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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 14 Dec 2009 05:53:49 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/14/t1260795512rty6m3vs2s71zw8.htm/, Retrieved Sun, 05 May 2024 14:01:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67542, Retrieved Sun, 05 May 2024 14:01:11 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

104

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   [Standard Deviation-Mean Plot] [] [2009-11-27 14:40:44] [b98453cac15ba1066b407e146608df68]
- RMPD    [(Partial) Autocorrelation Function] [] [2009-12-10 16:13:24] [a9a33b1951d9ae87ed6d7d9055d41c93]
-   PD        [(Partial) Autocorrelation Function] [] [2009-12-14 12:53:49] [66ffaa9e54a90d3ae4874684602d24e9] [Current]
-   P           [(Partial) Autocorrelation Function] [] [2009-12-14 13:04:10] [a9a33b1951d9ae87ed6d7d9055d41c93] 
-   P           [(Partial) Autocorrelation Function] [] [2009-12-14 13:07:18] [a9a33b1951d9ae87ed6d7d9055d41c93] 
-   P           [(Partial) Autocorrelation Function] [] [2009-12-14 13:20:15] [a9a33b1951d9ae87ed6d7d9055d41c93] 

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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=67542&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=67542&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67542&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	0.518069	3.9794	9.6e-05
2	0.346902	2.6646	0.004962
3	0.440202	3.3813	0.000643
4	0.38916	2.9892	0.002037
5	0.250818	1.9266	0.029427
6	0.214829	1.6501	0.052115
7	0.043019	0.3304	0.37112
8	0.125311	0.9625	0.169855
9	-0.051237	-0.3936	0.347663
10	-0.165675	-1.2726	0.104081
11	-0.0172	-0.1321	0.447672
12	0.169698	1.3035	0.098738
13	-0.067539	-0.5188	0.302929
14	-0.16653	-1.2791	0.102928
15	-0.069603	-0.5346	0.297457
16	0.035788	0.2749	0.39218
17	-0.074478	-0.5721	0.284723
18	-0.070831	-0.5441	0.294225
19	-0.03705	-0.2846	0.388479
20	-0.065759	-0.5051	0.307683
21	-0.165129	-1.2684	0.104822
22	-0.159263	-1.2233	0.113036
23	-0.097211	-0.7467	0.229107
24	-0.00694	-0.0533	0.478834
25	-0.092254	-0.7086	0.240676
26	-0.231143	-1.7754	0.040491
27	-0.124848	-0.959	0.170741
28	-0.036153	-0.2777	0.391107
29	-0.139596	-1.0723	0.143985
30	-0.138251	-1.0619	0.146299
31	-0.072477	-0.5567	0.289916
32	-0.192418	-1.478	0.072364
33	-0.194773	-1.4961	0.069982
34	-0.164957	-1.2671	0.105057
35	-0.186475	-1.4323	0.078662
36	-0.103964	-0.7986	0.213873
37	-0.154929	-1.19	0.1194
38	-0.23236	-1.7848	0.039718
39	-0.105147	-0.8076	0.211268
40	-0.102701	-0.7889	0.216676
41	-0.111452	-0.8561	0.197709
42	-0.042829	-0.329	0.371669
43	-0.036818	-0.2828	0.38916
44	-0.053033	-0.4074	0.342611
45	-0.005602	-0.043	0.482912
46	0.01742	0.1338	0.447005
47	0.072204	0.5546	0.290629
