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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 21 Dec 2008 04:57:49 -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/21/t1229860711nxyrcd2lw9igpty.htm/, Retrieved Sat, 18 May 2024 10:38:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35519, Retrieved Sat, 18 May 2024 10:38:43 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

178

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 (16)] [2008-12-21 11:54:36] [b943bd7078334192ff8343563ee31113]
-   P                           [(Partial) Autocorrelation Function] [Paper Analyse (17)] [2008-12-21 11:57:49] [620b6ad5c4696049e39cb73ce029682c] [Current]
- RMP                             [Spectral Analysis] [Paper Analyse (18)] [2008-12-21 12:02:44] [b943bd7078334192ff8343563ee31113] 
-   P                               [Spectral Analysis] [Paper Analyse (19)] [2008-12-21 12:06:49] [b943bd7078334192ff8343563ee31113] 
- RMP                                 [ARIMA Backward Selection] [Paper Analyse (20)] [2008-12-21 12:13:35] [b943bd7078334192ff8343563ee31113] 
- RMP                                   [ARIMA Forecasting] [Paper Analyse (21)] [2008-12-21 13:12:31] [b943bd7078334192ff8343563ee31113] 

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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=35519&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=35519&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35519&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	-0.470806	-4.6129	6e-06
2	0.028955	0.2837	0.388625
3	0.019131	0.1874	0.425854
4	-0.141787	-1.3892	0.083989
5	0.144464	1.4154	0.080087
6	-0.08808	-0.863	0.195144
7	0.106807	1.0465	0.148981
8	-0.019216	-0.1883	0.425528
9	-0.059788	-0.5858	0.279692
10	-0.087748	-0.8597	0.196035
11	-0.048008	-0.4704	0.319574
12	0.358957	3.517	0.000334
13	-0.293163	-2.8724	0.002507
14	0.163973	1.6066	0.055713
15	-0.125559	-1.2302	0.110811
16	-0.052004	-0.5095	0.305773
17	0.0636	0.6232	0.267331
18	0.052236	0.5118	0.304982
19	-0.046881	-0.4593	0.323515
20	0.088023	0.8624	0.195296
21	-0.072758	-0.7129	0.238825
22	-0.082899	-0.8122	0.209331
23	0.034289	0.336	0.368818
24	0.197827	1.9383	0.027762
25	-0.166618	-1.6325	0.052923
26	0.178573	1.7497	0.041687
27	-0.257605	-2.524	0.006622
28	0.038539	0.3776	0.353278
29	0.1663	1.6294	0.053253
30	-0.180616	-1.7697	0.039979
31	0.075086	0.7357	0.231856
32	0.097503	0.9553	0.170906
33	-0.137846	-1.3506	0.089998
34	-0.00845	-0.0828	0.467092
35	-0.056841	-0.5569	0.289438
36	0.229738	2.251	0.013335
37	-0.128851	-1.2625	0.104917
38	0.032979	0.3231	0.373652
39	-0.108138	-1.0595	0.146009
40	0.029717	0.2912	0.385776
41	0.063885	0.6259	0.266418
42	-0.095306	-0.9338	0.176373
43	0.152308	1.4923	0.069449
44	-0.003339	-0.0327	0.486985
45	-0.174728	-1.712	0.045065
46	0.137567	1.3479	0.090435
47	-0.161222	-1.5796	0.058739
48	0.146836	1.4387	0.076745
