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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 23 Dec 2011 08:10:15 -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/23/t1324645842j20zcu01sq9p4qc.htm/, Retrieved Mon, 29 Apr 2024 20:23:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=160374, Retrieved Mon, 29 Apr 2024 20:23:18 +0000

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User-defined keywords

Estimated Impact

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

-     [Bivariate Data Series] [Bivariate dataset] [2008-01-05 23:51:08] [74be16979710d4c4e7c6647856088456]
F RMPD  [Mean Plot] [Colombia Coffee] [2008-01-07 13:38:24] [74be16979710d4c4e7c6647856088456]
- RMPD    [Mean Plot] [Workshop 6 - Assi...] [2011-11-14 13:16:48] [ec29c78521a0445a37e4526edb78f709]
- RMPD      [(Partial) Autocorrelation Function] [Paper 4] [2011-12-23 13:03:37] [ec29c78521a0445a37e4526edb78f709]
- R           [(Partial) Autocorrelation Function] [Paper 5] [2011-12-23 13:09:00] [ec29c78521a0445a37e4526edb78f709]
-                 [(Partial) Autocorrelation Function] [Paper 6] [2011-12-23 13:10:15] [8829043a11b4adcf2fcb2d15cd36bb4f] [Current]
-                   [(Partial) Autocorrelation Function] [Paper 7] [2011-12-23 13:11:11] [ec29c78521a0445a37e4526edb78f709] 
- RM                [Variance Reduction Matrix] [Paper 8] [2011-12-23 13:21:31] [ec29c78521a0445a37e4526edb78f709] 

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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	'Herman Ole Andreas Wold' @ wold.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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160374&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160374&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160374&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	'Herman Ole Andreas Wold' @ wold.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.960096	18.2165	0
2	0.903145	17.136	0
3	0.820417	15.5663	0
4	0.725499	13.7654	0
5	0.616328	11.694	0
6	0.499497	9.4773	0
7	0.376475	7.1431	0
8	0.258656	4.9076	1e-06
9	0.142716	2.7078	0.003548
10	0.032644	0.6194	0.268028
11	-0.063671	-1.2081	0.113907
12	-0.153614	-2.9146	0.001892
13	-0.206488	-3.9178	5.3e-05
14	-0.244458	-4.6383	2e-06
15	-0.268938	-5.1027	0
16	-0.284222	-5.3927	0
17	-0.286904	-5.4436	0
18	-0.282199	-5.3544	0
19	-0.269133	-5.1064	0
20	-0.257788	-4.8912	1e-06
21	-0.245835	-4.6644	2e-06
22	-0.234661	-4.4524	6e-06
23	-0.222712	-4.2257	1.5e-05
24	-0.211728	-4.0172	3.6e-05
25	-0.197831	-3.7536	0.000102
26	-0.19078	-3.6198	0.000169
27	-0.180703	-3.4286	0.000338
28	-0.169882	-3.2233	0.000692
29	-0.162014	-3.074	0.001137
30	-0.160871	-3.0523	0.00122
31	-0.161153	-3.0577	0.001199
32	-0.164395	-3.1192	0.00098
33	-0.163333	-3.099	0.001047
34	-0.163316	-3.0987	0.001048
35	-0.164044	-3.1125	0.001002
36	-0.159599	-3.0282	0.001319
37	-0.152839	-2.8999	0.001981
38	-0.136485	-2.5896	0.004999