48	0.089504	0.6875	0.247232
49	0.077953	0.5988	0.27581
50	0.089724	0.6892	0.246706
51	0.097209	0.7467	0.229111
52	0.079593	0.6114	0.271652
53	0.066885	0.5138	0.304671
54	0.047137	0.3621	0.359298
55	0.033006	0.2535	0.400372
56	0.019984	0.1535	0.439264
57	0.00713	0.0548	0.478255
58	0.005076	0.039	0.484516
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 & 0.518069 & 3.9794 & 9.6e-05 \tabularnewline
2 & 0.346902 & 2.6646 & 0.004962 \tabularnewline
3 & 0.440202 & 3.3813 & 0.000643 \tabularnewline
4 & 0.38916 & 2.9892 & 0.002037 \tabularnewline
5 & 0.250818 & 1.9266 & 0.029427 \tabularnewline
6 & 0.214829 & 1.6501 & 0.052115 \tabularnewline
7 & 0.043019 & 0.3304 & 0.37112 \tabularnewline
8 & 0.125311 & 0.9625 & 0.169855 \tabularnewline
9 & -0.051237 & -0.3936 & 0.347663 \tabularnewline
10 & -0.165675 & -1.2726 & 0.104081 \tabularnewline
11 & -0.0172 & -0.1321 & 0.447672 \tabularnewline
12 & 0.169698 & 1.3035 & 0.098738 \tabularnewline
13 & -0.067539 & -0.5188 & 0.302929 \tabularnewline
14 & -0.16653 & -1.2791 & 0.102928 \tabularnewline
15 & -0.069603 & -0.5346 & 0.297457 \tabularnewline
16 & 0.035788 & 0.2749 & 0.39218 \tabularnewline
17 & -0.074478 & -0.5721 & 0.284723 \tabularnewline
18 & -0.070831 & -0.5441 & 0.294225 \tabularnewline
19 & -0.03705 & -0.2846 & 0.388479 \tabularnewline
20 & -0.065759 & -0.5051 & 0.307683 \tabularnewline
21 & -0.165129 & -1.2684 & 0.104822 \tabularnewline
22 & -0.159263 & -1.2233 & 0.113036 \tabularnewline
23 & -0.097211 & -0.7467 & 0.229107 \tabularnewline
24 & -0.00694 & -0.0533 & 0.478834 \tabularnewline
25 & -0.092254 & -0.7086 & 0.240676 \tabularnewline
26 & -0.231143 & -1.7754 & 0.040491 \tabularnewline
27 & -0.124848 & -0.959 & 0.170741 \tabularnewline
28 & -0.036153 & -0.2777 & 0.391107 \tabularnewline
29 & -0.139596 & -1.0723 & 0.143985 \tabularnewline
30 & -0.138251 & -1.0619 & 0.146299 \tabularnewline
31 & -0.072477 & -0.5567 & 0.289916 \tabularnewline
32 & -0.192418 & -1.478 & 0.072364 \tabularnewline
33 & -0.194773 & -1.4961 & 0.069982 \tabularnewline
34 & -0.164957 & -1.2671 & 0.105057 \tabularnewline
35 & -0.186475 & -1.4323 & 0.078662 \tabularnewline
36 & -0.103964 & -0.7986 & 0.213873 \tabularnewline
37 & -0.154929 & -1.19 & 0.1194 \tabularnewline
38 & -0.23236 & -1.7848 & 0.039718 \tabularnewline
39 & -0.105147 & -0.8076 & 0.211268 \tabularnewline
40 & -0.102701 & -0.7889 & 0.216676 \tabularnewline
41 & -0.111452 & -0.8561 & 0.197709 \tabularnewline
42 & -0.042829 & -0.329 & 0.371669 \tabularnewline
43 & -0.036818 & -0.2828 & 0.38916 \tabularnewline
44 & -0.053033 & -0.4074 & 0.342611 \tabularnewline
45 & -0.005602 & -0.043 & 0.482912 \tabularnewline
46 & 0.01742 & 0.1338 & 0.447005 \tabularnewline
47 & 0.072204 & 0.5546 & 0.290629 \tabularnewline
