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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 17 Aug 2014 19:59:18 +0100

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/2014/Aug/17/t1408301994fmvyow2pxobfaob.htm/, Retrieved Tue, 08 Apr 2025 14:32:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=235633, Retrieved Tue, 08 Apr 2025 14:32:02 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Van Reusel Rapha�l

Estimated Impact

158

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

-     [Harrell-Davis Quantiles] [Tijdreeks 1] [2014-08-17 17:04:09] [01050b0485b0192e33ca8050be87927f]
- RMP     [(Partial) Autocorrelation Function] [Tijdreeks 1] [2014-08-17 18:59:18] [bf566d88435d8cc6ce5d208f6f8dd684] [Current]

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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=235633&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=235633&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=235633&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	-0.014589	-0.1591	0.436911
2	0.026433	0.2883	0.386792
3	0.00109	0.0119	0.495268
4	-0.08756	-0.9552	0.170714
5	0.001822	0.0199	0.492086
6	-0.362919	-3.959	6.4e-05
7	0.033196	0.3621	0.358952
8	-0.126036	-1.3749	0.085874
9	-0.022528	-0.2458	0.403148
10	-0.025962	-0.2832	0.388753
11	0.001279	0.0139	0.494448
12	0.803742	8.7678	0
13	-0.013886	-0.1515	0.439925
14	0.014594	0.1592	0.436891
15	0.034187	0.3729	0.354931
16	-0.055737	-0.608	0.272166
17	-0.021593	-0.2355	0.407094
18	-0.288251	-3.1445	0.001051
19	0.006713	0.0732	0.470875
20	-0.098684	-1.0765	0.141938
21	-0.057471	-0.6269	0.26595
22	-0.044182	-0.482	0.315357
23	0.010878	0.1187	0.452872
24	0.629389	6.8658	0
25	0.01997	0.2178	0.41396
26	-0.007005	-0.0764	0.46961
27	0.054538	0.5949	0.276506
28	-0.028722	-0.3133	0.377291
29	-0.048277	-0.5266	0.299711
30	-0.225805	-2.4632	0.0076
31	-0.030183	-0.3293	0.371271
32	-0.053373	-0.5822	0.280756
33	-0.08366	-0.9126	0.181643
34	-0.038206	-0.4168	0.338795
35	0.030425	0.3319	0.370275
36	0.470002	5.1271	1e-06
37	0.033883	0.3696	0.356163
38	-0.04328	-0.4721	0.318852
39	0.066448	0.7249	0.234981
40	-0.01336	-0.1457	0.442189
41	-0.070206	-0.7659	0.22264
42	-0.172512	-1.8819	0.031147
43	-0.032886	-0.3587	0.36021
44	-0.015116	-0.1649	0.434653
45	-0.123376	-1.3459	0.090451
46	-0.026316	-0.2871	0.387276
47	0.044103	0.4811	0.315661
48	0.337265	3.6791	0.000176
49	0.029264	0.3192	0.375054
50	-0.088817	-0.9689	0.167286
51	0.064141	0.6997	0.242743
52	-0.009414	-0.1027	0.459188
53	-0.086306	-0.9415	0.174181
54	-0.130681	-1.4256	0.078307
55	-0.04584	-0.5001	0.308979
56	-0.011303	-0.1233	0.451038
57	-0.155532	-1.6967	0.046188
58	-0.005022	-0.0548	0.478203
59	0.037207	0.4059	0.342779
60	0.243975	2.6615	0.004428

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.014589 & -0.1591 & 0.436911 \tabularnewline