39	-0.120611	-2.2884	0.011346
40	-0.102906	-1.9525	0.025827
41	-0.082803	-1.5711	0.058522
42	-0.05427	-1.0297	0.151921
43	-0.024179	-0.4588	0.323342
44	0.016638	0.3157	0.376211
45	0.057658	1.094	0.137347
46	0.103331	1.9606	0.02535
47	0.147895	2.8061	0.002643
48	0.190667	3.6177	0.00017
49	0.223893	4.2481	1.4e-05
50	0.246721	4.6812	2e-06
51	0.261052	4.9531	1e-06
52	0.26919	5.1075	0
53	0.269493	5.1133	0
54	0.260516	4.943	1e-06
55	0.246703	4.6809	2e-06
56	0.22196	4.2114	1.6e-05
57	0.192452	3.6515	0.00015
58	0.159359	3.0236	0.001338
59	0.122682	2.3277	0.01024
60	0.080135	1.5204	0.064638

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.960096 & 18.2165 & 0 \tabularnewline
2 & 0.903145 & 17.136 & 0 \tabularnewline
3 & 0.820417 & 15.5663 & 0 \tabularnewline
4 & 0.725499 & 13.7654 & 0 \tabularnewline
5 & 0.616328 & 11.694 & 0 \tabularnewline
6 & 0.499497 & 9.4773 & 0 \tabularnewline
7 & 0.376475 & 7.1431 & 0 \tabularnewline
8 & 0.258656 & 4.9076 & 1e-06 \tabularnewline
9 & 0.142716 & 2.7078 & 0.003548 \tabularnewline
10 & 0.032644 & 0.6194 & 0.268028 \tabularnewline
11 & -0.063671 & -1.2081 & 0.113907 \tabularnewline
12 & -0.153614 & -2.9146 & 0.001892 \tabularnewline
13 & -0.206488 & -3.9178 & 5.3e-05 \tabularnewline
14 & -0.244458 & -4.6383 & 2e-06 \tabularnewline
15 & -0.268938 & -5.1027 & 0 \tabularnewline
16 & -0.284222 & -5.3927 & 0 \tabularnewline
17 & -0.286904 & -5.4436 & 0 \tabularnewline
18 & -0.282199 & -5.3544 & 0 \tabularnewline
19 & -0.269133 & -5.1064 & 0 \tabularnewline
20 & -0.257788 & -4.8912 & 1e-06 \tabularnewline
21 & -0.245835 & -4.6644 & 2e-06 \tabularnewline
22 & -0.234661 & -4.4524 & 6e-06 \tabularnewline
23 & -0.222712 & -4.2257 & 1.5e-05 \tabularnewline
24 & -0.211728 & -4.0172 & 3.6e-05 \tabularnewline
25 & -0.197831 & -3.7536 & 0.000102 \tabularnewline
26 & -0.19078 & -3.6198 & 0.000169 \tabularnewline
27 & -0.180703 & -3.4286 & 0.000338 \tabularnewline
28 & -0.169882 & -3.2233 & 0.000692 \tabularnewline
29 & -0.162014 & -3.074 & 0.001137 \tabularnewline
30 & -0.160871 & -3.0523 & 0.00122 \tabularnewline
31 & -0.161153 & -3.0577 & 0.001199 \tabularnewline
32 & -0.164395 & -3.1192 & 0.00098 \tabularnewline
33 & -0.163333 & -3.099 & 0.001047 \tabularnewline
34 & -0.163316 & -3.0987 & 0.001048 \tabularnewline
35 & -0.164044 & -3.1125 & 0.001002 \tabularnewline
36 & -0.159599 & -3.0282 & 0.001319 \tabularnewline
37 & -0.152839 & -2.8999 & 0.001981 \tabularnewline
38 & -0.136485 & -2.5896 & 0.004999 \tabularnewline
39 & -0.120611 & -2.2884 & 0.011346 \tabularnewline
40 & -0.102906 & -1.9525 & 0.025827 \tabularnewline
41 & -0.082803 & -1.5711 & 0.058522 \tabularnewline
42 & -0.05427 & -1.0297 & 0.151921 \tabularnewline
43 & -0.024179 & -0.4588 & 0.323342 \tabularnewline
44 & 0.016638 & 0.3157 & 0.376211 \tabularnewline
45 & 0.057658 & 1.094 & 0.137347 \tabularnewline
46 & 0.103331 & 1.9606 & 0.02535 \tabularnewline