48 & 0.089504 & 0.6875 & 0.247232 \tabularnewline
49 & 0.077953 & 0.5988 & 0.27581 \tabularnewline
50 & 0.089724 & 0.6892 & 0.246706 \tabularnewline
51 & 0.097209 & 0.7467 & 0.229111 \tabularnewline
52 & 0.079593 & 0.6114 & 0.271652 \tabularnewline
53 & 0.066885 & 0.5138 & 0.304671 \tabularnewline
54 & 0.047137 & 0.3621 & 0.359298 \tabularnewline
55 & 0.033006 & 0.2535 & 0.400372 \tabularnewline
56 & 0.019984 & 0.1535 & 0.439264 \tabularnewline
57 & 0.00713 & 0.0548 & 0.478255 \tabularnewline
58 & 0.005076 & 0.039 & 0.484516 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67542&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]0.518069[/C][C]3.9794[/C][C]9.6e-05[/C][/ROW]
[ROW][C]2[/C][C]0.346902[/C][C]2.6646[/C][C]0.004962[/C][/ROW]
[ROW][C]3[/C][C]0.440202[/C][C]3.3813[/C][C]0.000643[/C][/ROW]
[ROW][C]4[/C][C]0.38916[/C][C]2.9892[/C][C]0.002037[/C][/ROW]
[ROW][C]5[/C][C]0.250818[/C][C]1.9266[/C][C]0.029427[/C][/ROW]
[ROW][C]6[/C][C]0.214829[/C][C]1.6501[/C][C]0.052115[/C][/ROW]
[ROW][C]7[/C][C]0.043019[/C][C]0.3304[/C][C]0.37112[/C][/ROW]
[ROW][C]8[/C][C]0.125311[/C][C]0.9625[/C][C]0.169855[/C][/ROW]
[ROW][C]9[/C][C]-0.051237[/C][C]-0.3936[/C][C]0.347663[/C][/ROW]
[ROW][C]10[/C][C]-0.165675[/C][C]-1.2726[/C][C]0.104081[/C][/ROW]
[ROW][C]11[/C][C]-0.0172[/C][C]-0.1321[/C][C]0.447672[/C][/ROW]
[ROW][C]12[/C][C]0.169698[/C][C]1.3035[/C][C]0.098738[/C][/ROW]
[ROW][C]13[/C][C]-0.067539[/C][C]-0.5188[/C][C]0.302929[/C][/ROW]
[ROW][C]14[/C][C]-0.16653[/C][C]-1.2791[/C][C]0.102928[/C][/ROW]
[ROW][C]15[/C][C]-0.069603[/C][C]-0.5346[/C][C]0.297457[/C][/ROW]
[ROW][C]16[/C][C]0.035788[/C][C]0.2749[/C][C]0.39218[/C][/ROW]
[ROW][C]17[/C][C]-0.074478[/C][C]-0.5721[/C][C]0.284723[/C][/ROW]
[ROW][C]18[/C][C]-0.070831[/C][C]-0.5441[/C][C]0.294225[/C][/ROW]
[ROW][C]19[/C][C]-0.03705[/C][C]-0.2846[/C][C]0.388479[/C][/ROW]
[ROW][C]20[/C][C]-0.065759[/C][C]-0.5051[/C][C]0.307683[/C][/ROW]
[ROW][C]21[/C][C]-0.165129[/C][C]-1.2684[/C][C]0.104822[/C][/ROW]
[ROW][C]22[/C][C]-0.159263[/C][C]-1.2233[/C][C]0.113036[/C][/ROW]
[ROW][C]23[/C][C]-0.097211[/C][C]-0.7467[/C][C]0.229107[/C][/ROW]
[ROW][C]24[/C][C]-0.00694[/C][C]-0.0533[/C][C]0.478834[/C][/ROW]
[ROW][C]25[/C][C]-0.092254[/C][C]-0.7086[/C][C]0.240676[/C][/ROW]
[ROW][C]26[/C][C]-0.231143[/C][C]-1.7754[/C][C]0.040491[/C][/ROW]
[ROW][C]27[/C][C]-0.124848[/C][C]-0.959[/C][C]0.170741[/C][/ROW]
[ROW][C]28[/C][C]-0.036153[/C][C]-0.2777[/C][C]0.391107[/C][/ROW]
[ROW][C]29[/C][C]-0.139596[/C][C]-1.0723[/C][C]0.143985[/C][/ROW]
[ROW][C]30[/C][C]-0.138251[/C][C]-1.0619[/C][C]0.146299[/C][/ROW]
[ROW][C]31[/C][C]-0.072477[/C][C]-0.5567[/C][C]0.289916[/C][/ROW]
[ROW][C]32[/C][C]-0.192418[/C][C]-1.478[/C][C]0.072364[/C][/ROW]
[ROW][C]33[/C][C]-0.194773[/C][C]-1.4961[/C][C]0.069982[/C][/ROW]