2 & 0.026433 & 0.2883 & 0.386792 \tabularnewline
3 & 0.00109 & 0.0119 & 0.495268 \tabularnewline
4 & -0.08756 & -0.9552 & 0.170714 \tabularnewline
5 & 0.001822 & 0.0199 & 0.492086 \tabularnewline
6 & -0.362919 & -3.959 & 6.4e-05 \tabularnewline
7 & 0.033196 & 0.3621 & 0.358952 \tabularnewline
8 & -0.126036 & -1.3749 & 0.085874 \tabularnewline
9 & -0.022528 & -0.2458 & 0.403148 \tabularnewline
10 & -0.025962 & -0.2832 & 0.388753 \tabularnewline
11 & 0.001279 & 0.0139 & 0.494448 \tabularnewline
12 & 0.803742 & 8.7678 & 0 \tabularnewline
13 & -0.013886 & -0.1515 & 0.439925 \tabularnewline
14 & 0.014594 & 0.1592 & 0.436891 \tabularnewline
15 & 0.034187 & 0.3729 & 0.354931 \tabularnewline
16 & -0.055737 & -0.608 & 0.272166 \tabularnewline
17 & -0.021593 & -0.2355 & 0.407094 \tabularnewline
18 & -0.288251 & -3.1445 & 0.001051 \tabularnewline
19 & 0.006713 & 0.0732 & 0.470875 \tabularnewline
20 & -0.098684 & -1.0765 & 0.141938 \tabularnewline
21 & -0.057471 & -0.6269 & 0.26595 \tabularnewline
22 & -0.044182 & -0.482 & 0.315357 \tabularnewline
23 & 0.010878 & 0.1187 & 0.452872 \tabularnewline
24 & 0.629389 & 6.8658 & 0 \tabularnewline
25 & 0.01997 & 0.2178 & 0.41396 \tabularnewline
26 & -0.007005 & -0.0764 & 0.46961 \tabularnewline
27 & 0.054538 & 0.5949 & 0.276506 \tabularnewline
28 & -0.028722 & -0.3133 & 0.377291 \tabularnewline
29 & -0.048277 & -0.5266 & 0.299711 \tabularnewline
30 & -0.225805 & -2.4632 & 0.0076 \tabularnewline
31 & -0.030183 & -0.3293 & 0.371271 \tabularnewline
32 & -0.053373 & -0.5822 & 0.280756 \tabularnewline
33 & -0.08366 & -0.9126 & 0.181643 \tabularnewline
34 & -0.038206 & -0.4168 & 0.338795 \tabularnewline
35 & 0.030425 & 0.3319 & 0.370275 \tabularnewline
36 & 0.470002 & 5.1271 & 1e-06 \tabularnewline
37 & 0.033883 & 0.3696 & 0.356163 \tabularnewline
38 & -0.04328 & -0.4721 & 0.318852 \tabularnewline
39 & 0.066448 & 0.7249 & 0.234981 \tabularnewline
40 & -0.01336 & -0.1457 & 0.442189 \tabularnewline
41 & -0.070206 & -0.7659 & 0.22264 \tabularnewline
42 & -0.172512 & -1.8819 & 0.031147 \tabularnewline
43 & -0.032886 & -0.3587 & 0.36021 \tabularnewline
44 & -0.015116 & -0.1649 & 0.434653 \tabularnewline
45 & -0.123376 & -1.3459 & 0.090451 \tabularnewline
46 & -0.026316 & -0.2871 & 0.387276 \tabularnewline
47 & 0.044103 & 0.4811 & 0.315661 \tabularnewline
48 & 0.337265 & 3.6791 & 0.000176 \tabularnewline
49 & 0.029264 & 0.3192 & 0.375054 \tabularnewline
50 & -0.088817 & -0.9689 & 0.167286 \tabularnewline
51 & 0.064141 & 0.6997 & 0.242743 \tabularnewline
52 & -0.009414 & -0.1027 & 0.459188 \tabularnewline
53 & -0.086306 & -0.9415 & 0.174181 \tabularnewline
54 & -0.130681 & -1.4256 & 0.078307 \tabularnewline
55 & -0.04584 & -0.5001 & 0.308979 \tabularnewline
56 & -0.011303 & -0.1233 & 0.451038 \tabularnewline
57 & -0.155532 & -1.6967 & 0.046188 \tabularnewline
