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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 12:13:41 -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/08/t1228763688tqso4epprx8y9cm.htm/, Retrieved Fri, 01 Nov 2024 00:16:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30757, Retrieved Fri, 01 Nov 2024 00:16:14 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

305

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]
- RMPD  [Standard Deviation-Mean Plot] [Q5] [2008-11-29 20:10:39] [57fa5e3679c393aa19449b2f1be9928b]
-   P     [Standard Deviation-Mean Plot] [Q5] [2008-11-29 20:18:39] [57fa5e3679c393aa19449b2f1be9928b]
- RM        [Variance Reduction Matrix] [Q6 Variance] [2008-11-29 20:25:29] [57fa5e3679c393aa19449b2f1be9928b]
- RM          [(Partial) Autocorrelation Function] [Q6 ACF] [2008-11-29 20:35:57] [57fa5e3679c393aa19449b2f1be9928b]
-               [(Partial) Autocorrelation Function] [Q6 aangepaste ACF] [2008-11-29 20:44:03] [57fa5e3679c393aa19449b2f1be9928b]
- RM D            [Cross Correlation Function] [Q7] [2008-11-29 20:55:14] [57fa5e3679c393aa19449b2f1be9928b]
F RM D              [Standard Deviation-Mean Plot] [Q8 Mean plot insc...] [2008-11-29 21:03:17] [57fa5e3679c393aa19449b2f1be9928b]
F RM                  [Variance Reduction Matrix] [Q8 VRM Inschrijvi...] [2008-11-29 21:06:11] [57fa5e3679c393aa19449b2f1be9928b]
- RM                    [(Partial) Autocorrelation Function] [Q2 inschrijvingen...] [2008-12-07 14:47:46] [57fa5e3679c393aa19449b2f1be9928b]
-   P                       [(Partial) Autocorrelation Function] [Q2 inschrijvingen...] [2008-12-08 19:13:41] [270782e2502ae87124d0ebdcd1862d6a] [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	'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=30757&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=30757&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30757&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	0.278046	2.3593	0.010512
2	0.057493	0.4878	0.31357
3	-0.048273	-0.4096	0.341655
4	-0.151204	-1.283	0.101802
5	-0.234595	-1.9906	0.025161
6	-0.4355	-3.6953	0.000213
7	-0.234993	-1.994	0.024971
8	-0.145526	-1.2348	0.110455
9	-0.072724	-0.6171	0.269562
10	0.017451	0.1481	0.441347
11	0.207111	1.7574	0.041551
12	0.758964	6.44	0
13	0.228556	1.9394	0.028188
14	0.050743	0.4306	0.334034
15	-0.052394	-0.4446	0.328979
16	-0.159681	-1.3549	0.089837
17	-0.204458	-1.7349	0.043521
18	-0.400433	-3.3978	0.000555
19	-0.214402	-1.8193	0.036515
20	-0.168097	-1.4264	0.079044
21	-0.098265	-0.8338	0.203574
22	0.014909	0.1265	0.449843
23	0.179355	1.5219	0.06621
24	0.59416	5.0416	2e-06
25	0.199484	1.6927	0.04742
26	0.042047	0.3568	0.36115
27	-0.004601	-0.039	0.484484
28	-0.072698	-0.6169	0.269637
29	-0.147041	-1.2477	0.108095
30	-0.302952	-2.5706	0.006109
31	-0.139106	-1.1804	0.120873
32	-0.145574	-1.2352	0.110379
33	-0.097232	-0.825	0.206038
34	0.005979	0.0507	0.479838
35	0.107378	0.9111	0.182632
