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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 07 Dec 2011 08:50:51 -0500

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/2011/Dec/07/t13232658800v0rnfrkscxgrvh.htm/, Retrieved Thu, 02 May 2024 17:22:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=152366, Retrieved Thu, 02 May 2024 17:22:00 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

110

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
- R  D    [(Partial) Autocorrelation Function] [autocorrelatie ] [2011-12-07 13:35:25] [141ef847e2c5f8e947fe4eabcb0cf143]
-   PD        [(Partial) Autocorrelation Function] [autocorrelatie D=1] [2011-12-07 13:50:51] [1a4698f17d8e7f554418314cf0e4bd67] [Current]
- RMP           [Standard Deviation-Mean Plot] [ST-MP] [2011-12-07 14:22:28] [141ef847e2c5f8e947fe4eabcb0cf143] 
- RMP             [ARIMA Backward Selection] [ARIMA backward ] [2011-12-08 13:48:01] [141ef847e2c5f8e947fe4eabcb0cf143] 
- R                 [ARIMA Backward Selection] [ARIMA backward nieuw] [2011-12-08 14:12:51] [141ef847e2c5f8e947fe4eabcb0cf143] 
- RM                [ARIMA Forecasting] [ARIMA forecasting...] [2011-12-08 14:14:36] [141ef847e2c5f8e947fe4eabcb0cf143] 
- R P                 [ARIMA Forecasting] [Arima forecasting...] [2011-12-21 11:37:56] [141ef847e2c5f8e947fe4eabcb0cf143] 
- R P               [ARIMA Backward Selection] [ARIMA backward nieuw] [2011-12-19 19:26:36] [141ef847e2c5f8e947fe4eabcb0cf143] 
- RMPD                [Skewness and Kurtosis Test] [skewness] [2011-12-22 14:43:07] [141ef847e2c5f8e947fe4eabcb0cf143] 
- RMPD                [Central Tendency] [gemiddelde] [2011-12-22 15:14:40] [141ef847e2c5f8e947fe4eabcb0cf143] 
- RMPD                [Central Tendency] [gemiddelde] [2011-12-22 23:25:55] [141ef847e2c5f8e947fe4eabcb0cf143] 
- RMPD                [Skewness and Kurtosis Test] [kurtosis en skewness] [2011-12-22 23:27:30] [141ef847e2c5f8e947fe4eabcb0cf143] 

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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	'Gertrude Mary Cox' @ cox.wessa.net

\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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=152366&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=152366&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152366&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	'Gertrude Mary Cox' @ cox.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.726281	5.0318	4e-06
2	0.723918	5.0154	4e-06
3	0.707927	4.9047	6e-06
4	0.483828	3.3521	0.000786
5	0.475874	3.297	0.000922
6	0.31998	2.2169	0.015701
7	0.145916	1.0109	0.158558
8	0.107184	0.7426	0.230674
9	-0.067122	-0.465	0.322006
10	-0.156113	-1.0816	0.142421
11	-0.198899	-1.378	0.087295
12	-0.365468	-2.532	0.007334
