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Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 16 Dec 2008 08:15:28 -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/16/t1229440720rtji7fzqx01vecv.htm/, Retrieved Thu, 09 May 2024 01:41:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33976, Retrieved Thu, 09 May 2024 01:41:26 +0000

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Original text written by user:

in samenwerking met kevin engels, stephanie claes, katrien bourdiaudhy

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

186

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

F     [Univariate Data Series] [blog 1e tijdreeks...] [2008-10-13 19:23:31] [7173087adebe3e3a714c80ea2417b3eb]
-   PD  [Univariate Data Series] [tijdreeksen opnie...] [2008-10-19 17:18:46] [7173087adebe3e3a714c80ea2417b3eb]
- RMP     [Central Tendency] [tijdreeks 2 centr...] [2008-10-19 17:39:42] [7173087adebe3e3a714c80ea2417b3eb]
- RMP       [(Partial) Autocorrelation Function] [ACF aanvragen hyp...] [2008-12-16 14:51:47] [7d3039e6253bb5fb3b26df1537d500b4]
-   P           [(Partial) Autocorrelation Function] [ACF met ingevulde...] [2008-12-16 15:15:28] [35348cd8592af0baf5f138bd59921307] [Current]
-  MPD            [(Partial) Autocorrelation Function] [] [2009-12-18 09:05:22] [ebd107afac1bd6180acb277edd05815b] 
-                   [(Partial) Autocorrelation Function] [] [2009-12-18 10:51:45] [ebd107afac1bd6180acb277edd05815b] 
-   PD              [(Partial) Autocorrelation Function] [] [2009-12-18 10:54:28] [ebd107afac1bd6180acb277edd05815b] 
-    D                [(Partial) Autocorrelation Function] [] [2010-12-25 05:30:33] [6e5489189f7de5cfbcc25dd35ae15009] 
-    D              [(Partial) Autocorrelation Function] [] [2010-12-24 15:46:54] [6e5489189f7de5cfbcc25dd35ae15009] 

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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=33976&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=33976&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33976&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	0.033101	0.2269	0.410732
2	-0.371453	-2.5466	0.007107
3	-0.283765	-1.9454	0.028861
4	0.060574	0.4153	0.339915
5	0.212383	1.456	0.076017
6	0.010062	0.069	0.472648
7	-0.303881	-2.0833	0.021344
8	-0.005671	-0.0389	0.484576
9	0.243786	1.6713	0.050653
10	0.331191	2.2705	0.0139
11	-0.037318	-0.2558	0.399596
12	-0.51677	-3.5428	0.000453
13	-0.025619	-0.1756	0.430667
14	0.208732	1.431	0.079524
15	0.018589	0.1274	0.449568
16	-0.06972	-0.478	0.317442
17	-0.034165	-0.2342	0.407914
18	0.012966	0.0889	0.464773
19	0.214108	1.4678	0.074403
20	-0.121835	-0.8353	0.203899
21	-0.135578	-0.9295	0.178695
22	-0.064735	-0.4438	0.329611
