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

Mon, 07 Dec 2009 12:23:24 -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/07/t12602138517snuxspx429phkf.htm/, Retrieved Sun, 05 May 2024 05:53:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64614, Retrieved Sun, 05 May 2024 05:53:25 +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

163

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]
-    D        [(Partial) Autocorrelation Function] [WS 8: Methode 1 ACF] [2009-11-27 12:58:46] [8cf9233b7464ea02e32be3b30fdac052]
-   PD            [(Partial) Autocorrelation Function] [] [2009-12-07 19:23:24] [a7903eee767dfd0f468efdd2f9e43d36] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=64614&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=64614&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64614&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	0.742189	5.9375	0
2	0.329889	2.6391	0.005214
3	0.070328	0.5626	0.287829
4	-0.002153	-0.0172	0.493155
5	0.076971	0.6158	0.270116
6	0.145741	1.1659	0.123985
7	0.117722	0.9418	0.174925
8	0.044371	0.355	0.36189
9	0.047513	0.3801	0.352563
10	0.147684	1.1815	0.120893
11	0.309489	2.4759	0.007973
12	0.401596	3.2128	0.00103
13	0.226903	1.8152	0.037087
14	0.000301	0.0024	0.499042
15	-0.111802	-0.8944	0.187226
16	-0.166003	-1.328	0.094444
17	-0.16946	-1.3557	0.089983
18	-0.176356	-1.4108	0.081566
19	-0.200337	-1.6027	0.056963
20	-0.194666	-1.5573	0.062162
21	-0.116084	-0.9287	0.178275
22	0.016054	0.1284	0.449104
23	0.152786	1.2223	0.113041
24	0.202618	1.6209	0.054974
25	0.036487	0.2919	0.385654
26	-0.16395	-1.3116	0.09717
27	-0.255324	-2.0426	0.022608
28	-0.279961	-2.2397	0.014296
29	-0.245499	-1.964	0.026939
30	-0.199213	-1.5937	0.057964
31	-0.175231	-1.4018	0.082897
32	-0.156504	-1.252	0.107558
33	-0.105649	-0.8452	0.200576
34	-0.03478	-0.2782	0.390862
35	0.037537	0.3003	0.382461
36	0.055889	0.4471	0.328151
37	-0.069966	-0.5597	0.288808
38	-0.201191	-1.6095	0.056212
39	-0.223618	-1.7889	0.039178
40	-0.203076	-1.6246	0.05458
41	-0.163075	-1.3046	0.09835
42	-0.14782	-1.1826	0.120678
43	-0.163535	-1.3083	0.097728
44	-0.15755	-1.2604	0.10605
45	-0.087394	-0.6992	0.243494
46	0.039456	0.3156	0.376648
47	0.157887	1.2631	0.105569
48	0.185022	1.4802	0.071866
49	0.053435	0.4275	0.335233
50	-0.095677	-0.7654	0.223418
51	-0.116427	-0.9314	0.17757
52	-0.063359	-0.5069	0.306992
53	0.019903	0.1592	0.436998
54	0.070726	0.5658	0.286751
55	0.056135	0.4491	0.327446
56	0.021007	0.1681	0.433533
57	0.013448	0.1076	0.457331
58	0.045743	0.3659	0.357806
59	0.086533	0.6923	0.245638
60	0.085544	0.6843	0.248113

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.742189 & 5.9375 & 0 \tabularnewline
2 & 0.329889 & 2.6391 & 0.005214 \tabularnewline
3 & 0.070328 & 0.5626 & 0.287829 \tabularnewline