47 & 0.147895 & 2.8061 & 0.002643 \tabularnewline
48 & 0.190667 & 3.6177 & 0.00017 \tabularnewline
49 & 0.223893 & 4.2481 & 1.4e-05 \tabularnewline
50 & 0.246721 & 4.6812 & 2e-06 \tabularnewline
51 & 0.261052 & 4.9531 & 1e-06 \tabularnewline
52 & 0.26919 & 5.1075 & 0 \tabularnewline
53 & 0.269493 & 5.1133 & 0 \tabularnewline
54 & 0.260516 & 4.943 & 1e-06 \tabularnewline
55 & 0.246703 & 4.6809 & 2e-06 \tabularnewline
56 & 0.22196 & 4.2114 & 1.6e-05 \tabularnewline
57 & 0.192452 & 3.6515 & 0.00015 \tabularnewline
58 & 0.159359 & 3.0236 & 0.001338 \tabularnewline
59 & 0.122682 & 2.3277 & 0.01024 \tabularnewline
60 & 0.080135 & 1.5204 & 0.064638 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160374&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]0.960096[/C][C]18.2165[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.903145[/C][C]17.136[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.820417[/C][C]15.5663[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.725499[/C][C]13.7654[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.616328[/C][C]11.694[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.499497[/C][C]9.4773[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.376475[/C][C]7.1431[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.258656[/C][C]4.9076[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.142716[/C][C]2.7078[/C][C]0.003548[/C][/ROW]
[ROW][C]10[/C][C]0.032644[/C][C]0.6194[/C][C]0.268028[/C][/ROW]
[ROW][C]11[/C][C]-0.063671[/C][C]-1.2081[/C][C]0.113907[/C][/ROW]
[ROW][C]12[/C][C]-0.153614[/C][C]-2.9146[/C][C]0.001892[/C][/ROW]
[ROW][C]13[/C][C]-0.206488[/C][C]-3.9178[/C][C]5.3e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.244458[/C][C]-4.6383[/C][C]2e-06[/C][/ROW]
[ROW][C]15[/C][C]-0.268938[/C][C]-5.1027[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]-0.284222[/C][C]-5.3927[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]-0.286904[/C][C]-5.4436[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]-0.282199[/C][C]-5.3544[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]-0.269133[/C][C]-5.1064[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]-0.257788[/C][C]-4.8912[/C][C]1e-06[/C][/ROW]
[ROW][C]21[/C][C]-0.245835[/C][C]-4.6644[/C][C]2e-06[/C][/ROW]
[ROW][C]22[/C][C]-0.234661[/C][C]-4.4524[/C][C]6e-06[/C][/ROW]
[ROW][C]23[/C][C]-0.222712[/C][C]-4.2257[/C][C]1.5e-05[/C][/ROW]
[ROW][C]24[/C][C]-0.211728[/C][C]-4.0172[/C][C]3.6e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.197831[/C][C]-3.7536[/C][C]0.000102[/C][/ROW]
[ROW][C]26[/C][C]-0.19078[/C][C]-3.6198[/C][C]0.000169[/C][/ROW]
[ROW][C]27[/C][C]-0.180703[/C][C]-3.4286[/C][C]0.000338[/C][/ROW]
[ROW][C]28[/C][C]-0.169882[/C][C]-3.2233[/C][C]0.000692[/C][/ROW]
[ROW][C]29[/C][C]-0.162014[/C][C]-3.074[/C][C]0.001137[/C][/ROW]
[ROW][C]30[/C][C]-0.160871[/C][C]-3.0523[/C][C]0.00122[/C][/ROW]
[ROW][C]31[/C][C]-0.161153[/C][C]-3.0577[/C][C]0.001199[/C][/ROW]