23	0.049536	0.3396	0.367835
24	0.084956	0.5824	0.28153
25	-0.023465	-0.1609	0.436444
26	-0.117813	-0.8077	0.211671
27	0.120053	0.823	0.20732
28	0.058985	0.4044	0.343883
29	-0.018072	-0.1239	0.450963
30	-0.060018	-0.4115	0.341303
31	-0.058698	-0.4024	0.344603
32	0.118895	0.8151	0.209563
33	0.042092	0.2886	0.38709
34	-0.092162	-0.6318	0.265279
35	-0.035427	-0.2429	0.404578
36	0.007949	0.0545	0.478387
37	0.044939	0.3081	0.379689
38	0.070522	0.4835	0.315502
39	-0.057601	-0.3949	0.347355
40	-0.022966	-0.1574	0.437785
41	-0.008188	-0.0561	0.477737
42	0.013181	0.0904	0.464192
43	0.030377	0.2083	0.417966
44	-0.031448	-0.2156	0.415118
45	0.01137	0.0779	0.469101
46	-0.001978	-0.0136	0.49462
47	NA	NA	NA
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 & 0.033101 & 0.2269 & 0.410732 \tabularnewline
2 & -0.371453 & -2.5466 & 0.007107 \tabularnewline
3 & -0.283765 & -1.9454 & 0.028861 \tabularnewline
4 & 0.060574 & 0.4153 & 0.339915 \tabularnewline
5 & 0.212383 & 1.456 & 0.076017 \tabularnewline
6 & 0.010062 & 0.069 & 0.472648 \tabularnewline
7 & -0.303881 & -2.0833 & 0.021344 \tabularnewline
8 & -0.005671 & -0.0389 & 0.484576 \tabularnewline
9 & 0.243786 & 1.6713 & 0.050653 \tabularnewline
10 & 0.331191 & 2.2705 & 0.0139 \tabularnewline
11 & -0.037318 & -0.2558 & 0.399596 \tabularnewline
12 & -0.51677 & -3.5428 & 0.000453 \tabularnewline
13 & -0.025619 & -0.1756 & 0.430667 \tabularnewline
14 & 0.208732 & 1.431 & 0.079524 \tabularnewline
15 & 0.018589 & 0.1274 & 0.449568 \tabularnewline
16 & -0.06972 & -0.478 & 0.317442 \tabularnewline
17 & -0.034165 & -0.2342 & 0.407914 \tabularnewline
18 & 0.012966 & 0.0889 & 0.464773 \tabularnewline
19 & 0.214108 & 1.4678 & 0.074403 \tabularnewline
20 & -0.121835 & -0.8353 & 0.203899 \tabularnewline
21 & -0.135578 & -0.9295 & 0.178695 \tabularnewline
22 & -0.064735 & -0.4438 & 0.329611 \tabularnewline
23 & 0.049536 & 0.3396 & 0.367835 \tabularnewline
24 & 0.084956 & 0.5824 & 0.28153 \tabularnewline
25 & -0.023465 & -0.1609 & 0.436444 \tabularnewline
26 & -0.117813 & -0.8077 & 0.211671 \tabularnewline
27 & 0.120053 & 0.823 & 0.20732 \tabularnewline
28 & 0.058985 & 0.4044 & 0.343883 \tabularnewline
29 & -0.018072 & -0.1239 & 0.450963 \tabularnewline
30 & -0.060018 & -0.4115 & 0.341303 \tabularnewline
31 & -0.058698 & -0.4024 & 0.344603 \tabularnewline
32 & 0.118895 & 0.8151 & 0.209563 \tabularnewline
33 & 0.042092 & 0.2886 & 0.38709 \tabularnewline
34 & -0.092162 & -0.6318 & 0.265279 \tabularnewline
35 & -0.035427 & -0.2429 & 0.404578 \tabularnewline
36 & 0.007949 & 0.0545 & 0.478387 \tabularnewline
37 & 0.044939 & 0.3081 & 0.379689 \tabularnewline
38 & 0.070522 & 0.4835 & 0.315502 \tabularnewline
39 & -0.057601 & -0.3949 & 0.347355 \tabularnewline
