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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 09 Dec 2008 11:01:29 -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/09/t1228845766b5atbqmkt3jw97y.htm/, Retrieved Sat, 18 May 2024 05:35:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31641, Retrieved Sat, 18 May 2024 05:35:08 +0000

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Estimated Impact

171

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Gilliam Schoorel] [2008-12-07 20:50:54] [a9b974cca921a7a5a84c6ce01f3dc8c2]
- R PD      [(Partial) Autocorrelation Function] [] [2008-12-09 18:01:29] [d41d8cd98f00b204e9800998ecf8427e] [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	3 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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31641&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]3 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=31641&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31641&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	3 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.290697	-2.7114	0.004036
2	-0.442928	-4.1314	4.1e-05
3	0.360125	3.359	0.000581
4	-0.2096	-1.955	0.026896
5	-0.106424	-0.9927	0.161816
6	0.393203	3.6675	0.000211
7	-0.131364	-1.2253	0.111887
8	-0.145631	-1.3584	0.088931
9	0.29126	2.7167	0.003977
10	-0.397654	-3.7091	0.000183
11	-0.178355	-1.6636	0.049897
12	0.727571	6.7863	0
13	-0.184406	-1.72	0.044492
14	-0.362397	-3.3802	0.000543
15	0.278221	2.5951	0.005549
16	-0.169052	-1.5768	0.059235
17	-0.093864	-0.8755	0.191854
18	0.323557	3.0179	0.001669
19	-0.098333	-0.9172	0.180789
20	-0.114217	-1.0653	0.144833
21	0.253782	2.3671	0.010073
22	-0.370141	-3.4524	0.00043
23	-0.080796	-0.7536	0.226557
24	0.535481	4.9946	2e-06
25	-0.162541	-1.5161	0.066562
26	-0.227538	-2.1223	0.018326
27	0.19247	1.7952	0.038044
28	-0.139374	-1.3	0.098519
29	-0.064457	-0.6012	0.274629
30	0.244895	2.2842	0.012396
31	-0.082858	-0.7729	0.220852
32	-0.057633	-0.5376	0.296126
33	0.153201	1.429	0.078297
34	-0.25912	-2.4169	0.008871
35	-0.094502	-0.8815	0.190249
36	0.424999	3.9641	7.5e-05
37	-0.098146	-0.9154	0.181245
38	-0.199131	-1.8574	0.033321
39	0.154797	1.4438	0.076186
40	-0.110966	-1.035	0.151764
41	-0.049478	-0.4615	0.322796
42	0.167411	1.5615	0.061018
43	-0.037272	-0.3476	0.364472
44	-0.025725	-0.2399	0.40547
45	0.09242	0.862	0.195519
46	-0.206574	-1.9268	0.028635
47	-0.072389	-0.6752	0.250671
48	0.337184	3.145	0.001136
49	-0.047893	-0.4467	0.328096
50	-0.18305	-1.7074	0.045659
51	0.114209	1.0653	0.14485
52	-0.073992	-0.6901	0.245969
53	-0.026924	-0.2511	0.401154
54	0.103489	0.9653	0.168539
55	-0.019638	-0.1832	0.427546
56	-0.017716	-0.1652	0.434569
57	0.068875	0.6424	0.261144
58	-0.153286	-1.4298	0.078184
59	-0.060827	-0.5674	0.285967
60	0.259544	2.4209	0.008781

