Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 02:15:08 -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/04/t1259918174bosjmszitmktg1f.htm/, Retrieved Sat, 27 Apr 2024 22:08:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63199, Retrieved Sat, 27 Apr 2024 22:08:40 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

104

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] [Workshop 8] [2009-11-24 11:56:57] [214e6e00abbde49700521a7ef1d30da2]
-   P             [(Partial) Autocorrelation Function] [WS 8 review] [2009-12-04 09:15:08] [51118f1042b56b16d340924f16263174] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

11.1
10.9
10
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.8
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.7
7.9
7.9
8
7.9
7.6
7.1
6.8
6.5
6.9
8.2
8.7
8.3
7.9
7.5
7.8
8.3
8.4
8.2
7.7
7.2
7.3
8.1

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	'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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63199&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63199&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63199&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.396934	3.0489	0.001718
2	-0.248066	-1.9054	0.030801
3	-0.499029	-3.8331	0.000155
4	-0.334539	-2.5696	0.006364
5	0.10024	0.77	0.222199
6	0.390328	2.9982	0.001986
7	0.232838	1.7885	0.039418
8	-0.14038	-1.0783	0.142649
9	-0.327823	-2.5181	0.007267
10	-0.255465	-1.9623	0.027227
11	0.071127	0.5463	0.293448
12	0.359671	2.7627	0.003817
13	0.053927	0.4142	0.340107
14	-0.127542	-0.9797	0.165624
15	-0.096202	-0.7389	0.231436
16	-0.05339	-0.4101	0.34161
17	0.076548	0.588	0.279396
18	0.107854	0.8284	0.205379
19	0.016006	0.1229	0.451284
20	-0.151955	-1.1672	0.123915
21	-0.198271	-1.523	0.066557
22	-0.115443	-0.8867	0.189411
23	0.120561	0.926	0.179098
24	0.250974	1.9278	0.029351
25	0.012925	0.0993	0.460625
26	-0.138438	-1.0634	0.145975
27	-0.087073	-0.6688	0.253109
28	-0.045788	-0.3517	0.363156
29	0.096623	0.7422	0.230462
30	0.157441	1.2093	0.11568
31	0.079576	0.6112	0.271695
32	-0.155485	-1.1943	0.118569
33	-0.228276	-1.7534	0.042362
34	-0.049225	-0.3781	0.353354
35	0.183316	1.4081	0.082177
36	0.293705	2.256	0.013896
37	0.080144	0.6156	0.270263
38	-0.136403	-1.0477	0.149518
39	-0.169703	-1.3035	0.098732
40	-0.036286	-0.2787	0.390719
41	0.182255	1.3999	0.083385
42	0.25261	1.9403	0.028561
43	0.077166	0.5927	0.277816
44	-0.231463	-1.7779	0.040287
45	-0.318271	-2.4447	0.008752
46	-0.114257	-0.8776	0.191854
47	0.109664	0.8423	0.201499
48	0.207969	1.5974	0.057755
49	0.042944	0.3299	0.371336
50	-0.092959	-0.714	0.239011
51	-0.117197	-0.9002	0.185834
52	-0.029838	-0.2292	0.409758
53	0.059982	0.4607	0.323342
54	0.104763	0.8047	0.212112
