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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 12:28:39 -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/t12599550066smc4peay33n95u.htm/, Retrieved Sat, 27 Apr 2024 16:37:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64069, Retrieved Sat, 27 Apr 2024 16:37:25 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

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] [Ws 8.2] [2009-11-25 19:27:18] [830e13ac5e5ac1e5b21c6af0c149b21d]
-   PD          [(Partial) Autocorrelation Function] [WS 9 ACF] [2009-12-04 15:17:34] [830e13ac5e5ac1e5b21c6af0c149b21d]
-   PD            [(Partial) Autocorrelation Function] [ws9 ACF] [2009-12-04 18:53:32] [95cead3ebb75668735f848316249436a]
-                     [(Partial) Autocorrelation Function] [WS9 ACF] [2009-12-04 19:28:39] [95523ebdb89b97dbf680ec91e0b4bca2] [Current]

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Dataseries X:

Download CSV

Histogram

Boxplots

2.05
2.11
2.09
2.05
2.08
2.06
2.06
2.08
2.07
2.06
2.07
2.06
2.09
2.07
2.09
2.28
2.33
2.35
2.52
2.63
2.58
2.70
2.81
2.97
3.04
3.28
3.33
3.50
3.56
3.57
3.69
3.82
3.79
3.96
4.06
4.05
4.03
3.94
4.02
3.88
4.02
4.03
4.09
3.99
4.01
4.01
4.19
4.30
4.27
3.82
3.15
2.49
1.81
1.26
1.06
0.84
0.78
0.70
0.36
0.35

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=64069&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=64069&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64069&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	-0.484996	-3.6936	0.000246
2	-0.04276	-0.3256	0.372931
3	0.053079	0.4042	0.343763
4	-0.031153	-0.2373	0.406649
5	0.023411	0.1783	0.429557
6	-0.009088	-0.0692	0.472531
7	-0.005229	-0.0398	0.484185
8	-0.000869	-0.0066	0.49737
9	-0.000573	-0.0044	0.498267
10	-0.000836	-0.0064	0.49747
11	-0.000163	-0.0012	0.499506
12	-0.000689	-0.0053	0.497915
13	0.000456	0.0035	0.498622
14	-0.000358	-0.0027	0.498918
15	0.000712	0.0054	0.497847
16	-0.000521	-0.004	0.498424
17	0.000439	0.0033	0.498671
18	-0.00121	-0.0092	0.49634
19	0.001485	0.0113	0.495506
20	-0.001213	-0.0092	0.49633
21	0.000726	0.0055	0.497804
22	-0.000266	-0.002	0.499196
23	0.000343	0.0026	0.498962
24	-0.000125	-0.001	0.499621
25	-0.00094	-0.0072	0.497156
26	0.001226	0.0093	0.49629
27	-0.00055	-0.0042	0.498335
28	-0.000572	-0.0044	0.498269
29	0.000761	0.0058	0.497697
30	0.000153	0.0012	0.499537
31	-0.001009	-0.0077	0.496947
32	0.001576	0.012	0.495232
33	-0.002032	-0.0155	0.493852
34	0.001568	0.0119	0.495257
35	-0.000941	-0.0072	0.497154
36	0.000423	0.0032	0.498722
37	-0.002126	-0.0162	0.49357
38	0.003511	0.0267	0.489381
39	-0.000709	-0.0054	0.497856
40	-0.003262	-0.0248	0.490132
41	0.002551	0.0194	0.492282
42	0.002205	0.0168	0.493331
43	-0.005936	-0.0452	0.48205
44	0.002255	0.0172	0.493178
