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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 14 Dec 2008 03:02:10 -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/14/t1229248973600iej4n2iuloh5.htm/, Retrieved Sun, 10 Nov 2024 19:40:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33258, Retrieved Sun, 10 Nov 2024 19:40:51 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

250

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

F     [Univariate Data Series] [Import uit Amerika] [2008-10-13 18:55:55] [b943bd7078334192ff8343563ee31113]
- RMPD  [Histogram] [Paper Analyse (1)] [2008-12-13 13:37:46] [b943bd7078334192ff8343563ee31113]
- RMP     [Tukey lambda PPCC Plot] [Paper Analyse (2)] [2008-12-13 14:19:33] [b943bd7078334192ff8343563ee31113]
- RM        [Central Tendency] [Paper Analyse (3)] [2008-12-13 14:48:04] [b943bd7078334192ff8343563ee31113]
- RMP         [Mean Plot] [Paper Analyse (4)] [2008-12-13 16:59:19] [b943bd7078334192ff8343563ee31113]
- RMPD          [Pearson Correlation] [Paper Analyse (5)] [2008-12-13 17:21:52] [b943bd7078334192ff8343563ee31113]
-    D            [Pearson Correlation] [Paper Analyse (6)] [2008-12-13 17:43:27] [b943bd7078334192ff8343563ee31113]
- RM D              [Partial Correlation] [Paper Analyse (7)] [2008-12-13 19:17:34] [b943bd7078334192ff8343563ee31113]
- RMPD                [Standard Deviation-Mean Plot] [Paper Analyse (8)] [2008-12-13 20:10:46] [b943bd7078334192ff8343563ee31113]
- RM                    [Variance Reduction Matrix] [Paper Analyse (9)] [2008-12-13 20:12:45] [b943bd7078334192ff8343563ee31113]
- RMP                     [(Partial) Autocorrelation Function] [Paper Analyse (10)] [2008-12-14 09:58:13] [b943bd7078334192ff8343563ee31113]
-   P                       [(Partial) Autocorrelation Function] [Paper Analyse (11)] [2008-12-14 09:59:43] [b943bd7078334192ff8343563ee31113]
-   P                           [(Partial) Autocorrelation Function] [Paper Analyse (12)] [2008-12-14 10:02:10] [620b6ad5c4696049e39cb73ce029682c] [Current]
- RMP                             [ARIMA Backward Selection] [Paper Analyse (13)] [2008-12-14 10:33:42] [b943bd7078334192ff8343563ee31113] 

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Dataseries X:

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Histogram

Boxplots

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33258&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]2 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=33258&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33258&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.493897	-4.5266	1e-05
2	0.031986	0.2932	0.385062
3	0.203134	1.8618	0.033068
4	-0.229968	-2.1077	0.019019
5	0.159985	1.4663	0.073153
6	-0.13555	-1.2423	0.108785
7	0.084665	0.776	0.219974
8	-0.033556	-0.3075	0.379595
9	0.004496	0.0412	0.483615
10	-0.116912	-1.0715	0.143504
11	0.234916	2.153	0.017091
12	-0.278561	-2.5531	0.006243
13	0.001966	0.018	0.492835
14	0.153833	1.4099	0.081131