4 & -0.002153 & -0.0172 & 0.493155 \tabularnewline
5 & 0.076971 & 0.6158 & 0.270116 \tabularnewline
6 & 0.145741 & 1.1659 & 0.123985 \tabularnewline
7 & 0.117722 & 0.9418 & 0.174925 \tabularnewline
8 & 0.044371 & 0.355 & 0.36189 \tabularnewline
9 & 0.047513 & 0.3801 & 0.352563 \tabularnewline
10 & 0.147684 & 1.1815 & 0.120893 \tabularnewline
11 & 0.309489 & 2.4759 & 0.007973 \tabularnewline
12 & 0.401596 & 3.2128 & 0.00103 \tabularnewline
13 & 0.226903 & 1.8152 & 0.037087 \tabularnewline
14 & 0.000301 & 0.0024 & 0.499042 \tabularnewline
15 & -0.111802 & -0.8944 & 0.187226 \tabularnewline
16 & -0.166003 & -1.328 & 0.094444 \tabularnewline
17 & -0.16946 & -1.3557 & 0.089983 \tabularnewline
18 & -0.176356 & -1.4108 & 0.081566 \tabularnewline
19 & -0.200337 & -1.6027 & 0.056963 \tabularnewline
20 & -0.194666 & -1.5573 & 0.062162 \tabularnewline
21 & -0.116084 & -0.9287 & 0.178275 \tabularnewline
22 & 0.016054 & 0.1284 & 0.449104 \tabularnewline
23 & 0.152786 & 1.2223 & 0.113041 \tabularnewline
24 & 0.202618 & 1.6209 & 0.054974 \tabularnewline
25 & 0.036487 & 0.2919 & 0.385654 \tabularnewline
26 & -0.16395 & -1.3116 & 0.09717 \tabularnewline
27 & -0.255324 & -2.0426 & 0.022608 \tabularnewline
28 & -0.279961 & -2.2397 & 0.014296 \tabularnewline
29 & -0.245499 & -1.964 & 0.026939 \tabularnewline
30 & -0.199213 & -1.5937 & 0.057964 \tabularnewline
31 & -0.175231 & -1.4018 & 0.082897 \tabularnewline
32 & -0.156504 & -1.252 & 0.107558 \tabularnewline
33 & -0.105649 & -0.8452 & 0.200576 \tabularnewline
34 & -0.03478 & -0.2782 & 0.390862 \tabularnewline
35 & 0.037537 & 0.3003 & 0.382461 \tabularnewline
36 & 0.055889 & 0.4471 & 0.328151 \tabularnewline
37 & -0.069966 & -0.5597 & 0.288808 \tabularnewline
38 & -0.201191 & -1.6095 & 0.056212 \tabularnewline
39 & -0.223618 & -1.7889 & 0.039178 \tabularnewline
40 & -0.203076 & -1.6246 & 0.05458 \tabularnewline
41 & -0.163075 & -1.3046 & 0.09835 \tabularnewline
42 & -0.14782 & -1.1826 & 0.120678 \tabularnewline
43 & -0.163535 & -1.3083 & 0.097728 \tabularnewline
44 & -0.15755 & -1.2604 & 0.10605 \tabularnewline
45 & -0.087394 & -0.6992 & 0.243494 \tabularnewline
46 & 0.039456 & 0.3156 & 0.376648 \tabularnewline
47 & 0.157887 & 1.2631 & 0.105569 \tabularnewline
48 & 0.185022 & 1.4802 & 0.071866 \tabularnewline
49 & 0.053435 & 0.4275 & 0.335233 \tabularnewline
50 & -0.095677 & -0.7654 & 0.223418 \tabularnewline
51 & -0.116427 & -0.9314 & 0.17757 \tabularnewline
52 & -0.063359 & -0.5069 & 0.306992 \tabularnewline
53 & 0.019903 & 0.1592 & 0.436998 \tabularnewline
54 & 0.070726 & 0.5658 & 0.286751 \tabularnewline
55 & 0.056135 & 0.4491 & 0.327446 \tabularnewline
56 & 0.021007 & 0.1681 & 0.433533 \tabularnewline
57 & 0.013448 & 0.1076 & 0.457331 \tabularnewline
58 & 0.045743 & 0.3659 & 0.357806 \tabularnewline