58 & -0.005022 & -0.0548 & 0.478203 \tabularnewline
59 & 0.037207 & 0.4059 & 0.342779 \tabularnewline
60 & 0.243975 & 2.6615 & 0.004428 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=235633&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]-0.014589[/C][C]-0.1591[/C][C]0.436911[/C][/ROW]
[ROW][C]2[/C][C]0.026433[/C][C]0.2883[/C][C]0.386792[/C][/ROW]
[ROW][C]3[/C][C]0.00109[/C][C]0.0119[/C][C]0.495268[/C][/ROW]
[ROW][C]4[/C][C]-0.08756[/C][C]-0.9552[/C][C]0.170714[/C][/ROW]
[ROW][C]5[/C][C]0.001822[/C][C]0.0199[/C][C]0.492086[/C][/ROW]
[ROW][C]6[/C][C]-0.362919[/C][C]-3.959[/C][C]6.4e-05[/C][/ROW]
[ROW][C]7[/C][C]0.033196[/C][C]0.3621[/C][C]0.358952[/C][/ROW]
[ROW][C]8[/C][C]-0.126036[/C][C]-1.3749[/C][C]0.085874[/C][/ROW]
[ROW][C]9[/C][C]-0.022528[/C][C]-0.2458[/C][C]0.403148[/C][/ROW]
[ROW][C]10[/C][C]-0.025962[/C][C]-0.2832[/C][C]0.388753[/C][/ROW]
[ROW][C]11[/C][C]0.001279[/C][C]0.0139[/C][C]0.494448[/C][/ROW]
[ROW][C]12[/C][C]0.803742[/C][C]8.7678[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.013886[/C][C]-0.1515[/C][C]0.439925[/C][/ROW]
[ROW][C]14[/C][C]0.014594[/C][C]0.1592[/C][C]0.436891[/C][/ROW]
[ROW][C]15[/C][C]0.034187[/C][C]0.3729[/C][C]0.354931[/C][/ROW]
[ROW][C]16[/C][C]-0.055737[/C][C]-0.608[/C][C]0.272166[/C][/ROW]
[ROW][C]17[/C][C]-0.021593[/C][C]-0.2355[/C][C]0.407094[/C][/ROW]
[ROW][C]18[/C][C]-0.288251[/C][C]-3.1445[/C][C]0.001051[/C][/ROW]
[ROW][C]19[/C][C]0.006713[/C][C]0.0732[/C][C]0.470875[/C][/ROW]
[ROW][C]20[/C][C]-0.098684[/C][C]-1.0765[/C][C]0.141938[/C][/ROW]
[ROW][C]21[/C][C]-0.057471[/C][C]-0.6269[/C][C]0.26595[/C][/ROW]
[ROW][C]22[/C][C]-0.044182[/C][C]-0.482[/C][C]0.315357[/C][/ROW]
[ROW][C]23[/C][C]0.010878[/C][C]0.1187[/C][C]0.452872[/C][/ROW]
[ROW][C]24[/C][C]0.629389[/C][C]6.8658[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.01997[/C][C]0.2178[/C][C]0.41396[/C][/ROW]
[ROW][C]26[/C][C]-0.007005[/C][C]-0.0764[/C][C]0.46961[/C][/ROW]
[ROW][C]27[/C][C]0.054538[/C][C]0.5949[/C][C]0.276506[/C][/ROW]
[ROW][C]28[/C][C]-0.028722[/C][C]-0.3133[/C][C]0.377291[/C][/ROW]
[ROW][C]29[/C][C]-0.048277[/C][C]-0.5266[/C][C]0.299711[/C][/ROW]
[ROW][C]30[/C][C]-0.225805[/C][C]-2.4632[/C][C]0.0076[/C][/ROW]
[ROW][C]31[/C][C]-0.030183[/C][C]-0.3293[/C][C]0.371271[/C][/ROW]
[ROW][C]32[/C][C]-0.053373[/C][C]-0.5822[/C][C]0.280756[/C][/ROW]
[ROW][C]33[/C][C]-0.08366[/C][C]-0.9126[/C][C]0.181643[/C][/ROW]
[ROW][C]34[/C][C]-0.038206[/C][C]-0.4168[/C][C]0.338795[/C][/ROW]
[ROW][C]35[/C][C]0.030425[/C][C]0.3319[/C][C]0.370275[/C][/ROW]
[ROW][C]36[/C][C]0.470002[/C][C]5.1271[/C][C]1e-06[/C][/ROW]
[ROW][C]37[/C][C]0.033883[/C][C]0.3696[/C][C]0.356163[/C][/ROW]
[ROW][C]38[/C][C]-0.04328[/C][C]-0.4721[/C][C]0.318852[/C][/ROW]
[ROW][C]39[/C][C]0.066448[/C][C]0.7249[/C][C]0.234981[/C][/ROW]
[ROW][C]40[/C][C]-0.01336[/C][C]-0.1457[/C][C]0.442189[/C][/ROW]
[ROW][C]41[/C][C]-0.070206[/C][C]-0.7659[/C][C]0.22264[/C][/ROW]