15	-0.08422	-0.7719	0.221173
16	0.067685	0.6203	0.268356
17	-0.204485	-1.8741	0.032194
18	0.29112	2.6682	0.004575
19	-0.191339	-1.7537	0.041569
20	0.016808	0.154	0.438971
21	0.138761	1.2718	0.103483
22	-0.163126	-1.4951	0.069321
23	0.176761	1.62	0.054486
24	-0.119528	-1.0955	0.138216
25	0.026908	0.2466	0.402902
26	0.106971	0.9804	0.164851
27	-0.1633	-1.4967	0.069114
28	0.036529	0.3348	0.369308
29	0.127291	1.1666	0.123329
30	-0.189616	-1.7379	0.04295
31	0.026883	0.2464	0.402991
32	0.102033	0.9352	0.176195
33	-0.078344	-0.718	0.237364
34	0.001645	0.0151	0.494002
35	0.007179	0.0658	0.473848
36	0.024903	0.2282	0.410009
37	0.011112	0.1018	0.459562
38	-0.031395	-0.2877	0.387126
39	-0.011848	-0.1086	0.456894
40	0.038662	0.3543	0.361986
41	-0.056541	-0.5182	0.302838
42	0.016534	0.1515	0.439956
43	0.035866	0.3287	0.371593
44	0.02134	0.1956	0.422702
45	-0.12569	-1.152	0.1263
46	0.146056	1.3386	0.092153
47	-0.034818	-0.3191	0.375216
48	-0.177727	-1.6289	0.05354
49	0.181338	1.662	0.050121
50	-0.141094	-1.2931	0.099753
51	0.087933	0.8059	0.211282
52	-0.00411	-0.0377	0.48502
53	-0.044216	-0.4052	0.343165
54	0.054837	0.5026	0.308284
55	-0.034778	-0.3188	0.375354
56	0.031494	0.2886	0.386782
57	-0.015334	-0.1405	0.444286
58	0.063456	0.5816	0.281203
59	-0.117433	-1.0763	0.14244
60	0.135794	1.2446	0.108375

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.493897 & -4.5266 & 1e-05 \tabularnewline
2 & 0.031986 & 0.2932 & 0.385062 \tabularnewline
3 & 0.203134 & 1.8618 & 0.033068 \tabularnewline
4 & -0.229968 & -2.1077 & 0.019019 \tabularnewline
5 & 0.159985 & 1.4663 & 0.073153 \tabularnewline
6 & -0.13555 & -1.2423 & 0.108785 \tabularnewline
7 & 0.084665 & 0.776 & 0.219974 \tabularnewline
8 & -0.033556 & -0.3075 & 0.379595 \tabularnewline
9 & 0.004496 & 0.0412 & 0.483615 \tabularnewline
10 & -0.116912 & -1.0715 & 0.143504 \tabularnewline
11 & 0.234916 & 2.153 & 0.017091 \tabularnewline
12 & -0.278561 & -2.5531 & 0.006243 \tabularnewline
13 & 0.001966 & 0.018 & 0.492835 \tabularnewline
14 & 0.153833 & 1.4099 & 0.081131 \tabularnewline
15 & -0.08422 & -0.7719 & 0.221173 \tabularnewline
16 & 0.067685 & 0.6203 & 0.268356 \tabularnewline
17 & -0.204485 & -1.8741 & 0.032194 \tabularnewline
18 & 0.29112 & 2.6682 & 0.004575 \tabularnewline
19 & -0.191339 & -1.7537 & 0.041569 \tabularnewline
20 & 0.016808 & 0.154 & 0.438971 \tabularnewline
21 & 0.138761 & 1.2718 & 0.103483 \tabularnewline
22 & -0.163126 & -1.4951 & 0.069321 \tabularnewline
23 & 0.176761 & 1.62 & 0.054486 \tabularnewline
24 & -0.119528 & -1.0955 & 0.138216 \tabularnewline
25 & 0.026908 & 0.2466 & 0.402902 \tabularnewline
26 & 0.106971 & 0.9804 & 0.164851 \tabularnewline
27 & -0.1633 & -1.4967 & 0.069114 \tabularnewline
28 & 0.036529 & 0.3348 & 0.369308 \tabularnewline
29 & 0.127291 & 1.1666 & 0.123329 \tabularnewline
30 & -0.189616 & -1.7379 & 0.04295 \tabularnewline
31 & 0.026883 & 0.2464 & 0.402991 \tabularnewline
32 & 0.102033 & 0.9352 & 0.176195 \tabularnewline
33 & -0.078344 & -0.718 & 0.237364 \tabularnewline