36	0.431431	3.6608	0.000238
37	0.148074	1.2564	0.106508
38	0.001321	0.0112	0.495544
39	-0.002421	-0.0205	0.491835
40	-0.028772	-0.2441	0.403909
41	-0.131283	-1.114	0.134498
42	-0.182209	-1.5461	0.063233
43	-0.095496	-0.8103	0.210217
44	-0.09188	-0.7796	0.219083
45	-0.064512	-0.5474	0.292898
46	-0.000109	-9e-04	0.499631
47	0.074913	0.6357	0.263507
48	0.310128	2.6315	0.005196
49	0.113061	0.9594	0.170295
50	0.002309	0.0196	0.49221
51	0.024812	0.2105	0.416921
52	0.00567	0.0481	0.480879
53	-0.07062	-0.5992	0.27545
54	-0.083718	-0.7104	0.239885
55	-0.048719	-0.4134	0.340272
56	-0.020098	-0.1705	0.432532
57	-0.013718	-0.1164	0.45383
58	-0.019983	-0.1696	0.432915
59	0.016719	0.1419	0.44379
60	0.14143	1.2001	0.117023

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.278046 & 2.3593 & 0.010512 \tabularnewline
2 & 0.057493 & 0.4878 & 0.31357 \tabularnewline
3 & -0.048273 & -0.4096 & 0.341655 \tabularnewline
4 & -0.151204 & -1.283 & 0.101802 \tabularnewline
5 & -0.234595 & -1.9906 & 0.025161 \tabularnewline
6 & -0.4355 & -3.6953 & 0.000213 \tabularnewline
7 & -0.234993 & -1.994 & 0.024971 \tabularnewline
8 & -0.145526 & -1.2348 & 0.110455 \tabularnewline
9 & -0.072724 & -0.6171 & 0.269562 \tabularnewline
10 & 0.017451 & 0.1481 & 0.441347 \tabularnewline
11 & 0.207111 & 1.7574 & 0.041551 \tabularnewline
12 & 0.758964 & 6.44 & 0 \tabularnewline
13 & 0.228556 & 1.9394 & 0.028188 \tabularnewline
14 & 0.050743 & 0.4306 & 0.334034 \tabularnewline
15 & -0.052394 & -0.4446 & 0.328979 \tabularnewline
16 & -0.159681 & -1.3549 & 0.089837 \tabularnewline
17 & -0.204458 & -1.7349 & 0.043521 \tabularnewline
18 & -0.400433 & -3.3978 & 0.000555 \tabularnewline
19 & -0.214402 & -1.8193 & 0.036515 \tabularnewline
20 & -0.168097 & -1.4264 & 0.079044 \tabularnewline
21 & -0.098265 & -0.8338 & 0.203574 \tabularnewline
22 & 0.014909 & 0.1265 & 0.449843 \tabularnewline
23 & 0.179355 & 1.5219 & 0.06621 \tabularnewline
24 & 0.59416 & 5.0416 & 2e-06 \tabularnewline
25 & 0.199484 & 1.6927 & 0.04742 \tabularnewline
26 & 0.042047 & 0.3568 & 0.36115 \tabularnewline
27 & -0.004601 & -0.039 & 0.484484 \tabularnewline
28 & -0.072698 & -0.6169 & 0.269637 \tabularnewline
29 & -0.147041 & -1.2477 & 0.108095 \tabularnewline
30 & -0.302952 & -2.5706 & 0.006109 \tabularnewline
31 & -0.139106 & -1.1804 & 0.120873 \tabularnewline
32 & -0.145574 & -1.2352 & 0.110379 \tabularnewline
33 & -0.097232 & -0.825 & 0.206038 \tabularnewline
34 & 0.005979 & 0.0507 & 0.479838 \tabularnewline
35 & 0.107378 & 0.9111 & 0.182632 \tabularnewline
36 & 0.431431 & 3.6608 & 0.000238 \tabularnewline
37 & 0.148074 & 1.2564 & 0.106508 \tabularnewline
38 & 0.001321 & 0.0112 & 0.495544 \tabularnewline
39 & -0.002421 & -0.0205 & 0.491835 \tabularnewline
40 & -0.028772 & -0.2441 & 0.403909 \tabularnewline
41 & -0.131283 & -1.114 & 0.134498 \tabularnewline
42 & -0.182209 & -1.5461 & 0.063233 \tabularnewline
43 & -0.095496 & -0.8103 & 0.210217 \tabularnewline