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.290697 & -2.7114 & 0.004036 \tabularnewline
2 & -0.442928 & -4.1314 & 4.1e-05 \tabularnewline
3 & 0.360125 & 3.359 & 0.000581 \tabularnewline
4 & -0.2096 & -1.955 & 0.026896 \tabularnewline
5 & -0.106424 & -0.9927 & 0.161816 \tabularnewline
6 & 0.393203 & 3.6675 & 0.000211 \tabularnewline
7 & -0.131364 & -1.2253 & 0.111887 \tabularnewline
8 & -0.145631 & -1.3584 & 0.088931 \tabularnewline
9 & 0.29126 & 2.7167 & 0.003977 \tabularnewline
10 & -0.397654 & -3.7091 & 0.000183 \tabularnewline
11 & -0.178355 & -1.6636 & 0.049897 \tabularnewline
12 & 0.727571 & 6.7863 & 0 \tabularnewline
13 & -0.184406 & -1.72 & 0.044492 \tabularnewline
14 & -0.362397 & -3.3802 & 0.000543 \tabularnewline
15 & 0.278221 & 2.5951 & 0.005549 \tabularnewline
16 & -0.169052 & -1.5768 & 0.059235 \tabularnewline
17 & -0.093864 & -0.8755 & 0.191854 \tabularnewline
18 & 0.323557 & 3.0179 & 0.001669 \tabularnewline
19 & -0.098333 & -0.9172 & 0.180789 \tabularnewline
20 & -0.114217 & -1.0653 & 0.144833 \tabularnewline
21 & 0.253782 & 2.3671 & 0.010073 \tabularnewline
22 & -0.370141 & -3.4524 & 0.00043 \tabularnewline
23 & -0.080796 & -0.7536 & 0.226557 \tabularnewline
24 & 0.535481 & 4.9946 & 2e-06 \tabularnewline
25 & -0.162541 & -1.5161 & 0.066562 \tabularnewline
26 & -0.227538 & -2.1223 & 0.018326 \tabularnewline
27 & 0.19247 & 1.7952 & 0.038044 \tabularnewline
28 & -0.139374 & -1.3 & 0.098519 \tabularnewline
29 & -0.064457 & -0.6012 & 0.274629 \tabularnewline
30 & 0.244895 & 2.2842 & 0.012396 \tabularnewline
31 & -0.082858 & -0.7729 & 0.220852 \tabularnewline
32 & -0.057633 & -0.5376 & 0.296126 \tabularnewline
33 & 0.153201 & 1.429 & 0.078297 \tabularnewline
34 & -0.25912 & -2.4169 & 0.008871 \tabularnewline
35 & -0.094502 & -0.8815 & 0.190249 \tabularnewline
36 & 0.424999 & 3.9641 & 7.5e-05 \tabularnewline
37 & -0.098146 & -0.9154 & 0.181245 \tabularnewline
38 & -0.199131 & -1.8574 & 0.033321 \tabularnewline
39 & 0.154797 & 1.4438 & 0.076186 \tabularnewline
40 & -0.110966 & -1.035 & 0.151764 \tabularnewline
41 & -0.049478 & -0.4615 & 0.322796 \tabularnewline
42 & 0.167411 & 1.5615 & 0.061018 \tabularnewline
43 & -0.037272 & -0.3476 & 0.364472 \tabularnewline
44 & -0.025725 & -0.2399 & 0.40547 \tabularnewline
45 & 0.09242 & 0.862 & 0.195519 \tabularnewline
46 & -0.206574 & -1.9268 & 0.028635 \tabularnewline
47 & -0.072389 & -0.6752 & 0.250671 \tabularnewline
48 & 0.337184 & 3.145 & 0.001136 \tabularnewline
49 & -0.047893 & -0.4467 & 0.328096 \tabularnewline
50 & -0.18305 & -1.7074 & 0.045659 \tabularnewline
51 & 0.114209 & 1.0653 & 0.14485 \tabularnewline
52 & -0.073992 & -0.6901 & 0.245969 \tabularnewline
53 & -0.026924 & -0.2511 & 0.401154 \tabularnewline
54 & 0.103489 & 0.9653 & 0.168539 \tabularnewline
55 & -0.019638 & -0.1832 & 0.427546 \tabularnewline
