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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 15 Dec 2008 07:17:02 -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/15/t12293507561rs4zryog0lim3l.htm/, Retrieved Fri, 01 Nov 2024 00:32:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33693, Retrieved Fri, 01 Nov 2024 00:32:52 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

262

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Spectral Analysis] [airline data] [2008-12-02 12:35:12] [0e5eff269cdcaf8789c45b6ee36b0c3d]
F RMPD    [Cross Correlation Function] [airline data] [2008-12-02 13:18:05] [0e5eff269cdcaf8789c45b6ee36b0c3d]
- RMPD      [(Partial) Autocorrelation Function] [paper] [2008-12-02 14:55:43] [0e5eff269cdcaf8789c45b6ee36b0c3d]
-   P         [(Partial) Autocorrelation Function] [acf] [2008-12-09 13:57:45] [a4602103a5e123497aa555277d0e627b]
-   P             [(Partial) Autocorrelation Function] [qdsf] [2008-12-15 14:17:02] [c4248bbb85fa4e400deddbf50234dcae] [Current]

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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=33693&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=33693&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33693&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	-0.126245	-0.8747	0.193059
2	0.075684	0.5244	0.301222
3	0.020951	0.1452	0.442598
4	-0.212469	-1.472	0.07377
5	-0.05824	-0.4035	0.344188
6	-0.047365	-0.3282	0.372111
7	0.084101	0.5827	0.281422
8	-0.023038	-0.1596	0.436927
9	-0.021698	-0.1503	0.440569
10	-0.012821	-0.0888	0.464794
11	0.086814	0.6015	0.27518
12	-0.22076	-1.5295	0.066356
13	-0.104744	-0.7257	0.235777
14	-0.071097	-0.4926	0.312279
15	-0.091714	-0.6354	0.264088
16	0.007551	0.0523	0.479248
17	0.114819	0.7955	0.215124
18	0.197388	1.3675	0.088912
19	-0.085678	-0.5936	0.277785
20	0.195972	1.3577	0.090449
21	-0.078805	-0.546	0.293806
22	-0.031717	-0.2197	0.413502
23	-0.057984	-0.4017	0.344835
24	-0.081123	-0.562	0.288354
25	0.128638	0.8912	0.188625
26	-0.084743	-0.5871	0.279939
27	0.101902	0.706	0.241801
28	0.097702	0.6769	0.25086
29	-0.082157	-0.5692	0.285938
30	-0.184408	-1.2776	0.103765
31	-0.016154	-0.1119	0.455677
32	-0.132317	-0.9167	0.181937
33	0.039709	0.2751	0.392205
34	0.03651	0.253	0.400693
35	0.068331	0.4734	0.319033
36	0.008047	0.0558	0.477884
37	-0.04578	-0.3172	0.376244
38	0.113455	0.786	0.217854
39	-0.031085	-0.2154	0.415198
40	0.048344	0.3349	0.369566
41	0.008589	0.0595	0.476398
42	-0.085577	-0.5929	0.278017
43	0.053582	0.3712	0.356051
44	-0.011998	-0.0831	0.467049
45	0.019855	0.1376	0.445582
46	-0.00836	-0.0579	0.477027