59 & 0.086533 & 0.6923 & 0.245638 \tabularnewline
60 & 0.085544 & 0.6843 & 0.248113 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64614&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]0.742189[/C][C]5.9375[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.329889[/C][C]2.6391[/C][C]0.005214[/C][/ROW]
[ROW][C]3[/C][C]0.070328[/C][C]0.5626[/C][C]0.287829[/C][/ROW]
[ROW][C]4[/C][C]-0.002153[/C][C]-0.0172[/C][C]0.493155[/C][/ROW]
[ROW][C]5[/C][C]0.076971[/C][C]0.6158[/C][C]0.270116[/C][/ROW]
[ROW][C]6[/C][C]0.145741[/C][C]1.1659[/C][C]0.123985[/C][/ROW]
[ROW][C]7[/C][C]0.117722[/C][C]0.9418[/C][C]0.174925[/C][/ROW]
[ROW][C]8[/C][C]0.044371[/C][C]0.355[/C][C]0.36189[/C][/ROW]
[ROW][C]9[/C][C]0.047513[/C][C]0.3801[/C][C]0.352563[/C][/ROW]
[ROW][C]10[/C][C]0.147684[/C][C]1.1815[/C][C]0.120893[/C][/ROW]
[ROW][C]11[/C][C]0.309489[/C][C]2.4759[/C][C]0.007973[/C][/ROW]
[ROW][C]12[/C][C]0.401596[/C][C]3.2128[/C][C]0.00103[/C][/ROW]
[ROW][C]13[/C][C]0.226903[/C][C]1.8152[/C][C]0.037087[/C][/ROW]
[ROW][C]14[/C][C]0.000301[/C][C]0.0024[/C][C]0.499042[/C][/ROW]
[ROW][C]15[/C][C]-0.111802[/C][C]-0.8944[/C][C]0.187226[/C][/ROW]
[ROW][C]16[/C][C]-0.166003[/C][C]-1.328[/C][C]0.094444[/C][/ROW]
[ROW][C]17[/C][C]-0.16946[/C][C]-1.3557[/C][C]0.089983[/C][/ROW]
[ROW][C]18[/C][C]-0.176356[/C][C]-1.4108[/C][C]0.081566[/C][/ROW]
[ROW][C]19[/C][C]-0.200337[/C][C]-1.6027[/C][C]0.056963[/C][/ROW]
[ROW][C]20[/C][C]-0.194666[/C][C]-1.5573[/C][C]0.062162[/C][/ROW]
[ROW][C]21[/C][C]-0.116084[/C][C]-0.9287[/C][C]0.178275[/C][/ROW]
[ROW][C]22[/C][C]0.016054[/C][C]0.1284[/C][C]0.449104[/C][/ROW]
[ROW][C]23[/C][C]0.152786[/C][C]1.2223[/C][C]0.113041[/C][/ROW]
[ROW][C]24[/C][C]0.202618[/C][C]1.6209[/C][C]0.054974[/C][/ROW]
[ROW][C]25[/C][C]0.036487[/C][C]0.2919[/C][C]0.385654[/C][/ROW]
[ROW][C]26[/C][C]-0.16395[/C][C]-1.3116[/C][C]0.09717[/C][/ROW]
[ROW][C]27[/C][C]-0.255324[/C][C]-2.0426[/C][C]0.022608[/C][/ROW]
[ROW][C]28[/C][C]-0.279961[/C][C]-2.2397[/C][C]0.014296[/C][/ROW]
[ROW][C]29[/C][C]-0.245499[/C][C]-1.964[/C][C]0.026939[/C][/ROW]
[ROW][C]30[/C][C]-0.199213[/C][C]-1.5937[/C][C]0.057964[/C][/ROW]
[ROW][C]31[/C][C]-0.175231[/C][C]-1.4018[/C][C]0.082897[/C][/ROW]
[ROW][C]32[/C][C]-0.156504[/C][C]-1.252[/C][C]0.107558[/C][/ROW]
[ROW][C]33[/C][C]-0.105649[/C][C]-0.8452[/C][C]0.200576[/C][/ROW]
[ROW][C]34[/C][C]-0.03478[/C][C]-0.2782[/C][C]0.390862[/C][/ROW]
[ROW][C]35[/C][C]0.037537[/C][C]0.3003[/C][C]0.382461[/C][/ROW]
[ROW][C]36[/C][C]0.055889[/C][C]0.4471[/C][C]0.328151[/C][/ROW]
[ROW][C]37[/C][C]-0.069966[/C][C]-0.5597[/C][C]0.288808[/C][/ROW]
[ROW][C]38[/C][C]-0.201191[/C][C]-1.6095[/C][C]0.056212[/C][/ROW]
[ROW][C]39[/C][C]-0.223618[/C][C]-1.7889[/C][C]0.039178[/C][/ROW]
[ROW][C]40[/C][C]-0.203076[/C][C]-1.6246[/C][C]0.05458[/C][/ROW]
[ROW][C]41[/C][C]-0.163075[/C][C]-1.3046[/C][C]0.09835[/C][/ROW]