13	-0.378814	-2.6245	0.005801
14	-0.390473	-2.7053	0.004709
15	-0.40019	-2.7726	0.003947
16	-0.387162	-2.6823	0.004998
17	-0.382702	-2.6514	0.005414
18	-0.319061	-2.2105	0.015934
19	-0.326807	-2.2642	0.014059
20	-0.279307	-1.9351	0.029441
21	-0.216	-1.4965	0.070537
22	-0.241713	-1.6746	0.050255
23	-0.177993	-1.2332	0.111758
24	-0.138064	-0.9565	0.171797
25	-0.116029	-0.8039	0.212718
26	-0.034707	-0.2405	0.405501
27	-0.066608	-0.4615	0.323273
28	-0.03373	-0.2337	0.408111
29	0.029504	0.2044	0.419449
30	-0.007283	-0.0505	0.479983
31	0.016361	0.1134	0.455111
32	0.051414	0.3562	0.361623
33	0.009497	0.0658	0.473906
34	0.05167	0.358	0.360963
35	0.068291	0.4731	0.319132
36	0.028819	0.1997	0.421292
37	0.06966	0.4826	0.315781
38	0.014028	0.0972	0.461492
39	0.037064	0.2568	0.399221
40	0.045188	0.3131	0.377792
41	0.009507	0.0659	0.473878
42	0.019569	0.1356	0.44636
43	0.023652	0.1639	0.435262
44	0.00295	0.0204	0.491889
45	0.005285	0.0366	0.485472
46	0.008417	0.0583	0.476871
47	0.00246	0.017	0.493236
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 & 0.726281 & 5.0318 & 4e-06 \tabularnewline
2 & 0.723918 & 5.0154 & 4e-06 \tabularnewline
3 & 0.707927 & 4.9047 & 6e-06 \tabularnewline
4 & 0.483828 & 3.3521 & 0.000786 \tabularnewline
5 & 0.475874 & 3.297 & 0.000922 \tabularnewline
6 & 0.31998 & 2.2169 & 0.015701 \tabularnewline
7 & 0.145916 & 1.0109 & 0.158558 \tabularnewline
8 & 0.107184 & 0.7426 & 0.230674 \tabularnewline
9 & -0.067122 & -0.465 & 0.322006 \tabularnewline
10 & -0.156113 & -1.0816 & 0.142421 \tabularnewline
11 & -0.198899 & -1.378 & 0.087295 \tabularnewline
12 & -0.365468 & -2.532 & 0.007334 \tabularnewline
13 & -0.378814 & -2.6245 & 0.005801 \tabularnewline
14 & -0.390473 & -2.7053 & 0.004709 \tabularnewline
15 & -0.40019 & -2.7726 & 0.003947 \tabularnewline
16 & -0.387162 & -2.6823 & 0.004998 \tabularnewline
17 & -0.382702 & -2.6514 & 0.005414 \tabularnewline
18 & -0.319061 & -2.2105 & 0.015934 \tabularnewline
19 & -0.326807 & -2.2642 & 0.014059 \tabularnewline
20 & -0.279307 & -1.9351 & 0.029441 \tabularnewline
21 & -0.216 & -1.4965 & 0.070537 \tabularnewline
22 & -0.241713 & -1.6746 & 0.050255 \tabularnewline
23 & -0.177993 & -1.2332 & 0.111758 \tabularnewline
24 & -0.138064 & -0.9565 & 0.171797 \tabularnewline
25 & -0.116029 & -0.8039 & 0.212718 \tabularnewline
26 & -0.034707 & -0.2405 & 0.405501 \tabularnewline
27 & -0.066608 & -0.4615 & 0.323273 \tabularnewline
28 & -0.03373 & -0.2337 & 0.408111 \tabularnewline
29 & 0.029504 & 0.2044 & 0.419449 \tabularnewline
30 & -0.007283 & -0.0505 & 0.479983 \tabularnewline
31 & 0.016361 & 0.1134 & 0.455111 \tabularnewline
32 & 0.051414 & 0.3562 & 0.361623 \tabularnewline
33 & 0.009497 & 0.0658 & 0.473906 \tabularnewline
34 & 0.05167 & 0.358 & 0.360963 \tabularnewline