40 & -0.022966 & -0.1574 & 0.437785 \tabularnewline
41 & -0.008188 & -0.0561 & 0.477737 \tabularnewline
42 & 0.013181 & 0.0904 & 0.464192 \tabularnewline
43 & 0.030377 & 0.2083 & 0.417966 \tabularnewline
44 & -0.031448 & -0.2156 & 0.415118 \tabularnewline
45 & 0.01137 & 0.0779 & 0.469101 \tabularnewline
46 & -0.001978 & -0.0136 & 0.49462 \tabularnewline
47 & NA & NA & NA \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=33976&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]0.033101[/C][C]0.2269[/C][C]0.410732[/C][/ROW]
[ROW][C]2[/C][C]-0.371453[/C][C]-2.5466[/C][C]0.007107[/C][/ROW]
[ROW][C]3[/C][C]-0.283765[/C][C]-1.9454[/C][C]0.028861[/C][/ROW]
[ROW][C]4[/C][C]0.060574[/C][C]0.4153[/C][C]0.339915[/C][/ROW]
[ROW][C]5[/C][C]0.212383[/C][C]1.456[/C][C]0.076017[/C][/ROW]
[ROW][C]6[/C][C]0.010062[/C][C]0.069[/C][C]0.472648[/C][/ROW]
[ROW][C]7[/C][C]-0.303881[/C][C]-2.0833[/C][C]0.021344[/C][/ROW]
[ROW][C]8[/C][C]-0.005671[/C][C]-0.0389[/C][C]0.484576[/C][/ROW]
[ROW][C]9[/C][C]0.243786[/C][C]1.6713[/C][C]0.050653[/C][/ROW]
[ROW][C]10[/C][C]0.331191[/C][C]2.2705[/C][C]0.0139[/C][/ROW]
[ROW][C]11[/C][C]-0.037318[/C][C]-0.2558[/C][C]0.399596[/C][/ROW]
[ROW][C]12[/C][C]-0.51677[/C][C]-3.5428[/C][C]0.000453[/C][/ROW]
[ROW][C]13[/C][C]-0.025619[/C][C]-0.1756[/C][C]0.430667[/C][/ROW]
[ROW][C]14[/C][C]0.208732[/C][C]1.431[/C][C]0.079524[/C][/ROW]
[ROW][C]15[/C][C]0.018589[/C][C]0.1274[/C][C]0.449568[/C][/ROW]
[ROW][C]16[/C][C]-0.06972[/C][C]-0.478[/C][C]0.317442[/C][/ROW]
[ROW][C]17[/C][C]-0.034165[/C][C]-0.2342[/C][C]0.407914[/C][/ROW]
[ROW][C]18[/C][C]0.012966[/C][C]0.0889[/C][C]0.464773[/C][/ROW]
[ROW][C]19[/C][C]0.214108[/C][C]1.4678[/C][C]0.074403[/C][/ROW]
[ROW][C]20[/C][C]-0.121835[/C][C]-0.8353[/C][C]0.203899[/C][/ROW]
[ROW][C]21[/C][C]-0.135578[/C][C]-0.9295[/C][C]0.178695[/C][/ROW]
[ROW][C]22[/C][C]-0.064735[/C][C]-0.4438[/C][C]0.329611[/C][/ROW]
[ROW][C]23[/C][C]0.049536[/C][C]0.3396[/C][C]0.367835[/C][/ROW]
[ROW][C]24[/C][C]0.084956[/C][C]0.5824[/C][C]0.28153[/C][/ROW]
[ROW][C]25[/C][C]-0.023465[/C][C]-0.1609[/C][C]0.436444[/C][/ROW]
[ROW][C]26[/C][C]-0.117813[/C][C]-0.8077[/C][C]0.211671[/C][/ROW]
[ROW][C]27[/C][C]0.120053[/C][C]0.823[/C][C]0.20732[/C][/ROW]
[ROW][C]28[/C][C]0.058985[/C][C]0.4044[/C][C]0.343883[/C][/ROW]
[ROW][C]29[/C][C]-0.018072[/C][C]-0.1239[/C][C]0.450963[/C][/ROW]
[ROW][C]30[/C][C]-0.060018[/C][C]-0.4115[/C][C]0.341303[/C][/ROW]
[ROW][C]31[/C][C]-0.058698[/C][C]-0.4024[/C][C]0.344603[/C][/ROW]
[ROW][C]32[/C][C]0.118895[/C][C]0.8151[/C][C]0.209563[/C][/ROW]
[ROW][C]33[/C][C]0.042092[/C][C]0.2886[/C][C]0.38709[/C][/ROW]
[ROW][C]34[/C][C]-0.092162[/C][C]-0.6318[/C][C]0.265279[/C][/ROW]
[ROW][C]35[/C][C]-0.035427[/C][C]-0.2429[/C][C]0.404578[/C][/ROW]
