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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 02:46:03 -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/t12599200158owkebw0dyfzsdh.htm/, Retrieved Sun, 28 Apr 2024 17:58:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63214, Retrieved Sun, 28 Apr 2024 17:58:20 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

127

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 11:49:44] [214e6e00abbde49700521a7ef1d30da2]
-    D          [(Partial) Autocorrelation Function] [WS 8.2 autocorrel...] [2009-11-27 20:13:42] [d31db4f83c6a129f6d3e47077769e868]
-   P             [(Partial) Autocorrelation Function] [WS 8.3 Autocorrel...] [2009-11-27 20:46:31] [d31db4f83c6a129f6d3e47077769e868]
-   P                 [(Partial) Autocorrelation Function] [cs.shw.ws8.r3.1] [2009-12-04 09:46:03] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-   P                   [(Partial) Autocorrelation Function] [cs.shw.ws8.r3.2] [2009-12-04 09:49:03] [74be16979710d4c4e7c6647856088456] 

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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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63214&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]2 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=63214&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63214&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.242315	2.2209	0.014526
2	-0.192719	-1.7663	0.04049
3	-0.294012	-2.6947	0.004254
4	-0.262925	-2.4098	0.009074
5	0.076282	0.6991	0.243199
6	0.203928	1.869	0.032552
7	0.050669	0.4644	0.321786
8	-0.24108	-2.2095	0.014929
9	-0.256848	-2.354	0.010452
10	-0.16312	-1.495	0.069329
11	0.245649	2.2514	0.013485
12	0.786275	7.2063	0
13	0.17222	1.5784	0.059113
14	-0.166579	-1.5267	0.065293
15	-0.284011	-2.603	0.005461
16	-0.236924	-2.1714	0.016359
17	0.073389	0.6726	0.251518
18	0.142598	1.3069	0.0974
19	0.034487	0.3161	0.376362
20	-0.227668	-2.0866	0.019978
21	-0.236509	-2.1676	0.016508
22	-0.100217	-0.9185	0.180492
23	0.18619	1.7065	0.045808
24	0.592554	5.4308	0
25	0.138993	1.2739	0.103108
26	-0.164904	-1.5114	0.067224
27	-0.259501	-2.3784	0.009829
28	-0.194483	-1.7825	0.039143
29	0.043783	0.4013	0.344617
30	0.08538	0.7825	0.218054
31	0.022298	0.2044	0.41928
32	-0.187944	-1.7225	0.044326
33	-0.157898	-1.4472	0.075787
34	-0.074011	-0.6783	0.249715
35	0.132868	1.2178	0.113364
36	0.482716	4.4242	1.4e-05
37	0.093805	0.8597	0.196191
38	-0.165944	-1.5209	0.06602
39	-0.249528	-2.287	0.012357
40	-0.140697	-1.2895	0.100381
41	0.041441	0.3798	0.35252
42	0.094372	0.8649	0.194768
43	0.008173	0.0749	0.470234
44	-0.165997	-1.5214	0.065959
45	-0.110769	-1.0152	0.156459
46	-0.061475	-0.5634	0.287321
47	0.087179	0.799	0.213269
48	0.368914	3.3812	0.000549
49	0.061337	0.5622	0.287752
50	-0.161068	-1.4762	0.071813