[ROW][C]32[/C][C]-0.164395[/C][C]-3.1192[/C][C]0.00098[/C][/ROW]
[ROW][C]33[/C][C]-0.163333[/C][C]-3.099[/C][C]0.001047[/C][/ROW]
[ROW][C]34[/C][C]-0.163316[/C][C]-3.0987[/C][C]0.001048[/C][/ROW]
[ROW][C]35[/C][C]-0.164044[/C][C]-3.1125[/C][C]0.001002[/C][/ROW]
[ROW][C]36[/C][C]-0.159599[/C][C]-3.0282[/C][C]0.001319[/C][/ROW]
[ROW][C]37[/C][C]-0.152839[/C][C]-2.8999[/C][C]0.001981[/C][/ROW]
[ROW][C]38[/C][C]-0.136485[/C][C]-2.5896[/C][C]0.004999[/C][/ROW]
[ROW][C]39[/C][C]-0.120611[/C][C]-2.2884[/C][C]0.011346[/C][/ROW]
[ROW][C]40[/C][C]-0.102906[/C][C]-1.9525[/C][C]0.025827[/C][/ROW]
[ROW][C]41[/C][C]-0.082803[/C][C]-1.5711[/C][C]0.058522[/C][/ROW]
[ROW][C]42[/C][C]-0.05427[/C][C]-1.0297[/C][C]0.151921[/C][/ROW]
[ROW][C]43[/C][C]-0.024179[/C][C]-0.4588[/C][C]0.323342[/C][/ROW]
[ROW][C]44[/C][C]0.016638[/C][C]0.3157[/C][C]0.376211[/C][/ROW]
[ROW][C]45[/C][C]0.057658[/C][C]1.094[/C][C]0.137347[/C][/ROW]
[ROW][C]46[/C][C]0.103331[/C][C]1.9606[/C][C]0.02535[/C][/ROW]
[ROW][C]47[/C][C]0.147895[/C][C]2.8061[/C][C]0.002643[/C][/ROW]
[ROW][C]48[/C][C]0.190667[/C][C]3.6177[/C][C]0.00017[/C][/ROW]
[ROW][C]49[/C][C]0.223893[/C][C]4.2481[/C][C]1.4e-05[/C][/ROW]
[ROW][C]50[/C][C]0.246721[/C][C]4.6812[/C][C]2e-06[/C][/ROW]
[ROW][C]51[/C][C]0.261052[/C][C]4.9531[/C][C]1e-06[/C][/ROW]
[ROW][C]52[/C][C]0.26919[/C][C]5.1075[/C][C]0[/C][/ROW]
[ROW][C]53[/C][C]0.269493[/C][C]5.1133[/C][C]0[/C][/ROW]
[ROW][C]54[/C][C]0.260516[/C][C]4.943[/C][C]1e-06[/C][/ROW]
[ROW][C]55[/C][C]0.246703[/C][C]4.6809[/C][C]2e-06[/C][/ROW]
[ROW][C]56[/C][C]0.22196[/C][C]4.2114[/C][C]1.6e-05[/C][/ROW]
[ROW][C]57[/C][C]0.192452[/C][C]3.6515[/C][C]0.00015[/C][/ROW]
[ROW][C]58[/C][C]0.159359[/C][C]3.0236[/C][C]0.001338[/C][/ROW]
[ROW][C]59[/C][C]0.122682[/C][C]2.3277[/C][C]0.01024[/C][/ROW]
[ROW][C]60[/C][C]0.080135[/C][C]1.5204[/C][C]0.064638[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160374&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160374&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	0.960096	18.2165	0
2	0.903145	17.136	0
3	0.820417	15.5663	0
4	0.725499	13.7654	0
5	0.616328	11.694	0
6	0.499497	9.4773	0
7	0.376475	7.1431	0
8	0.258656	4.9076	1e-06
9	0.142716	2.7078	0.003548
10	0.032644	0.6194	0.268028
11	-0.063671	-1.2081	0.113907
12	-0.153614	-2.9146	0.001892
13	-0.206488	-3.9178	5.3e-05
14	-0.244458	-4.6383	2e-06
15	-0.268938	-5.1027	0
16	-0.284222	-5.3927	0
17	-0.286904	-5.4436	0
18	-0.282199	-5.3544	0
19	-0.269133	-5.1064	0
20	-0.257788	-4.8912	1e-06
21	-0.245835	-4.6644	2e-06
22	-0.234661	-4.4524	6e-06
23	-0.222712	-4.2257	1.5e-05
24	-0.211728	-4.0172	3.6e-05
25	-0.197831	-3.7536	0.000102
26	-0.19078	-3.6198	0.000169
27	-0.180703	-3.4286	0.000338
28	-0.169882	-3.2233	0.000692
29	-0.162014	-3.074	0.001137
30	-0.160871	-3.0523	0.00122
31	-0.161153	-3.0577	0.001199
32	-0.164395	-3.1192	0.00098
33	-0.163333	-3.099	0.001047
34	-0.163316	-3.0987	0.001048
35	-0.164044	-3.1125	0.001002
