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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 21 Dec 2008 11:04:22 -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/t1229882731iuj8bebzorsngrl.htm/, Retrieved Sat, 18 May 2024 13:21:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35724, Retrieved Sat, 18 May 2024 13:21:29 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

192

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

-     [Standard Deviation-Mean Plot] [] [2008-12-12 12:13:32] [fad8a251ac01c156a8ae23a83577546f]
- RMPD  [(Partial) Autocorrelation Function] [Consumptiegoederen] [2008-12-12 13:39:25] [fad8a251ac01c156a8ae23a83577546f]
-   P     [(Partial) Autocorrelation Function] [auto corr cons] [2008-12-19 10:53:37] [fad8a251ac01c156a8ae23a83577546f]
-   P         [(Partial) Autocorrelation Function] [autocorr cons D] [2008-12-21 18:04:22] [fa8b44cd657c07c6ee11bb2476ca3f8d] [Current]
- RMPD          [ARIMA Backward Selection] [Arima backw sel n...] [2008-12-22 10:23:57] [fad8a251ac01c156a8ae23a83577546f] 
-    D            [ARIMA Backward Selection] [arima backw sel cons] [2008-12-22 10:27:01] [fad8a251ac01c156a8ae23a83577546f] 
-    D            [ARIMA Backward Selection] [arima backw sel d...] [2008-12-22 10:29:20] [fad8a251ac01c156a8ae23a83577546f] 
- RMPD              [ARIMA Forecasting] [] [2008-12-22 19:10:36] [b98453cac15ba1066b407e146608df68] 
-                     [ARIMA Forecasting] [forecasting duur ...] [2008-12-22 19:52:23] [fad8a251ac01c156a8ae23a83577546f] 
-   PD            [ARIMA Backward Selection] [arima backw sel inv] [2008-12-22 10:34:37] [fad8a251ac01c156a8ae23a83577546f] 
-   P               [ARIMA Backward Selection] [foutmelding arima...] [2008-12-22 10:39:41] [fad8a251ac01c156a8ae23a83577546f] 
-   PD                [ARIMA Backward Selection] [arima backw sel inv] [2008-12-22 12:07:05] [fad8a251ac01c156a8ae23a83577546f] 
- RMPD            [ARIMA Forecasting] [forecast inv] [2008-12-22 14:22:41] [fad8a251ac01c156a8ae23a83577546f] 
- RMP             [ARIMA Forecasting] [forecast niet-duu...] [2008-12-22 14:29:00] [fad8a251ac01c156a8ae23a83577546f] 
- RMPD            [ARIMA Forecasting] [forecast consumpt...] [2008-12-22 14:31:21] [fad8a251ac01c156a8ae23a83577546f] 
- RMPD            [ARIMA Forecasting] [forecasting duur ...] [2008-12-22 16:42:36] [fad8a251ac01c156a8ae23a83577546f] 

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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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35724&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35724&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35724&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.079345	-0.5497	0.29253
2	-0.053316	-0.3694	0.356734
3	0.293248	2.0317	0.023871
