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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 30 Nov 2009 11:50:07 -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/30/t1259607086318od2t1aa6s8p2.htm/, Retrieved Wed, 01 May 2024 22:27:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61857, Retrieved Wed, 01 May 2024 22:27:06 +0000

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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)

F     [(Partial) Autocorrelation Function] [acf methode] [2009-11-25 20:17:41] [21324e9cdf3569788a3d630236984d87]
-   P     [(Partial) Autocorrelation Function] [acf methode] [2009-11-30 18:50:07] [bef26de542bed2eafc60fe4615b06e47] [Current]
-    D      [(Partial) Autocorrelation Function] [] [2010-12-16 14:40:12] [f47feae0308dca73181bb669fbad1c56] 
-   PD        [(Partial) Autocorrelation Function] [] [2010-12-16 14:50:06] [f47feae0308dca73181bb669fbad1c56] 
-   P           [(Partial) Autocorrelation Function] [] [2010-12-20 09:18:41] [f47feae0308dca73181bb669fbad1c56] 
-   P           [(Partial) Autocorrelation Function] [] [2010-12-20 09:30:33] [f47feae0308dca73181bb669fbad1c56] 
-   P           [(Partial) Autocorrelation Function] [] [2010-12-20 09:36:47] [f47feae0308dca73181bb669fbad1c56] 

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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=61857&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=61857&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61857&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	0.514089	3.9821	9.4e-05
2	0.286353	2.2181	0.015173
3	0.339561	2.6302	0.005413
4	0.327069	2.5335	0.006962
5	0.38416	2.9757	0.002104
6	0.399257	3.0926	0.001505
7	0.259675	2.0114	0.024389
8	0.101437	0.7857	0.217558
9	-0.013223	-0.1024	0.459382
10	-0.122561	-0.9494	0.173124
11	0.027485	0.2129	0.416063
12	0.33501	2.595	0.005937
13	-0.010602	-0.0821	0.467412
14	-0.256963	-1.9904	0.025553
15	-0.158708	-1.2293	0.11187
16	-0.130946	-1.0143	0.157256
17	-0.063386	-0.491	0.312614
18	-0.048742	-0.3776	0.353546
19	-0.118147	-0.9152	0.181885
20	-0.221249	-1.7138	0.045865
21	-0.28031	-2.1713	0.016938
22	-0.306575	-2.3747	0.010388
23	-0.196204	-1.5198	0.066909
24	-0.001257	-0.0097	0.496133
25	-0.19587	-1.5172	0.067233
26	-0.402158	-3.1151	0.00141
27	-0.282134	-2.1854	0.016387
28	-0.217903	-1.6879	0.048314
29	-0.188856	-1.4629	0.074361
30	-0.125673	-0.9735	0.167116
31	-0.166988	-1.2935	0.1004
32	-0.212469	-1.6458	0.052519
33	-0.226377	-1.7535	0.042311
34	-0.158773	-1.2298	0.111778
35	-0.114699	-0.8885	0.188922
36	0.038476	0.298	0.383355
37	-0.047907	-0.3711	0.355939
38	-0.171363	-1.3274	0.094707
39	-0.071759	-0.5558	0.290192
40	-0.026007	-0.2014	0.420515
41	-0.009496	-0.0736	0.470806
42	0.07118	0.5514	0.291718
43	0.046249	0.3582	0.36071
44	0.017617	0.1365	0.445957
45	0.03733	0.2892	0.386729