49	-0.017731	-0.1737	0.431224
50	-0.031276	-0.3064	0.379966
51	-0.016251	-0.1592	0.436912
52	-0.015327	-0.1502	0.440473
53	0.039068	0.3828	0.351361
54	-0.025086	-0.2458	0.403183
55	0.085443	0.8372	0.202289
56	-0.054009	-0.5292	0.29895
57	-0.021064	-0.2064	0.418463
58	0.014766	0.1447	0.442634
59	-0.111176	-1.0893	0.139375
60	0.219394	2.1496	0.01705

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.470806 & -4.6129 & 6e-06 \tabularnewline
2 & 0.028955 & 0.2837 & 0.388625 \tabularnewline
3 & 0.019131 & 0.1874 & 0.425854 \tabularnewline
4 & -0.141787 & -1.3892 & 0.083989 \tabularnewline
5 & 0.144464 & 1.4154 & 0.080087 \tabularnewline
6 & -0.08808 & -0.863 & 0.195144 \tabularnewline
7 & 0.106807 & 1.0465 & 0.148981 \tabularnewline
8 & -0.019216 & -0.1883 & 0.425528 \tabularnewline
9 & -0.059788 & -0.5858 & 0.279692 \tabularnewline
10 & -0.087748 & -0.8597 & 0.196035 \tabularnewline
11 & -0.048008 & -0.4704 & 0.319574 \tabularnewline
12 & 0.358957 & 3.517 & 0.000334 \tabularnewline
13 & -0.293163 & -2.8724 & 0.002507 \tabularnewline
14 & 0.163973 & 1.6066 & 0.055713 \tabularnewline
15 & -0.125559 & -1.2302 & 0.110811 \tabularnewline
16 & -0.052004 & -0.5095 & 0.305773 \tabularnewline
17 & 0.0636 & 0.6232 & 0.267331 \tabularnewline
18 & 0.052236 & 0.5118 & 0.304982 \tabularnewline
19 & -0.046881 & -0.4593 & 0.323515 \tabularnewline
20 & 0.088023 & 0.8624 & 0.195296 \tabularnewline
21 & -0.072758 & -0.7129 & 0.238825 \tabularnewline
22 & -0.082899 & -0.8122 & 0.209331 \tabularnewline
23 & 0.034289 & 0.336 & 0.368818 \tabularnewline
24 & 0.197827 & 1.9383 & 0.027762 \tabularnewline
25 & -0.166618 & -1.6325 & 0.052923 \tabularnewline
26 & 0.178573 & 1.7497 & 0.041687 \tabularnewline
27 & -0.257605 & -2.524 & 0.006622 \tabularnewline
28 & 0.038539 & 0.3776 & 0.353278 \tabularnewline
29 & 0.1663 & 1.6294 & 0.053253 \tabularnewline
30 & -0.180616 & -1.7697 & 0.039979 \tabularnewline
31 & 0.075086 & 0.7357 & 0.231856 \tabularnewline
32 & 0.097503 & 0.9553 & 0.170906 \tabularnewline
33 & -0.137846 & -1.3506 & 0.089998 \tabularnewline
34 & -0.00845 & -0.0828 & 0.467092 \tabularnewline
35 & -0.056841 & -0.5569 & 0.289438 \tabularnewline
36 & 0.229738 & 2.251 & 0.013335 \tabularnewline
37 & -0.128851 & -1.2625 & 0.104917 \tabularnewline
38 & 0.032979 & 0.3231 & 0.373652 \tabularnewline
39 & -0.108138 & -1.0595 & 0.146009 \tabularnewline
40 & 0.029717 & 0.2912 & 0.385776 \tabularnewline
41 & 0.063885 & 0.6259 & 0.266418 \tabularnewline
42 & -0.095306 & -0.9338 & 0.176373 \tabularnewline
43 & 0.152308 & 1.4923 & 0.069449 \tabularnewline
44 & -0.003339 & -0.0327 & 0.486985 \tabularnewline
45 & -0.174728 & -1.712 & 0.045065 \tabularnewline
46 & 0.137567 & 1.3479 & 0.090435 \tabularnewline
47 & -0.161222 & -1.5796 & 0.058739 \tabularnewline
48 & 0.146836 & 1.4387 & 0.076745 \tabularnewline
49 & -0.017731 & -0.1737 & 0.431224 \tabularnewline
