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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 11:01:50 -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/2009/Dec/03/t1259863348hvk56sgawqbgau8.htm/, Retrieved Wed, 24 Apr 2024 06:01:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63002, Retrieved Wed, 24 Apr 2024 06:01:40 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

141

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [SHW WS8] [2009-11-24 11:51:23] [253127ae8da904b75450fbd69fe4eb21]
-   P             [(Partial) Autocorrelation Function] [verb WS8] [2009-12-03 18:01:50] [95523ebdb89b97dbf680ec91e0b4bca2] [Current]

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Dataseries X:

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Histogram

Boxplots

8.6
8.5
8.3
7.8
7.8
8
8.6
8.9
8.9
8.6
8.3
8.3
8.3
8.4
8.5
8.4
8.6
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.6
8.4
8.1
8
8
8
8
7.9
7.8
7.8
7.9
8.1
8
7.6
7.3
7
6.8
7
7.1
7.2
7.1
6.9
6.7
6.7
6.6
6.9
7.3
7.5
7.3
7.1
6.9
7.1

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=63002&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=63002&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63002&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	0.021279	0.1621	0.435912
2	-0.090104	-0.6862	0.247656
3	-0.425407	-3.2398	0.000991
4	-0.310889	-2.3677	0.010628
5	-0.008133	-0.0619	0.475413
6	0.221354	1.6858	0.048605
7	0.123626	0.9415	0.175174
8	0.152541	1.1617	0.125055
9	-0.042904	-0.3267	0.372517
10	-0.055029	-0.4191	0.338349
11	-0.161714	-1.2316	0.111539
12	0.106317	0.8097	0.210716
13	-0.187506	-1.428	0.079327
14	0.156731	1.1936	0.118742
15	0.098647	0.7513	0.227763
16	-0.016774	-0.1277	0.449395
17	0.004725	0.036	0.485708
18	-0.114294	-0.8704	0.193826
19	-0.063868	-0.4864	0.314256
20	0.093011	0.7083	0.240783
21	0.084703	0.6451	0.26071
22	0.050847	0.3872	0.349998
23	-0.034107	-0.2597	0.397988
24	-0.183153	-1.3949	0.08419
25	-0.106738	-0.8129	0.209802
26	0.165771	1.2625	0.105915
27	0.144689	1.1019	0.137524
28	-0.026088	-0.1987	0.421604
29	-0.059944	-0.4565	0.32486
30	-0.195996	-1.4927	0.070473
31	0.071815	0.5469	0.293264
32	0.106089	0.8079	0.211211
33	0.135884	1.0349	0.152514
34	0.020683	0.1575	0.437692
35	-0.064491	-0.4911	0.312587
36	-0.234607	-1.7867	0.039605
37	-0.059815	-0.4555	0.325211
38	0.034073	0.2595	0.398088
39	0.127079	0.9678	0.168579
40	0.079568	0.606	0.273449
41	0.143649	1.094	0.13924
42	-0.132921	-1.0123	0.1578
43	-0.005629	-0.0429	0.482977
44	-0.170166	-1.2959	0.100064
45	-0.064385	-0.4903	0.312872
46	-0.000524	-0.004	0.498415
47	0.16957	1.2914	0.100843
48	0.131015	0.9978	0.161266
49	0.114632	0.873	0.193129
50	-0.161718	-1.2316	0.111533
51	-0.158352	-1.206	0.116362
