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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 30 Nov 2009 10:42:15 -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/30/t1259602999e26b84iprunmxsl.htm/, Retrieved Wed, 01 May 2024 22:27:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61834, Retrieved Wed, 01 May 2024 22:27:52 +0000

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User-defined keywords

Estimated Impact

127

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [] [2009-11-27 12:19:35] [2c5be225250d91402426bbbf07a5e2b3]
-   P             [(Partial) Autocorrelation Function] [] [2009-11-30 17:42:15] [82bf023f1e4d9556a54030fcde33aa09] [Current]

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Dataseries X:

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Histogram

Boxplots

1.4
1.2
1
1.7
2.4
2
2.1
2
1.8
2.7
2.3
1.9
2
2.3
2.8
2.4
2.3
2.7
2.7
2.9
3
2.2
2.3
2.8
2.8
2.8
2.2
2.6
2.8
2.5
2.4
2.3
1.9
1.7
2
2.1
1.7
1.8
1.8
1.8
1.3
1.3
1.3
1.2
1.4
2.2
2.9
3.1
3.5
3.6
4.4
4.1
5.1
5.8
5.9
5.4
5.5
4.8
3.2
2.7
2.1
1.9
0.6
0.7
-0.2
-1
-1.7
-0.7
-1

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	8 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 & 8 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61834&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]8 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=61834&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61834&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	8 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.173982	1.4347	0.07798
2	0.134929	1.1127	0.134887
3	0.182436	1.5044	0.068553
4	0.276022	2.2761	0.012996
5	0.037263	0.3073	0.379785
6	0.062281	0.5136	0.304605
7	0.060478	0.4987	0.309796
8	-0.025453	-0.2099	0.417191
9	-0.180185	-1.4858	0.070972
10	-0.087832	-0.7243	0.23569
11	0.052599	0.4337	0.332924
12	-0.443573	-3.6578	0.000249
13	-0.22298	-1.8387	0.03516
14	-0.079751	-0.6576	0.256494
15	0.006305	0.052	0.479344
16	-0.172815	-1.4251	0.079355
17	-0.119611	-0.9863	0.163732
18	-0.039219	-0.3234	0.373689
19	0.005156	0.0425	0.483104
20	-0.102364	-0.8441	0.200782
21	0.006548	0.054	0.478549
22	0.086307	0.7117	0.239541
23	-0.052099	-0.4296	0.334415
24	-0.033945	-0.2799	0.390195
25	0.106052	0.8745	0.192454
26	0.051307	0.4231	0.336782
27	-0.062277	-0.5135	0.304616
28	0.036373	0.2999	0.382568
29	0.05546	0.4573	0.324443
30	0.049359	0.407	0.342633
31	-0.043401	-0.3579	0.360765
32	0.053416	0.4405	0.330493
33	0.09306	0.7674	0.222751
34	-0.000133	-0.0011	0.499563
35	-0.066706	-0.5501	0.292036
36	0.097547	0.8044	0.211988
37	-0.003877	-0.032	0.487296
38	-0.020173	-0.1664	0.434187
39	0.028101	0.2317	0.408724
40	0.031895	0.263	0.396668
41	-0.010489	-0.0865	0.465663
42	-0.03175	-0.2618	0.397127
43	0.054539	0.4497	0.327163
44	0.054069	0.4459	0.328556
45	-0.057483	-0.474	0.318503
46	-0.060519	-0.4991	0.309677