50 & -0.031276 & -0.3064 & 0.379966 \tabularnewline
51 & -0.016251 & -0.1592 & 0.436912 \tabularnewline
52 & -0.015327 & -0.1502 & 0.440473 \tabularnewline
53 & 0.039068 & 0.3828 & 0.351361 \tabularnewline
54 & -0.025086 & -0.2458 & 0.403183 \tabularnewline
55 & 0.085443 & 0.8372 & 0.202289 \tabularnewline
56 & -0.054009 & -0.5292 & 0.29895 \tabularnewline
57 & -0.021064 & -0.2064 & 0.418463 \tabularnewline
58 & 0.014766 & 0.1447 & 0.442634 \tabularnewline
59 & -0.111176 & -1.0893 & 0.139375 \tabularnewline
60 & 0.219394 & 2.1496 & 0.01705 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35519&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]-0.470806[/C][C]-4.6129[/C][C]6e-06[/C][/ROW]
[ROW][C]2[/C][C]0.028955[/C][C]0.2837[/C][C]0.388625[/C][/ROW]
[ROW][C]3[/C][C]0.019131[/C][C]0.1874[/C][C]0.425854[/C][/ROW]
[ROW][C]4[/C][C]-0.141787[/C][C]-1.3892[/C][C]0.083989[/C][/ROW]
[ROW][C]5[/C][C]0.144464[/C][C]1.4154[/C][C]0.080087[/C][/ROW]
[ROW][C]6[/C][C]-0.08808[/C][C]-0.863[/C][C]0.195144[/C][/ROW]
[ROW][C]7[/C][C]0.106807[/C][C]1.0465[/C][C]0.148981[/C][/ROW]
[ROW][C]8[/C][C]-0.019216[/C][C]-0.1883[/C][C]0.425528[/C][/ROW]
[ROW][C]9[/C][C]-0.059788[/C][C]-0.5858[/C][C]0.279692[/C][/ROW]
[ROW][C]10[/C][C]-0.087748[/C][C]-0.8597[/C][C]0.196035[/C][/ROW]
[ROW][C]11[/C][C]-0.048008[/C][C]-0.4704[/C][C]0.319574[/C][/ROW]
[ROW][C]12[/C][C]0.358957[/C][C]3.517[/C][C]0.000334[/C][/ROW]
[ROW][C]13[/C][C]-0.293163[/C][C]-2.8724[/C][C]0.002507[/C][/ROW]
[ROW][C]14[/C][C]0.163973[/C][C]1.6066[/C][C]0.055713[/C][/ROW]
[ROW][C]15[/C][C]-0.125559[/C][C]-1.2302[/C][C]0.110811[/C][/ROW]
[ROW][C]16[/C][C]-0.052004[/C][C]-0.5095[/C][C]0.305773[/C][/ROW]
[ROW][C]17[/C][C]0.0636[/C][C]0.6232[/C][C]0.267331[/C][/ROW]
[ROW][C]18[/C][C]0.052236[/C][C]0.5118[/C][C]0.304982[/C][/ROW]
[ROW][C]19[/C][C]-0.046881[/C][C]-0.4593[/C][C]0.323515[/C][/ROW]
[ROW][C]20[/C][C]0.088023[/C][C]0.8624[/C][C]0.195296[/C][/ROW]
[ROW][C]21[/C][C]-0.072758[/C][C]-0.7129[/C][C]0.238825[/C][/ROW]
[ROW][C]22[/C][C]-0.082899[/C][C]-0.8122[/C][C]0.209331[/C][/ROW]
[ROW][C]23[/C][C]0.034289[/C][C]0.336[/C][C]0.368818[/C][/ROW]
[ROW][C]24[/C][C]0.197827[/C][C]1.9383[/C][C]0.027762[/C][/ROW]
[ROW][C]25[/C][C]-0.166618[/C][C]-1.6325[/C][C]0.052923[/C][/ROW]
[ROW][C]26[/C][C]0.178573[/C][C]1.7497[/C][C]0.041687[/C][/ROW]
[ROW][C]27[/C][C]-0.257605[/C][C]-2.524[/C][C]0.006622[/C][/ROW]
[ROW][C]28[/C][C]0.038539[/C][C]0.3776[/C][C]0.353278[/C][/ROW]
[ROW][C]29[/C][C]0.1663[/C][C]1.6294[/C][C]0.053253[/C][/ROW]
[ROW][C]30[/C][C]-0.180616[/C][C]-1.7697[/C][C]0.039979[/C][/ROW]
[ROW][C]31[/C][C]0.075086[/C][C]0.7357[/C][C]0.231856[/C][/ROW]
[ROW][C]32[/C][C]0.097503[/C][C]0.9553[/C][C]0.170906[/C][/ROW]
[ROW][C]33[/C][C]-0.137846[/C][C]-1.3506[/C][C]0.089998[/C][/ROW]
[ROW][C]34[/C][C]-0.00845[/C][C]-0.0828[/C][C]0.467092[/C][/ROW]
[ROW][C]35[/C][C]-0.056841[/C][C]-0.5569[/C][C]0.289438[/C][/ROW]