55	0.037912	0.2912	0.385956
56	-0.069939	-0.5372	0.29657
57	-0.074593	-0.573	0.284424
58	-0.012707	-0.0976	0.46129
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 & 0.396934 & 3.0489 & 0.001718 \tabularnewline
2 & -0.248066 & -1.9054 & 0.030801 \tabularnewline
3 & -0.499029 & -3.8331 & 0.000155 \tabularnewline
4 & -0.334539 & -2.5696 & 0.006364 \tabularnewline
5 & 0.10024 & 0.77 & 0.222199 \tabularnewline
6 & 0.390328 & 2.9982 & 0.001986 \tabularnewline
7 & 0.232838 & 1.7885 & 0.039418 \tabularnewline
8 & -0.14038 & -1.0783 & 0.142649 \tabularnewline
9 & -0.327823 & -2.5181 & 0.007267 \tabularnewline
10 & -0.255465 & -1.9623 & 0.027227 \tabularnewline
11 & 0.071127 & 0.5463 & 0.293448 \tabularnewline
12 & 0.359671 & 2.7627 & 0.003817 \tabularnewline
13 & 0.053927 & 0.4142 & 0.340107 \tabularnewline
14 & -0.127542 & -0.9797 & 0.165624 \tabularnewline
15 & -0.096202 & -0.7389 & 0.231436 \tabularnewline
16 & -0.05339 & -0.4101 & 0.34161 \tabularnewline
17 & 0.076548 & 0.588 & 0.279396 \tabularnewline
18 & 0.107854 & 0.8284 & 0.205379 \tabularnewline
19 & 0.016006 & 0.1229 & 0.451284 \tabularnewline
20 & -0.151955 & -1.1672 & 0.123915 \tabularnewline
21 & -0.198271 & -1.523 & 0.066557 \tabularnewline
22 & -0.115443 & -0.8867 & 0.189411 \tabularnewline
23 & 0.120561 & 0.926 & 0.179098 \tabularnewline
24 & 0.250974 & 1.9278 & 0.029351 \tabularnewline
25 & 0.012925 & 0.0993 & 0.460625 \tabularnewline
26 & -0.138438 & -1.0634 & 0.145975 \tabularnewline
27 & -0.087073 & -0.6688 & 0.253109 \tabularnewline
28 & -0.045788 & -0.3517 & 0.363156 \tabularnewline
29 & 0.096623 & 0.7422 & 0.230462 \tabularnewline
30 & 0.157441 & 1.2093 & 0.11568 \tabularnewline
31 & 0.079576 & 0.6112 & 0.271695 \tabularnewline
32 & -0.155485 & -1.1943 & 0.118569 \tabularnewline
33 & -0.228276 & -1.7534 & 0.042362 \tabularnewline
34 & -0.049225 & -0.3781 & 0.353354 \tabularnewline
35 & 0.183316 & 1.4081 & 0.082177 \tabularnewline
36 & 0.293705 & 2.256 & 0.013896 \tabularnewline
37 & 0.080144 & 0.6156 & 0.270263 \tabularnewline
38 & -0.136403 & -1.0477 & 0.149518 \tabularnewline
39 & -0.169703 & -1.3035 & 0.098732 \tabularnewline
40 & -0.036286 & -0.2787 & 0.390719 \tabularnewline
41 & 0.182255 & 1.3999 & 0.083385 \tabularnewline
42 & 0.25261 & 1.9403 & 0.028561 \tabularnewline
43 & 0.077166 & 0.5927 & 0.277816 \tabularnewline
44 & -0.231463 & -1.7779 & 0.040287 \tabularnewline
45 & -0.318271 & -2.4447 & 0.008752 \tabularnewline
46 & -0.114257 & -0.8776 & 0.191854 \tabularnewline
47 & 0.109664 & 0.8423 & 0.201499 \tabularnewline
48 & 0.207969 & 1.5974 & 0.057755 \tabularnewline
49 & 0.042944 & 0.3299 & 0.371336 \tabularnewline
50 & -0.092959 & -0.714 & 0.239011 \tabularnewline
51 & -0.117197 & -0.9002 & 0.185834 \tabularnewline