56 & -0.017716 & -0.1652 & 0.434569 \tabularnewline
57 & 0.068875 & 0.6424 & 0.261144 \tabularnewline
58 & -0.153286 & -1.4298 & 0.078184 \tabularnewline
59 & -0.060827 & -0.5674 & 0.285967 \tabularnewline
60 & 0.259544 & 2.4209 & 0.008781 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31641&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]-0.290697[/C][C]-2.7114[/C][C]0.004036[/C][/ROW]
[ROW][C]2[/C][C]-0.442928[/C][C]-4.1314[/C][C]4.1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.360125[/C][C]3.359[/C][C]0.000581[/C][/ROW]
[ROW][C]4[/C][C]-0.2096[/C][C]-1.955[/C][C]0.026896[/C][/ROW]
[ROW][C]5[/C][C]-0.106424[/C][C]-0.9927[/C][C]0.161816[/C][/ROW]
[ROW][C]6[/C][C]0.393203[/C][C]3.6675[/C][C]0.000211[/C][/ROW]
[ROW][C]7[/C][C]-0.131364[/C][C]-1.2253[/C][C]0.111887[/C][/ROW]
[ROW][C]8[/C][C]-0.145631[/C][C]-1.3584[/C][C]0.088931[/C][/ROW]
[ROW][C]9[/C][C]0.29126[/C][C]2.7167[/C][C]0.003977[/C][/ROW]
[ROW][C]10[/C][C]-0.397654[/C][C]-3.7091[/C][C]0.000183[/C][/ROW]
[ROW][C]11[/C][C]-0.178355[/C][C]-1.6636[/C][C]0.049897[/C][/ROW]
[ROW][C]12[/C][C]0.727571[/C][C]6.7863[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.184406[/C][C]-1.72[/C][C]0.044492[/C][/ROW]
[ROW][C]14[/C][C]-0.362397[/C][C]-3.3802[/C][C]0.000543[/C][/ROW]
[ROW][C]15[/C][C]0.278221[/C][C]2.5951[/C][C]0.005549[/C][/ROW]
[ROW][C]16[/C][C]-0.169052[/C][C]-1.5768[/C][C]0.059235[/C][/ROW]
[ROW][C]17[/C][C]-0.093864[/C][C]-0.8755[/C][C]0.191854[/C][/ROW]
[ROW][C]18[/C][C]0.323557[/C][C]3.0179[/C][C]0.001669[/C][/ROW]
[ROW][C]19[/C][C]-0.098333[/C][C]-0.9172[/C][C]0.180789[/C][/ROW]
[ROW][C]20[/C][C]-0.114217[/C][C]-1.0653[/C][C]0.144833[/C][/ROW]
[ROW][C]21[/C][C]0.253782[/C][C]2.3671[/C][C]0.010073[/C][/ROW]
[ROW][C]22[/C][C]-0.370141[/C][C]-3.4524[/C][C]0.00043[/C][/ROW]
[ROW][C]23[/C][C]-0.080796[/C][C]-0.7536[/C][C]0.226557[/C][/ROW]
[ROW][C]24[/C][C]0.535481[/C][C]4.9946[/C][C]2e-06[/C][/ROW]
[ROW][C]25[/C][C]-0.162541[/C][C]-1.5161[/C][C]0.066562[/C][/ROW]
[ROW][C]26[/C][C]-0.227538[/C][C]-2.1223[/C][C]0.018326[/C][/ROW]
[ROW][C]27[/C][C]0.19247[/C][C]1.7952[/C][C]0.038044[/C][/ROW]
[ROW][C]28[/C][C]-0.139374[/C][C]-1.3[/C][C]0.098519[/C][/ROW]
[ROW][C]29[/C][C]-0.064457[/C][C]-0.6012[/C][C]0.274629[/C][/ROW]
[ROW][C]30[/C][C]0.244895[/C][C]2.2842[/C][C]0.012396[/C][/ROW]
[ROW][C]31[/C][C]-0.082858[/C][C]-0.7729[/C][C]0.220852[/C][/ROW]
[ROW][C]32[/C][C]-0.057633[/C][C]-0.5376[/C][C]0.296126[/C][/ROW]
[ROW][C]33[/C][C]0.153201[/C][C]1.429[/C][C]0.078297[/C][/ROW]
[ROW][C]34[/C][C]-0.25912[/C][C]-2.4169[/C][C]0.008871[/C][/ROW]
[ROW][C]35[/C][C]-0.094502[/C][C]-0.8815[/C][C]0.190249[/C][/ROW]
[ROW][C]36[/C][C]0.424999[/C][C]3.9641[/C][C]7.5e-05[/C][/ROW]
[ROW][C]37[/C][C]-0.098146[/C][C]-0.9154[/C][C]0.181245[/C][/ROW]
[ROW][C]38[/C][C]-0.199131[/C][C]-1.8574[/C][C]0.033321[/C][/ROW]