[ROW][C]42[/C][C]-0.172512[/C][C]-1.8819[/C][C]0.031147[/C][/ROW]
[ROW][C]43[/C][C]-0.032886[/C][C]-0.3587[/C][C]0.36021[/C][/ROW]
[ROW][C]44[/C][C]-0.015116[/C][C]-0.1649[/C][C]0.434653[/C][/ROW]
[ROW][C]45[/C][C]-0.123376[/C][C]-1.3459[/C][C]0.090451[/C][/ROW]
[ROW][C]46[/C][C]-0.026316[/C][C]-0.2871[/C][C]0.387276[/C][/ROW]
[ROW][C]47[/C][C]0.044103[/C][C]0.4811[/C][C]0.315661[/C][/ROW]
[ROW][C]48[/C][C]0.337265[/C][C]3.6791[/C][C]0.000176[/C][/ROW]
[ROW][C]49[/C][C]0.029264[/C][C]0.3192[/C][C]0.375054[/C][/ROW]
[ROW][C]50[/C][C]-0.088817[/C][C]-0.9689[/C][C]0.167286[/C][/ROW]
[ROW][C]51[/C][C]0.064141[/C][C]0.6997[/C][C]0.242743[/C][/ROW]
[ROW][C]52[/C][C]-0.009414[/C][C]-0.1027[/C][C]0.459188[/C][/ROW]
[ROW][C]53[/C][C]-0.086306[/C][C]-0.9415[/C][C]0.174181[/C][/ROW]
[ROW][C]54[/C][C]-0.130681[/C][C]-1.4256[/C][C]0.078307[/C][/ROW]
[ROW][C]55[/C][C]-0.04584[/C][C]-0.5001[/C][C]0.308979[/C][/ROW]
[ROW][C]56[/C][C]-0.011303[/C][C]-0.1233[/C][C]0.451038[/C][/ROW]
[ROW][C]57[/C][C]-0.155532[/C][C]-1.6967[/C][C]0.046188[/C][/ROW]
[ROW][C]58[/C][C]-0.005022[/C][C]-0.0548[/C][C]0.478203[/C][/ROW]
[ROW][C]59[/C][C]0.037207[/C][C]0.4059[/C][C]0.342779[/C][/ROW]
[ROW][C]60[/C][C]0.243975[/C][C]2.6615[/C][C]0.004428[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=235633&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=235633&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	-0.014589	-0.1591	0.436911
2	0.026433	0.2883	0.386792
3	0.00109	0.0119	0.495268
4	-0.08756	-0.9552	0.170714
5	0.001822	0.0199	0.492086
6	-0.362919	-3.959	6.4e-05
7	0.033196	0.3621	0.358952
8	-0.126036	-1.3749	0.085874
9	-0.022528	-0.2458	0.403148
10	-0.025962	-0.2832	0.388753
11	0.001279	0.0139	0.494448
12	0.803742	8.7678	0
13	-0.013886	-0.1515	0.439925
14	0.014594	0.1592	0.436891
15	0.034187	0.3729	0.354931
16	-0.055737	-0.608	0.272166
17	-0.021593	-0.2355	0.407094
18	-0.288251	-3.1445	0.001051
19	0.006713	0.0732	0.470875
20	-0.098684	-1.0765	0.141938
21	-0.057471	-0.6269	0.26595
22	-0.044182	-0.482	0.315357
23	0.010878	0.1187	0.452872
24	0.629389	6.8658	0
25	0.01997	0.2178	0.41396
26	-0.007005	-0.0764	0.46961
27	0.054538	0.5949	0.276506
28	-0.028722	-0.3133	0.377291
29	-0.048277	-0.5266	0.299711
30	-0.225805	-2.4632	0.0076
31	-0.030183	-0.3293	0.371271
32	-0.053373	-0.5822	0.280756
33	-0.08366	-0.9126	0.181643
34	-0.038206	-0.4168	0.338795
35	0.030425	0.3319	0.370275
36	0.470002	5.1271	1e-06
37	0.033883	0.3696	0.356163
38	-0.04328	-0.4721	0.318852
39	0.066448	0.7249	0.234981
40	-0.01336	-0.1457	0.442189
41	-0.070206	-0.7659	0.22264
42	-0.172512	-1.8819	0.031147
43	-0.032886	-0.3587	0.36021
44	-0.015116	-0.1649	0.434653
45	-0.123376	-1.3459	0.090451
46	-0.026316	-0.2871	0.387276
47	0.044103	0.4811	0.315661
48	0.337265	3.6791	0.000176
49	0.029264	0.3192	0.375054
50	-0.088817	-0.9689	0.167286