51	-0.183468	-1.6815	0.048189
52	-0.102455	-0.939	0.175208
53	0.038372	0.3517	0.362978
54	0.11595	1.0627	0.145482
55	0.007628	0.0699	0.472213
56	-0.125923	-1.1541	0.125865
57	-0.08409	-0.7707	0.221525
58	-0.07536	-0.6907	0.245835
59	0.053367	0.4891	0.313016
60	0.275501	2.525	0.006725

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.242315 & 2.2209 & 0.014526 \tabularnewline
2 & -0.192719 & -1.7663 & 0.04049 \tabularnewline
3 & -0.294012 & -2.6947 & 0.004254 \tabularnewline
4 & -0.262925 & -2.4098 & 0.009074 \tabularnewline
5 & 0.076282 & 0.6991 & 0.243199 \tabularnewline
6 & 0.203928 & 1.869 & 0.032552 \tabularnewline
7 & 0.050669 & 0.4644 & 0.321786 \tabularnewline
8 & -0.24108 & -2.2095 & 0.014929 \tabularnewline
9 & -0.256848 & -2.354 & 0.010452 \tabularnewline
10 & -0.16312 & -1.495 & 0.069329 \tabularnewline
11 & 0.245649 & 2.2514 & 0.013485 \tabularnewline
12 & 0.786275 & 7.2063 & 0 \tabularnewline
13 & 0.17222 & 1.5784 & 0.059113 \tabularnewline
14 & -0.166579 & -1.5267 & 0.065293 \tabularnewline
15 & -0.284011 & -2.603 & 0.005461 \tabularnewline
16 & -0.236924 & -2.1714 & 0.016359 \tabularnewline
17 & 0.073389 & 0.6726 & 0.251518 \tabularnewline
18 & 0.142598 & 1.3069 & 0.0974 \tabularnewline
19 & 0.034487 & 0.3161 & 0.376362 \tabularnewline
20 & -0.227668 & -2.0866 & 0.019978 \tabularnewline
21 & -0.236509 & -2.1676 & 0.016508 \tabularnewline
22 & -0.100217 & -0.9185 & 0.180492 \tabularnewline
23 & 0.18619 & 1.7065 & 0.045808 \tabularnewline
24 & 0.592554 & 5.4308 & 0 \tabularnewline
25 & 0.138993 & 1.2739 & 0.103108 \tabularnewline
26 & -0.164904 & -1.5114 & 0.067224 \tabularnewline
27 & -0.259501 & -2.3784 & 0.009829 \tabularnewline
28 & -0.194483 & -1.7825 & 0.039143 \tabularnewline
29 & 0.043783 & 0.4013 & 0.344617 \tabularnewline
30 & 0.08538 & 0.7825 & 0.218054 \tabularnewline
31 & 0.022298 & 0.2044 & 0.41928 \tabularnewline
32 & -0.187944 & -1.7225 & 0.044326 \tabularnewline
33 & -0.157898 & -1.4472 & 0.075787 \tabularnewline
34 & -0.074011 & -0.6783 & 0.249715 \tabularnewline
35 & 0.132868 & 1.2178 & 0.113364 \tabularnewline
36 & 0.482716 & 4.4242 & 1.4e-05 \tabularnewline
37 & 0.093805 & 0.8597 & 0.196191 \tabularnewline
38 & -0.165944 & -1.5209 & 0.06602 \tabularnewline
39 & -0.249528 & -2.287 & 0.012357 \tabularnewline
40 & -0.140697 & -1.2895 & 0.100381 \tabularnewline
41 & 0.041441 & 0.3798 & 0.35252 \tabularnewline
42 & 0.094372 & 0.8649 & 0.194768 \tabularnewline
43 & 0.008173 & 0.0749 & 0.470234 \tabularnewline
44 & -0.165997 & -1.5214 & 0.065959 \tabularnewline
45 & -0.110769 & -1.0152 & 0.156459 \tabularnewline
46 & -0.061475 & -0.5634 & 0.287321 \tabularnewline
47 & 0.087179 & 0.799 & 0.213269 \tabularnewline
48 & 0.368914 & 3.3812 & 0.000549 \tabularnewline
49 & 0.061337 & 0.5622 & 0.287752 \tabularnewline
50 & -0.161068 & -1.4762 & 0.071813 \tabularnewline