47	0.000131	9e-04	0.49964
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 & -0.126245 & -0.8747 & 0.193059 \tabularnewline
2 & 0.075684 & 0.5244 & 0.301222 \tabularnewline
3 & 0.020951 & 0.1452 & 0.442598 \tabularnewline
4 & -0.212469 & -1.472 & 0.07377 \tabularnewline
5 & -0.05824 & -0.4035 & 0.344188 \tabularnewline
6 & -0.047365 & -0.3282 & 0.372111 \tabularnewline
7 & 0.084101 & 0.5827 & 0.281422 \tabularnewline
8 & -0.023038 & -0.1596 & 0.436927 \tabularnewline
9 & -0.021698 & -0.1503 & 0.440569 \tabularnewline
10 & -0.012821 & -0.0888 & 0.464794 \tabularnewline
11 & 0.086814 & 0.6015 & 0.27518 \tabularnewline
12 & -0.22076 & -1.5295 & 0.066356 \tabularnewline
13 & -0.104744 & -0.7257 & 0.235777 \tabularnewline
14 & -0.071097 & -0.4926 & 0.312279 \tabularnewline
15 & -0.091714 & -0.6354 & 0.264088 \tabularnewline
16 & 0.007551 & 0.0523 & 0.479248 \tabularnewline
17 & 0.114819 & 0.7955 & 0.215124 \tabularnewline
18 & 0.197388 & 1.3675 & 0.088912 \tabularnewline
19 & -0.085678 & -0.5936 & 0.277785 \tabularnewline
20 & 0.195972 & 1.3577 & 0.090449 \tabularnewline
21 & -0.078805 & -0.546 & 0.293806 \tabularnewline
22 & -0.031717 & -0.2197 & 0.413502 \tabularnewline
23 & -0.057984 & -0.4017 & 0.344835 \tabularnewline
24 & -0.081123 & -0.562 & 0.288354 \tabularnewline
25 & 0.128638 & 0.8912 & 0.188625 \tabularnewline
26 & -0.084743 & -0.5871 & 0.279939 \tabularnewline
27 & 0.101902 & 0.706 & 0.241801 \tabularnewline
28 & 0.097702 & 0.6769 & 0.25086 \tabularnewline
29 & -0.082157 & -0.5692 & 0.285938 \tabularnewline
30 & -0.184408 & -1.2776 & 0.103765 \tabularnewline
31 & -0.016154 & -0.1119 & 0.455677 \tabularnewline
32 & -0.132317 & -0.9167 & 0.181937 \tabularnewline
33 & 0.039709 & 0.2751 & 0.392205 \tabularnewline
34 & 0.03651 & 0.253 & 0.400693 \tabularnewline
35 & 0.068331 & 0.4734 & 0.319033 \tabularnewline
36 & 0.008047 & 0.0558 & 0.477884 \tabularnewline
37 & -0.04578 & -0.3172 & 0.376244 \tabularnewline
38 & 0.113455 & 0.786 & 0.217854 \tabularnewline
39 & -0.031085 & -0.2154 & 0.415198 \tabularnewline
40 & 0.048344 & 0.3349 & 0.369566 \tabularnewline
41 & 0.008589 & 0.0595 & 0.476398 \tabularnewline
42 & -0.085577 & -0.5929 & 0.278017 \tabularnewline
43 & 0.053582 & 0.3712 & 0.356051 \tabularnewline
44 & -0.011998 & -0.0831 & 0.467049 \tabularnewline
45 & 0.019855 & 0.1376 & 0.445582 \tabularnewline
46 & -0.00836 & -0.0579 & 0.477027 \tabularnewline
47 & 0.000131 & 9e-04 & 0.49964 \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=33693&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]-0.126245[/C][C]-0.8747[/C][C]0.193059[/C][/ROW]