[ROW][C]36[/C][C]0.007949[/C][C]0.0545[/C][C]0.478387[/C][/ROW]
[ROW][C]37[/C][C]0.044939[/C][C]0.3081[/C][C]0.379689[/C][/ROW]
[ROW][C]38[/C][C]0.070522[/C][C]0.4835[/C][C]0.315502[/C][/ROW]
[ROW][C]39[/C][C]-0.057601[/C][C]-0.3949[/C][C]0.347355[/C][/ROW]
[ROW][C]40[/C][C]-0.022966[/C][C]-0.1574[/C][C]0.437785[/C][/ROW]
[ROW][C]41[/C][C]-0.008188[/C][C]-0.0561[/C][C]0.477737[/C][/ROW]
[ROW][C]42[/C][C]0.013181[/C][C]0.0904[/C][C]0.464192[/C][/ROW]
[ROW][C]43[/C][C]0.030377[/C][C]0.2083[/C][C]0.417966[/C][/ROW]
[ROW][C]44[/C][C]-0.031448[/C][C]-0.2156[/C][C]0.415118[/C][/ROW]
[ROW][C]45[/C][C]0.01137[/C][C]0.0779[/C][C]0.469101[/C][/ROW]
[ROW][C]46[/C][C]-0.001978[/C][C]-0.0136[/C][C]0.49462[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/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=33976&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33976&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	0.033101	0.2269	0.410732
2	-0.371453	-2.5466	0.007107
3	-0.283765	-1.9454	0.028861
4	0.060574	0.4153	0.339915
5	0.212383	1.456	0.076017
6	0.010062	0.069	0.472648
7	-0.303881	-2.0833	0.021344
8	-0.005671	-0.0389	0.484576
9	0.243786	1.6713	0.050653
10	0.331191	2.2705	0.0139
11	-0.037318	-0.2558	0.399596
12	-0.51677	-3.5428	0.000453
13	-0.025619	-0.1756	0.430667
14	0.208732	1.431	0.079524
15	0.018589	0.1274	0.449568
16	-0.06972	-0.478	0.317442
17	-0.034165	-0.2342	0.407914
18	0.012966	0.0889	0.464773
19	0.214108	1.4678	0.074403
20	-0.121835	-0.8353	0.203899
21	-0.135578	-0.9295	0.178695
22	-0.064735	-0.4438	0.329611
23	0.049536	0.3396	0.367835
24	0.084956	0.5824	0.28153
25	-0.023465	-0.1609	0.436444
26	-0.117813	-0.8077	0.211671
27	0.120053	0.823	0.20732
28	0.058985	0.4044	0.343883
29	-0.018072	-0.1239	0.450963
30	-0.060018	-0.4115	0.341303
31	-0.058698	-0.4024	0.344603
32	0.118895	0.8151	0.209563
33	0.042092	0.2886	0.38709
34	-0.092162	-0.6318	0.265279
35	-0.035427	-0.2429	0.404578
36	0.007949	0.0545	0.478387
37	0.044939	0.3081	0.379689
38	0.070522	0.4835	0.315502
39	-0.057601	-0.3949	0.347355
40	-0.022966	-0.1574	0.437785
41	-0.008188	-0.0561	0.477737
42	0.013181	0.0904	0.464192
43	0.030377	0.2083	0.417966
44	-0.031448	-0.2156	0.415118
45	0.01137	0.0779	0.469101
46	-0.001978	-0.0136	0.49462
47	NA	NA	NA
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	0.033101	0.2269	0.410732
2	-0.372958	-2.5569	0.006925
3	-0.295989	-2.0292	0.024061
4	-0.103996	-0.713	0.239697
5	-0.004453	-0.0305	0.487888
6	-0.090754	-0.6222	0.268416
7	-0.309171	-2.1196	0.019676
8	-0.027266	-0.1869	0.426262
9	0.043447	0.2979	0.383562
10	0.278543	1.9096	0.03115
11	0.171432	1.1753	0.122902
12	-0.271735	-1.8629	0.034365
13	0.145022	0.9942	0.162604
14	-0.060164	-0.4125	0.340937