45	0.00179	0.0136	0.494585
46	-0.00195	-0.0148	0.494102
47	0.001251	0.0095	0.496214
48	-0.000946	-0.0072	0.497139
49	0.000356	0.0027	0.498924
50	0.000717	0.0055	0.497832
51	-0.001203	-0.0092	0.49636
52	0.000107	8e-04	0.499677
53	0.001492	0.0114	0.495488
54	-0.002644	-0.0201	0.492002
55	0.001967	0.015	0.494051
56	0.00123	0.0094	0.496279
57	-0.000918	-0.007	0.497223
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 & -0.484996 & -3.6936 & 0.000246 \tabularnewline
2 & -0.04276 & -0.3256 & 0.372931 \tabularnewline
3 & 0.053079 & 0.4042 & 0.343763 \tabularnewline
4 & -0.031153 & -0.2373 & 0.406649 \tabularnewline
5 & 0.023411 & 0.1783 & 0.429557 \tabularnewline
6 & -0.009088 & -0.0692 & 0.472531 \tabularnewline
7 & -0.005229 & -0.0398 & 0.484185 \tabularnewline
8 & -0.000869 & -0.0066 & 0.49737 \tabularnewline
9 & -0.000573 & -0.0044 & 0.498267 \tabularnewline
10 & -0.000836 & -0.0064 & 0.49747 \tabularnewline
11 & -0.000163 & -0.0012 & 0.499506 \tabularnewline
12 & -0.000689 & -0.0053 & 0.497915 \tabularnewline
13 & 0.000456 & 0.0035 & 0.498622 \tabularnewline
14 & -0.000358 & -0.0027 & 0.498918 \tabularnewline
15 & 0.000712 & 0.0054 & 0.497847 \tabularnewline
16 & -0.000521 & -0.004 & 0.498424 \tabularnewline
17 & 0.000439 & 0.0033 & 0.498671 \tabularnewline
18 & -0.00121 & -0.0092 & 0.49634 \tabularnewline
19 & 0.001485 & 0.0113 & 0.495506 \tabularnewline
20 & -0.001213 & -0.0092 & 0.49633 \tabularnewline
21 & 0.000726 & 0.0055 & 0.497804 \tabularnewline
22 & -0.000266 & -0.002 & 0.499196 \tabularnewline
23 & 0.000343 & 0.0026 & 0.498962 \tabularnewline
24 & -0.000125 & -0.001 & 0.499621 \tabularnewline
25 & -0.00094 & -0.0072 & 0.497156 \tabularnewline
26 & 0.001226 & 0.0093 & 0.49629 \tabularnewline
27 & -0.00055 & -0.0042 & 0.498335 \tabularnewline
28 & -0.000572 & -0.0044 & 0.498269 \tabularnewline
29 & 0.000761 & 0.0058 & 0.497697 \tabularnewline
30 & 0.000153 & 0.0012 & 0.499537 \tabularnewline
31 & -0.001009 & -0.0077 & 0.496947 \tabularnewline
32 & 0.001576 & 0.012 & 0.495232 \tabularnewline
33 & -0.002032 & -0.0155 & 0.493852 \tabularnewline
34 & 0.001568 & 0.0119 & 0.495257 \tabularnewline
35 & -0.000941 & -0.0072 & 0.497154 \tabularnewline
36 & 0.000423 & 0.0032 & 0.498722 \tabularnewline
37 & -0.002126 & -0.0162 & 0.49357 \tabularnewline
38 & 0.003511 & 0.0267 & 0.489381 \tabularnewline
39 & -0.000709 & -0.0054 & 0.497856 \tabularnewline
40 & -0.003262 & -0.0248 & 0.490132 \tabularnewline
41 & 0.002551 & 0.0194 & 0.492282 \tabularnewline
42 & 0.002205 & 0.0168 & 0.493331 \tabularnewline
43 & -0.005936 & -0.0452 & 0.48205 \tabularnewline
44 & 0.002255 & 0.0172 & 0.493178 \tabularnewline
45 & 0.00179 & 0.0136 & 0.494585 \tabularnewline
46 & -0.00195 & -0.0148 & 0.494102 \tabularnewline