[ROW][C]2[/C][C]0.075684[/C][C]0.5244[/C][C]0.301222[/C][/ROW]
[ROW][C]3[/C][C]0.020951[/C][C]0.1452[/C][C]0.442598[/C][/ROW]
[ROW][C]4[/C][C]-0.212469[/C][C]-1.472[/C][C]0.07377[/C][/ROW]
[ROW][C]5[/C][C]-0.05824[/C][C]-0.4035[/C][C]0.344188[/C][/ROW]
[ROW][C]6[/C][C]-0.047365[/C][C]-0.3282[/C][C]0.372111[/C][/ROW]
[ROW][C]7[/C][C]0.084101[/C][C]0.5827[/C][C]0.281422[/C][/ROW]
[ROW][C]8[/C][C]-0.023038[/C][C]-0.1596[/C][C]0.436927[/C][/ROW]
[ROW][C]9[/C][C]-0.021698[/C][C]-0.1503[/C][C]0.440569[/C][/ROW]
[ROW][C]10[/C][C]-0.012821[/C][C]-0.0888[/C][C]0.464794[/C][/ROW]
[ROW][C]11[/C][C]0.086814[/C][C]0.6015[/C][C]0.27518[/C][/ROW]
[ROW][C]12[/C][C]-0.22076[/C][C]-1.5295[/C][C]0.066356[/C][/ROW]
[ROW][C]13[/C][C]-0.104744[/C][C]-0.7257[/C][C]0.235777[/C][/ROW]
[ROW][C]14[/C][C]-0.071097[/C][C]-0.4926[/C][C]0.312279[/C][/ROW]
[ROW][C]15[/C][C]-0.091714[/C][C]-0.6354[/C][C]0.264088[/C][/ROW]
[ROW][C]16[/C][C]0.007551[/C][C]0.0523[/C][C]0.479248[/C][/ROW]
[ROW][C]17[/C][C]0.114819[/C][C]0.7955[/C][C]0.215124[/C][/ROW]
[ROW][C]18[/C][C]0.197388[/C][C]1.3675[/C][C]0.088912[/C][/ROW]
[ROW][C]19[/C][C]-0.085678[/C][C]-0.5936[/C][C]0.277785[/C][/ROW]
[ROW][C]20[/C][C]0.195972[/C][C]1.3577[/C][C]0.090449[/C][/ROW]
[ROW][C]21[/C][C]-0.078805[/C][C]-0.546[/C][C]0.293806[/C][/ROW]
[ROW][C]22[/C][C]-0.031717[/C][C]-0.2197[/C][C]0.413502[/C][/ROW]
[ROW][C]23[/C][C]-0.057984[/C][C]-0.4017[/C][C]0.344835[/C][/ROW]
[ROW][C]24[/C][C]-0.081123[/C][C]-0.562[/C][C]0.288354[/C][/ROW]
[ROW][C]25[/C][C]0.128638[/C][C]0.8912[/C][C]0.188625[/C][/ROW]
[ROW][C]26[/C][C]-0.084743[/C][C]-0.5871[/C][C]0.279939[/C][/ROW]
[ROW][C]27[/C][C]0.101902[/C][C]0.706[/C][C]0.241801[/C][/ROW]
[ROW][C]28[/C][C]0.097702[/C][C]0.6769[/C][C]0.25086[/C][/ROW]
[ROW][C]29[/C][C]-0.082157[/C][C]-0.5692[/C][C]0.285938[/C][/ROW]
[ROW][C]30[/C][C]-0.184408[/C][C]-1.2776[/C][C]0.103765[/C][/ROW]
[ROW][C]31[/C][C]-0.016154[/C][C]-0.1119[/C][C]0.455677[/C][/ROW]
[ROW][C]32[/C][C]-0.132317[/C][C]-0.9167[/C][C]0.181937[/C][/ROW]
[ROW][C]33[/C][C]0.039709[/C][C]0.2751[/C][C]0.392205[/C][/ROW]
[ROW][C]34[/C][C]0.03651[/C][C]0.253[/C][C]0.400693[/C][/ROW]
[ROW][C]35[/C][C]0.068331[/C][C]0.4734[/C][C]0.319033[/C][/ROW]
[ROW][C]36[/C][C]0.008047[/C][C]0.0558[/C][C]0.477884[/C][/ROW]
[ROW][C]37[/C][C]-0.04578[/C][C]-0.3172[/C][C]0.376244[/C][/ROW]
[ROW][C]38[/C][C]0.113455[/C][C]0.786[/C][C]0.217854[/C][/ROW]
[ROW][C]39[/C][C]-0.031085[/C][C]-0.2154[/C][C]0.415198[/C][/ROW]
[ROW][C]40[/C][C]0.048344[/C][C]0.3349[/C][C]0.369566[/C][/ROW]
[ROW][C]41[/C][C]0.008589[/C][C]0.0595[/C][C]0.476398[/C][/ROW]
[ROW][C]42[/C][C]-0.085577[/C][C]-0.5929[/C][C]0.278017[/C][/ROW]