34 & 0.001645 & 0.0151 & 0.494002 \tabularnewline
35 & 0.007179 & 0.0658 & 0.473848 \tabularnewline
36 & 0.024903 & 0.2282 & 0.410009 \tabularnewline
37 & 0.011112 & 0.1018 & 0.459562 \tabularnewline
38 & -0.031395 & -0.2877 & 0.387126 \tabularnewline
39 & -0.011848 & -0.1086 & 0.456894 \tabularnewline
40 & 0.038662 & 0.3543 & 0.361986 \tabularnewline
41 & -0.056541 & -0.5182 & 0.302838 \tabularnewline
42 & 0.016534 & 0.1515 & 0.439956 \tabularnewline
43 & 0.035866 & 0.3287 & 0.371593 \tabularnewline
44 & 0.02134 & 0.1956 & 0.422702 \tabularnewline
45 & -0.12569 & -1.152 & 0.1263 \tabularnewline
46 & 0.146056 & 1.3386 & 0.092153 \tabularnewline
47 & -0.034818 & -0.3191 & 0.375216 \tabularnewline
48 & -0.177727 & -1.6289 & 0.05354 \tabularnewline
49 & 0.181338 & 1.662 & 0.050121 \tabularnewline
50 & -0.141094 & -1.2931 & 0.099753 \tabularnewline
51 & 0.087933 & 0.8059 & 0.211282 \tabularnewline
52 & -0.00411 & -0.0377 & 0.48502 \tabularnewline
53 & -0.044216 & -0.4052 & 0.343165 \tabularnewline
54 & 0.054837 & 0.5026 & 0.308284 \tabularnewline
55 & -0.034778 & -0.3188 & 0.375354 \tabularnewline
56 & 0.031494 & 0.2886 & 0.386782 \tabularnewline
57 & -0.015334 & -0.1405 & 0.444286 \tabularnewline
58 & 0.063456 & 0.5816 & 0.281203 \tabularnewline
59 & -0.117433 & -1.0763 & 0.14244 \tabularnewline
60 & 0.135794 & 1.2446 & 0.108375 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33258&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]-0.493897[/C][C]-4.5266[/C][C]1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.031986[/C][C]0.2932[/C][C]0.385062[/C][/ROW]
[ROW][C]3[/C][C]0.203134[/C][C]1.8618[/C][C]0.033068[/C][/ROW]
[ROW][C]4[/C][C]-0.229968[/C][C]-2.1077[/C][C]0.019019[/C][/ROW]
[ROW][C]5[/C][C]0.159985[/C][C]1.4663[/C][C]0.073153[/C][/ROW]
[ROW][C]6[/C][C]-0.13555[/C][C]-1.2423[/C][C]0.108785[/C][/ROW]
[ROW][C]7[/C][C]0.084665[/C][C]0.776[/C][C]0.219974[/C][/ROW]
[ROW][C]8[/C][C]-0.033556[/C][C]-0.3075[/C][C]0.379595[/C][/ROW]
[ROW][C]9[/C][C]0.004496[/C][C]0.0412[/C][C]0.483615[/C][/ROW]
[ROW][C]10[/C][C]-0.116912[/C][C]-1.0715[/C][C]0.143504[/C][/ROW]
[ROW][C]11[/C][C]0.234916[/C][C]2.153[/C][C]0.017091[/C][/ROW]
[ROW][C]12[/C][C]-0.278561[/C][C]-2.5531[/C][C]0.006243[/C][/ROW]
[ROW][C]13[/C][C]0.001966[/C][C]0.018[/C][C]0.492835[/C][/ROW]
[ROW][C]14[/C][C]0.153833[/C][C]1.4099[/C][C]0.081131[/C][/ROW]
[ROW][C]15[/C][C]-0.08422[/C][C]-0.7719[/C][C]0.221173[/C][/ROW]
[ROW][C]16[/C][C]0.067685[/C][C]0.6203[/C][C]0.268356[/C][/ROW]
[ROW][C]17[/C][C]-0.204485[/C][C]-1.8741[/C][C]0.032194[/C][/ROW]
[ROW][C]18[/C][C]0.29112[/C][C]2.6682[/C][C]0.004575[/C][/ROW]
[ROW][C]19[/C][C]-0.191339[/C][C]-1.7537[/C][C]0.041569[/C][/ROW]
[ROW][C]20[/C][C]0.016808[/C][C]0.154[/C][C]0.438971[/C][/ROW]
[ROW][C]21[/C][C]0.138761[/C][C]1.2718[/C][C]0.103483[/C][/ROW]
[ROW][C]22[/C][C]-0.163126[/C][C]-1.4951[/C][C]0.069321[/C][/ROW]
[ROW][C]23[/C][C]0.176761[/C][C]1.62[/C][C]0.054486[/C][/ROW]
[ROW][C]24[/C][C]-0.119528[/C][C]-1.0955[/C][C]0.138216[/C][/ROW]