44 & -0.09188 & -0.7796 & 0.219083 \tabularnewline
45 & -0.064512 & -0.5474 & 0.292898 \tabularnewline
46 & -0.000109 & -9e-04 & 0.499631 \tabularnewline
47 & 0.074913 & 0.6357 & 0.263507 \tabularnewline
48 & 0.310128 & 2.6315 & 0.005196 \tabularnewline
49 & 0.113061 & 0.9594 & 0.170295 \tabularnewline
50 & 0.002309 & 0.0196 & 0.49221 \tabularnewline
51 & 0.024812 & 0.2105 & 0.416921 \tabularnewline
52 & 0.00567 & 0.0481 & 0.480879 \tabularnewline
53 & -0.07062 & -0.5992 & 0.27545 \tabularnewline
54 & -0.083718 & -0.7104 & 0.239885 \tabularnewline
55 & -0.048719 & -0.4134 & 0.340272 \tabularnewline
56 & -0.020098 & -0.1705 & 0.432532 \tabularnewline
57 & -0.013718 & -0.1164 & 0.45383 \tabularnewline
58 & -0.019983 & -0.1696 & 0.432915 \tabularnewline
59 & 0.016719 & 0.1419 & 0.44379 \tabularnewline
60 & 0.14143 & 1.2001 & 0.117023 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30757&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]0.278046[/C][C]2.3593[/C][C]0.010512[/C][/ROW]
[ROW][C]2[/C][C]0.057493[/C][C]0.4878[/C][C]0.31357[/C][/ROW]
[ROW][C]3[/C][C]-0.048273[/C][C]-0.4096[/C][C]0.341655[/C][/ROW]
[ROW][C]4[/C][C]-0.151204[/C][C]-1.283[/C][C]0.101802[/C][/ROW]
[ROW][C]5[/C][C]-0.234595[/C][C]-1.9906[/C][C]0.025161[/C][/ROW]
[ROW][C]6[/C][C]-0.4355[/C][C]-3.6953[/C][C]0.000213[/C][/ROW]
[ROW][C]7[/C][C]-0.234993[/C][C]-1.994[/C][C]0.024971[/C][/ROW]
[ROW][C]8[/C][C]-0.145526[/C][C]-1.2348[/C][C]0.110455[/C][/ROW]
[ROW][C]9[/C][C]-0.072724[/C][C]-0.6171[/C][C]0.269562[/C][/ROW]
[ROW][C]10[/C][C]0.017451[/C][C]0.1481[/C][C]0.441347[/C][/ROW]
[ROW][C]11[/C][C]0.207111[/C][C]1.7574[/C][C]0.041551[/C][/ROW]
[ROW][C]12[/C][C]0.758964[/C][C]6.44[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.228556[/C][C]1.9394[/C][C]0.028188[/C][/ROW]
[ROW][C]14[/C][C]0.050743[/C][C]0.4306[/C][C]0.334034[/C][/ROW]
[ROW][C]15[/C][C]-0.052394[/C][C]-0.4446[/C][C]0.328979[/C][/ROW]
[ROW][C]16[/C][C]-0.159681[/C][C]-1.3549[/C][C]0.089837[/C][/ROW]
[ROW][C]17[/C][C]-0.204458[/C][C]-1.7349[/C][C]0.043521[/C][/ROW]
[ROW][C]18[/C][C]-0.400433[/C][C]-3.3978[/C][C]0.000555[/C][/ROW]
[ROW][C]19[/C][C]-0.214402[/C][C]-1.8193[/C][C]0.036515[/C][/ROW]
[ROW][C]20[/C][C]-0.168097[/C][C]-1.4264[/C][C]0.079044[/C][/ROW]
[ROW][C]21[/C][C]-0.098265[/C][C]-0.8338[/C][C]0.203574[/C][/ROW]
[ROW][C]22[/C][C]0.014909[/C][C]0.1265[/C][C]0.449843[/C][/ROW]
[ROW][C]23[/C][C]0.179355[/C][C]1.5219[/C][C]0.06621[/C][/ROW]
[ROW][C]24[/C][C]0.59416[/C][C]5.0416[/C][C]2e-06[/C][/ROW]
[ROW][C]25[/C][C]0.199484[/C][C]1.6927[/C][C]0.04742[/C][/ROW]
[ROW][C]26[/C][C]0.042047[/C][C]0.3568[/C][C]0.36115[/C][/ROW]
[ROW][C]27[/C][C]-0.004601[/C][C]-0.039[/C][C]0.484484[/C][/ROW]
[ROW][C]28[/C][C]-0.072698[/C][C]-0.6169[/C][C]0.269637[/C][/ROW]
[ROW][C]29[/C][C]-0.147041[/C][C]-1.2477[/C][C]0.108095[/C][/ROW]
[ROW][C]30[/C][C]-0.302952[/C][C]-2.5706[/C][C]0.006109[/C][/ROW]
[ROW][C]31[/C][C]-0.139106[/C][C]-1.1804[/C][C]0.120873[/C][/ROW]