51	0.064141	0.6997	0.242743
52	-0.009414	-0.1027	0.459188
53	-0.086306	-0.9415	0.174181
54	-0.130681	-1.4256	0.078307
55	-0.04584	-0.5001	0.308979
56	-0.011303	-0.1233	0.451038
57	-0.155532	-1.6967	0.046188
58	-0.005022	-0.0548	0.478203
59	0.037207	0.4059	0.342779
60	0.243975	2.6615	0.004428

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.014589	-0.1591	0.436911
2	0.026225	0.2861	0.387655
3	0.00185	0.0202	0.491968
4	-0.088291	-0.9631	0.168714
5	-0.000753	-0.0082	0.49673
6	-0.361209	-3.9403	6.9e-05
7	0.026692	0.2912	0.385711
8	-0.143877	-1.5695	0.059591
9	-0.026985	-0.2944	0.384495
10	-0.110731	-1.2079	0.114734
11	0.002469	0.0269	0.48928
12	0.769799	8.3975	0
13	0.039133	0.4269	0.335115
14	-0.157391	-1.7169	0.044297
15	0.036001	0.3927	0.347611
16	0.010408	0.1135	0.454899
17	-0.012328	-0.1345	0.446623
18	0.150693	1.6439	0.051421
19	-0.131019	-1.4292	0.077776
20	0.07777	0.8484	0.198967
21	0.004185	0.0456	0.481833
22	-0.009584	-0.1045	0.458457
23	0.016174	0.1764	0.430123
24	-0.031437	-0.3429	0.366126
25	0.057335	0.6254	0.266437
26	0.027046	0.295	0.384238
27	-0.07805	-0.8514	0.198121
28	0.047889	0.5224	0.301178
29	-0.047251	-0.5154	0.303599
30	-0.011927	-0.1301	0.448351
31	-0.014199	-0.1549	0.438584
32	0.032559	0.3552	0.361541
33	0.006355	0.0693	0.472426
34	0.05014	0.547	0.292716
35	0.011796	0.1287	0.448916
36	-0.065659	-0.7163	0.237619
37	-0.057494	-0.6272	0.265869
38	-0.020439	-0.223	0.411971
39	-0.01708	-0.1863	0.426256
40	0.021868	0.2385	0.405934
41	-0.029119	-0.3177	0.375653
42	-0.007458	-0.0814	0.467648
43	0.065483	0.7143	0.23821
44	-0.001578	-0.0172	0.493146
45	-0.098592	-1.0755	0.142162
46	0.010125	0.1104	0.456119
47	0.005235	0.0571	0.477276
48	-0.02491	-0.2717	0.393147
49	-0.029872	-0.3259	0.372551
50	-0.110039	-1.2004	0.116188
51	-0.036567	-0.3989	0.345341
52	0.027963	0.305	0.380433
53	-0.033949	-0.3703	0.355893
54	-0.006466	-0.0705	0.471943
55	-0.069894	-0.7625	0.223647
56	-0.086084	-0.9391	0.174801
57	-0.018061	-0.197	0.422073
58	-0.001077	-0.0118	0.495322
59	-0.085227	-0.9297	0.177201
60	-0.001383	-0.0151	0.493993

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.014589 & -0.1591 & 0.436911 \tabularnewline
2 & 0.026225 & 0.2861 & 0.387655 \tabularnewline
3 & 0.00185 & 0.0202 & 0.491968 \tabularnewline
4 & -0.088291 & -0.9631 & 0.168714 \tabularnewline
5 & -0.000753 & -0.0082 & 0.49673 \tabularnewline
6 & -0.361209 & -3.9403 & 6.9e-05 \tabularnewline
7 & 0.026692 & 0.2912 & 0.385711 \tabularnewline
8 & -0.143877 & -1.5695 & 0.059591 \tabularnewline
9 & -0.026985 & -0.2944 & 0.384495 \tabularnewline
10 & -0.110731 & -1.2079 & 0.114734 \tabularnewline
11 & 0.002469 & 0.0269 & 0.48928 \tabularnewline
12 & 0.769799 & 8.3975 & 0 \tabularnewline
13 & 0.039133 & 0.4269 & 0.335115 \tabularnewline
14 & -0.157391 & -1.7169 & 0.044297 \tabularnewline
15 & 0.036001 & 0.3927 & 0.347611 \tabularnewline