35 & 0.068291 & 0.4731 & 0.319132 \tabularnewline
36 & 0.028819 & 0.1997 & 0.421292 \tabularnewline
37 & 0.06966 & 0.4826 & 0.315781 \tabularnewline
38 & 0.014028 & 0.0972 & 0.461492 \tabularnewline
39 & 0.037064 & 0.2568 & 0.399221 \tabularnewline
40 & 0.045188 & 0.3131 & 0.377792 \tabularnewline
41 & 0.009507 & 0.0659 & 0.473878 \tabularnewline
42 & 0.019569 & 0.1356 & 0.44636 \tabularnewline
43 & 0.023652 & 0.1639 & 0.435262 \tabularnewline
44 & 0.00295 & 0.0204 & 0.491889 \tabularnewline
45 & 0.005285 & 0.0366 & 0.485472 \tabularnewline
46 & 0.008417 & 0.0583 & 0.476871 \tabularnewline
47 & 0.00246 & 0.017 & 0.493236 \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=152366&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]0.726281[/C][C]5.0318[/C][C]4e-06[/C][/ROW]
[ROW][C]2[/C][C]0.723918[/C][C]5.0154[/C][C]4e-06[/C][/ROW]
[ROW][C]3[/C][C]0.707927[/C][C]4.9047[/C][C]6e-06[/C][/ROW]
[ROW][C]4[/C][C]0.483828[/C][C]3.3521[/C][C]0.000786[/C][/ROW]
[ROW][C]5[/C][C]0.475874[/C][C]3.297[/C][C]0.000922[/C][/ROW]
[ROW][C]6[/C][C]0.31998[/C][C]2.2169[/C][C]0.015701[/C][/ROW]
[ROW][C]7[/C][C]0.145916[/C][C]1.0109[/C][C]0.158558[/C][/ROW]
[ROW][C]8[/C][C]0.107184[/C][C]0.7426[/C][C]0.230674[/C][/ROW]
[ROW][C]9[/C][C]-0.067122[/C][C]-0.465[/C][C]0.322006[/C][/ROW]
[ROW][C]10[/C][C]-0.156113[/C][C]-1.0816[/C][C]0.142421[/C][/ROW]
[ROW][C]11[/C][C]-0.198899[/C][C]-1.378[/C][C]0.087295[/C][/ROW]
[ROW][C]12[/C][C]-0.365468[/C][C]-2.532[/C][C]0.007334[/C][/ROW]
[ROW][C]13[/C][C]-0.378814[/C][C]-2.6245[/C][C]0.005801[/C][/ROW]
[ROW][C]14[/C][C]-0.390473[/C][C]-2.7053[/C][C]0.004709[/C][/ROW]
[ROW][C]15[/C][C]-0.40019[/C][C]-2.7726[/C][C]0.003947[/C][/ROW]
[ROW][C]16[/C][C]-0.387162[/C][C]-2.6823[/C][C]0.004998[/C][/ROW]
[ROW][C]17[/C][C]-0.382702[/C][C]-2.6514[/C][C]0.005414[/C][/ROW]
[ROW][C]18[/C][C]-0.319061[/C][C]-2.2105[/C][C]0.015934[/C][/ROW]
[ROW][C]19[/C][C]-0.326807[/C][C]-2.2642[/C][C]0.014059[/C][/ROW]
[ROW][C]20[/C][C]-0.279307[/C][C]-1.9351[/C][C]0.029441[/C][/ROW]
[ROW][C]21[/C][C]-0.216[/C][C]-1.4965[/C][C]0.070537[/C][/ROW]
[ROW][C]22[/C][C]-0.241713[/C][C]-1.6746[/C][C]0.050255[/C][/ROW]
[ROW][C]23[/C][C]-0.177993[/C][C]-1.2332[/C][C]0.111758[/C][/ROW]
[ROW][C]24[/C][C]-0.138064[/C][C]-0.9565[/C][C]0.171797[/C][/ROW]
[ROW][C]25[/C][C]-0.116029[/C][C]-0.8039[/C][C]0.212718[/C][/ROW]
[ROW][C]26[/C][C]-0.034707[/C][C]-0.2405[/C][C]0.405501[/C][/ROW]
[ROW][C]27[/C][C]-0.066608[/C][C]-0.4615[/C][C]0.323273[/C][/ROW]
[ROW][C]28[/C][C]-0.03373[/C][C]-0.2337[/C][C]0.408111[/C][/ROW]
[ROW][C]29[/C][C]0.029504[/C][C]0.2044[/C][C]0.419449[/C][/ROW]
[ROW][C]30[/C][C]-0.007283[/C][C]-0.0505[/C][C]0.479983[/C][/ROW]
[ROW][C]31[/C][C]0.016361[/C][C]0.1134[/C][C]0.455111[/C][/ROW]
[ROW][C]32[/C][C]0.051414[/C][C]0.3562[/C][C]0.361623[/C][/ROW]