[ROW][C]32[/C][C]-0.145574[/C][C]-1.2352[/C][C]0.110379[/C][/ROW]
[ROW][C]33[/C][C]-0.097232[/C][C]-0.825[/C][C]0.206038[/C][/ROW]
[ROW][C]34[/C][C]0.005979[/C][C]0.0507[/C][C]0.479838[/C][/ROW]
[ROW][C]35[/C][C]0.107378[/C][C]0.9111[/C][C]0.182632[/C][/ROW]
[ROW][C]36[/C][C]0.431431[/C][C]3.6608[/C][C]0.000238[/C][/ROW]
[ROW][C]37[/C][C]0.148074[/C][C]1.2564[/C][C]0.106508[/C][/ROW]
[ROW][C]38[/C][C]0.001321[/C][C]0.0112[/C][C]0.495544[/C][/ROW]
[ROW][C]39[/C][C]-0.002421[/C][C]-0.0205[/C][C]0.491835[/C][/ROW]
[ROW][C]40[/C][C]-0.028772[/C][C]-0.2441[/C][C]0.403909[/C][/ROW]
[ROW][C]41[/C][C]-0.131283[/C][C]-1.114[/C][C]0.134498[/C][/ROW]
[ROW][C]42[/C][C]-0.182209[/C][C]-1.5461[/C][C]0.063233[/C][/ROW]
[ROW][C]43[/C][C]-0.095496[/C][C]-0.8103[/C][C]0.210217[/C][/ROW]
[ROW][C]44[/C][C]-0.09188[/C][C]-0.7796[/C][C]0.219083[/C][/ROW]
[ROW][C]45[/C][C]-0.064512[/C][C]-0.5474[/C][C]0.292898[/C][/ROW]
[ROW][C]46[/C][C]-0.000109[/C][C]-9e-04[/C][C]0.499631[/C][/ROW]
[ROW][C]47[/C][C]0.074913[/C][C]0.6357[/C][C]0.263507[/C][/ROW]
[ROW][C]48[/C][C]0.310128[/C][C]2.6315[/C][C]0.005196[/C][/ROW]
[ROW][C]49[/C][C]0.113061[/C][C]0.9594[/C][C]0.170295[/C][/ROW]
[ROW][C]50[/C][C]0.002309[/C][C]0.0196[/C][C]0.49221[/C][/ROW]
[ROW][C]51[/C][C]0.024812[/C][C]0.2105[/C][C]0.416921[/C][/ROW]
[ROW][C]52[/C][C]0.00567[/C][C]0.0481[/C][C]0.480879[/C][/ROW]
[ROW][C]53[/C][C]-0.07062[/C][C]-0.5992[/C][C]0.27545[/C][/ROW]
[ROW][C]54[/C][C]-0.083718[/C][C]-0.7104[/C][C]0.239885[/C][/ROW]
[ROW][C]55[/C][C]-0.048719[/C][C]-0.4134[/C][C]0.340272[/C][/ROW]
[ROW][C]56[/C][C]-0.020098[/C][C]-0.1705[/C][C]0.432532[/C][/ROW]
[ROW][C]57[/C][C]-0.013718[/C][C]-0.1164[/C][C]0.45383[/C][/ROW]
[ROW][C]58[/C][C]-0.019983[/C][C]-0.1696[/C][C]0.432915[/C][/ROW]
[ROW][C]59[/C][C]0.016719[/C][C]0.1419[/C][C]0.44379[/C][/ROW]
[ROW][C]60[/C][C]0.14143[/C][C]1.2001[/C][C]0.117023[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30757&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30757&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	0.278046	2.3593	0.010512
2	0.057493	0.4878	0.31357
3	-0.048273	-0.4096	0.341655
4	-0.151204	-1.283	0.101802
5	-0.234595	-1.9906	0.025161
6	-0.4355	-3.6953	0.000213
7	-0.234993	-1.994	0.024971
8	-0.145526	-1.2348	0.110455
9	-0.072724	-0.6171	0.269562
10	0.017451	0.1481	0.441347
11	0.207111	1.7574	0.041551
12	0.758964	6.44	0
13	0.228556	1.9394	0.028188
14	0.050743	0.4306	0.334034
15	-0.052394	-0.4446	0.328979
16	-0.159681	-1.3549	0.089837
17	-0.204458	-1.7349	0.043521
18	-0.400433	-3.3978	0.000555
19	-0.214402	-1.8193	0.036515
20	-0.168097	-1.4264	0.079044
21	-0.098265	-0.8338	0.203574
22	0.014909	0.1265	0.449843
23	0.179355	1.5219	0.06621
24	0.59416	5.0416	2e-06
25	0.199484	1.6927	0.04742
26	0.042047	0.3568	0.36115
27	-0.004601	-0.039	0.484484
28	-0.072698	-0.6169	0.269637
29	-0.147041	-1.2477	0.108095
30	-0.302952	-2.5706	0.006109
31	-0.139106	-1.1804	0.120873
32	-0.145574	-1.2352	0.110379