[ROW][C]39[/C][C]0.154797[/C][C]1.4438[/C][C]0.076186[/C][/ROW]
[ROW][C]40[/C][C]-0.110966[/C][C]-1.035[/C][C]0.151764[/C][/ROW]
[ROW][C]41[/C][C]-0.049478[/C][C]-0.4615[/C][C]0.322796[/C][/ROW]
[ROW][C]42[/C][C]0.167411[/C][C]1.5615[/C][C]0.061018[/C][/ROW]
[ROW][C]43[/C][C]-0.037272[/C][C]-0.3476[/C][C]0.364472[/C][/ROW]
[ROW][C]44[/C][C]-0.025725[/C][C]-0.2399[/C][C]0.40547[/C][/ROW]
[ROW][C]45[/C][C]0.09242[/C][C]0.862[/C][C]0.195519[/C][/ROW]
[ROW][C]46[/C][C]-0.206574[/C][C]-1.9268[/C][C]0.028635[/C][/ROW]
[ROW][C]47[/C][C]-0.072389[/C][C]-0.6752[/C][C]0.250671[/C][/ROW]
[ROW][C]48[/C][C]0.337184[/C][C]3.145[/C][C]0.001136[/C][/ROW]
[ROW][C]49[/C][C]-0.047893[/C][C]-0.4467[/C][C]0.328096[/C][/ROW]
[ROW][C]50[/C][C]-0.18305[/C][C]-1.7074[/C][C]0.045659[/C][/ROW]
[ROW][C]51[/C][C]0.114209[/C][C]1.0653[/C][C]0.14485[/C][/ROW]
[ROW][C]52[/C][C]-0.073992[/C][C]-0.6901[/C][C]0.245969[/C][/ROW]
[ROW][C]53[/C][C]-0.026924[/C][C]-0.2511[/C][C]0.401154[/C][/ROW]
[ROW][C]54[/C][C]0.103489[/C][C]0.9653[/C][C]0.168539[/C][/ROW]
[ROW][C]55[/C][C]-0.019638[/C][C]-0.1832[/C][C]0.427546[/C][/ROW]
[ROW][C]56[/C][C]-0.017716[/C][C]-0.1652[/C][C]0.434569[/C][/ROW]
[ROW][C]57[/C][C]0.068875[/C][C]0.6424[/C][C]0.261144[/C][/ROW]
[ROW][C]58[/C][C]-0.153286[/C][C]-1.4298[/C][C]0.078184[/C][/ROW]
[ROW][C]59[/C][C]-0.060827[/C][C]-0.5674[/C][C]0.285967[/C][/ROW]
[ROW][C]60[/C][C]0.259544[/C][C]2.4209[/C][C]0.008781[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31641&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31641&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	-0.290697	-2.7114	0.004036
2	-0.442928	-4.1314	4.1e-05
3	0.360125	3.359	0.000581
4	-0.2096	-1.955	0.026896
5	-0.106424	-0.9927	0.161816
6	0.393203	3.6675	0.000211
7	-0.131364	-1.2253	0.111887
8	-0.145631	-1.3584	0.088931
9	0.29126	2.7167	0.003977
10	-0.397654	-3.7091	0.000183
11	-0.178355	-1.6636	0.049897
12	0.727571	6.7863	0
13	-0.184406	-1.72	0.044492
14	-0.362397	-3.3802	0.000543
15	0.278221	2.5951	0.005549
16	-0.169052	-1.5768	0.059235
17	-0.093864	-0.8755	0.191854
18	0.323557	3.0179	0.001669
19	-0.098333	-0.9172	0.180789
20	-0.114217	-1.0653	0.144833
21	0.253782	2.3671	0.010073
22	-0.370141	-3.4524	0.00043
23	-0.080796	-0.7536	0.226557
24	0.535481	4.9946	2e-06
25	-0.162541	-1.5161	0.066562
26	-0.227538	-2.1223	0.018326
27	0.19247	1.7952	0.038044
28	-0.139374	-1.3	0.098519
29	-0.064457	-0.6012	0.274629
30	0.244895	2.2842	0.012396
31	-0.082858	-0.7729	0.220852
32	-0.057633	-0.5376	0.296126
33	0.153201	1.429	0.078297
34	-0.25912	-2.4169	0.008871
35	-0.094502	-0.8815	0.190249
36	0.424999	3.9641	7.5e-05
37	-0.098146	-0.9154	0.181245
38	-0.199131	-1.8574	0.033321
39	0.154797	1.4438	0.076186
40	-0.110966	-1.035	0.151764
41	-0.049478	-0.4615	0.322796
42	0.167411	1.5615	0.061018
43	-0.037272	-0.3476	0.364472