47 & 0.001251 & 0.0095 & 0.496214 \tabularnewline
48 & -0.000946 & -0.0072 & 0.497139 \tabularnewline
49 & 0.000356 & 0.0027 & 0.498924 \tabularnewline
50 & 0.000717 & 0.0055 & 0.497832 \tabularnewline
51 & -0.001203 & -0.0092 & 0.49636 \tabularnewline
52 & 0.000107 & 8e-04 & 0.499677 \tabularnewline
53 & 0.001492 & 0.0114 & 0.495488 \tabularnewline
54 & -0.002644 & -0.0201 & 0.492002 \tabularnewline
55 & 0.001967 & 0.015 & 0.494051 \tabularnewline
56 & 0.00123 & 0.0094 & 0.496279 \tabularnewline
57 & -0.000918 & -0.007 & 0.497223 \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=64069&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]-0.484996[/C][C]-3.6936[/C][C]0.000246[/C][/ROW]
[ROW][C]2[/C][C]-0.04276[/C][C]-0.3256[/C][C]0.372931[/C][/ROW]
[ROW][C]3[/C][C]0.053079[/C][C]0.4042[/C][C]0.343763[/C][/ROW]
[ROW][C]4[/C][C]-0.031153[/C][C]-0.2373[/C][C]0.406649[/C][/ROW]
[ROW][C]5[/C][C]0.023411[/C][C]0.1783[/C][C]0.429557[/C][/ROW]
[ROW][C]6[/C][C]-0.009088[/C][C]-0.0692[/C][C]0.472531[/C][/ROW]
[ROW][C]7[/C][C]-0.005229[/C][C]-0.0398[/C][C]0.484185[/C][/ROW]
[ROW][C]8[/C][C]-0.000869[/C][C]-0.0066[/C][C]0.49737[/C][/ROW]
[ROW][C]9[/C][C]-0.000573[/C][C]-0.0044[/C][C]0.498267[/C][/ROW]
[ROW][C]10[/C][C]-0.000836[/C][C]-0.0064[/C][C]0.49747[/C][/ROW]
[ROW][C]11[/C][C]-0.000163[/C][C]-0.0012[/C][C]0.499506[/C][/ROW]
[ROW][C]12[/C][C]-0.000689[/C][C]-0.0053[/C][C]0.497915[/C][/ROW]
[ROW][C]13[/C][C]0.000456[/C][C]0.0035[/C][C]0.498622[/C][/ROW]
[ROW][C]14[/C][C]-0.000358[/C][C]-0.0027[/C][C]0.498918[/C][/ROW]
[ROW][C]15[/C][C]0.000712[/C][C]0.0054[/C][C]0.497847[/C][/ROW]
[ROW][C]16[/C][C]-0.000521[/C][C]-0.004[/C][C]0.498424[/C][/ROW]
[ROW][C]17[/C][C]0.000439[/C][C]0.0033[/C][C]0.498671[/C][/ROW]
[ROW][C]18[/C][C]-0.00121[/C][C]-0.0092[/C][C]0.49634[/C][/ROW]
[ROW][C]19[/C][C]0.001485[/C][C]0.0113[/C][C]0.495506[/C][/ROW]
[ROW][C]20[/C][C]-0.001213[/C][C]-0.0092[/C][C]0.49633[/C][/ROW]
[ROW][C]21[/C][C]0.000726[/C][C]0.0055[/C][C]0.497804[/C][/ROW]
[ROW][C]22[/C][C]-0.000266[/C][C]-0.002[/C][C]0.499196[/C][/ROW]
[ROW][C]23[/C][C]0.000343[/C][C]0.0026[/C][C]0.498962[/C][/ROW]
[ROW][C]24[/C][C]-0.000125[/C][C]-0.001[/C][C]0.499621[/C][/ROW]
[ROW][C]25[/C][C]-0.00094[/C][C]-0.0072[/C][C]0.497156[/C][/ROW]
[ROW][C]26[/C][C]0.001226[/C][C]0.0093[/C][C]0.49629[/C][/ROW]
[ROW][C]27[/C][C]-0.00055[/C][C]-0.0042[/C][C]0.498335[/C][/ROW]
[ROW][C]28[/C][C]-0.000572[/C][C]-0.0044[/C][C]0.498269[/C][/ROW]
[ROW][C]29[/C][C]0.000761[/C][C]0.0058[/C][C]0.497697[/C][/ROW]
[ROW][C]30[/C][C]0.000153[/C][C]0.0012[/C][C]0.499537[/C][/ROW]
[ROW][C]31[/C][C]-0.001009[/C][C]-0.0077[/C][C]0.496947[/C][/ROW]
[ROW][C]32[/C][C]0.001576[/C][C]0.012[/C][C]0.495232[/C][/ROW]
[ROW][C]33[/C][C]-0.002032[/C][C]-0.0155[/C][C]0.493852[/C][/ROW]
