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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 03 Dec 2008 12:01:56 -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/2008/Dec/03/t12283310722uee6b23fpcyjba.htm/, Retrieved Sun, 19 May 2024 00:03:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28848, Retrieved Sun, 19 May 2024 00:03:13 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

200

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]
-   PD  [Univariate Data Series] [Werkloosheids Bel...] [2008-12-03 18:39:41] [74be16979710d4c4e7c6647856088456]
-   PD    [Univariate Data Series] [Werkloosheids Bel...] [2008-12-03 18:47:55] [74be16979710d4c4e7c6647856088456]
- RMP       [Variance Reduction Matrix] [VRM werkloosheid ...] [2008-12-03 18:51:43] [74be16979710d4c4e7c6647856088456]
- RMP         [(Partial) Autocorrelation Function] [Autocorrelation w...] [2008-12-03 18:58:20] [27f46dbe13ae2811dfd3a6f3c54d4d50]
-   P             [(Partial) Autocorrelation Function] [Autocorrelation w...] [2008-12-03 19:01:56] [822e74e765918799ae89051d24799c03] [Current]
-   P               [(Partial) Autocorrelation Function] [Autocorrelation w...] [2008-12-03 19:06:20] [27f46dbe13ae2811dfd3a6f3c54d4d50] 
- RMP                 [Spectral Analysis] [Spectral analysis...] [2008-12-03 19:13:53] [27f46dbe13ae2811dfd3a6f3c54d4d50] 
-   P                   [Spectral Analysis] [Spectral analysis...] [2008-12-03 19:19:15] [27f46dbe13ae2811dfd3a6f3c54d4d50] 
-                         [Spectral Analysis] [Spectral analysis...] [2008-12-03 19:22:31] [27f46dbe13ae2811dfd3a6f3c54d4d50] 

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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	16 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 16 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28848&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]16 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28848&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28848&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	16 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.246136	2.0885	0.020143
2	-0.153887	-1.3058	0.097893
3	-0.298946	-2.5366	0.00668
4	-0.282305	-2.3954	0.009601
5	0.048956	0.4154	0.33954
6	0.172325	1.4622	0.074015
7	0.05839	0.4955	0.310892
8	-0.229041	-1.9435	0.027934
9	-0.246306	-2.09	0.020076
10	-0.106221	-0.9013	0.185213
11	0.222016	1.8839	0.031811
12	0.752938	6.3889	0
13	0.210253	1.7841	0.039314
14	-0.12532	-1.0634	0.145583
15	-0.291496	-2.4734	0.007871
16	-0.263285	-2.2341	0.014293
17	0.03035	0.2575	0.398754
18	0.111214	0.9437	0.174244
19	0.04925	0.4179	0.338632
20	-0.181911	-1.5436	0.063539
21	-0.189004	-1.6038	0.056573
22	-0.071193	-0.6041	0.273841
23	0.157874	1.3396	0.092293
24	0.573873	4.8695	3e-06
25	0.157315	1.3349	0.093063
26	-0.136906	-1.1617	0.124599
27	-0.252138	-2.1395	0.017894
28	-0.215998	-1.8328	0.035483
29	0.013475	0.1143	0.454643
30	0.06867	0.5827	0.280964