52 & -0.029838 & -0.2292 & 0.409758 \tabularnewline
53 & 0.059982 & 0.4607 & 0.323342 \tabularnewline
54 & 0.104763 & 0.8047 & 0.212112 \tabularnewline
55 & 0.037912 & 0.2912 & 0.385956 \tabularnewline
56 & -0.069939 & -0.5372 & 0.29657 \tabularnewline
57 & -0.074593 & -0.573 & 0.284424 \tabularnewline
58 & -0.012707 & -0.0976 & 0.46129 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63199&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]0.396934[/C][C]3.0489[/C][C]0.001718[/C][/ROW]
[ROW][C]2[/C][C]-0.248066[/C][C]-1.9054[/C][C]0.030801[/C][/ROW]
[ROW][C]3[/C][C]-0.499029[/C][C]-3.8331[/C][C]0.000155[/C][/ROW]
[ROW][C]4[/C][C]-0.334539[/C][C]-2.5696[/C][C]0.006364[/C][/ROW]
[ROW][C]5[/C][C]0.10024[/C][C]0.77[/C][C]0.222199[/C][/ROW]
[ROW][C]6[/C][C]0.390328[/C][C]2.9982[/C][C]0.001986[/C][/ROW]
[ROW][C]7[/C][C]0.232838[/C][C]1.7885[/C][C]0.039418[/C][/ROW]
[ROW][C]8[/C][C]-0.14038[/C][C]-1.0783[/C][C]0.142649[/C][/ROW]
[ROW][C]9[/C][C]-0.327823[/C][C]-2.5181[/C][C]0.007267[/C][/ROW]
[ROW][C]10[/C][C]-0.255465[/C][C]-1.9623[/C][C]0.027227[/C][/ROW]
[ROW][C]11[/C][C]0.071127[/C][C]0.5463[/C][C]0.293448[/C][/ROW]
[ROW][C]12[/C][C]0.359671[/C][C]2.7627[/C][C]0.003817[/C][/ROW]
[ROW][C]13[/C][C]0.053927[/C][C]0.4142[/C][C]0.340107[/C][/ROW]
[ROW][C]14[/C][C]-0.127542[/C][C]-0.9797[/C][C]0.165624[/C][/ROW]
[ROW][C]15[/C][C]-0.096202[/C][C]-0.7389[/C][C]0.231436[/C][/ROW]
[ROW][C]16[/C][C]-0.05339[/C][C]-0.4101[/C][C]0.34161[/C][/ROW]
[ROW][C]17[/C][C]0.076548[/C][C]0.588[/C][C]0.279396[/C][/ROW]
[ROW][C]18[/C][C]0.107854[/C][C]0.8284[/C][C]0.205379[/C][/ROW]
[ROW][C]19[/C][C]0.016006[/C][C]0.1229[/C][C]0.451284[/C][/ROW]
[ROW][C]20[/C][C]-0.151955[/C][C]-1.1672[/C][C]0.123915[/C][/ROW]
[ROW][C]21[/C][C]-0.198271[/C][C]-1.523[/C][C]0.066557[/C][/ROW]
[ROW][C]22[/C][C]-0.115443[/C][C]-0.8867[/C][C]0.189411[/C][/ROW]
[ROW][C]23[/C][C]0.120561[/C][C]0.926[/C][C]0.179098[/C][/ROW]
[ROW][C]24[/C][C]0.250974[/C][C]1.9278[/C][C]0.029351[/C][/ROW]
[ROW][C]25[/C][C]0.012925[/C][C]0.0993[/C][C]0.460625[/C][/ROW]
[ROW][C]26[/C][C]-0.138438[/C][C]-1.0634[/C][C]0.145975[/C][/ROW]
[ROW][C]27[/C][C]-0.087073[/C][C]-0.6688[/C][C]0.253109[/C][/ROW]
[ROW][C]28[/C][C]-0.045788[/C][C]-0.3517[/C][C]0.363156[/C][/ROW]
[ROW][C]29[/C][C]0.096623[/C][C]0.7422[/C][C]0.230462[/C][/ROW]
[ROW][C]30[/C][C]0.157441[/C][C]1.2093[/C][C]0.11568[/C][/ROW]
[ROW][C]31[/C][C]0.079576[/C][C]0.6112[/C][C]0.271695[/C][/ROW]
[ROW][C]32[/C][C]-0.155485[/C][C]-1.1943[/C][C]0.118569[/C][/ROW]
[ROW][C]33[/C][C]-0.228276[/C][C]-1.7534[/C][C]0.042362[/C][/ROW]
[ROW][C]34[/C][C]-0.049225[/C][C]-0.3781[/C][C]0.353354[/C][/ROW]
[ROW][C]35[/C][C]0.183316[/C][C]1.4081[/C][C]0.082177[/C][/ROW]
[ROW][C]36[/C][C]0.293705[/C][C]2.256[/C][C]0.013896[/C][/ROW]