47	0.053791	0.4436	0.329381
48	-0.037804	-0.3117	0.378096
49	-0.01222	-0.1008	0.460016
50	0.057077	0.4707	0.319691
51	-0.063604	-0.5245	0.300822
52	-0.060242	-0.4968	0.310476
53	-0.020165	-0.1663	0.434213
54	-0.024734	-0.204	0.419498
55	-0.079179	-0.6529	0.258003
56	-0.070986	-0.5854	0.280118
57	-0.025112	-0.2071	0.418284
58	0.009968	0.0822	0.467366
59	-0.049475	-0.408	0.342285
60	-0.007665	-0.0632	0.474893

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.173982 & 1.4347 & 0.07798 \tabularnewline
2 & 0.134929 & 1.1127 & 0.134887 \tabularnewline
3 & 0.182436 & 1.5044 & 0.068553 \tabularnewline
4 & 0.276022 & 2.2761 & 0.012996 \tabularnewline
5 & 0.037263 & 0.3073 & 0.379785 \tabularnewline
6 & 0.062281 & 0.5136 & 0.304605 \tabularnewline
7 & 0.060478 & 0.4987 & 0.309796 \tabularnewline
8 & -0.025453 & -0.2099 & 0.417191 \tabularnewline
9 & -0.180185 & -1.4858 & 0.070972 \tabularnewline
10 & -0.087832 & -0.7243 & 0.23569 \tabularnewline
11 & 0.052599 & 0.4337 & 0.332924 \tabularnewline
12 & -0.443573 & -3.6578 & 0.000249 \tabularnewline
13 & -0.22298 & -1.8387 & 0.03516 \tabularnewline
14 & -0.079751 & -0.6576 & 0.256494 \tabularnewline
15 & 0.006305 & 0.052 & 0.479344 \tabularnewline
16 & -0.172815 & -1.4251 & 0.079355 \tabularnewline
17 & -0.119611 & -0.9863 & 0.163732 \tabularnewline
18 & -0.039219 & -0.3234 & 0.373689 \tabularnewline
19 & 0.005156 & 0.0425 & 0.483104 \tabularnewline
20 & -0.102364 & -0.8441 & 0.200782 \tabularnewline
21 & 0.006548 & 0.054 & 0.478549 \tabularnewline
22 & 0.086307 & 0.7117 & 0.239541 \tabularnewline
23 & -0.052099 & -0.4296 & 0.334415 \tabularnewline
24 & -0.033945 & -0.2799 & 0.390195 \tabularnewline
25 & 0.106052 & 0.8745 & 0.192454 \tabularnewline
26 & 0.051307 & 0.4231 & 0.336782 \tabularnewline
27 & -0.062277 & -0.5135 & 0.304616 \tabularnewline
28 & 0.036373 & 0.2999 & 0.382568 \tabularnewline
29 & 0.05546 & 0.4573 & 0.324443 \tabularnewline
30 & 0.049359 & 0.407 & 0.342633 \tabularnewline
31 & -0.043401 & -0.3579 & 0.360765 \tabularnewline
32 & 0.053416 & 0.4405 & 0.330493 \tabularnewline
33 & 0.09306 & 0.7674 & 0.222751 \tabularnewline
34 & -0.000133 & -0.0011 & 0.499563 \tabularnewline
35 & -0.066706 & -0.5501 & 0.292036 \tabularnewline
36 & 0.097547 & 0.8044 & 0.211988 \tabularnewline
37 & -0.003877 & -0.032 & 0.487296 \tabularnewline
38 & -0.020173 & -0.1664 & 0.434187 \tabularnewline
39 & 0.028101 & 0.2317 & 0.408724 \tabularnewline
40 & 0.031895 & 0.263 & 0.396668 \tabularnewline
41 & -0.010489 & -0.0865 & 0.465663 \tabularnewline
42 & -0.03175 & -0.2618 & 0.397127 \tabularnewline
43 & 0.054539 & 0.4497 & 0.327163 \tabularnewline
44 & 0.054069 & 0.4459 & 0.328556 \tabularnewline
45 & -0.057483 & -0.474 & 0.318503 \tabularnewline
46 & -0.060519 & -0.4991 & 0.309677 \tabularnewline
47 & 0.053791 & 0.4436 & 0.329381 \tabularnewline
48 & -0.037804 & -0.3117 & 0.378096 \tabularnewline