[ROW][C]43[/C][C]0.053582[/C][C]0.3712[/C][C]0.356051[/C][/ROW]
[ROW][C]44[/C][C]-0.011998[/C][C]-0.0831[/C][C]0.467049[/C][/ROW]
[ROW][C]45[/C][C]0.019855[/C][C]0.1376[/C][C]0.445582[/C][/ROW]
[ROW][C]46[/C][C]-0.00836[/C][C]-0.0579[/C][C]0.477027[/C][/ROW]
[ROW][C]47[/C][C]0.000131[/C][C]9e-04[/C][C]0.49964[/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=33693&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33693&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	-0.126245	-0.8747	0.193059
2	0.075684	0.5244	0.301222
3	0.020951	0.1452	0.442598
4	-0.212469	-1.472	0.07377
5	-0.05824	-0.4035	0.344188
6	-0.047365	-0.3282	0.372111
7	0.084101	0.5827	0.281422
8	-0.023038	-0.1596	0.436927
9	-0.021698	-0.1503	0.440569
10	-0.012821	-0.0888	0.464794
11	0.086814	0.6015	0.27518
12	-0.22076	-1.5295	0.066356
13	-0.104744	-0.7257	0.235777
14	-0.071097	-0.4926	0.312279
15	-0.091714	-0.6354	0.264088
16	0.007551	0.0523	0.479248
17	0.114819	0.7955	0.215124
18	0.197388	1.3675	0.088912
19	-0.085678	-0.5936	0.277785
20	0.195972	1.3577	0.090449
21	-0.078805	-0.546	0.293806
22	-0.031717	-0.2197	0.413502
23	-0.057984	-0.4017	0.344835
24	-0.081123	-0.562	0.288354
25	0.128638	0.8912	0.188625
26	-0.084743	-0.5871	0.279939
27	0.101902	0.706	0.241801
28	0.097702	0.6769	0.25086
29	-0.082157	-0.5692	0.285938
30	-0.184408	-1.2776	0.103765
31	-0.016154	-0.1119	0.455677
32	-0.132317	-0.9167	0.181937
33	0.039709	0.2751	0.392205
34	0.03651	0.253	0.400693
35	0.068331	0.4734	0.319033
36	0.008047	0.0558	0.477884
37	-0.04578	-0.3172	0.376244
38	0.113455	0.786	0.217854
39	-0.031085	-0.2154	0.415198
40	0.048344	0.3349	0.369566
41	0.008589	0.0595	0.476398
42	-0.085577	-0.5929	0.278017
43	0.053582	0.3712	0.356051
44	-0.011998	-0.0831	0.467049
45	0.019855	0.1376	0.445582
46	-0.00836	-0.0579	0.477027
47	0.000131	9e-04	0.49964
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	-0.126245	-0.8747	0.193059
2	0.060714	0.4206	0.337948
3	0.038341	0.2656	0.395829
4	-0.214541	-1.4864	0.071858
5	-0.119779	-0.8299	0.205366
6	-0.039748	-0.2754	0.392103
7	0.103916	0.72	0.237523
8	-0.03865	-0.2678	0.395011
9	-0.091825	-0.6362	0.26384
10	-0.057046	-0.3952	0.347213
11	0.137923	0.9556	0.172041
12	-0.204523	-1.417	0.081473
13	-0.238036	-1.6492	0.052822
14	-0.140893	-0.9761	0.166946
15	-0.03204	-0.222	0.412636
16	-0.080839	-0.5601	0.289019
17	-0.015158	-0.105	0.4584
18	0.130907	0.9069	0.184482
19	-0.066513	-0.4608	0.323505
20	0.150723	1.0442	0.150803
21	-0.032513	-0.2253	0.411368
22	-0.026016	-0.1802	0.42886
23	-0.070521	-0.4886	0.313682
24	-0.092761	-0.6427	0.26175
25	0.046767	0.324	0.373668
26	-0.086279	-0.5978	0.276406
