -0.179318 & -1.5216 & 0.066249 \tabularnewline
25 & -0.129202 & -1.0963 & 0.138297 \tabularnewline
26 & -0.135863 & -1.1528 & 0.126396 \tabularnewline
27 & 0.083007 & 0.7043 & 0.241747 \tabularnewline
28 & -0.048083 & -0.408 & 0.342244 \tabularnewline
29 & 0.036779 & 0.3121 & 0.377939 \tabularnewline
30 & -0.031625 & -0.2683 & 0.394599 \tabularnewline
31 & 0.003414 & 0.029 & 0.488486 \tabularnewline
32 & 0.093014 & 0.7893 & 0.216278 \tabularnewline
33 & -0.000982 & -0.0083 & 0.496687 \tabularnewline
34 & -0.009397 & -0.0797 & 0.468333 \tabularnewline
35 & 0.13106 & 1.1121 & 0.134901 \tabularnewline
36 & -0.020156 & -0.171 & 0.432341 \tabularnewline
37 & -0.087405 & -0.7417 & 0.230353 \tabularnewline
38 & 0.051696 & 0.4387 & 0.331111 \tabularnewline
39 & -0.084234 & -0.7148 & 0.238537 \tabularnewline
40 & -0.073442 & -0.6232 & 0.26757 \tabularnewline
41 & -0.043485 & -0.369 & 0.356611 \tabularnewline
42 & -0.099717 & -0.8461 & 0.200142 \tabularnewline
43 & 0.076893 & 0.6525 & 0.258092 \tabularnewline
44 & 0.074165 & 0.6293 & 0.265567 \tabularnewline
45 & -0.111812 & -0.9488 & 0.172959 \tabularnewline
46 & -0.081545 & -0.6919 & 0.245603 \tabularnewline
47 & -0.051403 & -0.4362 & 0.332008 \tabularnewline
48 & 0.037437 & 0.3177 & 0.375831 \tabularnewline
49 & -0.08996 & -0.7633 & 0.223878 \tabularnewline
50 & -0.023999 & -0.2036 & 0.419606 \tabularnewline
51 & 0.06581 & 0.5584 & 0.289148 \tabularnewline
52 & -0.03339 & -0.2833 & 0.388871 \tabularnewline
53 & 0.068758 & 0.5834 & 0.280714 \tabularnewline
54 & -0.029057 & -0.2466 & 0.402975 \tabularnewline
55 & -0.030946 & -0.2626 & 0.396809 \tabularnewline
56 & 0.053997 & 0.4582 & 0.324102 \tabularnewline
57 & -0.039923 & -0.3388 & 0.367891 \tabularnewline
58 & 0.00544 & 0.0462 & 0.481654 \tabularnewline
59 & 0.015081 & 0.128 & 0.449267 \tabularnewline
60 & 0.035167 & 0.2984 & 0.383127 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61614&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]0.05444[/C][C]0.4619[/C][C]0.322759[/C][/ROW]
[ROW][C]2[/C][C]0.134311[/C][C]1.1397[/C][C]0.129102[/C][/ROW]
[ROW][C]3[/C][C]0.138655[/C][C]1.1765[/C][C]0.12163[/C][/ROW]
[ROW][C]4[/C][C]0.00249[/C][C]0.0211[/C][C]0.491603[/C][/ROW]
[ROW][C]5[/C][C]0.00681[/C][C]0.0578[/C][C]0.477038[/C][/ROW]
[ROW][C]6[/C][C]0.068126[/C][C]0.5781[/C][C]0.28251[/C][/ROW]
[ROW][C]7[/C][C]-0.000643[/C][C]-0.0055[/C][C]0.49783[/C][/ROW]
[ROW][C]8[/C][C]0.183971[/C][C]1.561[/C][C]0.061449[/C][/ROW]
[ROW][C]9[/C][C]-0.007425[/C][C]-0.063[/C][C]0.474971[/C][/ROW]
[ROW][C]10[/C][C]-0.140554[/C][C]-1.1926[/C][C]0.118463[/C][/ROW]