[ROW][C]25[/C][C]0.026908[/C][C]0.2466[/C][C]0.402902[/C][/ROW]
[ROW][C]26[/C][C]0.106971[/C][C]0.9804[/C][C]0.164851[/C][/ROW]
[ROW][C]27[/C][C]-0.1633[/C][C]-1.4967[/C][C]0.069114[/C][/ROW]
[ROW][C]28[/C][C]0.036529[/C][C]0.3348[/C][C]0.369308[/C][/ROW]
[ROW][C]29[/C][C]0.127291[/C][C]1.1666[/C][C]0.123329[/C][/ROW]
[ROW][C]30[/C][C]-0.189616[/C][C]-1.7379[/C][C]0.04295[/C][/ROW]
[ROW][C]31[/C][C]0.026883[/C][C]0.2464[/C][C]0.402991[/C][/ROW]
[ROW][C]32[/C][C]0.102033[/C][C]0.9352[/C][C]0.176195[/C][/ROW]
[ROW][C]33[/C][C]-0.078344[/C][C]-0.718[/C][C]0.237364[/C][/ROW]
[ROW][C]34[/C][C]0.001645[/C][C]0.0151[/C][C]0.494002[/C][/ROW]
[ROW][C]35[/C][C]0.007179[/C][C]0.0658[/C][C]0.473848[/C][/ROW]
[ROW][C]36[/C][C]0.024903[/C][C]0.2282[/C][C]0.410009[/C][/ROW]
[ROW][C]37[/C][C]0.011112[/C][C]0.1018[/C][C]0.459562[/C][/ROW]
[ROW][C]38[/C][C]-0.031395[/C][C]-0.2877[/C][C]0.387126[/C][/ROW]
[ROW][C]39[/C][C]-0.011848[/C][C]-0.1086[/C][C]0.456894[/C][/ROW]
[ROW][C]40[/C][C]0.038662[/C][C]0.3543[/C][C]0.361986[/C][/ROW]
[ROW][C]41[/C][C]-0.056541[/C][C]-0.5182[/C][C]0.302838[/C][/ROW]
[ROW][C]42[/C][C]0.016534[/C][C]0.1515[/C][C]0.439956[/C][/ROW]
[ROW][C]43[/C][C]0.035866[/C][C]0.3287[/C][C]0.371593[/C][/ROW]
[ROW][C]44[/C][C]0.02134[/C][C]0.1956[/C][C]0.422702[/C][/ROW]
[ROW][C]45[/C][C]-0.12569[/C][C]-1.152[/C][C]0.1263[/C][/ROW]
[ROW][C]46[/C][C]0.146056[/C][C]1.3386[/C][C]0.092153[/C][/ROW]
[ROW][C]47[/C][C]-0.034818[/C][C]-0.3191[/C][C]0.375216[/C][/ROW]
[ROW][C]48[/C][C]-0.177727[/C][C]-1.6289[/C][C]0.05354[/C][/ROW]
[ROW][C]49[/C][C]0.181338[/C][C]1.662[/C][C]0.050121[/C][/ROW]
[ROW][C]50[/C][C]-0.141094[/C][C]-1.2931[/C][C]0.099753[/C][/ROW]
[ROW][C]51[/C][C]0.087933[/C][C]0.8059[/C][C]0.211282[/C][/ROW]
[ROW][C]52[/C][C]-0.00411[/C][C]-0.0377[/C][C]0.48502[/C][/ROW]
[ROW][C]53[/C][C]-0.044216[/C][C]-0.4052[/C][C]0.343165[/C][/ROW]
[ROW][C]54[/C][C]0.054837[/C][C]0.5026[/C][C]0.308284[/C][/ROW]
[ROW][C]55[/C][C]-0.034778[/C][C]-0.3188[/C][C]0.375354[/C][/ROW]
[ROW][C]56[/C][C]0.031494[/C][C]0.2886[/C][C]0.386782[/C][/ROW]
[ROW][C]57[/C][C]-0.015334[/C][C]-0.1405[/C][C]0.444286[/C][/ROW]
[ROW][C]58[/C][C]0.063456[/C][C]0.5816[/C][C]0.281203[/C][/ROW]
[ROW][C]59[/C][C]-0.117433[/C][C]-1.0763[/C][C]0.14244[/C][/ROW]
[ROW][C]60[/C][C]0.135794[/C][C]1.2446[/C][C]0.108375[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33258&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33258&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	-0.493897	-4.5266	1e-05
2	0.031986	0.2932	0.385062
3	0.203134	1.8618	0.033068
4	-0.229968	-2.1077	0.019019
5	0.159985	1.4663	0.073153
6	-0.13555	-1.2423	0.108785
7	0.084665	0.776	0.219974
8	-0.033556	-0.3075	0.379595
9	0.004496	0.0412	0.483615
10	-0.116912	-1.0715	0.143504
11	0.234916	2.153	0.017091
12	-0.278561	-2.5531	0.006243
13	0.001966	0.018	0.492835
14	0.153833	1.4099	0.081131
15	-0.08422	-0.7719	0.221173
16	0.067685	0.6203	0.268356
17	-0.204485	-1.8741	0.032194
18	0.29112	2.6682	0.004575