51 & -0.183468 & -1.6815 & 0.048189 \tabularnewline
52 & -0.102455 & -0.939 & 0.175208 \tabularnewline
53 & 0.038372 & 0.3517 & 0.362978 \tabularnewline
54 & 0.11595 & 1.0627 & 0.145482 \tabularnewline
55 & 0.007628 & 0.0699 & 0.472213 \tabularnewline
56 & -0.125923 & -1.1541 & 0.125865 \tabularnewline
57 & -0.08409 & -0.7707 & 0.221525 \tabularnewline
58 & -0.07536 & -0.6907 & 0.245835 \tabularnewline
59 & 0.053367 & 0.4891 & 0.313016 \tabularnewline
60 & 0.275501 & 2.525 & 0.006725 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63214&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]0.242315[/C][C]2.2209[/C][C]0.014526[/C][/ROW]
[ROW][C]2[/C][C]-0.192719[/C][C]-1.7663[/C][C]0.04049[/C][/ROW]
[ROW][C]3[/C][C]-0.294012[/C][C]-2.6947[/C][C]0.004254[/C][/ROW]
[ROW][C]4[/C][C]-0.262925[/C][C]-2.4098[/C][C]0.009074[/C][/ROW]
[ROW][C]5[/C][C]0.076282[/C][C]0.6991[/C][C]0.243199[/C][/ROW]
[ROW][C]6[/C][C]0.203928[/C][C]1.869[/C][C]0.032552[/C][/ROW]
[ROW][C]7[/C][C]0.050669[/C][C]0.4644[/C][C]0.321786[/C][/ROW]
[ROW][C]8[/C][C]-0.24108[/C][C]-2.2095[/C][C]0.014929[/C][/ROW]
[ROW][C]9[/C][C]-0.256848[/C][C]-2.354[/C][C]0.010452[/C][/ROW]
[ROW][C]10[/C][C]-0.16312[/C][C]-1.495[/C][C]0.069329[/C][/ROW]
[ROW][C]11[/C][C]0.245649[/C][C]2.2514[/C][C]0.013485[/C][/ROW]
[ROW][C]12[/C][C]0.786275[/C][C]7.2063[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.17222[/C][C]1.5784[/C][C]0.059113[/C][/ROW]
[ROW][C]14[/C][C]-0.166579[/C][C]-1.5267[/C][C]0.065293[/C][/ROW]
[ROW][C]15[/C][C]-0.284011[/C][C]-2.603[/C][C]0.005461[/C][/ROW]
[ROW][C]16[/C][C]-0.236924[/C][C]-2.1714[/C][C]0.016359[/C][/ROW]
[ROW][C]17[/C][C]0.073389[/C][C]0.6726[/C][C]0.251518[/C][/ROW]
[ROW][C]18[/C][C]0.142598[/C][C]1.3069[/C][C]0.0974[/C][/ROW]
[ROW][C]19[/C][C]0.034487[/C][C]0.3161[/C][C]0.376362[/C][/ROW]
[ROW][C]20[/C][C]-0.227668[/C][C]-2.0866[/C][C]0.019978[/C][/ROW]
[ROW][C]21[/C][C]-0.236509[/C][C]-2.1676[/C][C]0.016508[/C][/ROW]
[ROW][C]22[/C][C]-0.100217[/C][C]-0.9185[/C][C]0.180492[/C][/ROW]
[ROW][C]23[/C][C]0.18619[/C][C]1.7065[/C][C]0.045808[/C][/ROW]
[ROW][C]24[/C][C]0.592554[/C][C]5.4308[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.138993[/C][C]1.2739[/C][C]0.103108[/C][/ROW]
[ROW][C]26[/C][C]-0.164904[/C][C]-1.5114[/C][C]0.067224[/C][/ROW]
[ROW][C]27[/C][C]-0.259501[/C][C]-2.3784[/C][C]0.009829[/C][/ROW]
[ROW][C]28[/C][C]-0.194483[/C][C]-1.7825[/C][C]0.039143[/C][/ROW]
[ROW][C]29[/C][C]0.043783[/C][C]0.4013[/C][C]0.344617[/C][/ROW]
[ROW][C]30[/C][C]0.08538[/C][C]0.7825[/C][C]0.218054[/C][/ROW]
[ROW][C]31[/C][C]0.022298[/C][C]0.2044[/C][C]0.41928[/C][/ROW]
[ROW][C]32[/C][C]-0.187944[/C][C]-1.7225[/C][C]0.044326[/C][/ROW]
[ROW][C]33[/C][C]-0.157898[/C][C]-1.4472[/C][C]0.075787[/C][/ROW]
[ROW][C]34[/C][C]-0.074011[/C][C]-0.6783[/C][C]0.249715[/C][/ROW]
[ROW][C]35[/C][C]0.132868[/C][C]1.2178[/C][C]0.113364[/C][/ROW]