[ROW][C]34[/C][C]0.001568[/C][C]0.0119[/C][C]0.495257[/C][/ROW]
[ROW][C]35[/C][C]-0.000941[/C][C]-0.0072[/C][C]0.497154[/C][/ROW]
[ROW][C]36[/C][C]0.000423[/C][C]0.0032[/C][C]0.498722[/C][/ROW]
[ROW][C]37[/C][C]-0.002126[/C][C]-0.0162[/C][C]0.49357[/C][/ROW]
[ROW][C]38[/C][C]0.003511[/C][C]0.0267[/C][C]0.489381[/C][/ROW]
[ROW][C]39[/C][C]-0.000709[/C][C]-0.0054[/C][C]0.497856[/C][/ROW]
[ROW][C]40[/C][C]-0.003262[/C][C]-0.0248[/C][C]0.490132[/C][/ROW]
[ROW][C]41[/C][C]0.002551[/C][C]0.0194[/C][C]0.492282[/C][/ROW]
[ROW][C]42[/C][C]0.002205[/C][C]0.0168[/C][C]0.493331[/C][/ROW]
[ROW][C]43[/C][C]-0.005936[/C][C]-0.0452[/C][C]0.48205[/C][/ROW]
[ROW][C]44[/C][C]0.002255[/C][C]0.0172[/C][C]0.493178[/C][/ROW]
[ROW][C]45[/C][C]0.00179[/C][C]0.0136[/C][C]0.494585[/C][/ROW]
[ROW][C]46[/C][C]-0.00195[/C][C]-0.0148[/C][C]0.494102[/C][/ROW]
[ROW][C]47[/C][C]0.001251[/C][C]0.0095[/C][C]0.496214[/C][/ROW]
[ROW][C]48[/C][C]-0.000946[/C][C]-0.0072[/C][C]0.497139[/C][/ROW]
[ROW][C]49[/C][C]0.000356[/C][C]0.0027[/C][C]0.498924[/C][/ROW]
[ROW][C]50[/C][C]0.000717[/C][C]0.0055[/C][C]0.497832[/C][/ROW]
[ROW][C]51[/C][C]-0.001203[/C][C]-0.0092[/C][C]0.49636[/C][/ROW]
[ROW][C]52[/C][C]0.000107[/C][C]8e-04[/C][C]0.499677[/C][/ROW]
[ROW][C]53[/C][C]0.001492[/C][C]0.0114[/C][C]0.495488[/C][/ROW]
[ROW][C]54[/C][C]-0.002644[/C][C]-0.0201[/C][C]0.492002[/C][/ROW]
[ROW][C]55[/C][C]0.001967[/C][C]0.015[/C][C]0.494051[/C][/ROW]
[ROW][C]56[/C][C]0.00123[/C][C]0.0094[/C][C]0.496279[/C][/ROW]
[ROW][C]57[/C][C]-0.000918[/C][C]-0.007[/C][C]0.497223[/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=64069&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64069&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	-0.484996	-3.6936	0.000246
2	-0.04276	-0.3256	0.372931
3	0.053079	0.4042	0.343763
4	-0.031153	-0.2373	0.406649
5	0.023411	0.1783	0.429557
6	-0.009088	-0.0692	0.472531
7	-0.005229	-0.0398	0.484185
8	-0.000869	-0.0066	0.49737
9	-0.000573	-0.0044	0.498267
10	-0.000836	-0.0064	0.49747
11	-0.000163	-0.0012	0.499506
12	-0.000689	-0.0053	0.497915
13	0.000456	0.0035	0.498622
14	-0.000358	-0.0027	0.498918
15	0.000712	0.0054	0.497847
16	-0.000521	-0.004	0.498424
17	0.000439	0.0033	0.498671
18	-0.00121	-0.0092	0.49634
19	0.001485	0.0113	0.495506
20	-0.001213	-0.0092	0.49633
21	0.000726	0.0055	0.497804
22	-0.000266	-0.002	0.499196
23	0.000343	0.0026	0.498962
24	-0.000125	-0.001	0.499621
25	-0.00094	-0.0072	0.497156
26	0.001226	0.0093	0.49629
27	-0.00055	-0.0042	0.498335
28	-0.000572	-0.0044	0.498269
29	0.000761	0.0058	0.497697
30	0.000153	0.0012	0.499537
31	-0.001009	-0.0077	0.496947
32	0.001576	0.012	0.495232
33	-0.002032	-0.0155	0.493852
34	0.001568	0.0119	0.495257
35	-0.000941	-0.0072	0.497154
36	0.000423	0.0032	0.498722
37	-0.002126	-0.0162	0.49357
38	0.003511	0.0267	0.489381