19	-0.191339	-1.7537	0.041569
20	0.016808	0.154	0.438971
21	0.138761	1.2718	0.103483
22	-0.163126	-1.4951	0.069321
23	0.176761	1.62	0.054486
24	-0.119528	-1.0955	0.138216
25	0.026908	0.2466	0.402902
26	0.106971	0.9804	0.164851
27	-0.1633	-1.4967	0.069114
28	0.036529	0.3348	0.369308
29	0.127291	1.1666	0.123329
30	-0.189616	-1.7379	0.04295
31	0.026883	0.2464	0.402991
32	0.102033	0.9352	0.176195
33	-0.078344	-0.718	0.237364
34	0.001645	0.0151	0.494002
35	0.007179	0.0658	0.473848
36	0.024903	0.2282	0.410009
37	0.011112	0.1018	0.459562
38	-0.031395	-0.2877	0.387126
39	-0.011848	-0.1086	0.456894
40	0.038662	0.3543	0.361986
41	-0.056541	-0.5182	0.302838
42	0.016534	0.1515	0.439956
43	0.035866	0.3287	0.371593
44	0.02134	0.1956	0.422702
45	-0.12569	-1.152	0.1263
46	0.146056	1.3386	0.092153
47	-0.034818	-0.3191	0.375216
48	-0.177727	-1.6289	0.05354
49	0.181338	1.662	0.050121
50	-0.141094	-1.2931	0.099753
51	0.087933	0.8059	0.211282
52	-0.00411	-0.0377	0.48502
53	-0.044216	-0.4052	0.343165
54	0.054837	0.5026	0.308284
55	-0.034778	-0.3188	0.375354
56	0.031494	0.2886	0.386782
57	-0.015334	-0.1405	0.444286
58	0.063456	0.5816	0.281203
59	-0.117433	-1.0763	0.14244
60	0.135794	1.2446	0.108375

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.493897	-4.5266	1e-05
2	-0.280331	-2.5693	0.005979
3	0.121877	1.117	0.133585
4	-0.060848	-0.5577	0.289272
5	0.051393	0.471	0.319421
6	-0.125215	-1.1476	0.127193
7	0.025825	0.2367	0.406737
8	-0.040081	-0.3673	0.357141
9	0.046203	0.4235	0.336521
10	-0.219587	-2.0125	0.023683
11	0.185341	1.6987	0.04654
12	-0.211301	-1.9366	0.028078
13	-0.168315	-1.5426	0.063339
14	-0.130199	-1.1933	0.118057
15	0.200403	1.8367	0.034894
16	0.018552	0.17	0.432699
17	-0.219512	-2.0119	0.02372
18	0.050706	0.4647	0.321665
19	0.023992	0.2199	0.413246
20	-0.00679	-0.0622	0.475263
21	0.038893	0.3565	0.361196
22	-0.081687	-0.7487	0.228073
23	0.152682	1.3994	0.082695
24	0.006365	0.0583	0.476811
25	-0.139285	-1.2766	0.102637
26	0.087954	0.8061	0.211228
27	0.048736	0.4467	0.328131
28	-0.00805	-0.0738	0.470679
29	-0.106847	-0.9793	0.16513
30	-0.040795	-0.3739	0.354715
31	-0.027234	-0.2496	0.401753
32	0.016271	0.1491	0.440907
33	0.082679	0.7578	0.225357
34	-0.117195	-1.0741	0.142925
35	0.076313	0.6994	0.243111
36	0.038799	0.3556	0.361515
37	-0.011562	-0.106	0.457929
38	0.044771	0.4103	0.341303
39	-0.064085	-0.5874	0.279271
40	-0.017409	-0.1596	0.436808
41	-0.092126	-0.8443	0.200438
42	-0.011961	-0.1096	0.456486
43	0.012604	0.1155	0.454154
44	0.046768	0.4286	0.334641
45	-0.036254	-0.3323	0.370255
46	0.030015	0.2751	0.391961
47	-0.059108	-0.5417	0.294719
48	-0.146747	-1.345	0.091129
49	-0.062523	-0.573	0.284075
50	-0.025194	-0.2309	0.408974
51	-0.012527	-0.1148	0.454432
52	-0.010996	-0.1008	0.459983
53	-0.008573	-0.0786	0.468781
54	-0.012815	-0.1174	0.453393
55	-0.004123	-0.0378	0.484973
56	0.051456	0.4716	0.319217
57	-0.01367	-0.1253	0.450297
58	0.004872	0.0446	0.482247
59	-0.062374	-0.5717	0.284537
60	-0.012024	-0.1102	0.456255