4	-0.089092	-0.6172	0.269995
5	0.121128	0.8392	0.202759
6	0.081022	0.5613	0.288591
7	-0.148482	-1.0287	0.154386
8	0.136718	0.9472	0.174139
9	0.136339	0.9446	0.1748
10	-0.038308	-0.2654	0.395916
11	-0.146592	-1.0156	0.157451
12	-0.120784	-0.8368	0.203421
13	-0.055009	-0.3811	0.352401
14	0.065221	0.4519	0.3267
15	-0.10747	-0.7446	0.230079
16	-0.220759	-1.5295	0.066357
17	0.055579	0.3851	0.350946
18	0.040117	0.2779	0.391127
19	-0.239994	-1.6627	0.051442
20	-0.017901	-0.124	0.450907
21	0.033951	0.2352	0.40752
22	-0.141626	-0.9812	0.165704
23	0.227514	1.5763	0.060767
24	-0.098365	-0.6815	0.249418
25	-0.187183	-1.2968	0.100442
26	0.155187	1.0752	0.143838
27	-0.014134	-0.0979	0.4612
28	-0.041467	-0.2873	0.387562
29	0.020206	0.14	0.444627
30	-0.028353	-0.1964	0.422549
31	0.076457	0.5297	0.299377
32	0.033175	0.2298	0.409596
33	-0.123259	-0.854	0.198683
34	-0.070823	-0.4907	0.312946
35	0.030648	0.2123	0.416372
36	-0.079212	-0.5488	0.292845
37	0.089382	0.6193	0.269338
38	0.072694	0.5036	0.308409
39	-0.124214	-0.8606	0.196873
40	0.122603	0.8494	0.199933
41	0.033138	0.2296	0.409695
42	-0.168336	-1.1663	0.124635
43	0.02431	0.1684	0.433478
44	0.02497	0.173	0.431689
45	-0.042576	-0.295	0.384642
46	0.032776	0.2271	0.410665
47	0.030221	0.2094	0.41752
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 & -0.079345 & -0.5497 & 0.29253 \tabularnewline
2 & -0.053316 & -0.3694 & 0.356734 \tabularnewline
3 & 0.293248 & 2.0317 & 0.023871 \tabularnewline
4 & -0.089092 & -0.6172 & 0.269995 \tabularnewline
5 & 0.121128 & 0.8392 & 0.202759 \tabularnewline
6 & 0.081022 & 0.5613 & 0.288591 \tabularnewline
7 & -0.148482 & -1.0287 & 0.154386 \tabularnewline
8 & 0.136718 & 0.9472 & 0.174139 \tabularnewline
9 & 0.136339 & 0.9446 & 0.1748 \tabularnewline
10 & -0.038308 & -0.2654 & 0.395916 \tabularnewline
11 & -0.146592 & -1.0156 & 0.157451 \tabularnewline
12 & -0.120784 & -0.8368 & 0.203421 \tabularnewline
13 & -0.055009 & -0.3811 & 0.352401 \tabularnewline
14 & 0.065221 & 0.4519 & 0.3267 \tabularnewline
15 & -0.10747 & -0.7446 & 0.230079 \tabularnewline
16 & -0.220759 & -1.5295 & 0.066357 \tabularnewline
17 & 0.055579 & 0.3851 & 0.350946 \tabularnewline
18 & 0.040117 & 0.2779 & 0.391127 \tabularnewline
19 & -0.239994 & -1.6627 & 0.051442 \tabularnewline
20 & -0.017901 & -0.124 & 0.450907 \tabularnewline
21 & 0.033951 & 0.2352 & 0.40752 \tabularnewline
22 & -0.141626 & -0.9812 & 0.165704 \tabularnewline
23 & 0.227514 & 1.5763 & 0.060767 \tabularnewline
24 & -0.098365 & -0.6815 & 0.249418 \tabularnewline
25 & -0.187183 & -1.2968 & 0.100442 \tabularnewline
26 & 0.155187 & 1.0752 & 0.143838 \tabularnewline
27 & -0.014134 & -0.0979 & 0.4612 \tabularnewline
28 & -0.041467 & -0.2873 & 0.387562 \tabularnewline
29 & 0.020206 & 0.14 & 0.444627 \tabularnewline
30 & -0.028353 & -0.1964 & 0.422549 \tabularnewline