[ROW][C]42[/C][C]-0.14782[/C][C]-1.1826[/C][C]0.120678[/C][/ROW]
[ROW][C]43[/C][C]-0.163535[/C][C]-1.3083[/C][C]0.097728[/C][/ROW]
[ROW][C]44[/C][C]-0.15755[/C][C]-1.2604[/C][C]0.10605[/C][/ROW]
[ROW][C]45[/C][C]-0.087394[/C][C]-0.6992[/C][C]0.243494[/C][/ROW]
[ROW][C]46[/C][C]0.039456[/C][C]0.3156[/C][C]0.376648[/C][/ROW]
[ROW][C]47[/C][C]0.157887[/C][C]1.2631[/C][C]0.105569[/C][/ROW]
[ROW][C]48[/C][C]0.185022[/C][C]1.4802[/C][C]0.071866[/C][/ROW]
[ROW][C]49[/C][C]0.053435[/C][C]0.4275[/C][C]0.335233[/C][/ROW]
[ROW][C]50[/C][C]-0.095677[/C][C]-0.7654[/C][C]0.223418[/C][/ROW]
[ROW][C]51[/C][C]-0.116427[/C][C]-0.9314[/C][C]0.17757[/C][/ROW]
[ROW][C]52[/C][C]-0.063359[/C][C]-0.5069[/C][C]0.306992[/C][/ROW]
[ROW][C]53[/C][C]0.019903[/C][C]0.1592[/C][C]0.436998[/C][/ROW]
[ROW][C]54[/C][C]0.070726[/C][C]0.5658[/C][C]0.286751[/C][/ROW]
[ROW][C]55[/C][C]0.056135[/C][C]0.4491[/C][C]0.327446[/C][/ROW]
[ROW][C]56[/C][C]0.021007[/C][C]0.1681[/C][C]0.433533[/C][/ROW]
[ROW][C]57[/C][C]0.013448[/C][C]0.1076[/C][C]0.457331[/C][/ROW]
[ROW][C]58[/C][C]0.045743[/C][C]0.3659[/C][C]0.357806[/C][/ROW]
[ROW][C]59[/C][C]0.086533[/C][C]0.6923[/C][C]0.245638[/C][/ROW]
[ROW][C]60[/C][C]0.085544[/C][C]0.6843[/C][C]0.248113[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64614&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64614&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	0.742189	5.9375	0
2	0.329889	2.6391	0.005214
3	0.070328	0.5626	0.287829
4	-0.002153	-0.0172	0.493155
5	0.076971	0.6158	0.270116
6	0.145741	1.1659	0.123985
7	0.117722	0.9418	0.174925
8	0.044371	0.355	0.36189
9	0.047513	0.3801	0.352563
10	0.147684	1.1815	0.120893
11	0.309489	2.4759	0.007973
12	0.401596	3.2128	0.00103
13	0.226903	1.8152	0.037087
14	0.000301	0.0024	0.499042
15	-0.111802	-0.8944	0.187226
16	-0.166003	-1.328	0.094444
17	-0.16946	-1.3557	0.089983
18	-0.176356	-1.4108	0.081566
19	-0.200337	-1.6027	0.056963
20	-0.194666	-1.5573	0.062162
21	-0.116084	-0.9287	0.178275
22	0.016054	0.1284	0.449104
23	0.152786	1.2223	0.113041
24	0.202618	1.6209	0.054974
25	0.036487	0.2919	0.385654
26	-0.16395	-1.3116	0.09717
27	-0.255324	-2.0426	0.022608
28	-0.279961	-2.2397	0.014296
29	-0.245499	-1.964	0.026939
30	-0.199213	-1.5937	0.057964
31	-0.175231	-1.4018	0.082897
32	-0.156504	-1.252	0.107558
33	-0.105649	-0.8452	0.200576
34	-0.03478	-0.2782	0.390862
35	0.037537	0.3003	0.382461
36	0.055889	0.4471	0.328151
37	-0.069966	-0.5597	0.288808
38	-0.201191	-1.6095	0.056212
39	-0.223618	-1.7889	0.039178
40	-0.203076	-1.6246	0.05458
41	-0.163075	-1.3046	0.09835
42	-0.14782	-1.1826	0.120678
43	-0.163535	-1.3083	0.097728
44	-0.15755	-1.2604	0.10605
45	-0.087394	-0.6992	0.243494
46	0.039456	0.3156	0.376648
47	0.157887	1.2631	0.105569
48	0.185022	1.4802	0.071866