[ROW][C]36[/C][C]0.482716[/C][C]4.4242[/C][C]1.4e-05[/C][/ROW]
[ROW][C]37[/C][C]0.093805[/C][C]0.8597[/C][C]0.196191[/C][/ROW]
[ROW][C]38[/C][C]-0.165944[/C][C]-1.5209[/C][C]0.06602[/C][/ROW]
[ROW][C]39[/C][C]-0.249528[/C][C]-2.287[/C][C]0.012357[/C][/ROW]
[ROW][C]40[/C][C]-0.140697[/C][C]-1.2895[/C][C]0.100381[/C][/ROW]
[ROW][C]41[/C][C]0.041441[/C][C]0.3798[/C][C]0.35252[/C][/ROW]
[ROW][C]42[/C][C]0.094372[/C][C]0.8649[/C][C]0.194768[/C][/ROW]
[ROW][C]43[/C][C]0.008173[/C][C]0.0749[/C][C]0.470234[/C][/ROW]
[ROW][C]44[/C][C]-0.165997[/C][C]-1.5214[/C][C]0.065959[/C][/ROW]
[ROW][C]45[/C][C]-0.110769[/C][C]-1.0152[/C][C]0.156459[/C][/ROW]
[ROW][C]46[/C][C]-0.061475[/C][C]-0.5634[/C][C]0.287321[/C][/ROW]
[ROW][C]47[/C][C]0.087179[/C][C]0.799[/C][C]0.213269[/C][/ROW]
[ROW][C]48[/C][C]0.368914[/C][C]3.3812[/C][C]0.000549[/C][/ROW]
[ROW][C]49[/C][C]0.061337[/C][C]0.5622[/C][C]0.287752[/C][/ROW]
[ROW][C]50[/C][C]-0.161068[/C][C]-1.4762[/C][C]0.071813[/C][/ROW]
[ROW][C]51[/C][C]-0.183468[/C][C]-1.6815[/C][C]0.048189[/C][/ROW]
[ROW][C]52[/C][C]-0.102455[/C][C]-0.939[/C][C]0.175208[/C][/ROW]
[ROW][C]53[/C][C]0.038372[/C][C]0.3517[/C][C]0.362978[/C][/ROW]
[ROW][C]54[/C][C]0.11595[/C][C]1.0627[/C][C]0.145482[/C][/ROW]
[ROW][C]55[/C][C]0.007628[/C][C]0.0699[/C][C]0.472213[/C][/ROW]
[ROW][C]56[/C][C]-0.125923[/C][C]-1.1541[/C][C]0.125865[/C][/ROW]
[ROW][C]57[/C][C]-0.08409[/C][C]-0.7707[/C][C]0.221525[/C][/ROW]
[ROW][C]58[/C][C]-0.07536[/C][C]-0.6907[/C][C]0.245835[/C][/ROW]
[ROW][C]59[/C][C]0.053367[/C][C]0.4891[/C][C]0.313016[/C][/ROW]
[ROW][C]60[/C][C]0.275501[/C][C]2.525[/C][C]0.006725[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63214&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63214&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	0.242315	2.2209	0.014526
2	-0.192719	-1.7663	0.04049
3	-0.294012	-2.6947	0.004254
4	-0.262925	-2.4098	0.009074
5	0.076282	0.6991	0.243199
6	0.203928	1.869	0.032552
7	0.050669	0.4644	0.321786
8	-0.24108	-2.2095	0.014929
9	-0.256848	-2.354	0.010452
10	-0.16312	-1.495	0.069329
11	0.245649	2.2514	0.013485
12	0.786275	7.2063	0
13	0.17222	1.5784	0.059113
14	-0.166579	-1.5267	0.065293
15	-0.284011	-2.603	0.005461
16	-0.236924	-2.1714	0.016359
17	0.073389	0.6726	0.251518
18	0.142598	1.3069	0.0974
19	0.034487	0.3161	0.376362
20	-0.227668	-2.0866	0.019978
21	-0.236509	-2.1676	0.016508
22	-0.100217	-0.9185	0.180492
23	0.18619	1.7065	0.045808
24	0.592554	5.4308	0
25	0.138993	1.2739	0.103108
26	-0.164904	-1.5114	0.067224
27	-0.259501	-2.3784	0.009829
28	-0.194483	-1.7825	0.039143
29	0.043783	0.4013	0.344617
30	0.08538	0.7825	0.218054
31	0.022298	0.2044	0.41928
32	-0.187944	-1.7225	0.044326
33	-0.157898	-1.4472	0.075787
34	-0.074011	-0.6783	0.249715
35	0.132868	1.2178	0.113364
36	0.482716	4.4242	1.4e-05
37	0.093805	0.8597	0.196191
38	-0.165944	-1.5209	0.06602
39	-0.249528	-2.287	0.012357