39	-0.000709	-0.0054	0.497856
40	-0.003262	-0.0248	0.490132
41	0.002551	0.0194	0.492282
42	0.002205	0.0168	0.493331
43	-0.005936	-0.0452	0.48205
44	0.002255	0.0172	0.493178
45	0.00179	0.0136	0.494585
46	-0.00195	-0.0148	0.494102
47	0.001251	0.0095	0.496214
48	-0.000946	-0.0072	0.497139
49	0.000356	0.0027	0.498924
50	0.000717	0.0055	0.497832
51	-0.001203	-0.0092	0.49636
52	0.000107	8e-04	0.499677
53	0.001492	0.0114	0.495488
54	-0.002644	-0.0201	0.492002
55	0.001967	0.015	0.494051
56	0.00123	0.0094	0.496279
57	-0.000918	-0.007	0.497223
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	-0.484996	-3.6936	0.000246
2	-0.363479	-2.7682	0.003777
3	-0.228228	-1.7381	0.043747
4	-0.197619	-1.505	0.068873
5	-0.132935	-1.0124	0.157776
6	-0.107561	-0.8192	0.208024
7	-0.091876	-0.6997	0.243453
8	-0.085107	-0.6482	0.259721
9	-0.078154	-0.5952	0.277012
10	-0.073997	-0.5635	0.287619
11	-0.069389	-0.5284	0.299602
12	-0.065909	-0.5019	0.308802
13	-0.061288	-0.4668	0.321213
14	-0.057766	-0.4399	0.330811
15	-0.053042	-0.404	0.343867
16	-0.049993	-0.3807	0.352395
17	-0.0463	-0.3526	0.36283
18	-0.045472	-0.3463	0.365183
19	-0.0417	-0.3176	0.375973
20	-0.040871	-0.3113	0.378358
21	-0.038255	-0.2913	0.385915
22	-0.036771	-0.28	0.390222
23	-0.034343	-0.2616	0.397297
24	-0.0327	-0.249	0.402106
25	-0.032687	-0.2489	0.402143
26	-0.03041	-0.2316	0.408832
27	-0.029416	-0.224	0.411763
28	-0.029286	-0.223	0.412147
29	-0.027835	-0.212	0.416432
30	-0.026112	-0.1989	0.421533
31	-0.026375	-0.2009	0.420754
32	-0.023644	-0.1801	0.428863
33	-0.025075	-0.191	0.424609
34	-0.023041	-0.1755	0.430659
35	-0.023438	-0.1785	0.429477
36	-0.022338	-0.1701	0.432754
37	-0.025693	-0.1957	0.422777
38	-0.021526	-0.1639	0.435176
39	-0.019747	-0.1504	0.440489
40	-0.023452	-0.1786	0.429435
41	-0.022417	-0.1707	0.432518
42	-0.017418	-0.1327	0.447463
43	-0.023809	-0.1813	0.428371
44	-0.024973	-0.1902	0.424913
45	-0.023151	-0.1763	0.43033
46	-0.024271	-0.1848	0.426998
47	-0.023309	-0.1775	0.429862
48	-0.024095	-0.1835	0.427523
49	-0.023903	-0.182	0.428094
50	-0.022896	-0.1744	0.43109
51	-0.02402	-0.1829	0.427744
52	-0.024836	-0.1891	0.42532
53	-0.02292	-0.1745	0.431021
54	-0.02604	-0.1983	0.421745
55	-0.024975	-0.1902	0.424905
56	-0.022159	-0.1688	0.433286
57	-0.02096	-0.1596	0.436865
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 & -0.484996 & -3.6936 & 0.000246 \tabularnewline
2 & -0.363479 & -2.7682 & 0.003777 \tabularnewline
3 & -0.228228 & -1.7381 & 0.043747 \tabularnewline
4 & -0.197619 & -1.505 & 0.068873 \tabularnewline
5 & -0.132935 & -1.0124 & 0.157776 \tabularnewline
6 & -0.107561 & -0.8192 & 0.208024 \tabularnewline
7 & -0.091876 & -0.6997 & 0.243453 \tabularnewline
8 & -0.085107 & -0.6482 & 0.259721 \tabularnewline
9 & -0.078154 & -0.5952 & 0.277012 \tabularnewline