49 & -0.01222 & -0.1008 & 0.460016 \tabularnewline
50 & 0.057077 & 0.4707 & 0.319691 \tabularnewline
51 & -0.063604 & -0.5245 & 0.300822 \tabularnewline
52 & -0.060242 & -0.4968 & 0.310476 \tabularnewline
53 & -0.020165 & -0.1663 & 0.434213 \tabularnewline
54 & -0.024734 & -0.204 & 0.419498 \tabularnewline
55 & -0.079179 & -0.6529 & 0.258003 \tabularnewline
56 & -0.070986 & -0.5854 & 0.280118 \tabularnewline
57 & -0.025112 & -0.2071 & 0.418284 \tabularnewline
58 & 0.009968 & 0.0822 & 0.467366 \tabularnewline
59 & -0.049475 & -0.408 & 0.342285 \tabularnewline
60 & -0.007665 & -0.0632 & 0.474893 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61834&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]0.173982[/C][C]1.4347[/C][C]0.07798[/C][/ROW]
[ROW][C]2[/C][C]0.134929[/C][C]1.1127[/C][C]0.134887[/C][/ROW]
[ROW][C]3[/C][C]0.182436[/C][C]1.5044[/C][C]0.068553[/C][/ROW]
[ROW][C]4[/C][C]0.276022[/C][C]2.2761[/C][C]0.012996[/C][/ROW]
[ROW][C]5[/C][C]0.037263[/C][C]0.3073[/C][C]0.379785[/C][/ROW]
[ROW][C]6[/C][C]0.062281[/C][C]0.5136[/C][C]0.304605[/C][/ROW]
[ROW][C]7[/C][C]0.060478[/C][C]0.4987[/C][C]0.309796[/C][/ROW]
[ROW][C]8[/C][C]-0.025453[/C][C]-0.2099[/C][C]0.417191[/C][/ROW]
[ROW][C]9[/C][C]-0.180185[/C][C]-1.4858[/C][C]0.070972[/C][/ROW]
[ROW][C]10[/C][C]-0.087832[/C][C]-0.7243[/C][C]0.23569[/C][/ROW]
[ROW][C]11[/C][C]0.052599[/C][C]0.4337[/C][C]0.332924[/C][/ROW]
[ROW][C]12[/C][C]-0.443573[/C][C]-3.6578[/C][C]0.000249[/C][/ROW]
[ROW][C]13[/C][C]-0.22298[/C][C]-1.8387[/C][C]0.03516[/C][/ROW]
[ROW][C]14[/C][C]-0.079751[/C][C]-0.6576[/C][C]0.256494[/C][/ROW]
[ROW][C]15[/C][C]0.006305[/C][C]0.052[/C][C]0.479344[/C][/ROW]
[ROW][C]16[/C][C]-0.172815[/C][C]-1.4251[/C][C]0.079355[/C][/ROW]
[ROW][C]17[/C][C]-0.119611[/C][C]-0.9863[/C][C]0.163732[/C][/ROW]
[ROW][C]18[/C][C]-0.039219[/C][C]-0.3234[/C][C]0.373689[/C][/ROW]
[ROW][C]19[/C][C]0.005156[/C][C]0.0425[/C][C]0.483104[/C][/ROW]
[ROW][C]20[/C][C]-0.102364[/C][C]-0.8441[/C][C]0.200782[/C][/ROW]
[ROW][C]21[/C][C]0.006548[/C][C]0.054[/C][C]0.478549[/C][/ROW]
[ROW][C]22[/C][C]0.086307[/C][C]0.7117[/C][C]0.239541[/C][/ROW]
[ROW][C]23[/C][C]-0.052099[/C][C]-0.4296[/C][C]0.334415[/C][/ROW]
[ROW][C]24[/C][C]-0.033945[/C][C]-0.2799[/C][C]0.390195[/C][/ROW]
[ROW][C]25[/C][C]0.106052[/C][C]0.8745[/C][C]0.192454[/C][/ROW]
[ROW][C]26[/C][C]0.051307[/C][C]0.4231[/C][C]0.336782[/C][/ROW]
[ROW][C]27[/C][C]-0.062277[/C][C]-0.5135[/C][C]0.304616[/C][/ROW]
[ROW][C]28[/C][C]0.036373[/C][C]0.2999[/C][C]0.382568[/C][/ROW]
[ROW][C]29[/C][C]0.05546[/C][C]0.4573[/C][C]0.324443[/C][/ROW]
[ROW][C]30[/C][C]0.049359[/C][C]0.407[/C][C]0.342633[/C][/ROW]
[ROW][C]31[/C][C]-0.043401[/C][C]-0.3579[/C][C]0.360765[/C][/ROW]
[ROW][C]32[/C][C]0.053416[/C][C]0.4405[/C][C]0.330493[/C][/ROW]
[ROW][C]33[/C][C]0.09306[/C][C]0.7674[/C][C]0.222751[/C][/ROW]
[ROW][C]34[/C][C]-0.000133[/C][C]-0.0011[/C][C]0.499563[/C][/ROW]