49	0.053435	0.4275	0.335233
50	-0.095677	-0.7654	0.223418
51	-0.116427	-0.9314	0.17757
52	-0.063359	-0.5069	0.306992
53	0.019903	0.1592	0.436998
54	0.070726	0.5658	0.286751
55	0.056135	0.4491	0.327446
56	0.021007	0.1681	0.433533
57	0.013448	0.1076	0.457331
58	0.045743	0.3659	0.357806
59	0.086533	0.6923	0.245638
60	0.085544	0.6843	0.248113

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.742189	5.9375	0
2	-0.491935	-3.9355	0.000104
3	0.206048	1.6484	0.052088
4	-0.007766	-0.0621	0.475328
5	0.200337	1.6027	0.056963
6	-0.130091	-1.0407	0.150959
7	0.009634	0.0771	0.469402
8	-0.008552	-0.0684	0.472835
9	0.212899	1.7032	0.046692
10	0.065599	0.5248	0.300772
11	0.257513	2.0601	0.02173
12	-0.060976	-0.4878	0.313676
13	-0.359024	-2.8722	0.002761
14	0.28644	2.2915	0.012617
15	-0.207483	-1.6599	0.050918
16	-0.161882	-1.2951	0.099977
17	-0.115223	-0.9218	0.180051
18	-0.068354	-0.5468	0.293197
19	-0.012441	-0.0995	0.460514
20	-0.005597	-0.0448	0.482214
21	0.016347	0.1308	0.448181
22	0.10444	0.8355	0.203267
23	0.103662	0.8293	0.20501
24	-0.079507	-0.6361	0.263503
25	-0.10612	-0.849	0.199535
26	0.028132	0.2251	0.411327
27	-0.120218	-0.9617	0.169899
28	0.032967	0.2637	0.396416
29	-0.089645	-0.7172	0.237942
30	0.03333	0.2666	0.395302
31	-0.031844	-0.2548	0.399866
32	-0.031671	-0.2534	0.400397
33	0.002884	0.0231	0.490833
34	-0.085832	-0.6867	0.247389
35	0.023537	0.1883	0.425621
36	-0.124707	-0.9977	0.161101
37	-0.003181	-0.0254	0.489889
38	-0.030791	-0.2463	0.403109
39	0.078056	0.6244	0.267276
40	-0.036965	-0.2957	0.384201
41	0.014217	0.1137	0.4549
42	-0.100802	-0.8064	0.211495
43	-0.021772	-0.1742	0.431139
44	-0.008088	-0.0647	0.474307
45	-0.014957	-0.1197	0.452564
46	0.125316	1.0025	0.159932
47	-0.020795	-0.1664	0.434198
48	0.025388	0.2031	0.41985
49	-0.020741	-0.1659	0.434369
50	0.013439	0.1075	0.457359
51	0.067949	0.5436	0.294305
52	-0.021071	-0.1686	0.433333
53	0.047616	0.3809	0.352258
54	-0.031839	-0.2547	0.39988
55	-0.004243	-0.0339	0.486515
56	-0.091118	-0.7289	0.234348
57	-0.044738	-0.3579	0.360797
58	-0.097673	-0.7814	0.218729
59	-0.070381	-0.563	0.287684
60	-0.014195	-0.1136	0.45497

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.742189 & 5.9375 & 0 \tabularnewline
2 & -0.491935 & -3.9355 & 0.000104 \tabularnewline
3 & 0.206048 & 1.6484 & 0.052088 \tabularnewline
4 & -0.007766 & -0.0621 & 0.475328 \tabularnewline
5 & 0.200337 & 1.6027 & 0.056963 \tabularnewline
6 & -0.130091 & -1.0407 & 0.150959 \tabularnewline
7 & 0.009634 & 0.0771 & 0.469402 \tabularnewline
8 & -0.008552 & -0.0684 & 0.472835 \tabularnewline
9 & 0.212899 & 1.7032 & 0.046692 \tabularnewline
10 & 0.065599 & 0.5248 & 0.300772 \tabularnewline
11 & 0.257513 & 2.0601 & 0.02173 \tabularnewline
12 & -0.060976 & -0.4878 & 0.313676 \tabularnewline
13 & -0.359024 & -2.8722 & 0.002761 \tabularnewline