52	-0.115562	-0.8801	0.19122
53	0.1267	0.9649	0.169297
54	0.050482	0.3845	0.351021
55	0.084096	0.6405	0.2622
56	-0.051075	-0.389	0.34936
57	-0.017682	-0.1347	0.446673
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 & 0.021279 & 0.1621 & 0.435912 \tabularnewline
2 & -0.090104 & -0.6862 & 0.247656 \tabularnewline
3 & -0.425407 & -3.2398 & 0.000991 \tabularnewline
4 & -0.310889 & -2.3677 & 0.010628 \tabularnewline
5 & -0.008133 & -0.0619 & 0.475413 \tabularnewline
6 & 0.221354 & 1.6858 & 0.048605 \tabularnewline
7 & 0.123626 & 0.9415 & 0.175174 \tabularnewline
8 & 0.152541 & 1.1617 & 0.125055 \tabularnewline
9 & -0.042904 & -0.3267 & 0.372517 \tabularnewline
10 & -0.055029 & -0.4191 & 0.338349 \tabularnewline
11 & -0.161714 & -1.2316 & 0.111539 \tabularnewline
12 & 0.106317 & 0.8097 & 0.210716 \tabularnewline
13 & -0.187506 & -1.428 & 0.079327 \tabularnewline
14 & 0.156731 & 1.1936 & 0.118742 \tabularnewline
15 & 0.098647 & 0.7513 & 0.227763 \tabularnewline
16 & -0.016774 & -0.1277 & 0.449395 \tabularnewline
17 & 0.004725 & 0.036 & 0.485708 \tabularnewline
18 & -0.114294 & -0.8704 & 0.193826 \tabularnewline
19 & -0.063868 & -0.4864 & 0.314256 \tabularnewline
20 & 0.093011 & 0.7083 & 0.240783 \tabularnewline
21 & 0.084703 & 0.6451 & 0.26071 \tabularnewline
22 & 0.050847 & 0.3872 & 0.349998 \tabularnewline
23 & -0.034107 & -0.2597 & 0.397988 \tabularnewline
24 & -0.183153 & -1.3949 & 0.08419 \tabularnewline
25 & -0.106738 & -0.8129 & 0.209802 \tabularnewline
26 & 0.165771 & 1.2625 & 0.105915 \tabularnewline
27 & 0.144689 & 1.1019 & 0.137524 \tabularnewline
28 & -0.026088 & -0.1987 & 0.421604 \tabularnewline
29 & -0.059944 & -0.4565 & 0.32486 \tabularnewline
30 & -0.195996 & -1.4927 & 0.070473 \tabularnewline
31 & 0.071815 & 0.5469 & 0.293264 \tabularnewline
32 & 0.106089 & 0.8079 & 0.211211 \tabularnewline
33 & 0.135884 & 1.0349 & 0.152514 \tabularnewline
34 & 0.020683 & 0.1575 & 0.437692 \tabularnewline
35 & -0.064491 & -0.4911 & 0.312587 \tabularnewline
36 & -0.234607 & -1.7867 & 0.039605 \tabularnewline
37 & -0.059815 & -0.4555 & 0.325211 \tabularnewline
38 & 0.034073 & 0.2595 & 0.398088 \tabularnewline
39 & 0.127079 & 0.9678 & 0.168579 \tabularnewline
40 & 0.079568 & 0.606 & 0.273449 \tabularnewline
41 & 0.143649 & 1.094 & 0.13924 \tabularnewline
42 & -0.132921 & -1.0123 & 0.1578 \tabularnewline
43 & -0.005629 & -0.0429 & 0.482977 \tabularnewline
44 & -0.170166 & -1.2959 & 0.100064 \tabularnewline
45 & -0.064385 & -0.4903 & 0.312872 \tabularnewline
46 & -0.000524 & -0.004 & 0.498415 \tabularnewline
47 & 0.16957 & 1.2914 & 0.100843 \tabularnewline
48 & 0.131015 & 0.9978 & 0.161266 \tabularnewline
49 & 0.114632 & 0.873 & 0.193129 \tabularnewline