[ROW][C]35[/C][C]-0.066706[/C][C]-0.5501[/C][C]0.292036[/C][/ROW]
[ROW][C]36[/C][C]0.097547[/C][C]0.8044[/C][C]0.211988[/C][/ROW]
[ROW][C]37[/C][C]-0.003877[/C][C]-0.032[/C][C]0.487296[/C][/ROW]
[ROW][C]38[/C][C]-0.020173[/C][C]-0.1664[/C][C]0.434187[/C][/ROW]
[ROW][C]39[/C][C]0.028101[/C][C]0.2317[/C][C]0.408724[/C][/ROW]
[ROW][C]40[/C][C]0.031895[/C][C]0.263[/C][C]0.396668[/C][/ROW]
[ROW][C]41[/C][C]-0.010489[/C][C]-0.0865[/C][C]0.465663[/C][/ROW]
[ROW][C]42[/C][C]-0.03175[/C][C]-0.2618[/C][C]0.397127[/C][/ROW]
[ROW][C]43[/C][C]0.054539[/C][C]0.4497[/C][C]0.327163[/C][/ROW]
[ROW][C]44[/C][C]0.054069[/C][C]0.4459[/C][C]0.328556[/C][/ROW]
[ROW][C]45[/C][C]-0.057483[/C][C]-0.474[/C][C]0.318503[/C][/ROW]
[ROW][C]46[/C][C]-0.060519[/C][C]-0.4991[/C][C]0.309677[/C][/ROW]
[ROW][C]47[/C][C]0.053791[/C][C]0.4436[/C][C]0.329381[/C][/ROW]
[ROW][C]48[/C][C]-0.037804[/C][C]-0.3117[/C][C]0.378096[/C][/ROW]
[ROW][C]49[/C][C]-0.01222[/C][C]-0.1008[/C][C]0.460016[/C][/ROW]
[ROW][C]50[/C][C]0.057077[/C][C]0.4707[/C][C]0.319691[/C][/ROW]
[ROW][C]51[/C][C]-0.063604[/C][C]-0.5245[/C][C]0.300822[/C][/ROW]
[ROW][C]52[/C][C]-0.060242[/C][C]-0.4968[/C][C]0.310476[/C][/ROW]
[ROW][C]53[/C][C]-0.020165[/C][C]-0.1663[/C][C]0.434213[/C][/ROW]
[ROW][C]54[/C][C]-0.024734[/C][C]-0.204[/C][C]0.419498[/C][/ROW]
[ROW][C]55[/C][C]-0.079179[/C][C]-0.6529[/C][C]0.258003[/C][/ROW]
[ROW][C]56[/C][C]-0.070986[/C][C]-0.5854[/C][C]0.280118[/C][/ROW]
[ROW][C]57[/C][C]-0.025112[/C][C]-0.2071[/C][C]0.418284[/C][/ROW]
[ROW][C]58[/C][C]0.009968[/C][C]0.0822[/C][C]0.467366[/C][/ROW]
[ROW][C]59[/C][C]-0.049475[/C][C]-0.408[/C][C]0.342285[/C][/ROW]
[ROW][C]60[/C][C]-0.007665[/C][C]-0.0632[/C][C]0.474893[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61834&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61834&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	0.173982	1.4347	0.07798
2	0.134929	1.1127	0.134887
3	0.182436	1.5044	0.068553
4	0.276022	2.2761	0.012996
5	0.037263	0.3073	0.379785
6	0.062281	0.5136	0.304605
7	0.060478	0.4987	0.309796
8	-0.025453	-0.2099	0.417191
9	-0.180185	-1.4858	0.070972
10	-0.087832	-0.7243	0.23569
11	0.052599	0.4337	0.332924
12	-0.443573	-3.6578	0.000249
13	-0.22298	-1.8387	0.03516
14	-0.079751	-0.6576	0.256494
15	0.006305	0.052	0.479344
16	-0.172815	-1.4251	0.079355
17	-0.119611	-0.9863	0.163732
18	-0.039219	-0.3234	0.373689
19	0.005156	0.0425	0.483104
20	-0.102364	-0.8441	0.200782
21	0.006548	0.054	0.478549
22	0.086307	0.7117	0.239541
23	-0.052099	-0.4296	0.334415
24	-0.033945	-0.2799	0.390195
25	0.106052	0.8745	0.192454
26	0.051307	0.4231	0.336782
27	-0.062277	-0.5135	0.304616
28	0.036373	0.2999	0.382568
29	0.05546	0.4573	0.324443
30	0.049359	0.407	0.342633
31	-0.043401	-0.3579	0.360765
32	0.053416	0.4405	0.330493
33	0.09306	0.7674	0.222751
34	-0.000133	-0.0011	0.499563
35	-0.066706	-0.5501	0.292036
36	0.097547	0.8044	0.211988