46	0.063268	0.4901	0.312934
47	0.081782	0.6335	0.264413
48	0.164177	1.2717	0.104192
49	0.12528	0.9704	0.167867
50	0.062243	0.4821	0.315732
51	0.092393	0.7157	0.238484
52	0.069812	0.5408	0.295337
53	0.059729	0.4627	0.322642
54	0.073356	0.5682	0.286006
55	0.053207	0.4121	0.340852
56	0.01843	0.1428	0.44348
57	0.008019	0.0621	0.475338
58	-0.004143	-0.0321	0.487253
59	-0.005199	-0.0403	0.484004
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.514089 & 3.9821 & 9.4e-05 \tabularnewline
2 & 0.286353 & 2.2181 & 0.015173 \tabularnewline
3 & 0.339561 & 2.6302 & 0.005413 \tabularnewline
4 & 0.327069 & 2.5335 & 0.006962 \tabularnewline
5 & 0.38416 & 2.9757 & 0.002104 \tabularnewline
6 & 0.399257 & 3.0926 & 0.001505 \tabularnewline
7 & 0.259675 & 2.0114 & 0.024389 \tabularnewline
8 & 0.101437 & 0.7857 & 0.217558 \tabularnewline
9 & -0.013223 & -0.1024 & 0.459382 \tabularnewline
10 & -0.122561 & -0.9494 & 0.173124 \tabularnewline
11 & 0.027485 & 0.2129 & 0.416063 \tabularnewline
12 & 0.33501 & 2.595 & 0.005937 \tabularnewline
13 & -0.010602 & -0.0821 & 0.467412 \tabularnewline
14 & -0.256963 & -1.9904 & 0.025553 \tabularnewline
15 & -0.158708 & -1.2293 & 0.11187 \tabularnewline
16 & -0.130946 & -1.0143 & 0.157256 \tabularnewline
17 & -0.063386 & -0.491 & 0.312614 \tabularnewline
18 & -0.048742 & -0.3776 & 0.353546 \tabularnewline
19 & -0.118147 & -0.9152 & 0.181885 \tabularnewline
20 & -0.221249 & -1.7138 & 0.045865 \tabularnewline
21 & -0.28031 & -2.1713 & 0.016938 \tabularnewline
22 & -0.306575 & -2.3747 & 0.010388 \tabularnewline
23 & -0.196204 & -1.5198 & 0.066909 \tabularnewline
24 & -0.001257 & -0.0097 & 0.496133 \tabularnewline
25 & -0.19587 & -1.5172 & 0.067233 \tabularnewline
26 & -0.402158 & -3.1151 & 0.00141 \tabularnewline
27 & -0.282134 & -2.1854 & 0.016387 \tabularnewline
28 & -0.217903 & -1.6879 & 0.048314 \tabularnewline
29 & -0.188856 & -1.4629 & 0.074361 \tabularnewline
30 & -0.125673 & -0.9735 & 0.167116 \tabularnewline
31 & -0.166988 & -1.2935 & 0.1004 \tabularnewline
32 & -0.212469 & -1.6458 & 0.052519 \tabularnewline
33 & -0.226377 & -1.7535 & 0.042311 \tabularnewline
34 & -0.158773 & -1.2298 & 0.111778 \tabularnewline
35 & -0.114699 & -0.8885 & 0.188922 \tabularnewline
36 & 0.038476 & 0.298 & 0.383355 \tabularnewline
37 & -0.047907 & -0.3711 & 0.355939 \tabularnewline
38 & -0.171363 & -1.3274 & 0.094707 \tabularnewline
39 & -0.071759 & -0.5558 & 0.290192 \tabularnewline
40 & -0.026007 & -0.2014 & 0.420515 \tabularnewline
41 & -0.009496 & -0.0736 & 0.470806 \tabularnewline
42 & 0.07118 & 0.5514 & 0.291718 \tabularnewline
43 & 0.046249 & 0.3582 & 0.36071 \tabularnewline
44 & 0.017617 & 0.1365 & 0.445957 \tabularnewline
45 & 0.03733 & 0.2892 & 0.386729 \tabularnewline
46 & 0.063268 & 0.4901 & 0.312934 \tabularnewline
47 & 0.081782 & 0.6335 & 0.264413 \tabularnewline