[ROW][C]34[/C][C]-0.164957[/C][C]-1.2671[/C][C]0.105057[/C][/ROW]
[ROW][C]35[/C][C]-0.186475[/C][C]-1.4323[/C][C]0.078662[/C][/ROW]
[ROW][C]36[/C][C]-0.103964[/C][C]-0.7986[/C][C]0.213873[/C][/ROW]
[ROW][C]37[/C][C]-0.154929[/C][C]-1.19[/C][C]0.1194[/C][/ROW]
[ROW][C]38[/C][C]-0.23236[/C][C]-1.7848[/C][C]0.039718[/C][/ROW]
[ROW][C]39[/C][C]-0.105147[/C][C]-0.8076[/C][C]0.211268[/C][/ROW]
[ROW][C]40[/C][C]-0.102701[/C][C]-0.7889[/C][C]0.216676[/C][/ROW]
[ROW][C]41[/C][C]-0.111452[/C][C]-0.8561[/C][C]0.197709[/C][/ROW]
[ROW][C]42[/C][C]-0.042829[/C][C]-0.329[/C][C]0.371669[/C][/ROW]
[ROW][C]43[/C][C]-0.036818[/C][C]-0.2828[/C][C]0.38916[/C][/ROW]
[ROW][C]44[/C][C]-0.053033[/C][C]-0.4074[/C][C]0.342611[/C][/ROW]
[ROW][C]45[/C][C]-0.005602[/C][C]-0.043[/C][C]0.482912[/C][/ROW]
[ROW][C]46[/C][C]0.01742[/C][C]0.1338[/C][C]0.447005[/C][/ROW]
[ROW][C]47[/C][C]0.072204[/C][C]0.5546[/C][C]0.290629[/C][/ROW]
[ROW][C]48[/C][C]0.089504[/C][C]0.6875[/C][C]0.247232[/C][/ROW]
[ROW][C]49[/C][C]0.077953[/C][C]0.5988[/C][C]0.27581[/C][/ROW]
[ROW][C]50[/C][C]0.089724[/C][C]0.6892[/C][C]0.246706[/C][/ROW]
[ROW][C]51[/C][C]0.097209[/C][C]0.7467[/C][C]0.229111[/C][/ROW]
[ROW][C]52[/C][C]0.079593[/C][C]0.6114[/C][C]0.271652[/C][/ROW]
[ROW][C]53[/C][C]0.066885[/C][C]0.5138[/C][C]0.304671[/C][/ROW]
[ROW][C]54[/C][C]0.047137[/C][C]0.3621[/C][C]0.359298[/C][/ROW]
[ROW][C]55[/C][C]0.033006[/C][C]0.2535[/C][C]0.400372[/C][/ROW]
[ROW][C]56[/C][C]0.019984[/C][C]0.1535[/C][C]0.439264[/C][/ROW]
[ROW][C]57[/C][C]0.00713[/C][C]0.0548[/C][C]0.478255[/C][/ROW]
[ROW][C]58[/C][C]0.005076[/C][C]0.039[/C][C]0.484516[/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=67542&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67542&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	0.518069	3.9794	9.6e-05
2	0.346902	2.6646	0.004962
3	0.440202	3.3813	0.000643
4	0.38916	2.9892	0.002037
5	0.250818	1.9266	0.029427
6	0.214829	1.6501	0.052115
7	0.043019	0.3304	0.37112
8	0.125311	0.9625	0.169855
9	-0.051237	-0.3936	0.347663
10	-0.165675	-1.2726	0.104081
11	-0.0172	-0.1321	0.447672
12	0.169698	1.3035	0.098738
13	-0.067539	-0.5188	0.302929
14	-0.16653	-1.2791	0.102928
15	-0.069603	-0.5346	0.297457
16	0.035788	0.2749	0.39218
17	-0.074478	-0.5721	0.284723
18	-0.070831	-0.5441	0.294225
19	-0.03705	-0.2846	0.388479
20	-0.065759	-0.5051	0.307683
21	-0.165129	-1.2684	0.104822
22	-0.159263	-1.2233	0.113036
23	-0.097211	-0.7467	0.229107
24	-0.00694	-0.0533	0.478834
25	-0.092254	-0.7086	0.240676
26	-0.231143	-1.7754	0.040491
27	-0.124848	-0.959	0.170741
28	-0.036153	-0.2777	0.391107
29	-0.139596	-1.0723	0.143985
30	-0.138251	-1.0619	0.146299
31	-0.072477	-0.5567	0.289916
32	-0.192418	-1.478	0.072364
33	-0.194773	-1.4961	0.069982
34	-0.164957	-1.2671	0.105057
35	-0.186475	-1.4323	0.078662