37	-0.003877	-0.032	0.487296
38	-0.020173	-0.1664	0.434187
39	0.028101	0.2317	0.408724
40	0.031895	0.263	0.396668
41	-0.010489	-0.0865	0.465663
42	-0.03175	-0.2618	0.397127
43	0.054539	0.4497	0.327163
44	0.054069	0.4459	0.328556
45	-0.057483	-0.474	0.318503
46	-0.060519	-0.4991	0.309677
47	0.053791	0.4436	0.329381
48	-0.037804	-0.3117	0.378096
49	-0.01222	-0.1008	0.460016
50	0.057077	0.4707	0.319691
51	-0.063604	-0.5245	0.300822
52	-0.060242	-0.4968	0.310476
53	-0.020165	-0.1663	0.434213
54	-0.024734	-0.204	0.419498
55	-0.079179	-0.6529	0.258003
56	-0.070986	-0.5854	0.280118
57	-0.025112	-0.2071	0.418284
58	0.009968	0.0822	0.467366
59	-0.049475	-0.408	0.342285
60	-0.007665	-0.0632	0.474893

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.173982	1.4347	0.07798
2	0.107926	0.89	0.188306
3	0.148907	1.2279	0.111856
4	0.227584	1.8767	0.032425
5	-0.066566	-0.5489	0.292429
6	-0.005312	-0.0438	0.482596
7	-0.01873	-0.1544	0.438857
8	-0.104074	-0.8582	0.196894
9	-0.190375	-1.5699	0.060544
10	-0.066537	-0.5487	0.292512
11	0.124284	1.0249	0.154528
12	-0.439521	-3.6244	0.000277
13	-0.035066	-0.2892	0.386667
14	0.061274	0.5053	0.307498
15	0.135428	1.1168	0.134013
16	0.078089	0.6439	0.260892
17	-0.093751	-0.7731	0.221074
18	0.007919	0.0653	0.474062
19	0.030559	0.252	0.400901
20	-0.066232	-0.5462	0.293371
21	-0.116395	-0.9598	0.170274
22	0.010617	0.0876	0.465245
23	0.055777	0.4599	0.323511
24	-0.216288	-1.7836	0.039479
25	0.030983	0.2555	0.399558
26	-0.014929	-0.1231	0.451194
27	0.045344	0.3739	0.354816
28	0.121925	1.0054	0.15913
29	-0.112614	-0.9286	0.17818
30	0.037118	0.3061	0.380237
31	0.017705	0.146	0.442176
32	0.004551	0.0375	0.485088
33	0.000211	0.0017	0.499308
34	-0.002902	-0.0239	0.49049
35	-0.053032	-0.4373	0.331636
36	-0.044999	-0.3711	0.355869
37	-0.00803	-0.0662	0.473698
38	-0.022096	-0.1822	0.42798
39	0.073912	0.6095	0.272114
40	0.056116	0.4627	0.322512
41	-0.069236	-0.5709	0.284964
42	0.047121	0.3886	0.349403
43	0.063551	0.5241	0.300972
44	0.019806	0.1633	0.435373
45	-0.025082	-0.2068	0.41838
46	-0.049925	-0.4117	0.340931
47	-0.062638	-0.5165	0.303582
48	-0.038364	-0.3164	0.376349
49	0.034023	0.2806	0.389948
50	0.097805	0.8065	0.211376
51	-0.098709	-0.814	0.209251
52	-0.00301	-0.0248	0.490136
53	-0.010355	-0.0854	0.466101
54	-0.052409	-0.4322	0.33349
55	-0.030781	-0.2538	0.400198
56	0.014431	0.119	0.452813
57	0.042219	0.3481	0.364402
58	-0.03811	-0.3143	0.377143
59	-0.024213	-0.1997	0.42117
60	0.002199	0.0181	0.492793

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.173982 & 1.4347 & 0.07798 \tabularnewline
2 & 0.107926 & 0.89 & 0.188306 \tabularnewline
3 & 0.148907 & 1.2279 & 0.111856 \tabularnewline
4 & 0.227584 & 1.8767 & 0.032425 \tabularnewline
5 & -0.066566 & -0.5489 & 0.292429 \tabularnewline
6 & -0.005312 & -0.0438 & 0.482596 \tabularnewline
7 & -0.01873 & -0.1544 & 0.438857 \tabularnewline