48 & 0.164177 & 1.2717 & 0.104192 \tabularnewline
49 & 0.12528 & 0.9704 & 0.167867 \tabularnewline
50 & 0.062243 & 0.4821 & 0.315732 \tabularnewline
51 & 0.092393 & 0.7157 & 0.238484 \tabularnewline
52 & 0.069812 & 0.5408 & 0.295337 \tabularnewline
53 & 0.059729 & 0.4627 & 0.322642 \tabularnewline
54 & 0.073356 & 0.5682 & 0.286006 \tabularnewline
55 & 0.053207 & 0.4121 & 0.340852 \tabularnewline
56 & 0.01843 & 0.1428 & 0.44348 \tabularnewline
57 & 0.008019 & 0.0621 & 0.475338 \tabularnewline
58 & -0.004143 & -0.0321 & 0.487253 \tabularnewline
59 & -0.005199 & -0.0403 & 0.484004 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61857&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]0.514089[/C][C]3.9821[/C][C]9.4e-05[/C][/ROW]
[ROW][C]2[/C][C]0.286353[/C][C]2.2181[/C][C]0.015173[/C][/ROW]
[ROW][C]3[/C][C]0.339561[/C][C]2.6302[/C][C]0.005413[/C][/ROW]
[ROW][C]4[/C][C]0.327069[/C][C]2.5335[/C][C]0.006962[/C][/ROW]
[ROW][C]5[/C][C]0.38416[/C][C]2.9757[/C][C]0.002104[/C][/ROW]
[ROW][C]6[/C][C]0.399257[/C][C]3.0926[/C][C]0.001505[/C][/ROW]
[ROW][C]7[/C][C]0.259675[/C][C]2.0114[/C][C]0.024389[/C][/ROW]
[ROW][C]8[/C][C]0.101437[/C][C]0.7857[/C][C]0.217558[/C][/ROW]
[ROW][C]9[/C][C]-0.013223[/C][C]-0.1024[/C][C]0.459382[/C][/ROW]
[ROW][C]10[/C][C]-0.122561[/C][C]-0.9494[/C][C]0.173124[/C][/ROW]
[ROW][C]11[/C][C]0.027485[/C][C]0.2129[/C][C]0.416063[/C][/ROW]
[ROW][C]12[/C][C]0.33501[/C][C]2.595[/C][C]0.005937[/C][/ROW]
[ROW][C]13[/C][C]-0.010602[/C][C]-0.0821[/C][C]0.467412[/C][/ROW]
[ROW][C]14[/C][C]-0.256963[/C][C]-1.9904[/C][C]0.025553[/C][/ROW]
[ROW][C]15[/C][C]-0.158708[/C][C]-1.2293[/C][C]0.11187[/C][/ROW]
[ROW][C]16[/C][C]-0.130946[/C][C]-1.0143[/C][C]0.157256[/C][/ROW]
[ROW][C]17[/C][C]-0.063386[/C][C]-0.491[/C][C]0.312614[/C][/ROW]
[ROW][C]18[/C][C]-0.048742[/C][C]-0.3776[/C][C]0.353546[/C][/ROW]
[ROW][C]19[/C][C]-0.118147[/C][C]-0.9152[/C][C]0.181885[/C][/ROW]
[ROW][C]20[/C][C]-0.221249[/C][C]-1.7138[/C][C]0.045865[/C][/ROW]
[ROW][C]21[/C][C]-0.28031[/C][C]-2.1713[/C][C]0.016938[/C][/ROW]
[ROW][C]22[/C][C]-0.306575[/C][C]-2.3747[/C][C]0.010388[/C][/ROW]
[ROW][C]23[/C][C]-0.196204[/C][C]-1.5198[/C][C]0.066909[/C][/ROW]
[ROW][C]24[/C][C]-0.001257[/C][C]-0.0097[/C][C]0.496133[/C][/ROW]
[ROW][C]25[/C][C]-0.19587[/C][C]-1.5172[/C][C]0.067233[/C][/ROW]
[ROW][C]26[/C][C]-0.402158[/C][C]-3.1151[/C][C]0.00141[/C][/ROW]
[ROW][C]27[/C][C]-0.282134[/C][C]-2.1854[/C][C]0.016387[/C][/ROW]
[ROW][C]28[/C][C]-0.217903[/C][C]-1.6879[/C][C]0.048314[/C][/ROW]
[ROW][C]29[/C][C]-0.188856[/C][C]-1.4629[/C][C]0.074361[/C][/ROW]
[ROW][C]30[/C][C]-0.125673[/C][C]-0.9735[/C][C]0.167116[/C][/ROW]
[ROW][C]31[/C][C]-0.166988[/C][C]-1.2935[/C][C]0.1004[/C][/ROW]
[ROW][C]32[/C][C]-0.212469[/C][C]-1.6458[/C][C]0.052519[/C][/ROW]
[ROW][C]33[/C][C]-0.226377[/C][C]-1.7535[/C][C]0.042311[/C][/ROW]