33	-0.097232	-0.825	0.206038
34	0.005979	0.0507	0.479838
35	0.107378	0.9111	0.182632
36	0.431431	3.6608	0.000238
37	0.148074	1.2564	0.106508
38	0.001321	0.0112	0.495544
39	-0.002421	-0.0205	0.491835
40	-0.028772	-0.2441	0.403909
41	-0.131283	-1.114	0.134498
42	-0.182209	-1.5461	0.063233
43	-0.095496	-0.8103	0.210217
44	-0.09188	-0.7796	0.219083
45	-0.064512	-0.5474	0.292898
46	-0.000109	-9e-04	0.499631
47	0.074913	0.6357	0.263507
48	0.310128	2.6315	0.005196
49	0.113061	0.9594	0.170295
50	0.002309	0.0196	0.49221
51	0.024812	0.2105	0.416921
52	0.00567	0.0481	0.480879
53	-0.07062	-0.5992	0.27545
54	-0.083718	-0.7104	0.239885
55	-0.048719	-0.4134	0.340272
56	-0.020098	-0.1705	0.432532
57	-0.013718	-0.1164	0.45383
58	-0.019983	-0.1696	0.432915
59	0.016719	0.1419	0.44379
60	0.14143	1.2001	0.117023

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.278046	2.3593	0.010512
2	-0.021477	-0.1822	0.427955
3	-0.063572	-0.5394	0.295629
4	-0.130301	-1.1056	0.136281
5	-0.172246	-1.4616	0.074106
6	-0.372466	-3.1605	0.001152
7	-0.085132	-0.7224	0.236202
8	-0.150528	-1.2773	0.102805
9	-0.150127	-1.2739	0.103404
10	-0.142075	-1.2055	0.11597
11	0.031195	0.2647	0.395999
12	0.665101	5.6436	0
13	-0.201234	-1.7075	0.046017
14	-0.063297	-0.5371	0.296428
15	-0.081105	-0.6882	0.246768
16	-0.065614	-0.5568	0.28971
17	0.018223	0.1546	0.438776
18	-0.039099	-0.3318	0.370516
19	-0.031973	-0.2713	0.393467
20	-0.152305	-1.2924	0.100184
21	-0.065372	-0.5547	0.29041
22	0.006345	0.0538	0.478608
23	-0.004883	-0.0414	0.483534
24	-0.050688	-0.4301	0.334202
25	-0.066767	-0.5665	0.286394
26	-0.109903	-0.9326	0.177082
27	0.060616	0.5143	0.304293
28	0.136261	1.1562	0.125708
29	-0.045748	-0.3882	0.349513
30	0.048695	0.4132	0.340347
31	0.024611	0.2088	0.417583
32	-0.007434	-0.0631	0.47494
33	0.024869	0.211	0.416733
34	-0.002434	-0.0207	0.49179
35	-0.135667	-1.1512	0.126735
36	-0.092566	-0.7854	0.217384
37	-0.018565	-0.1575	0.437635
38	-0.07694	-0.6529	0.257964
39	-0.061124	-0.5187	0.302796
40	-0.044295	-0.3759	0.354065
41	-0.147086	-1.2481	0.108026
42	0.105886	0.8985	0.185964
43	-0.055568	-0.4715	0.31935
44	0.082237	0.6978	0.243775
45	-0.009103	-0.0772	0.469324
46	-0.027797	-0.2359	0.407102
47	0.043856	0.3721	0.355445
48	0.017012	0.1444	0.442812
49	0.063445	0.5383	0.295999
50	0.033777	0.2866	0.387617
51	0.007287	0.0618	0.475433
52	-0.028352	-0.2406	0.405284
53	0.093634	0.7945	0.214755
54	-0.009114	-0.0773	0.469286
55	0.008686	0.0737	0.470724
56	0.051702	0.4387	0.331094
57	0.040519	0.3438	0.365994
58	-0.019743	-0.1675	0.433714
59	-0.072062	-0.6115	0.271408
60	-0.091874	-0.7796	0.219097

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.278046 & 2.3593 & 0.010512 \tabularnewline
2 & -0.021477 & -0.1822 & 0.427955 \tabularnewline
3 & -0.063572 & -0.5394 & 0.295629 \tabularnewline
4 & -0.130301 & -1.1056 & 0.136281 \tabularnewline
5 & -0.172246 & -1.4616 & 0.074106 \tabularnewline
6 & -0.372466 & -3.1605 & 0.001152 \tabularnewline