50 & -0.161718 & -1.2316 & 0.111533 \tabularnewline
51 & -0.158352 & -1.206 & 0.116362 \tabularnewline
52 & -0.115562 & -0.8801 & 0.19122 \tabularnewline
53 & 0.1267 & 0.9649 & 0.169297 \tabularnewline
54 & 0.050482 & 0.3845 & 0.351021 \tabularnewline
55 & 0.084096 & 0.6405 & 0.2622 \tabularnewline
56 & -0.051075 & -0.389 & 0.34936 \tabularnewline
57 & -0.017682 & -0.1347 & 0.446673 \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=63002&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]0.021279[/C][C]0.1621[/C][C]0.435912[/C][/ROW]
[ROW][C]2[/C][C]-0.090104[/C][C]-0.6862[/C][C]0.247656[/C][/ROW]
[ROW][C]3[/C][C]-0.425407[/C][C]-3.2398[/C][C]0.000991[/C][/ROW]
[ROW][C]4[/C][C]-0.310889[/C][C]-2.3677[/C][C]0.010628[/C][/ROW]
[ROW][C]5[/C][C]-0.008133[/C][C]-0.0619[/C][C]0.475413[/C][/ROW]
[ROW][C]6[/C][C]0.221354[/C][C]1.6858[/C][C]0.048605[/C][/ROW]
[ROW][C]7[/C][C]0.123626[/C][C]0.9415[/C][C]0.175174[/C][/ROW]
[ROW][C]8[/C][C]0.152541[/C][C]1.1617[/C][C]0.125055[/C][/ROW]
[ROW][C]9[/C][C]-0.042904[/C][C]-0.3267[/C][C]0.372517[/C][/ROW]
[ROW][C]10[/C][C]-0.055029[/C][C]-0.4191[/C][C]0.338349[/C][/ROW]
[ROW][C]11[/C][C]-0.161714[/C][C]-1.2316[/C][C]0.111539[/C][/ROW]
[ROW][C]12[/C][C]0.106317[/C][C]0.8097[/C][C]0.210716[/C][/ROW]
[ROW][C]13[/C][C]-0.187506[/C][C]-1.428[/C][C]0.079327[/C][/ROW]
[ROW][C]14[/C][C]0.156731[/C][C]1.1936[/C][C]0.118742[/C][/ROW]
[ROW][C]15[/C][C]0.098647[/C][C]0.7513[/C][C]0.227763[/C][/ROW]
[ROW][C]16[/C][C]-0.016774[/C][C]-0.1277[/C][C]0.449395[/C][/ROW]
[ROW][C]17[/C][C]0.004725[/C][C]0.036[/C][C]0.485708[/C][/ROW]
[ROW][C]18[/C][C]-0.114294[/C][C]-0.8704[/C][C]0.193826[/C][/ROW]
[ROW][C]19[/C][C]-0.063868[/C][C]-0.4864[/C][C]0.314256[/C][/ROW]
[ROW][C]20[/C][C]0.093011[/C][C]0.7083[/C][C]0.240783[/C][/ROW]
[ROW][C]21[/C][C]0.084703[/C][C]0.6451[/C][C]0.26071[/C][/ROW]
[ROW][C]22[/C][C]0.050847[/C][C]0.3872[/C][C]0.349998[/C][/ROW]
[ROW][C]23[/C][C]-0.034107[/C][C]-0.2597[/C][C]0.397988[/C][/ROW]
[ROW][C]24[/C][C]-0.183153[/C][C]-1.3949[/C][C]0.08419[/C][/ROW]
[ROW][C]25[/C][C]-0.106738[/C][C]-0.8129[/C][C]0.209802[/C][/ROW]
[ROW][C]26[/C][C]0.165771[/C][C]1.2625[/C][C]0.105915[/C][/ROW]
[ROW][C]27[/C][C]0.144689[/C][C]1.1019[/C][C]0.137524[/C][/ROW]
[ROW][C]28[/C][C]-0.026088[/C][C]-0.1987[/C][C]0.421604[/C][/ROW]
[ROW][C]29[/C][C]-0.059944[/C][C]-0.4565[/C][C]0.32486[/C][/ROW]
[ROW][C]30[/C][C]-0.195996[/C][C]-1.4927[/C][C]0.070473[/C][/ROW]
[ROW][C]31[/C][C]0.071815[/C][C]0.5469[/C][C]0.293264[/C][/ROW]
[ROW][C]32[/C][C]0.106089[/C][C]0.8079[/C][C]0.211211[/C][/ROW]
[ROW][C]33[/C][C]0.135884[/C][C]1.0349[/C][C]0.152514[/C][/ROW]
[ROW][C]34[/C][C]0.020683[/C][C]0.1575[/C][C]0.437692[/C][/ROW]
[ROW][C]35[/C][C]-0.064491[/C][C]-0.4911[/C][C]0.312587[/C][/ROW]