[ROW][C]36[/C][C]0.229738[/C][C]2.251[/C][C]0.013335[/C][/ROW]
[ROW][C]37[/C][C]-0.128851[/C][C]-1.2625[/C][C]0.104917[/C][/ROW]
[ROW][C]38[/C][C]0.032979[/C][C]0.3231[/C][C]0.373652[/C][/ROW]
[ROW][C]39[/C][C]-0.108138[/C][C]-1.0595[/C][C]0.146009[/C][/ROW]
[ROW][C]40[/C][C]0.029717[/C][C]0.2912[/C][C]0.385776[/C][/ROW]
[ROW][C]41[/C][C]0.063885[/C][C]0.6259[/C][C]0.266418[/C][/ROW]
[ROW][C]42[/C][C]-0.095306[/C][C]-0.9338[/C][C]0.176373[/C][/ROW]
[ROW][C]43[/C][C]0.152308[/C][C]1.4923[/C][C]0.069449[/C][/ROW]
[ROW][C]44[/C][C]-0.003339[/C][C]-0.0327[/C][C]0.486985[/C][/ROW]
[ROW][C]45[/C][C]-0.174728[/C][C]-1.712[/C][C]0.045065[/C][/ROW]
[ROW][C]46[/C][C]0.137567[/C][C]1.3479[/C][C]0.090435[/C][/ROW]
[ROW][C]47[/C][C]-0.161222[/C][C]-1.5796[/C][C]0.058739[/C][/ROW]
[ROW][C]48[/C][C]0.146836[/C][C]1.4387[/C][C]0.076745[/C][/ROW]
[ROW][C]49[/C][C]-0.017731[/C][C]-0.1737[/C][C]0.431224[/C][/ROW]
[ROW][C]50[/C][C]-0.031276[/C][C]-0.3064[/C][C]0.379966[/C][/ROW]
[ROW][C]51[/C][C]-0.016251[/C][C]-0.1592[/C][C]0.436912[/C][/ROW]
[ROW][C]52[/C][C]-0.015327[/C][C]-0.1502[/C][C]0.440473[/C][/ROW]
[ROW][C]53[/C][C]0.039068[/C][C]0.3828[/C][C]0.351361[/C][/ROW]
[ROW][C]54[/C][C]-0.025086[/C][C]-0.2458[/C][C]0.403183[/C][/ROW]
[ROW][C]55[/C][C]0.085443[/C][C]0.8372[/C][C]0.202289[/C][/ROW]
[ROW][C]56[/C][C]-0.054009[/C][C]-0.5292[/C][C]0.29895[/C][/ROW]
[ROW][C]57[/C][C]-0.021064[/C][C]-0.2064[/C][C]0.418463[/C][/ROW]
[ROW][C]58[/C][C]0.014766[/C][C]0.1447[/C][C]0.442634[/C][/ROW]
[ROW][C]59[/C][C]-0.111176[/C][C]-1.0893[/C][C]0.139375[/C][/ROW]
[ROW][C]60[/C][C]0.219394[/C][C]2.1496[/C][C]0.01705[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35519&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35519&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	-0.470806	-4.6129	6e-06
2	0.028955	0.2837	0.388625
3	0.019131	0.1874	0.425854
4	-0.141787	-1.3892	0.083989
5	0.144464	1.4154	0.080087
6	-0.08808	-0.863	0.195144
7	0.106807	1.0465	0.148981
8	-0.019216	-0.1883	0.425528
9	-0.059788	-0.5858	0.279692
10	-0.087748	-0.8597	0.196035
11	-0.048008	-0.4704	0.319574
12	0.358957	3.517	0.000334
13	-0.293163	-2.8724	0.002507
14	0.163973	1.6066	0.055713
15	-0.125559	-1.2302	0.110811
16	-0.052004	-0.5095	0.305773
17	0.0636	0.6232	0.267331
18	0.052236	0.5118	0.304982
19	-0.046881	-0.4593	0.323515
20	0.088023	0.8624	0.195296
21	-0.072758	-0.7129	0.238825
22	-0.082899	-0.8122	0.209331
23	0.034289	0.336	0.368818
24	0.197827	1.9383	0.027762
25	-0.166618	-1.6325	0.052923
26	0.178573	1.7497	0.041687
27	-0.257605	-2.524	0.006622
28	0.038539	0.3776	0.353278
29	0.1663	1.6294	0.053253
30	-0.180616	-1.7697	0.039979
31	0.075086	0.7357	0.231856
32	0.097503	0.9553	0.170906
33	-0.137846	-1.3506	0.089998
34	-0.00845	-0.0828	0.467092
35	-0.056841	-0.5569	0.289438
36	0.229738	2.251	0.013335
37	-0.128851	-1.2625	0.104917
38	0.032979	0.3231	0.373652