31	0.028155	0.2389	0.40593
32	-0.14908	-1.265	0.104978
33	-0.130688	-1.1089	0.135577
34	-0.055143	-0.4679	0.320634
35	0.104052	0.8829	0.190112
36	0.438389	3.7199	0.000196
37	0.098513	0.8359	0.202984
38	-0.131338	-1.1144	0.134398
39	-0.235599	-1.9991	0.024685
40	-0.165789	-1.4068	0.0819
41	0.005657	0.048	0.480926
42	0.081475	0.6913	0.245787
43	0.034633	0.2939	0.384851
44	-0.113848	-0.966	0.168631
45	-0.099532	-0.8446	0.200577
46	-0.054941	-0.4662	0.321244
47	0.044048	0.3738	0.35484
48	0.309754	2.6283	0.00524
49	0.065996	0.56	0.288612
50	-0.11705	-0.9932	0.161968
51	-0.155979	-1.3235	0.094924
52	-0.11746	-0.9967	0.161129
53	-0.010272	-0.0872	0.465392
54	0.068805	0.5838	0.280579
55	0.008067	0.0685	0.472807
56	-0.053906	-0.4574	0.324378
57	-0.039351	-0.3339	0.369713
58	-0.040057	-0.3399	0.367462
59	0.004286	0.0364	0.485545
60	0.161725	1.3723	0.087119

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.246136 & 2.0885 & 0.020143 \tabularnewline
2 & -0.153887 & -1.3058 & 0.097893 \tabularnewline
3 & -0.298946 & -2.5366 & 0.00668 \tabularnewline
4 & -0.282305 & -2.3954 & 0.009601 \tabularnewline
5 & 0.048956 & 0.4154 & 0.33954 \tabularnewline
6 & 0.172325 & 1.4622 & 0.074015 \tabularnewline
7 & 0.05839 & 0.4955 & 0.310892 \tabularnewline
8 & -0.229041 & -1.9435 & 0.027934 \tabularnewline
9 & -0.246306 & -2.09 & 0.020076 \tabularnewline
10 & -0.106221 & -0.9013 & 0.185213 \tabularnewline
11 & 0.222016 & 1.8839 & 0.031811 \tabularnewline
12 & 0.752938 & 6.3889 & 0 \tabularnewline
13 & 0.210253 & 1.7841 & 0.039314 \tabularnewline
14 & -0.12532 & -1.0634 & 0.145583 \tabularnewline
15 & -0.291496 & -2.4734 & 0.007871 \tabularnewline
16 & -0.263285 & -2.2341 & 0.014293 \tabularnewline
17 & 0.03035 & 0.2575 & 0.398754 \tabularnewline
18 & 0.111214 & 0.9437 & 0.174244 \tabularnewline
19 & 0.04925 & 0.4179 & 0.338632 \tabularnewline
20 & -0.181911 & -1.5436 & 0.063539 \tabularnewline
21 & -0.189004 & -1.6038 & 0.056573 \tabularnewline
22 & -0.071193 & -0.6041 & 0.273841 \tabularnewline
23 & 0.157874 & 1.3396 & 0.092293 \tabularnewline
24 & 0.573873 & 4.8695 & 3e-06 \tabularnewline
25 & 0.157315 & 1.3349 & 0.093063 \tabularnewline
26 & -0.136906 & -1.1617 & 0.124599 \tabularnewline
27 & -0.252138 & -2.1395 & 0.017894 \tabularnewline
28 & -0.215998 & -1.8328 & 0.035483 \tabularnewline
29 & 0.013475 & 0.1143 & 0.454643 \tabularnewline
30 & 0.06867 & 0.5827 & 0.280964 \tabularnewline
31 & 0.028155 & 0.2389 & 0.40593 \tabularnewline
32 & -0.14908 & -1.265 & 0.104978 \tabularnewline
33 & -0.130688 & -1.1089 & 0.135577 \tabularnewline
34 & -0.055143 & -0.4679 & 0.320634 \tabularnewline
35 & 0.104052 & 0.8829 & 0.190112 \tabularnewline
36 & 0.438389 & 3.7199 & 0.000196 \tabularnewline
37 & 0.098513 & 0.8359 & 0.202984 \tabularnewline
38 & -0.131338 & -1.1144 & 0.134398 \tabularnewline
39 & -0.235599 & -1.9991 & 0.024685 \tabularnewline
40 & -0.165789 & -1.4068 & 0.0819 \tabularnewline