[ROW][C]37[/C][C]0.080144[/C][C]0.6156[/C][C]0.270263[/C][/ROW]
[ROW][C]38[/C][C]-0.136403[/C][C]-1.0477[/C][C]0.149518[/C][/ROW]
[ROW][C]39[/C][C]-0.169703[/C][C]-1.3035[/C][C]0.098732[/C][/ROW]
[ROW][C]40[/C][C]-0.036286[/C][C]-0.2787[/C][C]0.390719[/C][/ROW]
[ROW][C]41[/C][C]0.182255[/C][C]1.3999[/C][C]0.083385[/C][/ROW]
[ROW][C]42[/C][C]0.25261[/C][C]1.9403[/C][C]0.028561[/C][/ROW]
[ROW][C]43[/C][C]0.077166[/C][C]0.5927[/C][C]0.277816[/C][/ROW]
[ROW][C]44[/C][C]-0.231463[/C][C]-1.7779[/C][C]0.040287[/C][/ROW]
[ROW][C]45[/C][C]-0.318271[/C][C]-2.4447[/C][C]0.008752[/C][/ROW]
[ROW][C]46[/C][C]-0.114257[/C][C]-0.8776[/C][C]0.191854[/C][/ROW]
[ROW][C]47[/C][C]0.109664[/C][C]0.8423[/C][C]0.201499[/C][/ROW]
[ROW][C]48[/C][C]0.207969[/C][C]1.5974[/C][C]0.057755[/C][/ROW]
[ROW][C]49[/C][C]0.042944[/C][C]0.3299[/C][C]0.371336[/C][/ROW]
[ROW][C]50[/C][C]-0.092959[/C][C]-0.714[/C][C]0.239011[/C][/ROW]
[ROW][C]51[/C][C]-0.117197[/C][C]-0.9002[/C][C]0.185834[/C][/ROW]
[ROW][C]52[/C][C]-0.029838[/C][C]-0.2292[/C][C]0.409758[/C][/ROW]
[ROW][C]53[/C][C]0.059982[/C][C]0.4607[/C][C]0.323342[/C][/ROW]
[ROW][C]54[/C][C]0.104763[/C][C]0.8047[/C][C]0.212112[/C][/ROW]
[ROW][C]55[/C][C]0.037912[/C][C]0.2912[/C][C]0.385956[/C][/ROW]
[ROW][C]56[/C][C]-0.069939[/C][C]-0.5372[/C][C]0.29657[/C][/ROW]
[ROW][C]57[/C][C]-0.074593[/C][C]-0.573[/C][C]0.284424[/C][/ROW]
[ROW][C]58[/C][C]-0.012707[/C][C]-0.0976[/C][C]0.46129[/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=63199&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63199&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	0.396934	3.0489	0.001718
2	-0.248066	-1.9054	0.030801
3	-0.499029	-3.8331	0.000155
4	-0.334539	-2.5696	0.006364
5	0.10024	0.77	0.222199
6	0.390328	2.9982	0.001986
7	0.232838	1.7885	0.039418
8	-0.14038	-1.0783	0.142649
9	-0.327823	-2.5181	0.007267
10	-0.255465	-1.9623	0.027227
11	0.071127	0.5463	0.293448
12	0.359671	2.7627	0.003817
13	0.053927	0.4142	0.340107
14	-0.127542	-0.9797	0.165624
15	-0.096202	-0.7389	0.231436
16	-0.05339	-0.4101	0.34161
17	0.076548	0.588	0.279396
18	0.107854	0.8284	0.205379
19	0.016006	0.1229	0.451284
20	-0.151955	-1.1672	0.123915
21	-0.198271	-1.523	0.066557
22	-0.115443	-0.8867	0.189411
23	0.120561	0.926	0.179098
24	0.250974	1.9278	0.029351
25	0.012925	0.0993	0.460625
26	-0.138438	-1.0634	0.145975
27	-0.087073	-0.6688	0.253109
28	-0.045788	-0.3517	0.363156
29	0.096623	0.7422	0.230462
30	0.157441	1.2093	0.11568
31	0.079576	0.6112	0.271695
32	-0.155485	-1.1943	0.118569
33	-0.228276	-1.7534	0.042362
34	-0.049225	-0.3781	0.353354
35	0.183316	1.4081	0.082177
36	0.293705	2.256	0.013896
37	0.080144	0.6156	0.270263
38	-0.136403	-1.0477	0.149518
39	-0.169703	-1.3035	0.098732
40	-0.036286	-0.2787	0.390719
41	0.182255	1.3999	0.083385