10 & -0.073997 & -0.5635 & 0.287619 \tabularnewline
11 & -0.069389 & -0.5284 & 0.299602 \tabularnewline
12 & -0.065909 & -0.5019 & 0.308802 \tabularnewline
13 & -0.061288 & -0.4668 & 0.321213 \tabularnewline
14 & -0.057766 & -0.4399 & 0.330811 \tabularnewline
15 & -0.053042 & -0.404 & 0.343867 \tabularnewline
16 & -0.049993 & -0.3807 & 0.352395 \tabularnewline
17 & -0.0463 & -0.3526 & 0.36283 \tabularnewline
18 & -0.045472 & -0.3463 & 0.365183 \tabularnewline
19 & -0.0417 & -0.3176 & 0.375973 \tabularnewline
20 & -0.040871 & -0.3113 & 0.378358 \tabularnewline
21 & -0.038255 & -0.2913 & 0.385915 \tabularnewline
22 & -0.036771 & -0.28 & 0.390222 \tabularnewline
23 & -0.034343 & -0.2616 & 0.397297 \tabularnewline
24 & -0.0327 & -0.249 & 0.402106 \tabularnewline
25 & -0.032687 & -0.2489 & 0.402143 \tabularnewline
26 & -0.03041 & -0.2316 & 0.408832 \tabularnewline
27 & -0.029416 & -0.224 & 0.411763 \tabularnewline
28 & -0.029286 & -0.223 & 0.412147 \tabularnewline
29 & -0.027835 & -0.212 & 0.416432 \tabularnewline
30 & -0.026112 & -0.1989 & 0.421533 \tabularnewline
31 & -0.026375 & -0.2009 & 0.420754 \tabularnewline
32 & -0.023644 & -0.1801 & 0.428863 \tabularnewline
33 & -0.025075 & -0.191 & 0.424609 \tabularnewline
34 & -0.023041 & -0.1755 & 0.430659 \tabularnewline
35 & -0.023438 & -0.1785 & 0.429477 \tabularnewline
36 & -0.022338 & -0.1701 & 0.432754 \tabularnewline
37 & -0.025693 & -0.1957 & 0.422777 \tabularnewline
38 & -0.021526 & -0.1639 & 0.435176 \tabularnewline
39 & -0.019747 & -0.1504 & 0.440489 \tabularnewline
40 & -0.023452 & -0.1786 & 0.429435 \tabularnewline
41 & -0.022417 & -0.1707 & 0.432518 \tabularnewline
42 & -0.017418 & -0.1327 & 0.447463 \tabularnewline
43 & -0.023809 & -0.1813 & 0.428371 \tabularnewline
44 & -0.024973 & -0.1902 & 0.424913 \tabularnewline
45 & -0.023151 & -0.1763 & 0.43033 \tabularnewline
46 & -0.024271 & -0.1848 & 0.426998 \tabularnewline
47 & -0.023309 & -0.1775 & 0.429862 \tabularnewline
48 & -0.024095 & -0.1835 & 0.427523 \tabularnewline
49 & -0.023903 & -0.182 & 0.428094 \tabularnewline
50 & -0.022896 & -0.1744 & 0.43109 \tabularnewline
51 & -0.02402 & -0.1829 & 0.427744 \tabularnewline
52 & -0.024836 & -0.1891 & 0.42532 \tabularnewline
53 & -0.02292 & -0.1745 & 0.431021 \tabularnewline
54 & -0.02604 & -0.1983 & 0.421745 \tabularnewline
55 & -0.024975 & -0.1902 & 0.424905 \tabularnewline
56 & -0.022159 & -0.1688 & 0.433286 \tabularnewline
57 & -0.02096 & -0.1596 & 0.436865 \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=64069&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]-0.484996[/C][C]-3.6936[/C][C]0.000246[/C][/ROW]
[ROW][C]2[/C][C]-0.363479[/C][C]-2.7682[/C][C]0.003777[/C][/ROW]
[ROW][C]3[/C][C]-0.228228[/C][C]-1.7381[/C][C]0.043747[/C][/ROW]