16 & 0.010408 & 0.1135 & 0.454899 \tabularnewline
17 & -0.012328 & -0.1345 & 0.446623 \tabularnewline
18 & 0.150693 & 1.6439 & 0.051421 \tabularnewline
19 & -0.131019 & -1.4292 & 0.077776 \tabularnewline
20 & 0.07777 & 0.8484 & 0.198967 \tabularnewline
21 & 0.004185 & 0.0456 & 0.481833 \tabularnewline
22 & -0.009584 & -0.1045 & 0.458457 \tabularnewline
23 & 0.016174 & 0.1764 & 0.430123 \tabularnewline
24 & -0.031437 & -0.3429 & 0.366126 \tabularnewline
25 & 0.057335 & 0.6254 & 0.266437 \tabularnewline
26 & 0.027046 & 0.295 & 0.384238 \tabularnewline
27 & -0.07805 & -0.8514 & 0.198121 \tabularnewline
28 & 0.047889 & 0.5224 & 0.301178 \tabularnewline
29 & -0.047251 & -0.5154 & 0.303599 \tabularnewline
30 & -0.011927 & -0.1301 & 0.448351 \tabularnewline
31 & -0.014199 & -0.1549 & 0.438584 \tabularnewline
32 & 0.032559 & 0.3552 & 0.361541 \tabularnewline
33 & 0.006355 & 0.0693 & 0.472426 \tabularnewline
34 & 0.05014 & 0.547 & 0.292716 \tabularnewline
35 & 0.011796 & 0.1287 & 0.448916 \tabularnewline
36 & -0.065659 & -0.7163 & 0.237619 \tabularnewline
37 & -0.057494 & -0.6272 & 0.265869 \tabularnewline
38 & -0.020439 & -0.223 & 0.411971 \tabularnewline
39 & -0.01708 & -0.1863 & 0.426256 \tabularnewline
40 & 0.021868 & 0.2385 & 0.405934 \tabularnewline
41 & -0.029119 & -0.3177 & 0.375653 \tabularnewline
42 & -0.007458 & -0.0814 & 0.467648 \tabularnewline
43 & 0.065483 & 0.7143 & 0.23821 \tabularnewline
44 & -0.001578 & -0.0172 & 0.493146 \tabularnewline
45 & -0.098592 & -1.0755 & 0.142162 \tabularnewline
46 & 0.010125 & 0.1104 & 0.456119 \tabularnewline
47 & 0.005235 & 0.0571 & 0.477276 \tabularnewline
48 & -0.02491 & -0.2717 & 0.393147 \tabularnewline
49 & -0.029872 & -0.3259 & 0.372551 \tabularnewline
50 & -0.110039 & -1.2004 & 0.116188 \tabularnewline
51 & -0.036567 & -0.3989 & 0.345341 \tabularnewline
52 & 0.027963 & 0.305 & 0.380433 \tabularnewline
53 & -0.033949 & -0.3703 & 0.355893 \tabularnewline
54 & -0.006466 & -0.0705 & 0.471943 \tabularnewline
55 & -0.069894 & -0.7625 & 0.223647 \tabularnewline
56 & -0.086084 & -0.9391 & 0.174801 \tabularnewline
57 & -0.018061 & -0.197 & 0.422073 \tabularnewline
58 & -0.001077 & -0.0118 & 0.495322 \tabularnewline
59 & -0.085227 & -0.9297 & 0.177201 \tabularnewline
60 & -0.001383 & -0.0151 & 0.493993 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=235633&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]-0.014589[/C][C]-0.1591[/C][C]0.436911[/C][/ROW]
[ROW][C]2[/C][C]0.026225[/C][C]0.2861[/C][C]0.387655[/C][/ROW]
[ROW][C]3[/C][C]0.00185[/C][C]0.0202[/C][C]0.491968[/C][/ROW]
[ROW][C]4[/C][C]-0.088291[/C][C]-0.9631[/C][C]0.168714[/C][/ROW]
[ROW][C]5[/C][C]-0.000753[/C][C]-0.0082[/C][C]0.49673[/C][/ROW]
[ROW][C]6[/C][C]-0.361209[/C][C]-3.9403[/C][C]6.9e-05[/C][/ROW]
[ROW][C]7[/C][C]0.026692[/C][C]0.2912[/C][C]0.385711[/C][/ROW]