[ROW][C]11[/C][C]0.15512[/C][C]1.3162[/C][C]0.096134[/C][/ROW]
[ROW][C]12[/C][C]-0.199256[/C][C]-1.6907[/C][C]0.047605[/C][/ROW]
[ROW][C]13[/C][C]-0.015101[/C][C]-0.1281[/C][C]0.4492[/C][/ROW]
[ROW][C]14[/C][C]0.213506[/C][C]1.8117[/C][C]0.037104[/C][/ROW]
[ROW][C]15[/C][C]0.03333[/C][C]0.2828[/C][C]0.389066[/C][/ROW]
[ROW][C]16[/C][C]-0.071837[/C][C]-0.6096[/C][C]0.272036[/C][/ROW]
[ROW][C]17[/C][C]-0.165311[/C][C]-1.4027[/C][C]0.0825[/C][/ROW]
[ROW][C]18[/C][C]0.099752[/C][C]0.8464[/C][C]0.20006[/C][/ROW]
[ROW][C]19[/C][C]-0.024497[/C][C]-0.2079[/C][C]0.41796[/C][/ROW]
[ROW][C]20[/C][C]-0.022267[/C][C]-0.1889[/C][C]0.425334[/C][/ROW]
[ROW][C]21[/C][C]-0.047151[/C][C]-0.4001[/C][C]0.345138[/C][/ROW]
[ROW][C]22[/C][C]-0.124689[/C][C]-1.058[/C][C]0.146791[/C][/ROW]
[ROW][C]23[/C][C]0.141809[/C][C]1.2033[/C][C]0.116404[/C][/ROW]
[ROW][C]24[/C][C]-0.179318[/C][C]-1.5216[/C][C]0.066249[/C][/ROW]
[ROW][C]25[/C][C]-0.129202[/C][C]-1.0963[/C][C]0.138297[/C][/ROW]
[ROW][C]26[/C][C]-0.135863[/C][C]-1.1528[/C][C]0.126396[/C][/ROW]
[ROW][C]27[/C][C]0.083007[/C][C]0.7043[/C][C]0.241747[/C][/ROW]
[ROW][C]28[/C][C]-0.048083[/C][C]-0.408[/C][C]0.342244[/C][/ROW]
[ROW][C]29[/C][C]0.036779[/C][C]0.3121[/C][C]0.377939[/C][/ROW]
[ROW][C]30[/C][C]-0.031625[/C][C]-0.2683[/C][C]0.394599[/C][/ROW]
[ROW][C]31[/C][C]0.003414[/C][C]0.029[/C][C]0.488486[/C][/ROW]
[ROW][C]32[/C][C]0.093014[/C][C]0.7893[/C][C]0.216278[/C][/ROW]
[ROW][C]33[/C][C]-0.000982[/C][C]-0.0083[/C][C]0.496687[/C][/ROW]
[ROW][C]34[/C][C]-0.009397[/C][C]-0.0797[/C][C]0.468333[/C][/ROW]
[ROW][C]35[/C][C]0.13106[/C][C]1.1121[/C][C]0.134901[/C][/ROW]
[ROW][C]36[/C][C]-0.020156[/C][C]-0.171[/C][C]0.432341[/C][/ROW]
[ROW][C]37[/C][C]-0.087405[/C][C]-0.7417[/C][C]0.230353[/C][/ROW]
[ROW][C]38[/C][C]0.051696[/C][C]0.4387[/C][C]0.331111[/C][/ROW]
[ROW][C]39[/C][C]-0.084234[/C][C]-0.7148[/C][C]0.238537[/C][/ROW]
[ROW][C]40[/C][C]-0.073442[/C][C]-0.6232[/C][C]0.26757[/C][/ROW]
[ROW][C]41[/C][C]-0.043485[/C][C]-0.369[/C][C]0.356611[/C][/ROW]
[ROW][C]42[/C][C]-0.099717[/C][C]-0.8461[/C][C]0.200142[/C][/ROW]
[ROW][C]43[/C][C]0.076893[/C][C]0.6525[/C][C]0.258092[/C][/ROW]
[ROW][C]44[/C][C]0.074165[/C][C]0.6293[/C][C]0.265567[/C][/ROW]
[ROW][C]45[/C][C]-0.111812[/C][C]-0.9488[/C][C]0.172959[/C][/ROW]
[ROW][C]46[/C][C]-0.081545[/C][C]-0.6919[/C][C]0.245603[/C][/ROW]
[ROW][C]47[/C][C]-0.051403[/C][C]-0.4362[/C][C]0.332008[/C][/ROW]
[ROW][C]48[/C][C]0.037437[/C][C]0.3177[/C][C]0.375831[/C][/ROW]
[ROW][C]49[/C][C]-0.08996[/C][C]-0.7633[/C][C]0.223878[/C][/ROW]
[ROW][C]50[/C][C]-0.023999[/C][C]-0.2036[/C][C]0.419606[/C][/ROW]