44	-0.025725	-0.2399	0.40547
45	0.09242	0.862	0.195519
46	-0.206574	-1.9268	0.028635
47	-0.072389	-0.6752	0.250671
48	0.337184	3.145	0.001136
49	-0.047893	-0.4467	0.328096
50	-0.18305	-1.7074	0.045659
51	0.114209	1.0653	0.14485
52	-0.073992	-0.6901	0.245969
53	-0.026924	-0.2511	0.401154
54	0.103489	0.9653	0.168539
55	-0.019638	-0.1832	0.427546
56	-0.017716	-0.1652	0.434569
57	0.068875	0.6424	0.261144
58	-0.153286	-1.4298	0.078184
59	-0.060827	-0.5674	0.285967
60	0.259544	2.4209	0.008781

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.290697	-2.7114	0.004036
2	-0.576118	-5.3737	0
3	-0.016821	-0.1569	0.437844
4	-0.498141	-4.6464	6e-06
5	-0.319209	-2.9774	0.001883
6	-0.156661	-1.4612	0.073777
7	-0.113271	-1.0565	0.146828
8	-0.009378	-0.0875	0.465247
9	0.368221	3.4345	0.000456
10	-0.201936	-1.8835	0.031484
11	-0.447918	-4.1779	3.5e-05
12	0.147494	1.3757	0.086218
13	0.15582	1.4534	0.074857
14	0.13159	1.2274	0.111494
15	0.001608	0.015	0.494034
16	0.040233	0.3753	0.354187
17	0.032785	0.3058	0.380244
18	-0.060098	-0.5606	0.288271
19	-0.019908	-0.1857	0.426561
20	-0.077347	-0.7214	0.236286
21	0.084879	0.7917	0.215344
22	-0.085499	-0.7975	0.213672
23	0.156105	1.4561	0.074488
24	0.002396	0.0224	0.491109
25	0.047482	0.4429	0.329477
26	0.040338	0.3763	0.353823
27	0.05702	0.5319	0.298092
28	0.082788	0.7722	0.221045
29	0.064217	0.599	0.275371
30	0.050806	0.4739	0.318385
31	0.035117	0.3275	0.372021
32	0.033108	0.3088	0.379101
33	-0.096895	-0.9038	0.184306
34	0.047503	0.4431	0.329403
35	-0.210715	-1.9654	0.026278
36	-0.025341	-0.2364	0.406854
37	-0.044881	-0.4186	0.338261
38	-0.001952	-0.0182	0.492758
39	-0.010999	-0.1026	0.459263
40	-0.032303	-0.3013	0.381953
41	0.074781	0.6975	0.243671
42	-0.125415	-1.1698	0.12264
43	0.048755	0.4548	0.325209
44	-0.077872	-0.7263	0.234789
45	0.074879	0.6984	0.243386
46	-0.108976	-1.0165	0.156114
47	-0.028355	-0.2645	0.39602
48	0.002535	0.0236	0.490596
49	0.003576	0.0334	0.486735
50	0.012572	0.1173	0.453462
51	-0.050987	-0.4756	0.317784
52	0.041128	0.3836	0.351098
53	0.03804	0.3548	0.361794
54	0.121785	1.1359	0.129552
55	-0.012875	-0.1201	0.452345
56	0.00077	0.0072	0.497141
57	-0.072376	-0.6751	0.25071
58	0.024633	0.2298	0.409407
59	0.054724	0.5104	0.305519
60	-0.027977	-0.261	0.397372

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.290697 & -2.7114 & 0.004036 \tabularnewline
2 & -0.576118 & -5.3737 & 0 \tabularnewline
3 & -0.016821 & -0.1569 & 0.437844 \tabularnewline
4 & -0.498141 & -4.6464 & 6e-06 \tabularnewline
5 & -0.319209 & -2.9774 & 0.001883 \tabularnewline
6 & -0.156661 & -1.4612 & 0.073777 \tabularnewline
7 & -0.113271 & -1.0565 & 0.146828 \tabularnewline
8 & -0.009378 & -0.0875 & 0.465247 \tabularnewline
9 & 0.368221 & 3.4345 & 0.000456 \tabularnewline
10 & -0.201936 & -1.8835 & 0.031484 \tabularnewline
11 & -0.447918 & -4.1779 & 3.5e-05 \tabularnewline