36	-0.159599	-3.0282	0.001319
37	-0.152839	-2.8999	0.001981
38	-0.136485	-2.5896	0.004999
39	-0.120611	-2.2884	0.011346
40	-0.102906	-1.9525	0.025827
41	-0.082803	-1.5711	0.058522
42	-0.05427	-1.0297	0.151921
43	-0.024179	-0.4588	0.323342
44	0.016638	0.3157	0.376211
45	0.057658	1.094	0.137347
46	0.103331	1.9606	0.02535
47	0.147895	2.8061	0.002643
48	0.190667	3.6177	0.00017
49	0.223893	4.2481	1.4e-05
50	0.246721	4.6812	2e-06
51	0.261052	4.9531	1e-06
52	0.26919	5.1075	0
53	0.269493	5.1133	0
54	0.260516	4.943	1e-06
55	0.246703	4.6809	2e-06
56	0.22196	4.2114	1.6e-05
57	0.192452	3.6515	0.00015
58	0.159359	3.0236	0.001338
59	0.122682	2.3277	0.01024
60	0.080135	1.5204	0.064638

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.960096	18.2165	0
2	-0.238294	-4.5213	4e-06
3	-0.332497	-6.3087	0
4	-0.113476	-2.1531	0.015989
5	-0.142899	-2.7113	0.003511
6	-0.098521	-1.8693	0.031196
7	-0.089944	-1.7066	0.044383
8	0.039508	0.7496	0.226991
9	-0.050844	-0.9647	0.167673
10	-0.062743	-1.1905	0.117323
11	0.072074	1.3675	0.086159
12	-0.095543	-1.8128	0.035347
13	0.366079	6.9459	0
14	-0.007883	-0.1496	0.440591
15	-0.170291	-3.231	0.000674
16	-0.073057	-1.3862	0.083278
17	-0.026268	-0.4984	0.309252
18	-0.034466	-0.654	0.256779
19	-0.058146	-1.1032	0.135331
20	-0.065601	-1.2447	0.107029
21	-0.082149	-1.5587	0.059977
22	-0.060911	-1.1557	0.124285
23	0.077863	1.4773	0.070229
24	-0.06485	-1.2305	0.109666
25	0.24317	4.6138	3e-06
26	-0.081492	-1.5462	0.061468
27	-0.035391	-0.6715	0.251165
28	0.010219	0.1939	0.423183
29	-0.0943	-1.7892	0.03721
30	-0.129478	-2.4567	0.007247
31	-0.030306	-0.575	0.282821
32	-0.075677	-1.4359	0.075952
33	-0.002364	-0.0449	0.482125
34	-0.049772	-0.9444	0.172808
35	0.027091	0.514	0.303779
36	0.036903	0.7002	0.242129
37	0.203153	3.8546	6.9e-05
38	0.082928	1.5735	0.058246
39	-0.080769	-1.5325	0.063141
40	0.016679	0.3165	0.375918
41	-0.025465	-0.4832	0.314635
42	-0.039963	-0.7582	0.224399
43	-0.007633	-0.1448	0.442468
44	0.071786	1.362	0.087019
45	0.023228	0.4407	0.329837
46	-0.017332	-0.3288	0.37123
47	-0.015156	-0.2876	0.38692
48	0.020357	0.3862	0.349774
49	0.026152	0.4962	0.310028
50	-0.019197	-0.3642	0.357947
51	-0.039418	-0.7479	0.227506
52	0.014399	0.2732	0.392425
53	-0.035511	-0.6738	0.250445
54	-0.024214	-0.4594	0.3231
55	0.05311	1.0077	0.15714
56	-0.033637	-0.6382	0.261868
57	0.007977	0.1514	0.439889
58	0.057585	1.0926	0.137651
59	-0.059152	-1.1223	0.131234
60	-0.052572	-0.9975	0.159598

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.960096 & 18.2165 & 0 \tabularnewline
2 & -0.238294 & -4.5213 & 4e-06 \tabularnewline
3 & -0.332497 & -6.3087 & 0 \tabularnewline
4 & -0.113476 & -2.1531 & 0.015989 \tabularnewline
5 & -0.142899 & -2.7113 & 0.003511 \tabularnewline
6 & -0.098521 & -1.8693 & 0.031196 \tabularnewline
7 & -0.089944 & -1.7066 & 0.044383 \tabularnewline
8 & 0.039508 & 0.7496 & 0.226991 \tabularnewline
9 & -0.050844 & -0.9647 & 0.167673 \tabularnewline