[ROW][C]4[/C][C]-0.197619[/C][C]-1.505[/C][C]0.068873[/C][/ROW]
[ROW][C]5[/C][C]-0.132935[/C][C]-1.0124[/C][C]0.157776[/C][/ROW]
[ROW][C]6[/C][C]-0.107561[/C][C]-0.8192[/C][C]0.208024[/C][/ROW]
[ROW][C]7[/C][C]-0.091876[/C][C]-0.6997[/C][C]0.243453[/C][/ROW]
[ROW][C]8[/C][C]-0.085107[/C][C]-0.6482[/C][C]0.259721[/C][/ROW]
[ROW][C]9[/C][C]-0.078154[/C][C]-0.5952[/C][C]0.277012[/C][/ROW]
[ROW][C]10[/C][C]-0.073997[/C][C]-0.5635[/C][C]0.287619[/C][/ROW]
[ROW][C]11[/C][C]-0.069389[/C][C]-0.5284[/C][C]0.299602[/C][/ROW]
[ROW][C]12[/C][C]-0.065909[/C][C]-0.5019[/C][C]0.308802[/C][/ROW]
[ROW][C]13[/C][C]-0.061288[/C][C]-0.4668[/C][C]0.321213[/C][/ROW]
[ROW][C]14[/C][C]-0.057766[/C][C]-0.4399[/C][C]0.330811[/C][/ROW]
[ROW][C]15[/C][C]-0.053042[/C][C]-0.404[/C][C]0.343867[/C][/ROW]
[ROW][C]16[/C][C]-0.049993[/C][C]-0.3807[/C][C]0.352395[/C][/ROW]
[ROW][C]17[/C][C]-0.0463[/C][C]-0.3526[/C][C]0.36283[/C][/ROW]
[ROW][C]18[/C][C]-0.045472[/C][C]-0.3463[/C][C]0.365183[/C][/ROW]
[ROW][C]19[/C][C]-0.0417[/C][C]-0.3176[/C][C]0.375973[/C][/ROW]
[ROW][C]20[/C][C]-0.040871[/C][C]-0.3113[/C][C]0.378358[/C][/ROW]
[ROW][C]21[/C][C]-0.038255[/C][C]-0.2913[/C][C]0.385915[/C][/ROW]
[ROW][C]22[/C][C]-0.036771[/C][C]-0.28[/C][C]0.390222[/C][/ROW]
[ROW][C]23[/C][C]-0.034343[/C][C]-0.2616[/C][C]0.397297[/C][/ROW]
[ROW][C]24[/C][C]-0.0327[/C][C]-0.249[/C][C]0.402106[/C][/ROW]
[ROW][C]25[/C][C]-0.032687[/C][C]-0.2489[/C][C]0.402143[/C][/ROW]
[ROW][C]26[/C][C]-0.03041[/C][C]-0.2316[/C][C]0.408832[/C][/ROW]
[ROW][C]27[/C][C]-0.029416[/C][C]-0.224[/C][C]0.411763[/C][/ROW]
[ROW][C]28[/C][C]-0.029286[/C][C]-0.223[/C][C]0.412147[/C][/ROW]
[ROW][C]29[/C][C]-0.027835[/C][C]-0.212[/C][C]0.416432[/C][/ROW]
[ROW][C]30[/C][C]-0.026112[/C][C]-0.1989[/C][C]0.421533[/C][/ROW]
[ROW][C]31[/C][C]-0.026375[/C][C]-0.2009[/C][C]0.420754[/C][/ROW]
[ROW][C]32[/C][C]-0.023644[/C][C]-0.1801[/C][C]0.428863[/C][/ROW]
[ROW][C]33[/C][C]-0.025075[/C][C]-0.191[/C][C]0.424609[/C][/ROW]
[ROW][C]34[/C][C]-0.023041[/C][C]-0.1755[/C][C]0.430659[/C][/ROW]
[ROW][C]35[/C][C]-0.023438[/C][C]-0.1785[/C][C]0.429477[/C][/ROW]
[ROW][C]36[/C][C]-0.022338[/C][C]-0.1701[/C][C]0.432754[/C][/ROW]
[ROW][C]37[/C][C]-0.025693[/C][C]-0.1957[/C][C]0.422777[/C][/ROW]
[ROW][C]38[/C][C]-0.021526[/C][C]-0.1639[/C][C]0.435176[/C][/ROW]
[ROW][C]39[/C][C]-0.019747[/C][C]-0.1504[/C][C]0.440489[/C][/ROW]
[ROW][C]40[/C][C]-0.023452[/C][C]-0.1786[/C][C]0.429435[/C][/ROW]
[ROW][C]41[/C][C]-0.022417[/C][C]-0.1707[/C][C]0.432518[/C][/ROW]
[ROW][C]42[/C][C]-0.017418[/C][C]-0.1327[/C][C]0.447463[/C][/ROW]
[ROW][C]43[/C][C]-0.023809[/C][C]-0.1813[/C][C]0.428371[/C][/ROW]
[ROW][C]44[/C][C]-0.024973[/C][C]-0.1902[/C][C]0.424913[/C][/ROW]
[ROW][C]45[/C][C]-0.023151[/C][C]-0.1763[/C][C]0.43033[/C][/ROW]