[ROW][C]33[/C][C]0.009497[/C][C]0.0658[/C][C]0.473906[/C][/ROW]
[ROW][C]34[/C][C]0.05167[/C][C]0.358[/C][C]0.360963[/C][/ROW]
[ROW][C]35[/C][C]0.068291[/C][C]0.4731[/C][C]0.319132[/C][/ROW]
[ROW][C]36[/C][C]0.028819[/C][C]0.1997[/C][C]0.421292[/C][/ROW]
[ROW][C]37[/C][C]0.06966[/C][C]0.4826[/C][C]0.315781[/C][/ROW]
[ROW][C]38[/C][C]0.014028[/C][C]0.0972[/C][C]0.461492[/C][/ROW]
[ROW][C]39[/C][C]0.037064[/C][C]0.2568[/C][C]0.399221[/C][/ROW]
[ROW][C]40[/C][C]0.045188[/C][C]0.3131[/C][C]0.377792[/C][/ROW]
[ROW][C]41[/C][C]0.009507[/C][C]0.0659[/C][C]0.473878[/C][/ROW]
[ROW][C]42[/C][C]0.019569[/C][C]0.1356[/C][C]0.44636[/C][/ROW]
[ROW][C]43[/C][C]0.023652[/C][C]0.1639[/C][C]0.435262[/C][/ROW]
[ROW][C]44[/C][C]0.00295[/C][C]0.0204[/C][C]0.491889[/C][/ROW]
[ROW][C]45[/C][C]0.005285[/C][C]0.0366[/C][C]0.485472[/C][/ROW]
[ROW][C]46[/C][C]0.008417[/C][C]0.0583[/C][C]0.476871[/C][/ROW]
[ROW][C]47[/C][C]0.00246[/C][C]0.017[/C][C]0.493236[/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=152366&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152366&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	0.726281	5.0318	4e-06
2	0.723918	5.0154	4e-06
3	0.707927	4.9047	6e-06
4	0.483828	3.3521	0.000786
5	0.475874	3.297	0.000922
6	0.31998	2.2169	0.015701
7	0.145916	1.0109	0.158558
8	0.107184	0.7426	0.230674
9	-0.067122	-0.465	0.322006
10	-0.156113	-1.0816	0.142421
11	-0.198899	-1.378	0.087295
12	-0.365468	-2.532	0.007334
13	-0.378814	-2.6245	0.005801
14	-0.390473	-2.7053	0.004709
15	-0.40019	-2.7726	0.003947
16	-0.387162	-2.6823	0.004998
17	-0.382702	-2.6514	0.005414
18	-0.319061	-2.2105	0.015934
19	-0.326807	-2.2642	0.014059
20	-0.279307	-1.9351	0.029441
21	-0.216	-1.4965	0.070537
22	-0.241713	-1.6746	0.050255
23	-0.177993	-1.2332	0.111758
24	-0.138064	-0.9565	0.171797
25	-0.116029	-0.8039	0.212718
26	-0.034707	-0.2405	0.405501
27	-0.066608	-0.4615	0.323273
28	-0.03373	-0.2337	0.408111
29	0.029504	0.2044	0.419449
30	-0.007283	-0.0505	0.479983
31	0.016361	0.1134	0.455111
32	0.051414	0.3562	0.361623
33	0.009497	0.0658	0.473906
34	0.05167	0.358	0.360963
35	0.068291	0.4731	0.319132
36	0.028819	0.1997	0.421292
37	0.06966	0.4826	0.315781
38	0.014028	0.0972	0.461492
39	0.037064	0.2568	0.399221
40	0.045188	0.3131	0.377792
41	0.009507	0.0659	0.473878
42	0.019569	0.1356	0.44636
43	0.023652	0.1639	0.435262
44	0.00295	0.0204	0.491889
45	0.005285	0.0366	0.485472
46	0.008417	0.0583	0.476871
47	0.00246	0.017	0.493236
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	0.726281	5.0318	4e-06
2	0.415718	2.8802	0.002962
3	0.252786	1.7514	0.043137
4	-0.407437	-2.8228	0.003454
5	-0.055722	-0.3861	0.350581
6	-0.198225	-1.3733	0.088014
7	-0.205566	-1.4242	0.080429
8	-0.047036	-0.3259	0.372968
9	-0.061695	-0.4274	0.335486