41 & 0.005657 & 0.048 & 0.480926 \tabularnewline
42 & 0.081475 & 0.6913 & 0.245787 \tabularnewline
43 & 0.034633 & 0.2939 & 0.384851 \tabularnewline
44 & -0.113848 & -0.966 & 0.168631 \tabularnewline
45 & -0.099532 & -0.8446 & 0.200577 \tabularnewline
46 & -0.054941 & -0.4662 & 0.321244 \tabularnewline
47 & 0.044048 & 0.3738 & 0.35484 \tabularnewline
48 & 0.309754 & 2.6283 & 0.00524 \tabularnewline
49 & 0.065996 & 0.56 & 0.288612 \tabularnewline
50 & -0.11705 & -0.9932 & 0.161968 \tabularnewline
51 & -0.155979 & -1.3235 & 0.094924 \tabularnewline
52 & -0.11746 & -0.9967 & 0.161129 \tabularnewline
53 & -0.010272 & -0.0872 & 0.465392 \tabularnewline
54 & 0.068805 & 0.5838 & 0.280579 \tabularnewline
55 & 0.008067 & 0.0685 & 0.472807 \tabularnewline
56 & -0.053906 & -0.4574 & 0.324378 \tabularnewline
57 & -0.039351 & -0.3339 & 0.369713 \tabularnewline
58 & -0.040057 & -0.3399 & 0.367462 \tabularnewline
59 & 0.004286 & 0.0364 & 0.485545 \tabularnewline
60 & 0.161725 & 1.3723 & 0.087119 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28848&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]0.246136[/C][C]2.0885[/C][C]0.020143[/C][/ROW]
[ROW][C]2[/C][C]-0.153887[/C][C]-1.3058[/C][C]0.097893[/C][/ROW]
[ROW][C]3[/C][C]-0.298946[/C][C]-2.5366[/C][C]0.00668[/C][/ROW]
[ROW][C]4[/C][C]-0.282305[/C][C]-2.3954[/C][C]0.009601[/C][/ROW]
[ROW][C]5[/C][C]0.048956[/C][C]0.4154[/C][C]0.33954[/C][/ROW]
[ROW][C]6[/C][C]0.172325[/C][C]1.4622[/C][C]0.074015[/C][/ROW]
[ROW][C]7[/C][C]0.05839[/C][C]0.4955[/C][C]0.310892[/C][/ROW]
[ROW][C]8[/C][C]-0.229041[/C][C]-1.9435[/C][C]0.027934[/C][/ROW]
[ROW][C]9[/C][C]-0.246306[/C][C]-2.09[/C][C]0.020076[/C][/ROW]
[ROW][C]10[/C][C]-0.106221[/C][C]-0.9013[/C][C]0.185213[/C][/ROW]
[ROW][C]11[/C][C]0.222016[/C][C]1.8839[/C][C]0.031811[/C][/ROW]
[ROW][C]12[/C][C]0.752938[/C][C]6.3889[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.210253[/C][C]1.7841[/C][C]0.039314[/C][/ROW]
[ROW][C]14[/C][C]-0.12532[/C][C]-1.0634[/C][C]0.145583[/C][/ROW]
[ROW][C]15[/C][C]-0.291496[/C][C]-2.4734[/C][C]0.007871[/C][/ROW]
[ROW][C]16[/C][C]-0.263285[/C][C]-2.2341[/C][C]0.014293[/C][/ROW]
[ROW][C]17[/C][C]0.03035[/C][C]0.2575[/C][C]0.398754[/C][/ROW]
[ROW][C]18[/C][C]0.111214[/C][C]0.9437[/C][C]0.174244[/C][/ROW]
[ROW][C]19[/C][C]0.04925[/C][C]0.4179[/C][C]0.338632[/C][/ROW]
[ROW][C]20[/C][C]-0.181911[/C][C]-1.5436[/C][C]0.063539[/C][/ROW]
[ROW][C]21[/C][C]-0.189004[/C][C]-1.6038[/C][C]0.056573[/C][/ROW]
[ROW][C]22[/C][C]-0.071193[/C][C]-0.6041[/C][C]0.273841[/C][/ROW]
[ROW][C]23[/C][C]0.157874[/C][C]1.3396[/C][C]0.092293[/C][/ROW]
[ROW][C]24[/C][C]0.573873[/C][C]4.8695[/C][C]3e-06[/C][/ROW]
[ROW][C]25[/C][C]0.157315[/C][C]1.3349[/C][C]0.093063[/C][/ROW]
[ROW][C]26[/C][C]-0.136906[/C][C]-1.1617[/C][C]0.124599[/C][/ROW]
[ROW][C]27[/C][C]-0.252138[/C][C]-2.1395[/C][C]0.017894[/C][/ROW]
[ROW][C]28[/C][C]-0.215998[/C][C]-1.8328[/C][C]0.035483[/C][/ROW]
[ROW][C]29[/C][C]0.013475[/C][C]0.1143[/C][C]0.454643[/C][/ROW]