39	-0.108138	-1.0595	0.146009
40	0.029717	0.2912	0.385776
41	0.063885	0.6259	0.266418
42	-0.095306	-0.9338	0.176373
43	0.152308	1.4923	0.069449
44	-0.003339	-0.0327	0.486985
45	-0.174728	-1.712	0.045065
46	0.137567	1.3479	0.090435
47	-0.161222	-1.5796	0.058739
48	0.146836	1.4387	0.076745
49	-0.017731	-0.1737	0.431224
50	-0.031276	-0.3064	0.379966
51	-0.016251	-0.1592	0.436912
52	-0.015327	-0.1502	0.440473
53	0.039068	0.3828	0.351361
54	-0.025086	-0.2458	0.403183
55	0.085443	0.8372	0.202289
56	-0.054009	-0.5292	0.29895
57	-0.021064	-0.2064	0.418463
58	0.014766	0.1447	0.442634
59	-0.111176	-1.0893	0.139375
60	0.219394	2.1496	0.01705

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.470806	-4.6129	6e-06
2	-0.247581	-2.4258	0.008572
3	-0.110075	-1.0785	0.141755
4	-0.239425	-2.3459	0.01052
5	-0.065093	-0.6378	0.262569
6	-0.099742	-0.9773	0.165445
7	0.044299	0.434	0.332617
8	0.0565	0.5536	0.290573
9	0.000998	0.0098	0.496108
10	-0.18823	-1.8443	0.034114
11	-0.279713	-2.7406	0.003657
12	0.243205	2.3829	0.009573
13	-0.009136	-0.0895	0.46443
14	0.066625	0.6528	0.257727
15	-0.078242	-0.7666	0.222597
16	-0.082331	-0.8067	0.210923
17	-0.122846	-1.2036	0.115843
18	0.12468	1.2216	0.112424
19	-0.112103	-1.0984	0.137393
20	0.025516	0.25	0.401558
21	0.032152	0.315	0.376714
22	0.006683	0.0655	0.473963
23	-0.086208	-0.8447	0.200199
24	0.178592	1.7498	0.041671
25	0.027469	0.2691	0.3942
26	0.149518	1.465	0.073098
27	-0.093152	-0.9127	0.181844
28	-0.082914	-0.8124	0.209291
29	0.137251	1.3448	0.090932
30	-0.050178	-0.4916	0.312047
31	-0.111395	-1.0914	0.138904
32	0.00055	0.0054	0.497854
33	0.047102	0.4615	0.32274
34	-0.027577	-0.2702	0.393794
35	-0.110535	-1.083	0.140756
36	0.057471	0.5631	0.287341
37	0.04435	0.4345	0.332437
38	-0.099054	-0.9705	0.167112
39	0.009563	0.0937	0.462771
40	-0.097157	-0.9519	0.17176
41	-0.044946	-0.4404	0.330327
42	0.000246	0.0024	0.499041
43	0.077995	0.7642	0.223312
44	-0.039649	-0.3885	0.349261
45	-0.069738	-0.6833	0.248033
46	0.075253	0.7373	0.231361
47	-0.12943	-1.2682	0.103905
48	-0.149124	-1.4611	0.073626
49	-0.052432	-0.5137	0.30431
50	-0.100524	-0.9849	0.163567
51	0.015924	0.156	0.438171
52	-0.019398	-0.1901	0.42483
53	-0.003559	-0.0349	0.486129
54	-0.008009	-0.0785	0.468809
55	0.02914	0.2855	0.387935
56	-0.024457	-0.2396	0.405563
57	-0.026822	-0.2628	0.396635
58	-0.077294	-0.7573	0.225354
59	0.020002	0.196	0.422519
60	0.081478	0.7983	0.213328

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.470806 & -4.6129 & 6e-06 \tabularnewline
2 & -0.247581 & -2.4258 & 0.008572 \tabularnewline
3 & -0.110075 & -1.0785 & 0.141755 \tabularnewline
4 & -0.239425 & -2.3459 & 0.01052 \tabularnewline
5 & -0.065093 & -0.6378 & 0.262569 \tabularnewline
6 & -0.099742 & -0.9773 & 0.165445 \tabularnewline
7 & 0.044299 & 0.434 & 0.332617 \tabularnewline
8 & 0.0565 & 0.5536 & 0.290573 \tabularnewline