15	-0.21717	-1.4888	0.071605
16	-0.035597	-0.244	0.404131
17	0.073807	0.506	0.307613
18	-0.113449	-0.7778	0.220301
19	-0.037859	-0.2595	0.398173
20	-0.220818	-1.5139	0.06838
21	-0.040029	-0.2744	0.392479
22	0.055999	0.3839	0.351389
23	-0.0587	-0.4024	0.344597
24	-0.16577	-1.1365	0.130762
25	0.040334	0.2765	0.391683
26	-0.095642	-0.6557	0.25761
27	-0.118891	-0.8151	0.209571
28	-0.013447	-0.0922	0.463471
29	0.040069	0.2747	0.392376
30	-0.010095	-0.0692	0.472558
31	0.067954	0.4659	0.32173
32	0.021241	0.1456	0.442423
33	-0.014571	-0.0999	0.460427
34	0.054155	0.3713	0.356053
35	-0.033049	-0.2266	0.410868
36	-0.129519	-0.8879	0.189548
37	0.007858	0.0539	0.478633
38	-0.084843	-0.5817	0.28179
39	-0.045917	-0.3148	0.377157
40	-0.028965	-0.1986	0.421727
41	-0.134593	-0.9227	0.180432
42	-0.10124	-0.6941	0.245528
43	0.051827	0.3553	0.361973
44	-0.040868	-0.2802	0.390285
45	0.054289	0.3722	0.355715
46	-0.047795	-0.3277	0.372309
47	NA	NA	NA
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 & 0.033101 & 0.2269 & 0.410732 \tabularnewline
2 & -0.372958 & -2.5569 & 0.006925 \tabularnewline
3 & -0.295989 & -2.0292 & 0.024061 \tabularnewline
4 & -0.103996 & -0.713 & 0.239697 \tabularnewline
5 & -0.004453 & -0.0305 & 0.487888 \tabularnewline
6 & -0.090754 & -0.6222 & 0.268416 \tabularnewline
7 & -0.309171 & -2.1196 & 0.019676 \tabularnewline
8 & -0.027266 & -0.1869 & 0.426262 \tabularnewline
9 & 0.043447 & 0.2979 & 0.383562 \tabularnewline
10 & 0.278543 & 1.9096 & 0.03115 \tabularnewline
11 & 0.171432 & 1.1753 & 0.122902 \tabularnewline
12 & -0.271735 & -1.8629 & 0.034365 \tabularnewline
13 & 0.145022 & 0.9942 & 0.162604 \tabularnewline
14 & -0.060164 & -0.4125 & 0.340937 \tabularnewline
15 & -0.21717 & -1.4888 & 0.071605 \tabularnewline
16 & -0.035597 & -0.244 & 0.404131 \tabularnewline
17 & 0.073807 & 0.506 & 0.307613 \tabularnewline
18 & -0.113449 & -0.7778 & 0.220301 \tabularnewline
19 & -0.037859 & -0.2595 & 0.398173 \tabularnewline
20 & -0.220818 & -1.5139 & 0.06838 \tabularnewline
21 & -0.040029 & -0.2744 & 0.392479 \tabularnewline
22 & 0.055999 & 0.3839 & 0.351389 \tabularnewline
23 & -0.0587 & -0.4024 & 0.344597 \tabularnewline
24 & -0.16577 & -1.1365 & 0.130762 \tabularnewline
25 & 0.040334 & 0.2765 & 0.391683 \tabularnewline
26 & -0.095642 & -0.6557 & 0.25761 \tabularnewline
27 & -0.118891 & -0.8151 & 0.209571 \tabularnewline
28 & -0.013447 & -0.0922 & 0.463471 \tabularnewline
29 & 0.040069 & 0.2747 & 0.392376 \tabularnewline
30 & -0.010095 & -0.0692 & 0.472558 \tabularnewline
31 & 0.067954 & 0.4659 & 0.32173 \tabularnewline
32 & 0.021241 & 0.1456 & 0.442423 \tabularnewline
33 & -0.014571 & -0.0999 & 0.460427 \tabularnewline
34 & 0.054155 & 0.3713 & 0.356053 \tabularnewline