[ROW][C]30[/C][C]0.06867[/C][C]0.5827[/C][C]0.280964[/C][/ROW]
[ROW][C]31[/C][C]0.028155[/C][C]0.2389[/C][C]0.40593[/C][/ROW]
[ROW][C]32[/C][C]-0.14908[/C][C]-1.265[/C][C]0.104978[/C][/ROW]
[ROW][C]33[/C][C]-0.130688[/C][C]-1.1089[/C][C]0.135577[/C][/ROW]
[ROW][C]34[/C][C]-0.055143[/C][C]-0.4679[/C][C]0.320634[/C][/ROW]
[ROW][C]35[/C][C]0.104052[/C][C]0.8829[/C][C]0.190112[/C][/ROW]
[ROW][C]36[/C][C]0.438389[/C][C]3.7199[/C][C]0.000196[/C][/ROW]
[ROW][C]37[/C][C]0.098513[/C][C]0.8359[/C][C]0.202984[/C][/ROW]
[ROW][C]38[/C][C]-0.131338[/C][C]-1.1144[/C][C]0.134398[/C][/ROW]
[ROW][C]39[/C][C]-0.235599[/C][C]-1.9991[/C][C]0.024685[/C][/ROW]
[ROW][C]40[/C][C]-0.165789[/C][C]-1.4068[/C][C]0.0819[/C][/ROW]
[ROW][C]41[/C][C]0.005657[/C][C]0.048[/C][C]0.480926[/C][/ROW]
[ROW][C]42[/C][C]0.081475[/C][C]0.6913[/C][C]0.245787[/C][/ROW]
[ROW][C]43[/C][C]0.034633[/C][C]0.2939[/C][C]0.384851[/C][/ROW]
[ROW][C]44[/C][C]-0.113848[/C][C]-0.966[/C][C]0.168631[/C][/ROW]
[ROW][C]45[/C][C]-0.099532[/C][C]-0.8446[/C][C]0.200577[/C][/ROW]
[ROW][C]46[/C][C]-0.054941[/C][C]-0.4662[/C][C]0.321244[/C][/ROW]
[ROW][C]47[/C][C]0.044048[/C][C]0.3738[/C][C]0.35484[/C][/ROW]
[ROW][C]48[/C][C]0.309754[/C][C]2.6283[/C][C]0.00524[/C][/ROW]
[ROW][C]49[/C][C]0.065996[/C][C]0.56[/C][C]0.288612[/C][/ROW]
[ROW][C]50[/C][C]-0.11705[/C][C]-0.9932[/C][C]0.161968[/C][/ROW]
[ROW][C]51[/C][C]-0.155979[/C][C]-1.3235[/C][C]0.094924[/C][/ROW]
[ROW][C]52[/C][C]-0.11746[/C][C]-0.9967[/C][C]0.161129[/C][/ROW]
[ROW][C]53[/C][C]-0.010272[/C][C]-0.0872[/C][C]0.465392[/C][/ROW]
[ROW][C]54[/C][C]0.068805[/C][C]0.5838[/C][C]0.280579[/C][/ROW]
[ROW][C]55[/C][C]0.008067[/C][C]0.0685[/C][C]0.472807[/C][/ROW]
[ROW][C]56[/C][C]-0.053906[/C][C]-0.4574[/C][C]0.324378[/C][/ROW]
[ROW][C]57[/C][C]-0.039351[/C][C]-0.3339[/C][C]0.369713[/C][/ROW]
[ROW][C]58[/C][C]-0.040057[/C][C]-0.3399[/C][C]0.367462[/C][/ROW]
[ROW][C]59[/C][C]0.004286[/C][C]0.0364[/C][C]0.485545[/C][/ROW]
[ROW][C]60[/C][C]0.161725[/C][C]1.3723[/C][C]0.087119[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28848&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28848&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	0.246136	2.0885	0.020143
2	-0.153887	-1.3058	0.097893
3	-0.298946	-2.5366	0.00668
4	-0.282305	-2.3954	0.009601
5	0.048956	0.4154	0.33954
6	0.172325	1.4622	0.074015
7	0.05839	0.4955	0.310892
8	-0.229041	-1.9435	0.027934
9	-0.246306	-2.09	0.020076
10	-0.106221	-0.9013	0.185213
11	0.222016	1.8839	0.031811
12	0.752938	6.3889	0
13	0.210253	1.7841	0.039314
14	-0.12532	-1.0634	0.145583
15	-0.291496	-2.4734	0.007871
16	-0.263285	-2.2341	0.014293
17	0.03035	0.2575	0.398754
18	0.111214	0.9437	0.174244
19	0.04925	0.4179	0.338632
20	-0.181911	-1.5436	0.063539
21	-0.189004	-1.6038	0.056573
22	-0.071193	-0.6041	0.273841
23	0.157874	1.3396	0.092293
24	0.573873	4.8695	3e-06
25	0.157315	1.3349	0.093063
26	-0.136906	-1.1617	0.124599
27	-0.252138	-2.1395	0.017894
28	-0.215998	-1.8328	0.035483