[ROW][C]34[/C][C]-0.158773[/C][C]-1.2298[/C][C]0.111778[/C][/ROW]
[ROW][C]35[/C][C]-0.114699[/C][C]-0.8885[/C][C]0.188922[/C][/ROW]
[ROW][C]36[/C][C]0.038476[/C][C]0.298[/C][C]0.383355[/C][/ROW]
[ROW][C]37[/C][C]-0.047907[/C][C]-0.3711[/C][C]0.355939[/C][/ROW]
[ROW][C]38[/C][C]-0.171363[/C][C]-1.3274[/C][C]0.094707[/C][/ROW]
[ROW][C]39[/C][C]-0.071759[/C][C]-0.5558[/C][C]0.290192[/C][/ROW]
[ROW][C]40[/C][C]-0.026007[/C][C]-0.2014[/C][C]0.420515[/C][/ROW]
[ROW][C]41[/C][C]-0.009496[/C][C]-0.0736[/C][C]0.470806[/C][/ROW]
[ROW][C]42[/C][C]0.07118[/C][C]0.5514[/C][C]0.291718[/C][/ROW]
[ROW][C]43[/C][C]0.046249[/C][C]0.3582[/C][C]0.36071[/C][/ROW]
[ROW][C]44[/C][C]0.017617[/C][C]0.1365[/C][C]0.445957[/C][/ROW]
[ROW][C]45[/C][C]0.03733[/C][C]0.2892[/C][C]0.386729[/C][/ROW]
[ROW][C]46[/C][C]0.063268[/C][C]0.4901[/C][C]0.312934[/C][/ROW]
[ROW][C]47[/C][C]0.081782[/C][C]0.6335[/C][C]0.264413[/C][/ROW]
[ROW][C]48[/C][C]0.164177[/C][C]1.2717[/C][C]0.104192[/C][/ROW]
[ROW][C]49[/C][C]0.12528[/C][C]0.9704[/C][C]0.167867[/C][/ROW]
[ROW][C]50[/C][C]0.062243[/C][C]0.4821[/C][C]0.315732[/C][/ROW]
[ROW][C]51[/C][C]0.092393[/C][C]0.7157[/C][C]0.238484[/C][/ROW]
[ROW][C]52[/C][C]0.069812[/C][C]0.5408[/C][C]0.295337[/C][/ROW]
[ROW][C]53[/C][C]0.059729[/C][C]0.4627[/C][C]0.322642[/C][/ROW]
[ROW][C]54[/C][C]0.073356[/C][C]0.5682[/C][C]0.286006[/C][/ROW]
[ROW][C]55[/C][C]0.053207[/C][C]0.4121[/C][C]0.340852[/C][/ROW]
[ROW][C]56[/C][C]0.01843[/C][C]0.1428[/C][C]0.44348[/C][/ROW]
[ROW][C]57[/C][C]0.008019[/C][C]0.0621[/C][C]0.475338[/C][/ROW]
[ROW][C]58[/C][C]-0.004143[/C][C]-0.0321[/C][C]0.487253[/C][/ROW]
[ROW][C]59[/C][C]-0.005199[/C][C]-0.0403[/C][C]0.484004[/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=61857&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61857&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	0.514089	3.9821	9.4e-05
2	0.286353	2.2181	0.015173
3	0.339561	2.6302	0.005413
4	0.327069	2.5335	0.006962
5	0.38416	2.9757	0.002104
6	0.399257	3.0926	0.001505
7	0.259675	2.0114	0.024389
8	0.101437	0.7857	0.217558
9	-0.013223	-0.1024	0.459382
10	-0.122561	-0.9494	0.173124
11	0.027485	0.2129	0.416063
12	0.33501	2.595	0.005937
13	-0.010602	-0.0821	0.467412
14	-0.256963	-1.9904	0.025553
15	-0.158708	-1.2293	0.11187
16	-0.130946	-1.0143	0.157256
17	-0.063386	-0.491	0.312614
18	-0.048742	-0.3776	0.353546
19	-0.118147	-0.9152	0.181885
20	-0.221249	-1.7138	0.045865
21	-0.28031	-2.1713	0.016938
22	-0.306575	-2.3747	0.010388
23	-0.196204	-1.5198	0.066909
24	-0.001257	-0.0097	0.496133
25	-0.19587	-1.5172	0.067233
26	-0.402158	-3.1151	0.00141
27	-0.282134	-2.1854	0.016387
28	-0.217903	-1.6879	0.048314
29	-0.188856	-1.4629	0.074361
30	-0.125673	-0.9735	0.167116
31	-0.166988	-1.2935	0.1004
32	-0.212469	-1.6458	0.052519
33	-0.226377	-1.7535	0.042311
34	-0.158773	-1.2298	0.111778
35	-0.114699	-0.8885	0.188922