14 & 0.28644 & 2.2915 & 0.012617 \tabularnewline
15 & -0.207483 & -1.6599 & 0.050918 \tabularnewline
16 & -0.161882 & -1.2951 & 0.099977 \tabularnewline
17 & -0.115223 & -0.9218 & 0.180051 \tabularnewline
18 & -0.068354 & -0.5468 & 0.293197 \tabularnewline
19 & -0.012441 & -0.0995 & 0.460514 \tabularnewline
20 & -0.005597 & -0.0448 & 0.482214 \tabularnewline
21 & 0.016347 & 0.1308 & 0.448181 \tabularnewline
22 & 0.10444 & 0.8355 & 0.203267 \tabularnewline
23 & 0.103662 & 0.8293 & 0.20501 \tabularnewline
24 & -0.079507 & -0.6361 & 0.263503 \tabularnewline
25 & -0.10612 & -0.849 & 0.199535 \tabularnewline
26 & 0.028132 & 0.2251 & 0.411327 \tabularnewline
27 & -0.120218 & -0.9617 & 0.169899 \tabularnewline
28 & 0.032967 & 0.2637 & 0.396416 \tabularnewline
29 & -0.089645 & -0.7172 & 0.237942 \tabularnewline
30 & 0.03333 & 0.2666 & 0.395302 \tabularnewline
31 & -0.031844 & -0.2548 & 0.399866 \tabularnewline
32 & -0.031671 & -0.2534 & 0.400397 \tabularnewline
33 & 0.002884 & 0.0231 & 0.490833 \tabularnewline
34 & -0.085832 & -0.6867 & 0.247389 \tabularnewline
35 & 0.023537 & 0.1883 & 0.425621 \tabularnewline
36 & -0.124707 & -0.9977 & 0.161101 \tabularnewline
37 & -0.003181 & -0.0254 & 0.489889 \tabularnewline
38 & -0.030791 & -0.2463 & 0.403109 \tabularnewline
39 & 0.078056 & 0.6244 & 0.267276 \tabularnewline
40 & -0.036965 & -0.2957 & 0.384201 \tabularnewline
41 & 0.014217 & 0.1137 & 0.4549 \tabularnewline
42 & -0.100802 & -0.8064 & 0.211495 \tabularnewline
43 & -0.021772 & -0.1742 & 0.431139 \tabularnewline
44 & -0.008088 & -0.0647 & 0.474307 \tabularnewline
45 & -0.014957 & -0.1197 & 0.452564 \tabularnewline
46 & 0.125316 & 1.0025 & 0.159932 \tabularnewline
47 & -0.020795 & -0.1664 & 0.434198 \tabularnewline
48 & 0.025388 & 0.2031 & 0.41985 \tabularnewline
49 & -0.020741 & -0.1659 & 0.434369 \tabularnewline
50 & 0.013439 & 0.1075 & 0.457359 \tabularnewline
51 & 0.067949 & 0.5436 & 0.294305 \tabularnewline
52 & -0.021071 & -0.1686 & 0.433333 \tabularnewline
53 & 0.047616 & 0.3809 & 0.352258 \tabularnewline
54 & -0.031839 & -0.2547 & 0.39988 \tabularnewline
55 & -0.004243 & -0.0339 & 0.486515 \tabularnewline
56 & -0.091118 & -0.7289 & 0.234348 \tabularnewline
57 & -0.044738 & -0.3579 & 0.360797 \tabularnewline
58 & -0.097673 & -0.7814 & 0.218729 \tabularnewline
59 & -0.070381 & -0.563 & 0.287684 \tabularnewline
60 & -0.014195 & -0.1136 & 0.45497 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64614&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]0.742189[/C][C]5.9375[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.491935[/C][C]-3.9355[/C][C]0.000104[/C][/ROW]
[ROW][C]3[/C][C]0.206048[/C][C]1.6484[/C][C]0.052088[/C][/ROW]
[ROW][C]4[/C][C]-0.007766[/C][C]-0.0621[/C][C]0.475328[/C][/ROW]
[ROW][C]5[/C][C]0.200337[/C][C]1.6027[/C][C]0.056963[/C][/ROW]