12 & 0.147494 & 1.3757 & 0.086218 \tabularnewline
13 & 0.15582 & 1.4534 & 0.074857 \tabularnewline
14 & 0.13159 & 1.2274 & 0.111494 \tabularnewline
15 & 0.001608 & 0.015 & 0.494034 \tabularnewline
16 & 0.040233 & 0.3753 & 0.354187 \tabularnewline
17 & 0.032785 & 0.3058 & 0.380244 \tabularnewline
18 & -0.060098 & -0.5606 & 0.288271 \tabularnewline
19 & -0.019908 & -0.1857 & 0.426561 \tabularnewline
20 & -0.077347 & -0.7214 & 0.236286 \tabularnewline
21 & 0.084879 & 0.7917 & 0.215344 \tabularnewline
22 & -0.085499 & -0.7975 & 0.213672 \tabularnewline
23 & 0.156105 & 1.4561 & 0.074488 \tabularnewline
24 & 0.002396 & 0.0224 & 0.491109 \tabularnewline
25 & 0.047482 & 0.4429 & 0.329477 \tabularnewline
26 & 0.040338 & 0.3763 & 0.353823 \tabularnewline
27 & 0.05702 & 0.5319 & 0.298092 \tabularnewline
28 & 0.082788 & 0.7722 & 0.221045 \tabularnewline
29 & 0.064217 & 0.599 & 0.275371 \tabularnewline
30 & 0.050806 & 0.4739 & 0.318385 \tabularnewline
31 & 0.035117 & 0.3275 & 0.372021 \tabularnewline
32 & 0.033108 & 0.3088 & 0.379101 \tabularnewline
33 & -0.096895 & -0.9038 & 0.184306 \tabularnewline
34 & 0.047503 & 0.4431 & 0.329403 \tabularnewline
35 & -0.210715 & -1.9654 & 0.026278 \tabularnewline
36 & -0.025341 & -0.2364 & 0.406854 \tabularnewline
37 & -0.044881 & -0.4186 & 0.338261 \tabularnewline
38 & -0.001952 & -0.0182 & 0.492758 \tabularnewline
39 & -0.010999 & -0.1026 & 0.459263 \tabularnewline
40 & -0.032303 & -0.3013 & 0.381953 \tabularnewline
41 & 0.074781 & 0.6975 & 0.243671 \tabularnewline
42 & -0.125415 & -1.1698 & 0.12264 \tabularnewline
43 & 0.048755 & 0.4548 & 0.325209 \tabularnewline
44 & -0.077872 & -0.7263 & 0.234789 \tabularnewline
45 & 0.074879 & 0.6984 & 0.243386 \tabularnewline
46 & -0.108976 & -1.0165 & 0.156114 \tabularnewline
47 & -0.028355 & -0.2645 & 0.39602 \tabularnewline
48 & 0.002535 & 0.0236 & 0.490596 \tabularnewline
49 & 0.003576 & 0.0334 & 0.486735 \tabularnewline
50 & 0.012572 & 0.1173 & 0.453462 \tabularnewline
51 & -0.050987 & -0.4756 & 0.317784 \tabularnewline
52 & 0.041128 & 0.3836 & 0.351098 \tabularnewline
53 & 0.03804 & 0.3548 & 0.361794 \tabularnewline
54 & 0.121785 & 1.1359 & 0.129552 \tabularnewline
55 & -0.012875 & -0.1201 & 0.452345 \tabularnewline
56 & 0.00077 & 0.0072 & 0.497141 \tabularnewline
57 & -0.072376 & -0.6751 & 0.25071 \tabularnewline
58 & 0.024633 & 0.2298 & 0.409407 \tabularnewline
59 & 0.054724 & 0.5104 & 0.305519 \tabularnewline
60 & -0.027977 & -0.261 & 0.397372 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31641&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]-0.290697[/C][C]-2.7114[/C][C]0.004036[/C][/ROW]
[ROW][C]2[/C][C]-0.576118[/C][C]-5.3737[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]-0.016821[/C][C]-0.1569[/C][C]0.437844[/C][/ROW]
[ROW][C]4[/C][C]-0.498141[/C][C]-4.6464[/C][C]6e-06[/C][/ROW]