[ROW][C]36[/C][C]-0.234607[/C][C]-1.7867[/C][C]0.039605[/C][/ROW]
[ROW][C]37[/C][C]-0.059815[/C][C]-0.4555[/C][C]0.325211[/C][/ROW]
[ROW][C]38[/C][C]0.034073[/C][C]0.2595[/C][C]0.398088[/C][/ROW]
[ROW][C]39[/C][C]0.127079[/C][C]0.9678[/C][C]0.168579[/C][/ROW]
[ROW][C]40[/C][C]0.079568[/C][C]0.606[/C][C]0.273449[/C][/ROW]
[ROW][C]41[/C][C]0.143649[/C][C]1.094[/C][C]0.13924[/C][/ROW]
[ROW][C]42[/C][C]-0.132921[/C][C]-1.0123[/C][C]0.1578[/C][/ROW]
[ROW][C]43[/C][C]-0.005629[/C][C]-0.0429[/C][C]0.482977[/C][/ROW]
[ROW][C]44[/C][C]-0.170166[/C][C]-1.2959[/C][C]0.100064[/C][/ROW]
[ROW][C]45[/C][C]-0.064385[/C][C]-0.4903[/C][C]0.312872[/C][/ROW]
[ROW][C]46[/C][C]-0.000524[/C][C]-0.004[/C][C]0.498415[/C][/ROW]
[ROW][C]47[/C][C]0.16957[/C][C]1.2914[/C][C]0.100843[/C][/ROW]
[ROW][C]48[/C][C]0.131015[/C][C]0.9978[/C][C]0.161266[/C][/ROW]
[ROW][C]49[/C][C]0.114632[/C][C]0.873[/C][C]0.193129[/C][/ROW]
[ROW][C]50[/C][C]-0.161718[/C][C]-1.2316[/C][C]0.111533[/C][/ROW]
[ROW][C]51[/C][C]-0.158352[/C][C]-1.206[/C][C]0.116362[/C][/ROW]
[ROW][C]52[/C][C]-0.115562[/C][C]-0.8801[/C][C]0.19122[/C][/ROW]
[ROW][C]53[/C][C]0.1267[/C][C]0.9649[/C][C]0.169297[/C][/ROW]
[ROW][C]54[/C][C]0.050482[/C][C]0.3845[/C][C]0.351021[/C][/ROW]
[ROW][C]55[/C][C]0.084096[/C][C]0.6405[/C][C]0.2622[/C][/ROW]
[ROW][C]56[/C][C]-0.051075[/C][C]-0.389[/C][C]0.34936[/C][/ROW]
[ROW][C]57[/C][C]-0.017682[/C][C]-0.1347[/C][C]0.446673[/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=63002&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63002&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	0.021279	0.1621	0.435912
2	-0.090104	-0.6862	0.247656
3	-0.425407	-3.2398	0.000991
4	-0.310889	-2.3677	0.010628
5	-0.008133	-0.0619	0.475413
6	0.221354	1.6858	0.048605
7	0.123626	0.9415	0.175174
8	0.152541	1.1617	0.125055
9	-0.042904	-0.3267	0.372517
10	-0.055029	-0.4191	0.338349
11	-0.161714	-1.2316	0.111539
12	0.106317	0.8097	0.210716
13	-0.187506	-1.428	0.079327
14	0.156731	1.1936	0.118742
15	0.098647	0.7513	0.227763
16	-0.016774	-0.1277	0.449395
17	0.004725	0.036	0.485708
18	-0.114294	-0.8704	0.193826
19	-0.063868	-0.4864	0.314256
20	0.093011	0.7083	0.240783
21	0.084703	0.6451	0.26071
22	0.050847	0.3872	0.349998
23	-0.034107	-0.2597	0.397988
24	-0.183153	-1.3949	0.08419
25	-0.106738	-0.8129	0.209802
26	0.165771	1.2625	0.105915
27	0.144689	1.1019	0.137524
28	-0.026088	-0.1987	0.421604
29	-0.059944	-0.4565	0.32486
30	-0.195996	-1.4927	0.070473
31	0.071815	0.5469	0.293264
32	0.106089	0.8079	0.211211
33	0.135884	1.0349	0.152514
34	0.020683	0.1575	0.437692
35	-0.064491	-0.4911	0.312587
36	-0.234607	-1.7867	0.039605
37	-0.059815	-0.4555	0.325211
38	0.034073	0.2595	0.398088
39	0.127079	0.9678	0.168579