9 & 0.000998 & 0.0098 & 0.496108 \tabularnewline
10 & -0.18823 & -1.8443 & 0.034114 \tabularnewline
11 & -0.279713 & -2.7406 & 0.003657 \tabularnewline
12 & 0.243205 & 2.3829 & 0.009573 \tabularnewline
13 & -0.009136 & -0.0895 & 0.46443 \tabularnewline
14 & 0.066625 & 0.6528 & 0.257727 \tabularnewline
15 & -0.078242 & -0.7666 & 0.222597 \tabularnewline
16 & -0.082331 & -0.8067 & 0.210923 \tabularnewline
17 & -0.122846 & -1.2036 & 0.115843 \tabularnewline
18 & 0.12468 & 1.2216 & 0.112424 \tabularnewline
19 & -0.112103 & -1.0984 & 0.137393 \tabularnewline
20 & 0.025516 & 0.25 & 0.401558 \tabularnewline
21 & 0.032152 & 0.315 & 0.376714 \tabularnewline
22 & 0.006683 & 0.0655 & 0.473963 \tabularnewline
23 & -0.086208 & -0.8447 & 0.200199 \tabularnewline
24 & 0.178592 & 1.7498 & 0.041671 \tabularnewline
25 & 0.027469 & 0.2691 & 0.3942 \tabularnewline
26 & 0.149518 & 1.465 & 0.073098 \tabularnewline
27 & -0.093152 & -0.9127 & 0.181844 \tabularnewline
28 & -0.082914 & -0.8124 & 0.209291 \tabularnewline
29 & 0.137251 & 1.3448 & 0.090932 \tabularnewline
30 & -0.050178 & -0.4916 & 0.312047 \tabularnewline
31 & -0.111395 & -1.0914 & 0.138904 \tabularnewline
32 & 0.00055 & 0.0054 & 0.497854 \tabularnewline
33 & 0.047102 & 0.4615 & 0.32274 \tabularnewline
34 & -0.027577 & -0.2702 & 0.393794 \tabularnewline
35 & -0.110535 & -1.083 & 0.140756 \tabularnewline
36 & 0.057471 & 0.5631 & 0.287341 \tabularnewline
37 & 0.04435 & 0.4345 & 0.332437 \tabularnewline
38 & -0.099054 & -0.9705 & 0.167112 \tabularnewline
39 & 0.009563 & 0.0937 & 0.462771 \tabularnewline
40 & -0.097157 & -0.9519 & 0.17176 \tabularnewline
41 & -0.044946 & -0.4404 & 0.330327 \tabularnewline
42 & 0.000246 & 0.0024 & 0.499041 \tabularnewline
43 & 0.077995 & 0.7642 & 0.223312 \tabularnewline
44 & -0.039649 & -0.3885 & 0.349261 \tabularnewline
45 & -0.069738 & -0.6833 & 0.248033 \tabularnewline
46 & 0.075253 & 0.7373 & 0.231361 \tabularnewline
47 & -0.12943 & -1.2682 & 0.103905 \tabularnewline
48 & -0.149124 & -1.4611 & 0.073626 \tabularnewline
49 & -0.052432 & -0.5137 & 0.30431 \tabularnewline
50 & -0.100524 & -0.9849 & 0.163567 \tabularnewline
51 & 0.015924 & 0.156 & 0.438171 \tabularnewline
52 & -0.019398 & -0.1901 & 0.42483 \tabularnewline
53 & -0.003559 & -0.0349 & 0.486129 \tabularnewline
54 & -0.008009 & -0.0785 & 0.468809 \tabularnewline
55 & 0.02914 & 0.2855 & 0.387935 \tabularnewline
56 & -0.024457 & -0.2396 & 0.405563 \tabularnewline
57 & -0.026822 & -0.2628 & 0.396635 \tabularnewline
58 & -0.077294 & -0.7573 & 0.225354 \tabularnewline
59 & 0.020002 & 0.196 & 0.422519 \tabularnewline
60 & 0.081478 & 0.7983 & 0.213328 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35519&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]-0.470806[/C][C]-4.6129[/C][C]6e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.247581[/C][C]-2.4258[/C][C]0.008572[/C][/ROW]
[ROW][C]3[/C][C]-0.110075[/C][C]-1.0785[/C][C]0.141755[/C][/ROW]