[ROW][C]5[/C][C]-0.319209[/C][C]-2.9774[/C][C]0.001883[/C][/ROW]
[ROW][C]6[/C][C]-0.156661[/C][C]-1.4612[/C][C]0.073777[/C][/ROW]
[ROW][C]7[/C][C]-0.113271[/C][C]-1.0565[/C][C]0.146828[/C][/ROW]
[ROW][C]8[/C][C]-0.009378[/C][C]-0.0875[/C][C]0.465247[/C][/ROW]
[ROW][C]9[/C][C]0.368221[/C][C]3.4345[/C][C]0.000456[/C][/ROW]
[ROW][C]10[/C][C]-0.201936[/C][C]-1.8835[/C][C]0.031484[/C][/ROW]
[ROW][C]11[/C][C]-0.447918[/C][C]-4.1779[/C][C]3.5e-05[/C][/ROW]
[ROW][C]12[/C][C]0.147494[/C][C]1.3757[/C][C]0.086218[/C][/ROW]
[ROW][C]13[/C][C]0.15582[/C][C]1.4534[/C][C]0.074857[/C][/ROW]
[ROW][C]14[/C][C]0.13159[/C][C]1.2274[/C][C]0.111494[/C][/ROW]
[ROW][C]15[/C][C]0.001608[/C][C]0.015[/C][C]0.494034[/C][/ROW]
[ROW][C]16[/C][C]0.040233[/C][C]0.3753[/C][C]0.354187[/C][/ROW]
[ROW][C]17[/C][C]0.032785[/C][C]0.3058[/C][C]0.380244[/C][/ROW]
[ROW][C]18[/C][C]-0.060098[/C][C]-0.5606[/C][C]0.288271[/C][/ROW]
[ROW][C]19[/C][C]-0.019908[/C][C]-0.1857[/C][C]0.426561[/C][/ROW]
[ROW][C]20[/C][C]-0.077347[/C][C]-0.7214[/C][C]0.236286[/C][/ROW]
[ROW][C]21[/C][C]0.084879[/C][C]0.7917[/C][C]0.215344[/C][/ROW]
[ROW][C]22[/C][C]-0.085499[/C][C]-0.7975[/C][C]0.213672[/C][/ROW]
[ROW][C]23[/C][C]0.156105[/C][C]1.4561[/C][C]0.074488[/C][/ROW]
[ROW][C]24[/C][C]0.002396[/C][C]0.0224[/C][C]0.491109[/C][/ROW]
[ROW][C]25[/C][C]0.047482[/C][C]0.4429[/C][C]0.329477[/C][/ROW]
[ROW][C]26[/C][C]0.040338[/C][C]0.3763[/C][C]0.353823[/C][/ROW]
[ROW][C]27[/C][C]0.05702[/C][C]0.5319[/C][C]0.298092[/C][/ROW]
[ROW][C]28[/C][C]0.082788[/C][C]0.7722[/C][C]0.221045[/C][/ROW]
[ROW][C]29[/C][C]0.064217[/C][C]0.599[/C][C]0.275371[/C][/ROW]
[ROW][C]30[/C][C]0.050806[/C][C]0.4739[/C][C]0.318385[/C][/ROW]
[ROW][C]31[/C][C]0.035117[/C][C]0.3275[/C][C]0.372021[/C][/ROW]
[ROW][C]32[/C][C]0.033108[/C][C]0.3088[/C][C]0.379101[/C][/ROW]
[ROW][C]33[/C][C]-0.096895[/C][C]-0.9038[/C][C]0.184306[/C][/ROW]
[ROW][C]34[/C][C]0.047503[/C][C]0.4431[/C][C]0.329403[/C][/ROW]
[ROW][C]35[/C][C]-0.210715[/C][C]-1.9654[/C][C]0.026278[/C][/ROW]
[ROW][C]36[/C][C]-0.025341[/C][C]-0.2364[/C][C]0.406854[/C][/ROW]
[ROW][C]37[/C][C]-0.044881[/C][C]-0.4186[/C][C]0.338261[/C][/ROW]
[ROW][C]38[/C][C]-0.001952[/C][C]-0.0182[/C][C]0.492758[/C][/ROW]
[ROW][C]39[/C][C]-0.010999[/C][C]-0.1026[/C][C]0.459263[/C][/ROW]
[ROW][C]40[/C][C]-0.032303[/C][C]-0.3013[/C][C]0.381953[/C][/ROW]
[ROW][C]41[/C][C]0.074781[/C][C]0.6975[/C][C]0.243671[/C][/ROW]
[ROW][C]42[/C][C]-0.125415[/C][C]-1.1698[/C][C]0.12264[/C][/ROW]
[ROW][C]43[/C][C]0.048755[/C][C]0.4548[/C][C]0.325209[/C][/ROW]
[ROW][C]44[/C][C]-0.077872[/C][C]-0.7263[/C][C]0.234789[/C][/ROW]
[ROW][C]45[/C][C]0.074879[/C][C]0.6984[/C][C]0.243386[/C][/ROW]
[ROW][C]46[/C][C]-0.108976[/C][C]-1.0165[/C][C]0.156114[/C][/ROW]
[ROW][C]47[/C][C]-0.028355[/C][C]-0.2645[/C][C]0.39602[/C][/ROW]