8 & -0.104074 & -0.8582 & 0.196894 \tabularnewline
9 & -0.190375 & -1.5699 & 0.060544 \tabularnewline
10 & -0.066537 & -0.5487 & 0.292512 \tabularnewline
11 & 0.124284 & 1.0249 & 0.154528 \tabularnewline
12 & -0.439521 & -3.6244 & 0.000277 \tabularnewline
13 & -0.035066 & -0.2892 & 0.386667 \tabularnewline
14 & 0.061274 & 0.5053 & 0.307498 \tabularnewline
15 & 0.135428 & 1.1168 & 0.134013 \tabularnewline
16 & 0.078089 & 0.6439 & 0.260892 \tabularnewline
17 & -0.093751 & -0.7731 & 0.221074 \tabularnewline
18 & 0.007919 & 0.0653 & 0.474062 \tabularnewline
19 & 0.030559 & 0.252 & 0.400901 \tabularnewline
20 & -0.066232 & -0.5462 & 0.293371 \tabularnewline
21 & -0.116395 & -0.9598 & 0.170274 \tabularnewline
22 & 0.010617 & 0.0876 & 0.465245 \tabularnewline
23 & 0.055777 & 0.4599 & 0.323511 \tabularnewline
24 & -0.216288 & -1.7836 & 0.039479 \tabularnewline
25 & 0.030983 & 0.2555 & 0.399558 \tabularnewline
26 & -0.014929 & -0.1231 & 0.451194 \tabularnewline
27 & 0.045344 & 0.3739 & 0.354816 \tabularnewline
28 & 0.121925 & 1.0054 & 0.15913 \tabularnewline
29 & -0.112614 & -0.9286 & 0.17818 \tabularnewline
30 & 0.037118 & 0.3061 & 0.380237 \tabularnewline
31 & 0.017705 & 0.146 & 0.442176 \tabularnewline
32 & 0.004551 & 0.0375 & 0.485088 \tabularnewline
33 & 0.000211 & 0.0017 & 0.499308 \tabularnewline
34 & -0.002902 & -0.0239 & 0.49049 \tabularnewline
35 & -0.053032 & -0.4373 & 0.331636 \tabularnewline
36 & -0.044999 & -0.3711 & 0.355869 \tabularnewline
37 & -0.00803 & -0.0662 & 0.473698 \tabularnewline
38 & -0.022096 & -0.1822 & 0.42798 \tabularnewline
39 & 0.073912 & 0.6095 & 0.272114 \tabularnewline
40 & 0.056116 & 0.4627 & 0.322512 \tabularnewline
41 & -0.069236 & -0.5709 & 0.284964 \tabularnewline
42 & 0.047121 & 0.3886 & 0.349403 \tabularnewline
43 & 0.063551 & 0.5241 & 0.300972 \tabularnewline
44 & 0.019806 & 0.1633 & 0.435373 \tabularnewline
45 & -0.025082 & -0.2068 & 0.41838 \tabularnewline
46 & -0.049925 & -0.4117 & 0.340931 \tabularnewline
47 & -0.062638 & -0.5165 & 0.303582 \tabularnewline
48 & -0.038364 & -0.3164 & 0.376349 \tabularnewline
49 & 0.034023 & 0.2806 & 0.389948 \tabularnewline
50 & 0.097805 & 0.8065 & 0.211376 \tabularnewline
51 & -0.098709 & -0.814 & 0.209251 \tabularnewline
52 & -0.00301 & -0.0248 & 0.490136 \tabularnewline
53 & -0.010355 & -0.0854 & 0.466101 \tabularnewline
54 & -0.052409 & -0.4322 & 0.33349 \tabularnewline
55 & -0.030781 & -0.2538 & 0.400198 \tabularnewline
56 & 0.014431 & 0.119 & 0.452813 \tabularnewline
57 & 0.042219 & 0.3481 & 0.364402 \tabularnewline
58 & -0.03811 & -0.3143 & 0.377143 \tabularnewline
59 & -0.024213 & -0.1997 & 0.42117 \tabularnewline
60 & 0.002199 & 0.0181 & 0.492793 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61834&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]0.173982[/C][C]1.4347[/C][C]0.07798[/C][/ROW]
[ROW][C]2[/C][C]0.107926[/C][C]0.89[/C][C]0.188306[/C][/ROW]