42	0.25261	1.9403	0.028561
43	0.077166	0.5927	0.277816
44	-0.231463	-1.7779	0.040287
45	-0.318271	-2.4447	0.008752
46	-0.114257	-0.8776	0.191854
47	0.109664	0.8423	0.201499
48	0.207969	1.5974	0.057755
49	0.042944	0.3299	0.371336
50	-0.092959	-0.714	0.239011
51	-0.117197	-0.9002	0.185834
52	-0.029838	-0.2292	0.409758
53	0.059982	0.4607	0.323342
54	0.104763	0.8047	0.212112
55	0.037912	0.2912	0.385956
56	-0.069939	-0.5372	0.29657
57	-0.074593	-0.573	0.284424
58	-0.012707	-0.0976	0.46129
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.396934	3.0489	0.001718
2	-0.481483	-3.6983	0.000239
3	-0.250387	-1.9233	0.029639
4	-0.139757	-1.0735	0.143711
5	0.108268	0.8316	0.204487
6	0.108366	0.8324	0.204277
7	-0.082347	-0.6325	0.264745
8	-0.116812	-0.8973	0.186616
9	-0.044054	-0.3384	0.368137
10	-0.099681	-0.7657	0.223464
11	0.06245	0.4797	0.316611
12	0.116526	0.8951	0.187197
13	-0.399154	-3.066	0.001636
14	0.22439	1.7236	0.045011
15	0.113491	0.8717	0.193442
16	-0.11814	-0.9075	0.18393
17	0.026111	0.2006	0.420866
18	-0.085823	-0.6592	0.256161
19	0.074392	0.5714	0.284944
20	-0.150819	-1.1585	0.125671
21	-0.190946	-1.4667	0.073886
22	-0.031214	-0.2398	0.405674
23	0.067382	0.5176	0.303348
24	-0.028238	-0.2169	0.414518
25	-0.064587	-0.4961	0.310832
26	-0.109314	-0.8397	0.202245
27	0.122549	0.9413	0.17519
28	-0.007789	-0.0598	0.476247
29	-0.055368	-0.4253	0.336086
30	-0.003246	-0.0249	0.490097
31	-0.025825	-0.1984	0.42172
32	-0.137068	-1.0528	0.148354
33	-0.019108	-0.1468	0.441905
34	0.088322	0.6784	0.25008
35	-0.028738	-0.2207	0.413027
36	0.150939	1.1594	0.125485
37	0.033017	0.2536	0.400339
38	-0.024718	-0.1899	0.425035
39	0.011038	0.0848	0.46636
40	0.190102	1.4602	0.074769
41	0.081467	0.6258	0.266942
42	-0.011182	-0.0859	0.465923
43	-0.069445	-0.5334	0.297874
44	0.040498	0.3111	0.378423
45	0.017302	0.1329	0.447362
46	-0.131536	-1.0103	0.158227
47	-0.040328	-0.3098	0.378914
48	-0.043697	-0.3356	0.369166
49	0.011692	0.0898	0.464371
50	0.091826	0.7053	0.24169
51	-0.095393	-0.7327	0.233313
52	0.000298	0.0023	0.499092
53	-0.030913	-0.2375	0.406565
54	0.003902	0.03	0.488096
55	0.015956	0.1226	0.451435
56	0.02151	0.1652	0.434666
57	-0.021965	-0.1687	0.4333
58	-0.005897	-0.0453	0.482011
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 & 0.396934 & 3.0489 & 0.001718 \tabularnewline
2 & -0.481483 & -3.6983 & 0.000239 \tabularnewline
3 & -0.250387 & -1.9233 & 0.029639 \tabularnewline
4 & -0.139757 & -1.0735 & 0.143711 \tabularnewline
5 & 0.108268 & 0.8316 & 0.204487 \tabularnewline
6 & 0.108366 & 0.8324 & 0.204277 \tabularnewline
7 & -0.082347 & -0.6325 & 0.264745 \tabularnewline
8 & -0.116812 & -0.8973 & 0.186616 \tabularnewline
9 & -0.044054 & -0.3384 & 0.368137 \tabularnewline
10 & -0.099681 & -0.7657 & 0.223464 \tabularnewline