[ROW][C]48[/C][C]0.002535[/C][C]0.0236[/C][C]0.490596[/C][/ROW]
[ROW][C]49[/C][C]0.003576[/C][C]0.0334[/C][C]0.486735[/C][/ROW]
[ROW][C]50[/C][C]0.012572[/C][C]0.1173[/C][C]0.453462[/C][/ROW]
[ROW][C]51[/C][C]-0.050987[/C][C]-0.4756[/C][C]0.317784[/C][/ROW]
[ROW][C]52[/C][C]0.041128[/C][C]0.3836[/C][C]0.351098[/C][/ROW]
[ROW][C]53[/C][C]0.03804[/C][C]0.3548[/C][C]0.361794[/C][/ROW]
[ROW][C]54[/C][C]0.121785[/C][C]1.1359[/C][C]0.129552[/C][/ROW]
[ROW][C]55[/C][C]-0.012875[/C][C]-0.1201[/C][C]0.452345[/C][/ROW]
[ROW][C]56[/C][C]0.00077[/C][C]0.0072[/C][C]0.497141[/C][/ROW]
[ROW][C]57[/C][C]-0.072376[/C][C]-0.6751[/C][C]0.25071[/C][/ROW]
[ROW][C]58[/C][C]0.024633[/C][C]0.2298[/C][C]0.409407[/C][/ROW]
[ROW][C]59[/C][C]0.054724[/C][C]0.5104[/C][C]0.305519[/C][/ROW]
[ROW][C]60[/C][C]-0.027977[/C][C]-0.261[/C][C]0.397372[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31641&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31641&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	-0.290697	-2.7114	0.004036
2	-0.576118	-5.3737	0
3	-0.016821	-0.1569	0.437844
4	-0.498141	-4.6464	6e-06
5	-0.319209	-2.9774	0.001883
6	-0.156661	-1.4612	0.073777
7	-0.113271	-1.0565	0.146828
8	-0.009378	-0.0875	0.465247
9	0.368221	3.4345	0.000456
10	-0.201936	-1.8835	0.031484
11	-0.447918	-4.1779	3.5e-05
12	0.147494	1.3757	0.086218
13	0.15582	1.4534	0.074857
14	0.13159	1.2274	0.111494
15	0.001608	0.015	0.494034
16	0.040233	0.3753	0.354187
17	0.032785	0.3058	0.380244
18	-0.060098	-0.5606	0.288271
19	-0.019908	-0.1857	0.426561
20	-0.077347	-0.7214	0.236286
21	0.084879	0.7917	0.215344
22	-0.085499	-0.7975	0.213672
23	0.156105	1.4561	0.074488
24	0.002396	0.0224	0.491109
25	0.047482	0.4429	0.329477
26	0.040338	0.3763	0.353823
27	0.05702	0.5319	0.298092
28	0.082788	0.7722	0.221045
29	0.064217	0.599	0.275371
30	0.050806	0.4739	0.318385
31	0.035117	0.3275	0.372021
32	0.033108	0.3088	0.379101
33	-0.096895	-0.9038	0.184306
34	0.047503	0.4431	0.329403
35	-0.210715	-1.9654	0.026278
36	-0.025341	-0.2364	0.406854
37	-0.044881	-0.4186	0.338261
38	-0.001952	-0.0182	0.492758
39	-0.010999	-0.1026	0.459263
40	-0.032303	-0.3013	0.381953
41	0.074781	0.6975	0.243671
42	-0.125415	-1.1698	0.12264
43	0.048755	0.4548	0.325209
44	-0.077872	-0.7263	0.234789
45	0.074879	0.6984	0.243386
46	-0.108976	-1.0165	0.156114
47	-0.028355	-0.2645	0.39602
48	0.002535	0.0236	0.490596
49	0.003576	0.0334	0.486735
50	0.012572	0.1173	0.453462
51	-0.050987	-0.4756	0.317784
52	0.041128	0.3836	0.351098
53	0.03804	0.3548	0.361794
54	0.121785	1.1359	0.129552
55	-0.012875	-0.1201	0.452345
56	0.00077	0.0072	0.497141
57	-0.072376	-0.6751	0.25071
58	0.024633	0.2298	0.409407
59	0.054724	0.5104	0.305519
60	-0.027977	-0.261	0.397372

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 = 0 ; par5 = 12 ;

Parameters (R input):

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