27	-0.035399	-0.2452	0.403655
28	0.052757	0.3655	0.358167
29	-0.025839	-0.179	0.429339
30	-0.183822	-1.2736	0.104477
31	-0.086963	-0.6025	0.274839
32	-0.026322	-0.1824	0.428032
33	0.09305	0.6447	0.261106
34	-0.048491	-0.336	0.369183
35	-0.054968	-0.3808	0.352504
36	-0.116697	-0.8085	0.211395
37	-0.010953	-0.0759	0.469913
38	0.014218	0.0985	0.46097
39	-0.027158	-0.1882	0.425773
40	0.010423	0.0722	0.471365
41	0.07138	0.4945	0.311592
42	-0.151751	-1.0514	0.149178
43	-0.047088	-0.3262	0.372832
44	-0.018886	-0.1308	0.448222
45	-0.127822	-0.8856	0.19013
46	-0.109072	-0.7557	0.226769
47	0.024527	0.1699	0.43289
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 & -0.126245 & -0.8747 & 0.193059 \tabularnewline
2 & 0.060714 & 0.4206 & 0.337948 \tabularnewline
3 & 0.038341 & 0.2656 & 0.395829 \tabularnewline
4 & -0.214541 & -1.4864 & 0.071858 \tabularnewline
5 & -0.119779 & -0.8299 & 0.205366 \tabularnewline
6 & -0.039748 & -0.2754 & 0.392103 \tabularnewline
7 & 0.103916 & 0.72 & 0.237523 \tabularnewline
8 & -0.03865 & -0.2678 & 0.395011 \tabularnewline
9 & -0.091825 & -0.6362 & 0.26384 \tabularnewline
10 & -0.057046 & -0.3952 & 0.347213 \tabularnewline
11 & 0.137923 & 0.9556 & 0.172041 \tabularnewline
12 & -0.204523 & -1.417 & 0.081473 \tabularnewline
13 & -0.238036 & -1.6492 & 0.052822 \tabularnewline
14 & -0.140893 & -0.9761 & 0.166946 \tabularnewline
15 & -0.03204 & -0.222 & 0.412636 \tabularnewline
16 & -0.080839 & -0.5601 & 0.289019 \tabularnewline
17 & -0.015158 & -0.105 & 0.4584 \tabularnewline
18 & 0.130907 & 0.9069 & 0.184482 \tabularnewline
19 & -0.066513 & -0.4608 & 0.323505 \tabularnewline
20 & 0.150723 & 1.0442 & 0.150803 \tabularnewline
21 & -0.032513 & -0.2253 & 0.411368 \tabularnewline
22 & -0.026016 & -0.1802 & 0.42886 \tabularnewline
23 & -0.070521 & -0.4886 & 0.313682 \tabularnewline
24 & -0.092761 & -0.6427 & 0.26175 \tabularnewline
25 & 0.046767 & 0.324 & 0.373668 \tabularnewline
26 & -0.086279 & -0.5978 & 0.276406 \tabularnewline
27 & -0.035399 & -0.2452 & 0.403655 \tabularnewline
28 & 0.052757 & 0.3655 & 0.358167 \tabularnewline
29 & -0.025839 & -0.179 & 0.429339 \tabularnewline
30 & -0.183822 & -1.2736 & 0.104477 \tabularnewline
31 & -0.086963 & -0.6025 & 0.274839 \tabularnewline
32 & -0.026322 & -0.1824 & 0.428032 \tabularnewline
33 & 0.09305 & 0.6447 & 0.261106 \tabularnewline
34 & -0.048491 & -0.336 & 0.369183 \tabularnewline
35 & -0.054968 & -0.3808 & 0.352504 \tabularnewline
36 & -0.116697 & -0.8085 & 0.211395 \tabularnewline
37 & -0.010953 & -0.0759 & 0.469913 \tabularnewline
38 & 0.014218 & 0.0985 & 0.46097 \tabularnewline