[ROW][C]3[/C][C]0.148907[/C][C]1.2279[/C][C]0.111856[/C][/ROW]
[ROW][C]4[/C][C]0.227584[/C][C]1.8767[/C][C]0.032425[/C][/ROW]
[ROW][C]5[/C][C]-0.066566[/C][C]-0.5489[/C][C]0.292429[/C][/ROW]
[ROW][C]6[/C][C]-0.005312[/C][C]-0.0438[/C][C]0.482596[/C][/ROW]
[ROW][C]7[/C][C]-0.01873[/C][C]-0.1544[/C][C]0.438857[/C][/ROW]
[ROW][C]8[/C][C]-0.104074[/C][C]-0.8582[/C][C]0.196894[/C][/ROW]
[ROW][C]9[/C][C]-0.190375[/C][C]-1.5699[/C][C]0.060544[/C][/ROW]
[ROW][C]10[/C][C]-0.066537[/C][C]-0.5487[/C][C]0.292512[/C][/ROW]
[ROW][C]11[/C][C]0.124284[/C][C]1.0249[/C][C]0.154528[/C][/ROW]
[ROW][C]12[/C][C]-0.439521[/C][C]-3.6244[/C][C]0.000277[/C][/ROW]
[ROW][C]13[/C][C]-0.035066[/C][C]-0.2892[/C][C]0.386667[/C][/ROW]
[ROW][C]14[/C][C]0.061274[/C][C]0.5053[/C][C]0.307498[/C][/ROW]
[ROW][C]15[/C][C]0.135428[/C][C]1.1168[/C][C]0.134013[/C][/ROW]
[ROW][C]16[/C][C]0.078089[/C][C]0.6439[/C][C]0.260892[/C][/ROW]
[ROW][C]17[/C][C]-0.093751[/C][C]-0.7731[/C][C]0.221074[/C][/ROW]
[ROW][C]18[/C][C]0.007919[/C][C]0.0653[/C][C]0.474062[/C][/ROW]
[ROW][C]19[/C][C]0.030559[/C][C]0.252[/C][C]0.400901[/C][/ROW]
[ROW][C]20[/C][C]-0.066232[/C][C]-0.5462[/C][C]0.293371[/C][/ROW]
[ROW][C]21[/C][C]-0.116395[/C][C]-0.9598[/C][C]0.170274[/C][/ROW]
[ROW][C]22[/C][C]0.010617[/C][C]0.0876[/C][C]0.465245[/C][/ROW]
[ROW][C]23[/C][C]0.055777[/C][C]0.4599[/C][C]0.323511[/C][/ROW]
[ROW][C]24[/C][C]-0.216288[/C][C]-1.7836[/C][C]0.039479[/C][/ROW]
[ROW][C]25[/C][C]0.030983[/C][C]0.2555[/C][C]0.399558[/C][/ROW]
[ROW][C]26[/C][C]-0.014929[/C][C]-0.1231[/C][C]0.451194[/C][/ROW]
[ROW][C]27[/C][C]0.045344[/C][C]0.3739[/C][C]0.354816[/C][/ROW]
[ROW][C]28[/C][C]0.121925[/C][C]1.0054[/C][C]0.15913[/C][/ROW]
[ROW][C]29[/C][C]-0.112614[/C][C]-0.9286[/C][C]0.17818[/C][/ROW]
[ROW][C]30[/C][C]0.037118[/C][C]0.3061[/C][C]0.380237[/C][/ROW]
[ROW][C]31[/C][C]0.017705[/C][C]0.146[/C][C]0.442176[/C][/ROW]
[ROW][C]32[/C][C]0.004551[/C][C]0.0375[/C][C]0.485088[/C][/ROW]
[ROW][C]33[/C][C]0.000211[/C][C]0.0017[/C][C]0.499308[/C][/ROW]
[ROW][C]34[/C][C]-0.002902[/C][C]-0.0239[/C][C]0.49049[/C][/ROW]
[ROW][C]35[/C][C]-0.053032[/C][C]-0.4373[/C][C]0.331636[/C][/ROW]
[ROW][C]36[/C][C]-0.044999[/C][C]-0.3711[/C][C]0.355869[/C][/ROW]
[ROW][C]37[/C][C]-0.00803[/C][C]-0.0662[/C][C]0.473698[/C][/ROW]
[ROW][C]38[/C][C]-0.022096[/C][C]-0.1822[/C][C]0.42798[/C][/ROW]
[ROW][C]39[/C][C]0.073912[/C][C]0.6095[/C][C]0.272114[/C][/ROW]
[ROW][C]40[/C][C]0.056116[/C][C]0.4627[/C][C]0.322512[/C][/ROW]
[ROW][C]41[/C][C]-0.069236[/C][C]-0.5709[/C][C]0.284964[/C][/ROW]
[ROW][C]42[/C][C]0.047121[/C][C]0.3886[/C][C]0.349403[/C][/ROW]
[ROW][C]43[/C][C]0.063551[/C][C]0.5241[/C][C]0.300972[/C][/ROW]
[ROW][C]44[/C][C]0.019806[/C][C]0.1633[/C][C]0.435373[/C][/ROW]
[ROW][C]45[/C][C]-0.025082[/C][C]-0.2068[/C][C]0.41838[/C][/ROW]
[ROW][C]46[/C][C]-0.049925[/C][C]-0.4117[/C][C]0.340931[/C][/ROW]