7 & -0.085132 & -0.7224 & 0.236202 \tabularnewline
8 & -0.150528 & -1.2773 & 0.102805 \tabularnewline
9 & -0.150127 & -1.2739 & 0.103404 \tabularnewline
10 & -0.142075 & -1.2055 & 0.11597 \tabularnewline
11 & 0.031195 & 0.2647 & 0.395999 \tabularnewline
12 & 0.665101 & 5.6436 & 0 \tabularnewline
13 & -0.201234 & -1.7075 & 0.046017 \tabularnewline
14 & -0.063297 & -0.5371 & 0.296428 \tabularnewline
15 & -0.081105 & -0.6882 & 0.246768 \tabularnewline
16 & -0.065614 & -0.5568 & 0.28971 \tabularnewline
17 & 0.018223 & 0.1546 & 0.438776 \tabularnewline
18 & -0.039099 & -0.3318 & 0.370516 \tabularnewline
19 & -0.031973 & -0.2713 & 0.393467 \tabularnewline
20 & -0.152305 & -1.2924 & 0.100184 \tabularnewline
21 & -0.065372 & -0.5547 & 0.29041 \tabularnewline
22 & 0.006345 & 0.0538 & 0.478608 \tabularnewline
23 & -0.004883 & -0.0414 & 0.483534 \tabularnewline
24 & -0.050688 & -0.4301 & 0.334202 \tabularnewline
25 & -0.066767 & -0.5665 & 0.286394 \tabularnewline
26 & -0.109903 & -0.9326 & 0.177082 \tabularnewline
27 & 0.060616 & 0.5143 & 0.304293 \tabularnewline
28 & 0.136261 & 1.1562 & 0.125708 \tabularnewline
29 & -0.045748 & -0.3882 & 0.349513 \tabularnewline
30 & 0.048695 & 0.4132 & 0.340347 \tabularnewline
31 & 0.024611 & 0.2088 & 0.417583 \tabularnewline
32 & -0.007434 & -0.0631 & 0.47494 \tabularnewline
33 & 0.024869 & 0.211 & 0.416733 \tabularnewline
34 & -0.002434 & -0.0207 & 0.49179 \tabularnewline
35 & -0.135667 & -1.1512 & 0.126735 \tabularnewline
36 & -0.092566 & -0.7854 & 0.217384 \tabularnewline
37 & -0.018565 & -0.1575 & 0.437635 \tabularnewline
38 & -0.07694 & -0.6529 & 0.257964 \tabularnewline
39 & -0.061124 & -0.5187 & 0.302796 \tabularnewline
40 & -0.044295 & -0.3759 & 0.354065 \tabularnewline
41 & -0.147086 & -1.2481 & 0.108026 \tabularnewline
42 & 0.105886 & 0.8985 & 0.185964 \tabularnewline
43 & -0.055568 & -0.4715 & 0.31935 \tabularnewline
44 & 0.082237 & 0.6978 & 0.243775 \tabularnewline
45 & -0.009103 & -0.0772 & 0.469324 \tabularnewline
46 & -0.027797 & -0.2359 & 0.407102 \tabularnewline
47 & 0.043856 & 0.3721 & 0.355445 \tabularnewline
48 & 0.017012 & 0.1444 & 0.442812 \tabularnewline
49 & 0.063445 & 0.5383 & 0.295999 \tabularnewline
50 & 0.033777 & 0.2866 & 0.387617 \tabularnewline
51 & 0.007287 & 0.0618 & 0.475433 \tabularnewline
52 & -0.028352 & -0.2406 & 0.405284 \tabularnewline
53 & 0.093634 & 0.7945 & 0.214755 \tabularnewline
54 & -0.009114 & -0.0773 & 0.469286 \tabularnewline
55 & 0.008686 & 0.0737 & 0.470724 \tabularnewline
56 & 0.051702 & 0.4387 & 0.331094 \tabularnewline
57 & 0.040519 & 0.3438 & 0.365994 \tabularnewline
58 & -0.019743 & -0.1675 & 0.433714 \tabularnewline
59 & -0.072062 & -0.6115 & 0.271408 \tabularnewline
60 & -0.091874 & -0.7796 & 0.219097 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30757&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]0.278046[/C][C]2.3593[/C][C]0.010512[/C][/ROW]
[ROW][C]2[/C][C]-0.021477[/C][C]-0.1822[/C][C]0.427955[/C][/ROW]