11 & 0.06245 & 0.4797 & 0.316611 \tabularnewline
12 & 0.116526 & 0.8951 & 0.187197 \tabularnewline
13 & -0.399154 & -3.066 & 0.001636 \tabularnewline
14 & 0.22439 & 1.7236 & 0.045011 \tabularnewline
15 & 0.113491 & 0.8717 & 0.193442 \tabularnewline
16 & -0.11814 & -0.9075 & 0.18393 \tabularnewline
17 & 0.026111 & 0.2006 & 0.420866 \tabularnewline
18 & -0.085823 & -0.6592 & 0.256161 \tabularnewline
19 & 0.074392 & 0.5714 & 0.284944 \tabularnewline
20 & -0.150819 & -1.1585 & 0.125671 \tabularnewline
21 & -0.190946 & -1.4667 & 0.073886 \tabularnewline
22 & -0.031214 & -0.2398 & 0.405674 \tabularnewline
23 & 0.067382 & 0.5176 & 0.303348 \tabularnewline
24 & -0.028238 & -0.2169 & 0.414518 \tabularnewline
25 & -0.064587 & -0.4961 & 0.310832 \tabularnewline
26 & -0.109314 & -0.8397 & 0.202245 \tabularnewline
27 & 0.122549 & 0.9413 & 0.17519 \tabularnewline
28 & -0.007789 & -0.0598 & 0.476247 \tabularnewline
29 & -0.055368 & -0.4253 & 0.336086 \tabularnewline
30 & -0.003246 & -0.0249 & 0.490097 \tabularnewline
31 & -0.025825 & -0.1984 & 0.42172 \tabularnewline
32 & -0.137068 & -1.0528 & 0.148354 \tabularnewline
33 & -0.019108 & -0.1468 & 0.441905 \tabularnewline
34 & 0.088322 & 0.6784 & 0.25008 \tabularnewline
35 & -0.028738 & -0.2207 & 0.413027 \tabularnewline
36 & 0.150939 & 1.1594 & 0.125485 \tabularnewline
37 & 0.033017 & 0.2536 & 0.400339 \tabularnewline
38 & -0.024718 & -0.1899 & 0.425035 \tabularnewline
39 & 0.011038 & 0.0848 & 0.46636 \tabularnewline
40 & 0.190102 & 1.4602 & 0.074769 \tabularnewline
41 & 0.081467 & 0.6258 & 0.266942 \tabularnewline
42 & -0.011182 & -0.0859 & 0.465923 \tabularnewline
43 & -0.069445 & -0.5334 & 0.297874 \tabularnewline
44 & 0.040498 & 0.3111 & 0.378423 \tabularnewline
45 & 0.017302 & 0.1329 & 0.447362 \tabularnewline
46 & -0.131536 & -1.0103 & 0.158227 \tabularnewline
47 & -0.040328 & -0.3098 & 0.378914 \tabularnewline
48 & -0.043697 & -0.3356 & 0.369166 \tabularnewline
49 & 0.011692 & 0.0898 & 0.464371 \tabularnewline
50 & 0.091826 & 0.7053 & 0.24169 \tabularnewline
51 & -0.095393 & -0.7327 & 0.233313 \tabularnewline
52 & 0.000298 & 0.0023 & 0.499092 \tabularnewline
53 & -0.030913 & -0.2375 & 0.406565 \tabularnewline
54 & 0.003902 & 0.03 & 0.488096 \tabularnewline
55 & 0.015956 & 0.1226 & 0.451435 \tabularnewline
56 & 0.02151 & 0.1652 & 0.434666 \tabularnewline
57 & -0.021965 & -0.1687 & 0.4333 \tabularnewline
58 & -0.005897 & -0.0453 & 0.482011 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63199&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]0.396934[/C][C]3.0489[/C][C]0.001718[/C][/ROW]
[ROW][C]2[/C][C]-0.481483[/C][C]-3.6983[/C][C]0.000239[/C][/ROW]
[ROW][C]3[/C][C]-0.250387[/C][C]-1.9233[/C][C]0.029639[/C][/ROW]
[ROW][C]4[/C][C]-0.139757[/C][C]-1.0735[/C][C]0.143711[/C][/ROW]