40	0.079568	0.606	0.273449
41	0.143649	1.094	0.13924
42	-0.132921	-1.0123	0.1578
43	-0.005629	-0.0429	0.482977
44	-0.170166	-1.2959	0.100064
45	-0.064385	-0.4903	0.312872
46	-0.000524	-0.004	0.498415
47	0.16957	1.2914	0.100843
48	0.131015	0.9978	0.161266
49	0.114632	0.873	0.193129
50	-0.161718	-1.2316	0.111533
51	-0.158352	-1.206	0.116362
52	-0.115562	-0.8801	0.19122
53	0.1267	0.9649	0.169297
54	0.050482	0.3845	0.351021
55	0.084096	0.6405	0.2622
56	-0.051075	-0.389	0.34936
57	-0.017682	-0.1347	0.446673
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	0.021279	0.1621	0.435912
2	-0.090598	-0.69	0.246481
3	-0.425068	-3.2372	0.000999
4	-0.388598	-2.9595	0.002228
5	-0.206651	-1.5738	0.060485
6	-0.106797	-0.8133	0.209674
7	-0.277697	-2.1149	0.019374
8	-0.111382	-0.8483	0.199891
9	-0.073634	-0.5608	0.288554
10	-0.038554	-0.2936	0.385049
11	-0.161965	-1.2335	0.111184
12	0.172744	1.3156	0.096746
13	-0.227007	-1.7288	0.04458
14	0.028284	0.2154	0.415104
15	0.184476	1.4049	0.082688
16	-0.062196	-0.4737	0.318758
17	0.013656	0.104	0.458763
18	0.0086	0.0655	0.474003
19	0.038572	0.2938	0.384998
20	0.012831	0.0977	0.461248
21	0.144833	1.103	0.137288
22	0.084191	0.6412	0.261967
23	0.088392	0.6732	0.251756
24	-0.148101	-1.1279	0.132002
25	-0.000331	-0.0025	0.499
26	0.111335	0.8479	0.199989
27	0.024046	0.1831	0.427666
28	-0.153684	-1.1704	0.123309
29	-0.155192	-1.1819	0.121033
30	-0.184409	-1.4044	0.082763
31	-0.093309	-0.7106	0.240085
32	-0.109832	-0.8365	0.203165
33	0.004438	0.0338	0.486575
34	0.039561	0.3013	0.382136
35	0.034569	0.2633	0.396639
36	-0.043422	-0.3307	0.371034
37	-0.050437	-0.3841	0.351147
38	-0.02072	-0.1578	0.437583
39	0.017774	0.1354	0.446398
40	-0.085692	-0.6526	0.258292
41	0.042872	0.3265	0.372609
42	-0.07154	-0.5448	0.293978
43	0.004149	0.0316	0.487449
44	0.014894	0.1134	0.455041
45	-0.05694	-0.4336	0.333077
46	-0.14258	-1.0859	0.141017
47	0.012596	0.0959	0.461953
48	0.02485	0.1893	0.425278
49	-0.033684	-0.2565	0.399223
50	-0.029819	-0.2271	0.410574
51	0.064914	0.4944	0.311456
52	0.010198	0.0777	0.469181
53	0.011672	0.0889	0.464737
54	0.010005	0.0762	0.469763
55	-0.081208	-0.6185	0.269345
56	-0.005368	-0.0409	0.483766
57	0.04656	0.3546	0.362091
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 & 0.021279 & 0.1621 & 0.435912 \tabularnewline
2 & -0.090598 & -0.69 & 0.246481 \tabularnewline
3 & -0.425068 & -3.2372 & 0.000999 \tabularnewline
4 & -0.388598 & -2.9595 & 0.002228 \tabularnewline
5 & -0.206651 & -1.5738 & 0.060485 \tabularnewline
6 & -0.106797 & -0.8133 & 0.209674 \tabularnewline
7 & -0.277697 & -2.1149 & 0.019374 \tabularnewline
8 & -0.111382 & -0.8483 & 0.199891 \tabularnewline
9 & -0.073634 & -0.5608 & 0.288554 \tabularnewline