10	-0.028155	-0.1951	0.423083
11	0.0253	0.1753	0.430798
12	-0.171758	-1.19	0.119955
13	-0.063927	-0.4429	0.329915
14	0.105407	0.7303	0.234383
15	0.279426	1.9359	0.02939
16	-0.071493	-0.4953	0.311318
17	-0.120487	-0.8348	0.203995
18	0.026161	0.1813	0.428467
19	-0.201329	-1.3948	0.084742
20	-0.132643	-0.919	0.181351
21	0.019253	0.1334	0.447223
22	-0.087749	-0.6079	0.273047
23	-0.061692	-0.4274	0.335494
24	0.042507	0.2945	0.384824
25	0.079987	0.5542	0.291018
26	0.060377	0.4183	0.338796
27	-0.03099	-0.2147	0.415452
28	-0.034864	-0.2415	0.405082
29	-0.004569	-0.0317	0.487439
30	0.018502	0.1282	0.44927
31	-0.165503	-1.1466	0.128608
32	-0.055681	-0.3858	0.350686
33	-0.037611	-0.2606	0.397768
34	-0.001902	-0.0132	0.494771
35	-0.00483	-0.0335	0.486721
36	-0.081213	-0.5627	0.288142
37	0.081275	0.5631	0.287998
38	-0.058418	-0.4047	0.343735
39	0.089317	0.6188	0.269484
40	-0.021497	-0.1489	0.441115
41	0.014792	0.1025	0.459399
42	-0.061397	-0.4254	0.336234
43	-0.022583	-0.1565	0.438164
44	-0.100802	-0.6984	0.244156
45	-0.085004	-0.5889	0.279337
46	-0.006352	-0.044	0.482541
47	0.053747	0.3724	0.355628
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 & 0.726281 & 5.0318 & 4e-06 \tabularnewline
2 & 0.415718 & 2.8802 & 0.002962 \tabularnewline
3 & 0.252786 & 1.7514 & 0.043137 \tabularnewline
4 & -0.407437 & -2.8228 & 0.003454 \tabularnewline
5 & -0.055722 & -0.3861 & 0.350581 \tabularnewline
6 & -0.198225 & -1.3733 & 0.088014 \tabularnewline
7 & -0.205566 & -1.4242 & 0.080429 \tabularnewline
8 & -0.047036 & -0.3259 & 0.372968 \tabularnewline
9 & -0.061695 & -0.4274 & 0.335486 \tabularnewline
10 & -0.028155 & -0.1951 & 0.423083 \tabularnewline
11 & 0.0253 & 0.1753 & 0.430798 \tabularnewline
12 & -0.171758 & -1.19 & 0.119955 \tabularnewline
13 & -0.063927 & -0.4429 & 0.329915 \tabularnewline
14 & 0.105407 & 0.7303 & 0.234383 \tabularnewline
15 & 0.279426 & 1.9359 & 0.02939 \tabularnewline
16 & -0.071493 & -0.4953 & 0.311318 \tabularnewline
17 & -0.120487 & -0.8348 & 0.203995 \tabularnewline
18 & 0.026161 & 0.1813 & 0.428467 \tabularnewline
19 & -0.201329 & -1.3948 & 0.084742 \tabularnewline
20 & -0.132643 & -0.919 & 0.181351 \tabularnewline
21 & 0.019253 & 0.1334 & 0.447223 \tabularnewline
22 & -0.087749 & -0.6079 & 0.273047 \tabularnewline
23 & -0.061692 & -0.4274 & 0.335494 \tabularnewline
24 & 0.042507 & 0.2945 & 0.384824 \tabularnewline
25 & 0.079987 & 0.5542 & 0.291018 \tabularnewline
26 & 0.060377 & 0.4183 & 0.338796 \tabularnewline
27 & -0.03099 & -0.2147 & 0.415452 \tabularnewline
28 & -0.034864 & -0.2415 & 0.405082 \tabularnewline
29 & -0.004569 & -0.0317 & 0.487439 \tabularnewline
30 & 0.018502 & 0.1282 & 0.44927 \tabularnewline
31 & -0.165503 & -1.1466 & 0.128608 \tabularnewline
32 & -0.055681 & -0.3858 & 0.350686 \tabularnewline