31 & 0.076457 & 0.5297 & 0.299377 \tabularnewline
32 & 0.033175 & 0.2298 & 0.409596 \tabularnewline
33 & -0.123259 & -0.854 & 0.198683 \tabularnewline
34 & -0.070823 & -0.4907 & 0.312946 \tabularnewline
35 & 0.030648 & 0.2123 & 0.416372 \tabularnewline
36 & -0.079212 & -0.5488 & 0.292845 \tabularnewline
37 & 0.089382 & 0.6193 & 0.269338 \tabularnewline
38 & 0.072694 & 0.5036 & 0.308409 \tabularnewline
39 & -0.124214 & -0.8606 & 0.196873 \tabularnewline
40 & 0.122603 & 0.8494 & 0.199933 \tabularnewline
41 & 0.033138 & 0.2296 & 0.409695 \tabularnewline
42 & -0.168336 & -1.1663 & 0.124635 \tabularnewline
43 & 0.02431 & 0.1684 & 0.433478 \tabularnewline
44 & 0.02497 & 0.173 & 0.431689 \tabularnewline
45 & -0.042576 & -0.295 & 0.384642 \tabularnewline
46 & 0.032776 & 0.2271 & 0.410665 \tabularnewline
47 & 0.030221 & 0.2094 & 0.41752 \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=35724&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]-0.079345[/C][C]-0.5497[/C][C]0.29253[/C][/ROW]
[ROW][C]2[/C][C]-0.053316[/C][C]-0.3694[/C][C]0.356734[/C][/ROW]
[ROW][C]3[/C][C]0.293248[/C][C]2.0317[/C][C]0.023871[/C][/ROW]
[ROW][C]4[/C][C]-0.089092[/C][C]-0.6172[/C][C]0.269995[/C][/ROW]
[ROW][C]5[/C][C]0.121128[/C][C]0.8392[/C][C]0.202759[/C][/ROW]
[ROW][C]6[/C][C]0.081022[/C][C]0.5613[/C][C]0.288591[/C][/ROW]
[ROW][C]7[/C][C]-0.148482[/C][C]-1.0287[/C][C]0.154386[/C][/ROW]
[ROW][C]8[/C][C]0.136718[/C][C]0.9472[/C][C]0.174139[/C][/ROW]
[ROW][C]9[/C][C]0.136339[/C][C]0.9446[/C][C]0.1748[/C][/ROW]
[ROW][C]10[/C][C]-0.038308[/C][C]-0.2654[/C][C]0.395916[/C][/ROW]
[ROW][C]11[/C][C]-0.146592[/C][C]-1.0156[/C][C]0.157451[/C][/ROW]
[ROW][C]12[/C][C]-0.120784[/C][C]-0.8368[/C][C]0.203421[/C][/ROW]
[ROW][C]13[/C][C]-0.055009[/C][C]-0.3811[/C][C]0.352401[/C][/ROW]
[ROW][C]14[/C][C]0.065221[/C][C]0.4519[/C][C]0.3267[/C][/ROW]
[ROW][C]15[/C][C]-0.10747[/C][C]-0.7446[/C][C]0.230079[/C][/ROW]
[ROW][C]16[/C][C]-0.220759[/C][C]-1.5295[/C][C]0.066357[/C][/ROW]
[ROW][C]17[/C][C]0.055579[/C][C]0.3851[/C][C]0.350946[/C][/ROW]
[ROW][C]18[/C][C]0.040117[/C][C]0.2779[/C][C]0.391127[/C][/ROW]
[ROW][C]19[/C][C]-0.239994[/C][C]-1.6627[/C][C]0.051442[/C][/ROW]
[ROW][C]20[/C][C]-0.017901[/C][C]-0.124[/C][C]0.450907[/C][/ROW]
[ROW][C]21[/C][C]0.033951[/C][C]0.2352[/C][C]0.40752[/C][/ROW]
[ROW][C]22[/C][C]-0.141626[/C][C]-0.9812[/C][C]0.165704[/C][/ROW]
[ROW][C]23[/C][C]0.227514[/C][C]1.5763[/C][C]0.060767[/C][/ROW]
[ROW][C]24[/C][C]-0.098365[/C][C]-0.6815[/C][C]0.249418[/C][/ROW]
[ROW][C]25[/C][C]-0.187183[/C][C]-1.2968[/C][C]0.100442[/C][/ROW]
[ROW][C]26[/C][C]0.155187[/C][C]1.0752[/C][C]0.143838[/C][/ROW]
[ROW][C]27[/C][C]-0.014134[/C][C]-0.0979[/C][C]0.4612[/C][/ROW]
[ROW][C]28[/C][C]-0.041467[/C][C]-0.2873[/C][C]0.387562[/C][/ROW]
[ROW][C]29[/C][C]0.020206[/C][C]0.14[/C][C]0.444627[/C][/ROW]