39 & -0.027158 & -0.1882 & 0.425773 \tabularnewline
40 & 0.010423 & 0.0722 & 0.471365 \tabularnewline
41 & 0.07138 & 0.4945 & 0.311592 \tabularnewline
42 & -0.151751 & -1.0514 & 0.149178 \tabularnewline
43 & -0.047088 & -0.3262 & 0.372832 \tabularnewline
44 & -0.018886 & -0.1308 & 0.448222 \tabularnewline
45 & -0.127822 & -0.8856 & 0.19013 \tabularnewline
46 & -0.109072 & -0.7557 & 0.226769 \tabularnewline
47 & 0.024527 & 0.1699 & 0.43289 \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=33693&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]-0.126245[/C][C]-0.8747[/C][C]0.193059[/C][/ROW]
[ROW][C]2[/C][C]0.060714[/C][C]0.4206[/C][C]0.337948[/C][/ROW]
[ROW][C]3[/C][C]0.038341[/C][C]0.2656[/C][C]0.395829[/C][/ROW]
[ROW][C]4[/C][C]-0.214541[/C][C]-1.4864[/C][C]0.071858[/C][/ROW]
[ROW][C]5[/C][C]-0.119779[/C][C]-0.8299[/C][C]0.205366[/C][/ROW]
[ROW][C]6[/C][C]-0.039748[/C][C]-0.2754[/C][C]0.392103[/C][/ROW]
[ROW][C]7[/C][C]0.103916[/C][C]0.72[/C][C]0.237523[/C][/ROW]
[ROW][C]8[/C][C]-0.03865[/C][C]-0.2678[/C][C]0.395011[/C][/ROW]
[ROW][C]9[/C][C]-0.091825[/C][C]-0.6362[/C][C]0.26384[/C][/ROW]
[ROW][C]10[/C][C]-0.057046[/C][C]-0.3952[/C][C]0.347213[/C][/ROW]
[ROW][C]11[/C][C]0.137923[/C][C]0.9556[/C][C]0.172041[/C][/ROW]
[ROW][C]12[/C][C]-0.204523[/C][C]-1.417[/C][C]0.081473[/C][/ROW]
[ROW][C]13[/C][C]-0.238036[/C][C]-1.6492[/C][C]0.052822[/C][/ROW]
[ROW][C]14[/C][C]-0.140893[/C][C]-0.9761[/C][C]0.166946[/C][/ROW]
[ROW][C]15[/C][C]-0.03204[/C][C]-0.222[/C][C]0.412636[/C][/ROW]
[ROW][C]16[/C][C]-0.080839[/C][C]-0.5601[/C][C]0.289019[/C][/ROW]
[ROW][C]17[/C][C]-0.015158[/C][C]-0.105[/C][C]0.4584[/C][/ROW]
[ROW][C]18[/C][C]0.130907[/C][C]0.9069[/C][C]0.184482[/C][/ROW]
[ROW][C]19[/C][C]-0.066513[/C][C]-0.4608[/C][C]0.323505[/C][/ROW]
[ROW][C]20[/C][C]0.150723[/C][C]1.0442[/C][C]0.150803[/C][/ROW]
[ROW][C]21[/C][C]-0.032513[/C][C]-0.2253[/C][C]0.411368[/C][/ROW]
[ROW][C]22[/C][C]-0.026016[/C][C]-0.1802[/C][C]0.42886[/C][/ROW]
[ROW][C]23[/C][C]-0.070521[/C][C]-0.4886[/C][C]0.313682[/C][/ROW]
[ROW][C]24[/C][C]-0.092761[/C][C]-0.6427[/C][C]0.26175[/C][/ROW]
[ROW][C]25[/C][C]0.046767[/C][C]0.324[/C][C]0.373668[/C][/ROW]
[ROW][C]26[/C][C]-0.086279[/C][C]-0.5978[/C][C]0.276406[/C][/ROW]
[ROW][C]27[/C][C]-0.035399[/C][C]-0.2452[/C][C]0.403655[/C][/ROW]
[ROW][C]28[/C][C]0.052757[/C][C]0.3655[/C][C]0.358167[/C][/ROW]
[ROW][C]29[/C][C]-0.025839[/C][C]-0.179[/C][C]0.429339[/C][/ROW]
[ROW][C]30[/C][C]-0.183822[/C][C]-1.2736[/C][C]0.104477[/C][/ROW]
[ROW][C]31[/C][C]-0.086963[/C][C]-0.6025[/C][C]0.274839[/C][/ROW]
[ROW][C]32[/C][C]-0.026322[/C][C]-0.1824[/C][C]0.428032[/C][/ROW]