10 & -0.062743 & -1.1905 & 0.117323 \tabularnewline
11 & 0.072074 & 1.3675 & 0.086159 \tabularnewline
12 & -0.095543 & -1.8128 & 0.035347 \tabularnewline
13 & 0.366079 & 6.9459 & 0 \tabularnewline
14 & -0.007883 & -0.1496 & 0.440591 \tabularnewline
15 & -0.170291 & -3.231 & 0.000674 \tabularnewline
16 & -0.073057 & -1.3862 & 0.083278 \tabularnewline
17 & -0.026268 & -0.4984 & 0.309252 \tabularnewline
18 & -0.034466 & -0.654 & 0.256779 \tabularnewline
19 & -0.058146 & -1.1032 & 0.135331 \tabularnewline
20 & -0.065601 & -1.2447 & 0.107029 \tabularnewline
21 & -0.082149 & -1.5587 & 0.059977 \tabularnewline
22 & -0.060911 & -1.1557 & 0.124285 \tabularnewline
23 & 0.077863 & 1.4773 & 0.070229 \tabularnewline
24 & -0.06485 & -1.2305 & 0.109666 \tabularnewline
25 & 0.24317 & 4.6138 & 3e-06 \tabularnewline
26 & -0.081492 & -1.5462 & 0.061468 \tabularnewline
27 & -0.035391 & -0.6715 & 0.251165 \tabularnewline
28 & 0.010219 & 0.1939 & 0.423183 \tabularnewline
29 & -0.0943 & -1.7892 & 0.03721 \tabularnewline
30 & -0.129478 & -2.4567 & 0.007247 \tabularnewline
31 & -0.030306 & -0.575 & 0.282821 \tabularnewline
32 & -0.075677 & -1.4359 & 0.075952 \tabularnewline
33 & -0.002364 & -0.0449 & 0.482125 \tabularnewline
34 & -0.049772 & -0.9444 & 0.172808 \tabularnewline
35 & 0.027091 & 0.514 & 0.303779 \tabularnewline
36 & 0.036903 & 0.7002 & 0.242129 \tabularnewline
37 & 0.203153 & 3.8546 & 6.9e-05 \tabularnewline
38 & 0.082928 & 1.5735 & 0.058246 \tabularnewline
39 & -0.080769 & -1.5325 & 0.063141 \tabularnewline
40 & 0.016679 & 0.3165 & 0.375918 \tabularnewline
41 & -0.025465 & -0.4832 & 0.314635 \tabularnewline
42 & -0.039963 & -0.7582 & 0.224399 \tabularnewline
43 & -0.007633 & -0.1448 & 0.442468 \tabularnewline
44 & 0.071786 & 1.362 & 0.087019 \tabularnewline
45 & 0.023228 & 0.4407 & 0.329837 \tabularnewline
46 & -0.017332 & -0.3288 & 0.37123 \tabularnewline
47 & -0.015156 & -0.2876 & 0.38692 \tabularnewline
48 & 0.020357 & 0.3862 & 0.349774 \tabularnewline
49 & 0.026152 & 0.4962 & 0.310028 \tabularnewline
50 & -0.019197 & -0.3642 & 0.357947 \tabularnewline
51 & -0.039418 & -0.7479 & 0.227506 \tabularnewline
52 & 0.014399 & 0.2732 & 0.392425 \tabularnewline
53 & -0.035511 & -0.6738 & 0.250445 \tabularnewline
54 & -0.024214 & -0.4594 & 0.3231 \tabularnewline
55 & 0.05311 & 1.0077 & 0.15714 \tabularnewline
56 & -0.033637 & -0.6382 & 0.261868 \tabularnewline
57 & 0.007977 & 0.1514 & 0.439889 \tabularnewline
58 & 0.057585 & 1.0926 & 0.137651 \tabularnewline
59 & -0.059152 & -1.1223 & 0.131234 \tabularnewline
60 & -0.052572 & -0.9975 & 0.159598 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160374&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]0.960096[/C][C]18.2165[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.238294[/C][C]-4.5213[/C][C]4e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.332497[/C][C]-6.3087[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]-0.113476[/C][C]-2.1531[/C][C]0.015989[/C][/ROW]