40	-0.140697	-1.2895	0.100381
41	0.041441	0.3798	0.35252
42	0.094372	0.8649	0.194768
43	0.008173	0.0749	0.470234
44	-0.165997	-1.5214	0.065959
45	-0.110769	-1.0152	0.156459
46	-0.061475	-0.5634	0.287321
47	0.087179	0.799	0.213269
48	0.368914	3.3812	0.000549
49	0.061337	0.5622	0.287752
50	-0.161068	-1.4762	0.071813
51	-0.183468	-1.6815	0.048189
52	-0.102455	-0.939	0.175208
53	0.038372	0.3517	0.362978
54	0.11595	1.0627	0.145482
55	0.007628	0.0699	0.472213
56	-0.125923	-1.1541	0.125865
57	-0.08409	-0.7707	0.221525
58	-0.07536	-0.6907	0.245835
59	0.053367	0.4891	0.313016
60	0.275501	2.525	0.006725

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.242315	2.2209	0.014526
2	-0.26712	-2.4482	0.008219
3	-0.19461	-1.7836	0.039048
4	-0.214909	-1.9697	0.026086
5	0.103981	0.953	0.171663
6	0.024266	0.2224	0.412272
7	-0.079802	-0.7314	0.233286
8	-0.265965	-2.4376	0.008447
9	-0.110847	-1.0159	0.15629
10	-0.195186	-1.7889	0.038617
11	0.185057	1.6961	0.046788
12	0.687339	6.2996	0
13	-0.131813	-1.2081	0.115202
14	0.119171	1.0922	0.138929
15	0.014641	0.1342	0.446788
16	0.048623	0.4456	0.328503
17	-0.069005	-0.6324	0.264408
18	-0.115155	-1.0554	0.147131
19	0.031978	0.2931	0.385091
20	-0.093252	-0.8547	0.197582
21	-0.044414	-0.4071	0.342499
22	0.062397	0.5719	0.284465
23	-0.196064	-1.797	0.037968
24	-0.009504	-0.0871	0.465396
25	0.003871	0.0355	0.485891
26	-0.097331	-0.8921	0.187457
27	-0.000811	-0.0074	0.497044
28	-0.024115	-0.221	0.412807
29	-0.046868	-0.4296	0.33431
30	-0.063367	-0.5808	0.281477
31	-0.031524	-0.2889	0.386678
32	0.074738	0.685	0.247618
33	0.042053	0.3854	0.350448
34	-0.091916	-0.8424	0.200971
35	0.072277	0.6624	0.254756
36	0.059916	0.5491	0.292183
37	-0.077831	-0.7133	0.238809
38	-0.023725	-0.2174	0.414194
39	-0.109607	-1.0046	0.158997
40	0.105649	0.9683	0.167839
41	-0.067152	-0.6155	0.269959
42	0.105968	0.9712	0.167115
43	-0.054893	-0.5031	0.308103
44	-0.057171	-0.524	0.300837
45	0.015237	0.1397	0.444634
46	-0.036545	-0.3349	0.369251
47	-0.145715	-1.3355	0.092659
48	-0.055879	-0.5121	0.304947
49	-0.024863	-0.2279	0.410149
50	-0.071716	-0.6573	0.256397
51	0.092477	0.8476	0.199545
52	-0.086726	-0.7949	0.214469
53	0.033017	0.3026	0.38147
54	0.035616	0.3264	0.372457
55	-0.005467	-0.0501	0.48008
56	0.104829	0.9608	0.169711
57	-0.100833	-0.9241	0.179028
58	-0.035677	-0.327	0.372245
59	0.025961	0.2379	0.406254
60	-0.118882	-1.0896	0.139508

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.242315 & 2.2209 & 0.014526 \tabularnewline
2 & -0.26712 & -2.4482 & 0.008219 \tabularnewline
3 & -0.19461 & -1.7836 & 0.039048 \tabularnewline
4 & -0.214909 & -1.9697 & 0.026086 \tabularnewline
5 & 0.103981 & 0.953 & 0.171663 \tabularnewline
6 & 0.024266 & 0.2224 & 0.412272 \tabularnewline
7 & -0.079802 & -0.7314 & 0.233286 \tabularnewline
8 & -0.265965 & -2.4376 & 0.008447 \tabularnewline