[ROW][C]33[/C][C]0.09305[/C][C]0.6447[/C][C]0.261106[/C][/ROW]
[ROW][C]34[/C][C]-0.048491[/C][C]-0.336[/C][C]0.369183[/C][/ROW]
[ROW][C]35[/C][C]-0.054968[/C][C]-0.3808[/C][C]0.352504[/C][/ROW]
[ROW][C]36[/C][C]-0.116697[/C][C]-0.8085[/C][C]0.211395[/C][/ROW]
[ROW][C]37[/C][C]-0.010953[/C][C]-0.0759[/C][C]0.469913[/C][/ROW]
[ROW][C]38[/C][C]0.014218[/C][C]0.0985[/C][C]0.46097[/C][/ROW]
[ROW][C]39[/C][C]-0.027158[/C][C]-0.1882[/C][C]0.425773[/C][/ROW]
[ROW][C]40[/C][C]0.010423[/C][C]0.0722[/C][C]0.471365[/C][/ROW]
[ROW][C]41[/C][C]0.07138[/C][C]0.4945[/C][C]0.311592[/C][/ROW]
[ROW][C]42[/C][C]-0.151751[/C][C]-1.0514[/C][C]0.149178[/C][/ROW]
[ROW][C]43[/C][C]-0.047088[/C][C]-0.3262[/C][C]0.372832[/C][/ROW]
[ROW][C]44[/C][C]-0.018886[/C][C]-0.1308[/C][C]0.448222[/C][/ROW]
[ROW][C]45[/C][C]-0.127822[/C][C]-0.8856[/C][C]0.19013[/C][/ROW]
[ROW][C]46[/C][C]-0.109072[/C][C]-0.7557[/C][C]0.226769[/C][/ROW]
[ROW][C]47[/C][C]0.024527[/C][C]0.1699[/C][C]0.43289[/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=33693&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33693&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	-0.126245	-0.8747	0.193059
2	0.060714	0.4206	0.337948
3	0.038341	0.2656	0.395829
4	-0.214541	-1.4864	0.071858
5	-0.119779	-0.8299	0.205366
6	-0.039748	-0.2754	0.392103
7	0.103916	0.72	0.237523
8	-0.03865	-0.2678	0.395011
9	-0.091825	-0.6362	0.26384
10	-0.057046	-0.3952	0.347213
11	0.137923	0.9556	0.172041
12	-0.204523	-1.417	0.081473
13	-0.238036	-1.6492	0.052822
14	-0.140893	-0.9761	0.166946
15	-0.03204	-0.222	0.412636
16	-0.080839	-0.5601	0.289019
17	-0.015158	-0.105	0.4584
18	0.130907	0.9069	0.184482
19	-0.066513	-0.4608	0.323505
20	0.150723	1.0442	0.150803
21	-0.032513	-0.2253	0.411368
22	-0.026016	-0.1802	0.42886
23	-0.070521	-0.4886	0.313682
24	-0.092761	-0.6427	0.26175
25	0.046767	0.324	0.373668
26	-0.086279	-0.5978	0.276406
27	-0.035399	-0.2452	0.403655
28	0.052757	0.3655	0.358167
29	-0.025839	-0.179	0.429339
30	-0.183822	-1.2736	0.104477
31	-0.086963	-0.6025	0.274839
32	-0.026322	-0.1824	0.428032
33	0.09305	0.6447	0.261106
34	-0.048491	-0.336	0.369183
35	-0.054968	-0.3808	0.352504
36	-0.116697	-0.8085	0.211395
37	-0.010953	-0.0759	0.469913
38	0.014218	0.0985	0.46097
39	-0.027158	-0.1882	0.425773
40	0.010423	0.0722	0.471365
41	0.07138	0.4945	0.311592
42	-0.151751	-1.0514	0.149178
43	-0.047088	-0.3262	0.372832
44	-0.018886	-0.1308	0.448222
45	-0.127822	-0.8856	0.19013
46	-0.109072	-0.7557	0.226769
47	0.024527	0.1699	0.43289
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 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; 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