[ROW][C]5[/C][C]0.108268[/C][C]0.8316[/C][C]0.204487[/C][/ROW]
[ROW][C]6[/C][C]0.108366[/C][C]0.8324[/C][C]0.204277[/C][/ROW]
[ROW][C]7[/C][C]-0.082347[/C][C]-0.6325[/C][C]0.264745[/C][/ROW]
[ROW][C]8[/C][C]-0.116812[/C][C]-0.8973[/C][C]0.186616[/C][/ROW]
[ROW][C]9[/C][C]-0.044054[/C][C]-0.3384[/C][C]0.368137[/C][/ROW]
[ROW][C]10[/C][C]-0.099681[/C][C]-0.7657[/C][C]0.223464[/C][/ROW]
[ROW][C]11[/C][C]0.06245[/C][C]0.4797[/C][C]0.316611[/C][/ROW]
[ROW][C]12[/C][C]0.116526[/C][C]0.8951[/C][C]0.187197[/C][/ROW]
[ROW][C]13[/C][C]-0.399154[/C][C]-3.066[/C][C]0.001636[/C][/ROW]
[ROW][C]14[/C][C]0.22439[/C][C]1.7236[/C][C]0.045011[/C][/ROW]
[ROW][C]15[/C][C]0.113491[/C][C]0.8717[/C][C]0.193442[/C][/ROW]
[ROW][C]16[/C][C]-0.11814[/C][C]-0.9075[/C][C]0.18393[/C][/ROW]
[ROW][C]17[/C][C]0.026111[/C][C]0.2006[/C][C]0.420866[/C][/ROW]
[ROW][C]18[/C][C]-0.085823[/C][C]-0.6592[/C][C]0.256161[/C][/ROW]
[ROW][C]19[/C][C]0.074392[/C][C]0.5714[/C][C]0.284944[/C][/ROW]
[ROW][C]20[/C][C]-0.150819[/C][C]-1.1585[/C][C]0.125671[/C][/ROW]
[ROW][C]21[/C][C]-0.190946[/C][C]-1.4667[/C][C]0.073886[/C][/ROW]
[ROW][C]22[/C][C]-0.031214[/C][C]-0.2398[/C][C]0.405674[/C][/ROW]
[ROW][C]23[/C][C]0.067382[/C][C]0.5176[/C][C]0.303348[/C][/ROW]
[ROW][C]24[/C][C]-0.028238[/C][C]-0.2169[/C][C]0.414518[/C][/ROW]
[ROW][C]25[/C][C]-0.064587[/C][C]-0.4961[/C][C]0.310832[/C][/ROW]
[ROW][C]26[/C][C]-0.109314[/C][C]-0.8397[/C][C]0.202245[/C][/ROW]
[ROW][C]27[/C][C]0.122549[/C][C]0.9413[/C][C]0.17519[/C][/ROW]
[ROW][C]28[/C][C]-0.007789[/C][C]-0.0598[/C][C]0.476247[/C][/ROW]
[ROW][C]29[/C][C]-0.055368[/C][C]-0.4253[/C][C]0.336086[/C][/ROW]
[ROW][C]30[/C][C]-0.003246[/C][C]-0.0249[/C][C]0.490097[/C][/ROW]
[ROW][C]31[/C][C]-0.025825[/C][C]-0.1984[/C][C]0.42172[/C][/ROW]
[ROW][C]32[/C][C]-0.137068[/C][C]-1.0528[/C][C]0.148354[/C][/ROW]
[ROW][C]33[/C][C]-0.019108[/C][C]-0.1468[/C][C]0.441905[/C][/ROW]
[ROW][C]34[/C][C]0.088322[/C][C]0.6784[/C][C]0.25008[/C][/ROW]
[ROW][C]35[/C][C]-0.028738[/C][C]-0.2207[/C][C]0.413027[/C][/ROW]
[ROW][C]36[/C][C]0.150939[/C][C]1.1594[/C][C]0.125485[/C][/ROW]
[ROW][C]37[/C][C]0.033017[/C][C]0.2536[/C][C]0.400339[/C][/ROW]
[ROW][C]38[/C][C]-0.024718[/C][C]-0.1899[/C][C]0.425035[/C][/ROW]
[ROW][C]39[/C][C]0.011038[/C][C]0.0848[/C][C]0.46636[/C][/ROW]
[ROW][C]40[/C][C]0.190102[/C][C]1.4602[/C][C]0.074769[/C][/ROW]
[ROW][C]41[/C][C]0.081467[/C][C]0.6258[/C][C]0.266942[/C][/ROW]
[ROW][C]42[/C][C]-0.011182[/C][C]-0.0859[/C][C]0.465923[/C][/ROW]
[ROW][C]43[/C][C]-0.069445[/C][C]-0.5334[/C][C]0.297874[/C][/ROW]
[ROW][C]44[/C][C]0.040498[/C][C]0.3111[/C][C]0.378423[/C][/ROW]
[ROW][C]45[/C][C]0.017302[/C][C]0.1329[/C][C]0.447362[/C][/ROW]
[ROW][C]46[/C][C]-0.131536[/C][C]-1.0103[/C][C]0.158227[/C][/ROW]