9 & -0.110847 & -1.0159 & 0.15629 \tabularnewline
10 & -0.195186 & -1.7889 & 0.038617 \tabularnewline
11 & 0.185057 & 1.6961 & 0.046788 \tabularnewline
12 & 0.687339 & 6.2996 & 0 \tabularnewline
13 & -0.131813 & -1.2081 & 0.115202 \tabularnewline
14 & 0.119171 & 1.0922 & 0.138929 \tabularnewline
15 & 0.014641 & 0.1342 & 0.446788 \tabularnewline
16 & 0.048623 & 0.4456 & 0.328503 \tabularnewline
17 & -0.069005 & -0.6324 & 0.264408 \tabularnewline
18 & -0.115155 & -1.0554 & 0.147131 \tabularnewline
19 & 0.031978 & 0.2931 & 0.385091 \tabularnewline
20 & -0.093252 & -0.8547 & 0.197582 \tabularnewline
21 & -0.044414 & -0.4071 & 0.342499 \tabularnewline
22 & 0.062397 & 0.5719 & 0.284465 \tabularnewline
23 & -0.196064 & -1.797 & 0.037968 \tabularnewline
24 & -0.009504 & -0.0871 & 0.465396 \tabularnewline
25 & 0.003871 & 0.0355 & 0.485891 \tabularnewline
26 & -0.097331 & -0.8921 & 0.187457 \tabularnewline
27 & -0.000811 & -0.0074 & 0.497044 \tabularnewline
28 & -0.024115 & -0.221 & 0.412807 \tabularnewline
29 & -0.046868 & -0.4296 & 0.33431 \tabularnewline
30 & -0.063367 & -0.5808 & 0.281477 \tabularnewline
31 & -0.031524 & -0.2889 & 0.386678 \tabularnewline
32 & 0.074738 & 0.685 & 0.247618 \tabularnewline
33 & 0.042053 & 0.3854 & 0.350448 \tabularnewline
34 & -0.091916 & -0.8424 & 0.200971 \tabularnewline
35 & 0.072277 & 0.6624 & 0.254756 \tabularnewline
36 & 0.059916 & 0.5491 & 0.292183 \tabularnewline
37 & -0.077831 & -0.7133 & 0.238809 \tabularnewline
38 & -0.023725 & -0.2174 & 0.414194 \tabularnewline
39 & -0.109607 & -1.0046 & 0.158997 \tabularnewline
40 & 0.105649 & 0.9683 & 0.167839 \tabularnewline
41 & -0.067152 & -0.6155 & 0.269959 \tabularnewline
42 & 0.105968 & 0.9712 & 0.167115 \tabularnewline
43 & -0.054893 & -0.5031 & 0.308103 \tabularnewline
44 & -0.057171 & -0.524 & 0.300837 \tabularnewline
45 & 0.015237 & 0.1397 & 0.444634 \tabularnewline
46 & -0.036545 & -0.3349 & 0.369251 \tabularnewline
47 & -0.145715 & -1.3355 & 0.092659 \tabularnewline
48 & -0.055879 & -0.5121 & 0.304947 \tabularnewline
49 & -0.024863 & -0.2279 & 0.410149 \tabularnewline
50 & -0.071716 & -0.6573 & 0.256397 \tabularnewline
51 & 0.092477 & 0.8476 & 0.199545 \tabularnewline
52 & -0.086726 & -0.7949 & 0.214469 \tabularnewline
53 & 0.033017 & 0.3026 & 0.38147 \tabularnewline
54 & 0.035616 & 0.3264 & 0.372457 \tabularnewline
55 & -0.005467 & -0.0501 & 0.48008 \tabularnewline
56 & 0.104829 & 0.9608 & 0.169711 \tabularnewline
57 & -0.100833 & -0.9241 & 0.179028 \tabularnewline
58 & -0.035677 & -0.327 & 0.372245 \tabularnewline
59 & 0.025961 & 0.2379 & 0.406254 \tabularnewline
60 & -0.118882 & -1.0896 & 0.139508 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63214&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]0.242315[/C][C]2.2209[/C][C]0.014526[/C][/ROW]
[ROW][C]2[/C][C]-0.26712[/C][C]-2.4482[/C][C]0.008219[/C][/ROW]