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.493897 & -4.5266 & 1e-05 \tabularnewline
2 & -0.280331 & -2.5693 & 0.005979 \tabularnewline
3 & 0.121877 & 1.117 & 0.133585 \tabularnewline
4 & -0.060848 & -0.5577 & 0.289272 \tabularnewline
5 & 0.051393 & 0.471 & 0.319421 \tabularnewline
6 & -0.125215 & -1.1476 & 0.127193 \tabularnewline
7 & 0.025825 & 0.2367 & 0.406737 \tabularnewline
8 & -0.040081 & -0.3673 & 0.357141 \tabularnewline
9 & 0.046203 & 0.4235 & 0.336521 \tabularnewline
10 & -0.219587 & -2.0125 & 0.023683 \tabularnewline
11 & 0.185341 & 1.6987 & 0.04654 \tabularnewline
12 & -0.211301 & -1.9366 & 0.028078 \tabularnewline
13 & -0.168315 & -1.5426 & 0.063339 \tabularnewline
14 & -0.130199 & -1.1933 & 0.118057 \tabularnewline
15 & 0.200403 & 1.8367 & 0.034894 \tabularnewline
16 & 0.018552 & 0.17 & 0.432699 \tabularnewline
17 & -0.219512 & -2.0119 & 0.02372 \tabularnewline
18 & 0.050706 & 0.4647 & 0.321665 \tabularnewline
19 & 0.023992 & 0.2199 & 0.413246 \tabularnewline
20 & -0.00679 & -0.0622 & 0.475263 \tabularnewline
21 & 0.038893 & 0.3565 & 0.361196 \tabularnewline
22 & -0.081687 & -0.7487 & 0.228073 \tabularnewline
23 & 0.152682 & 1.3994 & 0.082695 \tabularnewline
24 & 0.006365 & 0.0583 & 0.476811 \tabularnewline
25 & -0.139285 & -1.2766 & 0.102637 \tabularnewline
26 & 0.087954 & 0.8061 & 0.211228 \tabularnewline
27 & 0.048736 & 0.4467 & 0.328131 \tabularnewline
28 & -0.00805 & -0.0738 & 0.470679 \tabularnewline
29 & -0.106847 & -0.9793 & 0.16513 \tabularnewline
30 & -0.040795 & -0.3739 & 0.354715 \tabularnewline
31 & -0.027234 & -0.2496 & 0.401753 \tabularnewline
32 & 0.016271 & 0.1491 & 0.440907 \tabularnewline
33 & 0.082679 & 0.7578 & 0.225357 \tabularnewline
34 & -0.117195 & -1.0741 & 0.142925 \tabularnewline
35 & 0.076313 & 0.6994 & 0.243111 \tabularnewline
36 & 0.038799 & 0.3556 & 0.361515 \tabularnewline
37 & -0.011562 & -0.106 & 0.457929 \tabularnewline
38 & 0.044771 & 0.4103 & 0.341303 \tabularnewline
39 & -0.064085 & -0.5874 & 0.279271 \tabularnewline
40 & -0.017409 & -0.1596 & 0.436808 \tabularnewline
41 & -0.092126 & -0.8443 & 0.200438 \tabularnewline
42 & -0.011961 & -0.1096 & 0.456486 \tabularnewline
43 & 0.012604 & 0.1155 & 0.454154 \tabularnewline
44 & 0.046768 & 0.4286 & 0.334641 \tabularnewline
45 & -0.036254 & -0.3323 & 0.370255 \tabularnewline
46 & 0.030015 & 0.2751 & 0.391961 \tabularnewline
47 & -0.059108 & -0.5417 & 0.294719 \tabularnewline
48 & -0.146747 & -1.345 & 0.091129 \tabularnewline
49 & -0.062523 & -0.573 & 0.284075 \tabularnewline
50 & -0.025194 & -0.2309 & 0.408974 \tabularnewline
51 & -0.012527 & -0.1148 & 0.454432 \tabularnewline
52 & -0.010996 & -0.1008 & 0.459983 \tabularnewline
53 & -0.008573 & -0.0786 & 0.468781 \tabularnewline
54 & -0.012815 & -0.1174 & 0.453393 \tabularnewline
55 & -0.004123 & -0.0378 & 0.484973 \tabularnewline
56 & 0.051456 & 0.4716 & 0.319217 \tabularnewline
57 & -0.01367 & -0.1253 & 0.450297 \tabularnewline
58 & 0.004872 & 0.0446 & 0.482247 \tabularnewline
59 & -0.062374 & -0.5717 & 0.284537 \tabularnewline