[ROW][C]3[/C][C]-0.063572[/C][C]-0.5394[/C][C]0.295629[/C][/ROW]
[ROW][C]4[/C][C]-0.130301[/C][C]-1.1056[/C][C]0.136281[/C][/ROW]
[ROW][C]5[/C][C]-0.172246[/C][C]-1.4616[/C][C]0.074106[/C][/ROW]
[ROW][C]6[/C][C]-0.372466[/C][C]-3.1605[/C][C]0.001152[/C][/ROW]
[ROW][C]7[/C][C]-0.085132[/C][C]-0.7224[/C][C]0.236202[/C][/ROW]
[ROW][C]8[/C][C]-0.150528[/C][C]-1.2773[/C][C]0.102805[/C][/ROW]
[ROW][C]9[/C][C]-0.150127[/C][C]-1.2739[/C][C]0.103404[/C][/ROW]
[ROW][C]10[/C][C]-0.142075[/C][C]-1.2055[/C][C]0.11597[/C][/ROW]
[ROW][C]11[/C][C]0.031195[/C][C]0.2647[/C][C]0.395999[/C][/ROW]
[ROW][C]12[/C][C]0.665101[/C][C]5.6436[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.201234[/C][C]-1.7075[/C][C]0.046017[/C][/ROW]
[ROW][C]14[/C][C]-0.063297[/C][C]-0.5371[/C][C]0.296428[/C][/ROW]
[ROW][C]15[/C][C]-0.081105[/C][C]-0.6882[/C][C]0.246768[/C][/ROW]
[ROW][C]16[/C][C]-0.065614[/C][C]-0.5568[/C][C]0.28971[/C][/ROW]
[ROW][C]17[/C][C]0.018223[/C][C]0.1546[/C][C]0.438776[/C][/ROW]
[ROW][C]18[/C][C]-0.039099[/C][C]-0.3318[/C][C]0.370516[/C][/ROW]
[ROW][C]19[/C][C]-0.031973[/C][C]-0.2713[/C][C]0.393467[/C][/ROW]
[ROW][C]20[/C][C]-0.152305[/C][C]-1.2924[/C][C]0.100184[/C][/ROW]
[ROW][C]21[/C][C]-0.065372[/C][C]-0.5547[/C][C]0.29041[/C][/ROW]
[ROW][C]22[/C][C]0.006345[/C][C]0.0538[/C][C]0.478608[/C][/ROW]
[ROW][C]23[/C][C]-0.004883[/C][C]-0.0414[/C][C]0.483534[/C][/ROW]
[ROW][C]24[/C][C]-0.050688[/C][C]-0.4301[/C][C]0.334202[/C][/ROW]
[ROW][C]25[/C][C]-0.066767[/C][C]-0.5665[/C][C]0.286394[/C][/ROW]
[ROW][C]26[/C][C]-0.109903[/C][C]-0.9326[/C][C]0.177082[/C][/ROW]
[ROW][C]27[/C][C]0.060616[/C][C]0.5143[/C][C]0.304293[/C][/ROW]
[ROW][C]28[/C][C]0.136261[/C][C]1.1562[/C][C]0.125708[/C][/ROW]
[ROW][C]29[/C][C]-0.045748[/C][C]-0.3882[/C][C]0.349513[/C][/ROW]
[ROW][C]30[/C][C]0.048695[/C][C]0.4132[/C][C]0.340347[/C][/ROW]
[ROW][C]31[/C][C]0.024611[/C][C]0.2088[/C][C]0.417583[/C][/ROW]
[ROW][C]32[/C][C]-0.007434[/C][C]-0.0631[/C][C]0.47494[/C][/ROW]
[ROW][C]33[/C][C]0.024869[/C][C]0.211[/C][C]0.416733[/C][/ROW]
[ROW][C]34[/C][C]-0.002434[/C][C]-0.0207[/C][C]0.49179[/C][/ROW]
[ROW][C]35[/C][C]-0.135667[/C][C]-1.1512[/C][C]0.126735[/C][/ROW]
[ROW][C]36[/C][C]-0.092566[/C][C]-0.7854[/C][C]0.217384[/C][/ROW]
[ROW][C]37[/C][C]-0.018565[/C][C]-0.1575[/C][C]0.437635[/C][/ROW]
[ROW][C]38[/C][C]-0.07694[/C][C]-0.6529[/C][C]0.257964[/C][/ROW]
[ROW][C]39[/C][C]-0.061124[/C][C]-0.5187[/C][C]0.302796[/C][/ROW]
[ROW][C]40[/C][C]-0.044295[/C][C]-0.3759[/C][C]0.354065[/C][/ROW]
[ROW][C]41[/C][C]-0.147086[/C][C]-1.2481[/C][C]0.108026[/C][/ROW]
[ROW][C]42[/C][C]0.105886[/C][C]0.8985[/C][C]0.185964[/C][/ROW]
[ROW][C]43[/C][C]-0.055568[/C][C]-0.4715[/C][C]0.31935[/C][/ROW]
[ROW][C]44[/C][C]0.082237[/C][C]0.6978[/C][C]0.243775[/C][/ROW]
[ROW][C]45[/C][C]-0.009103[/C][C]-0.0772[/C][C]0.469324[/C][/ROW]
[ROW][C]46[/C][C]-0.027797[/C][C]-0.2359[/C][C]0.407102[/C][/ROW]
[ROW][C]47[/C][C]0.043856[/C][C]0.3721[/C][C]0.355445[/C][/ROW]