10 & -0.038554 & -0.2936 & 0.385049 \tabularnewline
11 & -0.161965 & -1.2335 & 0.111184 \tabularnewline
12 & 0.172744 & 1.3156 & 0.096746 \tabularnewline
13 & -0.227007 & -1.7288 & 0.04458 \tabularnewline
14 & 0.028284 & 0.2154 & 0.415104 \tabularnewline
15 & 0.184476 & 1.4049 & 0.082688 \tabularnewline
16 & -0.062196 & -0.4737 & 0.318758 \tabularnewline
17 & 0.013656 & 0.104 & 0.458763 \tabularnewline
18 & 0.0086 & 0.0655 & 0.474003 \tabularnewline
19 & 0.038572 & 0.2938 & 0.384998 \tabularnewline
20 & 0.012831 & 0.0977 & 0.461248 \tabularnewline
21 & 0.144833 & 1.103 & 0.137288 \tabularnewline
22 & 0.084191 & 0.6412 & 0.261967 \tabularnewline
23 & 0.088392 & 0.6732 & 0.251756 \tabularnewline
24 & -0.148101 & -1.1279 & 0.132002 \tabularnewline
25 & -0.000331 & -0.0025 & 0.499 \tabularnewline
26 & 0.111335 & 0.8479 & 0.199989 \tabularnewline
27 & 0.024046 & 0.1831 & 0.427666 \tabularnewline
28 & -0.153684 & -1.1704 & 0.123309 \tabularnewline
29 & -0.155192 & -1.1819 & 0.121033 \tabularnewline
30 & -0.184409 & -1.4044 & 0.082763 \tabularnewline
31 & -0.093309 & -0.7106 & 0.240085 \tabularnewline
32 & -0.109832 & -0.8365 & 0.203165 \tabularnewline
33 & 0.004438 & 0.0338 & 0.486575 \tabularnewline
34 & 0.039561 & 0.3013 & 0.382136 \tabularnewline
35 & 0.034569 & 0.2633 & 0.396639 \tabularnewline
36 & -0.043422 & -0.3307 & 0.371034 \tabularnewline
37 & -0.050437 & -0.3841 & 0.351147 \tabularnewline
38 & -0.02072 & -0.1578 & 0.437583 \tabularnewline
39 & 0.017774 & 0.1354 & 0.446398 \tabularnewline
40 & -0.085692 & -0.6526 & 0.258292 \tabularnewline
41 & 0.042872 & 0.3265 & 0.372609 \tabularnewline
42 & -0.07154 & -0.5448 & 0.293978 \tabularnewline
43 & 0.004149 & 0.0316 & 0.487449 \tabularnewline
44 & 0.014894 & 0.1134 & 0.455041 \tabularnewline
45 & -0.05694 & -0.4336 & 0.333077 \tabularnewline
46 & -0.14258 & -1.0859 & 0.141017 \tabularnewline
47 & 0.012596 & 0.0959 & 0.461953 \tabularnewline
48 & 0.02485 & 0.1893 & 0.425278 \tabularnewline
49 & -0.033684 & -0.2565 & 0.399223 \tabularnewline
50 & -0.029819 & -0.2271 & 0.410574 \tabularnewline
51 & 0.064914 & 0.4944 & 0.311456 \tabularnewline
52 & 0.010198 & 0.0777 & 0.469181 \tabularnewline
53 & 0.011672 & 0.0889 & 0.464737 \tabularnewline
54 & 0.010005 & 0.0762 & 0.469763 \tabularnewline
55 & -0.081208 & -0.6185 & 0.269345 \tabularnewline
56 & -0.005368 & -0.0409 & 0.483766 \tabularnewline
57 & 0.04656 & 0.3546 & 0.362091 \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=63002&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]0.021279[/C][C]0.1621[/C][C]0.435912[/C][/ROW]
[ROW][C]2[/C][C]-0.090598[/C][C]-0.69[/C][C]0.246481[/C][/ROW]
[ROW][C]3[/C][C]-0.425068[/C][C]-3.2372[/C][C]0.000999[/C][/ROW]