[ROW][C]6[/C][C]-0.130091[/C][C]-1.0407[/C][C]0.150959[/C][/ROW]
[ROW][C]7[/C][C]0.009634[/C][C]0.0771[/C][C]0.469402[/C][/ROW]
[ROW][C]8[/C][C]-0.008552[/C][C]-0.0684[/C][C]0.472835[/C][/ROW]
[ROW][C]9[/C][C]0.212899[/C][C]1.7032[/C][C]0.046692[/C][/ROW]
[ROW][C]10[/C][C]0.065599[/C][C]0.5248[/C][C]0.300772[/C][/ROW]
[ROW][C]11[/C][C]0.257513[/C][C]2.0601[/C][C]0.02173[/C][/ROW]
[ROW][C]12[/C][C]-0.060976[/C][C]-0.4878[/C][C]0.313676[/C][/ROW]
[ROW][C]13[/C][C]-0.359024[/C][C]-2.8722[/C][C]0.002761[/C][/ROW]
[ROW][C]14[/C][C]0.28644[/C][C]2.2915[/C][C]0.012617[/C][/ROW]
[ROW][C]15[/C][C]-0.207483[/C][C]-1.6599[/C][C]0.050918[/C][/ROW]
[ROW][C]16[/C][C]-0.161882[/C][C]-1.2951[/C][C]0.099977[/C][/ROW]
[ROW][C]17[/C][C]-0.115223[/C][C]-0.9218[/C][C]0.180051[/C][/ROW]
[ROW][C]18[/C][C]-0.068354[/C][C]-0.5468[/C][C]0.293197[/C][/ROW]
[ROW][C]19[/C][C]-0.012441[/C][C]-0.0995[/C][C]0.460514[/C][/ROW]
[ROW][C]20[/C][C]-0.005597[/C][C]-0.0448[/C][C]0.482214[/C][/ROW]
[ROW][C]21[/C][C]0.016347[/C][C]0.1308[/C][C]0.448181[/C][/ROW]
[ROW][C]22[/C][C]0.10444[/C][C]0.8355[/C][C]0.203267[/C][/ROW]
[ROW][C]23[/C][C]0.103662[/C][C]0.8293[/C][C]0.20501[/C][/ROW]
[ROW][C]24[/C][C]-0.079507[/C][C]-0.6361[/C][C]0.263503[/C][/ROW]
[ROW][C]25[/C][C]-0.10612[/C][C]-0.849[/C][C]0.199535[/C][/ROW]
[ROW][C]26[/C][C]0.028132[/C][C]0.2251[/C][C]0.411327[/C][/ROW]
[ROW][C]27[/C][C]-0.120218[/C][C]-0.9617[/C][C]0.169899[/C][/ROW]
[ROW][C]28[/C][C]0.032967[/C][C]0.2637[/C][C]0.396416[/C][/ROW]
[ROW][C]29[/C][C]-0.089645[/C][C]-0.7172[/C][C]0.237942[/C][/ROW]
[ROW][C]30[/C][C]0.03333[/C][C]0.2666[/C][C]0.395302[/C][/ROW]
[ROW][C]31[/C][C]-0.031844[/C][C]-0.2548[/C][C]0.399866[/C][/ROW]
[ROW][C]32[/C][C]-0.031671[/C][C]-0.2534[/C][C]0.400397[/C][/ROW]
[ROW][C]33[/C][C]0.002884[/C][C]0.0231[/C][C]0.490833[/C][/ROW]
[ROW][C]34[/C][C]-0.085832[/C][C]-0.6867[/C][C]0.247389[/C][/ROW]
[ROW][C]35[/C][C]0.023537[/C][C]0.1883[/C][C]0.425621[/C][/ROW]
[ROW][C]36[/C][C]-0.124707[/C][C]-0.9977[/C][C]0.161101[/C][/ROW]
[ROW][C]37[/C][C]-0.003181[/C][C]-0.0254[/C][C]0.489889[/C][/ROW]
[ROW][C]38[/C][C]-0.030791[/C][C]-0.2463[/C][C]0.403109[/C][/ROW]
[ROW][C]39[/C][C]0.078056[/C][C]0.6244[/C][C]0.267276[/C][/ROW]
[ROW][C]40[/C][C]-0.036965[/C][C]-0.2957[/C][C]0.384201[/C][/ROW]
[ROW][C]41[/C][C]0.014217[/C][C]0.1137[/C][C]0.4549[/C][/ROW]
[ROW][C]42[/C][C]-0.100802[/C][C]-0.8064[/C][C]0.211495[/C][/ROW]
[ROW][C]43[/C][C]-0.021772[/C][C]-0.1742[/C][C]0.431139[/C][/ROW]
[ROW][C]44[/C][C]-0.008088[/C][C]-0.0647[/C][C]0.474307[/C][/ROW]
[ROW][C]45[/C][C]-0.014957[/C][C]-0.1197[/C][C]0.452564[/C][/ROW]
[ROW][C]46[/C][C]0.125316[/C][C]1.0025[/C][C]0.159932[/C][/ROW]
[ROW][C]47[/C][C]-0.020795[/C][C]-0.1664[/C][C]0.434198[/C][/ROW]
[ROW][C]48[/C][C]0.025388[/C][C]0.2031[/C][C]0.41985[/C][/ROW]