33 & -0.037611 & -0.2606 & 0.397768 \tabularnewline
34 & -0.001902 & -0.0132 & 0.494771 \tabularnewline
35 & -0.00483 & -0.0335 & 0.486721 \tabularnewline
36 & -0.081213 & -0.5627 & 0.288142 \tabularnewline
37 & 0.081275 & 0.5631 & 0.287998 \tabularnewline
38 & -0.058418 & -0.4047 & 0.343735 \tabularnewline
39 & 0.089317 & 0.6188 & 0.269484 \tabularnewline
40 & -0.021497 & -0.1489 & 0.441115 \tabularnewline
41 & 0.014792 & 0.1025 & 0.459399 \tabularnewline
42 & -0.061397 & -0.4254 & 0.336234 \tabularnewline
43 & -0.022583 & -0.1565 & 0.438164 \tabularnewline
44 & -0.100802 & -0.6984 & 0.244156 \tabularnewline
45 & -0.085004 & -0.5889 & 0.279337 \tabularnewline
46 & -0.006352 & -0.044 & 0.482541 \tabularnewline
47 & 0.053747 & 0.3724 & 0.355628 \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=152366&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]0.726281[/C][C]5.0318[/C][C]4e-06[/C][/ROW]
[ROW][C]2[/C][C]0.415718[/C][C]2.8802[/C][C]0.002962[/C][/ROW]
[ROW][C]3[/C][C]0.252786[/C][C]1.7514[/C][C]0.043137[/C][/ROW]
[ROW][C]4[/C][C]-0.407437[/C][C]-2.8228[/C][C]0.003454[/C][/ROW]
[ROW][C]5[/C][C]-0.055722[/C][C]-0.3861[/C][C]0.350581[/C][/ROW]
[ROW][C]6[/C][C]-0.198225[/C][C]-1.3733[/C][C]0.088014[/C][/ROW]
[ROW][C]7[/C][C]-0.205566[/C][C]-1.4242[/C][C]0.080429[/C][/ROW]
[ROW][C]8[/C][C]-0.047036[/C][C]-0.3259[/C][C]0.372968[/C][/ROW]
[ROW][C]9[/C][C]-0.061695[/C][C]-0.4274[/C][C]0.335486[/C][/ROW]
[ROW][C]10[/C][C]-0.028155[/C][C]-0.1951[/C][C]0.423083[/C][/ROW]
[ROW][C]11[/C][C]0.0253[/C][C]0.1753[/C][C]0.430798[/C][/ROW]
[ROW][C]12[/C][C]-0.171758[/C][C]-1.19[/C][C]0.119955[/C][/ROW]
[ROW][C]13[/C][C]-0.063927[/C][C]-0.4429[/C][C]0.329915[/C][/ROW]
[ROW][C]14[/C][C]0.105407[/C][C]0.7303[/C][C]0.234383[/C][/ROW]
[ROW][C]15[/C][C]0.279426[/C][C]1.9359[/C][C]0.02939[/C][/ROW]
[ROW][C]16[/C][C]-0.071493[/C][C]-0.4953[/C][C]0.311318[/C][/ROW]
[ROW][C]17[/C][C]-0.120487[/C][C]-0.8348[/C][C]0.203995[/C][/ROW]
[ROW][C]18[/C][C]0.026161[/C][C]0.1813[/C][C]0.428467[/C][/ROW]
[ROW][C]19[/C][C]-0.201329[/C][C]-1.3948[/C][C]0.084742[/C][/ROW]
[ROW][C]20[/C][C]-0.132643[/C][C]-0.919[/C][C]0.181351[/C][/ROW]
[ROW][C]21[/C][C]0.019253[/C][C]0.1334[/C][C]0.447223[/C][/ROW]
[ROW][C]22[/C][C]-0.087749[/C][C]-0.6079[/C][C]0.273047[/C][/ROW]
[ROW][C]23[/C][C]-0.061692[/C][C]-0.4274[/C][C]0.335494[/C][/ROW]
[ROW][C]24[/C][C]0.042507[/C][C]0.2945[/C][C]0.384824[/C][/ROW]
[ROW][C]25[/C][C]0.079987[/C][C]0.5542[/C][C]0.291018[/C][/ROW]
[ROW][C]26[/C][C]0.060377[/C][C]0.4183[/C][C]0.338796[/C][/ROW]
[ROW][C]27[/C][C]-0.03099[/C][C]-0.2147[/C][C]0.415452[/C][/ROW]
[ROW][C]28[/C][C]-0.034864[/C][C]-0.2415[/C][C]0.405082[/C][/ROW]
[ROW][C]29[/C][C]-0.004569[/C][C]-0.0317[/C][C]0.487439[/C][/ROW]