29	0.013475	0.1143	0.454643
30	0.06867	0.5827	0.280964
31	0.028155	0.2389	0.40593
32	-0.14908	-1.265	0.104978
33	-0.130688	-1.1089	0.135577
34	-0.055143	-0.4679	0.320634
35	0.104052	0.8829	0.190112
36	0.438389	3.7199	0.000196
37	0.098513	0.8359	0.202984
38	-0.131338	-1.1144	0.134398
39	-0.235599	-1.9991	0.024685
40	-0.165789	-1.4068	0.0819
41	0.005657	0.048	0.480926
42	0.081475	0.6913	0.245787
43	0.034633	0.2939	0.384851
44	-0.113848	-0.966	0.168631
45	-0.099532	-0.8446	0.200577
46	-0.054941	-0.4662	0.321244
47	0.044048	0.3738	0.35484
48	0.309754	2.6283	0.00524
49	0.065996	0.56	0.288612
50	-0.11705	-0.9932	0.161968
51	-0.155979	-1.3235	0.094924
52	-0.11746	-0.9967	0.161129
53	-0.010272	-0.0872	0.465392
54	0.068805	0.5838	0.280579
55	0.008067	0.0685	0.472807
56	-0.053906	-0.4574	0.324378
57	-0.039351	-0.3339	0.369713
58	-0.040057	-0.3399	0.367462
59	0.004286	0.0364	0.485545
60	0.161725	1.3723	0.087119

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.246136	2.0885	0.020143
2	-0.228301	-1.9372	0.028322
3	-0.220369	-1.8699	0.032782
4	-0.209635	-1.7788	0.039746
5	0.09187	0.7795	0.219109
6	0.009892	0.0839	0.46667
7	-0.086874	-0.7372	0.231712
8	-0.281325	-2.3871	0.009805
9	-0.112894	-0.9579	0.17065
10	-0.103911	-0.8817	0.190432
11	0.127519	1.082	0.141424
12	0.661424	5.6124	0
13	-0.057514	-0.488	0.313509
14	0.120873	1.0256	0.154247
15	0.021757	0.1846	0.427024
16	0.078253	0.664	0.254407
17	-0.026998	-0.2291	0.409725
18	-0.102933	-0.8734	0.19267
19	-0.016863	-0.1431	0.443311
20	-0.035352	-0.3	0.382532
21	-0.000587	-0.005	0.498018
22	-0.045324	-0.3846	0.350839
23	-0.097882	-0.8306	0.204485
24	0.031363	0.2661	0.395453
25	-0.081332	-0.6901	0.246167
26	-0.089491	-0.7594	0.225058
27	0.013197	0.112	0.455575
28	0.015662	0.1329	0.447322
29	-0.0251	-0.213	0.415972
30	-0.028742	-0.2439	0.404006
31	-0.021962	-0.1864	0.426347
32	-0.000279	-0.0024	0.499059
33	0.00646	0.0548	0.478218
34	-0.060596	-0.5142	0.304352
35	-0.034933	-0.2964	0.383883
36	0.008888	0.0754	0.470045
37	-0.056265	-0.4774	0.317253
38	-0.027394	-0.2324	0.408426
39	-0.093672	-0.7948	0.21466
40	0.03886	0.3297	0.371278
41	-0.071026	-0.6027	0.274309
42	0.088539	0.7513	0.227468
43	-0.008048	-0.0683	0.472872
44	0.041594	0.3529	0.362584
45	-0.007683	-0.0652	0.474099
46	-0.010637	-0.0903	0.464165
47	-0.070761	-0.6004	0.275054
48	-0.061998	-0.5261	0.300229
49	-0.031371	-0.2662	0.395426
50	-0.05183	-0.4398	0.330703
51	0.096867	0.8219	0.206912
52	-0.044222	-0.3752	0.354294
53	-0.026563	-0.2254	0.411155
54	-0.030483	-0.2587	0.398319
55	-0.080736	-0.6851	0.247751
56	0.069959	0.5936	0.277313
57	-0.007402	-0.0628	0.475045
58	0.035639	0.3024	0.381607
59	0.000825	0.007	0.497218
60	-0.106337	-0.9023	0.184953

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.246136 & 2.0885 & 0.020143 \tabularnewline
2 & -0.228301 & -1.9372 & 0.028322 \tabularnewline
3 & -0.220369 & -1.8699 & 0.032782 \tabularnewline
4 & -0.209635 & -1.7788 & 0.039746 \tabularnewline