[ROW][C]49[/C][C]-0.020741[/C][C]-0.1659[/C][C]0.434369[/C][/ROW]
[ROW][C]50[/C][C]0.013439[/C][C]0.1075[/C][C]0.457359[/C][/ROW]
[ROW][C]51[/C][C]0.067949[/C][C]0.5436[/C][C]0.294305[/C][/ROW]
[ROW][C]52[/C][C]-0.021071[/C][C]-0.1686[/C][C]0.433333[/C][/ROW]
[ROW][C]53[/C][C]0.047616[/C][C]0.3809[/C][C]0.352258[/C][/ROW]
[ROW][C]54[/C][C]-0.031839[/C][C]-0.2547[/C][C]0.39988[/C][/ROW]
[ROW][C]55[/C][C]-0.004243[/C][C]-0.0339[/C][C]0.486515[/C][/ROW]
[ROW][C]56[/C][C]-0.091118[/C][C]-0.7289[/C][C]0.234348[/C][/ROW]
[ROW][C]57[/C][C]-0.044738[/C][C]-0.3579[/C][C]0.360797[/C][/ROW]
[ROW][C]58[/C][C]-0.097673[/C][C]-0.7814[/C][C]0.218729[/C][/ROW]
[ROW][C]59[/C][C]-0.070381[/C][C]-0.563[/C][C]0.287684[/C][/ROW]
[ROW][C]60[/C][C]-0.014195[/C][C]-0.1136[/C][C]0.45497[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64614&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64614&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	0.742189	5.9375	0
2	-0.491935	-3.9355	0.000104
3	0.206048	1.6484	0.052088
4	-0.007766	-0.0621	0.475328
5	0.200337	1.6027	0.056963
6	-0.130091	-1.0407	0.150959
7	0.009634	0.0771	0.469402
8	-0.008552	-0.0684	0.472835
9	0.212899	1.7032	0.046692
10	0.065599	0.5248	0.300772
11	0.257513	2.0601	0.02173
12	-0.060976	-0.4878	0.313676
13	-0.359024	-2.8722	0.002761
14	0.28644	2.2915	0.012617
15	-0.207483	-1.6599	0.050918
16	-0.161882	-1.2951	0.099977
17	-0.115223	-0.9218	0.180051
18	-0.068354	-0.5468	0.293197
19	-0.012441	-0.0995	0.460514
20	-0.005597	-0.0448	0.482214
21	0.016347	0.1308	0.448181
22	0.10444	0.8355	0.203267
23	0.103662	0.8293	0.20501
24	-0.079507	-0.6361	0.263503
25	-0.10612	-0.849	0.199535
26	0.028132	0.2251	0.411327
27	-0.120218	-0.9617	0.169899
28	0.032967	0.2637	0.396416
29	-0.089645	-0.7172	0.237942
30	0.03333	0.2666	0.395302
31	-0.031844	-0.2548	0.399866
32	-0.031671	-0.2534	0.400397
33	0.002884	0.0231	0.490833
34	-0.085832	-0.6867	0.247389
35	0.023537	0.1883	0.425621
36	-0.124707	-0.9977	0.161101
37	-0.003181	-0.0254	0.489889
38	-0.030791	-0.2463	0.403109
39	0.078056	0.6244	0.267276
40	-0.036965	-0.2957	0.384201
41	0.014217	0.1137	0.4549
42	-0.100802	-0.8064	0.211495
43	-0.021772	-0.1742	0.431139
44	-0.008088	-0.0647	0.474307
45	-0.014957	-0.1197	0.452564
46	0.125316	1.0025	0.159932
47	-0.020795	-0.1664	0.434198
48	0.025388	0.2031	0.41985
49	-0.020741	-0.1659	0.434369
50	0.013439	0.1075	0.457359
51	0.067949	0.5436	0.294305
52	-0.021071	-0.1686	0.433333
53	0.047616	0.3809	0.352258
54	-0.031839	-0.2547	0.39988
55	-0.004243	-0.0339	0.486515
56	-0.091118	-0.7289	0.234348
57	-0.044738	-0.3579	0.360797
58	-0.097673	-0.7814	0.218729
59	-0.070381	-0.563	0.287684
60	-0.014195	-0.1136	0.45497

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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