36	0.038476	0.298	0.383355
37	-0.047907	-0.3711	0.355939
38	-0.171363	-1.3274	0.094707
39	-0.071759	-0.5558	0.290192
40	-0.026007	-0.2014	0.420515
41	-0.009496	-0.0736	0.470806
42	0.07118	0.5514	0.291718
43	0.046249	0.3582	0.36071
44	0.017617	0.1365	0.445957
45	0.03733	0.2892	0.386729
46	0.063268	0.4901	0.312934
47	0.081782	0.6335	0.264413
48	0.164177	1.2717	0.104192
49	0.12528	0.9704	0.167867
50	0.062243	0.4821	0.315732
51	0.092393	0.7157	0.238484
52	0.069812	0.5408	0.295337
53	0.059729	0.4627	0.322642
54	0.073356	0.5682	0.286006
55	0.053207	0.4121	0.340852
56	0.01843	0.1428	0.44348
57	0.008019	0.0621	0.475338
58	-0.004143	-0.0321	0.487253
59	-0.005199	-0.0403	0.484004
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.514089	3.9821	9.4e-05
2	0.029991	0.2323	0.408543
3	0.246713	1.911	0.030391
4	0.087006	0.6739	0.251468
5	0.228013	1.7662	0.041226
6	0.126405	0.9791	0.165725
7	-0.055646	-0.431	0.333996
8	-0.171624	-1.3294	0.094375
9	-0.241126	-1.8678	0.033341
10	-0.322286	-2.4964	0.007655
11	0.063175	0.4894	0.313187
12	0.540671	4.188	4.7e-05
13	-0.229463	-1.7774	0.040285
14	-0.229359	-1.7766	0.040351
15	0.008563	0.0663	0.473668
16	0.022862	0.1771	0.430019
17	-0.050683	-0.3926	0.348008
18	-0.19276	-1.4931	0.070323
19	-0.024499	-0.1898	0.425067
20	-0.021352	-0.1654	0.434596
21	0.050845	0.3938	0.347545
22	0.068847	0.5333	0.297904
23	-0.125292	-0.9705	0.167845
24	-0.196274	-1.5203	0.06684
25	0.020944	0.1622	0.435835
26	0.034501	0.2672	0.395099
27	-0.016173	-0.1253	0.450363
28	-0.109123	-0.8453	0.20066
29	-0.111731	-0.8655	0.195117
30	0.145955	1.1306	0.131369
31	0.036515	0.2828	0.389136
32	-0.008159	-0.0632	0.47491
33	-0.140487	-1.0882	0.140428
34	0.060151	0.4659	0.321476
35	-0.095257	-0.7379	0.23174
36	0.023823	0.1845	0.42711
37	-0.036291	-0.2811	0.389797
38	0.035148	0.2723	0.39318
39	-0.063981	-0.4956	0.310995
40	-0.084935	-0.6579	0.256557
41	0.065298	0.5058	0.307427
42	0.056171	0.4351	0.332527
43	0.017471	0.1353	0.446402
44	-0.005282	-0.0409	0.483749
45	0.05362	0.4153	0.339688
46	-0.137098	-1.062	0.146256
47	0.011237	0.087	0.465464
48	0.014298	0.1107	0.456092
49	-0.070647	-0.5472	0.293124
50	-0.03773	-0.2923	0.385551
51	-0.062842	-0.4868	0.314097
52	0.03608	0.2795	0.390421
53	-0.034442	-0.2668	0.395274
54	-0.145843	-1.1297	0.131551
55	-0.049129	-0.3806	0.35244
56	0.051179	0.3964	0.346596
57	-0.013579	-0.1052	0.458291
58	0.010022	0.0776	0.469192
59	0.037141	0.2877	0.387287
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.514089 & 3.9821 & 9.4e-05 \tabularnewline
2 & 0.029991 & 0.2323 & 0.408543 \tabularnewline
3 & 0.246713 & 1.911 & 0.030391 \tabularnewline
4 & 0.087006 & 0.6739 & 0.251468 \tabularnewline
5 & 0.228013 & 1.7662 & 0.041226 \tabularnewline
6 & 0.126405 & 0.9791 & 0.165725 \tabularnewline
7 & -0.055646 & -0.431 & 0.333996 \tabularnewline
8 & -0.171624 & -1.3294 & 0.094375 \tabularnewline