[ROW][C]30[/C][C]-0.028353[/C][C]-0.1964[/C][C]0.422549[/C][/ROW]
[ROW][C]31[/C][C]0.076457[/C][C]0.5297[/C][C]0.299377[/C][/ROW]
[ROW][C]32[/C][C]0.033175[/C][C]0.2298[/C][C]0.409596[/C][/ROW]
[ROW][C]33[/C][C]-0.123259[/C][C]-0.854[/C][C]0.198683[/C][/ROW]
[ROW][C]34[/C][C]-0.070823[/C][C]-0.4907[/C][C]0.312946[/C][/ROW]
[ROW][C]35[/C][C]0.030648[/C][C]0.2123[/C][C]0.416372[/C][/ROW]
[ROW][C]36[/C][C]-0.079212[/C][C]-0.5488[/C][C]0.292845[/C][/ROW]
[ROW][C]37[/C][C]0.089382[/C][C]0.6193[/C][C]0.269338[/C][/ROW]
[ROW][C]38[/C][C]0.072694[/C][C]0.5036[/C][C]0.308409[/C][/ROW]
[ROW][C]39[/C][C]-0.124214[/C][C]-0.8606[/C][C]0.196873[/C][/ROW]
[ROW][C]40[/C][C]0.122603[/C][C]0.8494[/C][C]0.199933[/C][/ROW]
[ROW][C]41[/C][C]0.033138[/C][C]0.2296[/C][C]0.409695[/C][/ROW]
[ROW][C]42[/C][C]-0.168336[/C][C]-1.1663[/C][C]0.124635[/C][/ROW]
[ROW][C]43[/C][C]0.02431[/C][C]0.1684[/C][C]0.433478[/C][/ROW]
[ROW][C]44[/C][C]0.02497[/C][C]0.173[/C][C]0.431689[/C][/ROW]
[ROW][C]45[/C][C]-0.042576[/C][C]-0.295[/C][C]0.384642[/C][/ROW]
[ROW][C]46[/C][C]0.032776[/C][C]0.2271[/C][C]0.410665[/C][/ROW]
[ROW][C]47[/C][C]0.030221[/C][C]0.2094[/C][C]0.41752[/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=35724&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35724&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	-0.079345	-0.5497	0.29253
2	-0.053316	-0.3694	0.356734
3	0.293248	2.0317	0.023871
4	-0.089092	-0.6172	0.269995
5	0.121128	0.8392	0.202759
6	0.081022	0.5613	0.288591
7	-0.148482	-1.0287	0.154386
8	0.136718	0.9472	0.174139
9	0.136339	0.9446	0.1748
10	-0.038308	-0.2654	0.395916
11	-0.146592	-1.0156	0.157451
12	-0.120784	-0.8368	0.203421
13	-0.055009	-0.3811	0.352401
14	0.065221	0.4519	0.3267
15	-0.10747	-0.7446	0.230079
16	-0.220759	-1.5295	0.066357
17	0.055579	0.3851	0.350946
18	0.040117	0.2779	0.391127
19	-0.239994	-1.6627	0.051442
20	-0.017901	-0.124	0.450907
21	0.033951	0.2352	0.40752
22	-0.141626	-0.9812	0.165704
23	0.227514	1.5763	0.060767
24	-0.098365	-0.6815	0.249418
25	-0.187183	-1.2968	0.100442
26	0.155187	1.0752	0.143838
27	-0.014134	-0.0979	0.4612
28	-0.041467	-0.2873	0.387562
29	0.020206	0.14	0.444627
30	-0.028353	-0.1964	0.422549
31	0.076457	0.5297	0.299377
32	0.033175	0.2298	0.409596
33	-0.123259	-0.854	0.198683
34	-0.070823	-0.4907	0.312946
35	0.030648	0.2123	0.416372
36	-0.079212	-0.5488	0.292845
37	0.089382	0.6193	0.269338
38	0.072694	0.5036	0.308409
39	-0.124214	-0.8606	0.196873
40	0.122603	0.8494	0.199933
41	0.033138	0.2296	0.409695
42	-0.168336	-1.1663	0.124635
43	0.02431	0.1684	0.433478
44	0.02497	0.173	0.431689
45	-0.042576	-0.295	0.384642
46	0.032776	0.2271	0.410665
47	0.030221	0.2094	0.41752
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	-0.079345	-0.5497	0.29253
2	-0.059989	-0.4156	0.339772
3	0.286835	1.9873	0.026308