[ROW][C]30[/C][C]0.018502[/C][C]0.1282[/C][C]0.44927[/C][/ROW]
[ROW][C]31[/C][C]-0.165503[/C][C]-1.1466[/C][C]0.128608[/C][/ROW]
[ROW][C]32[/C][C]-0.055681[/C][C]-0.3858[/C][C]0.350686[/C][/ROW]
[ROW][C]33[/C][C]-0.037611[/C][C]-0.2606[/C][C]0.397768[/C][/ROW]
[ROW][C]34[/C][C]-0.001902[/C][C]-0.0132[/C][C]0.494771[/C][/ROW]
[ROW][C]35[/C][C]-0.00483[/C][C]-0.0335[/C][C]0.486721[/C][/ROW]
[ROW][C]36[/C][C]-0.081213[/C][C]-0.5627[/C][C]0.288142[/C][/ROW]
[ROW][C]37[/C][C]0.081275[/C][C]0.5631[/C][C]0.287998[/C][/ROW]
[ROW][C]38[/C][C]-0.058418[/C][C]-0.4047[/C][C]0.343735[/C][/ROW]
[ROW][C]39[/C][C]0.089317[/C][C]0.6188[/C][C]0.269484[/C][/ROW]
[ROW][C]40[/C][C]-0.021497[/C][C]-0.1489[/C][C]0.441115[/C][/ROW]
[ROW][C]41[/C][C]0.014792[/C][C]0.1025[/C][C]0.459399[/C][/ROW]
[ROW][C]42[/C][C]-0.061397[/C][C]-0.4254[/C][C]0.336234[/C][/ROW]
[ROW][C]43[/C][C]-0.022583[/C][C]-0.1565[/C][C]0.438164[/C][/ROW]
[ROW][C]44[/C][C]-0.100802[/C][C]-0.6984[/C][C]0.244156[/C][/ROW]
[ROW][C]45[/C][C]-0.085004[/C][C]-0.5889[/C][C]0.279337[/C][/ROW]
[ROW][C]46[/C][C]-0.006352[/C][C]-0.044[/C][C]0.482541[/C][/ROW]
[ROW][C]47[/C][C]0.053747[/C][C]0.3724[/C][C]0.355628[/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=152366&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152366&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	0.726281	5.0318	4e-06
2	0.415718	2.8802	0.002962
3	0.252786	1.7514	0.043137
4	-0.407437	-2.8228	0.003454
5	-0.055722	-0.3861	0.350581
6	-0.198225	-1.3733	0.088014
7	-0.205566	-1.4242	0.080429
8	-0.047036	-0.3259	0.372968
9	-0.061695	-0.4274	0.335486
10	-0.028155	-0.1951	0.423083
11	0.0253	0.1753	0.430798
12	-0.171758	-1.19	0.119955
13	-0.063927	-0.4429	0.329915
14	0.105407	0.7303	0.234383
15	0.279426	1.9359	0.02939
16	-0.071493	-0.4953	0.311318
17	-0.120487	-0.8348	0.203995
18	0.026161	0.1813	0.428467
19	-0.201329	-1.3948	0.084742
20	-0.132643	-0.919	0.181351
21	0.019253	0.1334	0.447223
22	-0.087749	-0.6079	0.273047
23	-0.061692	-0.4274	0.335494
24	0.042507	0.2945	0.384824
25	0.079987	0.5542	0.291018
26	0.060377	0.4183	0.338796
27	-0.03099	-0.2147	0.415452
28	-0.034864	-0.2415	0.405082
29	-0.004569	-0.0317	0.487439
30	0.018502	0.1282	0.44927
31	-0.165503	-1.1466	0.128608
32	-0.055681	-0.3858	0.350686
33	-0.037611	-0.2606	0.397768
34	-0.001902	-0.0132	0.494771
35	-0.00483	-0.0335	0.486721
36	-0.081213	-0.5627	0.288142
37	0.081275	0.5631	0.287998
38	-0.058418	-0.4047	0.343735
39	0.089317	0.6188	0.269484
40	-0.021497	-0.1489	0.441115
41	0.014792	0.1025	0.459399
42	-0.061397	-0.4254	0.336234
43	-0.022583	-0.1565	0.438164
44	-0.100802	-0.6984	0.244156
45	-0.085004	-0.5889	0.279337
46	-0.006352	-0.044	0.482541
47	0.053747	0.3724	0.355628
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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