[ROW][C]5[/C][C]-0.142899[/C][C]-2.7113[/C][C]0.003511[/C][/ROW]
[ROW][C]6[/C][C]-0.098521[/C][C]-1.8693[/C][C]0.031196[/C][/ROW]
[ROW][C]7[/C][C]-0.089944[/C][C]-1.7066[/C][C]0.044383[/C][/ROW]
[ROW][C]8[/C][C]0.039508[/C][C]0.7496[/C][C]0.226991[/C][/ROW]
[ROW][C]9[/C][C]-0.050844[/C][C]-0.9647[/C][C]0.167673[/C][/ROW]
[ROW][C]10[/C][C]-0.062743[/C][C]-1.1905[/C][C]0.117323[/C][/ROW]
[ROW][C]11[/C][C]0.072074[/C][C]1.3675[/C][C]0.086159[/C][/ROW]
[ROW][C]12[/C][C]-0.095543[/C][C]-1.8128[/C][C]0.035347[/C][/ROW]
[ROW][C]13[/C][C]0.366079[/C][C]6.9459[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]-0.007883[/C][C]-0.1496[/C][C]0.440591[/C][/ROW]
[ROW][C]15[/C][C]-0.170291[/C][C]-3.231[/C][C]0.000674[/C][/ROW]
[ROW][C]16[/C][C]-0.073057[/C][C]-1.3862[/C][C]0.083278[/C][/ROW]
[ROW][C]17[/C][C]-0.026268[/C][C]-0.4984[/C][C]0.309252[/C][/ROW]
[ROW][C]18[/C][C]-0.034466[/C][C]-0.654[/C][C]0.256779[/C][/ROW]
[ROW][C]19[/C][C]-0.058146[/C][C]-1.1032[/C][C]0.135331[/C][/ROW]
[ROW][C]20[/C][C]-0.065601[/C][C]-1.2447[/C][C]0.107029[/C][/ROW]
[ROW][C]21[/C][C]-0.082149[/C][C]-1.5587[/C][C]0.059977[/C][/ROW]
[ROW][C]22[/C][C]-0.060911[/C][C]-1.1557[/C][C]0.124285[/C][/ROW]
[ROW][C]23[/C][C]0.077863[/C][C]1.4773[/C][C]0.070229[/C][/ROW]
[ROW][C]24[/C][C]-0.06485[/C][C]-1.2305[/C][C]0.109666[/C][/ROW]
[ROW][C]25[/C][C]0.24317[/C][C]4.6138[/C][C]3e-06[/C][/ROW]
[ROW][C]26[/C][C]-0.081492[/C][C]-1.5462[/C][C]0.061468[/C][/ROW]
[ROW][C]27[/C][C]-0.035391[/C][C]-0.6715[/C][C]0.251165[/C][/ROW]
[ROW][C]28[/C][C]0.010219[/C][C]0.1939[/C][C]0.423183[/C][/ROW]
[ROW][C]29[/C][C]-0.0943[/C][C]-1.7892[/C][C]0.03721[/C][/ROW]
[ROW][C]30[/C][C]-0.129478[/C][C]-2.4567[/C][C]0.007247[/C][/ROW]
[ROW][C]31[/C][C]-0.030306[/C][C]-0.575[/C][C]0.282821[/C][/ROW]
[ROW][C]32[/C][C]-0.075677[/C][C]-1.4359[/C][C]0.075952[/C][/ROW]
[ROW][C]33[/C][C]-0.002364[/C][C]-0.0449[/C][C]0.482125[/C][/ROW]
[ROW][C]34[/C][C]-0.049772[/C][C]-0.9444[/C][C]0.172808[/C][/ROW]
[ROW][C]35[/C][C]0.027091[/C][C]0.514[/C][C]0.303779[/C][/ROW]
[ROW][C]36[/C][C]0.036903[/C][C]0.7002[/C][C]0.242129[/C][/ROW]
[ROW][C]37[/C][C]0.203153[/C][C]3.8546[/C][C]6.9e-05[/C][/ROW]
[ROW][C]38[/C][C]0.082928[/C][C]1.5735[/C][C]0.058246[/C][/ROW]
[ROW][C]39[/C][C]-0.080769[/C][C]-1.5325[/C][C]0.063141[/C][/ROW]
[ROW][C]40[/C][C]0.016679[/C][C]0.3165[/C][C]0.375918[/C][/ROW]
[ROW][C]41[/C][C]-0.025465[/C][C]-0.4832[/C][C]0.314635[/C][/ROW]
[ROW][C]42[/C][C]-0.039963[/C][C]-0.7582[/C][C]0.224399[/C][/ROW]
[ROW][C]43[/C][C]-0.007633[/C][C]-0.1448[/C][C]0.442468[/C][/ROW]
[ROW][C]44[/C][C]0.071786[/C][C]1.362[/C][C]0.087019[/C][/ROW]
[ROW][C]45[/C][C]0.023228[/C][C]0.4407[/C][C]0.329837[/C][/ROW]
[ROW][C]46[/C][C]-0.017332[/C][C]-0.3288[/C][C]0.37123[/C][/ROW]
[ROW][C]47[/C][C]-0.015156[/C][C]-0.2876[/C][C]0.38692[/C][/ROW]
[ROW][C]48[/C][C]0.020357[/C][C]0.3862[/C][C]0.349774[/C][/ROW]