[ROW][C]46[/C][C]-0.024271[/C][C]-0.1848[/C][C]0.426998[/C][/ROW]
[ROW][C]47[/C][C]-0.023309[/C][C]-0.1775[/C][C]0.429862[/C][/ROW]
[ROW][C]48[/C][C]-0.024095[/C][C]-0.1835[/C][C]0.427523[/C][/ROW]
[ROW][C]49[/C][C]-0.023903[/C][C]-0.182[/C][C]0.428094[/C][/ROW]
[ROW][C]50[/C][C]-0.022896[/C][C]-0.1744[/C][C]0.43109[/C][/ROW]
[ROW][C]51[/C][C]-0.02402[/C][C]-0.1829[/C][C]0.427744[/C][/ROW]
[ROW][C]52[/C][C]-0.024836[/C][C]-0.1891[/C][C]0.42532[/C][/ROW]
[ROW][C]53[/C][C]-0.02292[/C][C]-0.1745[/C][C]0.431021[/C][/ROW]
[ROW][C]54[/C][C]-0.02604[/C][C]-0.1983[/C][C]0.421745[/C][/ROW]
[ROW][C]55[/C][C]-0.024975[/C][C]-0.1902[/C][C]0.424905[/C][/ROW]
[ROW][C]56[/C][C]-0.022159[/C][C]-0.1688[/C][C]0.433286[/C][/ROW]
[ROW][C]57[/C][C]-0.02096[/C][C]-0.1596[/C][C]0.436865[/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=64069&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64069&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	-0.484996	-3.6936	0.000246
2	-0.363479	-2.7682	0.003777
3	-0.228228	-1.7381	0.043747
4	-0.197619	-1.505	0.068873
5	-0.132935	-1.0124	0.157776
6	-0.107561	-0.8192	0.208024
7	-0.091876	-0.6997	0.243453
8	-0.085107	-0.6482	0.259721
9	-0.078154	-0.5952	0.277012
10	-0.073997	-0.5635	0.287619
11	-0.069389	-0.5284	0.299602
12	-0.065909	-0.5019	0.308802
13	-0.061288	-0.4668	0.321213
14	-0.057766	-0.4399	0.330811
15	-0.053042	-0.404	0.343867
16	-0.049993	-0.3807	0.352395
17	-0.0463	-0.3526	0.36283
18	-0.045472	-0.3463	0.365183
19	-0.0417	-0.3176	0.375973
20	-0.040871	-0.3113	0.378358
21	-0.038255	-0.2913	0.385915
22	-0.036771	-0.28	0.390222
23	-0.034343	-0.2616	0.397297
24	-0.0327	-0.249	0.402106
25	-0.032687	-0.2489	0.402143
26	-0.03041	-0.2316	0.408832
27	-0.029416	-0.224	0.411763
28	-0.029286	-0.223	0.412147
29	-0.027835	-0.212	0.416432
30	-0.026112	-0.1989	0.421533
31	-0.026375	-0.2009	0.420754
32	-0.023644	-0.1801	0.428863
33	-0.025075	-0.191	0.424609
34	-0.023041	-0.1755	0.430659
35	-0.023438	-0.1785	0.429477
36	-0.022338	-0.1701	0.432754
37	-0.025693	-0.1957	0.422777
38	-0.021526	-0.1639	0.435176
39	-0.019747	-0.1504	0.440489
40	-0.023452	-0.1786	0.429435
41	-0.022417	-0.1707	0.432518
42	-0.017418	-0.1327	0.447463
43	-0.023809	-0.1813	0.428371
44	-0.024973	-0.1902	0.424913
45	-0.023151	-0.1763	0.43033
46	-0.024271	-0.1848	0.426998
47	-0.023309	-0.1775	0.429862
48	-0.024095	-0.1835	0.427523
49	-0.023903	-0.182	0.428094
50	-0.022896	-0.1744	0.43109
51	-0.02402	-0.1829	0.427744
52	-0.024836	-0.1891	0.42532
53	-0.02292	-0.1745	0.431021
54	-0.02604	-0.1983	0.421745
55	-0.024975	-0.1902	0.424905
56	-0.022159	-0.1688	0.433286
57	-0.02096	-0.1596	0.436865
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 = 1.7 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = -2.0 ; 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