9 & -0.241126 & -1.8678 & 0.033341 \tabularnewline
10 & -0.322286 & -2.4964 & 0.007655 \tabularnewline
11 & 0.063175 & 0.4894 & 0.313187 \tabularnewline
12 & 0.540671 & 4.188 & 4.7e-05 \tabularnewline
13 & -0.229463 & -1.7774 & 0.040285 \tabularnewline
14 & -0.229359 & -1.7766 & 0.040351 \tabularnewline
15 & 0.008563 & 0.0663 & 0.473668 \tabularnewline
16 & 0.022862 & 0.1771 & 0.430019 \tabularnewline
17 & -0.050683 & -0.3926 & 0.348008 \tabularnewline
18 & -0.19276 & -1.4931 & 0.070323 \tabularnewline
19 & -0.024499 & -0.1898 & 0.425067 \tabularnewline
20 & -0.021352 & -0.1654 & 0.434596 \tabularnewline
21 & 0.050845 & 0.3938 & 0.347545 \tabularnewline
22 & 0.068847 & 0.5333 & 0.297904 \tabularnewline
23 & -0.125292 & -0.9705 & 0.167845 \tabularnewline
24 & -0.196274 & -1.5203 & 0.06684 \tabularnewline
25 & 0.020944 & 0.1622 & 0.435835 \tabularnewline
26 & 0.034501 & 0.2672 & 0.395099 \tabularnewline
27 & -0.016173 & -0.1253 & 0.450363 \tabularnewline
28 & -0.109123 & -0.8453 & 0.20066 \tabularnewline
29 & -0.111731 & -0.8655 & 0.195117 \tabularnewline
30 & 0.145955 & 1.1306 & 0.131369 \tabularnewline
31 & 0.036515 & 0.2828 & 0.389136 \tabularnewline
32 & -0.008159 & -0.0632 & 0.47491 \tabularnewline
33 & -0.140487 & -1.0882 & 0.140428 \tabularnewline
34 & 0.060151 & 0.4659 & 0.321476 \tabularnewline
35 & -0.095257 & -0.7379 & 0.23174 \tabularnewline
36 & 0.023823 & 0.1845 & 0.42711 \tabularnewline
37 & -0.036291 & -0.2811 & 0.389797 \tabularnewline
38 & 0.035148 & 0.2723 & 0.39318 \tabularnewline
39 & -0.063981 & -0.4956 & 0.310995 \tabularnewline
40 & -0.084935 & -0.6579 & 0.256557 \tabularnewline
41 & 0.065298 & 0.5058 & 0.307427 \tabularnewline
42 & 0.056171 & 0.4351 & 0.332527 \tabularnewline
43 & 0.017471 & 0.1353 & 0.446402 \tabularnewline
44 & -0.005282 & -0.0409 & 0.483749 \tabularnewline
45 & 0.05362 & 0.4153 & 0.339688 \tabularnewline
46 & -0.137098 & -1.062 & 0.146256 \tabularnewline
47 & 0.011237 & 0.087 & 0.465464 \tabularnewline
48 & 0.014298 & 0.1107 & 0.456092 \tabularnewline
49 & -0.070647 & -0.5472 & 0.293124 \tabularnewline
50 & -0.03773 & -0.2923 & 0.385551 \tabularnewline
51 & -0.062842 & -0.4868 & 0.314097 \tabularnewline
52 & 0.03608 & 0.2795 & 0.390421 \tabularnewline
53 & -0.034442 & -0.2668 & 0.395274 \tabularnewline
54 & -0.145843 & -1.1297 & 0.131551 \tabularnewline
55 & -0.049129 & -0.3806 & 0.35244 \tabularnewline
56 & 0.051179 & 0.3964 & 0.346596 \tabularnewline
57 & -0.013579 & -0.1052 & 0.458291 \tabularnewline
58 & 0.010022 & 0.0776 & 0.469192 \tabularnewline
59 & 0.037141 & 0.2877 & 0.387287 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61857&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]0.514089[/C][C]3.9821[/C][C]9.4e-05[/C][/ROW]
[ROW][C]2[/C][C]0.029991[/C][C]0.2323[/C][C]0.408543[/C][/ROW]
[ROW][C]3[/C][C]0.246713[/C][C]1.911[/C][C]0.030391[/C][/ROW]