[ROW][C]3[/C][C]-0.19461[/C][C]-1.7836[/C][C]0.039048[/C][/ROW]
[ROW][C]4[/C][C]-0.214909[/C][C]-1.9697[/C][C]0.026086[/C][/ROW]
[ROW][C]5[/C][C]0.103981[/C][C]0.953[/C][C]0.171663[/C][/ROW]
[ROW][C]6[/C][C]0.024266[/C][C]0.2224[/C][C]0.412272[/C][/ROW]
[ROW][C]7[/C][C]-0.079802[/C][C]-0.7314[/C][C]0.233286[/C][/ROW]
[ROW][C]8[/C][C]-0.265965[/C][C]-2.4376[/C][C]0.008447[/C][/ROW]
[ROW][C]9[/C][C]-0.110847[/C][C]-1.0159[/C][C]0.15629[/C][/ROW]
[ROW][C]10[/C][C]-0.195186[/C][C]-1.7889[/C][C]0.038617[/C][/ROW]
[ROW][C]11[/C][C]0.185057[/C][C]1.6961[/C][C]0.046788[/C][/ROW]
[ROW][C]12[/C][C]0.687339[/C][C]6.2996[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.131813[/C][C]-1.2081[/C][C]0.115202[/C][/ROW]
[ROW][C]14[/C][C]0.119171[/C][C]1.0922[/C][C]0.138929[/C][/ROW]
[ROW][C]15[/C][C]0.014641[/C][C]0.1342[/C][C]0.446788[/C][/ROW]
[ROW][C]16[/C][C]0.048623[/C][C]0.4456[/C][C]0.328503[/C][/ROW]
[ROW][C]17[/C][C]-0.069005[/C][C]-0.6324[/C][C]0.264408[/C][/ROW]
[ROW][C]18[/C][C]-0.115155[/C][C]-1.0554[/C][C]0.147131[/C][/ROW]
[ROW][C]19[/C][C]0.031978[/C][C]0.2931[/C][C]0.385091[/C][/ROW]
[ROW][C]20[/C][C]-0.093252[/C][C]-0.8547[/C][C]0.197582[/C][/ROW]
[ROW][C]21[/C][C]-0.044414[/C][C]-0.4071[/C][C]0.342499[/C][/ROW]
[ROW][C]22[/C][C]0.062397[/C][C]0.5719[/C][C]0.284465[/C][/ROW]
[ROW][C]23[/C][C]-0.196064[/C][C]-1.797[/C][C]0.037968[/C][/ROW]
[ROW][C]24[/C][C]-0.009504[/C][C]-0.0871[/C][C]0.465396[/C][/ROW]
[ROW][C]25[/C][C]0.003871[/C][C]0.0355[/C][C]0.485891[/C][/ROW]
[ROW][C]26[/C][C]-0.097331[/C][C]-0.8921[/C][C]0.187457[/C][/ROW]
[ROW][C]27[/C][C]-0.000811[/C][C]-0.0074[/C][C]0.497044[/C][/ROW]
[ROW][C]28[/C][C]-0.024115[/C][C]-0.221[/C][C]0.412807[/C][/ROW]
[ROW][C]29[/C][C]-0.046868[/C][C]-0.4296[/C][C]0.33431[/C][/ROW]
[ROW][C]30[/C][C]-0.063367[/C][C]-0.5808[/C][C]0.281477[/C][/ROW]
[ROW][C]31[/C][C]-0.031524[/C][C]-0.2889[/C][C]0.386678[/C][/ROW]
[ROW][C]32[/C][C]0.074738[/C][C]0.685[/C][C]0.247618[/C][/ROW]
[ROW][C]33[/C][C]0.042053[/C][C]0.3854[/C][C]0.350448[/C][/ROW]
[ROW][C]34[/C][C]-0.091916[/C][C]-0.8424[/C][C]0.200971[/C][/ROW]
[ROW][C]35[/C][C]0.072277[/C][C]0.6624[/C][C]0.254756[/C][/ROW]
[ROW][C]36[/C][C]0.059916[/C][C]0.5491[/C][C]0.292183[/C][/ROW]
[ROW][C]37[/C][C]-0.077831[/C][C]-0.7133[/C][C]0.238809[/C][/ROW]
[ROW][C]38[/C][C]-0.023725[/C][C]-0.2174[/C][C]0.414194[/C][/ROW]
[ROW][C]39[/C][C]-0.109607[/C][C]-1.0046[/C][C]0.158997[/C][/ROW]
[ROW][C]40[/C][C]0.105649[/C][C]0.9683[/C][C]0.167839[/C][/ROW]
[ROW][C]41[/C][C]-0.067152[/C][C]-0.6155[/C][C]0.269959[/C][/ROW]
[ROW][C]42[/C][C]0.105968[/C][C]0.9712[/C][C]0.167115[/C][/ROW]
[ROW][C]43[/C][C]-0.054893[/C][C]-0.5031[/C][C]0.308103[/C][/ROW]
[ROW][C]44[/C][C]-0.057171[/C][C]-0.524[/C][C]0.300837[/C][/ROW]
[ROW][C]45[/C][C]0.015237[/C][C]0.1397[/C][C]0.444634[/C][/ROW]
[ROW][C]46[/C][C]-0.036545[/C][C]-0.3349[/C][C]0.369251[/C][/ROW]