36	-0.103964	-0.7986	0.213873
37	-0.154929	-1.19	0.1194
38	-0.23236	-1.7848	0.039718
39	-0.105147	-0.8076	0.211268
40	-0.102701	-0.7889	0.216676
41	-0.111452	-0.8561	0.197709
42	-0.042829	-0.329	0.371669
43	-0.036818	-0.2828	0.38916
44	-0.053033	-0.4074	0.342611
45	-0.005602	-0.043	0.482912
46	0.01742	0.1338	0.447005
47	0.072204	0.5546	0.290629
48	0.089504	0.6875	0.247232
49	0.077953	0.5988	0.27581
50	0.089724	0.6892	0.246706
51	0.097209	0.7467	0.229111
52	0.079593	0.6114	0.271652
53	0.066885	0.5138	0.304671
54	0.047137	0.3621	0.359298
55	0.033006	0.2535	0.400372
56	0.019984	0.1535	0.439264
57	0.00713	0.0548	0.478255
58	0.005076	0.039	0.484516
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.518069	3.9794	9.6e-05
2	0.107308	0.8242	0.20656
3	0.309986	2.381	0.010255
4	0.079752	0.6126	0.271252
5	-0.044594	-0.3425	0.366582
6	-0.016889	-0.1297	0.448612
7	-0.261181	-2.0062	0.024715
8	0.156818	1.2045	0.116595
9	-0.310285	-2.3833	0.010197
10	-0.032462	-0.2493	0.401981
11	0.167833	1.2891	0.101189
12	0.356237	2.7363	0.004098
13	-0.134162	-1.0305	0.153487
14	-0.252742	-1.9413	0.028499
15	-0.0127	-0.0976	0.46131
16	0.026383	0.2026	0.420054
17	-0.073298	-0.563	0.287779
18	0.009357	0.0719	0.471473
19	0.108051	0.83	0.204955
20	-0.166273	-1.2772	0.103273
21	-0.029805	-0.2289	0.409854
22	0.05124	0.3936	0.347655
23	-0.036625	-0.2813	0.389725
24	-0.09061	-0.696	0.244585
25	0.120824	0.9281	0.178578
26	-0.076904	-0.5907	0.278484
27	-0.066333	-0.5095	0.306147
28	-0.02023	-0.1554	0.438524
29	0.01268	0.0974	0.461371
30	-0.114136	-0.8767	0.192105
31	-0.046742	-0.359	0.360425
32	-0.10063	-0.773	0.221318
33	0.034505	0.265	0.395953
34	-0.0035	-0.0269	0.489322
35	-0.115492	-0.8871	0.189311
36	0.080204	0.6161	0.270112
37	-0.121186	-0.9308	0.177863
38	0.102255	0.7854	0.21767
39	-0.031838	-0.2446	0.403825
40	-0.090764	-0.6972	0.244218
41	-0.006449	-0.0495	0.48033
42	0.012055	0.0926	0.463268
43	0.004282	0.0329	0.486937
44	-0.022732	-0.1746	0.430994
45	0.087105	0.6691	0.253031
46	-0.011299	-0.0868	0.465567
47	0.021885	0.1681	0.43354
48	0.029185	0.2242	0.4117
49	0.008546	0.0656	0.473942
50	-0.030731	-0.236	0.407107
51	-0.025435	-0.1954	0.422888
52	-0.042119	-0.3235	0.373721
53	-0.114936	-0.8828	0.190453
54	-0.05279	-0.4055	0.343293
55	0.028681	0.2203	0.413198
56	0.076091	0.5845	0.280567
57	0.020333	0.1562	0.438212
58	-0.068618	-0.5271	0.300063
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 & 0.518069 & 3.9794 & 9.6e-05 \tabularnewline
2 & 0.107308 & 0.8242 & 0.20656 \tabularnewline
3 & 0.309986 & 2.381 & 0.010255 \tabularnewline
4 & 0.079752 & 0.6126 & 0.271252 \tabularnewline
5 & -0.044594 & -0.3425 & 0.366582 \tabularnewline
6 & -0.016889 & -0.1297 & 0.448612 \tabularnewline
7 & -0.261181 & -2.0062 & 0.024715 \tabularnewline
8 & 0.156818 & 1.2045 & 0.116595 \tabularnewline