5 & 0.09187 & 0.7795 & 0.219109 \tabularnewline
6 & 0.009892 & 0.0839 & 0.46667 \tabularnewline
7 & -0.086874 & -0.7372 & 0.231712 \tabularnewline
8 & -0.281325 & -2.3871 & 0.009805 \tabularnewline
9 & -0.112894 & -0.9579 & 0.17065 \tabularnewline
10 & -0.103911 & -0.8817 & 0.190432 \tabularnewline
11 & 0.127519 & 1.082 & 0.141424 \tabularnewline
12 & 0.661424 & 5.6124 & 0 \tabularnewline
13 & -0.057514 & -0.488 & 0.313509 \tabularnewline
14 & 0.120873 & 1.0256 & 0.154247 \tabularnewline
15 & 0.021757 & 0.1846 & 0.427024 \tabularnewline
16 & 0.078253 & 0.664 & 0.254407 \tabularnewline
17 & -0.026998 & -0.2291 & 0.409725 \tabularnewline
18 & -0.102933 & -0.8734 & 0.19267 \tabularnewline
19 & -0.016863 & -0.1431 & 0.443311 \tabularnewline
20 & -0.035352 & -0.3 & 0.382532 \tabularnewline
21 & -0.000587 & -0.005 & 0.498018 \tabularnewline
22 & -0.045324 & -0.3846 & 0.350839 \tabularnewline
23 & -0.097882 & -0.8306 & 0.204485 \tabularnewline
24 & 0.031363 & 0.2661 & 0.395453 \tabularnewline
25 & -0.081332 & -0.6901 & 0.246167 \tabularnewline
26 & -0.089491 & -0.7594 & 0.225058 \tabularnewline
27 & 0.013197 & 0.112 & 0.455575 \tabularnewline
28 & 0.015662 & 0.1329 & 0.447322 \tabularnewline
29 & -0.0251 & -0.213 & 0.415972 \tabularnewline
30 & -0.028742 & -0.2439 & 0.404006 \tabularnewline
31 & -0.021962 & -0.1864 & 0.426347 \tabularnewline
32 & -0.000279 & -0.0024 & 0.499059 \tabularnewline
33 & 0.00646 & 0.0548 & 0.478218 \tabularnewline
34 & -0.060596 & -0.5142 & 0.304352 \tabularnewline
35 & -0.034933 & -0.2964 & 0.383883 \tabularnewline
36 & 0.008888 & 0.0754 & 0.470045 \tabularnewline
37 & -0.056265 & -0.4774 & 0.317253 \tabularnewline
38 & -0.027394 & -0.2324 & 0.408426 \tabularnewline
39 & -0.093672 & -0.7948 & 0.21466 \tabularnewline
40 & 0.03886 & 0.3297 & 0.371278 \tabularnewline
41 & -0.071026 & -0.6027 & 0.274309 \tabularnewline
42 & 0.088539 & 0.7513 & 0.227468 \tabularnewline
43 & -0.008048 & -0.0683 & 0.472872 \tabularnewline
44 & 0.041594 & 0.3529 & 0.362584 \tabularnewline
45 & -0.007683 & -0.0652 & 0.474099 \tabularnewline
46 & -0.010637 & -0.0903 & 0.464165 \tabularnewline
47 & -0.070761 & -0.6004 & 0.275054 \tabularnewline
48 & -0.061998 & -0.5261 & 0.300229 \tabularnewline
49 & -0.031371 & -0.2662 & 0.395426 \tabularnewline
50 & -0.05183 & -0.4398 & 0.330703 \tabularnewline
51 & 0.096867 & 0.8219 & 0.206912 \tabularnewline
52 & -0.044222 & -0.3752 & 0.354294 \tabularnewline
53 & -0.026563 & -0.2254 & 0.411155 \tabularnewline
54 & -0.030483 & -0.2587 & 0.398319 \tabularnewline
55 & -0.080736 & -0.6851 & 0.247751 \tabularnewline
56 & 0.069959 & 0.5936 & 0.277313 \tabularnewline
57 & -0.007402 & -0.0628 & 0.475045 \tabularnewline
58 & 0.035639 & 0.3024 & 0.381607 \tabularnewline
59 & 0.000825 & 0.007 & 0.497218 \tabularnewline
60 & -0.106337 & -0.9023 & 0.184953 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28848&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]0.246136[/C][C]2.0885[/C][C]0.020143[/C][/ROW]