35 & -0.033049 & -0.2266 & 0.410868 \tabularnewline
36 & -0.129519 & -0.8879 & 0.189548 \tabularnewline
37 & 0.007858 & 0.0539 & 0.478633 \tabularnewline
38 & -0.084843 & -0.5817 & 0.28179 \tabularnewline
39 & -0.045917 & -0.3148 & 0.377157 \tabularnewline
40 & -0.028965 & -0.1986 & 0.421727 \tabularnewline
41 & -0.134593 & -0.9227 & 0.180432 \tabularnewline
42 & -0.10124 & -0.6941 & 0.245528 \tabularnewline
43 & 0.051827 & 0.3553 & 0.361973 \tabularnewline
44 & -0.040868 & -0.2802 & 0.390285 \tabularnewline
45 & 0.054289 & 0.3722 & 0.355715 \tabularnewline
46 & -0.047795 & -0.3277 & 0.372309 \tabularnewline
47 & NA & NA & NA \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=33976&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]0.033101[/C][C]0.2269[/C][C]0.410732[/C][/ROW]
[ROW][C]2[/C][C]-0.372958[/C][C]-2.5569[/C][C]0.006925[/C][/ROW]
[ROW][C]3[/C][C]-0.295989[/C][C]-2.0292[/C][C]0.024061[/C][/ROW]
[ROW][C]4[/C][C]-0.103996[/C][C]-0.713[/C][C]0.239697[/C][/ROW]
[ROW][C]5[/C][C]-0.004453[/C][C]-0.0305[/C][C]0.487888[/C][/ROW]
[ROW][C]6[/C][C]-0.090754[/C][C]-0.6222[/C][C]0.268416[/C][/ROW]
[ROW][C]7[/C][C]-0.309171[/C][C]-2.1196[/C][C]0.019676[/C][/ROW]
[ROW][C]8[/C][C]-0.027266[/C][C]-0.1869[/C][C]0.426262[/C][/ROW]
[ROW][C]9[/C][C]0.043447[/C][C]0.2979[/C][C]0.383562[/C][/ROW]
[ROW][C]10[/C][C]0.278543[/C][C]1.9096[/C][C]0.03115[/C][/ROW]
[ROW][C]11[/C][C]0.171432[/C][C]1.1753[/C][C]0.122902[/C][/ROW]
[ROW][C]12[/C][C]-0.271735[/C][C]-1.8629[/C][C]0.034365[/C][/ROW]
[ROW][C]13[/C][C]0.145022[/C][C]0.9942[/C][C]0.162604[/C][/ROW]
[ROW][C]14[/C][C]-0.060164[/C][C]-0.4125[/C][C]0.340937[/C][/ROW]
[ROW][C]15[/C][C]-0.21717[/C][C]-1.4888[/C][C]0.071605[/C][/ROW]
[ROW][C]16[/C][C]-0.035597[/C][C]-0.244[/C][C]0.404131[/C][/ROW]
[ROW][C]17[/C][C]0.073807[/C][C]0.506[/C][C]0.307613[/C][/ROW]
[ROW][C]18[/C][C]-0.113449[/C][C]-0.7778[/C][C]0.220301[/C][/ROW]
[ROW][C]19[/C][C]-0.037859[/C][C]-0.2595[/C][C]0.398173[/C][/ROW]
[ROW][C]20[/C][C]-0.220818[/C][C]-1.5139[/C][C]0.06838[/C][/ROW]
[ROW][C]21[/C][C]-0.040029[/C][C]-0.2744[/C][C]0.392479[/C][/ROW]
[ROW][C]22[/C][C]0.055999[/C][C]0.3839[/C][C]0.351389[/C][/ROW]
[ROW][C]23[/C][C]-0.0587[/C][C]-0.4024[/C][C]0.344597[/C][/ROW]
[ROW][C]24[/C][C]-0.16577[/C][C]-1.1365[/C][C]0.130762[/C][/ROW]
[ROW][C]25[/C][C]0.040334[/C][C]0.2765[/C][C]0.391683[/C][/ROW]
[ROW][C]26[/C][C]-0.095642[/C][C]-0.6557[/C][C]0.25761[/C][/ROW]
[ROW][C]27[/C][C]-0.118891[/C][C]-0.8151[/C][C]0.209571[/C][/ROW]
[ROW][C]28[/C][C]-0.013447[/C][C]-0.0922[/C][C]0.463471[/C][/ROW]
[ROW][C]29[/C][C]0.040069[/C][C]0.2747[/C][C]0.392376[/C][/ROW]
[ROW][C]30[/C][C]-0.010095[/C][C]-0.0692[/C][C]0.472558[/C][/ROW]
[ROW][C]31[/C][C]0.067954[/C][C]0.4659[/C][C]0.32173[/C][/ROW]