9 & -0.310285 & -2.3833 & 0.010197 \tabularnewline
10 & -0.032462 & -0.2493 & 0.401981 \tabularnewline
11 & 0.167833 & 1.2891 & 0.101189 \tabularnewline
12 & 0.356237 & 2.7363 & 0.004098 \tabularnewline
13 & -0.134162 & -1.0305 & 0.153487 \tabularnewline
14 & -0.252742 & -1.9413 & 0.028499 \tabularnewline
15 & -0.0127 & -0.0976 & 0.46131 \tabularnewline
16 & 0.026383 & 0.2026 & 0.420054 \tabularnewline
17 & -0.073298 & -0.563 & 0.287779 \tabularnewline
18 & 0.009357 & 0.0719 & 0.471473 \tabularnewline
19 & 0.108051 & 0.83 & 0.204955 \tabularnewline
20 & -0.166273 & -1.2772 & 0.103273 \tabularnewline
21 & -0.029805 & -0.2289 & 0.409854 \tabularnewline
22 & 0.05124 & 0.3936 & 0.347655 \tabularnewline
23 & -0.036625 & -0.2813 & 0.389725 \tabularnewline
24 & -0.09061 & -0.696 & 0.244585 \tabularnewline
25 & 0.120824 & 0.9281 & 0.178578 \tabularnewline
26 & -0.076904 & -0.5907 & 0.278484 \tabularnewline
27 & -0.066333 & -0.5095 & 0.306147 \tabularnewline
28 & -0.02023 & -0.1554 & 0.438524 \tabularnewline
29 & 0.01268 & 0.0974 & 0.461371 \tabularnewline
30 & -0.114136 & -0.8767 & 0.192105 \tabularnewline
31 & -0.046742 & -0.359 & 0.360425 \tabularnewline
32 & -0.10063 & -0.773 & 0.221318 \tabularnewline
33 & 0.034505 & 0.265 & 0.395953 \tabularnewline
34 & -0.0035 & -0.0269 & 0.489322 \tabularnewline
35 & -0.115492 & -0.8871 & 0.189311 \tabularnewline
36 & 0.080204 & 0.6161 & 0.270112 \tabularnewline
37 & -0.121186 & -0.9308 & 0.177863 \tabularnewline
38 & 0.102255 & 0.7854 & 0.21767 \tabularnewline
39 & -0.031838 & -0.2446 & 0.403825 \tabularnewline
40 & -0.090764 & -0.6972 & 0.244218 \tabularnewline
41 & -0.006449 & -0.0495 & 0.48033 \tabularnewline
42 & 0.012055 & 0.0926 & 0.463268 \tabularnewline
43 & 0.004282 & 0.0329 & 0.486937 \tabularnewline
44 & -0.022732 & -0.1746 & 0.430994 \tabularnewline
45 & 0.087105 & 0.6691 & 0.253031 \tabularnewline
46 & -0.011299 & -0.0868 & 0.465567 \tabularnewline
47 & 0.021885 & 0.1681 & 0.43354 \tabularnewline
48 & 0.029185 & 0.2242 & 0.4117 \tabularnewline
49 & 0.008546 & 0.0656 & 0.473942 \tabularnewline
50 & -0.030731 & -0.236 & 0.407107 \tabularnewline
51 & -0.025435 & -0.1954 & 0.422888 \tabularnewline
52 & -0.042119 & -0.3235 & 0.373721 \tabularnewline
53 & -0.114936 & -0.8828 & 0.190453 \tabularnewline
54 & -0.05279 & -0.4055 & 0.343293 \tabularnewline
55 & 0.028681 & 0.2203 & 0.413198 \tabularnewline
56 & 0.076091 & 0.5845 & 0.280567 \tabularnewline
57 & 0.020333 & 0.1562 & 0.438212 \tabularnewline
58 & -0.068618 & -0.5271 & 0.300063 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67542&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]0.518069[/C][C]3.9794[/C][C]9.6e-05[/C][/ROW]
[ROW][C]2[/C][C]0.107308[/C][C]0.8242[/C][C]0.20656[/C][/ROW]