[ROW][C]4[/C][C]-0.388598[/C][C]-2.9595[/C][C]0.002228[/C][/ROW]
[ROW][C]5[/C][C]-0.206651[/C][C]-1.5738[/C][C]0.060485[/C][/ROW]
[ROW][C]6[/C][C]-0.106797[/C][C]-0.8133[/C][C]0.209674[/C][/ROW]
[ROW][C]7[/C][C]-0.277697[/C][C]-2.1149[/C][C]0.019374[/C][/ROW]
[ROW][C]8[/C][C]-0.111382[/C][C]-0.8483[/C][C]0.199891[/C][/ROW]
[ROW][C]9[/C][C]-0.073634[/C][C]-0.5608[/C][C]0.288554[/C][/ROW]
[ROW][C]10[/C][C]-0.038554[/C][C]-0.2936[/C][C]0.385049[/C][/ROW]
[ROW][C]11[/C][C]-0.161965[/C][C]-1.2335[/C][C]0.111184[/C][/ROW]
[ROW][C]12[/C][C]0.172744[/C][C]1.3156[/C][C]0.096746[/C][/ROW]
[ROW][C]13[/C][C]-0.227007[/C][C]-1.7288[/C][C]0.04458[/C][/ROW]
[ROW][C]14[/C][C]0.028284[/C][C]0.2154[/C][C]0.415104[/C][/ROW]
[ROW][C]15[/C][C]0.184476[/C][C]1.4049[/C][C]0.082688[/C][/ROW]
[ROW][C]16[/C][C]-0.062196[/C][C]-0.4737[/C][C]0.318758[/C][/ROW]
[ROW][C]17[/C][C]0.013656[/C][C]0.104[/C][C]0.458763[/C][/ROW]
[ROW][C]18[/C][C]0.0086[/C][C]0.0655[/C][C]0.474003[/C][/ROW]
[ROW][C]19[/C][C]0.038572[/C][C]0.2938[/C][C]0.384998[/C][/ROW]
[ROW][C]20[/C][C]0.012831[/C][C]0.0977[/C][C]0.461248[/C][/ROW]
[ROW][C]21[/C][C]0.144833[/C][C]1.103[/C][C]0.137288[/C][/ROW]
[ROW][C]22[/C][C]0.084191[/C][C]0.6412[/C][C]0.261967[/C][/ROW]
[ROW][C]23[/C][C]0.088392[/C][C]0.6732[/C][C]0.251756[/C][/ROW]
[ROW][C]24[/C][C]-0.148101[/C][C]-1.1279[/C][C]0.132002[/C][/ROW]
[ROW][C]25[/C][C]-0.000331[/C][C]-0.0025[/C][C]0.499[/C][/ROW]
[ROW][C]26[/C][C]0.111335[/C][C]0.8479[/C][C]0.199989[/C][/ROW]
[ROW][C]27[/C][C]0.024046[/C][C]0.1831[/C][C]0.427666[/C][/ROW]
[ROW][C]28[/C][C]-0.153684[/C][C]-1.1704[/C][C]0.123309[/C][/ROW]
[ROW][C]29[/C][C]-0.155192[/C][C]-1.1819[/C][C]0.121033[/C][/ROW]
[ROW][C]30[/C][C]-0.184409[/C][C]-1.4044[/C][C]0.082763[/C][/ROW]
[ROW][C]31[/C][C]-0.093309[/C][C]-0.7106[/C][C]0.240085[/C][/ROW]
[ROW][C]32[/C][C]-0.109832[/C][C]-0.8365[/C][C]0.203165[/C][/ROW]
[ROW][C]33[/C][C]0.004438[/C][C]0.0338[/C][C]0.486575[/C][/ROW]
[ROW][C]34[/C][C]0.039561[/C][C]0.3013[/C][C]0.382136[/C][/ROW]
[ROW][C]35[/C][C]0.034569[/C][C]0.2633[/C][C]0.396639[/C][/ROW]
[ROW][C]36[/C][C]-0.043422[/C][C]-0.3307[/C][C]0.371034[/C][/ROW]
[ROW][C]37[/C][C]-0.050437[/C][C]-0.3841[/C][C]0.351147[/C][/ROW]
[ROW][C]38[/C][C]-0.02072[/C][C]-0.1578[/C][C]0.437583[/C][/ROW]
[ROW][C]39[/C][C]0.017774[/C][C]0.1354[/C][C]0.446398[/C][/ROW]
[ROW][C]40[/C][C]-0.085692[/C][C]-0.6526[/C][C]0.258292[/C][/ROW]
[ROW][C]41[/C][C]0.042872[/C][C]0.3265[/C][C]0.372609[/C][/ROW]
[ROW][C]42[/C][C]-0.07154[/C][C]-0.5448[/C][C]0.293978[/C][/ROW]
[ROW][C]43[/C][C]0.004149[/C][C]0.0316[/C][C]0.487449[/C][/ROW]
[ROW][C]44[/C][C]0.014894[/C][C]0.1134[/C][C]0.455041[/C][/ROW]
[ROW][C]45[/C][C]-0.05694[/C][C]-0.4336[/C][C]0.333077[/C][/ROW]