[ROW][C]47[/C][C]-0.040328[/C][C]-0.3098[/C][C]0.378914[/C][/ROW]
[ROW][C]48[/C][C]-0.043697[/C][C]-0.3356[/C][C]0.369166[/C][/ROW]
[ROW][C]49[/C][C]0.011692[/C][C]0.0898[/C][C]0.464371[/C][/ROW]
[ROW][C]50[/C][C]0.091826[/C][C]0.7053[/C][C]0.24169[/C][/ROW]
[ROW][C]51[/C][C]-0.095393[/C][C]-0.7327[/C][C]0.233313[/C][/ROW]
[ROW][C]52[/C][C]0.000298[/C][C]0.0023[/C][C]0.499092[/C][/ROW]
[ROW][C]53[/C][C]-0.030913[/C][C]-0.2375[/C][C]0.406565[/C][/ROW]
[ROW][C]54[/C][C]0.003902[/C][C]0.03[/C][C]0.488096[/C][/ROW]
[ROW][C]55[/C][C]0.015956[/C][C]0.1226[/C][C]0.451435[/C][/ROW]
[ROW][C]56[/C][C]0.02151[/C][C]0.1652[/C][C]0.434666[/C][/ROW]
[ROW][C]57[/C][C]-0.021965[/C][C]-0.1687[/C][C]0.4333[/C][/ROW]
[ROW][C]58[/C][C]-0.005897[/C][C]-0.0453[/C][C]0.482011[/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=63199&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63199&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	0.396934	3.0489	0.001718
2	-0.481483	-3.6983	0.000239
3	-0.250387	-1.9233	0.029639
4	-0.139757	-1.0735	0.143711
5	0.108268	0.8316	0.204487
6	0.108366	0.8324	0.204277
7	-0.082347	-0.6325	0.264745
8	-0.116812	-0.8973	0.186616
9	-0.044054	-0.3384	0.368137
10	-0.099681	-0.7657	0.223464
11	0.06245	0.4797	0.316611
12	0.116526	0.8951	0.187197
13	-0.399154	-3.066	0.001636
14	0.22439	1.7236	0.045011
15	0.113491	0.8717	0.193442
16	-0.11814	-0.9075	0.18393
17	0.026111	0.2006	0.420866
18	-0.085823	-0.6592	0.256161
19	0.074392	0.5714	0.284944
20	-0.150819	-1.1585	0.125671
21	-0.190946	-1.4667	0.073886
22	-0.031214	-0.2398	0.405674
23	0.067382	0.5176	0.303348
24	-0.028238	-0.2169	0.414518
25	-0.064587	-0.4961	0.310832
26	-0.109314	-0.8397	0.202245
27	0.122549	0.9413	0.17519
28	-0.007789	-0.0598	0.476247
29	-0.055368	-0.4253	0.336086
30	-0.003246	-0.0249	0.490097
31	-0.025825	-0.1984	0.42172
32	-0.137068	-1.0528	0.148354
33	-0.019108	-0.1468	0.441905
34	0.088322	0.6784	0.25008
35	-0.028738	-0.2207	0.413027
36	0.150939	1.1594	0.125485
37	0.033017	0.2536	0.400339
38	-0.024718	-0.1899	0.425035
39	0.011038	0.0848	0.46636
40	0.190102	1.4602	0.074769
41	0.081467	0.6258	0.266942
42	-0.011182	-0.0859	0.465923
43	-0.069445	-0.5334	0.297874
44	0.040498	0.3111	0.378423
45	0.017302	0.1329	0.447362
46	-0.131536	-1.0103	0.158227
47	-0.040328	-0.3098	0.378914
48	-0.043697	-0.3356	0.369166
49	0.011692	0.0898	0.464371
50	0.091826	0.7053	0.24169
51	-0.095393	-0.7327	0.233313
52	0.000298	0.0023	0.499092
53	-0.030913	-0.2375	0.406565
54	0.003902	0.03	0.488096
55	0.015956	0.1226	0.451435
56	0.02151	0.1652	0.434666
57	-0.021965	-0.1687	0.4333
58	-0.005897	-0.0453	0.482011
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 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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