4	-0.053515	-0.3708	0.356223
5	0.152827	1.0588	0.147491
6	0.004506	0.0312	0.487612
7	-0.099099	-0.6866	0.247827
8	0.056363	0.3905	0.348949
9	0.138652	0.9606	0.170782
10	0.046218	0.3202	0.3751
11	-0.24175	-1.6749	0.05023
12	-0.214165	-1.4838	0.072202
13	-0.123809	-0.8578	0.19764
14	0.132636	0.9189	0.181363
15	-0.003821	-0.0265	0.489495
16	-0.182149	-1.262	0.106529
17	-0.04627	-0.3206	0.374965
18	0.060055	0.4161	0.339605
19	-0.146696	-1.0163	0.157282
20	0.014349	0.0994	0.460612
21	0.174804	1.2111	0.115897
22	-0.081675	-0.5659	0.287062
23	0.100542	0.6966	0.244715
24	-0.100593	-0.6969	0.244604
25	-0.051976	-0.3601	0.360175
26	-0.041256	-0.2858	0.388119
27	0.030554	0.2117	0.416626
28	-0.005451	-0.0378	0.485016
29	-0.047723	-0.3306	0.37118
30	-0.017628	-0.1221	0.451653
31	-0.079534	-0.551	0.292085
32	-0.021879	-0.1516	0.440076
33	-0.0561	-0.3887	0.349619
34	-0.050978	-0.3532	0.362747
35	-0.071888	-0.4981	0.310361
36	-0.096522	-0.6687	0.253437
37	0.115598	0.8009	0.213573
38	0.151464	1.0494	0.14963
39	-0.007316	-0.0507	0.479893
40	-0.003661	-0.0254	0.489936
41	-0.065143	-0.4513	0.326895
42	-0.044823	-0.3105	0.378747
43	-0.026186	-0.1814	0.428401
44	-0.040124	-0.278	0.391107
45	-0.001249	-0.0087	0.496567
46	-0.138734	-0.9612	0.170641
47	-0.015224	-0.1055	0.458219
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 & -0.079345 & -0.5497 & 0.29253 \tabularnewline
2 & -0.059989 & -0.4156 & 0.339772 \tabularnewline
3 & 0.286835 & 1.9873 & 0.026308 \tabularnewline
4 & -0.053515 & -0.3708 & 0.356223 \tabularnewline
5 & 0.152827 & 1.0588 & 0.147491 \tabularnewline
6 & 0.004506 & 0.0312 & 0.487612 \tabularnewline
7 & -0.099099 & -0.6866 & 0.247827 \tabularnewline
8 & 0.056363 & 0.3905 & 0.348949 \tabularnewline
9 & 0.138652 & 0.9606 & 0.170782 \tabularnewline
10 & 0.046218 & 0.3202 & 0.3751 \tabularnewline
11 & -0.24175 & -1.6749 & 0.05023 \tabularnewline
12 & -0.214165 & -1.4838 & 0.072202 \tabularnewline
13 & -0.123809 & -0.8578 & 0.19764 \tabularnewline
14 & 0.132636 & 0.9189 & 0.181363 \tabularnewline
15 & -0.003821 & -0.0265 & 0.489495 \tabularnewline
16 & -0.182149 & -1.262 & 0.106529 \tabularnewline
17 & -0.04627 & -0.3206 & 0.374965 \tabularnewline
18 & 0.060055 & 0.4161 & 0.339605 \tabularnewline
19 & -0.146696 & -1.0163 & 0.157282 \tabularnewline
20 & 0.014349 & 0.0994 & 0.460612 \tabularnewline
21 & 0.174804 & 1.2111 & 0.115897 \tabularnewline
22 & -0.081675 & -0.5659 & 0.287062 \tabularnewline
23 & 0.100542 & 0.6966 & 0.244715 \tabularnewline
24 & -0.100593 & -0.6969 & 0.244604 \tabularnewline
25 & -0.051976 & -0.3601 & 0.360175 \tabularnewline
26 & -0.041256 & -0.2858 & 0.388119 \tabularnewline
27 & 0.030554 & 0.2117 & 0.416626 \tabularnewline
28 & -0.005451 & -0.0378 & 0.485016 \tabularnewline
29 & -0.047723 & -0.3306 & 0.37118 \tabularnewline