[ROW][C]4[/C][C]0.087006[/C][C]0.6739[/C][C]0.251468[/C][/ROW]
[ROW][C]5[/C][C]0.228013[/C][C]1.7662[/C][C]0.041226[/C][/ROW]
[ROW][C]6[/C][C]0.126405[/C][C]0.9791[/C][C]0.165725[/C][/ROW]
[ROW][C]7[/C][C]-0.055646[/C][C]-0.431[/C][C]0.333996[/C][/ROW]
[ROW][C]8[/C][C]-0.171624[/C][C]-1.3294[/C][C]0.094375[/C][/ROW]
[ROW][C]9[/C][C]-0.241126[/C][C]-1.8678[/C][C]0.033341[/C][/ROW]
[ROW][C]10[/C][C]-0.322286[/C][C]-2.4964[/C][C]0.007655[/C][/ROW]
[ROW][C]11[/C][C]0.063175[/C][C]0.4894[/C][C]0.313187[/C][/ROW]
[ROW][C]12[/C][C]0.540671[/C][C]4.188[/C][C]4.7e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.229463[/C][C]-1.7774[/C][C]0.040285[/C][/ROW]
[ROW][C]14[/C][C]-0.229359[/C][C]-1.7766[/C][C]0.040351[/C][/ROW]
[ROW][C]15[/C][C]0.008563[/C][C]0.0663[/C][C]0.473668[/C][/ROW]
[ROW][C]16[/C][C]0.022862[/C][C]0.1771[/C][C]0.430019[/C][/ROW]
[ROW][C]17[/C][C]-0.050683[/C][C]-0.3926[/C][C]0.348008[/C][/ROW]
[ROW][C]18[/C][C]-0.19276[/C][C]-1.4931[/C][C]0.070323[/C][/ROW]
[ROW][C]19[/C][C]-0.024499[/C][C]-0.1898[/C][C]0.425067[/C][/ROW]
[ROW][C]20[/C][C]-0.021352[/C][C]-0.1654[/C][C]0.434596[/C][/ROW]
[ROW][C]21[/C][C]0.050845[/C][C]0.3938[/C][C]0.347545[/C][/ROW]
[ROW][C]22[/C][C]0.068847[/C][C]0.5333[/C][C]0.297904[/C][/ROW]
[ROW][C]23[/C][C]-0.125292[/C][C]-0.9705[/C][C]0.167845[/C][/ROW]
[ROW][C]24[/C][C]-0.196274[/C][C]-1.5203[/C][C]0.06684[/C][/ROW]
[ROW][C]25[/C][C]0.020944[/C][C]0.1622[/C][C]0.435835[/C][/ROW]
[ROW][C]26[/C][C]0.034501[/C][C]0.2672[/C][C]0.395099[/C][/ROW]
[ROW][C]27[/C][C]-0.016173[/C][C]-0.1253[/C][C]0.450363[/C][/ROW]
[ROW][C]28[/C][C]-0.109123[/C][C]-0.8453[/C][C]0.20066[/C][/ROW]
[ROW][C]29[/C][C]-0.111731[/C][C]-0.8655[/C][C]0.195117[/C][/ROW]
[ROW][C]30[/C][C]0.145955[/C][C]1.1306[/C][C]0.131369[/C][/ROW]
[ROW][C]31[/C][C]0.036515[/C][C]0.2828[/C][C]0.389136[/C][/ROW]
[ROW][C]32[/C][C]-0.008159[/C][C]-0.0632[/C][C]0.47491[/C][/ROW]
[ROW][C]33[/C][C]-0.140487[/C][C]-1.0882[/C][C]0.140428[/C][/ROW]
[ROW][C]34[/C][C]0.060151[/C][C]0.4659[/C][C]0.321476[/C][/ROW]
[ROW][C]35[/C][C]-0.095257[/C][C]-0.7379[/C][C]0.23174[/C][/ROW]
[ROW][C]36[/C][C]0.023823[/C][C]0.1845[/C][C]0.42711[/C][/ROW]
[ROW][C]37[/C][C]-0.036291[/C][C]-0.2811[/C][C]0.389797[/C][/ROW]
[ROW][C]38[/C][C]0.035148[/C][C]0.2723[/C][C]0.39318[/C][/ROW]
[ROW][C]39[/C][C]-0.063981[/C][C]-0.4956[/C][C]0.310995[/C][/ROW]
[ROW][C]40[/C][C]-0.084935[/C][C]-0.6579[/C][C]0.256557[/C][/ROW]
[ROW][C]41[/C][C]0.065298[/C][C]0.5058[/C][C]0.307427[/C][/ROW]
[ROW][C]42[/C][C]0.056171[/C][C]0.4351[/C][C]0.332527[/C][/ROW]
[ROW][C]43[/C][C]0.017471[/C][C]0.1353[/C][C]0.446402[/C][/ROW]
[ROW][C]44[/C][C]-0.005282[/C][C]-0.0409[/C][C]0.483749[/C][/ROW]
[ROW][C]45[/C][C]0.05362[/C][C]0.4153[/C][C]0.339688[/C][/ROW]
[ROW][C]46[/C][C]-0.137098[/C][C]-1.062[/C][C]0.146256[/C][/ROW]