[ROW][C]47[/C][C]-0.062638[/C][C]-0.5165[/C][C]0.303582[/C][/ROW]
[ROW][C]48[/C][C]-0.038364[/C][C]-0.3164[/C][C]0.376349[/C][/ROW]
[ROW][C]49[/C][C]0.034023[/C][C]0.2806[/C][C]0.389948[/C][/ROW]
[ROW][C]50[/C][C]0.097805[/C][C]0.8065[/C][C]0.211376[/C][/ROW]
[ROW][C]51[/C][C]-0.098709[/C][C]-0.814[/C][C]0.209251[/C][/ROW]
[ROW][C]52[/C][C]-0.00301[/C][C]-0.0248[/C][C]0.490136[/C][/ROW]
[ROW][C]53[/C][C]-0.010355[/C][C]-0.0854[/C][C]0.466101[/C][/ROW]
[ROW][C]54[/C][C]-0.052409[/C][C]-0.4322[/C][C]0.33349[/C][/ROW]
[ROW][C]55[/C][C]-0.030781[/C][C]-0.2538[/C][C]0.400198[/C][/ROW]
[ROW][C]56[/C][C]0.014431[/C][C]0.119[/C][C]0.452813[/C][/ROW]
[ROW][C]57[/C][C]0.042219[/C][C]0.3481[/C][C]0.364402[/C][/ROW]
[ROW][C]58[/C][C]-0.03811[/C][C]-0.3143[/C][C]0.377143[/C][/ROW]
[ROW][C]59[/C][C]-0.024213[/C][C]-0.1997[/C][C]0.42117[/C][/ROW]
[ROW][C]60[/C][C]0.002199[/C][C]0.0181[/C][C]0.492793[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61834&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61834&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	0.173982	1.4347	0.07798
2	0.107926	0.89	0.188306
3	0.148907	1.2279	0.111856
4	0.227584	1.8767	0.032425
5	-0.066566	-0.5489	0.292429
6	-0.005312	-0.0438	0.482596
7	-0.01873	-0.1544	0.438857
8	-0.104074	-0.8582	0.196894
9	-0.190375	-1.5699	0.060544
10	-0.066537	-0.5487	0.292512
11	0.124284	1.0249	0.154528
12	-0.439521	-3.6244	0.000277
13	-0.035066	-0.2892	0.386667
14	0.061274	0.5053	0.307498
15	0.135428	1.1168	0.134013
16	0.078089	0.6439	0.260892
17	-0.093751	-0.7731	0.221074
18	0.007919	0.0653	0.474062
19	0.030559	0.252	0.400901
20	-0.066232	-0.5462	0.293371
21	-0.116395	-0.9598	0.170274
22	0.010617	0.0876	0.465245
23	0.055777	0.4599	0.323511
24	-0.216288	-1.7836	0.039479
25	0.030983	0.2555	0.399558
26	-0.014929	-0.1231	0.451194
27	0.045344	0.3739	0.354816
28	0.121925	1.0054	0.15913
29	-0.112614	-0.9286	0.17818
30	0.037118	0.3061	0.380237
31	0.017705	0.146	0.442176
32	0.004551	0.0375	0.485088
33	0.000211	0.0017	0.499308
34	-0.002902	-0.0239	0.49049
35	-0.053032	-0.4373	0.331636
36	-0.044999	-0.3711	0.355869
37	-0.00803	-0.0662	0.473698
38	-0.022096	-0.1822	0.42798
39	0.073912	0.6095	0.272114
40	0.056116	0.4627	0.322512
41	-0.069236	-0.5709	0.284964
42	0.047121	0.3886	0.349403
43	0.063551	0.5241	0.300972
44	0.019806	0.1633	0.435373
45	-0.025082	-0.2068	0.41838
46	-0.049925	-0.4117	0.340931
47	-0.062638	-0.5165	0.303582
48	-0.038364	-0.3164	0.376349
49	0.034023	0.2806	0.389948
50	0.097805	0.8065	0.211376
51	-0.098709	-0.814	0.209251
52	-0.00301	-0.0248	0.490136
53	-0.010355	-0.0854	0.466101
54	-0.052409	-0.4322	0.33349
55	-0.030781	-0.2538	0.400198
56	0.014431	0.119	0.452813
57	0.042219	0.3481	0.364402
58	-0.03811	-0.3143	0.377143
59	-0.024213	-0.1997	0.42117
60	0.002199	0.0181	0.492793

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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