[ROW][C]2[/C][C]-0.228301[/C][C]-1.9372[/C][C]0.028322[/C][/ROW]
[ROW][C]3[/C][C]-0.220369[/C][C]-1.8699[/C][C]0.032782[/C][/ROW]
[ROW][C]4[/C][C]-0.209635[/C][C]-1.7788[/C][C]0.039746[/C][/ROW]
[ROW][C]5[/C][C]0.09187[/C][C]0.7795[/C][C]0.219109[/C][/ROW]
[ROW][C]6[/C][C]0.009892[/C][C]0.0839[/C][C]0.46667[/C][/ROW]
[ROW][C]7[/C][C]-0.086874[/C][C]-0.7372[/C][C]0.231712[/C][/ROW]
[ROW][C]8[/C][C]-0.281325[/C][C]-2.3871[/C][C]0.009805[/C][/ROW]
[ROW][C]9[/C][C]-0.112894[/C][C]-0.9579[/C][C]0.17065[/C][/ROW]
[ROW][C]10[/C][C]-0.103911[/C][C]-0.8817[/C][C]0.190432[/C][/ROW]
[ROW][C]11[/C][C]0.127519[/C][C]1.082[/C][C]0.141424[/C][/ROW]
[ROW][C]12[/C][C]0.661424[/C][C]5.6124[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.057514[/C][C]-0.488[/C][C]0.313509[/C][/ROW]
[ROW][C]14[/C][C]0.120873[/C][C]1.0256[/C][C]0.154247[/C][/ROW]
[ROW][C]15[/C][C]0.021757[/C][C]0.1846[/C][C]0.427024[/C][/ROW]
[ROW][C]16[/C][C]0.078253[/C][C]0.664[/C][C]0.254407[/C][/ROW]
[ROW][C]17[/C][C]-0.026998[/C][C]-0.2291[/C][C]0.409725[/C][/ROW]
[ROW][C]18[/C][C]-0.102933[/C][C]-0.8734[/C][C]0.19267[/C][/ROW]
[ROW][C]19[/C][C]-0.016863[/C][C]-0.1431[/C][C]0.443311[/C][/ROW]
[ROW][C]20[/C][C]-0.035352[/C][C]-0.3[/C][C]0.382532[/C][/ROW]
[ROW][C]21[/C][C]-0.000587[/C][C]-0.005[/C][C]0.498018[/C][/ROW]
[ROW][C]22[/C][C]-0.045324[/C][C]-0.3846[/C][C]0.350839[/C][/ROW]
[ROW][C]23[/C][C]-0.097882[/C][C]-0.8306[/C][C]0.204485[/C][/ROW]
[ROW][C]24[/C][C]0.031363[/C][C]0.2661[/C][C]0.395453[/C][/ROW]
[ROW][C]25[/C][C]-0.081332[/C][C]-0.6901[/C][C]0.246167[/C][/ROW]
[ROW][C]26[/C][C]-0.089491[/C][C]-0.7594[/C][C]0.225058[/C][/ROW]
[ROW][C]27[/C][C]0.013197[/C][C]0.112[/C][C]0.455575[/C][/ROW]
[ROW][C]28[/C][C]0.015662[/C][C]0.1329[/C][C]0.447322[/C][/ROW]
[ROW][C]29[/C][C]-0.0251[/C][C]-0.213[/C][C]0.415972[/C][/ROW]
[ROW][C]30[/C][C]-0.028742[/C][C]-0.2439[/C][C]0.404006[/C][/ROW]
[ROW][C]31[/C][C]-0.021962[/C][C]-0.1864[/C][C]0.426347[/C][/ROW]
[ROW][C]32[/C][C]-0.000279[/C][C]-0.0024[/C][C]0.499059[/C][/ROW]
[ROW][C]33[/C][C]0.00646[/C][C]0.0548[/C][C]0.478218[/C][/ROW]
[ROW][C]34[/C][C]-0.060596[/C][C]-0.5142[/C][C]0.304352[/C][/ROW]
[ROW][C]35[/C][C]-0.034933[/C][C]-0.2964[/C][C]0.383883[/C][/ROW]
[ROW][C]36[/C][C]0.008888[/C][C]0.0754[/C][C]0.470045[/C][/ROW]
[ROW][C]37[/C][C]-0.056265[/C][C]-0.4774[/C][C]0.317253[/C][/ROW]
[ROW][C]38[/C][C]-0.027394[/C][C]-0.2324[/C][C]0.408426[/C][/ROW]
[ROW][C]39[/C][C]-0.093672[/C][C]-0.7948[/C][C]0.21466[/C][/ROW]
[ROW][C]40[/C][C]0.03886[/C][C]0.3297[/C][C]0.371278[/C][/ROW]
[ROW][C]41[/C][C]-0.071026[/C][C]-0.6027[/C][C]0.274309[/C][/ROW]
[ROW][C]42[/C][C]0.088539[/C][C]0.7513[/C][C]0.227468[/C][/ROW]
[ROW][C]43[/C][C]-0.008048[/C][C]-0.0683[/C][C]0.472872[/C][/ROW]
[ROW][C]44[/C][C]0.041594[/C][C]0.3529[/C][C]0.362584[/C][/ROW]
[ROW][C]45[/C][C]-0.007683[/C][C]-0.0652[/C][C]0.474099[/C][/ROW]
[ROW][C]46[/C][C]-0.010637[/C][C]-0.0903[/C][C]0.464165[/C][/ROW]