30 & -0.017628 & -0.1221 & 0.451653 \tabularnewline
31 & -0.079534 & -0.551 & 0.292085 \tabularnewline
32 & -0.021879 & -0.1516 & 0.440076 \tabularnewline
33 & -0.0561 & -0.3887 & 0.349619 \tabularnewline
34 & -0.050978 & -0.3532 & 0.362747 \tabularnewline
35 & -0.071888 & -0.4981 & 0.310361 \tabularnewline
36 & -0.096522 & -0.6687 & 0.253437 \tabularnewline
37 & 0.115598 & 0.8009 & 0.213573 \tabularnewline
38 & 0.151464 & 1.0494 & 0.14963 \tabularnewline
39 & -0.007316 & -0.0507 & 0.479893 \tabularnewline
40 & -0.003661 & -0.0254 & 0.489936 \tabularnewline
41 & -0.065143 & -0.4513 & 0.326895 \tabularnewline
42 & -0.044823 & -0.3105 & 0.378747 \tabularnewline
43 & -0.026186 & -0.1814 & 0.428401 \tabularnewline
44 & -0.040124 & -0.278 & 0.391107 \tabularnewline
45 & -0.001249 & -0.0087 & 0.496567 \tabularnewline
46 & -0.138734 & -0.9612 & 0.170641 \tabularnewline
47 & -0.015224 & -0.1055 & 0.458219 \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=35724&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]-0.079345[/C][C]-0.5497[/C][C]0.29253[/C][/ROW]
[ROW][C]2[/C][C]-0.059989[/C][C]-0.4156[/C][C]0.339772[/C][/ROW]
[ROW][C]3[/C][C]0.286835[/C][C]1.9873[/C][C]0.026308[/C][/ROW]
[ROW][C]4[/C][C]-0.053515[/C][C]-0.3708[/C][C]0.356223[/C][/ROW]
[ROW][C]5[/C][C]0.152827[/C][C]1.0588[/C][C]0.147491[/C][/ROW]
[ROW][C]6[/C][C]0.004506[/C][C]0.0312[/C][C]0.487612[/C][/ROW]
[ROW][C]7[/C][C]-0.099099[/C][C]-0.6866[/C][C]0.247827[/C][/ROW]
[ROW][C]8[/C][C]0.056363[/C][C]0.3905[/C][C]0.348949[/C][/ROW]
[ROW][C]9[/C][C]0.138652[/C][C]0.9606[/C][C]0.170782[/C][/ROW]
[ROW][C]10[/C][C]0.046218[/C][C]0.3202[/C][C]0.3751[/C][/ROW]
[ROW][C]11[/C][C]-0.24175[/C][C]-1.6749[/C][C]0.05023[/C][/ROW]
[ROW][C]12[/C][C]-0.214165[/C][C]-1.4838[/C][C]0.072202[/C][/ROW]
[ROW][C]13[/C][C]-0.123809[/C][C]-0.8578[/C][C]0.19764[/C][/ROW]
[ROW][C]14[/C][C]0.132636[/C][C]0.9189[/C][C]0.181363[/C][/ROW]
[ROW][C]15[/C][C]-0.003821[/C][C]-0.0265[/C][C]0.489495[/C][/ROW]
[ROW][C]16[/C][C]-0.182149[/C][C]-1.262[/C][C]0.106529[/C][/ROW]
[ROW][C]17[/C][C]-0.04627[/C][C]-0.3206[/C][C]0.374965[/C][/ROW]
[ROW][C]18[/C][C]0.060055[/C][C]0.4161[/C][C]0.339605[/C][/ROW]
[ROW][C]19[/C][C]-0.146696[/C][C]-1.0163[/C][C]0.157282[/C][/ROW]
[ROW][C]20[/C][C]0.014349[/C][C]0.0994[/C][C]0.460612[/C][/ROW]
[ROW][C]21[/C][C]0.174804[/C][C]1.2111[/C][C]0.115897[/C][/ROW]
[ROW][C]22[/C][C]-0.081675[/C][C]-0.5659[/C][C]0.287062[/C][/ROW]
[ROW][C]23[/C][C]0.100542[/C][C]0.6966[/C][C]0.244715[/C][/ROW]
[ROW][C]24[/C][C]-0.100593[/C][C]-0.6969[/C][C]0.244604[/C][/ROW]
[ROW][C]25[/C][C]-0.051976[/C][C]-0.3601[/C][C]0.360175[/C][/ROW]
[ROW][C]26[/C][C]-0.041256[/C][C]-0.2858[/C][C]0.388119[/C][/ROW]
[ROW][C]27[/C][C]0.030554[/C][C]0.2117[/C][C]0.416626[/C][/ROW]
[ROW][C]28[/C][C]-0.005451[/C][C]-0.0378[/C][C]0.485016[/C][/ROW]