[ROW][C]3[/C][C]0.309986[/C][C]2.381[/C][C]0.010255[/C][/ROW]
[ROW][C]4[/C][C]0.079752[/C][C]0.6126[/C][C]0.271252[/C][/ROW]
[ROW][C]5[/C][C]-0.044594[/C][C]-0.3425[/C][C]0.366582[/C][/ROW]
[ROW][C]6[/C][C]-0.016889[/C][C]-0.1297[/C][C]0.448612[/C][/ROW]
[ROW][C]7[/C][C]-0.261181[/C][C]-2.0062[/C][C]0.024715[/C][/ROW]
[ROW][C]8[/C][C]0.156818[/C][C]1.2045[/C][C]0.116595[/C][/ROW]
[ROW][C]9[/C][C]-0.310285[/C][C]-2.3833[/C][C]0.010197[/C][/ROW]
[ROW][C]10[/C][C]-0.032462[/C][C]-0.2493[/C][C]0.401981[/C][/ROW]
[ROW][C]11[/C][C]0.167833[/C][C]1.2891[/C][C]0.101189[/C][/ROW]
[ROW][C]12[/C][C]0.356237[/C][C]2.7363[/C][C]0.004098[/C][/ROW]
[ROW][C]13[/C][C]-0.134162[/C][C]-1.0305[/C][C]0.153487[/C][/ROW]
[ROW][C]14[/C][C]-0.252742[/C][C]-1.9413[/C][C]0.028499[/C][/ROW]
[ROW][C]15[/C][C]-0.0127[/C][C]-0.0976[/C][C]0.46131[/C][/ROW]
[ROW][C]16[/C][C]0.026383[/C][C]0.2026[/C][C]0.420054[/C][/ROW]
[ROW][C]17[/C][C]-0.073298[/C][C]-0.563[/C][C]0.287779[/C][/ROW]
[ROW][C]18[/C][C]0.009357[/C][C]0.0719[/C][C]0.471473[/C][/ROW]
[ROW][C]19[/C][C]0.108051[/C][C]0.83[/C][C]0.204955[/C][/ROW]
[ROW][C]20[/C][C]-0.166273[/C][C]-1.2772[/C][C]0.103273[/C][/ROW]
[ROW][C]21[/C][C]-0.029805[/C][C]-0.2289[/C][C]0.409854[/C][/ROW]
[ROW][C]22[/C][C]0.05124[/C][C]0.3936[/C][C]0.347655[/C][/ROW]
[ROW][C]23[/C][C]-0.036625[/C][C]-0.2813[/C][C]0.389725[/C][/ROW]
[ROW][C]24[/C][C]-0.09061[/C][C]-0.696[/C][C]0.244585[/C][/ROW]
[ROW][C]25[/C][C]0.120824[/C][C]0.9281[/C][C]0.178578[/C][/ROW]
[ROW][C]26[/C][C]-0.076904[/C][C]-0.5907[/C][C]0.278484[/C][/ROW]
[ROW][C]27[/C][C]-0.066333[/C][C]-0.5095[/C][C]0.306147[/C][/ROW]
[ROW][C]28[/C][C]-0.02023[/C][C]-0.1554[/C][C]0.438524[/C][/ROW]
[ROW][C]29[/C][C]0.01268[/C][C]0.0974[/C][C]0.461371[/C][/ROW]
[ROW][C]30[/C][C]-0.114136[/C][C]-0.8767[/C][C]0.192105[/C][/ROW]
[ROW][C]31[/C][C]-0.046742[/C][C]-0.359[/C][C]0.360425[/C][/ROW]
[ROW][C]32[/C][C]-0.10063[/C][C]-0.773[/C][C]0.221318[/C][/ROW]
[ROW][C]33[/C][C]0.034505[/C][C]0.265[/C][C]0.395953[/C][/ROW]
[ROW][C]34[/C][C]-0.0035[/C][C]-0.0269[/C][C]0.489322[/C][/ROW]
[ROW][C]35[/C][C]-0.115492[/C][C]-0.8871[/C][C]0.189311[/C][/ROW]
[ROW][C]36[/C][C]0.080204[/C][C]0.6161[/C][C]0.270112[/C][/ROW]
[ROW][C]37[/C][C]-0.121186[/C][C]-0.9308[/C][C]0.177863[/C][/ROW]
[ROW][C]38[/C][C]0.102255[/C][C]0.7854[/C][C]0.21767[/C][/ROW]
[ROW][C]39[/C][C]-0.031838[/C][C]-0.2446[/C][C]0.403825[/C][/ROW]
[ROW][C]40[/C][C]-0.090764[/C][C]-0.6972[/C][C]0.244218[/C][/ROW]
[ROW][C]41[/C][C]-0.006449[/C][C]-0.0495[/C][C]0.48033[/C][/ROW]
[ROW][C]42[/C][C]0.012055[/C][C]0.0926[/C][C]0.463268[/C][/ROW]
[ROW][C]43[/C][C]0.004282[/C][C]0.0329[/C][C]0.486937[/C][/ROW]
[ROW][C]44[/C][C]-0.022732[/C][C]-0.1746[/C][C]0.430994[/C][/ROW]
[ROW][C]45[/C][C]0.087105[/C][C]0.6691[/C][C]0.253031[/C][/ROW]