[ROW][C]47[/C][C]0.011237[/C][C]0.087[/C][C]0.465464[/C][/ROW]
[ROW][C]48[/C][C]0.014298[/C][C]0.1107[/C][C]0.456092[/C][/ROW]
[ROW][C]49[/C][C]-0.070647[/C][C]-0.5472[/C][C]0.293124[/C][/ROW]
[ROW][C]50[/C][C]-0.03773[/C][C]-0.2923[/C][C]0.385551[/C][/ROW]
[ROW][C]51[/C][C]-0.062842[/C][C]-0.4868[/C][C]0.314097[/C][/ROW]
[ROW][C]52[/C][C]0.03608[/C][C]0.2795[/C][C]0.390421[/C][/ROW]
[ROW][C]53[/C][C]-0.034442[/C][C]-0.2668[/C][C]0.395274[/C][/ROW]
[ROW][C]54[/C][C]-0.145843[/C][C]-1.1297[/C][C]0.131551[/C][/ROW]
[ROW][C]55[/C][C]-0.049129[/C][C]-0.3806[/C][C]0.35244[/C][/ROW]
[ROW][C]56[/C][C]0.051179[/C][C]0.3964[/C][C]0.346596[/C][/ROW]
[ROW][C]57[/C][C]-0.013579[/C][C]-0.1052[/C][C]0.458291[/C][/ROW]
[ROW][C]58[/C][C]0.010022[/C][C]0.0776[/C][C]0.469192[/C][/ROW]
[ROW][C]59[/C][C]0.037141[/C][C]0.2877[/C][C]0.387287[/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=61857&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61857&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	0.514089	3.9821	9.4e-05
2	0.029991	0.2323	0.408543
3	0.246713	1.911	0.030391
4	0.087006	0.6739	0.251468
5	0.228013	1.7662	0.041226
6	0.126405	0.9791	0.165725
7	-0.055646	-0.431	0.333996
8	-0.171624	-1.3294	0.094375
9	-0.241126	-1.8678	0.033341
10	-0.322286	-2.4964	0.007655
11	0.063175	0.4894	0.313187
12	0.540671	4.188	4.7e-05
13	-0.229463	-1.7774	0.040285
14	-0.229359	-1.7766	0.040351
15	0.008563	0.0663	0.473668
16	0.022862	0.1771	0.430019
17	-0.050683	-0.3926	0.348008
18	-0.19276	-1.4931	0.070323
19	-0.024499	-0.1898	0.425067
20	-0.021352	-0.1654	0.434596
21	0.050845	0.3938	0.347545
22	0.068847	0.5333	0.297904
23	-0.125292	-0.9705	0.167845
24	-0.196274	-1.5203	0.06684
25	0.020944	0.1622	0.435835
26	0.034501	0.2672	0.395099
27	-0.016173	-0.1253	0.450363
28	-0.109123	-0.8453	0.20066
29	-0.111731	-0.8655	0.195117
30	0.145955	1.1306	0.131369
31	0.036515	0.2828	0.389136
32	-0.008159	-0.0632	0.47491
33	-0.140487	-1.0882	0.140428
34	0.060151	0.4659	0.321476
35	-0.095257	-0.7379	0.23174
36	0.023823	0.1845	0.42711
37	-0.036291	-0.2811	0.389797
38	0.035148	0.2723	0.39318
39	-0.063981	-0.4956	0.310995
40	-0.084935	-0.6579	0.256557
41	0.065298	0.5058	0.307427
42	0.056171	0.4351	0.332527
43	0.017471	0.1353	0.446402
44	-0.005282	-0.0409	0.483749
45	0.05362	0.4153	0.339688
46	-0.137098	-1.062	0.146256
47	0.011237	0.087	0.465464
48	0.014298	0.1107	0.456092
49	-0.070647	-0.5472	0.293124
50	-0.03773	-0.2923	0.385551
51	-0.062842	-0.4868	0.314097
52	0.03608	0.2795	0.390421
53	-0.034442	-0.2668	0.395274
54	-0.145843	-1.1297	0.131551
55	-0.049129	-0.3806	0.35244
56	0.051179	0.3964	0.346596
57	-0.013579	-0.1052	0.458291
58	0.010022	0.0776	0.469192
59	0.037141	0.2877	0.387287
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 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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