[ROW][C]29[/C][C]-0.047723[/C][C]-0.3306[/C][C]0.37118[/C][/ROW]
[ROW][C]30[/C][C]-0.017628[/C][C]-0.1221[/C][C]0.451653[/C][/ROW]
[ROW][C]31[/C][C]-0.079534[/C][C]-0.551[/C][C]0.292085[/C][/ROW]
[ROW][C]32[/C][C]-0.021879[/C][C]-0.1516[/C][C]0.440076[/C][/ROW]
[ROW][C]33[/C][C]-0.0561[/C][C]-0.3887[/C][C]0.349619[/C][/ROW]
[ROW][C]34[/C][C]-0.050978[/C][C]-0.3532[/C][C]0.362747[/C][/ROW]
[ROW][C]35[/C][C]-0.071888[/C][C]-0.4981[/C][C]0.310361[/C][/ROW]
[ROW][C]36[/C][C]-0.096522[/C][C]-0.6687[/C][C]0.253437[/C][/ROW]
[ROW][C]37[/C][C]0.115598[/C][C]0.8009[/C][C]0.213573[/C][/ROW]
[ROW][C]38[/C][C]0.151464[/C][C]1.0494[/C][C]0.14963[/C][/ROW]
[ROW][C]39[/C][C]-0.007316[/C][C]-0.0507[/C][C]0.479893[/C][/ROW]
[ROW][C]40[/C][C]-0.003661[/C][C]-0.0254[/C][C]0.489936[/C][/ROW]
[ROW][C]41[/C][C]-0.065143[/C][C]-0.4513[/C][C]0.326895[/C][/ROW]
[ROW][C]42[/C][C]-0.044823[/C][C]-0.3105[/C][C]0.378747[/C][/ROW]
[ROW][C]43[/C][C]-0.026186[/C][C]-0.1814[/C][C]0.428401[/C][/ROW]
[ROW][C]44[/C][C]-0.040124[/C][C]-0.278[/C][C]0.391107[/C][/ROW]
[ROW][C]45[/C][C]-0.001249[/C][C]-0.0087[/C][C]0.496567[/C][/ROW]
[ROW][C]46[/C][C]-0.138734[/C][C]-0.9612[/C][C]0.170641[/C][/ROW]
[ROW][C]47[/C][C]-0.015224[/C][C]-0.1055[/C][C]0.458219[/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=35724&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35724&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	-0.079345	-0.5497	0.29253
2	-0.059989	-0.4156	0.339772
3	0.286835	1.9873	0.026308
4	-0.053515	-0.3708	0.356223
5	0.152827	1.0588	0.147491
6	0.004506	0.0312	0.487612
7	-0.099099	-0.6866	0.247827
8	0.056363	0.3905	0.348949
9	0.138652	0.9606	0.170782
10	0.046218	0.3202	0.3751
11	-0.24175	-1.6749	0.05023
12	-0.214165	-1.4838	0.072202
13	-0.123809	-0.8578	0.19764
14	0.132636	0.9189	0.181363
15	-0.003821	-0.0265	0.489495
16	-0.182149	-1.262	0.106529
17	-0.04627	-0.3206	0.374965
18	0.060055	0.4161	0.339605
19	-0.146696	-1.0163	0.157282
20	0.014349	0.0994	0.460612
21	0.174804	1.2111	0.115897
22	-0.081675	-0.5659	0.287062
23	0.100542	0.6966	0.244715
24	-0.100593	-0.6969	0.244604
25	-0.051976	-0.3601	0.360175
26	-0.041256	-0.2858	0.388119
27	0.030554	0.2117	0.416626
28	-0.005451	-0.0378	0.485016
29	-0.047723	-0.3306	0.37118
30	-0.017628	-0.1221	0.451653
31	-0.079534	-0.551	0.292085
32	-0.021879	-0.1516	0.440076
33	-0.0561	-0.3887	0.349619
34	-0.050978	-0.3532	0.362747
35	-0.071888	-0.4981	0.310361
36	-0.096522	-0.6687	0.253437
37	0.115598	0.8009	0.213573
38	0.151464	1.0494	0.14963
39	-0.007316	-0.0507	0.479893
40	-0.003661	-0.0254	0.489936
41	-0.065143	-0.4513	0.326895
42	-0.044823	-0.3105	0.378747
43	-0.026186	-0.1814	0.428401
44	-0.040124	-0.278	0.391107
45	-0.001249	-0.0087	0.496567
46	-0.138734	-0.9612	0.170641
47	-0.015224	-0.1055	0.458219
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