[ROW][C]48[/C][C]0.017012[/C][C]0.1444[/C][C]0.442812[/C][/ROW]
[ROW][C]49[/C][C]0.063445[/C][C]0.5383[/C][C]0.295999[/C][/ROW]
[ROW][C]50[/C][C]0.033777[/C][C]0.2866[/C][C]0.387617[/C][/ROW]
[ROW][C]51[/C][C]0.007287[/C][C]0.0618[/C][C]0.475433[/C][/ROW]
[ROW][C]52[/C][C]-0.028352[/C][C]-0.2406[/C][C]0.405284[/C][/ROW]
[ROW][C]53[/C][C]0.093634[/C][C]0.7945[/C][C]0.214755[/C][/ROW]
[ROW][C]54[/C][C]-0.009114[/C][C]-0.0773[/C][C]0.469286[/C][/ROW]
[ROW][C]55[/C][C]0.008686[/C][C]0.0737[/C][C]0.470724[/C][/ROW]
[ROW][C]56[/C][C]0.051702[/C][C]0.4387[/C][C]0.331094[/C][/ROW]
[ROW][C]57[/C][C]0.040519[/C][C]0.3438[/C][C]0.365994[/C][/ROW]
[ROW][C]58[/C][C]-0.019743[/C][C]-0.1675[/C][C]0.433714[/C][/ROW]
[ROW][C]59[/C][C]-0.072062[/C][C]-0.6115[/C][C]0.271408[/C][/ROW]
[ROW][C]60[/C][C]-0.091874[/C][C]-0.7796[/C][C]0.219097[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30757&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30757&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	0.278046	2.3593	0.010512
2	-0.021477	-0.1822	0.427955
3	-0.063572	-0.5394	0.295629
4	-0.130301	-1.1056	0.136281
5	-0.172246	-1.4616	0.074106
6	-0.372466	-3.1605	0.001152
7	-0.085132	-0.7224	0.236202
8	-0.150528	-1.2773	0.102805
9	-0.150127	-1.2739	0.103404
10	-0.142075	-1.2055	0.11597
11	0.031195	0.2647	0.395999
12	0.665101	5.6436	0
13	-0.201234	-1.7075	0.046017
14	-0.063297	-0.5371	0.296428
15	-0.081105	-0.6882	0.246768
16	-0.065614	-0.5568	0.28971
17	0.018223	0.1546	0.438776
18	-0.039099	-0.3318	0.370516
19	-0.031973	-0.2713	0.393467
20	-0.152305	-1.2924	0.100184
21	-0.065372	-0.5547	0.29041
22	0.006345	0.0538	0.478608
23	-0.004883	-0.0414	0.483534
24	-0.050688	-0.4301	0.334202
25	-0.066767	-0.5665	0.286394
26	-0.109903	-0.9326	0.177082
27	0.060616	0.5143	0.304293
28	0.136261	1.1562	0.125708
29	-0.045748	-0.3882	0.349513
30	0.048695	0.4132	0.340347
31	0.024611	0.2088	0.417583
32	-0.007434	-0.0631	0.47494
33	0.024869	0.211	0.416733
34	-0.002434	-0.0207	0.49179
35	-0.135667	-1.1512	0.126735
36	-0.092566	-0.7854	0.217384
37	-0.018565	-0.1575	0.437635
38	-0.07694	-0.6529	0.257964
39	-0.061124	-0.5187	0.302796
40	-0.044295	-0.3759	0.354065
41	-0.147086	-1.2481	0.108026
42	0.105886	0.8985	0.185964
43	-0.055568	-0.4715	0.31935
44	0.082237	0.6978	0.243775
45	-0.009103	-0.0772	0.469324
46	-0.027797	-0.2359	0.407102
47	0.043856	0.3721	0.355445
48	0.017012	0.1444	0.442812
49	0.063445	0.5383	0.295999
50	0.033777	0.2866	0.387617
51	0.007287	0.0618	0.475433
52	-0.028352	-0.2406	0.405284
53	0.093634	0.7945	0.214755
54	-0.009114	-0.0773	0.469286
55	0.008686	0.0737	0.470724
56	0.051702	0.4387	0.331094
57	0.040519	0.3438	0.365994
58	-0.019743	-0.1675	0.433714
59	-0.072062	-0.6115	0.271408
60	-0.091874	-0.7796	0.219097

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.4 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 0.4 ; par3 = 0 ; par4 = 0 ; 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