[ROW][C]46[/C][C]-0.011299[/C][C]-0.0868[/C][C]0.465567[/C][/ROW]
[ROW][C]47[/C][C]0.021885[/C][C]0.1681[/C][C]0.43354[/C][/ROW]
[ROW][C]48[/C][C]0.029185[/C][C]0.2242[/C][C]0.4117[/C][/ROW]
[ROW][C]49[/C][C]0.008546[/C][C]0.0656[/C][C]0.473942[/C][/ROW]
[ROW][C]50[/C][C]-0.030731[/C][C]-0.236[/C][C]0.407107[/C][/ROW]
[ROW][C]51[/C][C]-0.025435[/C][C]-0.1954[/C][C]0.422888[/C][/ROW]
[ROW][C]52[/C][C]-0.042119[/C][C]-0.3235[/C][C]0.373721[/C][/ROW]
[ROW][C]53[/C][C]-0.114936[/C][C]-0.8828[/C][C]0.190453[/C][/ROW]
[ROW][C]54[/C][C]-0.05279[/C][C]-0.4055[/C][C]0.343293[/C][/ROW]
[ROW][C]55[/C][C]0.028681[/C][C]0.2203[/C][C]0.413198[/C][/ROW]
[ROW][C]56[/C][C]0.076091[/C][C]0.5845[/C][C]0.280567[/C][/ROW]
[ROW][C]57[/C][C]0.020333[/C][C]0.1562[/C][C]0.438212[/C][/ROW]
[ROW][C]58[/C][C]-0.068618[/C][C]-0.5271[/C][C]0.300063[/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=67542&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67542&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	0.518069	3.9794	9.6e-05
2	0.107308	0.8242	0.20656
3	0.309986	2.381	0.010255
4	0.079752	0.6126	0.271252
5	-0.044594	-0.3425	0.366582
6	-0.016889	-0.1297	0.448612
7	-0.261181	-2.0062	0.024715
8	0.156818	1.2045	0.116595
9	-0.310285	-2.3833	0.010197
10	-0.032462	-0.2493	0.401981
11	0.167833	1.2891	0.101189
12	0.356237	2.7363	0.004098
13	-0.134162	-1.0305	0.153487
14	-0.252742	-1.9413	0.028499
15	-0.0127	-0.0976	0.46131
16	0.026383	0.2026	0.420054
17	-0.073298	-0.563	0.287779
18	0.009357	0.0719	0.471473
19	0.108051	0.83	0.204955
20	-0.166273	-1.2772	0.103273
21	-0.029805	-0.2289	0.409854
22	0.05124	0.3936	0.347655
23	-0.036625	-0.2813	0.389725
24	-0.09061	-0.696	0.244585
25	0.120824	0.9281	0.178578
26	-0.076904	-0.5907	0.278484
27	-0.066333	-0.5095	0.306147
28	-0.02023	-0.1554	0.438524
29	0.01268	0.0974	0.461371
30	-0.114136	-0.8767	0.192105
31	-0.046742	-0.359	0.360425
32	-0.10063	-0.773	0.221318
33	0.034505	0.265	0.395953
34	-0.0035	-0.0269	0.489322
35	-0.115492	-0.8871	0.189311
36	0.080204	0.6161	0.270112
37	-0.121186	-0.9308	0.177863
38	0.102255	0.7854	0.21767
39	-0.031838	-0.2446	0.403825
40	-0.090764	-0.6972	0.244218
41	-0.006449	-0.0495	0.48033
42	0.012055	0.0926	0.463268
43	0.004282	0.0329	0.486937
44	-0.022732	-0.1746	0.430994
45	0.087105	0.6691	0.253031
46	-0.011299	-0.0868	0.465567
47	0.021885	0.1681	0.43354
48	0.029185	0.2242	0.4117
49	0.008546	0.0656	0.473942
50	-0.030731	-0.236	0.407107
51	-0.025435	-0.1954	0.422888
52	-0.042119	-0.3235	0.373721
53	-0.114936	-0.8828	0.190453
54	-0.05279	-0.4055	0.343293
55	0.028681	0.2203	0.413198
56	0.076091	0.5845	0.280567
57	0.020333	0.1562	0.438212
58	-0.068618	-0.5271	0.300063
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 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code