[ROW][C]8[/C][C]-0.143877[/C][C]-1.5695[/C][C]0.059591[/C][/ROW]
[ROW][C]9[/C][C]-0.026985[/C][C]-0.2944[/C][C]0.384495[/C][/ROW]
[ROW][C]10[/C][C]-0.110731[/C][C]-1.2079[/C][C]0.114734[/C][/ROW]
[ROW][C]11[/C][C]0.002469[/C][C]0.0269[/C][C]0.48928[/C][/ROW]
[ROW][C]12[/C][C]0.769799[/C][C]8.3975[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.039133[/C][C]0.4269[/C][C]0.335115[/C][/ROW]
[ROW][C]14[/C][C]-0.157391[/C][C]-1.7169[/C][C]0.044297[/C][/ROW]
[ROW][C]15[/C][C]0.036001[/C][C]0.3927[/C][C]0.347611[/C][/ROW]
[ROW][C]16[/C][C]0.010408[/C][C]0.1135[/C][C]0.454899[/C][/ROW]
[ROW][C]17[/C][C]-0.012328[/C][C]-0.1345[/C][C]0.446623[/C][/ROW]
[ROW][C]18[/C][C]0.150693[/C][C]1.6439[/C][C]0.051421[/C][/ROW]
[ROW][C]19[/C][C]-0.131019[/C][C]-1.4292[/C][C]0.077776[/C][/ROW]
[ROW][C]20[/C][C]0.07777[/C][C]0.8484[/C][C]0.198967[/C][/ROW]
[ROW][C]21[/C][C]0.004185[/C][C]0.0456[/C][C]0.481833[/C][/ROW]
[ROW][C]22[/C][C]-0.009584[/C][C]-0.1045[/C][C]0.458457[/C][/ROW]
[ROW][C]23[/C][C]0.016174[/C][C]0.1764[/C][C]0.430123[/C][/ROW]
[ROW][C]24[/C][C]-0.031437[/C][C]-0.3429[/C][C]0.366126[/C][/ROW]
[ROW][C]25[/C][C]0.057335[/C][C]0.6254[/C][C]0.266437[/C][/ROW]
[ROW][C]26[/C][C]0.027046[/C][C]0.295[/C][C]0.384238[/C][/ROW]
[ROW][C]27[/C][C]-0.07805[/C][C]-0.8514[/C][C]0.198121[/C][/ROW]
[ROW][C]28[/C][C]0.047889[/C][C]0.5224[/C][C]0.301178[/C][/ROW]
[ROW][C]29[/C][C]-0.047251[/C][C]-0.5154[/C][C]0.303599[/C][/ROW]
[ROW][C]30[/C][C]-0.011927[/C][C]-0.1301[/C][C]0.448351[/C][/ROW]
[ROW][C]31[/C][C]-0.014199[/C][C]-0.1549[/C][C]0.438584[/C][/ROW]
[ROW][C]32[/C][C]0.032559[/C][C]0.3552[/C][C]0.361541[/C][/ROW]
[ROW][C]33[/C][C]0.006355[/C][C]0.0693[/C][C]0.472426[/C][/ROW]
[ROW][C]34[/C][C]0.05014[/C][C]0.547[/C][C]0.292716[/C][/ROW]
[ROW][C]35[/C][C]0.011796[/C][C]0.1287[/C][C]0.448916[/C][/ROW]
[ROW][C]36[/C][C]-0.065659[/C][C]-0.7163[/C][C]0.237619[/C][/ROW]
[ROW][C]37[/C][C]-0.057494[/C][C]-0.6272[/C][C]0.265869[/C][/ROW]
[ROW][C]38[/C][C]-0.020439[/C][C]-0.223[/C][C]0.411971[/C][/ROW]
[ROW][C]39[/C][C]-0.01708[/C][C]-0.1863[/C][C]0.426256[/C][/ROW]
[ROW][C]40[/C][C]0.021868[/C][C]0.2385[/C][C]0.405934[/C][/ROW]
[ROW][C]41[/C][C]-0.029119[/C][C]-0.3177[/C][C]0.375653[/C][/ROW]
[ROW][C]42[/C][C]-0.007458[/C][C]-0.0814[/C][C]0.467648[/C][/ROW]
[ROW][C]43[/C][C]0.065483[/C][C]0.7143[/C][C]0.23821[/C][/ROW]
[ROW][C]44[/C][C]-0.001578[/C][C]-0.0172[/C][C]0.493146[/C][/ROW]
[ROW][C]45[/C][C]-0.098592[/C][C]-1.0755[/C][C]0.142162[/C][/ROW]
[ROW][C]46[/C][C]0.010125[/C][C]0.1104[/C][C]0.456119[/C][/ROW]
[ROW][C]47[/C][C]0.005235[/C][C]0.0571[/C][C]0.477276[/C][/ROW]
[ROW][C]48[/C][C]-0.02491[/C][C]-0.2717[/C][C]0.393147[/C][/ROW]
[ROW][C]49[/C][C]-0.029872[/C][C]-0.3259[/C][C]0.372551[/C][/ROW]
[ROW][C]50[/C][C]-0.110039[/C][C]-1.2004[/C][C]0.116188[/C][/ROW]
[ROW][C]51[/C][C]-0.036567[/C][C]-0.3989[/C][C]0.345341[/C][/ROW]