[ROW][C]47[/C][C]-0.070761[/C][C]-0.6004[/C][C]0.275054[/C][/ROW]
[ROW][C]48[/C][C]-0.061998[/C][C]-0.5261[/C][C]0.300229[/C][/ROW]
[ROW][C]49[/C][C]-0.031371[/C][C]-0.2662[/C][C]0.395426[/C][/ROW]
[ROW][C]50[/C][C]-0.05183[/C][C]-0.4398[/C][C]0.330703[/C][/ROW]
[ROW][C]51[/C][C]0.096867[/C][C]0.8219[/C][C]0.206912[/C][/ROW]
[ROW][C]52[/C][C]-0.044222[/C][C]-0.3752[/C][C]0.354294[/C][/ROW]
[ROW][C]53[/C][C]-0.026563[/C][C]-0.2254[/C][C]0.411155[/C][/ROW]
[ROW][C]54[/C][C]-0.030483[/C][C]-0.2587[/C][C]0.398319[/C][/ROW]
[ROW][C]55[/C][C]-0.080736[/C][C]-0.6851[/C][C]0.247751[/C][/ROW]
[ROW][C]56[/C][C]0.069959[/C][C]0.5936[/C][C]0.277313[/C][/ROW]
[ROW][C]57[/C][C]-0.007402[/C][C]-0.0628[/C][C]0.475045[/C][/ROW]
[ROW][C]58[/C][C]0.035639[/C][C]0.3024[/C][C]0.381607[/C][/ROW]
[ROW][C]59[/C][C]0.000825[/C][C]0.007[/C][C]0.497218[/C][/ROW]
[ROW][C]60[/C][C]-0.106337[/C][C]-0.9023[/C][C]0.184953[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28848&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28848&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	0.246136	2.0885	0.020143
2	-0.228301	-1.9372	0.028322
3	-0.220369	-1.8699	0.032782
4	-0.209635	-1.7788	0.039746
5	0.09187	0.7795	0.219109
6	0.009892	0.0839	0.46667
7	-0.086874	-0.7372	0.231712
8	-0.281325	-2.3871	0.009805
9	-0.112894	-0.9579	0.17065
10	-0.103911	-0.8817	0.190432
11	0.127519	1.082	0.141424
12	0.661424	5.6124	0
13	-0.057514	-0.488	0.313509
14	0.120873	1.0256	0.154247
15	0.021757	0.1846	0.427024
16	0.078253	0.664	0.254407
17	-0.026998	-0.2291	0.409725
18	-0.102933	-0.8734	0.19267
19	-0.016863	-0.1431	0.443311
20	-0.035352	-0.3	0.382532
21	-0.000587	-0.005	0.498018
22	-0.045324	-0.3846	0.350839
23	-0.097882	-0.8306	0.204485
24	0.031363	0.2661	0.395453
25	-0.081332	-0.6901	0.246167
26	-0.089491	-0.7594	0.225058
27	0.013197	0.112	0.455575
28	0.015662	0.1329	0.447322
29	-0.0251	-0.213	0.415972
30	-0.028742	-0.2439	0.404006
31	-0.021962	-0.1864	0.426347
32	-0.000279	-0.0024	0.499059
33	0.00646	0.0548	0.478218
34	-0.060596	-0.5142	0.304352
35	-0.034933	-0.2964	0.383883
36	0.008888	0.0754	0.470045
37	-0.056265	-0.4774	0.317253
38	-0.027394	-0.2324	0.408426
39	-0.093672	-0.7948	0.21466
40	0.03886	0.3297	0.371278
41	-0.071026	-0.6027	0.274309
42	0.088539	0.7513	0.227468
43	-0.008048	-0.0683	0.472872
44	0.041594	0.3529	0.362584
45	-0.007683	-0.0652	0.474099
46	-0.010637	-0.0903	0.464165
47	-0.070761	-0.6004	0.275054
48	-0.061998	-0.5261	0.300229
49	-0.031371	-0.2662	0.395426
50	-0.05183	-0.4398	0.330703
51	0.096867	0.8219	0.206912
52	-0.044222	-0.3752	0.354294
53	-0.026563	-0.2254	0.411155
54	-0.030483	-0.2587	0.398319
55	-0.080736	-0.6851	0.247751
56	0.069959	0.5936	0.277313
57	-0.007402	-0.0628	0.475045
58	0.035639	0.3024	0.381607
59	0.000825	0.007	0.497218
60	-0.106337	-0.9023	0.184953

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 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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