[ROW][C]47[/C][C]-0.145715[/C][C]-1.3355[/C][C]0.092659[/C][/ROW]
[ROW][C]48[/C][C]-0.055879[/C][C]-0.5121[/C][C]0.304947[/C][/ROW]
[ROW][C]49[/C][C]-0.024863[/C][C]-0.2279[/C][C]0.410149[/C][/ROW]
[ROW][C]50[/C][C]-0.071716[/C][C]-0.6573[/C][C]0.256397[/C][/ROW]
[ROW][C]51[/C][C]0.092477[/C][C]0.8476[/C][C]0.199545[/C][/ROW]
[ROW][C]52[/C][C]-0.086726[/C][C]-0.7949[/C][C]0.214469[/C][/ROW]
[ROW][C]53[/C][C]0.033017[/C][C]0.3026[/C][C]0.38147[/C][/ROW]
[ROW][C]54[/C][C]0.035616[/C][C]0.3264[/C][C]0.372457[/C][/ROW]
[ROW][C]55[/C][C]-0.005467[/C][C]-0.0501[/C][C]0.48008[/C][/ROW]
[ROW][C]56[/C][C]0.104829[/C][C]0.9608[/C][C]0.169711[/C][/ROW]
[ROW][C]57[/C][C]-0.100833[/C][C]-0.9241[/C][C]0.179028[/C][/ROW]
[ROW][C]58[/C][C]-0.035677[/C][C]-0.327[/C][C]0.372245[/C][/ROW]
[ROW][C]59[/C][C]0.025961[/C][C]0.2379[/C][C]0.406254[/C][/ROW]
[ROW][C]60[/C][C]-0.118882[/C][C]-1.0896[/C][C]0.139508[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63214&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63214&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	0.242315	2.2209	0.014526
2	-0.26712	-2.4482	0.008219
3	-0.19461	-1.7836	0.039048
4	-0.214909	-1.9697	0.026086
5	0.103981	0.953	0.171663
6	0.024266	0.2224	0.412272
7	-0.079802	-0.7314	0.233286
8	-0.265965	-2.4376	0.008447
9	-0.110847	-1.0159	0.15629
10	-0.195186	-1.7889	0.038617
11	0.185057	1.6961	0.046788
12	0.687339	6.2996	0
13	-0.131813	-1.2081	0.115202
14	0.119171	1.0922	0.138929
15	0.014641	0.1342	0.446788
16	0.048623	0.4456	0.328503
17	-0.069005	-0.6324	0.264408
18	-0.115155	-1.0554	0.147131
19	0.031978	0.2931	0.385091
20	-0.093252	-0.8547	0.197582
21	-0.044414	-0.4071	0.342499
22	0.062397	0.5719	0.284465
23	-0.196064	-1.797	0.037968
24	-0.009504	-0.0871	0.465396
25	0.003871	0.0355	0.485891
26	-0.097331	-0.8921	0.187457
27	-0.000811	-0.0074	0.497044
28	-0.024115	-0.221	0.412807
29	-0.046868	-0.4296	0.33431
30	-0.063367	-0.5808	0.281477
31	-0.031524	-0.2889	0.386678
32	0.074738	0.685	0.247618
33	0.042053	0.3854	0.350448
34	-0.091916	-0.8424	0.200971
35	0.072277	0.6624	0.254756
36	0.059916	0.5491	0.292183
37	-0.077831	-0.7133	0.238809
38	-0.023725	-0.2174	0.414194
39	-0.109607	-1.0046	0.158997
40	0.105649	0.9683	0.167839
41	-0.067152	-0.6155	0.269959
42	0.105968	0.9712	0.167115
43	-0.054893	-0.5031	0.308103
44	-0.057171	-0.524	0.300837
45	0.015237	0.1397	0.444634
46	-0.036545	-0.3349	0.369251
47	-0.145715	-1.3355	0.092659
48	-0.055879	-0.5121	0.304947
49	-0.024863	-0.2279	0.410149
50	-0.071716	-0.6573	0.256397
51	0.092477	0.8476	0.199545
52	-0.086726	-0.7949	0.214469
53	0.033017	0.3026	0.38147
54	0.035616	0.3264	0.372457
55	-0.005467	-0.0501	0.48008
56	0.104829	0.9608	0.169711
57	-0.100833	-0.9241	0.179028
58	-0.035677	-0.327	0.372245
59	0.025961	0.2379	0.406254
60	-0.118882	-1.0896	0.139508

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