[ROW][C]4[/C][C]-0.239425[/C][C]-2.3459[/C][C]0.01052[/C][/ROW]
[ROW][C]5[/C][C]-0.065093[/C][C]-0.6378[/C][C]0.262569[/C][/ROW]
[ROW][C]6[/C][C]-0.099742[/C][C]-0.9773[/C][C]0.165445[/C][/ROW]
[ROW][C]7[/C][C]0.044299[/C][C]0.434[/C][C]0.332617[/C][/ROW]
[ROW][C]8[/C][C]0.0565[/C][C]0.5536[/C][C]0.290573[/C][/ROW]
[ROW][C]9[/C][C]0.000998[/C][C]0.0098[/C][C]0.496108[/C][/ROW]
[ROW][C]10[/C][C]-0.18823[/C][C]-1.8443[/C][C]0.034114[/C][/ROW]
[ROW][C]11[/C][C]-0.279713[/C][C]-2.7406[/C][C]0.003657[/C][/ROW]
[ROW][C]12[/C][C]0.243205[/C][C]2.3829[/C][C]0.009573[/C][/ROW]
[ROW][C]13[/C][C]-0.009136[/C][C]-0.0895[/C][C]0.46443[/C][/ROW]
[ROW][C]14[/C][C]0.066625[/C][C]0.6528[/C][C]0.257727[/C][/ROW]
[ROW][C]15[/C][C]-0.078242[/C][C]-0.7666[/C][C]0.222597[/C][/ROW]
[ROW][C]16[/C][C]-0.082331[/C][C]-0.8067[/C][C]0.210923[/C][/ROW]
[ROW][C]17[/C][C]-0.122846[/C][C]-1.2036[/C][C]0.115843[/C][/ROW]
[ROW][C]18[/C][C]0.12468[/C][C]1.2216[/C][C]0.112424[/C][/ROW]
[ROW][C]19[/C][C]-0.112103[/C][C]-1.0984[/C][C]0.137393[/C][/ROW]
[ROW][C]20[/C][C]0.025516[/C][C]0.25[/C][C]0.401558[/C][/ROW]
[ROW][C]21[/C][C]0.032152[/C][C]0.315[/C][C]0.376714[/C][/ROW]
[ROW][C]22[/C][C]0.006683[/C][C]0.0655[/C][C]0.473963[/C][/ROW]
[ROW][C]23[/C][C]-0.086208[/C][C]-0.8447[/C][C]0.200199[/C][/ROW]
[ROW][C]24[/C][C]0.178592[/C][C]1.7498[/C][C]0.041671[/C][/ROW]
[ROW][C]25[/C][C]0.027469[/C][C]0.2691[/C][C]0.3942[/C][/ROW]
[ROW][C]26[/C][C]0.149518[/C][C]1.465[/C][C]0.073098[/C][/ROW]
[ROW][C]27[/C][C]-0.093152[/C][C]-0.9127[/C][C]0.181844[/C][/ROW]
[ROW][C]28[/C][C]-0.082914[/C][C]-0.8124[/C][C]0.209291[/C][/ROW]
[ROW][C]29[/C][C]0.137251[/C][C]1.3448[/C][C]0.090932[/C][/ROW]
[ROW][C]30[/C][C]-0.050178[/C][C]-0.4916[/C][C]0.312047[/C][/ROW]
[ROW][C]31[/C][C]-0.111395[/C][C]-1.0914[/C][C]0.138904[/C][/ROW]
[ROW][C]32[/C][C]0.00055[/C][C]0.0054[/C][C]0.497854[/C][/ROW]
[ROW][C]33[/C][C]0.047102[/C][C]0.4615[/C][C]0.32274[/C][/ROW]
[ROW][C]34[/C][C]-0.027577[/C][C]-0.2702[/C][C]0.393794[/C][/ROW]
[ROW][C]35[/C][C]-0.110535[/C][C]-1.083[/C][C]0.140756[/C][/ROW]
[ROW][C]36[/C][C]0.057471[/C][C]0.5631[/C][C]0.287341[/C][/ROW]
[ROW][C]37[/C][C]0.04435[/C][C]0.4345[/C][C]0.332437[/C][/ROW]
[ROW][C]38[/C][C]-0.099054[/C][C]-0.9705[/C][C]0.167112[/C][/ROW]
[ROW][C]39[/C][C]0.009563[/C][C]0.0937[/C][C]0.462771[/C][/ROW]
[ROW][C]40[/C][C]-0.097157[/C][C]-0.9519[/C][C]0.17176[/C][/ROW]
[ROW][C]41[/C][C]-0.044946[/C][C]-0.4404[/C][C]0.330327[/C][/ROW]
[ROW][C]42[/C][C]0.000246[/C][C]0.0024[/C][C]0.499041[/C][/ROW]
[ROW][C]43[/C][C]0.077995[/C][C]0.7642[/C][C]0.223312[/C][/ROW]
[ROW][C]44[/C][C]-0.039649[/C][C]-0.3885[/C][C]0.349261[/C][/ROW]
[ROW][C]45[/C][C]-0.069738[/C][C]-0.6833[/C][C]0.248033[/C][/ROW]
[ROW][C]46[/C][C]0.075253[/C][C]0.7373[/C][C]0.231361[/C][/ROW]
[ROW][C]47[/C][C]-0.12943[/C][C]-1.2682[/C][C]0.103905[/C][/ROW]