60 & -0.012024 & -0.1102 & 0.456255 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33258&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]-0.493897[/C][C]-4.5266[/C][C]1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.280331[/C][C]-2.5693[/C][C]0.005979[/C][/ROW]
[ROW][C]3[/C][C]0.121877[/C][C]1.117[/C][C]0.133585[/C][/ROW]
[ROW][C]4[/C][C]-0.060848[/C][C]-0.5577[/C][C]0.289272[/C][/ROW]
[ROW][C]5[/C][C]0.051393[/C][C]0.471[/C][C]0.319421[/C][/ROW]
[ROW][C]6[/C][C]-0.125215[/C][C]-1.1476[/C][C]0.127193[/C][/ROW]
[ROW][C]7[/C][C]0.025825[/C][C]0.2367[/C][C]0.406737[/C][/ROW]
[ROW][C]8[/C][C]-0.040081[/C][C]-0.3673[/C][C]0.357141[/C][/ROW]
[ROW][C]9[/C][C]0.046203[/C][C]0.4235[/C][C]0.336521[/C][/ROW]
[ROW][C]10[/C][C]-0.219587[/C][C]-2.0125[/C][C]0.023683[/C][/ROW]
[ROW][C]11[/C][C]0.185341[/C][C]1.6987[/C][C]0.04654[/C][/ROW]
[ROW][C]12[/C][C]-0.211301[/C][C]-1.9366[/C][C]0.028078[/C][/ROW]
[ROW][C]13[/C][C]-0.168315[/C][C]-1.5426[/C][C]0.063339[/C][/ROW]
[ROW][C]14[/C][C]-0.130199[/C][C]-1.1933[/C][C]0.118057[/C][/ROW]
[ROW][C]15[/C][C]0.200403[/C][C]1.8367[/C][C]0.034894[/C][/ROW]
[ROW][C]16[/C][C]0.018552[/C][C]0.17[/C][C]0.432699[/C][/ROW]
[ROW][C]17[/C][C]-0.219512[/C][C]-2.0119[/C][C]0.02372[/C][/ROW]
[ROW][C]18[/C][C]0.050706[/C][C]0.4647[/C][C]0.321665[/C][/ROW]
[ROW][C]19[/C][C]0.023992[/C][C]0.2199[/C][C]0.413246[/C][/ROW]
[ROW][C]20[/C][C]-0.00679[/C][C]-0.0622[/C][C]0.475263[/C][/ROW]
[ROW][C]21[/C][C]0.038893[/C][C]0.3565[/C][C]0.361196[/C][/ROW]
[ROW][C]22[/C][C]-0.081687[/C][C]-0.7487[/C][C]0.228073[/C][/ROW]
[ROW][C]23[/C][C]0.152682[/C][C]1.3994[/C][C]0.082695[/C][/ROW]
[ROW][C]24[/C][C]0.006365[/C][C]0.0583[/C][C]0.476811[/C][/ROW]
[ROW][C]25[/C][C]-0.139285[/C][C]-1.2766[/C][C]0.102637[/C][/ROW]
[ROW][C]26[/C][C]0.087954[/C][C]0.8061[/C][C]0.211228[/C][/ROW]
[ROW][C]27[/C][C]0.048736[/C][C]0.4467[/C][C]0.328131[/C][/ROW]
[ROW][C]28[/C][C]-0.00805[/C][C]-0.0738[/C][C]0.470679[/C][/ROW]
[ROW][C]29[/C][C]-0.106847[/C][C]-0.9793[/C][C]0.16513[/C][/ROW]
[ROW][C]30[/C][C]-0.040795[/C][C]-0.3739[/C][C]0.354715[/C][/ROW]
[ROW][C]31[/C][C]-0.027234[/C][C]-0.2496[/C][C]0.401753[/C][/ROW]
[ROW][C]32[/C][C]0.016271[/C][C]0.1491[/C][C]0.440907[/C][/ROW]
[ROW][C]33[/C][C]0.082679[/C][C]0.7578[/C][C]0.225357[/C][/ROW]
[ROW][C]34[/C][C]-0.117195[/C][C]-1.0741[/C][C]0.142925[/C][/ROW]
[ROW][C]35[/C][C]0.076313[/C][C]0.6994[/C][C]0.243111[/C][/ROW]
[ROW][C]36[/C][C]0.038799[/C][C]0.3556[/C][C]0.361515[/C][/ROW]
[ROW][C]37[/C][C]-0.011562[/C][C]-0.106[/C][C]0.457929[/C][/ROW]
[ROW][C]38[/C][C]0.044771[/C][C]0.4103[/C][C]0.341303[/C][/ROW]
[ROW][C]39[/C][C]-0.064085[/C][C]-0.5874[/C][C]0.279271[/C][/ROW]
[ROW][C]40[/C][C]-0.017409[/C][C]-0.1596[/C][C]0.436808[/C][/ROW]
[ROW][C]41[/C][C]-0.092126[/C][C]-0.8443[/C][C]0.200438[/C][/ROW]
[ROW][C]42[/C][C]-0.011961[/C][C]-0.1096[/C][C]0.456486[/C][/ROW]
[ROW][C]43[/C][C]0.012604[/C][C]0.1155[/C][C]0.454154[/C][/ROW]
[ROW][C]44[/C][C]0.046768[/C][C]0.4286[/C][C]0.334641[/C][/ROW]