[ROW][C]51[/C][C]0.06581[/C][C]0.5584[/C][C]0.289148[/C][/ROW]
[ROW][C]52[/C][C]-0.03339[/C][C]-0.2833[/C][C]0.388871[/C][/ROW]
[ROW][C]53[/C][C]0.068758[/C][C]0.5834[/C][C]0.280714[/C][/ROW]
[ROW][C]54[/C][C]-0.029057[/C][C]-0.2466[/C][C]0.402975[/C][/ROW]
[ROW][C]55[/C][C]-0.030946[/C][C]-0.2626[/C][C]0.396809[/C][/ROW]
[ROW][C]56[/C][C]0.053997[/C][C]0.4582[/C][C]0.324102[/C][/ROW]
[ROW][C]57[/C][C]-0.039923[/C][C]-0.3388[/C][C]0.367891[/C][/ROW]
[ROW][C]58[/C][C]0.00544[/C][C]0.0462[/C][C]0.481654[/C][/ROW]
[ROW][C]59[/C][C]0.015081[/C][C]0.128[/C][C]0.449267[/C][/ROW]
[ROW][C]60[/C][C]0.035167[/C][C]0.2984[/C][C]0.383127[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61614&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61614&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	0.05444	0.4619	0.322759
2	0.134311	1.1397	0.129102
3	0.138655	1.1765	0.12163
4	0.00249	0.0211	0.491603
5	0.00681	0.0578	0.477038
6	0.068126	0.5781	0.28251
7	-0.000643	-0.0055	0.49783
8	0.183971	1.561	0.061449
9	-0.007425	-0.063	0.474971
10	-0.140554	-1.1926	0.118463
11	0.15512	1.3162	0.096134
12	-0.199256	-1.6907	0.047605
13	-0.015101	-0.1281	0.4492
14	0.213506	1.8117	0.037104
15	0.03333	0.2828	0.389066
16	-0.071837	-0.6096	0.272036
17	-0.165311	-1.4027	0.0825
18	0.099752	0.8464	0.20006
19	-0.024497	-0.2079	0.41796
20	-0.022267	-0.1889	0.425334
21	-0.047151	-0.4001	0.345138
22	-0.124689	-1.058	0.146791
23	0.141809	1.2033	0.116404
24	-0.179318	-1.5216	0.066249
25	-0.129202	-1.0963	0.138297
26	-0.135863	-1.1528	0.126396
27	0.083007	0.7043	0.241747
28	-0.048083	-0.408	0.342244
29	0.036779	0.3121	0.377939
30	-0.031625	-0.2683	0.394599
31	0.003414	0.029	0.488486
32	0.093014	0.7893	0.216278
33	-0.000982	-0.0083	0.496687
34	-0.009397	-0.0797	0.468333
35	0.13106	1.1121	0.134901
36	-0.020156	-0.171	0.432341
37	-0.087405	-0.7417	0.230353
38	0.051696	0.4387	0.331111
39	-0.084234	-0.7148	0.238537
40	-0.073442	-0.6232	0.26757
41	-0.043485	-0.369	0.356611
42	-0.099717	-0.8461	0.200142
43	0.076893	0.6525	0.258092
44	0.074165	0.6293	0.265567
45	-0.111812	-0.9488	0.172959
46	-0.081545	-0.6919	0.245603
47	-0.051403	-0.4362	0.332008
48	0.037437	0.3177	0.375831
49	-0.08996	-0.7633	0.223878
50	-0.023999	-0.2036	0.419606
51	0.06581	0.5584	0.289148
52	-0.03339	-0.2833	0.388871
53	0.068758	0.5834	0.280714
54	-0.029057	-0.2466	0.402975
55	-0.030946	-0.2626	0.396809
56	0.053997	0.4582	0.324102
57	-0.039923	-0.3388	0.367891
58	0.00544	0.0462	0.481654
59	0.015081	0.128	0.449267
60	0.035167	0.2984	0.383127

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