[ROW][C]52[/C][C]0.027963[/C][C]0.305[/C][C]0.380433[/C][/ROW]
[ROW][C]53[/C][C]-0.033949[/C][C]-0.3703[/C][C]0.355893[/C][/ROW]
[ROW][C]54[/C][C]-0.006466[/C][C]-0.0705[/C][C]0.471943[/C][/ROW]
[ROW][C]55[/C][C]-0.069894[/C][C]-0.7625[/C][C]0.223647[/C][/ROW]
[ROW][C]56[/C][C]-0.086084[/C][C]-0.9391[/C][C]0.174801[/C][/ROW]
[ROW][C]57[/C][C]-0.018061[/C][C]-0.197[/C][C]0.422073[/C][/ROW]
[ROW][C]58[/C][C]-0.001077[/C][C]-0.0118[/C][C]0.495322[/C][/ROW]
[ROW][C]59[/C][C]-0.085227[/C][C]-0.9297[/C][C]0.177201[/C][/ROW]
[ROW][C]60[/C][C]-0.001383[/C][C]-0.0151[/C][C]0.493993[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=235633&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=235633&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	-0.014589	-0.1591	0.436911
2	0.026225	0.2861	0.387655
3	0.00185	0.0202	0.491968
4	-0.088291	-0.9631	0.168714
5	-0.000753	-0.0082	0.49673
6	-0.361209	-3.9403	6.9e-05
7	0.026692	0.2912	0.385711
8	-0.143877	-1.5695	0.059591
9	-0.026985	-0.2944	0.384495
10	-0.110731	-1.2079	0.114734
11	0.002469	0.0269	0.48928
12	0.769799	8.3975	0
13	0.039133	0.4269	0.335115
14	-0.157391	-1.7169	0.044297
15	0.036001	0.3927	0.347611
16	0.010408	0.1135	0.454899
17	-0.012328	-0.1345	0.446623
18	0.150693	1.6439	0.051421
19	-0.131019	-1.4292	0.077776
20	0.07777	0.8484	0.198967
21	0.004185	0.0456	0.481833
22	-0.009584	-0.1045	0.458457
23	0.016174	0.1764	0.430123
24	-0.031437	-0.3429	0.366126
25	0.057335	0.6254	0.266437
26	0.027046	0.295	0.384238
27	-0.07805	-0.8514	0.198121
28	0.047889	0.5224	0.301178
29	-0.047251	-0.5154	0.303599
30	-0.011927	-0.1301	0.448351
31	-0.014199	-0.1549	0.438584
32	0.032559	0.3552	0.361541
33	0.006355	0.0693	0.472426
34	0.05014	0.547	0.292716
35	0.011796	0.1287	0.448916
36	-0.065659	-0.7163	0.237619
37	-0.057494	-0.6272	0.265869
38	-0.020439	-0.223	0.411971
39	-0.01708	-0.1863	0.426256
40	0.021868	0.2385	0.405934
41	-0.029119	-0.3177	0.375653
42	-0.007458	-0.0814	0.467648
43	0.065483	0.7143	0.23821
44	-0.001578	-0.0172	0.493146
45	-0.098592	-1.0755	0.142162
46	0.010125	0.1104	0.456119
47	0.005235	0.0571	0.477276
48	-0.02491	-0.2717	0.393147
49	-0.029872	-0.3259	0.372551
50	-0.110039	-1.2004	0.116188
51	-0.036567	-0.3989	0.345341
52	0.027963	0.305	0.380433
53	-0.033949	-0.3703	0.355893
54	-0.006466	-0.0705	0.471943
55	-0.069894	-0.7625	0.223647
56	-0.086084	-0.9391	0.174801
57	-0.018061	-0.197	0.422073
58	-0.001077	-0.0118	0.495322
59	-0.085227	-0.9297	0.177201
60	-0.001383	-0.0151	0.493993

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 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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

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

par8 <- ''
par7 <- '0.95'
par6 <- 'White Noise'
par5 <- '12'
par4 <- '0'
par3 <- '0'
par2 <- '1'
par1 <- '60'
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