[ROW][C]45[/C][C]-0.036254[/C][C]-0.3323[/C][C]0.370255[/C][/ROW]
[ROW][C]46[/C][C]0.030015[/C][C]0.2751[/C][C]0.391961[/C][/ROW]
[ROW][C]47[/C][C]-0.059108[/C][C]-0.5417[/C][C]0.294719[/C][/ROW]
[ROW][C]48[/C][C]-0.146747[/C][C]-1.345[/C][C]0.091129[/C][/ROW]
[ROW][C]49[/C][C]-0.062523[/C][C]-0.573[/C][C]0.284075[/C][/ROW]
[ROW][C]50[/C][C]-0.025194[/C][C]-0.2309[/C][C]0.408974[/C][/ROW]
[ROW][C]51[/C][C]-0.012527[/C][C]-0.1148[/C][C]0.454432[/C][/ROW]
[ROW][C]52[/C][C]-0.010996[/C][C]-0.1008[/C][C]0.459983[/C][/ROW]
[ROW][C]53[/C][C]-0.008573[/C][C]-0.0786[/C][C]0.468781[/C][/ROW]
[ROW][C]54[/C][C]-0.012815[/C][C]-0.1174[/C][C]0.453393[/C][/ROW]
[ROW][C]55[/C][C]-0.004123[/C][C]-0.0378[/C][C]0.484973[/C][/ROW]
[ROW][C]56[/C][C]0.051456[/C][C]0.4716[/C][C]0.319217[/C][/ROW]
[ROW][C]57[/C][C]-0.01367[/C][C]-0.1253[/C][C]0.450297[/C][/ROW]
[ROW][C]58[/C][C]0.004872[/C][C]0.0446[/C][C]0.482247[/C][/ROW]
[ROW][C]59[/C][C]-0.062374[/C][C]-0.5717[/C][C]0.284537[/C][/ROW]
[ROW][C]60[/C][C]-0.012024[/C][C]-0.1102[/C][C]0.456255[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33258&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33258&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	-0.493897	-4.5266	1e-05
2	-0.280331	-2.5693	0.005979
3	0.121877	1.117	0.133585
4	-0.060848	-0.5577	0.289272
5	0.051393	0.471	0.319421
6	-0.125215	-1.1476	0.127193
7	0.025825	0.2367	0.406737
8	-0.040081	-0.3673	0.357141
9	0.046203	0.4235	0.336521
10	-0.219587	-2.0125	0.023683
11	0.185341	1.6987	0.04654
12	-0.211301	-1.9366	0.028078
13	-0.168315	-1.5426	0.063339
14	-0.130199	-1.1933	0.118057
15	0.200403	1.8367	0.034894
16	0.018552	0.17	0.432699
17	-0.219512	-2.0119	0.02372
18	0.050706	0.4647	0.321665
19	0.023992	0.2199	0.413246
20	-0.00679	-0.0622	0.475263
21	0.038893	0.3565	0.361196
22	-0.081687	-0.7487	0.228073
23	0.152682	1.3994	0.082695
24	0.006365	0.0583	0.476811
25	-0.139285	-1.2766	0.102637
26	0.087954	0.8061	0.211228
27	0.048736	0.4467	0.328131
28	-0.00805	-0.0738	0.470679
29	-0.106847	-0.9793	0.16513
30	-0.040795	-0.3739	0.354715
31	-0.027234	-0.2496	0.401753
32	0.016271	0.1491	0.440907
33	0.082679	0.7578	0.225357
34	-0.117195	-1.0741	0.142925
35	0.076313	0.6994	0.243111
36	0.038799	0.3556	0.361515
37	-0.011562	-0.106	0.457929
38	0.044771	0.4103	0.341303
39	-0.064085	-0.5874	0.279271
40	-0.017409	-0.1596	0.436808
41	-0.092126	-0.8443	0.200438
42	-0.011961	-0.1096	0.456486
43	0.012604	0.1155	0.454154
44	0.046768	0.4286	0.334641
45	-0.036254	-0.3323	0.370255
46	0.030015	0.2751	0.391961
47	-0.059108	-0.5417	0.294719
48	-0.146747	-1.345	0.091129
49	-0.062523	-0.573	0.284075
50	-0.025194	-0.2309	0.408974
51	-0.012527	-0.1148	0.454432
52	-0.010996	-0.1008	0.459983
53	-0.008573	-0.0786	0.468781
54	-0.012815	-0.1174	0.453393
55	-0.004123	-0.0378	0.484973
56	0.051456	0.4716	0.319217
57	-0.01367	-0.1253	0.450297
58	0.004872	0.0446	0.482247
59	-0.062374	-0.5717	0.284537
60	-0.012024	-0.1102	0.456255

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