[ROW][C]48[/C][C]-0.149124[/C][C]-1.4611[/C][C]0.073626[/C][/ROW]
[ROW][C]49[/C][C]-0.052432[/C][C]-0.5137[/C][C]0.30431[/C][/ROW]
[ROW][C]50[/C][C]-0.100524[/C][C]-0.9849[/C][C]0.163567[/C][/ROW]
[ROW][C]51[/C][C]0.015924[/C][C]0.156[/C][C]0.438171[/C][/ROW]
[ROW][C]52[/C][C]-0.019398[/C][C]-0.1901[/C][C]0.42483[/C][/ROW]
[ROW][C]53[/C][C]-0.003559[/C][C]-0.0349[/C][C]0.486129[/C][/ROW]
[ROW][C]54[/C][C]-0.008009[/C][C]-0.0785[/C][C]0.468809[/C][/ROW]
[ROW][C]55[/C][C]0.02914[/C][C]0.2855[/C][C]0.387935[/C][/ROW]
[ROW][C]56[/C][C]-0.024457[/C][C]-0.2396[/C][C]0.405563[/C][/ROW]
[ROW][C]57[/C][C]-0.026822[/C][C]-0.2628[/C][C]0.396635[/C][/ROW]
[ROW][C]58[/C][C]-0.077294[/C][C]-0.7573[/C][C]0.225354[/C][/ROW]
[ROW][C]59[/C][C]0.020002[/C][C]0.196[/C][C]0.422519[/C][/ROW]
[ROW][C]60[/C][C]0.081478[/C][C]0.7983[/C][C]0.213328[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35519&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35519&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	-0.470806	-4.6129	6e-06
2	-0.247581	-2.4258	0.008572
3	-0.110075	-1.0785	0.141755
4	-0.239425	-2.3459	0.01052
5	-0.065093	-0.6378	0.262569
6	-0.099742	-0.9773	0.165445
7	0.044299	0.434	0.332617
8	0.0565	0.5536	0.290573
9	0.000998	0.0098	0.496108
10	-0.18823	-1.8443	0.034114
11	-0.279713	-2.7406	0.003657
12	0.243205	2.3829	0.009573
13	-0.009136	-0.0895	0.46443
14	0.066625	0.6528	0.257727
15	-0.078242	-0.7666	0.222597
16	-0.082331	-0.8067	0.210923
17	-0.122846	-1.2036	0.115843
18	0.12468	1.2216	0.112424
19	-0.112103	-1.0984	0.137393
20	0.025516	0.25	0.401558
21	0.032152	0.315	0.376714
22	0.006683	0.0655	0.473963
23	-0.086208	-0.8447	0.200199
24	0.178592	1.7498	0.041671
25	0.027469	0.2691	0.3942
26	0.149518	1.465	0.073098
27	-0.093152	-0.9127	0.181844
28	-0.082914	-0.8124	0.209291
29	0.137251	1.3448	0.090932
30	-0.050178	-0.4916	0.312047
31	-0.111395	-1.0914	0.138904
32	0.00055	0.0054	0.497854
33	0.047102	0.4615	0.32274
34	-0.027577	-0.2702	0.393794
35	-0.110535	-1.083	0.140756
36	0.057471	0.5631	0.287341
37	0.04435	0.4345	0.332437
38	-0.099054	-0.9705	0.167112
39	0.009563	0.0937	0.462771
40	-0.097157	-0.9519	0.17176
41	-0.044946	-0.4404	0.330327
42	0.000246	0.0024	0.499041
43	0.077995	0.7642	0.223312
44	-0.039649	-0.3885	0.349261
45	-0.069738	-0.6833	0.248033
46	0.075253	0.7373	0.231361
47	-0.12943	-1.2682	0.103905
48	-0.149124	-1.4611	0.073626
49	-0.052432	-0.5137	0.30431
50	-0.100524	-0.9849	0.163567
51	0.015924	0.156	0.438171
52	-0.019398	-0.1901	0.42483
53	-0.003559	-0.0349	0.486129
54	-0.008009	-0.0785	0.468809
55	0.02914	0.2855	0.387935
56	-0.024457	-0.2396	0.405563
57	-0.026822	-0.2628	0.396635
58	-0.077294	-0.7573	0.225354
59	0.020002	0.196	0.422519
60	0.081478	0.7983	0.213328

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = -1.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -1.0 ; 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