[ROW][C]32[/C][C]0.021241[/C][C]0.1456[/C][C]0.442423[/C][/ROW]
[ROW][C]33[/C][C]-0.014571[/C][C]-0.0999[/C][C]0.460427[/C][/ROW]
[ROW][C]34[/C][C]0.054155[/C][C]0.3713[/C][C]0.356053[/C][/ROW]
[ROW][C]35[/C][C]-0.033049[/C][C]-0.2266[/C][C]0.410868[/C][/ROW]
[ROW][C]36[/C][C]-0.129519[/C][C]-0.8879[/C][C]0.189548[/C][/ROW]
[ROW][C]37[/C][C]0.007858[/C][C]0.0539[/C][C]0.478633[/C][/ROW]
[ROW][C]38[/C][C]-0.084843[/C][C]-0.5817[/C][C]0.28179[/C][/ROW]
[ROW][C]39[/C][C]-0.045917[/C][C]-0.3148[/C][C]0.377157[/C][/ROW]
[ROW][C]40[/C][C]-0.028965[/C][C]-0.1986[/C][C]0.421727[/C][/ROW]
[ROW][C]41[/C][C]-0.134593[/C][C]-0.9227[/C][C]0.180432[/C][/ROW]
[ROW][C]42[/C][C]-0.10124[/C][C]-0.6941[/C][C]0.245528[/C][/ROW]
[ROW][C]43[/C][C]0.051827[/C][C]0.3553[/C][C]0.361973[/C][/ROW]
[ROW][C]44[/C][C]-0.040868[/C][C]-0.2802[/C][C]0.390285[/C][/ROW]
[ROW][C]45[/C][C]0.054289[/C][C]0.3722[/C][C]0.355715[/C][/ROW]
[ROW][C]46[/C][C]-0.047795[/C][C]-0.3277[/C][C]0.372309[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/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=33976&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33976&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	0.033101	0.2269	0.410732
2	-0.372958	-2.5569	0.006925
3	-0.295989	-2.0292	0.024061
4	-0.103996	-0.713	0.239697
5	-0.004453	-0.0305	0.487888
6	-0.090754	-0.6222	0.268416
7	-0.309171	-2.1196	0.019676
8	-0.027266	-0.1869	0.426262
9	0.043447	0.2979	0.383562
10	0.278543	1.9096	0.03115
11	0.171432	1.1753	0.122902
12	-0.271735	-1.8629	0.034365
13	0.145022	0.9942	0.162604
14	-0.060164	-0.4125	0.340937
15	-0.21717	-1.4888	0.071605
16	-0.035597	-0.244	0.404131
17	0.073807	0.506	0.307613
18	-0.113449	-0.7778	0.220301
19	-0.037859	-0.2595	0.398173
20	-0.220818	-1.5139	0.06838
21	-0.040029	-0.2744	0.392479
22	0.055999	0.3839	0.351389
23	-0.0587	-0.4024	0.344597
24	-0.16577	-1.1365	0.130762
25	0.040334	0.2765	0.391683
26	-0.095642	-0.6557	0.25761
27	-0.118891	-0.8151	0.209571
28	-0.013447	-0.0922	0.463471
29	0.040069	0.2747	0.392376
30	-0.010095	-0.0692	0.472558
31	0.067954	0.4659	0.32173
32	0.021241	0.1456	0.442423
33	-0.014571	-0.0999	0.460427
34	0.054155	0.3713	0.356053
35	-0.033049	-0.2266	0.410868
36	-0.129519	-0.8879	0.189548
37	0.007858	0.0539	0.478633
38	-0.084843	-0.5817	0.28179
39	-0.045917	-0.3148	0.377157
40	-0.028965	-0.1986	0.421727
41	-0.134593	-0.9227	0.180432
42	-0.10124	-0.6941	0.245528
43	0.051827	0.3553	0.361973
44	-0.040868	-0.2802	0.390285
45	0.054289	0.3722	0.355715
46	-0.047795	-0.3277	0.372309
47	NA	NA	NA
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 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

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