[ROW][C]49[/C][C]0.026152[/C][C]0.4962[/C][C]0.310028[/C][/ROW]
[ROW][C]50[/C][C]-0.019197[/C][C]-0.3642[/C][C]0.357947[/C][/ROW]
[ROW][C]51[/C][C]-0.039418[/C][C]-0.7479[/C][C]0.227506[/C][/ROW]
[ROW][C]52[/C][C]0.014399[/C][C]0.2732[/C][C]0.392425[/C][/ROW]
[ROW][C]53[/C][C]-0.035511[/C][C]-0.6738[/C][C]0.250445[/C][/ROW]
[ROW][C]54[/C][C]-0.024214[/C][C]-0.4594[/C][C]0.3231[/C][/ROW]
[ROW][C]55[/C][C]0.05311[/C][C]1.0077[/C][C]0.15714[/C][/ROW]
[ROW][C]56[/C][C]-0.033637[/C][C]-0.6382[/C][C]0.261868[/C][/ROW]
[ROW][C]57[/C][C]0.007977[/C][C]0.1514[/C][C]0.439889[/C][/ROW]
[ROW][C]58[/C][C]0.057585[/C][C]1.0926[/C][C]0.137651[/C][/ROW]
[ROW][C]59[/C][C]-0.059152[/C][C]-1.1223[/C][C]0.131234[/C][/ROW]
[ROW][C]60[/C][C]-0.052572[/C][C]-0.9975[/C][C]0.159598[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160374&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160374&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	0.960096	18.2165	0
2	-0.238294	-4.5213	4e-06
3	-0.332497	-6.3087	0
4	-0.113476	-2.1531	0.015989
5	-0.142899	-2.7113	0.003511
6	-0.098521	-1.8693	0.031196
7	-0.089944	-1.7066	0.044383
8	0.039508	0.7496	0.226991
9	-0.050844	-0.9647	0.167673
10	-0.062743	-1.1905	0.117323
11	0.072074	1.3675	0.086159
12	-0.095543	-1.8128	0.035347
13	0.366079	6.9459	0
14	-0.007883	-0.1496	0.440591
15	-0.170291	-3.231	0.000674
16	-0.073057	-1.3862	0.083278
17	-0.026268	-0.4984	0.309252
18	-0.034466	-0.654	0.256779
19	-0.058146	-1.1032	0.135331
20	-0.065601	-1.2447	0.107029
21	-0.082149	-1.5587	0.059977
22	-0.060911	-1.1557	0.124285
23	0.077863	1.4773	0.070229
24	-0.06485	-1.2305	0.109666
25	0.24317	4.6138	3e-06
26	-0.081492	-1.5462	0.061468
27	-0.035391	-0.6715	0.251165
28	0.010219	0.1939	0.423183
29	-0.0943	-1.7892	0.03721
30	-0.129478	-2.4567	0.007247
31	-0.030306	-0.575	0.282821
32	-0.075677	-1.4359	0.075952
33	-0.002364	-0.0449	0.482125
34	-0.049772	-0.9444	0.172808
35	0.027091	0.514	0.303779
36	0.036903	0.7002	0.242129
37	0.203153	3.8546	6.9e-05
38	0.082928	1.5735	0.058246
39	-0.080769	-1.5325	0.063141
40	0.016679	0.3165	0.375918
41	-0.025465	-0.4832	0.314635
42	-0.039963	-0.7582	0.224399
43	-0.007633	-0.1448	0.442468
44	0.071786	1.362	0.087019
45	0.023228	0.4407	0.329837
46	-0.017332	-0.3288	0.37123
47	-0.015156	-0.2876	0.38692
48	0.020357	0.3862	0.349774
49	0.026152	0.4962	0.310028
50	-0.019197	-0.3642	0.357947
51	-0.039418	-0.7479	0.227506
52	0.014399	0.2732	0.392425
53	-0.035511	-0.6738	0.250445
54	-0.024214	-0.4594	0.3231
55	0.05311	1.0077	0.15714
56	-0.033637	-0.6382	0.261868
57	0.007977	0.1514	0.439889
58	0.057585	1.0926	0.137651
59	-0.059152	-1.1223	0.131234
60	-0.052572	-0.9975	0.159598

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

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 = 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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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