[ROW][C]46[/C][C]-0.14258[/C][C]-1.0859[/C][C]0.141017[/C][/ROW]
[ROW][C]47[/C][C]0.012596[/C][C]0.0959[/C][C]0.461953[/C][/ROW]
[ROW][C]48[/C][C]0.02485[/C][C]0.1893[/C][C]0.425278[/C][/ROW]
[ROW][C]49[/C][C]-0.033684[/C][C]-0.2565[/C][C]0.399223[/C][/ROW]
[ROW][C]50[/C][C]-0.029819[/C][C]-0.2271[/C][C]0.410574[/C][/ROW]
[ROW][C]51[/C][C]0.064914[/C][C]0.4944[/C][C]0.311456[/C][/ROW]
[ROW][C]52[/C][C]0.010198[/C][C]0.0777[/C][C]0.469181[/C][/ROW]
[ROW][C]53[/C][C]0.011672[/C][C]0.0889[/C][C]0.464737[/C][/ROW]
[ROW][C]54[/C][C]0.010005[/C][C]0.0762[/C][C]0.469763[/C][/ROW]
[ROW][C]55[/C][C]-0.081208[/C][C]-0.6185[/C][C]0.269345[/C][/ROW]
[ROW][C]56[/C][C]-0.005368[/C][C]-0.0409[/C][C]0.483766[/C][/ROW]
[ROW][C]57[/C][C]0.04656[/C][C]0.3546[/C][C]0.362091[/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=63002&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63002&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	0.021279	0.1621	0.435912
2	-0.090598	-0.69	0.246481
3	-0.425068	-3.2372	0.000999
4	-0.388598	-2.9595	0.002228
5	-0.206651	-1.5738	0.060485
6	-0.106797	-0.8133	0.209674
7	-0.277697	-2.1149	0.019374
8	-0.111382	-0.8483	0.199891
9	-0.073634	-0.5608	0.288554
10	-0.038554	-0.2936	0.385049
11	-0.161965	-1.2335	0.111184
12	0.172744	1.3156	0.096746
13	-0.227007	-1.7288	0.04458
14	0.028284	0.2154	0.415104
15	0.184476	1.4049	0.082688
16	-0.062196	-0.4737	0.318758
17	0.013656	0.104	0.458763
18	0.0086	0.0655	0.474003
19	0.038572	0.2938	0.384998
20	0.012831	0.0977	0.461248
21	0.144833	1.103	0.137288
22	0.084191	0.6412	0.261967
23	0.088392	0.6732	0.251756
24	-0.148101	-1.1279	0.132002
25	-0.000331	-0.0025	0.499
26	0.111335	0.8479	0.199989
27	0.024046	0.1831	0.427666
28	-0.153684	-1.1704	0.123309
29	-0.155192	-1.1819	0.121033
30	-0.184409	-1.4044	0.082763
31	-0.093309	-0.7106	0.240085
32	-0.109832	-0.8365	0.203165
33	0.004438	0.0338	0.486575
34	0.039561	0.3013	0.382136
35	0.034569	0.2633	0.396639
36	-0.043422	-0.3307	0.371034
37	-0.050437	-0.3841	0.351147
38	-0.02072	-0.1578	0.437583
39	0.017774	0.1354	0.446398
40	-0.085692	-0.6526	0.258292
41	0.042872	0.3265	0.372609
42	-0.07154	-0.5448	0.293978
43	0.004149	0.0316	0.487449
44	0.014894	0.1134	0.455041
45	-0.05694	-0.4336	0.333077
46	-0.14258	-1.0859	0.141017
47	0.012596	0.0959	0.461953
48	0.02485	0.1893	0.425278
49	-0.033684	-0.2565	0.399223
50	-0.029819	-0.2271	0.410574
51	0.064914	0.4944	0.311456
52	0.010198	0.0777	0.469181
53	0.011672	0.0889	0.464737
54	0.010005	0.0762	0.469763
55	-0.081208	-0.6185	0.269345
56	-0.005368	-0.0409	0.483766
57	0.04656	0.3546	0.362091
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 = 2 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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